Fractional derivatives of random walks: Time series with long-time memory

We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochastic walks display slowly-decaying autocorrelation functions. The relation between these correlated walks and the well-known fractionally integrated autoregressive (FIGARCH) models, commonly used in econometric studies, is discussed. The application of correlated random walks to simulate empirical financial times series is considered and compared with the predictions from FIGARCH and the simpler FIARCH processes. A comparison with empirical data is performed.Comment: 10 pages, 14 figure

Time evolution of the reaction front in a subdiffusive system

Using the quasistatic approximation, we show that in a subdiffusion--reaction system the reaction front $x_{f}$ evolves in time according to the formula $x_{f} \sim t^{\alpha/2}$, with $\alpha$ being the subdiffusion parameter. The result is derived for the system where the subdiffusion coefficients of reactants differ from each other. It includes the case of one static reactant. As an application of our results, we compare the time evolution of reaction front extracted from experimental data with the theoretical formula and we find that the transport process of organic acid particles in the tooth enamel is subdiffusive.Comment: 18 pages, 3 figure

Squeezed States and Hermite polynomials in a Complex Variable

Following the lines of the recent paper of J.-P. Gazeau and F. H. Szafraniec [J. Phys. A: Math. Theor. 44, 495201 (2011)], we construct here three types of coherent states, related to the Hermite polynomials in a complex variable which are orthogonal with respect to a non-rotationally invariant measure. We investigate relations between these coherent states and obtain the relationship between them and the squeezed states of quantum optics. We also obtain a second realization of the canonical coherent states in the Bargmann space of analytic functions, in terms of a squeezed basis. All this is done in the flavor of the classical approach of V. Bargmann [Commun. Pur. Appl. Math. 14, 187 (1961)].Comment: 15 page

Using the fractional interaction law to model the impact dynamics in arbitrary form of multiparticle collisions

Using the molecular dynamics method, we examine a discrete deterministic model for the motion of spherical particles in three-dimensional space. The model takes into account multiparticle collisions in arbitrary forms. Using fractional calculus we proposed an expression for the repulsive force, which is the so called fractional interaction law. We then illustrate and discuss how to control (correlate) the energy dissipation and the collisional time for an individual article within multiparticle collisions. In the multiparticle collisions we included the friction mechanism needed for the transition from coupled torsion-sliding friction through rolling friction to static friction. Analysing simple simulations we found that in the strong repulsive state binary collisions dominate. However, within multiparticle collisions weak repulsion is observed to be much stronger. The presented numerical results can be used to realistically model the impact dynamics of an individual particle in a group of colliding particles.Comment: 17 pages, 8 figures, 1 table; In review process of Physical Review

Non-Markovian Levy diffusion in nonhomogeneous media

We study the diffusion equation with a position-dependent, power-law diffusion coefficient. The equation possesses the Riesz-Weyl fractional operator and includes a memory kernel. It is solved in the diffusion limit of small wave numbers. Two kernels are considered in detail: the exponential kernel, for which the problem resolves itself to the telegrapher's equation, and the power-law one. The resulting distributions have the form of the L\'evy process for any kernel. The renormalized fractional moment is introduced to compare different cases with respect to the diffusion properties of the system.Comment: 7 pages, 2 figure

Spectral Asymptotics of Eigen-value Problems with Non-linear Dependence on the Spectral Parameter

We study asymptotic distribution of eigen-values $\omega$ of a quadratic operator polynomial of the following form $(\omega^2-L(\omega))\phi_\omega=0$, where $L(\omega)$ is a second order differential positive elliptic operator with quadratic dependence on the spectral parameter $\omega$. We derive asymptotics of the spectral density in this problem and show how to compute coefficients of its asymptotic expansion from coefficients of the asymptotic expansion of the trace of the heat kernel of $L(\omega)$. The leading term in the spectral asymptotics is the same as for a Laplacian in a cavity. The results have a number of physical applications. We illustrate them by examples of field equations in external stationary gravitational and gauge backgrounds.Comment: latex, 20 page

Measuring subdiffusion parameters

We propose a method to extract from experimental data the subdiffusion parameter $\alpha$ and subdiffusion coefficient $D_\alpha$ which are defined by means of the relation $=2D_\alpha/\Gamma(1+\alpha) t^\alpha$ where $$ denotes a mean square displacement of a random walker starting from $x=0$ at the initial time $t=0$. The method exploits a membrane system where a substance of interest is transported in a solvent from one vessel to another across a thin membrane which plays here only an auxiliary role. Using such a system, we experimentally study a diffusion of glucose and sucrose in a gel solvent. We find a fully analytic solution of the fractional subdiffusion equation with the initial and boundary conditions representing the system under study. Confronting the experimental data with the derived formulas, we show a subdiffusive character of the sugar transport in gel solvent. We precisely determine the parameter $\alpha$, which is smaller than 1, and the subdiffusion coefficient $D_\alpha$.Comment: 17 pages, 9 figures, revised, to appear in Phys. Rev.

Fractional Quantum Mechanics

A path integral approach to quantum physics has been developed. Fractional path integrals over the paths of the L\'evy flights are defined. It is shown that if the fractality of the Brownian trajectories leads to standard quantum and statistical mechanics, then the fractality of the L\'evy paths leads to fractional quantum mechanics and fractional statistical mechanics. The fractional quantum and statistical mechanics have been developed via our fractional path integral approach. A fractional generalization of the Schr\"odinger equation has been found. A relationship between the energy and the momentum of the nonrelativistic quantum-mechanical particle has been established. The equation for the fractional plane wave function has been obtained. We have derived a free particle quantum-mechanical kernel using Fox's H function. A fractional generalization of the Heisenberg uncertainty relation has been established. Fractional statistical mechanics has been developed via the path integral approach. A fractional generalization of the motion equation for the density matrix has been found. The density matrix of a free particle has been expressed in terms of the Fox's H function. We also discuss the relationships between fractional and the well-known Feynman path integral approaches to quantum and statistical mechanics.Comment: 27 page

Anomalous Rotational Relaxation: A Fractional Fokker-Planck Equation Approach

In this study we obtained analytically relaxation function in terms of rotational correlation functions based on Brownian motion for complex disordered systems in a stochastic framework. We found out that rotational relaxation function has a fractional form for complex disordered systems, which indicates relaxation has non-exponential character obeys to Kohlrausch-William-Watts law, following the Mittag-Leffler decay.Comment: Revtex4, 9 pages. Paper was revised. References adde

Time in treatment: examining mental illness trajectories across inpatient psychiatric treatment

Early discharge or reduced length of stay for inpatient psychiatric patients is related to increased readmission rates and worse clinical outcomes including increased risk for suicide. Trajectories of mental illness outcomes have been identified as an important method for predicting the optimal length of stay but the distinguishing factors that separate trajectories remain unclear. We sought to identify the distinct classes of patients who demonstrated similar trajectories of mental illness over the course of inpatient treatment, and we explore the patient characteristics associated with these mental illness trajectories. We used data (N = 3406) from an inpatient psychiatric hospital with intermediate lengths of stay. Using growth mixture modeling, latent mental illness scores were derived from six mental illness indicators: psychological flexibility, emotion regulation problems, anxiety, depression, suicidal ideation, and disability. The patients were grouped into three distinct trajectory classes: (1) High-Risk, Rapid Improvement (HR-RI); (2) Low-Risk, Gradual Improvement (LR-GI); and (3) High-Risk, Gradual Improvement (HR-GI). The HR-GI was significantly younger than the other two classes. The HR-GI had significantly more female patients than males, while the LR-GI had more male patients than females. Our findings indicated that younger females had more severe mental illness at admission and only gradual improvement during the inpatient treatment period, and they remained in treatment for longer lengths of stay, than older males