arXiv subjects

F. Mainardi

Publications and source records attributed to F. Mainardi.

7 recordsLinked to original sources

arXiv2026

On the role of Giovanni Giorgi in the history of operational methods to mathematical-physics problems

In this paper we discuss the historical role played by Prof. Giovanni Giorgi (1871-1950) in the development of operational methods in mathematical physics. In the literature, the analysis of the scientific contributions of Giorgi is discussed in many historical papers mainly about the $MKS\Omega$-system and its contributions in the field of electrical engineering. Starting from the obituary written by Prof. Dario Graffi (1905-1990), here we analyze in detail the contributions given by Giorgi in mathematical physics, especially in the framework of the studies started by Heaviside (1850-1925) in order to obtain a symbolic representation of the solutions of differential equations emerging in physical problems. \\ Moreover, we underline the little known contribution of Giorgi to the analysis of derivatives of any real order, namely fractional derivatives, according to the present notation. \\ The main aim of this note is to underline the historical relevance of Giorgi in the mathematical foundations of operational methods in relation to the solutions of concrete problems emerging in applied physics.

math.HO↗

arXiv2023

A note on the Lambert W function: Bernstein and Stieltjes properties for a creep model in Linear Viscoelasticity

The purpose of this note is to propose an application of the Lambert W function in linear viscoelasticity based on the Bernstein and Stieltjes properties of this function. In particular we recognize the role of the main branch W_0(t) in a peculiar model of creep with two spectral functions in frequency that completely characterize the creep model. In order to calculate these spectral functions, it turns out that the conjugate symmetry property of the Lambert W function along its branch cut on the negative real axis is essential. We supplement our analysis by computing the corresponding relaxation function and providing the plots of all computed functions.

math.GM↗

arXiv2022

Kramers-Kronig relations and the analogy between electromagnetic and mechanical waves

The important consequence of the Kramers-Kronig relations (KKrs) is that dissipative behavior in material media inevitably implies the existence of dispersion, i.e., a frequency dependence in the constitutive equations. Basically, the relations are the frequency-domain expression of causality and correspond mathematically to pairs of Hilbert transforms. The relations have many forms and can be obtained with diverse mathematical tools. Here, two different demonstrations are given in the electromagnetic case, illustrating the eclectic mathematical apparatus available for this purpose. Then, we apply the acoustic (mechanical)-electromagnetic analogy to obtain the elastic versions. Finally, we discuss the concepts of stability and passivity and provide a novel algorithm to compute the relations numerically by using the fast Fourier transform.

physics.class-ph↗

arXiv2020

Some applications of Wright functions in fractional differential equations

In this note we prove some new results about the application of Wright functions of the first kind to solve fractional differential equations with variable coefficients. Then, we consider some applications of these results in order to obtain some new particular solutions for nonlinear fractional partial differential equations.

math.CA↗

arXiv2002

Waiting-times and returns in high-frequency financial data: an empirical study

In financial markets, not only prices and returns can be considered as random variables, but also the waiting time between two transactions varies randomly. In the following, we analyse the statistical properties of General Electric stock prices, traded at NYSE, in October 1999. These properties are critically revised in the framework of theoretical predictions based on a continuous-time random walk model.

cond-mat.stat-mech↗

arXiv2000

Non-Boltzmann Equilibrium Probability Densities for Non-Linear Lévy Oscillator

We study, both analytically and by numerical modeling the equilibrium probability density function for an non-linear Lévy oscillator with the Lévy index α, 1 \leq α\leq 2, and the potential energy x^4. In particular, we show that the equilibrium PDF is bimodal and has power law asymptotics with the exponent -(α+3).

cond-mat.stat-mech↗

arXiv2000

Learning short-option valuation in the presence of rare events

We present a neural-network valuation of financial derivatives in the case of fat-tailed underlying asset returns. A two-layer perceptron is trained on simulated prices taking into account the well-known effect of volatility smile. The prices of the underlier are generated using fractional calculus algorithms, and option prices are computed by means of the Bouchaud-Potters formula. This learning scheme is tested on market data; the results show a very good agreement between perceptron option prices and real market ones.

cond-mat.stat-mech↗