The dyadic fractional diffusion kernel as a central limit

Hugo Aimar; Ivana Gómez; Federico Morana

Displaying similar documents to “The dyadic fractional diffusion kernel as a central limit”

Pointwise convergence to the initial data for nonlocal dyadic diffusions

Marcelo Actis, Hugo Aimar (2016)

Czechoslovak Mathematical Journal

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We solve the initial value problem for the diffusion induced by dyadic fractional derivative $s$ in $ℝ^{+}$ . First we obtain the spectral analysis of the dyadic fractional derivative operator in terms of the Haar system, which unveils a structure for the underlying “heat kernel”. We show that this kernel admits an integrable and decreasing majorant that involves the dyadic distance. This allows us to provide an estimate of the maximal operator of the diffusion by the Hardy-Littlewood dyadic...

Limiting Behaviour of Dirichlet Forms for Stable Processes on Metric Spaces

Katarzyna Pietruska-Pałuba (2008)

Bulletin of the Polish Academy of Sciences. Mathematics

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Supposing that the metric space in question supports a fractional diffusion, we prove that after introducing an appropriate multiplicative factor, the Gagliardo seminorms ${| | f | |}_{W^{σ, 2}}$ of a function f ∈ L²(E,μ) have the property $1 / C ℰ (f, f) \leq l i m i n f_{σ ↗ 1} {(1 - σ) | | f | |}_{W^{σ, 2}} \leq l i m s u p_{σ ↗ 1} {(1 - σ) | | f | |}_{W^{σ, 2}} \leq C ℰ (f, f)$ , where ℰ is the Dirichlet form relative to the fractional diffusion.

Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series

M. Magdziarz, A. Weron (2007)

Studia Mathematica

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We introduce a fractional Langevin equation with α-stable noise and show that its solution $Y_{κ} (t), t \geq 0$ is the stationary α-stable Ornstein-Uhlenbeck-type process recently studied by Taqqu and Wolpert. We examine the asymptotic dependence structure of $Y_{κ} (t)$ via the measure of its codependence r(θ₁,θ₂,t). We prove that $Y_{κ} (t)$ is not a long-memory process in the sense of r(θ₁,θ₂,t). However, we find two natural continuous-time analogues of fractional ARIMA time series with long memory in the framework of...

Inequivalence of Wavelet Systems in $L ₁ (ℝ^{d})$ and $B V (ℝ^{d})$

Paweł Bechler (2005)

Bulletin of the Polish Academy of Sciences. Mathematics

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Theorems stating sufficient conditions for the inequivalence of the d-variate Haar wavelet system and another wavelet system in the spaces $L ₁ (ℝ^{d})$ and $B V (ℝ^{d})$ are proved. These results are used to show that the Strömberg wavelet system and the system of continuous Daubechies wavelets with minimal supports are not equivalent to the Haar system in these spaces. A theorem stating that some systems of smooth Daubechies wavelets are not equivalent to the Haar system in $L ₁ (ℝ^{d})$ is also shown.

Unconditional biorthogonal wavelet bases in $L^{p} (ℝ^{d})$

Waldemar Pompe (2002)

Colloquium Mathematicae

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We prove that a biorthogonal wavelet basis yields an unconditional basis in all spaces $L^{p} (ℝ^{d})$ with 1 < p < ∞, provided the biorthogonal wavelet set functions satisfy weak decay conditions. The biorthogonal wavelet set is associated with an arbitrary dilation matrix in any dimension.

Good-λ inequalities for wavelets of compact support

Sarah V. Cook (2004)

Colloquium Mathematicae

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For a wavelet ψ of compact support, we define a square function $S_{w}$ and a maximal function NΛ. We then obtain the $L_{p}$ equivalence of these functions for 0 < p < ∞. We show this equivalence by using good-λ inequalities.

Local means and wavelets in function spaces

Hans Triebel (2008)

Banach Center Publications

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The paper deals with local means and wavelet bases in weighted and unweighted function spaces of type $B_{p q}^{s}$ and $F_{p q}^{s}$ on ℝⁿ and on ⁿ.

Refinement type equations: sources and results

Rafał Kapica, Janusz Morawiec (2013)

Banach Center Publications

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It has been proved recently that the two-direction refinement equation of the form $f (x) = \sum_{n \in} c_{n, 1} f (k x - n) + \sum_{n \in ℤ} c_{n, - 1} f (- k x - n)$ can be used in wavelet theory for constructing two-direction wavelets, biorthogonal wavelets, wavelet packages, wavelet frames and others. The two-direction refinement equation generalizes the classical refinement equation $f (x) = \sum_{n \in ℤ} c ₙ f (k x - n)$ , which has been used in many areas of mathematics with important applications. The following continuous extension of the classical refinement equation $f (x) = \int_{ℝ} c (y) f (k x - y) d y$ has also various interesting...

Regularity of stopping times of diffusion processes in Besov spaces

Xicheng Zhang (2002)

Studia Mathematica

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We prove that the exit times of diffusion processes from a bounded open set Ω almost surely belong to the Besov space $B_{p, q}^{α} (Ω)$ provided that pα < 1 and 1 ≤ q < ∞.

Asymptotic behaviour of Besov norms via wavelet type basic expansions

Anna Kamont (2016)

Annales Polonici Mathematici

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J. Bourgain, H. Brezis and P. Mironescu [in: J. L. Menaldi et al. (eds.), Optimal Control and Partial Differential Equations, IOS Press, Amsterdam, 2001, 439-455] proved the following asymptotic formula: if $Ω \subset ℝ^{d}$ is a smooth bounded domain, 1 ≤ p < ∞ and $f \in W^{1, p} (Ω)$ , then $l i m_{s ↗ 1} (1 - s) \int_{Ω} \int_{Ω} {(| f (x) - f (y) |}^{p} {) / (| | x - y | |}^{d + s p}) d x d y = K \int_{Ω} {| \nabla f (x) |}^{p} d x$ , where K is a constant depending only on p and d. The double integral on the left-hand side of the above formula is an equivalent seminorm in the Besov space $B_{p}^{s, p} (Ω)$ . The purpose of this paper is to obtain analogous asymptotic formulae...

Compactness criteria in function spaces

Monika Dörfler, Hans G. Feichtinger, Karlheinz Gröchenig (2002)

Colloquium Mathematicae

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The classical criterion for compactness in Banach spaces of functions can be reformulated into a simple tightness condition in the time-frequency domain. This description preserves more explicitly the symmetry between time and frequency than the classical conditions. The result is first stated and proved for $L ² (ℝ^{d})$ , and then generalized to coorbit spaces. As special cases, we obtain new characterizations of compactness in Besov-Triebel-Lizorkin, modulation and Bargmann-Fock spaces. ...

Regularity of solutions of the fractional porous medium flow

Luis Caffarelli, Fernando Soria, Juan Luis Vázquez (2013)

Journal of the European Mathematical Society

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We study a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. The precise model is $u_{t} = \nabla \cdot (u \nabla {(- Δ)}^{- s} u), 0 < s < 1$ . The problem is posed in ${x \in ℝ^{n}, t \in ℝ}$ with nonnegative initial data $u (x, 0)$ that are integrable and decay at infinity. A previous paper has established the existence of mass-preserving, nonnegative weak solutions satisfying energy estimates and finite propagation. As main results we establish the boundedness and $C^{α}$ regularity of such weak solutions. Finally, we extend...

Barenblatt solutions and asymptotic behaviour for a nonlinear fractional heat equation of porous medium type

Juan Luis Vázquez (2014)

Journal of the European Mathematical Society

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We establish the existence, uniqueness and main properties of the fundamental solutions for the fractional porous medium equation introduced in [51]. They are self-similar functions of the form $u (x, t) = t^{- α} f (| x | t^{- β})$ with suitable and $β$ . As a main application of this construction, we prove that the asymptotic behaviour of general solutions is represented by such special solutions. Very singular solutions are also constructed. Among other interesting qualitative properties of the equation we prove an Aleksandrov...

Haar wavelets on the Lebesgue spaces of local fields of positive characteristic

Biswaranjan Behera (2014)

Colloquium Mathematicae

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We construct the Haar wavelets on a local field K of positive characteristic and show that the Haar wavelet system forms an unconditional basis for $L^{p} (K)$ , 1 < p < ∞. We also prove that this system, normalized in $L^{p} (K)$ , is a democratic basis of $L^{p} (K)$ . This also proves that the Haar system is a greedy basis of $L^{p} (K)$ for 1 < p < ∞.

Parallel implementation of Wavelet-Galerkin method

Finěk, Václav, Šimůnková, Martina

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We present here some details of our implementation of Wavelet-Galerkin method for Poisson equation in C language parallelized by POSIX threads library and show its performance in dimensions $d \in {3, 4, 5}$ .

A spatially sixth-order hybrid $L 1$ -CCD method for solving time fractional Schrödinger equations

Chun-Hua Zhang, Jun-Wei Jin, Hai-Wei Sun, Qin Sheng (2021)

Applications of Mathematics

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We consider highly accurate schemes for nonlinear time fractional Schrödinger equations (NTFSEs). While an $L 1$ strategy is employed for approximating the Caputo fractional derivative in the temporal direction, compact CCD finite difference approaches are incorporated in the space. A highly effective hybrid $L 1$ -CCD method is implemented successfully. The accuracy of this linearized scheme is order six in space, and order $2 - γ$ in time, where $0 < γ < 1$ is the order of the Caputo fractional derivative...

Weighted embedding theorems for radial Besov and Triebel-Lizorkin spaces

Pablo L. De Nápoli, Irene Drelichman, Nicolas Saintier (2016)

Studia Mathematica

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We study the continuity and compactness of embeddings for radial Besov and Triebel-Lizorkin spaces with weights in the Muckenhoupt class $A_{\infty}$ . The main tool is a discretization in terms of an almost orthogonal wavelet expansion adapted to the radial situation.

Fractional multilinear integrals with rough kernels on generalized weighted Morrey spaces

Ali Akbulut, Amil Hasanov (2016)

Open Mathematics

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In this paper, we study the boundedness of fractional multilinear integral operators with rough kernels [...] TΩ,αA1,A2,…,Ak, $T_{Ω, α}^{A_{1}, A_{2}, ..., A_{k}},$ which is a generalization of the higher-order commutator of the rough fractional integral on the generalized weighted Morrey spaces Mp,ϕ (w). We find the sufficient conditions on the pair (ϕ1, ϕ2) with w ∈ Ap,q which ensures the boundedness of the operators [...] TΩ,αA1,A2,…,Ak, $T_{Ω, α}^{A_{1}, A_{2}, ..., A_{k}},$ from [...] Mp,φ1wptoMp,φ2wq $M_{p, ϕ_{1}} (w^{p}) to M_{p, ϕ_{2}} (w^{q})$ for 1 < p < q < ∞. In all cases the conditions...