We study retarded parabolic non{autonomous evolution equations whose coeecients converge as t ! 1 such that the autonomous problem in the limit has an exponential dichotomy. Then the non{autonomous problem inherits the exponential dichotomy and the solution of the inhomogeneous equation tends to the stationary solution at innnity. We use a generalized characteristic equation to deduce the expon...

It is well known that for laminated composite plates a Levy-type solution exists only for cross-ply and antisymmetric angle-ply laminates. Numerous investigators have used the Levy method to solve the governing equations of various equivalent single-layer plate theories. It is the intension of the present study to introduce a method for analytical solutions of laminated composite plates with ar...

The aim of this paper is to present a new numerical method for solving the Bagley-Torvik equation. This equation has an important role in fractional calculus. The fractional derivatives are described based on the Caputo sense. Some properties of the sinc functions required for our subsequent development are given and are utilized to reduce the computation of solution of the Bagley-Torvik equati...

Conjugate pairs of distributions over infinite dimensional spaces are prominent in machine learning, particularly due to the widespread adoption of Bayesian nonparametric methodologies for a host of models and applications. Much of the existing literature in the learning community focuses on processes possessing some form of computationally tractable conjugacy as is the case for the beta proces...

We analyze the evolution of the quantum state of networks of quantum oscillators coupled with arbitrary external environments. We show that the reduced density matrix of the network always obeys a local master equation with a simple analytical solution. We use this to study the emergence of thermodynamical laws in the long time regime demonstrating two main results: First, we show that it is im...

We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle is isotropic and possesses non-Gaussian Levy stable statistics. These assumptions provide us with a straightforward possibility to consider formation of anom...

Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized superdiffusive regime is established. This is verified by showing that the square width of the probability distribution (appropriately defined)grows as t 2/γ with 0 < γ ≤...

Abstract. We present a method to apply the Malliavin calculus to calculate sensitivities for exponential Levy models built from the Variance Gamma and Normal Inverse Gaussian processes. We also present new sensitivities for these processes. The calculation of the sensitivities is based on a finite dimensional Malliavin calculus and we compare the results with finite difference calculations. Thi...

In this paper gaze shifts are considered as a realization of a stochastic process with non-local transition probabilities in a saliency field that represents a landscape upon which a constrained random walk is performed. The search is driven by a Langevin equation whose random term is generated by a Levy distribution, and by a Metropolis algorithm. Results of the simulations are compared with e...