Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes

2014 ◽  
Vol 32 (4) ◽  
pp. 664-686 ◽  
Author(s):  
M. N. Mishra ◽  
B. L. S. Prakasa Rao
Stochastics ◽  
2013 ◽  
Vol 86 (3) ◽  
pp. 429-449 ◽  
Author(s):  
M.N. Mishra ◽  
B.L.S. Prakasa Rao

Sensors ◽  
2021 ◽  
Vol 21 (20) ◽  
pp. 6838
Author(s):  
Fudong Ge ◽  
Zufa Qin ◽  
YangQuan Chen

The purpose of this paper is to explore a novel image encryption algorithm that is developed by combining the fractional-order Chua’s system and the 1D time-fractional diffusion system of order α∈(0,1]. To this end, we first discuss basic properties of the fractional-order Chua’s system and the 1D time-fractional diffusion system. After these, a new spatiotemporal chaos-based cryptosystem is proposed by designing the chaotic sequence of the fractional-order Chua’s system as the initial condition and the boundary conditions of the studied time-fractional diffusion system. It is shown that the proposed image encryption algorithm can gain excellent encryption performance with the properties of larger secret key space, higher sensitivity to initial-boundary conditions, better random-like sequence and faster encryption speed. Efficiency and reliability of the given encryption algorithm are finally illustrated by a computer experiment with detailed security analysis.


Author(s):  
Bangti Jin ◽  
Raytcho Lazarov ◽  
Dongwoo Sheen ◽  
Zhi Zhou

AbstractIn this work, we consider the numerical solution of a distributed order subdiffusion model, arising in the modeling of ultra-slow diffusion processes. We develop a space semidiscrete scheme based on the Galerkin finite element method, and establish error estimates optimal with respect to data regularity in


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