The asymptotic behavior of the R/S statistic for fractional Brownian motion

This paper provides a proof of the fact that asymptotically the R/S statistic and the self-similarity index of fractional Brownian motion agree in the expectation sense. In particular for fractional Gaussian noise time series, the R/S statistic is an estimator of the self-similarity index H. We also show that two other methods for estimating H yield consistent estimators.     

Convergence results for a class of nonlinear fractional heat equations

In this article we study various convergence results for a class of nonlinear fractional heat equations of the form $\left\{ \begin{gathered} u_t (t,x) - \mathcal{I}[u(t, \cdot )](x) = f(t,x),(t,x) \in (0,T) \times \mathbb{R}^n , \hfill \\ u(0,x) = u_0 (x),x \in \mathbb{R}^n , \hfill \\ \end{gathered} \right.$ where I is a nonlocal nonlinear operator of Isaacs type. Our aim is to study the convergence of solutions when the order of the operator changes in various ways. In particular, we consider zero order operators approaching fractional operators through scaling and fractional operators of decreasing order approaching zero order operators. We further give rate of convergence in cases when the solution of the limiting equation has appropriate regularity assumptions.     

A new cellular automaton model for traffic flow

Establishment of effective traffic models to reveal fundamental traffic characteristics is an essential requirement in the design, planning and operation of transportation systems. In 1992 Nagel and Schreckenberg presented a cellular automaton model describing traffic flow of N cars on a single lane and applied it in the famous project TRANSIMS on transportation simulation. In this paper, the author proposes a new model for the same problem and gives a comparison of simulation results with the former ones. The comparison shows that the new model works better under the condition of high traffic density.     

Existence results for BVP of a class of Hilfer fractional differential equations

In this paper, we consider the existence and uniqueness of solutions to the nonlocal boundary value problem for semi-linear differential equations involving Hilfer fractional derivative. With the help of properties of Hilfer fractional calculus, Mittag-Leffler functions, and fixed point methods, we derive existence and uniqueness results. Finally, examples are given to illustrate our theoretical results.     

Existence and nonexistence results for a class of fractional boundary value problems

In this paper, we consider a fractional boundary value problem involving Riemann-Liouville fractional derivative and depending on a parameter. we obtain the existence and nonexistence results of positive solutions when the nonlinear term satisfies different requirements of superlinearity, sublinearity and the parameter lies in some intervals.     

Continuous dependence results for a general model of size-dependent population dynamics

We are concerned with a general model of size structured population dynamics with the growth rate depending on the individual's size and time. In this paper, we shall study the continuous dependence of the solution on all given data such as aging and birth functions, growth rate functions and initial data.     

A new stable collocation method for solving a class of nonlinear fractional delay differential equations

Numerical Algorithms - In this paper, a stable collocation method for solving the nonlinear fractional delay differential equations is proposed by constructing a new set of multiscale orthonormal...     

A sequential method for a class of pseudoconcave fractional problems

The aim of the paper is to maximize a pseudoconcave function which is the sum of a linear and a linear fractional function subject to linear constraints. Theoretical properties of the problem are first established and then a sequential method based on a simplex-like procedure is suggested.      

New existence results of positive solution for a class of nonlinear fractional differential equations

In this article, the existence and uniqueness of positive solution for a class of nonlinear fractional differential equations is proved by constructing the upper and lower control functions of the nonlinear term without any monotone requirement. Our main method to the problem is the method of upper and lower solutions and Schauder fixed point theorem. Finally, we give an example to illuminate our results.     

A new class of second order linearly implicit fractional step methods

A new family of linearly implicit fractional step methods is proposed and analysed in this paper. The combination of one of these time integrators with a suitable spatial discretization permits a very efficient numerical solution of semilinear parabolic problems. The main quality of this new family of methods, compared to other existing time integrators of this type, is that they are stable when the spatial differential operator is decomposed in a number m$m$ of “simpler” operators which do not necessarily commute. We prove that these methods satisfy this general stability result as well as they are second order consistent. Both consistency and stability are proven for an operator splitting in an arbitrary number m$m$ of terms (m?2$m?2$). Finally, a numerical experiment illustrates these theoretical results in the last section of the paper.     

Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion

Some results on the existence and uniqueness of mild solution for a system of semilinear impulsive differential equations with infinite fractional Brownian motions are proved. The approach is based on Perov's fixed point theorem and a new version of Schaefer's fixed point theorem in generalized Banach spaces. The relationship between mild and weak solutions and the exponential stability of mild solutions are investigated as well. The abstract theory is illustrated with an example.     

A generalized model of an irreversible thermal Brownian refrigerator and its performance

A generalized model of an irreversible thermal Brownian refrigerator, which consists of Brownian particles moving in a periodic sawtooth potential with external forces and contacting with the alternating hot and cold reservoirs along the space coordinate, is established in this paper. The heat flows driven by both potential and kinetic energies of the particles as well as the heat leakage between the hot and cold reservoirs are taken into account. The optimum performance of the generalized model is analyzed using the theory and method of finite time thermodynamics. The analytical expressions for cooling load, coefficient of performance (COP) and power input of the Brownian refrigerator are derived. It is shown by numerical examples that due to the heat leakage between the heat reservoirs and heat flow via the change of kinetic energy of the particles, the Brownian refrigerator is always irreversible and the COP can never attain the Carnot COP. The influences of the heat leakage, the external force, barrier height of the potential, asymmetry of the sawtooth potential and temperature ratio of the heat reservoirs on the performance of the Brownian refrigerator are also investigated in detail. The effective regions of external force and barrier height of the potential in which the Brownian motor can operate as a refrigerator are determined. It is found that the performance of the Brownian refrigerator depends strictly on the design parameters. If these design parameters are properly chosen, the Brownian refrigerator can be controlled to operate in the optimal regimes. The results obtained herein about the general Brownian refrigerator model include those obtained in many previous literatures.     

On a new class of analytic function derived by a fractional differential operator

Making use of the fractional differential operator, we impose and study a new class of analytic functions in the unit disk (type fractional differential equation). The main object of this paper is to investigate inclusion relations, coefficient bound for this class. Moreover, we discuss some geometric properties of the fractional differential operator.     

A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion

This paper gives a central limit theorem for the generalized quadratic variation of the step fractional Brownian motion. We first recall the definition of this process and the statistical results on the estimation of its parameters.     

Weighted estimates for a class of multilinear fractional type operators

In this paper, a class of multiple fractional type weights is defined as