Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Intrinsic Order and Hamming Weight

[EN]The intrinsic order is a partial order relation defined on the set {0, 1} n of all binary n-tuples. This ordering enables one to automatically compare binary n-tuple probabilities without computing them, just looking at the relative positions of their 0s & 1s. In this paper, new relations between the intrinsic ordering and the Hamming weight (i.e., the number of 1-bits in a binary n-tuple) are derived. All theoretical results are rigorously proved and illustrated through the intrinsic order graph…

Geochemistry of rare earth elements in basalts from Walvis Ridge

Selected basalts from a suite of dredged and drilled samples (IPOD sites 525, 527, 528 and 530) from the Walvis Ridge have been analysed to determine their rare earth element (REE) contents in order to investigate the origin and evolution of this major structural feature in the South Atlantic Ocean. All of the samples show a high degree of light rare earth element (LREE) enrichment, quite unlike the flat or depleted patterns normally observed for normal mid-ocean ridge basalts (MORBs). Basalts from Sites 527, 528 and 530 show REE patterns characterised by an arcuate shape and relatively low (Ce/Yb)N ratios (1.46-5.22), and the ratios show a positive linear relationship to Nb content. A different trend is exhibited by the dredged basalts and the basalts from Site 525, and their REE patterns have a fairly constant slope, and higher (Ce/Yb)N ratios (4.31-8.50). These differences are further reflected in the ratios of incompatible trace elements, which also indicate considerable variations within the groups. Mixing hyperbolae for these ratios suggest that simple magma mixing between a 'hot spot' type of magma, similar to present-day volcanics of Tristan da Cunha, and a depleted source, possibly similar to that for magmas being erupted at the Mid-Atlantic Ridge, was an important process in the origin of parts of the Walvis Ridge, as exemplified by Sites 527, 528 and 530. Site 525 and dredged basalts cannot be explained by this mixing process, and their incompatible element ratios suggest either a mantle source of a different composition or some complexity to the mixing process. In addition, the occurrence of different types of basalt at the same location suggests there is vertical zonation within the volcanic pile, with the later erupted basalts becoming more alkaline arid more enriched in incompatible elements. The model proposed for the origin and evolution of the Walvis Ridge involves an initial stage of eruption in which the magma was essentially a mixture of enriched and depleted end-member sources, with the N-MORB component being small. The dredged basalts and Site 525, which represent either later-stage eruptives or those close to the hot spot plume, probably result from mixing of the enriched mantle source with variable amounts and variable low degrees of partial melting of the depleted mantle source. As the volcano leaves the hot spot, these late-stage eruptives continue for some time. The change from tholeiitic to alkalic volcanism is probably related either to evolution in the plumbing system and magma chamber of the individual volcano, or to changes in the depth of origin of the enriched mantle source melt, similar to processes in Hawaiian volcanoes.

Linear Fractional PDE, Uniqueness of Global Solutions

Mathematics Subject Classification: 26A33, 47A60, 30C15.

Stochastic Solution of a KPP-Type Nonlinear Fractional Differential Equation

Mathematics Subject Classification: 26A33, 76M35, 82B31

Caputo Derivatives in Viscoelasticity: A Non-Linear Finite-Deformation Theory for Tissue

Mathematics Subject Classification: 26A33, 74B20, 74D10, 74L15

A Posteriori Error Analysis of hp-Version Discontinuous Galerkin Finite Element Methods for Second-Order Quasilinear Elliptic Problems

We develop the a-posteriori error analysis of hp-version interior-penalty discontinuous Galerkin finite element methods for a class of second-order quasilinear elliptic partial differential equations. Computable upper and lower bounds on the error are derived in terms of a natural (mesh-dependent) energy norm. The bounds are explicit in the local mesh size and the local degree of the approximating polynomial. The performance of the proposed estimators within an automatic hp-adaptive refinement procedure is studied through numerical experiments.

Control and Supervision of Wind Energy Conversion Systems

This paper is about a PhD thesis and includes the study and analysis of the performance of an onshore wind energy conversion system. First, mathematical models of a variable speed wind turbine with pitch control are studied, followed by the study of different controller types such as integer-order controllers, fractional-order controllers, fuzzy logic controllers, adaptive controllers and predictive controllers and the study of a supervisor based on finite state machines is also studied. The controllers are included in the lower level of a hierarchical structure composed by two levels whose objective is to control the electric output power around the rated power. The supervisor included at the higher level is based on finite state machines whose objective is to analyze the operational states according to the wind speed. The studied mathematical models are integrated into computer simulations for the wind energy conversion system and the obtained numerical results allow for the performance assessment of the system connected to the electric grid. The wind energy conversion system is composed by a variable speed wind turbine, a mechanical transmission system described by a two mass drive train, a gearbox, a doubly fed induction generator rotor and by a two level converter.

Probing the Galactic thick disc vertical properties and interfaces

Aims. This work investigates the properties (metallicity and kinematics) and interfaces of the Galactic thick disc as a function of height above the Galactic plane. The main aim is to study the thick disc in a place where it is the main component of the sample. Methods. We take advantage of former astrometric work in two fields of several square degrees in which accurate proper motions were measured down to V-magnitudes of 18.5 in two directions, one near the north galactic pole and the other at a galactic latitude of 46 degrees and galactic longitude near 0 degrees. Spectroscopic observations have been acquired in these two fields for a total of about 400 stars down to magnitude 18.0, at spectral resolutions of 3.5 to 6.25 angstrom. The spectra have been analysed with the code ETOILE, comparing the target stellar spectra with a grid of 1400 reference stellar spectra. This comparison allowed us to derive the parameters effective temperature, gravity, [Fe/H] and absolute magnitude for each target star. Results. The Metallicity Distribution Function (MDF) of the thin-thick-disc-halo system is derived for several height intervals between 0 and 5 kpc above the Galactic plane. The MDFs show a decrease of the ratio of the thin to thick disc stars between the first and second kilo-parsec. This is consistent with the classical modelling of the vertical density profile of the disc with 2 populations with different scale heights. A vertical metallicity gradient, partial derivative[Fe/H]/partial derivative z = -0.068 +/- 0.009 dex kpc(-1), is observed in the thick disc. It is discussed in terms of scenarios of formation of the thick disc.

Anisotropic singularities in modified gravity models

We show that the common singularities present in generic modified gravity models governed by actions of the type S = integral d(4)x root-gf(R, phi, X). with X = -1/2 g(ab)partial derivative(a)phi partial derivative(b)phi, are essentially the same anisotropic instabilities associated to the hypersurface F(phi) = 0 in the case of a nonminimal coupling of the type F(phi)R, enlightening the physical origin of such singularities that typically arise in rather complex and cumbersome inhomogeneous perturbation analyses. We show, moreover, that such anisotropic instabilities typically give rise to dynamically unavoidable singularities, precluding completely the possibility of having physically viable models for which the hypersurface partial derivative f/partial derivative R = 0 is attained. Some examples are explicitly discussed.

On the Jager-Kaul theorem concerning harmonic maps

In 1983, Jager and Kaul proved that the equator map u*(x) = (x/\x\,0) : B-n --> S-n is unstable for 3 less than or equal to n less than or equal to 6 and a minimizer for the energy functional E(u, B-n) = integral B-n \del u\(2) dx in the class H-1,H-2(B-n, S-n) with u = u* on partial derivative B-n when n greater than or equal to 7. In this paper, we give a new and elementary proof of this Jager-Kaul result. We also generalize the Jager-Kaul result to the case of p-harmonic maps.

Variation in mortality rates in Australia: correlation with Indigenous status, remoteness and socio-economic deprivation

Background The aim of this study was to study ecological correlations between age-adjusted all-cause mortality rates in Australian statistical divisions and (1) the proportion of residents that self-identify as Indigenous, (2) remoteness, and (3) socio-economic deprivation. Methods All-cause mortality rates for 57 statistical divisions were calculated and directly standardized to the 1997 Australian population in 5-year age groups using Australian Bureau of Statistics (ABS) data. The proportion of residents who self-identified as Indigenous was obtained from the 1996 Census. Remoteness was measured using ARIA (Accessibility and Remoteness Index for Australia) values. Socioeconomic deprivation was measured using SEIFA (Socio-Economic index for Australia) values from the ABS. Results Age-standardized all-cause mortality varies twofold from 5.7 to 11.3 per 1000 across Australian statistical divisions. Strongest correlation was between Indigenous status and mortality (r = 0.69, p < 0.001). correlation between remoteness and mortality was modest (r = 0.39, p = 0.002) as was correlation between socio-economic deprivation and mortality (r = -0.42, p = 0.001). Excluding the three divisions with the highest mortality, a multiple regression model using the logarithm of the adjusted mortality rate as the dependent variable showed that the partial correlation (and hence proportion of the variance explained) for Indigenous status was 0.03 (9 per cent; p = 0.03), for SEIFA score was -0.17 (3 per cent; p = 0.22); and for remoteness was -0.22 (5 per cent; p = 0.13). Collectively, the three variables studied explain 13 per cent of the variability in mortality. Conclusions Ecological correlation exists between all-cause mortality, Indigenous status, remoteness and disadvantage across Australia. The strongest correlation is with indigenous status, and correlation with all three characteristics is weak when the three statistical divisions with the highest mortality rates are excluded. intervention targeted at these three statistical divisions could reduce much of the variability in mortality in Australia.

Some results on holomorphic generalized functions

In this note, we present three independent results within generalized complex analysis (in the Colombeau sense). The first of them deals with non-removable singularities; we construct a generalized function u on an open subset Omega of C(n), which is not a holomorphic generalized function on Omega but it is a holomorphic generalized function on Omega\S, where S is a hypersurface contained in Omega. The second result shows the existence of a holomorphic generalized function with prescribed values in the zero-set of a classical holomorphic function. The last result states the existence of a compactly supported solution to the (partial derivative) over bar operator.

Positive radial solutions of the Dirichlet problem for the Minkowski-Curvature equation in a ball

We study the existence and multiplicity of positive radial solutions of the Dirichlet problem for the Minkowski-curvature equation { -div(del upsilon/root 1-vertical bar del upsilon vertical bar(2)) in B-R, upsilon=0 on partial derivative B-R,B- where B-R is a ball in R-N (N >= 2). According to the behaviour off = f (r, s) near s = 0, we prove the existence of either one, two or three positive solutions. All results are obtained by reduction to an equivalent non-singular one-dimensional problem, to which variational methods can be applied in a standard way.

Travelling wave profiles in some models with nonlinear diffusion

We study some properties of the monotone solutions of the boundary value problem (p(u'))' - cu' + f(u) = 0, u(-infinity) = 0, u(+infinity) = 1, where f is a continuous function, positive in (0, 1) and taking the value zero at 0 and 1, and P may be an increasing homeomorphism of (0, 1) or (0, +infinity) onto [0, +infinity). This problem arises when we look for travelling waves for the reaction diffusion equation partial derivative u/partial derivative t = partial derivative/partial derivative x [p(partial derivative u/partial derivative x)] + f(u) with the parameter c representing the wave speed. A possible model for the nonlinear diffusion is the relativistic curvature operator p(nu)= nu/root 1-nu(2). The same ideas apply when P is given by the one- dimensional p- Laplacian P(v) = |v|(p-2)v. In this case, an advection term is also considered. We show that, as for the classical Fisher- Kolmogorov- Petrovski- Piskounov equations, there is an interval of admissible speeds c and we give characterisations of the critical speed c. We also present some examples of exact solutions. (C) 2014 Elsevier Inc. All rights reserved.