arXiv research

Proposes new rule for ranking investment prospects over long horizons.

Paper analyzes coexisting hidden and self-excited attractors in an economic system.

We investigate the singular sets of solutions of conformally covariant elliptic operators of fractional order with the goal of developing generalizations of some well-known properties of solutions of the singular Yamabe problem.

Accelerators with power-law memory are proposed in the framework of the discrete time approach. To describe discrete accelerators we use the capital stock adjustment principle, which has been suggested by Matthews.The suggested discrete accelerators with memory describe the economic processes with the power-law memory …

In this paper, we introduce the anisotropic Sobolev capacity with fractional order and develop some basic properties for this new object. Applications to the theory of anisotropic fractional Sobolev spaces are provided. In particular, we give geometric characterizations for a nonnegative Radon measure $μ$ that naturall…

RP-GFRFT unifies fractional order and rotation control for graph signals.

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(…

Improved options pricing for two assets using fractional calculus.

Enhances option pricing with fractional order Black-Scholes-Merton model.

Paper derives analytical formulas for NLD-CEV moments with regime switching.

The paper introduces boundary operators for Poincaré-Einstein manifolds and proves higher order trace inequalities.

Study adds memory effect to Solow-Swan model for more accurate economic growth modeling.

In this paper, the fractional order curvature equation $(-Δ)^γu = (1 + \varepsilon K(x))u^{\frac{N + 2γ}{N - 2γ}}$ in $\mathbb{R}^N$ is considered. Assuming $K(x)$ has two critical points satisfying certain local conditions, we prove the existence of two-peak solutions.

Data-driven discovery of "hidden physics" -- i.e., machine learning of differential equation models underlying observed data -- has recently been approached by embedding the discovery problem into a Gaussian Process regression of spatial data, treating and discovering unknown equation parameters as hyperparameters of a…

We study Sobolev-type metrics of fractional order $s\geq0$ on the group $\Diff_c(M)$ of compactly supported diffeomorphisms of a manifold $M$. We show that for the important special case $M=S^1$ the geodesic distance on $\Diff_c(S^1)$ vanishes if and only if $s\leq\frac12$. For other manifolds we obtain a partial chara…

Flocking refers to collective behavior of a large number of interacting entities, where the interactions between discrete individuals produce collective motion on the large scale. We employ an agent-based model to describe the microscopic dynamics of each individual in a flock, and use a fractional PDE to model the evo…

The geodesic distance vanishes on the group of compactly supported diffeomorphisms of a Riemannian manifold $M$ of bounded geometry, for the right invariant weak Riemannian metric which is induced by the Sobolev metric $H^s$ of order $0\le s<\tfrac12$ on the Lie algebra $\mathfrak X_c(M)$ of vector fields with compact …

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…

Financial frequency combs emerge from macroeconomic long-range memory.

This work leverages recent advances in probabilistic machine learning to discover conservation laws expressed by parametric linear equations. Such equations involve, but are not limited to, ordinary and partial differential, integro-differential, and fractional order operators. Here, Gaussian process priors are modifie…

We prove that the geodesic equations of all Sobolev metrics of fractional order one and higher on spaces of diffeomorphisms and, more generally, immersions are locally well posed. This result builds on the recently established real analytic dependence of fractional Laplacians on the underlying Riemannian metric. It ext…

In this article we study the induced geodesic distance of fractional order Sobolev metrics on the groups of (volume preserving) diffeomorphisms and symplectomorphisms. The interest in these geometries is fueled by the observation that they allow for a geometric interpretation for prominent partial differential equation…

Study solves inverse problems for equations with fractional nonlinearities.

In this article we study the class of right-invariant, fractional order Sobolev-type metrics on groups of diffeomorphisms of a compact manifold M. Our main result concerns well-posedness properties for the corresponding Euler-Arnold equations, also called the EPDiff equations, which are of importance in mathematical ph…

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…

Motivated by applications in the field of shape analysis, we study reparametrization invariant, fractional order Sobolev-type metrics on the space of smooth regular curves $\operatorname{Imm}(S^1,\mathbb{R}^d)$ and on its Sobolev completions $\mathcal{I}^{q}(S^1,\mathbb{R}^{d})$. We prove local well-posedness of the ge…

Study on fractional Sobolev metrics on curves, proving completeness and geodesic properties.

New model captures long-term memory effects in epidemic dynamics.

Sharp inequalities on Siegel domains and complex hyperbolic spaces established.

A new method uses SPDEs to efficiently model random fields on complex domains.