相关论文: Subordinators and generalized heat kernels: Random…
We give a complete study of the asymptotic behavior of a simple model of alignment of unit vectors, both at the level of particles , which corresponds to a system of coupled differential equations, and at the continuum level, under the form…
In this paper, we consider a space-time fractional partial differential equation with a reactive term. We describe the speed of invasion of its fundamental solution, extending recent results in this topic, which had been proved for the one…
In this article densities (and their derivatives) of subordinators and inverse subordinators are considered. Under minor restrictions, generally milder than the existing in the literature, using a useful modification of the saddle point…
In this paper, we consider a type of time-changed Markov process, where the time-change is an inverse killed subordinator. This can be seen as an extension of Chen (Chen, Z., Time fractional equations and probabilistic representation, Chaos…
The aim of this paper is to study the long-time dynamics of solutions of the evolution system \[ \begin{cases} u_{tt} - \Delta u + u + \eta(-\Delta)^{\frac{1}{2}}u_t + a_{\epsilon}(t)(-\Delta)^{\frac{1}{2}}v_t = f(u), & \; (x, t) \in \Omega…
In the present paper, we address a class of the fractional derivatives of constant and variable orders for the first time. Fractional-order relaxation equations of constants and variable orders in the sense of Caputo type are modeled from…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
We study existence, uniqueness, norm estimates and asymptotic time behaviour (in some cases can be claimed to be sharp) for the solution of a general evolutionary integral (differential) equation of scalar type on a locally compact…
This paper investigates a new formalism to describe real time evolution of quantum systems at finite temperature. A time correlation function among subsystems will be derived which allows for a probabilistic interpretation. Our derivation…
A class of inverse problems for restoring the right-hand side of a parabolic equation for a large class of positive operators with discrete spectrum is considered. The results on existence and uniqueness of solutions of these problems as…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
This article is devoted to some time-changed stochastic models based on multivariate stable processes. The considered models have several advantages in comparison with classical time-changed Brownian motions - for instance, it turns out…
This paper studies high-order partial differential equations with random initial conditions that have both long-memory and cyclic behavior. The cases of random initial conditions with the spectral singularities, both at zero (representing…
In this paper we employ the Renormalization Group (RG) method to study the long-time asymptotics of a class of nonlinear integral equations with a generalized heat kernel and with time-dependent coefficients. The nonlinearities are…
For a class of Laplace exponents we derive the heat trace asymptotics of the generator of the corresponding subordinate Brownian motion on Euclidean space. The terms in the asymptotic expansion are found to depend both on the geometry of…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
We propose an approach to the problem of low but finite temperature dynamical correlation functions in integrable one-dimensional models with a spectral gap. The approach is based on the analysis of the leading singularities of the operator…
We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…
We examine the short and long-time behaviors of time-fractional diffusion equations with variable space-dependent order. More precisely, we describe the time-evolution of the solution to these equations as the time parameter goes either to…
Over the last 30 years, extensive work has been devoted to developing central limit theory for partial sums of subordinated long memory linear time series. A much less studied problem, motivated by questions that are ubiquitous in extreme…