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

Hitting spheres on hyperbolic spaces

For a hyperbolic Brownian motion on the Poincar\'e half-plane $\mathbb{H}^2$, starting from a point of hyperbolic coordinates $z=(\eta, \alpha)$ inside a hyperbolic disc $U$ of radius $\bar{\eta}$, we obtain the probability of hitting the boundary $\partial U$ at the point $(\bar \eta,\bar \alpha)$. For $\bar{\eta} \to \infty$ we derive the asymptotic Cauchy hitting distribution on $\partial \mathbb{H}^2$ and for small values of $\eta$ and $\bar \eta$ we obtain the classical Euclidean Poisson kernel. The exit probabilities $\mathbb{P}_z\{T_{\eta_1}<T_{\eta_2}\}$ from a hyperbolic annulus in $\mathbb{H}^2$ of radii $\eta_1$ and $\eta_2$ are derived and the transient behaviour of hyperbolic Brownian motion is considered. Similar probabilities are calculated also for a Brownian motion on the surface of the three dimensional sphere. For the hyperbolic half-space $\mathbb{H}^n$ we obtain the Poisson kernel of a ball in terms of a series involving Gegenbauer polynomials and hypergeometric functions. For small domains in $\mathbb{H}^n$ we obtain the $n$-dimensional Euclidean Poisson kernel. The exit probabilities from an annulus are derived also in the $n$-dimensional case

Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

The telegrapher's process with drift is here examined and its distribution is obtained by applying the Lorentz transformation. The related characteristic function as well as the distribution are also derived by solving an initial value problem for the generalized telegraph equation

Ergodicity breaking in strong and network-forming glassy system

The temperature dependence of the non-ergodicity factor of vitreous GeO$_2$, $f_{q}(T)$, as deduced from elastic and quasi-elastic neutron scattering experiments, is analyzed. The data are collected in a wide range of temperatures from the glassy phase, up to the glass transition temperature, and well above into the undercooled liquid state. Notwithstanding the investigated system is classified as prototype of strong glass, it is found that the temperature- and the $q$-behavior of $f_{q}(T)$ follow some of the predictions of Mode Coupling Theory. The experimental data support the hypothesis of the existence of an ergodic to non-ergodic transition occurring also in network forming glassy systems

Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes

Different initial and boundary value problems for the equation of vibrations of rods (also called Fresnel equation) are solved by exploiting the connection with Brownian motion and the heat equation. The analysis of the fractional version (of order $\nu$) of the Fresnel equation is also performed and, in detail, some specific cases, like $\nu=1/2$, 1/3, 2/3, are analyzed. By means of the fundamental solution of the Fresnel equation, a pseudo-process $F(t)$, $t>0$ with real sign-varying density is constructed and some of its properties examined. The equation of vibrations of plates is considered and the case of circular vibrating disks $C_R$ is investigated by applying the methods of planar orthogonally reflecting Brownian motion within $C_R$. The composition of F with reflecting Brownian motion $B$ yields the law of biquadratic heat equation while the composition of $F$ with the first passage time $T_t$ of $B$ produces a genuine probability law strictly connected with the Cauchy process.Comment: 33 pages,8 figure

Randomly Stopped Nonlinear Fractional Birth Processes

We present and analyse the nonlinear classical pure birth process \mathpzc{N} (t), $t>0$, and the fractional pure birth process \mathpzc{N}^\nu (t), $t>0$, subordinated to various random times, namely the first-passage time $T_t$ of the standard Brownian motion $B(t)$, $t>0$, the $\alpha$-stable subordinator \mathpzc{S}^\alpha(t), $\alpha \in (0,1)$, and others. For all of them we derive the state probability distribution $\hat{p}_k (t)$, $k \geq 1$ and, in some cases, we also present the corresponding governing differential equation. We also highlight interesting interpretations for both the subordinated classical birth process \hat{\mathpzc{N}} (t), $t>0$, and its fractional counterpart \hat{\mathpzc{N}}^\nu (t), $t>0$ in terms of classical birth processes with random rates evaluated on a stretched or squashed time scale. Various types of compositions of the fractional pure birth process \mathpzc{N}^\nu(t) have been examined in the last part of the paper. In particular, the processes \mathpzc{N}^\nu(T_t), \mathpzc{N}^\nu(\mathpzc{S}^\alpha(t)), \mathpzc{N}^\nu(T_{2\nu}(t)), have been analysed, where $T_{2\nu}(t)$, $t>0$, is a process related to fractional diffusion equations. Also the related process \mathpzc{N}(\mathpzc{S}^\alpha({T_{2\nu}(t)})) is investigated and compared with \mathpzc{N}(T_{2\nu}(\mathpzc{S}^\alpha(t))) = \mathpzc{N}^\nu (\mathpzc{S}^\alpha(t)). As a byproduct of our analysis, some formulae relating Mittag--Leffler functions are obtained

On random flights with non-uniformly distributed directions

This paper deals with a new class of random flights $\underline{\bf X}_d(t),t>0,$ defined in the real space $\mathbb{R}^d, d\geq 2,$ characterized by non-uniform probability distributions on the multidimensional sphere. These random motions differ from similar models appeared in literature which take directions according to the uniform law. The family of angular probability distributions introduced in this paper depends on a parameter $\nu\geq 0$ which gives the level of drift of the motion. Furthermore, we assume that the number of changes of direction performed by the random flight is fixed. The time lengths between two consecutive changes of orientation have joint probability distribution given by a Dirichlet density function. The analysis of $\underline{\bf X}_d(t),t>0,$ is not an easy task, because it involves the calculation of integrals which are not always solvable. Therefore, we analyze the random flight $\underline{\bf X}_m^d(t),t>0,$ obtained as projection onto the lower spaces $\mathbb{R}^m,m<d,$ of the original random motion in $\mathbb{R}^d$. Then we get the probability distribution of $\underline{\bf X}_m^d(t),t>0.$ Although, in its general framework, the analysis of $\underline{\bf X}_d(t),t>0,$ is very complicated, for some values of $\nu$, we can provide some results on the process. Indeed, for $\nu=1$, we obtain the characteristic function of the random flight moving in $\mathbb{R}^d$. Furthermore, by inverting the characteristic function, we are able to give the analytic form (up to some constants) of the probability distribution of $\underline{\bf X}_d(t),t>0.$Comment: 28 pages, 3 figure

Customer experience challenges: bringing together digital, physical and social realms

This paper discusses important societal issues, such as individual and societal needs for privacy, security, and transparency. It sets out potential avenues for service innovation in these areas