Vibrations of Circular Sandwich Plates under Resonance Loads

The paper studies axisymmetric resonance vibrations of an elastic circular sandwich plate under local periodic surface loads of rectangular, sinusoidal, and parabolic forms. The hypotheses of broken normal are used to describe the kinematics of the plate, which is asymmetric in thickness. The core is assumed to be light. The initial–boundary-value problems are solved analytically. The solutions are analyzed     

Spectral Analysis of Fractional Hyperbolic Diffusion Equations with Random Data

Journal of Statistical Physics - The paper studies the fundamental solutions to fractional in time hyperbolic diffusion equation or telegraph equations and their properties. Then it derives the...     

Renormalization and homogenization of fractional diffusion equations with random data

 This paper presents a renormalization and homogenization theory for fractional-in-space or in-time diffusion equations with singular random initial conditions. The spectral representations for the solutions of these equations are provided. Gaussian and non-Gaussian limiting distributions of the renormalized solutions of these equations are then described in terms of multiple stochastic integral representations. Received: 30 May 2000 / Revised version: 9 November 2001 / Published online: 10 September 2002 Mathematics Subject Classification (2000): Primary 62M40, 62M15; Secondary 60H05, 60G60 Key words or phrases: Fractional diffusion equation – Scaling laws – Renormalised solution – Long-range dependence – Non-Gaussian scenario – Mittag-Leffler function – Stable distributions – Bessel potential – Riesz potential     

Limit distributions of certain functionals of homogeneous isotropic Gaussian fields with strong dependency

One considers limit theorems for functionals of geometric type, generated by the intersections of the realizations of Gaussian homogeneous random fields with planes and by radial functions. Special attention is given to fields where the integral of the correlation function is divergent.Translated from Veroyatnostnye Raspredeleniya i Matematicheskaya Statistika, pp. 350–372, 1986.     

Multifractal scenarios for products of geometric Lévy-based stationary models

We investigate the properties of multifractal products of geometric Gaussian processes with possible long-range dependence and geometric Ornstein–Uhlenbeck processes driven by Lévy motion and their finite and infinite superpositions. We construct the multifractal, such as log-gamma, log-tempered stable, or log-normal tempered stable scenarios.     

Multifractal models via products of geometric OU-processes: Review and applications

This paper reviews a class of multifractal models obtained via products of exponential Ornstein–Uhlenbeck processes driven by Lévy motion. Given a self-decomposable distribution, conditions for constructing multifractal scenarios and general formulas for their Renyi functions are provided. Together with several examples, a model with multifractal activity time is discussed and an application to exchange data is presented.     

High-order approximation of Pearson diffusion processes

This paper focuses on Pearson diffusions and the spectral high-order approximation of their related Fokker–Planck equations. The Pearson diffusions is a class of diffusions defined by linear drift and quadratic squared diffusion coefficient. They are widely used in the physical and chemical sciences, engineering, rheology, environmental sciences and financial mathematics. In recent years diffusion models have been studied analytically and numerically primarily through the solution of stochastic differential equations. Analytical solutions have been derived for some of the Pearson diffusions, including the Ornstein–Uhlenbeck, Cox–Ingersoll–Ross and Jacobi processes. However, analytical investigations and computations for diffusions with so-called heavy-tailed ergodic distributions are more difficult to perform. The novelty of this research is the development of an accurate and efficient numerical method to solve the Fokker–Planck equations associated with Pearson diffusions with different boundary conditions. Comparisons between the numerical predictions and available time-dependent and equilibrium analytical solutions are made. The solution of the Fokker–Planck equation is approximated using a reduced basis spectral method. The advantage of this approach is that many models for pricing options in financial mathematics cannot be expressed in terms of a stochastic partial differential equation and therefore one has to resort to solving Fokker–Planck type equations.