On characterisations of the input to state stability properties for conformable fractional order bilinear systems

This paper proposes for the first time the theoretical requirements that a fractional-order bilinear system with conformable derivative has to fulfil in order to satisfy different input-to-state stability (ISS) properties. Variants of ISS, namely ISS itself, integral ISS, exponential integral ISS, small-gain ISS, and strong integral ISS for the general class of conformable fractional-order bilinear systems are investigated providing a set of necessary and sufficient conditions for their existence and then compared. Finally, the correctness of the obtained theoretical results is verified by numerical example

Gaussian lower bounds for the density via Malliavin calculus

In this paper, based on a known formula, we use a simple idea to get a new representation for the density of Malliavin differentiable random variables. This new representation is particularly useful for finding lower bounds for the density.Comment: To appear in Comptes Rendus Mathematique, 10 page

Generalized Schwarzschild's method

We describe a new finite element method (FEM) to construct continuous equilibrium distribution functions of stellar systems. The method is a generalization of Schwarzschild's orbit superposition method from the space of discrete functions to continuous ones. In contrast to Schwarzschild's method, FEM produces a continuous distribution function (DF) and satisfies the intra element continuity and Jeans equations. The method employs two finite-element meshes, one in configuration space and one in action space. The DF is represented by its values at the nodes of the action-space mesh and by interpolating functions inside the elements. The Galerkin projection of all equations that involve the DF leads to a linear system of equations, which can be solved for the nodal values of the DF using linear or quadratic programming, or other optimization methods. We illustrate the superior performance of FEM by constructing ergodic and anisotropic equilibrium DFs for spherical stellar systems (Hernquist models). We also show that explicitly constraining the DF by the Jeans equations leads to smoother and/or more accurate solutions with both Schwarzschild's method and FEM.Comment: 14 pages, 7 Figures, Submitted to MNRA

The discontinuous Galerkin method for fractional degenerate convection-diffusion equations

We propose and study discontinuous Galerkin methods for strongly degenerate convection-diffusion equations perturbed by a fractional diffusion (L\'evy) operator. We prove various stability estimates along with convergence results toward properly defined (entropy) solutions of linear and nonlinear equations. Finally, the qualitative behavior of solutions of such equations are illustrated through numerical experiments

Isotropic Gaussian random fields on the sphere: Regularity, fast simulation and stochastic partial differential equations

Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Lo\`{e}ve expansions with respect to the spherical harmonic functions and the angular power spectrum. The smoothness of the covariance is connected to the decay of the angular power spectrum and the relation to sample H\"{o}lder continuity and sample differentiability of the random fields is discussed. Rates of convergence of their finitely truncated Karhunen-Lo\`{e}ve expansions in terms of the covariance spectrum are established, and algorithmic aspects of fast sample generation via fast Fourier transforms on the sphere are indicated. The relevance of the results on sample regularity for isotropic Gaussian random fields and the corresponding lognormal random fields on the sphere for several models from environmental sciences is indicated. Finally, the stochastic heat equation on the sphere driven by additive, isotropic Wiener noise is considered, and strong convergence rates for spectral discretizations based on the spherical harmonic functions are proven.Comment: Published at http://dx.doi.org/10.1214/14-AAP1067 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths

We consider differential equations driven by rough paths and study the regularity of the laws and their long time behavior. In particular, we focus on the case when the driving noise is a rough path valued fractional Brownian motion with Hurst parameter $H\in(\frac{1}{3},\frac{1}{2}]$. Our contribution in this work is twofold. First, when the driving vector fields satisfy H\"{o}rmander's celebrated "Lie bracket condition," we derive explicit quantitative bounds on the inverse of the Malliavin matrix. En route to this, we provide a novel "deterministic" version of Norris's lemma for differential equations driven by rough paths. This result, with the added assumption that the linearized equation has moments, will then yield that the transition laws have a smooth density with respect to Lebesgue measure. Our second main result states that under H\"{o}rmander's condition, the solutions to rough differential equations driven by fractional Brownian motion with $H\in(\frac{1}{3},\frac{1}{2}]$ enjoy a suitable version of the strong Feller property. Under a standard controllability condition, this implies that they admit a unique stationary solution that is physical in the sense that it does not "look into the future."Comment: Published in at http://dx.doi.org/10.1214/12-AOP777 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

(R1497) On the Invariant Subspaces of the Fractional Integral Operator

In operator theory, there is an important problem called the invariant subspace problem. This important problem of mathematics has been clear for more than half a century. However the solution seems to be nowhere in sight. With this motivation, we investigate the invariant subspaces of the fractional integral operator in the Banach space with certain conditions in this paper. Also by using the Duhamel product method, unicellularity of the fractional integral operator on some space is obtained and the description of the invariant subspaces is given

Generalized powers of strongly dependent random variables

Generalized powers of strongly dependent random variablesDobrushin, Major and Taqqu have studied the weak convergence of normalized sums of Hm(Yk) where Hm is the Hermite polynomial of order m and where {Yk} is a strongly dependent stationary Gaussian sequence. The limiting process Zm(t) is non-Gaussian when m > l. We study here the weak convergence to Zm(t) of normalized sums of stationary sequences {Uk}. These Uk can be off-diagonal multilinear forms or they can be of the form Uk = pm(\) where the polynomial pm is a generalized power and where \ is a strongly dependent non-Gaussian finite variance moving average.Research supported by the National Science Foundation grant ECS-84-08524 at Cornell Universit