Results 191 to 200 of about 127,882 (296)
ABSTRACT In recent years, the study of sequential fractional differential equations (SFDEs) has become increasingly important in multiple domains of science and engineering. This work investigates a new class of boundary value problems (BVPs) characterized by nonlocal closed boundary conditions involving SFDEs with Caputo fractional integral operators.
Saud Fahad Aldosary +2 more
wiley +1 more source
Analytic study and statistical enforcement of extended beta functions imposed by Mittag-Leffler and Hurwitz-Lerch Zeta functions. [PDF]
Abdulnabi FF, Al-Janaby HF, Ghanim F.
europepmc +1 more source
Notes on a paper of Tyagi and Holm: A new integral representation for the Riemann Zeta function
Michael Milgram
openalex +2 more sources
Exact analytical solutions of the Bloch equation for the hyperbolic‐secant and chirp pulses
Abstract Purpose To improve the accuracy and generality of analytical solutions of the Bloch equation for the hyperbolic‐secant (HS1) and chirp pulses in order to facilitate application to truncated and composite pulses and use in quantitative methods.
Ryan H. B. Smith +2 more
wiley +1 more source
Fractional order tracking control of a disturbed differential mobile robot. [PDF]
Aguilar-Pérez JI +3 more
europepmc +1 more source
A new integral representation for the Riemann Zeta function
Sandeep Tyagi, Christian Holm
openalex +2 more sources
Optimizing calibration designs with uncertainty in abilities
Abstract Before items can be implemented in a test, the item characteristics need to be calibrated through pretesting. To achieve high‐quality tests, it's crucial to maximize the precision of estimates obtained during item calibration. Higher precision can be attained if calibration items are allocated to examinees based on their individual abilities ...
Jonas Bjermo +2 more
wiley +1 more source
The Quantum Relative Entropy of the Schwarzschild Black Hole and the Area Law. [PDF]
Bianconi G.
europepmc +1 more source
Fractional Gaussian Noise: Spectral Density and Estimation Methods
The fractional Brownian motion (fBm) process, governed by a fractional parameter H∈(0,1)$$ H\in \left(0,1\right) $$, is a continuous‐time Gaussian process with its increment being the fractional Gaussian noise (fGn). This article first provides a computationally feasible expression for the spectral density of fGn.
Shuping Shi, Jun Yu, Chen Zhang
wiley +1 more source

