Search results for "Fractional moment"

FOURIER TRANSFORMS, FRACTIONAL DERIVATIVES, AND A LITTLE BIT OF QUANTUM MECHANICS

2020

We discuss some of the mathematical properties of the fractional derivative defined by means of Fourier transforms. We first consider its action on the set of test functions $\Sc(\mathbb R)$, and then we extend it to its dual set, $\Sc'(\mathbb R)$, the set of tempered distributions, provided they satisfy some mild conditions. We discuss some examples, and we show how our definition can be used in a quantum mechanical context.

Disorder relevance for the random walk pinning model in dimension 3

2011

We study the continuous time version of the random walk pinning model, where conditioned on a continuous time random walk Y on Z^d with jump rate \rho>0, which plays the role of disorder, the law up to time t of a second independent random walk X with jump rate 1 is Gibbs transformed with weight e^{\beta L_t(X,Y)}, where L_t(X,Y) is the collision local time between X and Y up to time t. As the inverse temperature \beta varies, the model undergoes a localization-delocalization transition at some critical \beta_c>=0. A natural question is whether or not there is disorder relevance, namely whether or not \beta_c differs from the critical point \beta_c^{ann} for the annealed model. In Birkner a…

Probabilistic characterization of nonlinear systems under α-stable white noise via complex fractional moments

2015

Abstract The probability density function of the response of a nonlinear system under external α -stable Levy white noise is ruled by the so called Fractional Fokker–Planck equation. In such equation the diffusive term is the Riesz fractional derivative of the probability density function of the response. The paper deals with the solution of such equation by using the complex fractional moments. The analysis is performed in terms of probability density for a linear and a non-linear half oscillator forced by Levy white noise with different stability indexes α . Numerical results are reported for a wide range of non-linearity of the mechanical system and stability index of the Levy white nois…

Einstein-Smoluchowsky equation handled by complex fractional moments

2014

In this paper the response of a non linear half oscillator driven by α-stable white noise in terms of probability density function (PDF) is investigated. The evolution of the PDF of such a system is ruled by the so called Einstein-Smoluchowsky equation involving, in the diffusive term, the Riesz fractional derivative. The solution is obtained by the use of complex fractional moments of the PDF, calculated with the aid of Mellin transform operator. It is shown that solution can be found for various values of stability index α and for any nonlinear function of the drift term in the stochastic differential equation.

Probabilistic characterization of nonlinear systems under parametric Poisson white noise via complex fractional moments

2014