The Fractional Clifford-Fourier Kernel

The Clifford-Fourier transform was introduced by Brackx, De Schepper and Sommen who subsequently computed its kernel in dimension d=2. Here we compute the kernel of a fractional version of the transform when d=2 and 4. In doing so we solve appropriate wave-type problems on spheres in two and four dimensions. We also give formulae for the solutions of these problems in all even dimensions and hence a means of computing the fractional Clifford-Fourier kernels in even dimensions.     

The Fractional Clifford-Fourier Transform

In this paper, a fractional version of the Clifford-Fourier transform is introduced, depending on two numerical parameters. A series expansion for the kernel of the resulting integral transform is derived. In the case of even dimension, also an explicit expression for the kernel in terms of Bessel functions is obtained. Finally, the analytic properties of this new integral transform are studied in detail.     

The Clifford-Fourier Transform

A pair of Clifford-Fourier transforms is defined in the framework of Clifford analysis, as operator exponentials with a Clifford algebra-valued kernel. It is a genuine Clifford analysis construct, which is shown to be a refinement of the classical multi-dimensional Fourier transform. An adequate operational calculus is developed.     

First exit times for compound Poisson dams with a general release rule

An infinite dam with compound Poisson inputs and a state-dependent release rate is considered. For this dam, we solve Kolmogorov’s backward differential equation to obtain the Laplace transforms of the first exit times in terms of a certain positive kernel. This allows us to provide an explicit expression for the Laplace transform of the wet period for a finite dam.     

Application of the Caputo‐Fabrizio and Atangana‐Baleanu fractional derivatives to mathematical model of cancer chemotherapy effect

In this paper, we obtain approximate‐analytical solutions of a cancer chemotherapy effect model involving fractional derivatives with exponential kernel and with general Mittag‐Leffler function. Laplace homotopy perturbation method and the modified homotopy analysis transform method were applied. The first method is based on a combination of the Laplace transform and homotopy methods, while the second method is an analytical technique based on homotopy polynomial. The cancer chemotherapy effect equations are solved numerically and analytically using the aforesaid methods. Illustrative examples are included to demonstrate the validity and applicability of the presented technique with new fractional‐order derivatives with exponential decay law and with general Mittag‐Leffler law.     

Positive solutions for an oscillator fractional initial value problem

In this paper, we will study a fractional initial value problem. By using Laplace transform, we obtain an equivalent fixed point problem, that is a Volterra integral equation involving the generalized Mittag-Leffler function in the kernel. The existence results are obtained by some fixed point theorems.     

The Clifford-Fourier Transform {\mathcal {F}_o} and Monogenic Extensions

In the last decade several versions of the Fourier transform have been formulated in the framework of Clifford algebra. We present a (Clifford-Fourier) transform, constructed using the geometric properties of Clifford algebra. We show the corresponding results of operational calculus, and a connection between the Fourier transform and this new transform. We obtain a technique to construct monogenic extensions of a certain type of continuous functions, and versions of the Paley-Wiener theorems are formulated.     

Laplace’s transform of fractional order via the Mittag–Leffler function and modified Riemann–Liouville derivative

We propose a (new) definition of a fractional Laplace’s transform, or Laplace’s transform of fractional order, which applies to functions which are fractional differentiable but are not differentiable, in such a manner that they cannot be analyzed by using the Djrbashian fractional derivative. After a short survey on fractional analysis based on the modified Riemann–Liouville derivative, we define the fractional Laplace’s transform. Evidence for the main properties of this fractal transformation is given, and we obtain a fractional Laplace inversion theorem.     

Weighted Fourier–Laplace transforms in reproducing kernel Hilbert spaces on the sphere

We study the action of a weighted Fourier–Laplace transform on the functions in the reproducing kernel Hilbert space (RKHS) associated with a positive definite kernel on the sphere. After defining a notion of smoothness implied by the transform, we show that smoothness of the kernel implies the same smoothness for the generating elements (spherical harmonics) in the Mercer expansion of the kernel. We prove a reproducing property for the weighted Fourier–Laplace transform of the functions in the RKHS and embed the RKHS into spaces of smooth functions. Some relevant properties of the embedding are considered, including compactness and boundedness. The approach taken in the paper includes two important notions of differentiability characterized by weighted Fourier–Laplace transforms: fractional derivatives and Laplace–Beltrami derivatives.     

A Pettis-type integral and applications to transition semigroups

Motivated by applications to transition semigroups, we introduce the notion of a norming dual pair and study a Pettis-type integral on such pairs. In particular, we establish a sufficient condition for integrability. We also introduce and study a class of semigroups on such dual pairs which are an abstract version of transition semigroups. Using our results, we give conditions ensuring that a semigroup consisting of kernel operators has a Laplace transform which also consists of kernel operators. We also provide conditions under which a semigroup is uniquely determined by its Laplace transform.     

The Class of Clifford-Fourier Transforms

Recently, there has been an increasing interest in the study of hypercomplex signals and their Fourier transforms. This paper aims to study such integral transforms from general principles, using 4 different yet equivalent definitions of the classical Fourier transform. This is applied to the so-called Clifford-Fourier transform (see Brackx et al., J. Fourier Anal. Appl. 11:669–681, 2005). The integral kernel of this transform is a particular solution of a system of PDEs in a Clifford algebra, but is, contrary to the classical Fourier transform, not the unique solution. Here we determine an entire class of solutions of this system of PDEs, under certain constraints. For each solution, series expressions in terms of Gegenbauer polynomials and Bessel functions are obtained. This allows to compute explicitly the eigenvalues of the associated integral transforms. In the even-dimensional case, this also yields the inverse transform for each of the solutions. Finally, several properties of the entire class of solutions are proven.     

Analytic solutions of Volterra equations via semigroups

We show that solutions of Volterra integrodifferential equations are analytic provided the leading operator generates an analytic semigroup and the convolution kernel is in a space of analytic functions. Similar results have been obtained via Laplace transform, so far. We show that it is possible to obtain such results using a semigroup approach.     

A novel mollifier inversion scheme for the Laplace transform

In this article we present a novel inversion method for the Laplace transform for non‐equidistant scanning points applying the approximate inverse to this transform. The approximate inverse is a regularization technique for inverse problems based on evaluations of scalar products of the given data with so called reconstruction kernels. Each kernel solves a system of linear equations defined by the adjoint of the Laplace transform and dilatation invariant mollifiers, which are designed articularly for this operator. The paper includes numerical results.     

Solvability for Riemann-Stieltjes integral boundary value problems of Bagley-Torvik equations at resonance

In this paper, we study the solvability for Riemann-Stieltjes integral boundary value problems of Bagley-Torvik equations with fractional derivative under resonant conditions. Firstly, the kernel function is presented through the Laplace transform and the properties of the kernel function are obtained. And then, some new results on the solvability for the boundary value problem are established by using Mawhin''s coincidence degree theory. Finally, two examples are presented to illustrate the applicability of our main results.     

N-dimensional fractional Fokker-Planck equation and its solutions for anomalous radial two-phase flow in porous media

In this paper we present a time fractional Fokker-Planck equation (fFPE) for radial two-phase flow of liquid and gas in porous media. The fFPE of order α is solved for both two- and three-dimensional flow patterns using the Laplace transform method. The general solutions of the fFPE for both two- and three- dimensional flows are given as a convolution integral of the input and a kernel in the Laplace domain. Special solutions for a large value and a periodic boundary condition are also given in the time domain when the inverse Laplace transform can be found analytically. The fFPE for two-phase flow in porous media presented in this paper is the first report of its kind.     

A two-dimensional ruin problem on the positive quadrant

In this paper we study the joint ruin problem for two insurance companies that divide between them both claims and premia in some specified proportions (modeling two branches of the same insurance company or an insurance and re-insurance company). Modeling the risk processes of the insurance companies by Cramér-Lundberg processes we obtain the Laplace transform in space of the probability that either of the insurance companies is ruined in finite time. Subsequently, for exponentially distributed claims, we derive an explicit analytical expression for this joint ruin probability by explicitly inverting this Laplace transform. We also provide a characterization of the Laplace transform of the joint ruin time.     

随机利率作用下的经典风险模型的破产概率

本文讨论了在随机利率作用下经典风险模型的破产问题,给出了导致公司破产的索赔额的L ap lace变换所满足的微分方程,给出了破产概率二次连续可微性的条件,得到了导致公司破产的所满足的积分微分方程;破产时刻公司赤字的L ap lace变换所满足的积分-微分方程.作为特例,本文给出了当索赔为指数分布地导致破产索赔额的L ap lace变换和破产时刻赤字的L ap lace变换的微分方程.     

An error analysis of Runge–Kutta convolution quadrature

An error analysis is given for convolution quadratures based on strongly A-stable Runge–Kutta methods, for the non-sectorial case of a convolution kernel with a Laplace transform that is polynomially bounded in a half-plane. The order of approximation depends on the classical order and stage order of the Runge–Kutta method and on the growth exponent of the Laplace transform. Numerical experiments with convolution quadratures based on the Radau IIA methods are given on an example of a time-domain boundary integral operator.     

On the numerical inversion of the Laplace transform in reproducing kernel Hilbert spaces

In this work we propose a method for the numerical inversionof the Laplace transform in two reproducing kernel Hilbert spaces,based on the hypothesis that the recovering function is continuousand that the values at the ends of its range are known. Thesolution is given by a weighted linear combination of Jacobipolynomials whose coefficients are expressed in terms of theLaplace transform evaluated at equally spaced points. The effectivenessof the method is illustrated by the recovery of a number offunctions for the most part already proposed in the literature.     

On a compound Poisson risk model with delayed claims and random incomes

The main focus of this paper is to analyze the Gerber-Shiu penalty function of a compound Poisson risk model with delayed claims and random incomes. It is assumed that every main claim will produce a by-claim which can be delayed with a certain probability. We derive the integral equation satisfied by the Gerber-Shiu penalty function. Given that the premium size is exponentially distributed, the explicit expression for the Laplace transform of the Gerber-Shiu penalty function is derived. Finally, when the premium sizes have rational Laplace transforms, we also obtain the Laplace transform of the Gerber-Shiu penalty function.