Path-integral formulation for Levy flights: Evaluation of the propagator for free, linear, and harmonic potentials in the over- and underdamped limits

Levy flights can be described using a Fokker-Planck equation, which involves a fractional derivative operator in the position coordinate. Such an operator has its natural expression in the Fourier domain. Starting with this, we show that the solution of the equation can be written as a Hamiltonian path integral. Though this has been realized in the literature, the method has not found applications as the path integral appears difficult to evaluate. We show that a method in which one integrates over the position coordinates first, after which integration is performed over the momentum coordinates, can be used to evaluate several path integrals that are of interest. Using this, we evaluate the propagators for (a) free particle, (b) particle subjected to a linear potential, and (c) harmonic potential. In all the three cases, we have obtained results for both overdamped and underdamped cases. DOI: 10.1103/PhysRevE.86.061105

Fractional Hilbert transform extensions and associated analytic signal construction

The analytic signal (AS) was proposed by Gabor as a complex signal corresponding to a given real signal. The AS has a one-sided spectrum and gives rise to meaningful spectral averages. The Hilbert transform (HT) is a key component in Gabor's AS construction. We generalize the construction methodology by employing the fractional Hilbert transform (FrHT), without going through the standard fractional Fourier transform (FrFT) route. We discuss some properties of the fractional Hilbert operator and show how decomposition of the operator in terms of the identity and the standard Hilbert operators enables the construction of a family of analytic signals. We show that these analytic signals also satisfy Bedrosian-type properties and that their time-frequency localization properties are unaltered. We also propose a generalized-phase AS (GPAS) using a generalized-phase Hilbert transform (GPHT). We show that the GPHT shares many properties of the FrHT, in particular, selective highlighting of singularities, and a connection with Lie groups. We also investigate the duality between analyticity and causality concepts to arrive at a representation of causal signals in terms of the FrHT and GPHT. On the application front, we develop a secure multi-key single-sideband (SSB) modulation scheme and analyze its performance in noise and sensitivity to security key perturbations. (C) 2013 Elsevier B.V. All rights reserved.

A fractional order proportional integral controller for path following and trajectory tracking of miniature air vehicles

In this paper, a fractional order proportional-integral controller is developed for a miniature air vehicle for rectilinear path following and trajectory tracking. The controller is implemented by constructing a vector field surrounding the path to be followed, which is then used to generate course commands for the miniature air vehicle. The fractional order proportional-integral controller is simulated using the fundamentals of fractional calculus, and the results for this controller are compared with those obtained for a proportional controller and a proportional integral controller. In order to analyze the performance of the controllers, four performance metrics, namely (maximum) overshoot, control effort, settling time and integral of the timed absolute error cost, have been selected. A comparison of the nominal as well as the robust performances of these controllers indicates that the fractional order proportional-integral controller exhibits the best performance in terms of ITAE while showing comparable performances in all other aspects.

Binaural Signal Processing Motivated Generalized Analytic Signal Construction and AM-FM Demodulation

Binaural hearing studies show that the auditory system uses the phase-difference information in the auditory stimuli for localization of a sound source. Motivated by this finding, we present a method for demodulation of amplitude-modulated-frequency-modulated (AM-FM) signals using a ignal and its arbitrary phase-shifted version. The demodulation is achieved using two allpass filters, whose impulse responses are related through the fractional Hilbert transform (FrHT). The allpass filters are obtained by cosine-modulation of a zero-phase flat-top prototype halfband lowpass filter. The outputs of the filters are combined to construct an analytic signal (AS) from which the AM and FM are estimated. We show that, under certain assumptions on the signal and the filter structures, the AM and FM can be obtained exactly. The AM-FM calculations are based on the quasi-eigenfunction approximation. We then extend the concept to the demodulation of multicomponent signals using uniform and non-uniform cosine-modulated filterbank (FB) structures consisting of flat bandpass filters, including the uniform cosine-modulated, equivalent rectangular bandwidth (ERB), and constant-Q filterbanks. We validate the theoretical calculations by considering application on synthesized AM-FM signals and compare the performance in presence of noise with three other multiband demodulation techniques, namely, the Teager-energy-based approach, the Gabor's AS approach, and the linear transduction filter approach. We also show demodulation results for real signals.

Fractional calculus on time scales - Cálculo fraccional em escalas temporais

Introduzimos um cálculo das variações fraccional nas escalas temporais ℤ e (hℤ)!. Estabelecemos a primeira e a segunda condição necessária de optimalidade. São dados alguns exemplos numéricos que ilustram o uso quer da nova condição de Euler–Lagrange quer da nova condição do tipo de Legendre. Introduzimos também novas definições de derivada fraccional e de integral fraccional numa escala temporal com recurso à transformada inversa generalizada de Laplace.

On a generalized Laguerre operational matrix of fractional integration

A new operationalmatrix of fractional integration of arbitrary order for generalized Laguerre polynomials is derived.The fractional integration is described in the Riemann-Liouville sense.This operational matrix is applied together with generalized Laguerre tau method for solving general linearmultitermfractional differential equations (FDEs).Themethod has the advantage of obtaining the solution in terms of the generalized Laguerre parameter. In addition, only a small dimension of generalized Laguerre operational matrix is needed to obtain a satisfactory result. Illustrative examples reveal that the proposedmethod is very effective and convenient for linear multiterm FDEs on a semi-infinite interval.

Approximating fractional derivatives through the generalized mean

This paper addresses the calculation of fractional order expressions through rational fractions. The article starts by analyzing the techniques adopted in the continuous to discrete time conversion. The problem is re-evaluated in an optimization perspective by tacking advantage of the degree of freedom provided by the generalized mean formula. The results demonstrate the superior performance of the new algorithm.

Algorithmen für q-holonome Funktionen und q-hypergeometrische Reihen

Die q-Analysis ist eine spezielle Diskretisierung der Analysis auf einem Gitter, welches eine geometrische Folge darstellt, und findet insbesondere in der Quantenphysik eine breite Anwendung, ist aber auch in der Theorie der q-orthogonalen Polynome und speziellen Funktionen von großer Bedeutung. Die betrachteten mathematischen Objekte aus der q-Welt weisen meist eine recht komplizierte Struktur auf und es liegt daher nahe, sie mit Computeralgebrasystemen zu behandeln. In der vorliegenden Dissertation werden Algorithmen für q-holonome Funktionen und q-hypergeometrische Reihen vorgestellt. Alle Algorithmen sind in dem Maple-Package qFPS, welches integraler Bestandteil der Arbeit ist, implementiert. Nachdem in den ersten beiden Kapiteln Grundlagen geschaffen werden, werden im dritten Kapitel Algorithmen präsentiert, mit denen man zu einer q-holonomen Funktion q-holonome Rekursionsgleichungen durch Kenntnis derer q-Shifts aufstellen kann. Operationen mit q-holonomen Rekursionen werden ebenfalls behandelt. Im vierten Kapitel werden effiziente Methoden zur Bestimmung polynomialer, rationaler und q-hypergeometrischer Lösungen von q-holonomen Rekursionen beschrieben. Das fünfte Kapitel beschäftigt sich mit q-hypergeometrischen Potenzreihen bzgl. spezieller Polynombasen. Wir formulieren einen neuen Algorithmus, der zu einer q-holonomen Rekursionsgleichung einer q-hypergeometrischen Reihe mit nichttrivialem Entwicklungspunkt die entsprechende q-holonome Rekursionsgleichung für die Koeffizienten ermittelt. Ferner können wir einen neuen Algorithmus angeben, der umgekehrt zu einer q-holonomen Rekursionsgleichung für die Koeffizienten eine q-holonome Rekursionsgleichung der Reihe bestimmt und der nützlich ist, um q-holonome Rekursionen für bestimmte verallgemeinerte q-hypergeometrische Funktionen aufzustellen. Mit Formulierung des q-Taylorsatzes haben wir schließlich alle Zutaten zusammen, um das Hauptergebnis dieser Arbeit, das q-Analogon des FPS-Algorithmus zu erhalten. Wolfram Koepfs FPS-Algorithmus aus dem Jahre 1992 bestimmt zu einer gegebenen holonomen Funktion die entsprechende hypergeometrische Reihe. Wir erweitern den Algorithmus dahingehend, dass sogar Linearkombinationen q-hypergeometrischer Potenzreihen bestimmt werden können. ________________________________________________________________________________________________________________

A fast two-grid and finite section method for a class of integral equations on the real line with application to an acoustic scattering problem in the half-plane

We consider the numerical treatment of second kind integral equations on the real line of the form ∅(s) = ∫_(-∞)^(+∞)▒〖κ(s-t)z(t)ϕ(t)dt,s=R〗 (abbreviated ϕ= ψ+K_z ϕ) in which K ϵ L_1 (R), z ϵ L_∞ (R) and ψ ϵ BC(R), the space of bounded continuous functions on R, are assumed known and ϕ ϵ BC(R) is to be determined. We first derive sharp error estimates for the finite section approximation (reducing the range of integration to [-A, A]) via bounds on (1-K_z )^(-1)as an operator on spaces of weighted continuous functions. Numerical solution by a simple discrete collocation method on a uniform grid on R is then analysed: in the case when z is compactly supported this leads to a coefficient matrix which allows a rapid matrix-vector multiply via the FFT. To utilise this possibility we propose a modified two-grid iteration, a feature of which is that the coarse grid matrix is approximated by a banded matrix, and analyse convergence and computational cost. In cases where z is not compactly supported a combined finite section and two-grid algorithm can be applied and we extend the analysis to this case. As an application we consider acoustic scattering in the half-plane with a Robin or impedance boundary condition which we formulate as a boundary integral equation of the class studied. Our final result is that if z (related to the boundary impedance in the application) takes values in an appropriate compact subset Q of the complex plane, then the difference between ϕ(s)and its finite section approximation computed numerically using the iterative scheme proposed is ≤C_1 [kh log⁡〖(1⁄kh)+(1-Θ)^((-1)⁄2) (kA)^((-1)⁄2) 〗 ] in the interval [-ΘA,ΘA](Θ<1) for kh sufficiently small, where k is the wavenumber and h the grid spacing. Moreover this numerical approximation can be computed in ≤C_2 N log⁡N operations, where N = 2A/h is the number of degrees of freedom. The values of the constants C1 and C2 depend only on the set Q and not on the wavenumber k or the support of z.

Some uniform stability and convergence results for integral equations on the real line and projection methods for their solution

The paper considers second kind equations of the form (abbreviated x=y + K2x) in which and the factor z is bounded but otherwise arbitrary so that equations of Wiener-Hopf type are included as a special case. Conditions on a set are obtained such that a generalized Fredholm alternative is valid: if W satisfies these conditions and I − Kz, is injective for each z ε W then I − Kz is invertible for each z ε W and the operators (I − Kz)−1 are uniformly bounded. As a special case some classical results relating to Wiener-Hopf operators are reproduced. A finite section version of the above equation (with the range of integration reduced to [−a, a]) is considered, as are projection and iterated projection methods for its solution. The operators (where denotes the finite section version of Kz) are shown uniformly bounded (in z and a) for all a sufficiently large. Uniform stability and convergence results, for the projection and iterated projection methods, are obtained. The argument generalizes an idea in collectively compact operator theory. Some new results in this theory are obtained and applied to the analysis of projection methods for the above equation when z is compactly supported and k(s − t) replaced by the general kernel k(s,t). A boundary integral equation of the above type, which models outdoor sound propagation over inhomogeneous level terrain, illustrates the application of the theoretical results developed.

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.

Path integral quantization of generalized quantum electrodynamics

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Approximations for the generalized temperature integral: a method based on quadrature rules

The generalized temperature integral I(m, x) appears in non-isothermal kinetic analysis when the frequency factor depends on the temperature. A procedure based on Gaussian quadrature to obtain analytical approximations for the integral I(m, x) was proposed. The results showed good agreement between the obtained approximation values and those obtained by numerical integration. Unless other approximations found in literature, the methodology presented in this paper can be easily generalized in order to obtain approximations with the maximum of accurate.

Hq(4) symmetry: the linear q-harmonic oscillator based on generalized irreps of the q-deformed Heisenberg algebra

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)