We derive the fractional master equation with space-dependent anomalous exponent. We analyze the asymptotic behavior of the corresponding lattice model both analytically and by Monte Carlo simulation. We show that the subdiffusive fractional equations with constant anomalous exponent μ in a bounded domain [0,L] are not structurally stable with respect to the nonhomogeneous variations of paramet...

We give a method for obtaining radially symmetric solutions for the critical exponent problem ?u + a(x)u = u q + u 2 ?1 in R N u > 0 and R R N jruj 2 < 1 where, outside a ball centered at the origin, the non-negative function a is bounded from below by a positive constant ao > 0. We remark that, diierently from the literature, we do not require any conditions on a at innnity.

This paper describes, in detail, techniques for measuring the Hurst parameter. Measurements are given on artificial data both in a raw form and corrupted in various ways to check the robustness of the tools in question. Measurements are also given on real data, both new data sets and well-studied data sets. All data and tools used are freely available for download along with simple “recipes” wh...

A one-dimensional tight-binding Hamiltonian describes the evolution of a single impurity interacting locally with N electrons. The impurity spectral function has a power-law singularity A(ω) ∝| ω− ω0 |−1+β with the same exponent β that characterizes the logarithmic decay of the quasiparticle weight Z with the number of electrons N , Z ∝ N−β. The exponent β is computed by (1) perturbation theory...

We study the asymptotic expansions with respect to h of

We show that seismic waiting time distributions in California and Iceland have many features in common as, for example, a power-law decay with exponent α ≈ 1.1 for intermediate and with exponent γ ≈ 0.6 for short waiting times. While the transition point between these two regimes scales proportionally with the size of the considered area, the full distribution is not universal and depends in a ...

We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic heat equations of the following form: D t u(t, x) = Bu + u · Ẇ , where D t is the Caputo fractional derivative of order α ∈ (0, 1) with respect to the time variable t, B is a second order elliptic operator with respect to the space variable x ∈ R and Ẇ a time homogeneous fractional ...

Pressure control in water distribution networks (WDNs) reduces leaks and bursting. Thus, it is regarded as a valuable solution to cut costs related the operation maintenance of WDNs recommended for use deteriorated pipes. However, growing consumer demand satisfactory performance from faucets, combined with reduced pressure supply companies, has resulted an increased need domestic booster system...

We consider the role of finite size effects on the value of the effective Hurst exponent H . This problem is motivated by the properties of the high frequency daily stock-prices. For a finite size random walk we derive some exact results based on Spitzer’s identity. The conclusion is that finite size effects strongly enhance the value of H and the convergency to the asymptotic value (H = 1/2) i...