arXiv subjects

K. A. Penson

Publications and source records attributed to K. A. Penson.

At least 19 recordsLinked to original sources

arXiv2023

The Havriliak-Negami and Jurlewicz-Weron-Stanislavsky relaxation models revisited: memory functions based study

We provide a review of theoretical results concerning the Havriliak-Negami (HN) and the Jurlewicz-Weron-Stanislavsky (JWS) dielectric relaxation models. We derive explicit forms of functions characterizing relaxation phenomena in the time domain - the relaxation, response and probability distribution functions. We also explain how to construct and solve relevant evolution equations within these models. These equations are usually solved by using the Schwinger parametrization and the integral transforms. Instead, in this work we replace it by the powerful Efros theorem. That allows one to relate physically admissible solutions to the memory-dependent evolution equations with phenomenologically known spectral functions and, from the other side, with the subordination mechanism emerging from a stochastic analysis of processes underpinning considered relaxation phenomena. Our approach is based on a systematic analysis of the memory-dependent evolution equations. It exploits methods of integral transforms, operational calculus and special functions theory with the completely monotone and Bernstein functions. Merging analytic and stochastic methods enables us to give a complete classification of the standard functions used to describe the large class of the relaxation phenomena and to explain their properties.

math-ph↗

arXiv2023

Hausdorff moment problem for combinatorial numbers of Brown and Tutte: exact solution

We investigate the combinatorial sequences $A(M, n)$ introduced by W. G. Brown (1964) and W. T. Tutte (1980) appearing in enumeration of convex polyhedra. Their formula is $$A(M, n) = \frac{2 (2M+3)!}{(M+2)! M!}\,\frac{(4n+2M+1)!}{n! (3n + 2M + 3)!} $$ with $n, M =0, 1, 2, \ldots$, and we conceive it as Hausdorff moments, where $M$ is a parameter and $n$ enumerates the moments. We solve exactly the corresponding Hausdorff moment problem: $A(M, n) = \int_{0}^{R} x^{n} W_{M}(x) d x$ on the natural support $(0, R)$, $R = 4^{4}/3^{3}$, using the method of inverse Mellin transform. We provide explicitly the weight functions $W_{M}(x)$ in terms of the Meijer G-functions $G_{4, 4}^{4, 0}$, or equivalently, the generalized hypergeometric functions ${_{3}F_{2}}$ (for $M=0, 1$) and ${_{4}F_{3}}$ (for $M \geq 2$). For $M = 0, 1$, we prove that $W_{M}(x)$ are non-negative and normalizable, thus they are probability distributions. For $M \geq 2$, $W_{M}(x)$ are signed functions vanishing on the extremities of the support. By rephrasing this problem entirely in terms of Meijer G representations we reveal an integral relation which directly furnishes $W_M(x)$ based on ordinary generating function of $A(M, n)$ as an input. All the results are studied analytically as well as graphically.

math.CO↗

arXiv2022

Non-Debye relaxations: The ups and downs of the stretched exponential vs Mittag-Leffler's matchings

Experimental data collected to provide us with information on the course of dielectric relaxation phenomena are got according to two distinct schemes: one can measure either the time decay of depolarization current or use methods of the broadband dielectric spectroscopy. Both sets of data are usually fitted by time or frequency dependent elementary functions which in turn may be analytically transformed among themselves using the Laplace transform and compared each other. This leads to the question on comparability of results got using just mentioned experimental procedures. If we would like to do that in the time domain we have to go beyond widely accepted Kohlrausch-Williams-Watts approximation and get acquainted with description using the Mittag-Leffler functions. To convince the reader that the latter is not difficult to understand we propose to look at the problem from the point of view of objects sitting in the heart of stochastic processes approach to relaxation. These are the characteristic exponents which are read out from the standard non-Debye frequency dependent patterns. Characteristic functions appear to be expressed in terms of elementary functions which asymptotic analysis is simple. This opens new possibility to compare behavior of functions used to describe non-Debye relaxations. Results of such done comparison are fully confirmed by calculations which use the powerful apparatus of the Mittag-Leffler functions.

cond-mat.mes-hall↗

arXiv2019

On the Sheffer-type polynomials related to the Mittag-Leffler functions: applications to fractional evolution equations

We present two types of polynomials related to the Mittag-Leffler function namely the fractional Hermite polynomial and the Mittag-Leffler polynomial. The first modifies the Hermite polynomial and the second one is a refashioned Laguerre polynomial. The fractional Hermite and the Mittag-Leffler polynomials are used to solve {the Cauchy problems for} the fractional Fokker-Planck equation where the fractional derivative is taken in the Caputo sense with respect to time and/or space. The generating functions of these two kinds of polynomials are also calculated and they indicate that these polynomials belong to the Sheffer type.

math-ph↗

arXiv2019

Operational versus umbral methods and the Borel transform

Integro-differential methods, currently exploited in calculus, provide an inexhaustible source of tools to be applied to a wide class of problems, involving the theory of special functions and other subjects. The use of integral transforms of the Borel type and the associated formalism is shown to be a very effective mean, constituting a solid bridge between umbral and operational methods. We merge these different points of view to obtain new and efficient analytical techniques for the derivation of integrals of special functions and the summation of associated generating functions as well.

math.CA↗

arXiv2017

Lacunary Generating Functions for the Laguerre Polynomials

Symbolic methods of umbral nature play an important and increasing role in the theory of special functions and in related fields like combinatorics. We discuss an application of these methods to the theory of lacunary generating functions for the Laguerre polynomials for which we give a number of new closed form expressions. We present furthermore the different possibilities offered by the method we have developed, with particular emphasis on their link to a new family of special functions and with previous formulations, associated with the theory of quasi monomials.

math-ph↗

arXiv2017

The Havriliak-Negami relaxation and its relatives: the response, relaxation and probability density functions

We study functions related to the experimentally observed Havriliak-Negami dielectric relaxation pattern in the frequency domain $\sim[1+(iωτ_{0})^α]^{-β}$ with $τ_{0}$ being some characteristic time. For $α= l/k< 1$ ($l$ and $k$ positive integers) and $β> 0$ we furnish exact and explicit expressions for response and relaxation functions in the time domain and suitable probability densities in their "dual" domain. All these functions are expressed as finite sums of generalized hypergeometric functions, convenient to handle analytically and numerically. Introducing a reparameterization $β= (2-q)/(q-1)$ and $τ_{0} = (q-1)^{1/α}$ $(1 < q < 2)$ we show that for $0 < α< 1$ the response functions $f_{α, β}(t/τ_{0})$ go to the one-sided Lévy stable distributions when $q$ tends to one. Moreover, applying the self-similarity property of the probability densities $g_{α, β}(u)$, we introduce two-variable densities and show that they satisfy the integral form of the evolution equation.

cond-mat.stat-mech↗

arXiv2017

The stretched exponential behavior and its underlying dynamics. The phenomenological approach

We show that the anomalous diffusion equations with a fractional derivative in the Caputo or Riesz sense are strictly related to the special convolution properties of the Lévy stable distributions which stem from the evolution properties of stretched or compressed exponential function. The formal solutions of these fractional differential equations are found by using the evolution operator method where the evolution operator is presented as integral transforms whose kernel is the Green function. Exact and explicit examples of the solutions are reported and studied for various fractional order of derivatives and different initial conditions.

cond-mat.stat-mech↗

arXiv2016

Theory of relativistic heat polynomials and one-sided Lévy distributions

The theory of pseudo-differential operators is a powerful tool to deal with differential equations involving differential operators under the square root sign. These type of equations are pivotal elements to treat problems in anomalous diffusion and in relativistic quantum mechanics. In this paper we report on new and unsuspected links between fractional diffusion, quantum relativistic equations and particular families of polynomials, linked to the Carlitz family, and playing the role of relativistic heat polynomials. We introduce generalizations of these polynomial families and point out their specific use for the solutions of problems of practical importance.

math-ph↗

arXiv2016

Relativistic Heat Equation via Lévy stable distributions: Exact Solutions

We introduce and study an extension of the heat equation relevant to relativistic energy formula involving square root of differential operators. We furnish exact solutions of corresponding Cauchy (initial) problem using the operator formalism invoking one-sided Lévy stable distributions. We note a natural appearance of Bessel polynomials which allow one the obtention of closed form solutions for a number of initial conditions. The resulting relativistic diffusion is slower than the non-relativistic one, although it still can be termed a normal one. Its detailed statistical characterization is presented in terms of exact evaluation of arbitrary moments and is compared with the non-relativistic case.

math-ph↗

arXiv2016

On the properties of Laplace transform originating from one-sided Lévy stable laws

We consider the conventional Laplace transform of $f(x)$, denoted by $\mathcal{L}[f(x); p]~\equiv~F(p)=\int_{0}^{\infty} e^{-p x} f(x) dx$ with ${\rm \mathfrak{Re}}(p) > 0$. For $0 < α< 1$ we furnish the closed form expressions for the inverse Laplace transforms $\mathcal{L}^{-1}[F(p^α); x]$ and $\mathcal{L}^{-1}[p^{α-1}F(p^α); x]$. In both cases they involve definite integration with kernels which are appropriately rescaled one-sided Lévy stable probability distribution functions $g_α(x)$, $0 < α< 1$, $x > 0$. Since $g_α(x)$ are exactly and explicitly known for rational $α$, \textit{i.e.} for $α= l/k$ with $l, k=1, 2, \ldots$, $l < k$, our results extend the known and tabulated case of $α= 1/2$ to any rational $0 < α< 1$. We examine the integral kernels of this procedure as well as the resulting two kinds of Lévy integral transformations.

math-ph↗

arXiv2015

Relativistic Wave Equations: An Operational Approach

The use of operator methods of algebraic nature is shown to be a very powerful tool to deal with different forms of relativistic wave equations. The methods provide either exact or approximate solutions for various forms of differential equations, such as relativistic Schrödinger, Klein-Gordon and Dirac. We discuss the free particle hypotheses and those relevant to particles subject to non-trivial potentials. In the latter case we will show how the proposed method leads to easily implementable numerical algorithms.

math-ph↗

arXiv2014

Photoluminescence decay of silicon nanocrystals and Lévy stable distributions

Recent experiments have shown that photoluminescence decay of silicon nanocrystals can be described by the stretched exponential function. We show here that the associated decay probability rate is the one-sided Levy stable distribution which describes well the experimental data. The relevance of these conclusions to the underlying stochastic processes is discussed in terms of Levy processes.

cond-mat.mes-hall↗

arXiv2014

On the Laplace transform of the Fréchet distribution

We calculate exactly the Laplace transform of the Fréchet distribution in the form $γx^{-(1+γ)} \exp(-x^{-γ})$, $γ> 0$, $0 \leq x < \infty$, for arbitrary rational values of the shape parameter $γ$, i.e. for $γ= l/k$ with $l, k = 1,2, \ldots$. The method employs the inverse Mellin transform. The closed form expressions are obtained in terms of Meijer G functions and their graphical illustrations are provided. A rescaled Fréchet distribution serves as a kernel of Fréchet integral transform. It turns out that the Fréchet transform of one-sided Lévy law reproduces the Fréchet distribution.

math.PR↗

arXiv2013

The Higher-Order Heat-Type Equations via signed Lévy stable and generalized Airy functions

We study the higher-order heat-type equation with first time and M-th spatial partial derivatives, M = 2, 3, ... . We demonstrate that its exact solutions for M even can be constructed with the help of signed Levy stable functions. For M odd the same role is played by a special generalization of Airy Ai function that we introduce and study. This permits one to generate the exact and explicit heat kernels pertaining to these equations. We examine analytically and graphically the spacial and temporary evolution of particular solutions for simple initial conditions.

cond-mat.stat-mech↗

arXiv2013

Symbolic methods for the evaluation of sum rules of Bessel functions

The use of the umbral formalism allows a significant simplification of the derivation of sum rules involving products of special functions and polynomials. We rederive in this way known sum rules and addition theorems for Bessel functions. Furthermore, we obtain a set of new closed form sum rules involving various special polynomials and Bessel functions. The examples we consider are relevant for applications ranging from plasma physics to quantum optics.

math-ph↗

arXiv2013

Multidimensional Catalan and related numbers as Hausdorff moments

We study integral representation of so-called $d$-dimensional Catalan numbers $C_{d}(n)$, defined by $[\prod_{p=0}^{d-1} \frac{p!}{(n+p)!}] (d n)!$, $d = 2, 3, ...$, $n=0, 1, ...$. We prove that the $C_{d}(n)$'s are the $n$th Hausdorff power moments of positive functions $W_{d}(x)$ defined on $x\in[0, d^d]$. We construct exact and explicit forms of $W_{d}(x)$ and demonstrate that they can be expressed as combinations of $d-1$ hypergeometric functions of type $_{d-1}F_{d-2}$ of argument $x/d^d$. These solutions are unique. We analyse them analytically and graphically. A combinatorially relevant, specific extension of $C_{d}(n)$ for $d$ even in the form $D_{d}(n)=[\prod_{p = 0}^{d-1} \frac{p!}{(n+p)!}] [\prod_{q = 0}^{d/2 - 1} \frac{(2 n + 2 q)!}{(2 q)!}]$ is analyzed along the same lines.

math.CO↗

arXiv2013

Exact and explicit evaluation of Brezin-Hikami kernels

We present exact and explicit form of the kernels $hat{K}(x, y)$ appearing in the theory of energy correlations in the ensembles of Hermitian random matrices with Gaussian probability distribution, see E. Brezin and S. Hikami, Phys. Rev. E 57, 4140 and E 58, 7176 (1998). In obtaining this result we have exploited the analogy with the method of producing exact forms of two-sided, symmetric Levy stable laws, presented by us recently. This result is valid for arbitrary values of parameters in question. We furnish analytical and graphical representations of physical quantities calculated from $hat{K}(x, y)$'s.

math-ph↗