L\'evy mixing related to distributed order calculus, subordinators and slow diffusions

The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy mixing is proposed. Non-decreasing L\'evy processes associated to L\'evy triplets of the form \l a(y), b(y), \nu(ds, y) \r are considered and the parameter $y$ is randomized by means of a probability measure. The related subordinators are studied from different point of views. Some distributional properties are obtained and the interplay with inverse local times of Markov processes is explored. Distributed order integro-differential operators are introduced and adopted in order to write explicitly the governing equations of such processes. An application to slow diffusions is discussed.Comment: in Journal of Mathematical Analysis and Applications (2015

Fractional Calculus for Continuum Mechanics - anisotropic non-locality

In this paper the generalisation of previous author's formulation of fractional continuum mechanics to the case of anisotropic non-locality is presented. The considerations include the review of competitive formulations available in literature. The overall concept bases on the fractional deformation gradient which is non-local, as a consequence of fractional derivative definition. The main advantage of the proposed formulation is its analogical structure to the general framework of classical continuum mechanics. In this sense, it allows, to give similar physical and geometrical meaning of introduced objects

Non-local fractional model of rate independent plasticity

In the paper the generalisation of classical rate independent plasticity using fractional calculus is presented. This new formulation is non-local due to properties of applied fractional differential operator during definition of kinematics. In the description small fractional strains assumption is hold together with additive decomposition of total fractional strains into elastic and plastic parts. Classical local rate independent plasticity is recovered as a special case

Stochastic calculus for convoluted L\'{e}vy processes

We develop a stochastic calculus for processes which are built by convoluting a pure jump, zero expectation L\'{e}vy process with a Volterra-type kernel. This class of processes contains, for example, fractional L\'{e}vy processes as studied by Marquardt [Bernoulli 12 (2006) 1090--1126.] The integral which we introduce is a Skorokhod integral. Nonetheless, we avoid the technicalities from Malliavin calculus and white noise analysis and give an elementary definition based on expectations under change of measure. As a main result, we derive an It\^{o} formula which separates the different contributions from the memory due to the convolution and from the jumps.Comment: Published in at http://dx.doi.org/10.3150/07-BEJ115 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Fractional and noncommutative spacetimes

We establish a mapping between fractional and noncommutative spacetimes in configuration space. Depending on the scale at which the relation is considered, there arise two possibilities. For a fractional spacetime with log-oscillatory measure, the effective measure near the fundamental scale determining the log-period coincides with the non-rotation-invariant but cyclicity-preserving measure of \kappa-Minkowski. At scales larger than the log-period, the fractional measure is averaged and becomes a power-law with real exponent. This can be also regarded as the cyclicity-inducing measure in a noncommutative spacetime defined by a certain nonlinear algebra of the coordinates, which interpolates between \kappa-Minkowski and canonical spacetime. These results are based upon a braiding formula valid for any nonlinear algebra which can be mapped onto the Heisenberg algebra.Comment: 15 pages. v2: typos correcte