相关论文: Integration by parts formula for locally smooth la…

We introduce a fractional theory of the calculus of variations for multiple integrals. Our approach uses the recent notions of Riemann-Liouville fractional derivatives and integrals in the sense of Jumarie. Main results provide fractional…

This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action.…

In this article we propose a new adaptive numerical quadrature procedure which includes both local subdivision of the integration domain, as well as local variation of the number of quadrature points employed on each subinterval. In this…

The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…

Let $X_1, \ldots, X_n$ be probability spaces, let $X$ be their direct product, let $\phi_1, \ldots, \phi_m: X \longrightarrow {\Bbb C}$ be random variables, each depending only on a few coordinates of a point $x=(x_1, \ldots, x_n)$, and let…

Consider a classical elliptic pseudodifferential operator $P$ on ${\Bbb R}^n$ of order $2a$ ($0<a<1)$ with even symbol. For example, $P=A(x,D)^a$ where $A(x,D)$ is a second-order strongly elliptic differential operator; the fractional…

This article discusses the usage of a partiton based Fubini calculus for Poisson processes. The approach is an amplification of Bayesian techniques developed in Lo and Weng for gamma/Dirichlet processes. Applications to models are…

Methods for the computation of invariants and symmetries of nonlinear evolution, wave, and lattice equations are presented. The algorithms are based on dimensional analysis, and can be implemented in any symbolic language, such as…

It is well known that certain fractional diffusion equations can be solved by the densities of stable L\'evy motions. In this paper we use the classical semigroup approach for L\'evy processes to define semi-fractional derivatives, which…

We prove that any bi-Hamiltonian system $v = \left(\mathcal{A} + \lambda \mathcal{B}\right)dH_{\lambda}$ on a real smooth manifold that is Hamiltonian with respect all Poisson brackets $\left(\mathcal{A} + \lambda \mathcal{B}\right)$ is…

We propose here a model and a numerical scheme to compute the motion of rigid particles interacting through the lubrication force. In the case of a particle approaching a plane, we propose an algorithm and prove its convergence towards the…

Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models that use the dynamical system approach by simply replacing…

In this paper the computational aspects of probability calculations for dynamical partial sum expressions are discussed. Such dynamical partial sum expressions have many important applications, and examples are provided in the fields of…

We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order $\alpha \in (0,1)$ of Gauss-Markov processes. The general expressions of the mean, variance and covariance functions are given. Due to…

We formulate the statistics of the discrete multicomponent fragmentation event using a methodology borrowed from statistical mechanics. We generate the ensemble of all feasible distributions that can be formed when a single integer…

We study fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives, generalized fractional integrals and derivatives. We obtain necessary optimality conditions for the…

A well-posedness result for a time-shift invariant class of evolutionary operator equations involving material laws with fractional time-integrals of order $\alpha\in]0,1[$ is considered and exemplified by an application to a Kelvin-Voigt…

In this paper we derive explicit formulas for the densities of Levy walks. Our results cover both jump-first and wait-first scenarios. The obtained densities solve certain fractional differential equations involving fractional material…

Let $f$ be a real arithmetic function and let $g:[1,\infty[\to{\mathbb R}$ be a smooth function. We describe two emblematic instances in which saddle-point estimates may be used to evaluate the frequency, on the set of integers $n\leqslant…

Inferring the causal structure of a set of random variables from a finite sample of the joint distribution is an important problem in science. Recently, methods using additive noise models have been suggested to approach the case of…