arXiv subjects
Publications and source records attributed to S. C. Lim.
Generalizations of tempered fractional Brownian from single index to two indices and variable index or tempered multifractional Brownian motion are studied. Tempered fractional Brownian motion and tempered multifractional Brownian motion with variable tempering parameter are considered.
Tempered fractional Brownian motion is revisited from the viewpoint of reduced fractional Ornstein-Uhlenbeck process. Many of the basic properties of the tempered fractional Brownian motion can be shown to be direct consequences or modifications of the properties of fractional Ornstein-Uhlenbeck process. Mixed tempered fractional Brownian motion is introduced and its properties are considered. Tempered fractional Brownian motion is generalised from single index to two indices. Finally, tempered multifractional Brownian motion and its properties are studied.
This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractional Gaussian noise are considered. Their solutions are obtained explicitly, with the expressions of the mean and covariance determined explicitly. Properties of the mean and covariance of the Ornstein-Uhlenbeck process with random damping, in particular the asymptotic behavior, are studied. The effect of the multiplicative noise on the stability property of the resulting processes is investigated.
This paper considers the Fokker-Planck equation and path integral formulation of the fractional Ornstein-Uhlenbeck process parametrized by two indices. The effective Fokker-Planck equation of this process is derived from the associated fractional Langevin equation. Path integral representation of the process is constructed and the basic quantities are evaluated.
This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The processes include fractional Brownian motion (both standard and the Riemann-Liouville type), multifractional Brownian motion, fractional and multifrac- tional Ornstein-Uhlenbeck processes, fractional and mutifractional Reisz-Bessel motion. Possible applications of these processes are briefly mentioned.
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe retarding and accelerating subdiffusion and superdiffusion. Short and long time asymptotic limits of the mean squared displacement of the stochastic processes associated with the solutions of these equations are studied. Specific cases of these equations are shown to provide possible descriptions of retarding or accelerating anomalous diffusion.
This paper gives a brief review on the recent work on fractional Klein-Gordon fields, in particular on the Casimir effect associated to fractional Klein-Gordon fields in various geometries and boundary conditions. New results on Casimir piston due to a fractional Klein-Gordon massive field are given.
Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be used to model the kinetics of retarding subdiffusion whose scaling exponent decreases with time, and the strongly anomalous ultraslow diffusion with mean square displacement which varies asymptoically as a power of logarithm of time.
Fractional generalized Langevin equation with external force is used to model single-file diffusion. It is found that for external force that varies with power law the solution for such a fractional Langevin equation gives the correct short and long time behavior for the mean square displacement of single-file diffusion when appropriate choice of parameters associated with fractional generalized Langevin equation are used. By considering some special cases of the fractional generalized Langevin equation, a new class of closed analytic expressions for the mean square displacement of single-file diffusion can be obtained. The effective Fokker-Planck equation associated with single-file diffusion is briefly considered.
This paper studies the finite temperature Casimir force acting on a rectangular piston associated with a massless fractional Klein-Gordon field at finite temperature. Dirichlet boundary conditions are imposed on the walls of a $d$-dimensional rectangular cavity, and a fractional Neumann condition is imposed on the piston that moves freely inside the cavity. The fractional Neumann condition gives an interpolation between the Dirichlet and Neumann conditions, where the Casimir force is known to be always attractive and always repulsive respectively. For the fractional Neumann boundary condition, the attractive or repulsive nature of the Casimir force is governed by the fractional order which takes values from zero (Dirichlet) to one (Neumann). When the fractional order is larger than 1/2, the Casimir force is always repulsive. For some fractional orders that are less than but close to 1/2, it is shown that the Casimir force can be either attractive or repulsive depending on the aspect ratio of the cavity and the temperature.
Single-file diffusion behaves as normal diffusion at small time and as anomalous subdiffusion at large time. These properties can be described by fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann-Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as solution of fractional Langevin equation with zero damping. Various types of fractional Langevin equations and their generalizations are then considered to decide whether their solutions provide the correct description of the long and short time behaviors of single-file diffusion. The cases where dissipative memory kernel is a Dirac delta function, a power-law function, and a combination of both of these functions, are studied in detail. In addition to the case where the short time behavior of single-file diffusion behaves as normal diffusion, we also consider the possibility of the process that begins as ballistic motion.
This paper studies the properties of the probability density function $p_{α,ν, n}(\mathbf{x})$ of the $n$-variate generalized Linnik distribution whose characteristic function $φ_{α,ν,n}(\boldsymbol{t})$ is given by φ_{α,ν,n}(\boldsymbol{t})=\frac{1} {(1+\Vert\boldsymbol{t}\Vert^α)^ν}, α\in (0,2], ν>0, \boldsymbol{t}\in \mathbb{R}^n, where $\Vert\boldsymbol{t}\Vert$ is the Euclidean norm of $\boldsymbol{t}\in\mathbb{R}^n$. Integral representations of $p_{α,ν, n}(\mathbf{x})$ are obtained and used to derive the asymptotic expansions of $p_{α,ν, n}(\mathbf{x})$ when $\Vert\mathbf{x}\Vert\to 0$ and $\Vert\mathbf{x}\Vert\to \infty$ respectively. It is shown that under certain conditions which are arithmetic in nature, $p_{α,ν, n}(\mathbf{x})$ can be represented in terms of entire functions.
We consider the Casimir force acting on a $d$-dimensional rectangular piston due to massless scalar field with periodic, Dirichlet and Neumann boundary conditions and electromagnetic field with perfect electric conductor and perfect magnetic conductor boundary conditions. It is verified analytically that at any temperature, the Casimir force acting on the piston is always an attractive force pulling the piston towards the interior region, and the magnitude of the force gets larger as the separation $a$ gets smaller. Explicit exact expressions for the Casimir force for small and large plate separations and for low and high temperatures are computed. The limits of the Casimir force acting on the piston when some pairs of transversal plates are large are also derived. An interesting result regarding the influence of temperature is that in contrast to the conventional result that the leading term of the Casimir force acting on a wall of a rectangular cavity at high temperature is the Stefan--Boltzmann (or black body radiation) term which is of order $T^{d+1}$, it is found that the contributions of this term from the interior and exterior regions cancel with each other in the case of piston. The high temperature leading order term of the Casimir force acting on the piston is of order $T$, which shows that the Casimir force has a nontrivial classical $\hbar\to 0$ limit.
This paper considers a generalization of Gaussian random field with covariance function of Whittle-Mat$\acute{\text{e}}$rn family. Such a random field can be obtained as the solution to the fractional stochastic differential equation with two fractional orders. Asymptotic properties of the covariance functions belonging to this generalized Whittle-Mat$\acute{\text{e}}$rn family are studied, which are used to deduce the sample path properties of the random field. The Whittle-Mat$\acute{\text{e}}$rn field has been widely used in modeling geostatistical data such as sea beam data, wind speed, field temperature and soil data. In this article we show that generalized Whittle-Mat$\acute{\text{e}}$rn field provides a more flexible model for wind speed data.
We study the zero and finite temperature Casimir force acting on a perfectly conducting piston with arbitrary cross section moving inside a closed cylinder with infinitely permeable walls. We show that at any temperature, the Casimir force always tends to move the piston away from the walls and towards its equilibrium position. In the case of rectangular piston, exact expressions for the Casimir force are derived. In the high temperature regime, we show that the leading term of the Casimir force is linear in temperature and therefore the Casimir force has a classical limit. Due to duality, all these result also hold for an infinitely permeable piston moving inside a closed cylinder with perfectly conducting walls.
We consider Casimir force acting on a three dimensional rectangular piston due to a massive scalar field subject to periodic, Dirichlet and Neumann boundary conditions. Exponential cut-off method is used to derive the Casimir energy in the interior region and the exterior region separated by the piston. It is shown that the divergent term of the Casimir force acting on the piston due to the interior region cancels with that due to the exterior region, thus render a finite well-defined Casimir force acting on the piston. Explicit expressions for the total Casimir force acting on the piston is derived, which show that the Casimir force is always attractive for all the different boundary conditions considered. As a function of a -- the distance from the piston to the opposite wall, it is found that the magnitude of the Casimir force behaves like $1/a^4$ when $a\to 0^+$ and decays exponentially when $a\to \infty$. Moreover, the magnitude of the Casimir force is always a decreasing function of a. On the other hand, passing from massless to massive, we find that the effect of the mass is insignificant when a is small, but the magnitude of the force is decreased for large a in the massive case.
Two types of Gaussian processes, namely the Gaussian field with generalized Cauchy covariance (GFGCC) and the Gaussian sheet with generalized Cauchy covariance (GSGCC) are considered. Some of the basic properties and the asymptotic properties of the spectral densities of these random fields are studied. The associated self-similar random fields obtained by applying the Lamperti transformation to GFGCC and GSGCC are studied.
Let $Z_n(s; a_1,..., a_n)$ be the Epstein zeta function defined as the meromorphic continuation of the function \sum_{k\in\Z^n\setminus\{0\}}(\sum_{i=1}^n [a_i k_i]^2)^{-s}, \text{Re} s>\frac{n}{2} to the complex plane. We show that for fixed $s\neq n/2$, the function $Z_n(s; a_1,..., a_n)$, as a function of $(a_1,..., a_n)\in (\R^+)^n$ with fixed $\prod_{i=1}^n a_i$, has a unique minimum at the point $a_1=...=a_n$. When $\sum_{i=1}^n c_i$ is fixed, the function $$(c_1,..., c_n)\mapsto Z_n(s; e^{c_1},..., e^{c_n})$$ can be shown to be a convex function of any $(n-1)$ of the variables $\{c_1,...,c_n\}$. These results are then applied to the study of the sign of $Z_n(s; a_1,..., a_n)$ when $s$ is in the critical range $(0, n/2)$. It is shown that when $1\leq n\leq 9$, $Z_n(s; a_1,..., a_n)$ as a function of $(a_1,..., a_n)\in (\R^+)^n$, can be both positive and negative for every $s\in (0,n/2)$. When $n\geq 10$, there are some open subsets $I_{n,+}$ of $s\in(0,n/2)$, where $Z_{n}(s; a_1,..., a_n)$ is positive for all $(a_1,..., a_n)\in(\R^+)^n$. By regarding $Z_n(s; a_1,..., a_n)$ as a function of $s$, we find that when $n\geq 10$, the generalized Riemann hypothesis is false for all $(a_1,...,a_n)$.