On ergodic least-squares estimators of the generalized diffusion coefficient for fractional Brownian motion

We analyse a class of estimators of the generalized diffusion coefficient for fractional Brownian motion Bt of known Hurst index H, based on weighted functionals of the single time square displacement. We show that for a certain choice of the weight function these functionals possess an ergodic property and thus provide the true, ensemble-averaged, generalized diffusion coefficient to any necessary precision from a single trajectory data, but at expense of a progressively higher experimental resolution. Convergence is fastest around H ? 0.30, a value in the subdiffusive regime.

Fractal analysis of laplacian pyramidal filters applied to segmentation of soil images

The laplacian pyramid is a well-known technique for image processing in which local operators of many scales, but identical shape, serve as the basis functions. The required properties to the pyramidal filter produce a family of filters, which is unipara metrical in the case of the classical problem, when the length of the filter is 5. We pay attention to gaussian and fractal behaviour of these basis functions (or filters), and we determine the gaussian and fractal ranges in the case of single parameter ?. These fractal filters loose less energy in every step of the laplacian pyramid, and we apply this property to get threshold values for segmenting soil images, and then evaluate their porosity. Also, we evaluate our results by comparing them with the Otsu algorithm threshold values, and conclude that our algorithm produce reliable test results.

A general fractional porous medium equation

A general fractional porous medium equation

Characterizing chaos in a type of fractional duffing's equation

We characterize the chaos in a fractional Duffing’s equation computing the Lyapunov exponents and the dimension of the strange attractor in the effective phase space of the system. We develop a specific analytical method to estimate all Lyapunov exponents and check the results with the fiduciary orbit technique and a time series estimation method.

Classical solutions for a logarithmic fractional diffusion equation

We prove global existence and uniqueness of strong solutions to the logarithmic porous medium type equation with fractional diffusion ?tu + (?)1/2 log(1 + u) = 0, posed for x ? R, with nonnegative initial data in some function space of LlogL type. The solutions are shown to become bounded and C? smooth in (x, t) for all positive times. We also reformulate this equation as a transport equation with nonlocal velocity and critical viscosity, a topic of current relevance. Interesting functional inequalities are involved.