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Data-driven discovery of "hidden physics" -- i.e., machine learning of differential equation models underlying observed data -- has recently been approached by embedding the discovery problem into a Gaussian Process regression of spatial…

机器学习 · 计算机科学 2019-08-05 Mamikon Gulian , Maziar Raissi , Paris Perdikaris , George Karniadakis

We introduce a hybrid approach for computing dynamical observables in strongly correlated systems using higher-order moments. This method integrates memory kernel coupling theory (MKCT) with the density matrix renormalization group (DMRG),…

计算物理 · 物理学 2025-09-17 Yunhao Liu , Wenjie Dou

We study the generalized dynamic factor model in a long-memory setting. Unlike most recent work, which assumes a finite-dimensional factor space and short memory, our framework allows the factor space to be infinite-dimensional and the…

统计理论 · 数学 2026-05-26 Qin Wen , Clifford M. Hurvich

This study investigates the use of fractional order differential models to simulate the dynamic response of non-homogeneous discrete systems and to achieve efficient and accurate model order reduction. The traditional integer order approach…

数值分析 · 数学 2016-12-22 John P. Hollkamp , Mihir Sen , Fabio Semperlotti

Anomalous relaxation and diffusion processes have been widely characterized by fractional derivative models, where the definition of the fractional-order derivative remains a historical debate due to the singular memory kernel that…

统计力学 · 物理学 2016-06-17 HongGuang Sun , Xiaoxiao Hao , Yong Zhang , Dumitru Baleanu

It is well known that physical phenomena may be of great help in computing some difficult problems efficiently. A typical example is prime factorization that may be solved in polynomial time by exploiting quantum entanglement on a quantum…

新兴技术 · 计算机科学 2018-05-23 Massimiliano Di Ventra , Fabio L. Traversa

We construct fractionally integrated continuous-time GARCH models, which capture the observed long range dependence of squared volatility in high-frequency data. Since the usual Molchan-Golosov and Mandelbrot-van-Ness fractional kernels…

统计理论 · 数学 2018-01-01 Stephan Haug , Claudia Klüppelberg , German Straub

Field equations with time and coordinates derivatives of noninteger order are derived from stationary action principle for the cases of power-law memory function and long-range interaction in systems. The method is applied to obtain a…

数学物理 · 物理学 2015-03-11 Vasily E. Tarasov , George M. Zaslavsky

In this paper, a new fractional derivative involving the normalized sinc function without singular kernel is proposed. The Laplace transform is used to find the analytical solution of the anomalous heat-diffusion problems. The comparative…

经典分析与常微分方程 · 数学 2018-09-05 Xiao-Jun Yang , Feng Gao , J. A. Tenreiro Machado , Dumitru Baleanu

The Laplace transform method for solving of a wide class of initial value problems for fractional differential equations is introduced. The method is based on the Laplace transform of the Mittag-Leffler function in two parameters. To extend…

funct-an · 数学 2007-05-23 Igor Podlubny

We find that multifractal scaling is a robust property of a large class of continuous stochastic processes, constructed as exponentials of long-memory processes. The long memory is characterized by a power law kernel with tail exponent…

统计力学 · 物理学 2009-11-11 A. Saichev , D. Sornette

In this paper, we first discuss the convolution series that are generated by the Sonine kernels from a class of functions continuous on the real positive semi-axis that have an integrable singularity of power function type at the point…

经典分析与常微分方程 · 数学 2021-08-21 Yuri Luchko

Discrete maps with long-term memory are obtained from nonlinear differential equations with Riemann-Liouville and Caputo fractional derivatives. These maps are generalizations of the well-known universal map. The memory means that their…

混沌动力学 · 物理学 2015-03-17 Vasily E. Tarasov

Employing a phase space which includes the (Riemann-Liouville) fractional derivative of curves evolving on real space, we develop a restricted variational principle for Lagrangian systems yielding the so-called restricted fractional…

数学物理 · 物理学 2018-03-01 Fernando Jiménez , Sina Ober-Blöbaum

This paper presents the Functional Machine Calculus (FMC) as a simple model of higher-order computation with "reader/writer" effects: higher-order mutable store, input/output, and probabilistic and non-deterministic computation. The FMC…

编程语言 · 计算机科学 2023-06-22 Willem Heijltjes

We introduce a new two-parameter fractional time operator with Volterra structure, denoted by the W-operator, defined through a generalized Laplace symbol. The operator preserves the Caputo-type high-frequency behavior while allowing a…

偏微分方程分析 · 数学 2026-01-07 Mohamed Wakrim

This work establishes a comprehensive analytical framework for studying implicit fractional differential systems with distributed memory and time delays. We develop novel fractional integral inequalities of Gr\"onwall--Wendroff type that…

动力系统 · 数学 2026-02-10 Rômulo Damasclin Chaves dos Santos

The conformable derivative has been promoted in numerous publications as a new fractional derivative operator. This article provides a critical reassessment of this claim. We demonstrate that the conformable derivative is not a fractional…

偏微分方程分析 · 数学 2025-12-30 Aziz El Ghazouani , Fouad Ibrahim Abdou Amir , Khoulane Mohamed , M'hamed Elomari

Fractional quantum dynamics provides a natural framework to capture nonlocal temporal behavior and memory effects in quantum systems. In this work, we analyze the physical consequences of fractional-order quantum evolution using a Green's…

Geometric generalized Mittag-Leffler distributions having the Laplace transform $\frac{1}{1+\beta\log(1+t^\alpha)},0<\alpha\le 2,\beta>0$ is introduced and its properties are discussed. Autoregressive processes with Mittag-Leffler and…

天体物理仪器与方法 · 物理学 2015-05-18 K. K. Jose , P. Uma , V. Seetha Lekshmi , H. J. Haubold