Pub Date : 2024-10-30DOI: 10.1007/s13540-024-00347-4
Mohammad Mostafanejad
We present a unified representation of the most popular neural network activation functions. Adopting Mittag-Leffler functions of fractional calculus, we propose a flexible and compact functional form that is able to interpolate between various activation functions and mitigate common problems in training deep neural networks such as vanishing and exploding gradients. The presented gated representation extends the scope of fixed-shape activation functions to their adaptive counterparts whose shape can be learnt from the training data. The derivatives of the proposed functional form can also be expressed in terms of Mittag-Leffler functions making it suitable for backpropagation algorithms. By training an array of neural network architectures of different complexities on various benchmark datasets, we demonstrate that adopting a unified gated representation of activation functions offers a promising and affordable alternative to individual built-in implementations of activation functions in conventional machine learning frameworks.
{"title":"Unification of popular artificial neural network activation functions","authors":"Mohammad Mostafanejad","doi":"10.1007/s13540-024-00347-4","DOIUrl":"https://doi.org/10.1007/s13540-024-00347-4","url":null,"abstract":"<p>We present a unified representation of the most popular neural network activation functions. Adopting Mittag-Leffler functions of fractional calculus, we propose a flexible and compact functional form that is able to interpolate between various activation functions and mitigate common problems in training deep neural networks such as vanishing and exploding gradients. The presented gated representation extends the scope of fixed-shape activation functions to their adaptive counterparts whose shape can be learnt from the training data. The derivatives of the proposed functional form can also be expressed in terms of Mittag-Leffler functions making it suitable for backpropagation algorithms. By training an array of neural network architectures of different complexities on various benchmark datasets, we demonstrate that adopting a unified gated representation of activation functions offers a promising and affordable alternative to individual built-in implementations of activation functions in conventional machine learning frameworks.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142556280","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-10-21DOI: 10.1007/s13540-024-00350-9
Alexandra V. Antoniouk, Anatoly N. Kochubei
In general fractional calculus (GFC), the counterpart of the fractional time derivative is a differential-convolution operator whose integral kernel satisfies some additional conditions, under which the Cauchy problem for the corresponding time-fractional equation is not only well-posed, but has properties similar to those of classical evolution equations of mathematical physics. In this work, we develop the GFC approach for the discrete-time fractional calculus. In particular, we define within GFC the appropriate resolvent families and use them to solve the discrete-time Cauchy problem with an appropriate analog of the Caputo fractional derivative.
{"title":"Discrete-time general fractional calculus","authors":"Alexandra V. Antoniouk, Anatoly N. Kochubei","doi":"10.1007/s13540-024-00350-9","DOIUrl":"https://doi.org/10.1007/s13540-024-00350-9","url":null,"abstract":"<p>In general fractional calculus (GFC), the counterpart of the fractional time derivative is a differential-convolution operator whose integral kernel satisfies some additional conditions, under which the Cauchy problem for the corresponding time-fractional equation is not only well-posed, but has properties similar to those of classical evolution equations of mathematical physics. In this work, we develop the GFC approach for the discrete-time fractional calculus. In particular, we define within GFC the appropriate resolvent families and use them to solve the discrete-time Cauchy problem with an appropriate analog of the Caputo fractional derivative.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142486671","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-10-21DOI: 10.1007/s13540-024-00348-3
Yubin Liu, Li Peng
In this paper, we consider the initial value problems for multi-term time-fractional wave equations in the framework of Besov spaces, which can be described the Couette flow of viscoelastic fluid. Considering the initial data in Besov spaces, we obtain some results about the local well-posedness and the blow-up of mild solutions for the proposed problem. Further, we extend these results to Besov–Morrey spaces.
{"title":"The well-posedness analysis in Besov-type spaces for multi-term time-fractional wave equations","authors":"Yubin Liu, Li Peng","doi":"10.1007/s13540-024-00348-3","DOIUrl":"https://doi.org/10.1007/s13540-024-00348-3","url":null,"abstract":"<p>In this paper, we consider the initial value problems for multi-term time-fractional wave equations in the framework of Besov spaces, which can be described the Couette flow of viscoelastic fluid. Considering the initial data in Besov spaces, we obtain some results about the local well-posedness and the blow-up of mild solutions for the proposed problem. Further, we extend these results to Besov–Morrey spaces.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142486665","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-10-21DOI: 10.1007/s13540-024-00349-2
Eleonora Denich, Paolo Novati
This paper deals with the computation of the two parameter Mittag-Leffler function of operators by exploiting its Stieltjes integral representation and then by using a single exponential transform together with the sinc rule. Whenever the parameters of the function do not allow this representation, we resort to the Dunford-Taylor one. The error analysis is kept in the framework of unbounded accretive operators in order to make it a useful tool for the solution of fractional differential equations. The theory is also used to design a rational Krylov method.
{"title":"On the computation of the Mittag-Leffler function of fractional powers of accretive operators","authors":"Eleonora Denich, Paolo Novati","doi":"10.1007/s13540-024-00349-2","DOIUrl":"https://doi.org/10.1007/s13540-024-00349-2","url":null,"abstract":"<p>This paper deals with the computation of the two parameter Mittag-Leffler function of operators by exploiting its Stieltjes integral representation and then by using a single exponential transform together with the sinc rule. Whenever the parameters of the function do not allow this representation, we resort to the Dunford-Taylor one. The error analysis is kept in the framework of unbounded accretive operators in order to make it a useful tool for the solution of fractional differential equations. The theory is also used to design a rational Krylov method.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142486670","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-10-18DOI: 10.1007/s13540-024-00346-5
Meijie Kong, Hongfei Fu
In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by nonlocal space-fractional differential operators, a fractional block-centered finite difference (BCFD) method on general nonuniform grids is proposed. However, this discretization still results in an unstructured dense coefficient matrix with huge memory requirement and computational complexity. To address this issue, a fast version fractional BCFD algorithm by employing the well-known sum-of-exponentials (SOE) approximation technique is also proposed. Based upon the Krylov subspace iterative methods, fast matrix-vector multiplications of the resulting coefficient matrices with any vector are developed, in which they can be implemented in only ({mathcal {O}}(MN_{exp})) operations per iteration without losing any accuracy compared to the direct solvers, where (N_{exp}ll M) is the number of exponentials in the SOE approximation. Moreover, the coefficient matrices do not necessarily need to be generated explicitly, while they can be stored in ({mathcal {O}}(MN_{exp})) memory by only storing some coefficient vectors. Numerical experiments are provided to demonstrate the efficiency and accuracy of the method.
本文考虑了一个具有分数 Neumann 边界条件的两边可变系数空间分数扩散方程。为了克服非局部空间分数微分算子引起的弱奇异性,本文提出了一种在一般非均匀网格上的分数块中心有限差分(BCFD)方法。然而,这种离散化方法仍然会产生一个非结构化的密集系数矩阵,带来巨大的内存需求和计算复杂性。为解决这一问题,研究人员还提出了一种快速分数 BCFD 算法,该算法采用了著名的指数和(SOE)近似技术。基于 Krylov 子空间迭代法,开发出了任意矢量的系数矩阵的快速矩阵-矢量乘法,与直接求解器相比,每次迭代只需 ({mathcal {O}}(MN_{exp})) 次运算即可实现,且不会损失任何精度,其中 (N_{exp}ll M) 是 SOE 近似中指数的个数。此外,系数矩阵并不一定需要明确生成,而只需存储一些系数向量,就可以将它们存储在内存中({mathcal {O}}(MN_{exp})) 。数值实验证明了该方法的高效性和准确性。
{"title":"A fast fractional block-centered finite difference method for two-sided space-fractional diffusion equations on general nonuniform grids","authors":"Meijie Kong, Hongfei Fu","doi":"10.1007/s13540-024-00346-5","DOIUrl":"https://doi.org/10.1007/s13540-024-00346-5","url":null,"abstract":"<p>In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by nonlocal space-fractional differential operators, a fractional block-centered finite difference (BCFD) method on general nonuniform grids is proposed. However, this discretization still results in an unstructured dense coefficient matrix with huge memory requirement and computational complexity. To address this issue, a fast version fractional BCFD algorithm by employing the well-known sum-of-exponentials (SOE) approximation technique is also proposed. Based upon the Krylov subspace iterative methods, fast matrix-vector multiplications of the resulting coefficient matrices with any vector are developed, in which they can be implemented in only <span>({mathcal {O}}(MN_{exp}))</span> operations per iteration without losing any accuracy compared to the direct solvers, where <span>(N_{exp}ll M)</span> is the number of exponentials in the SOE approximation. Moreover, the coefficient matrices do not necessarily need to be generated explicitly, while they can be stored in <span>({mathcal {O}}(MN_{exp}))</span> memory by only storing some coefficient vectors. Numerical experiments are provided to demonstrate the efficiency and accuracy of the method.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-10-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142449546","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-10-08DOI: 10.1007/s13540-024-00343-8
Elena Boguslavskaya, Elina Shishkina
In this paper, we introduce a fractional analogue of the Wiener polynomial chaos expansion. It is important to highlight that the fractional order relates to the order of chaos decomposition elements, and not to the process itself, which remains the standard Wiener process. The central instrument in our fractional analogue of the Wiener chaos expansion is the function denoted as ({mathcal {H}}_alpha (x,y)), referred to herein as a power-normalised parabolic cylinder function. Through careful analysis of several fundamental deterministic and stochastic properties, we affirm that this function essentially serves as a fractional extension of the Hermite polynomial. In particular, the power-normalised parabolic cylinder function with the Wiener process and time as its arguments, ({mathcal {H}}_alpha (W_t,t)), demonstrates martingale properties and can be interpreted as a fractional Itô integral with 1 as the integrand, thereby drawing parallels with its non-fractional counterpart. To build a fractional analogue of polynomial Wiener chaos on the real line, we introduce a new function, which we call the extended Hermite function, by smoothly joining two power-normalized parabolic cylinder functions at zero. We form an orthogonal set of extended Hermite functions as a one-parameter family and use tensor products of the extended Hermite functions as building blocks in the fractional Wiener chaos expansion, in the same way that tensor products of Hermite polynomials are used as building blocks in the Wiener chaos polynomial expansion.
{"title":"Fractional Wiener chaos: Part 1","authors":"Elena Boguslavskaya, Elina Shishkina","doi":"10.1007/s13540-024-00343-8","DOIUrl":"https://doi.org/10.1007/s13540-024-00343-8","url":null,"abstract":"<p>In this paper, we introduce a fractional analogue of the Wiener polynomial chaos expansion. It is important to highlight that the fractional order relates to the order of chaos decomposition elements, and not to the process itself, which remains the standard Wiener process. The central instrument in our fractional analogue of the Wiener chaos expansion is the function denoted as <span>({mathcal {H}}_alpha (x,y))</span>, referred to herein as a power-normalised parabolic cylinder function. Through careful analysis of several fundamental deterministic and stochastic properties, we affirm that this function essentially serves as a fractional extension of the Hermite polynomial. In particular, the power-normalised parabolic cylinder function with the Wiener process and time as its arguments, <span>({mathcal {H}}_alpha (W_t,t))</span>, demonstrates martingale properties and can be interpreted as a fractional Itô integral with 1 as the integrand, thereby drawing parallels with its non-fractional counterpart. To build a fractional analogue of polynomial Wiener chaos on the real line, we introduce a new function, which we call the extended Hermite function, by smoothly joining two power-normalized parabolic cylinder functions at zero. We form an orthogonal set of extended Hermite functions as a one-parameter family and use tensor products of the extended Hermite functions as building blocks in the fractional Wiener chaos expansion, in the same way that tensor products of Hermite polynomials are used as building blocks in the Wiener chaos polynomial expansion.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142385848","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-10-08DOI: 10.1007/s13540-024-00345-6
Yuhang Li, Zhichang Guo, Jingfeng Shao, Yao Li, Boying Wu
This paper deals with a class of fractional 1-Laplacian diffusion equations with variable orders, proposed as a model for removing multiplicative noise in images. The well-posedness of weak solutions to the proposed model is proved. To overcome the essential difficulties encountered in the approximation process, we place particular emphasis on studying the density properties of the variable-order fractional Sobolev spaces. Numerical experiments demonstrate that our model exhibits favorable performance across the entire image.
{"title":"Variable-order fractional 1-Laplacian diffusion equations for multiplicative noise removal","authors":"Yuhang Li, Zhichang Guo, Jingfeng Shao, Yao Li, Boying Wu","doi":"10.1007/s13540-024-00345-6","DOIUrl":"https://doi.org/10.1007/s13540-024-00345-6","url":null,"abstract":"<p>This paper deals with a class of fractional 1-Laplacian diffusion equations with variable orders, proposed as a model for removing multiplicative noise in images. The well-posedness of weak solutions to the proposed model is proved. To overcome the essential difficulties encountered in the approximation process, we place particular emphasis on studying the density properties of the variable-order fractional Sobolev spaces. Numerical experiments demonstrate that our model exhibits favorable performance across the entire image.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142385746","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-10-08DOI: 10.1007/s13540-024-00342-9
Francisco Damasceno Freitas, Laice Neves de Oliveira
Some nonlinear real-valued equations have no solution in the real number field, and only roots of this nature are of practical interest. However, complex roots associated with the solution may introduce an interpretation of the physical problem analysis. This paper investigates the solution of nonlinear equations exploiting fractional order derivative (FOD) calculus resources. The theory addresses a solver that considers the FOD and Newton-Raphson method. The problem is extended to a multivariate fractional order derivative (MFOD) method so that a set of nonlinear equations can be resolved iteratively. Applications to the computation of the power flow problem in energy systems are used to illustrate some types of equations and solutions. The MFOD uses a numerical limits technique to determine a Jacobian required for the fractional application. This work demonstrates how real-valued nonlinear equations with complex roots can be solved by the MFOD Newton-Raphson approach. The results indicate the potentiality of the method reaches complex-valued solutions despite the iterative process starting with a real-valued guess. The complex-valued results are interpreted considering the connection between the imaginary part of a root and the divergence of the classical Newton-Raphson (CNR) method.
有些非线性实值方程在实数域中没有解,只有这种性质的根才具有实际意义。然而,与解相关的复根可能会引入对物理问题分析的解释。本文利用分数阶导数(FOD)微积分资源研究非线性方程的解法。该理论涉及一种考虑了 FOD 和牛顿-拉斐森方法的求解器。该问题被扩展到多元分数阶导数 (MFOD) 方法,从而可以迭代地求解一组非线性方程。该方法应用于能源系统中功率流问题的计算,以说明一些方程类型和解法。MFOD 使用数值极限技术来确定分数应用所需的雅各布。这项工作展示了如何利用 MFOD 牛顿-拉斐森方法求解具有复根的实值非线性方程。结果表明,尽管迭代过程是从实值猜测开始的,但该方法仍具有达到复值解的潜力。考虑到根的虚部与经典牛顿-拉斐森(CNR)方法的发散之间的联系,可以对复值结果进行解释。
{"title":"A Fractional Order Derivative Newton-Raphson Method for the Computation of the Power Flow Problem Solution in Energy Systems","authors":"Francisco Damasceno Freitas, Laice Neves de Oliveira","doi":"10.1007/s13540-024-00342-9","DOIUrl":"https://doi.org/10.1007/s13540-024-00342-9","url":null,"abstract":"<p>Some nonlinear real-valued equations have no solution in the real number field, and only roots of this nature are of practical interest. However, complex roots associated with the solution may introduce an interpretation of the physical problem analysis. This paper investigates the solution of nonlinear equations exploiting fractional order derivative (FOD) calculus resources. The theory addresses a solver that considers the FOD and Newton-Raphson method. The problem is extended to a multivariate fractional order derivative (MFOD) method so that a set of nonlinear equations can be resolved iteratively. Applications to the computation of the power flow problem in energy systems are used to illustrate some types of equations and solutions. The MFOD uses a numerical limits technique to determine a Jacobian required for the fractional application. This work demonstrates how real-valued nonlinear equations with complex roots can be solved by the MFOD Newton-Raphson approach. The results indicate the potentiality of the method reaches complex-valued solutions despite the iterative process starting with a real-valued guess. The complex-valued results are interpreted considering the connection between the imaginary part of a root and the divergence of the classical Newton-Raphson (CNR) method.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142385763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-10-07DOI: 10.1007/s13540-024-00344-7
Dariusz Idczak
We introduce and study the spaces of fractionally absolutely continuous functions of two variables of any order and the fractional Sobolev type spaces of functions of two variables. Our approach is based on the Riemann-Liouville fractional integrals and derivatives. We investigate relations between these spaces as well as between the Riemann-Liouville and weak derivatives.
{"title":"Fractional Sobolev type spaces of functions of two variables via Riemann-Liouville derivatives","authors":"Dariusz Idczak","doi":"10.1007/s13540-024-00344-7","DOIUrl":"https://doi.org/10.1007/s13540-024-00344-7","url":null,"abstract":"<p>We introduce and study the spaces of fractionally absolutely continuous functions of two variables of any order and the fractional Sobolev type spaces of functions of two variables. Our approach is based on the Riemann-Liouville fractional integrals and derivatives. We investigate relations between these spaces as well as between the Riemann-Liouville and weak derivatives.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-10-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142384287","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-18DOI: 10.1007/s13540-024-00336-7
Stefano Bonaccorsi, Mirko D’Ovidio
This paper is concerned with the construction of Brownian motions and related stochastic processes in a star graph, which is a non-Euclidean structure where some features of the classical modeling fail. We propose a probabilistic construction of the Sticky Brownian motion by slowing down the Brownian motion when in the vertex of the star graph. Later, we apply a random change of time to the previous construction, which leads to a trapping phenomenon in the vertex of the star graph, with characterization of the trap in terms of a singular measure (varPhi ). The process associated to this time change is described here and, moreover, we show that it defines a probabilistic representation of the solution to a heat equation type problem on the star graph with non-local dynamic conditions in the vertex that can be written in terms of a Caputo-Džrbašjan fractional derivative defined by the singular measure (varPhi ). Extensions to general graph structures can be given by applying to our results a localisation technique.
{"title":"Sticky Brownian motions on star graphs","authors":"Stefano Bonaccorsi, Mirko D’Ovidio","doi":"10.1007/s13540-024-00336-7","DOIUrl":"https://doi.org/10.1007/s13540-024-00336-7","url":null,"abstract":"<p>This paper is concerned with the construction of Brownian motions and related stochastic processes in a star graph, which is a non-Euclidean structure where some features of the classical modeling fail. We propose a probabilistic construction of the Sticky Brownian motion by slowing down the Brownian motion when in the vertex of the star graph. Later, we apply a random change of time to the previous construction, which leads to a trapping phenomenon in the vertex of the star graph, with characterization of the trap in terms of a singular measure <span>(varPhi )</span>. The process associated to this time change is described here and, moreover, we show that it defines a probabilistic representation of the solution to a heat equation type problem on the star graph with non-local dynamic conditions in the vertex that can be written in terms of a Caputo-Džrbašjan fractional derivative defined by the singular measure <span>(varPhi )</span>. Extensions to general graph structures can be given by applying to our results a localisation technique.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142245217","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}