Tackles variational problems with curvature and fractional Brezis-Nirenberg equations, overcoming lack of compactness.
problem Variational problems with curvature and fractional Brezis-Nirenberg equations.
method Refined techniques and Lyapunov-Schmidt method for ODE systems, blow-up analysis for elliptic equations.
result Existence and multiplicity of solutions with qualitative properties.
Study on nonlinear equations on spheres and hemispheres with zero Neumann boundary condition.
problem Finding conditions for constant solutions to Brezis-Nirenberg type problems.
method Developed a study involving nonlinear partial differential equations on spheres and hemispheres with zero Neumann boundary condition.
result Conditions for equations to have only constant solutions.
Solves Brezis' first open problem on ball solutions.
problem Existence of solutions to Brezis-Nirenberg problem on a 3D ball.
method Building on sign-changing solutions to the Yamabe problem.
result Infinitely many sign-changing, nonradial solutions found.
Study of solutions for a spinorial Dirac equation with critical exponent.
problem Existence of solutions for a nonlinear Dirac equation with critical Sobolev exponent.
method Variational methods using strongly indefinite energy functional.
result Existence of least energy solutions for various λ values.
Study of Dirac equation with non-local nonlinearity on spheres.
problem Conformally invariant Dirac equation with non-local nonlinearity.
method Investigation of compactness, bubbling, and energy quantization of energy functional; characterization of ground state solutions; proof of Aubin-type inequality and Brezis-Nirenberg type result.
result Existence of solutions to the conformal Einstein-Dirac problem in dimension 4.
In this work we present a new approach on studying dynamical systems. Combining the two ways of expressing the uncertainty, using probabilistic theory and credibility theory, we have research the generalized fractional hybrid equations. We have introduced the concepts of generalized fractional Wiener process, generaliz…
Methods from the geometry of nonholonomic manifolds and Lagrange-Finsler spaces are applied in fractional calculus with Caputo derivatives and for elaborating models of fractional gravity and fractional Lagrange mechanics. The geometric data for such models are encoded into (fractional) bi-Hamiltonian structures and as…
Introduces fractional k-dimensional measure bridging fractional length and area.
problem Defining fractional measures for dimensions between 0 and n-1.
method Introduces a parameterized fractional measure σ that converges to Hausdorff measure. result Fractional measure converges to Hausdorff measure with a known constant factor.
The theory of derivative of noninteger order goes back to Leibniz, Liouville and Riemann. Derivatives of fractional order have found many applications in recent studies in mechanics, physics, economics. In this paper we define the fractional tangent bundle on a manifold, using a method of Radu Miron. The fractional Lei…
Study on fractional curvature flow on unit sphere, extending previous work.
problem Fractional Nirenberg problem on unit sphere.
method Fractional conformal curvature flow on unit sphere.
result Perturbation result for fractional Nirenberg problem with σ∈(1/2,1). Let Sg be a closed orientable surface of genus g≥2 and C a simple closed nonseparating curve in F. Let tC denote a left handed Dehn twist about C. A \textit{fractional power} of tC of \textit{exponent} $\fraction{\ell}{n}$ is an $h \in \Mod(S_g)$ such that hn=tCℓ. Unlike a root of a $t…
We formulate the fractional Ricci flow theory for (pseudo) Riemannian geometries enabled with nonholonomic distributions defining fractional integro-differential structures, for non-integer dimensions. There are constructed fractional analogs of Perelman's functionals and derived the corresponding fractional evolution …
Using Caputo fractional derivative of order α we build the fractional jet bundle of order α and its main geometrical structures. Defined on that bundle, some fractional dynamical systems with applications to economics are studied.
Volatility roughness studied using fractional noise-driven models.
problem Volatility roughness interpretation.
method Data-reconstructed fractional volatility model with fractional noise.
result Option pricing equation and solution derived using Malliavin calculus.
Using the reviewed Riemann-Liouville fractional derivative we introduce the fractional osculator Lagrange space of k order and the main structures on it. The results are applied at the k order fractional prolongation of Lagrange, Finsler and Riemann fractional structures.
Introduces fractional length and nonlocal curvature for smooth curves.
problem Defining curvature for curves of fractional length.
method Introduces fractional length and derives nonlocal curvature using fractional perimeter analogy.
result Fractional length converges to traditional length with a multiplicative constant.
Develops fractional de Rham theory for Maxwell equations.
problem Formulating fractional calculus for Maxwell equations.
method Fractional tangent functionals, Riemann-Liouville integral, polynomial algebra, exterior algebra.
result Fractional de Rham complex for Maxwell equations.
Modeling financial markets with memory using fractional calculus and Brownian motion.
problem Capturing memory effects in financial markets using stochastic models.
method Fractional Langevin equation with colored noise generated by fractional Brownian motion.
result Anomalous marginal glass phase observed in some regions of the system.
Long and short memory in economic processes is usually described by the so-called discrete fractional differencing and fractional integration. We prove that the discrete fractional differencing and integration are the Grunwald-Letnikov fractional differences of non-integer order d. Equations of ARIMA(p,d,q) and ARFIMA(…
We study the fractional gravity for spacetimes with non-integer dimensions. Our constructions are based on a geometric formalism with the fractional Caputo derivative and integral calculus adapted to nonolonomic distributions. This allows us to define a fractional spacetime geometry with fundamental geometric/physical …
In this paper we established the condition for a curve to satisfy stochas- tic fractional HP (Hamilton-Pontryagin) equations. These equations are described using It^o integral. We have also considered the case of stochastic fractional Hamiltonian equa- tions, for a hyperregular Lagrange function. From the stochastic fr…
Extends fractional Lp uncertainty principles with extremizers and stability results.
problem Investigating uncertainty principles in fractional Lp settings. method Analyzing the fractional Schrödinger equation to find extremal functions and sharp constants.
result Proves stability of extremizers for fractional uncertainty inequalities.
Approximates derivative pricing under fractional stochastic volatility.
problem Derivative pricing under fractional stochastic volatility model.
method Approximate expression derived from deterministic functions and fractional Ornstein-Uhlenbeck process.
result Numerical simulations show the feasibility and effect of long-range dependencies on derivative prices.
New method uses fractional posteriors for semiparametric inference with improved uncertainty quantification.
problem Semiparametric inference with nonparametric priors and fractional posteriors.
method Established a general Bernstein--von Mises theorem for fractional posterior distributions, proposed shifted-and-rescaled credible sets.
result Fractional posterior credible sets provide reliable uncertainty quantification but have inflated size; shifted-and-rescaled set is an efficient confidence set.
In this paper we introduce a link between geometry of ordinary continued fractions and trajectories of points that moves according to the second Kepler law. We expand geometric interpretation of ordinary continued fractions to the case of continued fractions with arbitrary elements.
The paper studies inequalities for fractional GJMS operators on conformal infinity.
problem Deriving comparison inequalities for fractional Yamabe constants.
method Using Poincaré-Einstein manifolds and fractional GJMS operators.
result Two comparison inequalities for fractional Yamabe constants are derived.
Using the fractional integration and differentiation on R we build the fractional jet fibre bundle on a differentiable manifold and we emphasize some important geometrical objects. Euler-Lagrange fractional equations are described. Some significant examples from mechanics and economics are presented.
New model uses generalized fractional Brownian motion for stock price prediction.
problem Traditional models fail to accurately predict stock price fluctuations.
method Introduces generalized fractional Brownian motion as a new stochastic process for price modeling.
result Validates the new model for option pricing and risk assessment.
New framework for ranking distributions using variable fractional parameters.
problem Ordering distributions with varying steepness and local non-concavities.
method Introducing a function γ:Ro[0,1] to replace the fixed parameter in fractional SD. result Enables ranking of a broader range of distributions and incorporates dynamic greediness.
Study proves smooth solutions for fractional mean curvature flow within short time.
problem Short-time existence of smooth solutions for fractional mean curvature flow.
method Established using short-time existence theorem for bounded, C^{1,1}-regular initial sets.
result Smooth solutions exist for both fractional mean curvature flow and volume preserving flow.
Paper approximates fractional harmonic maps with numerical methods.
problem Approximating fractional harmonic maps with constraints and nonlocality.
method Weak compactness results and numerical methods for various PDEs.
result Convergence of numerical approximations for fractional harmonic maps.
The mixed-fractional CEV model improves CDS pricing by accounting for default risk.
problem Improving the pricing of Credit Default Swaps (CDS) by accounting for default risk.
method Using a mixed-fractional Brownian motion to model the Constant Elasticity of Variance (CEV) model.
result The mixed-fractional CEV model yields more realistic CDS spreads and default probabilities.
Fractional combinatorial flow improves surface conformal structures.
problem Improving discrete conformal structures on surfaces.
method Introducing a fractional combinatorial Calabi flow for discrete conformal structures on surfaces.
result Longtime existence and global convergence of the fractional combinatorial Calabi flow for various surface types.
This note develops certain sharp inequalities relating the fractional Sobolev capacity of a set to its standard volume and fractional perimeter.
A generalization of exterior calculus is considered by allowing the partial derivatives in the exterior derivative to assume fractional orders. That is, a fractional exterior derivative is defined. This is found to generate new vector spaces of finite and infinite dimension, fractional differential form spaces. The def…
Fractional Sobolev metrics on immersions are well-posed.
problem Analyzing fractional Sobolev metrics on immersions.
method Proving geodesic equations are locally well-posed.
result Fractional Sobolev metrics on spaces of immersions have well-posed geodesic equations.
We study fractional configurations in gravity theories and Lagrange mechanics. The approach is based on Caputo fractional derivative which gives zero for actions on constants. We elaborate fractional geometric models of physical interactions and we formulate a method of nonholonomic deformations to other types of fract…
First variation of fractional k-dimensional measure for submanifolds
problem Computing the first variation of a fractional k-dimensional measure for submanifolds method First variation computation
result Definition of a nonlocal mean-curvature vector for embedded submanifolds
Paper defines multi-dimensional fractional Brownian motion under volatility uncertainty.
problem Volatility uncertainty in fractional Brownian motion.
method Definition and study of multi-dimensional fractional Brownian motion (G-fBm) with Hurst index.
result First results on stochastic calculus for G-fBm with Hurst index > 0.5.
Optimizes portfolios in fractional and rough Heston models.
problem Optimizing portfolios in models with fractional and rough volatility.
method Fractional Heston model, power utility functions, stochastic control, Marchaud fractional derivative.
result Explicit solutions and Laplace transform of integrated volatility.
Geometric methods prove exponential growth in continued fractions.
problem Exponential growth in partial quotients of continued fractions.
method Geometric representation of continued fractions and orbifold triangulations.
result Eventually periodic continued fractions have exponentially growing partial quotients.
Researchers study fractional porous medium equation on hyperbolic space.
problem Analyzing the fractional porous medium equation on hyperbolic space.
method Existence results for solutions in weak sense, using fractional Laplacian and Green's function.
result Proves different smoothing effects for solutions.
In this paper we study smooth solutions to a fractional mean curvature flow equation. We establish a comparison principle and consequences such as uniqueness and finite extinction time for compact solutions. We also establish evolutions equations for fractional geometric quantities that yield preservation of certain qu…
Machine learning discovers fractional differential equations from data.
problem Discovering hidden physics in data-driven models of fractional differential equations.
method Gaussian Process regression with modified physics-informed kernel for space-fractional equations.
result Optimized machine learning of fractional differential equations, including heavy-tailed systems.
Study examines surfaces with bounded fractional mean curvature, proving control over local parametrization.
problem Understanding surfaces with bounded fractional mean curvature.
method Investigates bounded L^p-norm of fractional mean curvature, proving control over local parametrization.
result Proves control over local parametrization, leading to lower Ahlfors-regularity, weak Michael-Simon type inequality, and stability application.
Study fractional structures on bundle gerbe modules using rational homotopy theory.
problem Understanding twisted Chern classes of torsion bundle gerbe modules.
method Sullivan's rational homotopy theory to realize twisted Chern classes at the level of classifying spaces.
result Introduction of fractional U-structures as a universal framework.
Existence of unstable shrinking solutions in fractional mean curvature flow.
problem Existence and stability of self-shrinkers in fractional mean curvature flow.
method Existence proof of homothetically shrinking solutions with prescribed boundary conditions.
result Unstable shrinking solutions, except the ball, for fractional mean curvature flow.
Fractional Laplacian inverse problem solved for connection Laplacians.
problem Determining structures from metric, bundle, and map knowledge.
method Local knowledge of metric, bundle, and map determines global structures.
result Global structures determined from local knowledge of metric, bundle, and map.