Matrix-Variate Statistical Distributions and Fractional Calculus

MSC 2010: 15A15, 15A52, 33C60, 33E12, 44A20, 62E15 Dedicated to Professor R. Gorenflo on the occasion of his 80th birthday

Processos difusivos generalizados

We investigate several diffusion equations which extend the usual one by considering the presence of nonlinear terms or a memory effect on the diffusive term. We also considered a spatial time dependent diffusion coefficient. For these equations we have obtained a new classes of solutions and studied the connection of them with the anomalous diffusion process. We start by considering a nonlinear diffusion equation with a spatial time dependent diffusion coefficient. The solutions obtained for this case generalize the usual one and can be expressed in terms of the q-exponential and q-logarithm functions present in the generalized thermostatistics context (Tsallis formalism). After, a nonlinear external force is considered. For this case the solutions can be also expressed in terms of the q-exponential and q-logarithm functions. However, by a suitable choice of the nonlinear external force, we may have an exponential behavior, suggesting a connection with standard thermostatistics. This fact reveals that these solutions may present an anomalous relaxation process and then, reach an equilibrium state of the kind Boltzmann- Gibbs. Next, we investigate a nonmarkovian linear diffusion equation that presents a kernel leading to the anomalous diffusive process. Particularly, our first choice leads to both a the usual behavior and anomalous behavior obtained through a fractionalderivative equation. The results obtained, within this context, correspond to a change in the waiting-time distribution for jumps in the formalism of random walks. These modifications had direct influence in the solutions, that turned out to be expressed in terms of the Mittag-Leffler or H of Fox functions. In this way, the second moment associated to these distributions led to an anomalous spread of the distribution, in contrast to the usual situation where one finds a linear increase with time

Cauchy-Type Problem for Diffusion-Wave Equation with the Riemann-Liouville Partial Derivative

2000 Mathematics Subject Classification: 35A15, 44A15, 26A33

Well-Posedness of the Cauchy Problem for Inhomogeneous Time-Fractional Pseudo-Differential Equations

Mathematics Subject Classification: 26A33, 45K05, 35A05, 35S10, 35S15, 33E12

On q–Analogues of Caputo Derivative and Mittag–Leffler Function

Mathematics Subject Classification: 33D60, 33E12, 26A33

Generalized Fractional Evolution Equation

2000 Mathematics Subject Classification: Primary 46F25, 26A33; Secondary: 46G20

Fractional Integration and Fractional Differentiation of the M-Series

Mathematics Subject Classification: 26A33, 33C60, 44A15

Eigenfunctions and fundamental solutions of the fractional Laplace and Dirac operators: the Riemann-Liouville case

In this paper we study eigenfunctions and fundamental solutions for the three parameter fractional Laplace operator $\Delta_+^{(\alpha,\beta,\gamma)}:= D_{x_0^+}^{1+\alpha} +D_{y_0^+}^{1+\beta} +D_{z_0^+}^{1+\gamma},$ where $(\alpha, \beta, \gamma) \in \,]0,1]^3$, and the fractional derivatives $D_{x_0^+}^{1+\alpha}$, $D_{y_0^+}^{1+\beta}$, $D_{z_0^+}^{1+\gamma}$ are in the Riemann-Liouville sense. Applying operational techniques via two-dimensional Laplace transform we describe a complete family of eigenfunctions and fundamental solutions of the operator $\Delta_+^{(\alpha,\beta,\gamma)}$ in classes of functions admitting a summable fractional derivative. Making use of the Mittag-Leffler function, a symbolic operational form of the solutions is presented. From the obtained family of fundamental solutions we deduce a family of fundamental solutions of the fractional Dirac operator, which factorizes the fractional Laplace operator. We apply also the method of separation of variables to obtain eigenfunctions and fundamental solutions.

Observability of nonlinear fractional dynamical systems

We study the observability of linear and nonlinear fractional differential systems of order 0 < α < 1 by using the Mittag-Leffler matrix function and the application of Banach’s contraction mapping theorem. Several examples illustrate the concepts.

An introduction to the fractional continuous-time linear systems

A brief introduction to the fractional continuous-time linear systems is presented. It will be done without needing a deep study of the fractional derivatives. We will show that the computation of the impulse and step responses is very similar to the classic. The main difference lies in the substitution of the exponential by the Mittag-Leffler function. We will present also the main formulae defining the fractional derivatives.

An introduction to the fractional continuous- time linear systems: the 21st century systems

IEEE CIRCUITS AND SYSTEMS MAGAZINE, Third Quarter

Delay approximation of fractional integrals

This paper explores the calculation of fractional integrals by means of the time delay operator. The study starts by reviewing the memory properties of fractional operators and their relationship with time delay. Based on the time response of the Mittag-Leffler function an approximation of fractional integrals consisting of time delayed samples is proposed. The tuning of the approximation is optimized by means of a genetic algorithm. The results demonstrate the feasibility of the new perspective and the limits of their application.

Integer/fractional decomposition of the impulse response of fractional linear systems

The decomposition of a fractional linear system is discussed in this paper. It is shown that it can be decomposed into an integer order part, corresponding to possible existing poles, and a fractional part. The first and second parts are responsible for the short and long memory behaviors of the system, respectively, known as characteristic of fractional systems.

Matematiikkamogulin elämä

Kirjallisuusarvostelu

Dielectric relaxation in biological materials

The study of dielectric properties concerns storage and dissipation of electric and magnetic energy in materials. Dielectrics are important in order to explain various phenomena in Solid-State Physics and in Physics of Biological Materials. Indeed, during the last two centuries, many scientists have tried to explain and model the dielectric relaxation. Starting from the Kohlrausch model and passing through the ideal Debye one, they arrived at more com- plex models that try to explain the experimentally observed distributions of relaxation times, including the classical (Cole-Cole, Davidson-Cole and Havriliak-Negami) and the more recent ones (Hilfer, Jonscher, Weron, etc.). The purpose of this thesis is to discuss a variety of models carrying out the analysis both in the frequency and in the time domain. Particular attention is devoted to the three classical models, that are studied using a transcendental function known as Mittag-Leffler function. We highlight that one of the most important properties of this function, its complete monotonicity, is an essential property for the physical acceptability and realizability of the models. Lo studio delle proprietà dielettriche riguarda l’immagazzinamento e la dissipazione di energia elettrica e magnetica nei materiali. I dielettrici sono importanti al fine di spiegare vari fenomeni nell’ambito della Fisica dello Stato Solido e della Fisica dei Materiali Biologici. Infatti, durante i due secoli passati, molti scienziati hanno tentato di spiegare e modellizzare il rilassamento dielettrico. A partire dal modello di Kohlrausch e passando attraverso quello ideale di Debye, sono giunti a modelli più complessi che tentano di spiegare la distribuzione osservata sperimentalmente di tempi di rilassamento, tra i quali modelli abbiamo quelli classici (Cole-Cole, Davidson-Cole e Havriliak-Negami) e quelli più recenti (Hilfer, Jonscher, Weron, etc.). L’obiettivo di questa tesi è discutere vari modelli, conducendo l’analisi sia nel dominio delle frequenze sia in quello dei tempi. Particolare attenzione è rivolta ai tre modelli classici, i quali sono studiati utilizzando una funzione trascendente nota come funzione di Mittag-Leffler. Evidenziamo come una delle più importanti proprietà di questa funzione, la sua completa monotonia, è una proprietà essenziale per l’accettabilità fisica e la realizzabilità dei modelli.