Vibrations and Fractional Vibrations of Rods, Plates and Fresnel Pseudo-Processes
Enzo Orsingher,Mirko D'Ovidio +1 more
TLDR
In this paper, the initial and boundary value problems for the equation of vibrations of rods (also called Fresnel equation) are solved by exploiting the connection with Brownian motion and the heat equation.Abstract:
Different initial and boundary value problems for the equation of vibrations of rods (also called Fresnel equation) are solved by exploiting the connection with Brownian motion and the heat equation. The equation of vibrations of plates is considered and the case of circular vibrating disks CR is investigated by applying the methods of planar orthogonally reflecting Brownian motion within CR. The analysis of the fractional version (of order ν) of the Fresnel equation is also performed and, in detail, some specific cases, like ν=1/2, 1/3, 2/3, are analyzed. By means of the fundamental solution of the Fresnel equation, a pseudo-process F(t), t>0 with real sign-varying density is constructed and some of its properties examined. The composition of F with reflecting Brownian motion B yields the law of biquadratic heat equation while the composition of F with the first passage time Tt of B produces a genuine probability law strictly connected with the Cauchy process.read more
Citations
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Journal ArticleDOI
Special Functions and Their Applications. By N. N. Lebedev, translated by R. A. Silverman. Pp. xii, 308. 96s. 1965. (Prentice-Hall)
A Complete Bibliography of the Journal of Statistical Physics: 2000{2009
TL;DR: In this paper, Zuc11b et al. this paper showed that 1 ≤ p ≤ ∞ [Dud13]. 1/f [HPF15], 1/n [Per17] and 1/m [DFL17] were the most frequent p ≤ p ≥ ∞.
Book
"Seminar on Stochastic Analysis, Random Fields and Applications Iv": "Centro Stefano Franscini, Ascona, May 2002"
TL;DR: In this article, the convergence rate in Diffusion Approximation of a Particle Motion under Random Forcing is estimated for the Brownian Heat Kernel on a Compact Riemannian Manifold and Bismut's Integration-by-Part Formula.
Journal ArticleDOI
Probabilistic representation of fundamental solutions to $\frac{\partial u}{\partial t} = κ_m \frac{\partial^m u}{\partial x^m}$
Enzo Orsingher,Mirko D'Ovidio +1 more
TL;DR: In this article, a general stochastic representation in terms of damped oscillations with generalized gamma distributed parameters was given for the fundamental solutions of heat-type equations of order n.
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Space–Time Fractional Equations and the Related Stable Processes at Random Time
Enzo Orsingher,Bruno Toaldo +1 more
TL;DR: In this paper, the authors considered the general space-time fractional equation of the form and showed that the solution of the Cauchy problem coincides with the probability density of the n-dimensional vector process.
References
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Methods of Mathematical Physics
Richard Courant,David Hilbert +1 more
TL;DR: In this paper, the authors present an algebraic extension of LINEAR TRANSFORMATIONS and QUADRATIC FORMS, and apply it to EIGEN-VARIATIONS.
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Diffusion Processes and their Sample Paths
Kiyosi Itô,Henry P. McKean +1 more
TL;DR: In this article, the authors consider the problem of approximating the Brownian motion by a random walk with respect to the de Moivre-laplace limit theorem and show that it is NP-hard.
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Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes
Enzo Orsingher,Mirko D'Ovidio +1 more