scholarly journals Time-Non-Local Pearson Diffusions

2021 ◽  
Vol 183 (3) ◽  
Author(s):  
Giacomo Ascione ◽  
Nikolai Leonenko ◽  
Enrica Pirozzi

AbstractIn this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic operator given by the generator or the Fokker–Planck operator of a Pearson diffusion, covering a large class of important stochastic processes. Such kind of time-non-local equations naturally arise in the treatment of particle motion in heterogeneous media. In particular, we use spectral decomposition results for the usual Pearson diffusions to exploit explicit solutions of the aforementioned equations. Moreover, we provide stochastic representation of such solutions in terms of time-changed Pearson diffusions. Finally, we exploit some further properties of these processes, such as limit distributions and long/short-range dependence.

Author(s):  
Giacomo Ascione ◽  
Nikolai Leonenko ◽  
Enrica Pirozzi

AbstractIn this paper, we study strong solutions of some non-local difference–differential equations linked to a class of birth–death processes arising as discrete approximations of Pearson diffusions by means of a spectral decomposition in terms of orthogonal polynomials and eigenfunctions of some non-local derivatives. Moreover, we give a stochastic representation of such solutions in terms of time-changed birth–death processes and study their invariant and their limit distribution. Finally, we describe the correlation structure of the aforementioned time-changed birth–death processes.


2019 ◽  
Vol 31 (4) ◽  
pp. 601-645
Author(s):  
WENXIAN SHEN ◽  
ZHONGWEI SHEN

The present paper is devoted to the study of the existence, the uniqueness and the stability of transition fronts of non-local dispersal equations in time heterogeneous media of bistable type under the unbalanced condition. We first study space non-increasing transition fronts and prove various important qualitative properties, including uniform steepness, stability, uniform stability and exponential decaying estimates. Then, we show that any transition front, after certain space shift, coincides with a space non-increasing transition front (if it exists), which implies the uniqueness, up-to-space shifts and monotonicity of transition fronts provided that a space non-increasing transition front exists. Moreover, we show that a transition front must be a periodic travelling front in periodic media and asymptotic speeds of transition fronts exist in uniquely ergodic media. Finally, we prove the existence of space non-increasing transition fronts, whose proof does not need the unbalanced condition.


2021 ◽  
Vol 2021 (4) ◽  
Author(s):  
Kanato Goto ◽  
Thomas Hartman ◽  
Amirhossein Tajdini

Abstract Quantum extremal islands reproduce the unitary Page curve of an evaporating black hole. This has been derived by including replica wormholes in the gravitational path integral, but for the transient, evaporating black holes most relevant to Hawking’s paradox, these wormholes have not been analyzed in any detail. In this paper we study replica wormholes for black holes formed by gravitational collapse in Jackiw-Teitelboim gravity, and confirm that they lead to the island rule for the entropy. The main technical challenge is that replica wormholes rely on a Euclidean path integral, while the quantum extremal islands of an evaporating black hole exist only in Lorentzian signature. Furthermore, the Euclidean equations for the Schwarzian mode are non-local, so it is unclear how to connect to the local, Lorentzian dynamics of an evaporating black hole. We address these issues with Schwinger-Keldysh techniques and show how the non-local equations reduce to the local ‘boundary particle’ description in special cases.


2021 ◽  
Author(s):  
Olga Hachay ◽  
Andrey Khachay

<p>In recent years, new models of continuum mechanics, generalizing the classical theory of elasticity, have been intensively developed. These models are used to describe composite and statistically heterogeneous media, new structural materials, as well as in complex massifs in mine conditions. The paper presents an algorithm for the propagation of longitudinal acoustic waves in the framework of active well monitoring of elastic layered block media with inclusions of hierarchical type of L-th rank. Relations for internal stresses and strains for each hierarchical rank are obtained, which constitute the non local theory of elasticity. The essential differences between the non local theory of elasticity and the classical one and the connection between them are investigated. A characteristic feature of the theory of media with a hierarchical structure is the presence of scale parameters in explicit or implicit form. This work focuses on the study of the effects of non locality and internal degrees of freedom, reflected in internal stresses, which are not described by the classical theory of elasticity and which can be potential precursors of the development of a catastrophic process in a rock massif. Thanks to the use of a model of a layered block medium with hierarchical inclusions, it is possible, using borehole acoustic monitoring, to determine the position of the highest values ​​of internal stresses and, with less effort, to implement the method of unloading the rock massif. If it is necessary to conduct short-term predictive monitoring of geodynamic regions and determine a more accurate position of the source of a dynamic phenomenon using borehole active acoustic observations, it is necessary to use the values ​​of the tensor of internal hierarchical stresses as a monitored parameter.</p>


2020 ◽  
Vol 11 (2) ◽  
pp. 56-68
Author(s):  
Nurlybek Zhumatayev ◽  
Zhanat Umarova ◽  
Gani Besbayev ◽  
Almira Zholshiyeva

In this work, an attempt has been made to eliminate the contradiction of the Smoluchowski equation, using modern distributed algorithms for creating calculation algorithm and implementation a program for building a more perfect model by changing the type of the kinetic equation of aggregation taking into account the relaxation times. On the basis of the applied Mathcad package, there is a developed computer model for calculating the aggregation of dispersed systems. The obtained system of differential equations of the second order is solved by the Runge-Kutt method. The authors are presetting the initial conditions of the calculation. A subsequent analysis was made of the obtained non-local equations and the study of the behavior of solutions of different orders. Also, this research can be aimed at the generalization of the proposed approach for the analysis of aggregation processes in heterogeneous dispersed systems, involving the creation of aggregation models, taking into account both time and space non-locality.


2012 ◽  
Vol 78 (3) ◽  
pp. 145-186 ◽  
Author(s):  
Jose M. Arrieta ◽  
María López-Fernández ◽  
Enrique Zuazua

Sign in / Sign up

Export Citation Format

Share Document