Random-time processes governed by differential equations of fractional distributed order

We analyze here different types of fractional differential equations, under the assumption that their fractional order $\nu \in (0,1]$ is random\ with probability density $n(\nu).$ We start by considering the fractional extension of the recursive equation governing the homogeneous Poisson process $N(t),t>0.$\ We prove that, for a particular (discrete) choice of $n(\nu)$, it leads to a process with random time, defined as $N(\widetilde{\mathcal{T}}_{\nu_{1,}\nu_{2}}(t)),t>0.$ The distribution of the random time argument $\widetilde{\mathcal{T}}_{\nu_{1,}\nu_{2}}(t)$ can be expressed, for any fixed $t$, in terms of convolutions of stable-laws. The new process $N(\widetilde{\mathcal{T}}_{\nu_{1,}\nu_{2}})$ is itself a renewal and can be shown to be a Cox process. Moreover we prove that the survival probability of $N(\widetilde{\mathcal{T}}_{\nu_{1,}\nu_{2}})$, as well as its probability generating function, are solution to the so-called fractional relaxation equation of distributed order (see \cite{Vib}%). In view of the previous results it is natural to consider diffusion-type fractional equations of distributed order. We present here an approach to their solutions in terms of composition of the Brownian motion $B(t),t>0$ with the random time $\widetilde{\mathcal{T}}_{\nu_{1,}\nu_{2}}$. We thus provide an alternative to the constructions presented in Mainardi and Pagnini \cite{mapagn} and in Chechkin et al. \cite{che1}, at least in the double-order case.Comment: 26 page

On an origin of numerical diffusion: Violation of invariance under space-time inversion

The invariant properties of the convection equation du/dt + adu/dx = 0 (where d is the partial differential operator) with respect to spatial reflection, time reversal, and space-time inversion are studied. Generally, a finite-difference analog of this equation may possess some or none of these properties. It is shown that, under certain conditions, the von Neumann amplification factor of an analog satisfies a special relation for each invariant property this analog possesses. Particularly, an analog is neutrally stable and thus free of numerical diffusion if it possesses the invariant property related to space-time inversion. It is also explained why generally (1) an upwind scheme possesses neither the invariant property related to spatial reflection nor that related to space-time inversion, and (2) an explicit scheme possesses neither the invariant property related to time reversal nor that related to space-time inversion. Extension to the viscous case and a remarkable connection between the current work and a new numerical framework for solving conservation laws are also discussed

Laws of the iterated logarithm for a class of iterated processes

Let $X=\{X(t), t\geq 0\}$ be a Brownian motion or a spectrally negative stable process of index 1<\a<2. Let $E=\{E(t),t\geq 0\}$ be the hitting time of a stable subordinator of index $0<\beta<1$ independent of $X$. We use a connection between $X(E(t))$ and the stable subordinator of index \beta/\a to derive information on the path behavior of $X(E_t)$. This is an extension of the connection of iterated Brownian motion and (1/4)-stable subordinator due to Bertoin \cite{bertoin}. Using this connection, we obtain various laws of the iterated logarithm for $X(E(t))$. In particular, we establish law of the iterated logarithm for local time Brownian motion, $X(L(t))$, where $X$ is a Brownian motion (the case \a=2) and $L(t)$ is the local time at zero of a stable process $Y$ of index $1<\gamma\leq 2$ independent of $X$. In this case $E(\rho t)=L(t)$ with $\beta=1-1/\gamma$ for some constant $\rho>0$. This establishes the lower bound in the law of the iterated logarithm which we could not prove with the techniques of our paper \cite{MNX}. We also obtain exact small ball probability for $X(E_t)$ using ideas from \cite{aurzada}.Comment: 13 page

On a new concept of stochastic domination and the laws of large numbers

Consider a sequence of positive integers $\{k_n,n\ge1\}$, and an array of nonnegative real numbers $\{a_{n,i},1\le i\le k_n,n\ge1\}$ satisfying $\sup_{n\ge 1}\sum_{i=1}^{k_n}a_{n,i}=C_0\in (0,\infty).$ This paper introduces the concept of $\{a_{n,i}\}$-stochastic domination. We develop some techniques concerning this concept and apply them to remove an assumption in a strong law of large numbers of Chandra and Ghosal [Acta. Math. Hungarica, 1996]. As a by-product, a considerable extension of a recent result of Boukhari [J. Theoret. Probab., 2021] is established and proved by a different method. The results on laws of large numbers are new even when the summands are independent. Relationships between the concept of $\{a_{n,i}\}$-stochastic domination and the concept of $\{a_{n,i}\}$-uniform integrability are presented. Two open problems are also discussed.Comment: 26 page

Elasticity, Shape Fluctuations and Phase Transitions in the New Tubule Phase of Anisotropic Tethered Membranes

We study the shape, elasticity and fluctuations of the recently predicted (cond-mat/9510172) and subsequently observed (in numerical simulations) (cond-mat/9705059) tubule phase of anisotropic membranes, as well as the phase transitions into and out of it. This novel phase lies between the previously predicted flat and crumpled phases, both in temperature and in its physical properties: it is crumpled in one direction, and extended in the other. Its shape and elastic properties are characterized by a radius of gyration exponent $\nu$ and an anisotropy exponent $z$. We derive scaling laws for the radius of gyration $R_G(L_\perp,L_y)$ (i.e. the average thickness) of the tubule about a spontaneously selected straight axis and for the tubule undulations $h_{rms}(L_\perp,L_y)$ transverse to its average extension. For phantom (i.e. non-self-avoiding) membranes, we predict $\nu=1/4$, $z=1/2$ and $\eta_\kappa=0$, exactly, in excellent agreement with simulations. For membranes embedded in the space of dimension $d<11$, self-avoidance greatly swells the tubule and suppresses its wild transverse undulations, changing its shape exponents $\nu$ and $z$. We give detailed scaling results for the shape of the tubule of an arbitrary aspect ratio and compute a variety of correlation functions, as well as the anomalous elasticity of the tubules. Finally we present a scaling theory for the shape of the membrane and its specific heat near the continuous transitions into and out of the tubule phase and perform detailed renormalization group calculations for the crumpled-to-tubule transition for phantom membranes.Comment: 34 PRE pages, RevTex and 11 postscript figures, also available at http://lulu.colorado.edu/~radzihov/ version to appear in Phys. Rev. E, 57, 1 (1998); minor change

N-extended Chern-Simons Carrollian supergravities in 2+1 spacetime dimensions

In this work we present the ultra-relativistic $\mathcal{N}$-extended AdS Chern-Simons supergravity theories in three spacetime dimensions invariant under $\mathcal{N}$-extended AdS Carroll superalgebras. We first consider the $(2,0)$ and $(1,1)$ cases; subsequently, we generalize our analysis to $\mathcal{N}=(\mathcal{N},0)$, with $\mathcal{N}$ even, and to $\mathcal{N}=(p,q)$, with $p,q>0$. The $\mathcal{N}$-extended AdS Carroll superalgebras are obtained through the Carrollian (i.e., ultra-relativistic) contraction applied to an $so(2)$ extension of $\mathfrak{osp}(2|2)\otimes \mathfrak{sp}(2)$, to $\mathfrak{osp}(2|1)\otimes \mathfrak{osp}(2,1)$, to an $\mathfrak{so}(\mathcal{N})$ extension of $\mathfrak{osp}(2|\mathcal{N})\otimes \mathfrak{sp}(2)$, and to the direct sum of an $\mathfrak{so}(p) \oplus \mathfrak{so}(q)$ algebra and $\mathfrak{osp}(2|p)\otimes \mathfrak{osp}(2,q)$, respectively. We also analyze the flat limit ($\ell \rightarrow \infty$, being $\ell$ the length parameter) of the aforementioned $\mathcal{N}$-extended Chern-Simons AdS Carroll supergravities, in which we recover the ultra-relativistic $\mathcal{N}$-extended (flat) Chern-Simons supergravity theories invariant under $\mathcal{N}$-extended super-Carroll algebras. The flat limit is applied at the level of the superalgebras, Chern-Simons actions, supersymmetry transformation laws, and field equations.Comment: 48 pages. Version accepted for publication in Journal of High Energy Physic