641 research outputs found

    Fractional Curve Flows and Solitonic Hierarchies in Gravity and Geometric Mechanics

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    Methods from the geometry of nonholonomic manifolds and Lagrange-Finsler spaces are applied in fractional calculus with Caputo derivatives and for elaborating models of fractional gravity and fractional Lagrange mechanics. The geometric data for such models are encoded into (fractional) bi-Hamiltonian structures and associated solitonic hierarchies. The constructions yield horizontal/vertical pairs of fractional vector sine-Gordon equations and fractional vector mKdV equations when the hierarchies for corresponding curve fractional flows are described in explicit forms by fractional wave maps and analogs of Schrodinger maps.Comment: latex2e, 11pt, 21 pages; the variant accepted to J. Math. Phys.; new and up--dated reference

    Discrete Models of Time-Fractional Diffusion in a Potential Well

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    Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.By generalization of Ehrenfest’s urn model, we obtain discrete approximations to spatially one-dimensional time-fractional diffusion processes with drift towards the origin. These discrete approximations can be interpreted (a) as difference schemes for the relevant time-fractional partial differential equation, (b) as random walk models. The relevant convergence questions as well as the behaviour for time tending to infinity are discussed, and results of numerical case studies are displayed. See also, http://www.diss.fu-berlin.de/2004/168/index.htm

    Subordination Pathways to Fractional Diffusion

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    The uncoupled Continuous Time Random Walk (CTRW) in one space-dimension and under power law regime is splitted into three distinct random walks: (rw_1), a random walk along the line of natural time, happening in operational time; (rw_2), a random walk along the line of space, happening in operational time;(rw_3), the inversion of (rw_1), namely a random walk along the line of operational time, happening in natural time. Via the general integral equation of CTRW and appropriate rescaling, the transition to the diffusion limit is carried out for each of these three random walks. Combining the limits of (rw_1) and (rw_2) we get the method of parametric subordination for generating particle paths, whereas combination of (rw_2) and (rw_3) yields the subordination integral for the sojourn probability density in space-time fractional diffusion.Comment: 20 pages, 4 figure

    Anomalous escape governed by thermal 1/f noise

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    We present an analytic study for subdiffusive escape of overdamped particles out of a cusp-shaped parabolic potential well which are driven by thermal, fractional Gaussian noise with a 1/ω1α1/\omega^{1-\alpha} power spectrum. This long-standing challenge becomes mathematically tractable by use of a generalized Langevin dynamics via its corresponding non-Markovian, time-convolutionless master equation: We find that the escape is governed asymptotically by a power law whose exponent depends exponentially on the ratio of barrier height and temperature. This result is in distinct contrast to a description with a corresponding subdiffusive fractional Fokker-Planck approach; thus providing experimentalists an amenable testbed to differentiate between the two escape scenarios

    V-Langevin Equations, Continuous Time Random Walks and Fractional Diffusion

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    The following question is addressed: under what conditions can a strange diffusive process, defined by a semi-dynamical V-Langevin equation or its associated Hybrid kinetic equation (HKE), be described by an equivalent purely stochastic process, defined by a Continuous Time Random Walk (CTRW) or by a Fractional Differential Equation (FDE)? More specifically, does there exist a class of V-Langevin equations with long-range (algebraic) velocity temporal correlation, that leads to a time-fractional superdiffusive process? The answer is always affirmative in one dimension. It is always negative in two dimensions: any algebraically decaying temporal velocity correlation (with a Gaussian spatial correlation) produces a normal diffusive process. General conditions relating the diffusive nature of the process to the temporal exponent of the Lagrangian velocity correlation (in Corrsin approximation) are derived.Comment: Latex 69 pages including 23 EPS figure

    Nonlinear Abel type integral equation in modelling creep crack propagation

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    Copyright @ 2011 Birkhäuser BostonA nonlinear Abel-type equation is obtained in this paper to model creep crack time-dependent propagation in the infinite viscoelastic plane. A finite time when the integral equation solution becomes unbounded is obtained analytically as well as the equation parameters when solution blows up for all times. A modification to the Nyström method is introduced to numerically solve the equation and some computational results are presented

    (2+1)-Dimensional Quantum Gravity as the Continuum Limit of Causal Dynamical Triangulations

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    We perform a non-perturbative sum over geometries in a (2+1)-dimensional quantum gravity model given in terms of Causal Dynamical Triangulations. Inspired by the concept of triangulations of product type introduced previously, we impose an additional notion of order on the discrete, causal geometries. This simplifies the combinatorial problem of counting geometries just enough to enable us to calculate the transfer matrix between boundary states labelled by the area of the spatial universe, as well as the corresponding quantum Hamiltonian of the continuum theory. This is the first time in dimension larger than two that a Hamiltonian has been derived from such a model by mainly analytical means, and opens the way for a better understanding of scaling and renormalization issues.Comment: 38 pages, 13 figure

    L\'evy-Schr\"odinger wave packets

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    We analyze the time--dependent solutions of the pseudo--differential L\'evy--Schr\"odinger wave equation in the free case, and we compare them with the associated L\'evy processes. We list the principal laws used to describe the time evolutions of both the L\'evy process densities, and the L\'evy--Schr\"odinger wave packets. To have self--adjoint generators and unitary evolutions we will consider only absolutely continuous, infinitely divisible L\'evy noises with laws symmetric under change of sign of the independent variable. We then show several examples of the characteristic behavior of the L\'evy--Schr\"odinger wave packets, and in particular of the bi-modality arising in their evolutions: a feature at variance with the typical diffusive uni--modality of both the L\'evy process densities, and the usual Schr\"odinger wave functions.Comment: 41 pages, 13 figures; paper substantially shortened, while keeping intact examples and results; changed format from "report" to "article"; eliminated Appendices B, C, F (old names); shifted Chapters 4 and 5 (old numbers) from text to Appendices C, D (new names); introduced connection between Relativistic q.m. laws and Generalized Hyperbolic law

    Memory-induced anomalous dynamics: emergence of diffusion, subdiffusion, and superdiffusion from a single random walk model

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    We present a random walk model that exhibits asymptotic subdiffusive, diffusive, and superdiffusive behavior in different parameter regimes. This appears to be the first instance of a single random walk model leading to all three forms of behavior by simply changing parameter values. Furthermore, the model offers the great advantage of analytic tractability. Our model is non-Markovian in that the next jump of the walker is (probabilistically) determined by the history of past jumps. It also has elements of intermittency in that one possibility at each step is that the walker does not move at all. This rich encompassing scenario arising from a single model provides useful insights into the source of different types of asymptotic behavior

    Fractional wave equation and damped waves

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    In this paper, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of the same order α, 1α2\alpha,\ 1\le \alpha \le 2 both in space and in time. We show that this feature is a decisive factor for inheriting some crucial characteristics of the wave equation like a constant propagation velocity of both the maximum of its fundamental solution and its gravity and mass centers. Moreover, the first, the second, and the Smith centrovelocities of the damped waves described by the fractional wave equation are constant and depend just on the equation order α\alpha. The fundamental solution of the fractional wave equation is determined and shown to be a spatial probability density function evolving in time that possesses finite moments up to the order α\alpha. To illustrate analytical findings, results of numerical calculations and numerous plots are presented.Comment: 21 pages, 10 figure
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