The uniqueness of signature problem in the non-Markov setting

We establish a general framework for a class of multidimensional stochastic processes over [0,1] under which with probability one, the signature (the collection of iterated path integrals in the sense of rough paths) is well-defined and determines the sample paths of the process up to reparametrization. In particular, by using the Malliavin calculus we show that our method applies to a class of Gaussian processes including fractional Brownian motion with Hurst parameter H>1/4, the Ornstein–Uhlenbeck process and the Brownian bridge.

Identification of fractional-order transfer functions using a step excitation

This brief proposes a new method for the identification of fractional order transfer functions based on the time response resulting from a single step excitation. The proposed method is applied to the identification of a three-dimensional RC network, which can be tailored in terms of topology and composition to emulate real time systems governed by fractional order dynamics. The results are in excellent agreement with the actual network response, yet the identification procedure only requires a small number of coefficients to be determined, demonstrating that the fractional order modelling approach leads to very parsimonious model formulations.

Fractional quantum Hall effect in second subband of a 2DES

In the present paper we report on the experimental electron sheet density vs. magnetic field diagram for the magnetoresistance R(xx) of a two-dimensional electron system (2DES) with two occupied subbands. For magnetic fields above 9T, we found fractional quantum Hall levels centered around the filing factor v = 3/2 in both the two occupied electric subbands. We focused specially on the fractional levels of the second subband, whose experimental values of the magnetic field B of their minima do not obey a periodicity law in 1/|B-B(c)|, where B(c) is the critical field at the filling factor v = 3/2, and we explain this fact entirely in the framework of the composite fermions theory. We use a simple theoretical model to give a possible explanation for the fact. Copyright (c) EPLA, 2011

Integer and fractional microwave induced resistance oscillations in a 2D system with moderate mobility

We report on integer and fractional microwave-induced resistance oscillations in a 2D electron system with high density and moderate mobility, and present results of measurements at high microwave intensity and temperature. Fractional microwave-induced resistance oscillations occur up to fractional denominator 8 and are quenched independently of their fractional order. We discuss our results and compare them with existing theoretical models. (C) 2009 Elsevier B.V. All rights reserved.

On the Generalized Mittag-Leffler Function and its Application in a Fractional Telegraph Equation

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator

The fractional generalized Langevin equation (FGLE) is proposed to discuss the anomalous diffusive behavior of a harmonic oscillator driven by a two-parameter Mittag-Leffler noise. The solution of this FGLE is discussed by means of the Laplace transform methodology and the kernels are presented in terms of the three-parameter Mittag-Leffler functions. Recent results associated with a generalized Langevin equation are recovered.

Effect of fractional urea clearance on survival of hemodialysis patients in relation to gender

Many studies have demonstrated the relationship between dialysis dose and survival. Global mortality is similar among men and women; however, the influence of dialysis dose in the survival could be more intensive between women. Therefore, we conduct an observational study to evaluate the gender-related impact of single pool Kt/V (spKt/V) on the survival of patients submitted to hemodialysis in a university hospital. We found that survival was lower in groups with spKt/V smaller than 1.2 than in those with Kt/V between 1.2 and 1.4. Among female patients, spKt/V smaller than 1.2 had a more adverse effect in survival than among men with a comparable Kt/V. Otherwise, among women, the dialysis dose had an impact in survival even with Kt/V greater than 1.4. Thus, fractional urea clearance more heavily influenced the survival of females than males in hemodialysis patients.

Asymptotics of zeros of polynomials arising from rational integrals

We prove that the zeros of the polynomials P.. (a) of degree m, defined by Boros and Moll via[GRAPHICS]approach the lemmiscate {zeta epsilon C: \zeta(2) - 1\ = Hzeta < 0}, as m --> infinity. (C) 2004 Elsevier B.V. All rights reserved.

Light-cone gauge integrals: prescriptionlessness at two loops

The only calculations performed beyond one-loop level in the light-cone gauge make use of the Mandelstam-Leibbrandt (ML) prescription in order to circumvent the notorious gauge dependent poles. Recently we have shown that in the context of negative dimensional integration method (NDIM) such prescription can be altogether abandoned, at least in one-loop order calculations. We extend our approach, now studying two-loop integrals pertaining to two-point functions. While previous works on the subject present only divergent parts for the integrals, we show that our prescriptionless method gives the same results for them, besides finite parts for arbitrary exponents of propagators. (C) 2000 Elsevier B.V. B.V. All rights reserved.

One-loop n-point equivalence among negative-dimensional, Mellin-Barnes and Feynman parametrization approaches to Feynman integrals

We show that at one-loop order, negative-dimensional, Mellin-Barnes (MB) and Feynman parametrization (FP) approaches to Feynman loop integral calculations are equivalent. Starting with a generating functional, for two and then for n-point scalar integrals, we show how to reobtain MB results, using negative-dimensional and FP techniques. The n-point result is valid for different masses, arbitrary exponents of propagators and dimension.

A systematization for one-loop 4D Feynman integrals

We present a strategy for the systematization of manipulations and calculations involving divergent (or not) Feynman integrals, typical of the one-loop perturbative solutions of QFT, where the use of an explicit regularization is avoided. Two types of systematization are adopted. The divergent parts are put in terms of a small number of standard objects, and a set of structure functions for the finite parts is also defined. Some important properties of the finite structures, specially useful in the verification of relations among Green's functions, are identified. We show that, in fundamental (renormalizable) theories, all the finite parts of two-, three- and four-point functions can be written in terms of only three basic functions while the divergent parts require (only) five objects. The final results obtained within the proposed strategy can be easily converted into those corresponding to any specific regularization technique providing an unified point of view for the treatment of divergent Feynman integrals. Examples of physical amplitudes evaluation and their corresponding symmetry relations verification are presented as well as generalizations of our results for the treatment of Green's functions having an arbitrary number of points are considered.

Negative dimensional approach for scalar two-loop three-point and three-loop two-point integrals

The well-known D-dimensional Feynman integrals were shown, by Halliday and Ricotta, to be capable of undergoing analytic continuation into the domain of negative values for the dimension of space-time. Furthermore, this could be identified with Grassmannian integration in positive dimensions. From this possibility follows the concept of negative-dimensional integration for loop integrals in field theories. Using this technique, we evaluate three two-loop three-point scalar integrals, with five and six massless propagators, with specific external kinematic configurations (two legs on-shell), and four three-loop two-point scalar integrals. These results are given for arbitrary exponents of propagators and dimension, in Euclidean space, and the particular cases compared to results published in the literature.

Non-planar double-box, massive and massless pentabox Feynman integrals in the negative-dimensional approach

The negative-dimensional integration method is a technique which can be applied, with success, in usual covariant gauge calculations. We consider three two-loop diagrams: the scalar massless non-planar double-box with six propagators and the scalar pentabox in two cases, where six virtual particles have the same mass, and in the case all of them are massless. Our results are given in terms of hypergeometric functions of Mandelstam variables and also for arbitrary exponents of propagators and dimension D.