General Nonlocal Probability of Arbitrary Order.

Using the Luchko's general fractional calculus (GFC) and its extension in the form of the multi-kernel general fractional calculus of arbitrary order (GFC of AO), a nonlocal generalization of probability is suggested. The nonlocal and general fractional (CF) extensions of probability density functions (PDFs), cumulative distribution functions (CDFs) and probability are defined and its properties are described. Examples of general nonlocal probability distributions of AO are considered. An application of the multi-kernel GFC allows us to consider a wider class of operator kernels and a wider class of nonlocality in the probability theory.

Entropy Interpretation of Hadamard Type Fractional Operators: Fractional Cumulative Entropy.

Interpretations of Hadamard-type fractional integral and differential operators are proposed. The Hadamard-type fractional integrals of function with respect to another function are interpreted as an generalization of standard entropy, fractional entropies and cumulative entropies. A family of fractional cumulative entropies is proposed by using the Hadamard-type fractional operators.

General Non-Markovian Quantum Dynamics.

A general approach to the construction of non-Markovian quantum theory is proposed. Non-Markovian equations for quantum observables and states are suggested by using general fractional calculus. In the proposed approach, the non-locality in time is represented by operator kernels of the Sonin type. A wide class of the exactly solvable models of non-Markovian quantum dynamics is suggested. These models describe open (non-Hamiltonian) quantum systems with general form of nonlocality in time. To describe these systems, the Lindblad equations for quantum observable and states are generalized by taking into account a general form of nonlocality. The non-Markovian quantum dynamics is described by using integro-differential equations with general fractional derivatives and integrals with respect to time. The exact solutions of these equations are derived by using the operational calculus that is proposed by Yu. Luchko for general fractional differential equations. Properties of bi-positivity, complete positivity, dissipativity, and generalized dissipativity in general non-Markovian quantum dynamics are discussed. Examples of a quantum oscillator and two-level quantum system with a general form of nonlocality in time are suggested.

Quantum Maps with Memory from Generalized Lindblad Equation.

In this paper, we proposed the exactly solvable model of non-Markovian dynamics of open quantum systems. This model describes open quantum systems with memory and periodic sequence of kicks by environment. To describe these systems, the Lindblad equation for quantum observable is generalized by taking into account power-law fading memory. Dynamics of open quantum systems with power-law memory are considered. The proposed generalized Lindblad equations describe non-Markovian quantum dynamics. The quantum dynamics with power-law memory are described by using integrations and differentiation of non-integer orders, as well as fractional calculus. An example of a quantum oscillator with linear friction and power-law memory is considered. In this paper, discrete-time quantum maps with memory, which are derived from generalized Lindblad equations without any approximations, are suggested. These maps exactly correspond to the generalized Lindblad equations, which are fractional differential equations with the Caputo derivatives of non-integer orders and periodic sequence of kicks that are represented by the Dirac delta-functions. The solution of these equations for coordinates and momenta are derived. The solutions of the generalized Lindblad equations for coordinate and momentum operators are obtained for open quantum systems with memory and kicks. Using these solutions, linear and nonlinear quantum discrete-time maps are derived.

Criterion of Existence of Power-Law Memory for Economic Processes.

In this paper, we propose criteria for the existence of memory of power-law type (PLT) memory in economic processes. We give the criterion of existence of power-law long-range dependence in time by using the analogy with the concept of the long-range alpha-interaction. We also suggest the criterion of existence of PLT memory for frequency domain by using the concept of non-integer dimensions. For an economic process, for which it is known that an endogenous variable depends on an exogenous variable, the proposed criteria make it possible to identify the presence of the PLT memory. The suggested criteria are illustrated in various examples. The use of the proposed criteria allows apply the fractional calculus to construct dynamic models of economic processes. These criteria can be also used to identify the linear integro-differential operators that can be considered as fractional derivatives and integrals of non-integer orders.

Fractional dissipative standard map.

Using kicked differential equations of motion with derivatives of noninteger orders, we obtain generalizations of the dissipative standard map. The main property of these generalized maps, which are called fractional maps, is long-term memory. The memory effect in the fractional maps means that their present state of evolution depends on all past states with special forms of weights. Already a small deviation of the order of derivative from the integer value corresponding to the regular dissipative standard map (small memory effects) leads to the qualitatively new behavior of the corresponding attractors. The fractional dissipative standard maps are used to demonstrate a new type of fractional attractors in the wide range of the fractional orders of derivatives.

Fractional statistical mechanics.

The Liouville and first Bogoliubov hierarchy equations with derivatives of noninteger order are derived. The fractional Liouville equation is obtained from the conservation of probability to find a system in a fractional volume element. This equation is used to obtain Bogoliubov hierarchy and fractional kinetic equations with fractional derivatives. Statistical mechanics of fractional generalization of the Hamiltonian systems is discussed. Liouville and Bogoliubov equations with fractional coordinate and momenta derivatives are considered as a basis to derive fractional kinetic equations. The Fokker-Planck-Zaslavsky equation that has fractional phase-space derivatives is obtained from the fractional Bogoliubov equation. The linear fractional kinetic equation for distribution of the charged particles is considered.

Fractional dynamics of coupled oscillators with long-range interaction.

We consider a one-dimensional chain of coupled linear and nonlinear oscillators with long-range powerwise interaction. The corresponding term in dynamical equations is proportional to 1//n-m/alpha+1. It is shown that the equation of motion in the infrared limit can be transformed into the medium equation with the Riesz fractional derivative of order alpha, when 0

Fractional Fokker-Planck equation for fractal media.

We consider the fractional generalizations of equation that defines the medium mass. We prove that the fractional integrals can be used to describe the media with noninteger mass dimensions. Using fractional integrals, we derive the fractional generalization of the Chapman-Kolmogorov equation (Smolukhovski equation). In this paper fractional Fokker-Planck equation for fractal media is derived from the fractional Chapman-Kolmogorov equation. Using the Fourier transform, we get the Fokker-Planck-Zaslavsky equations that have fractional coordinate derivatives. The Fokker-Planck equation for the fractal media is an equation with fractional derivatives in the dual space.

Fractional systems and fractional Bogoliubov hierarchy equations.

We consider the fractional generalizations of the phase volume, volume element, and Poisson brackets. These generalizations lead us to the fractional analog of the phase space. We consider systems on this fractional phase space and fractional analogs of the Hamilton equations. The fractional generalization of the average value is suggested. The fractional analogs of the Bogoliubov hierarchy equations are derived from the fractional Liouville equation. We define the fractional reduced distribution functions. The fractional analogs of the Vlasov equation and the Debye radius are considered.

Fractional generalization of Liouville equations.

In this paper fractional generalization of Liouville equation is considered. We derive fractional analog of normalization condition for distribution function. Fractional generalization of the Liouville equation for dissipative and Hamiltonian systems was derived from the fractional normalization condition. This condition is considered as a normalization condition for systems in fractional phase space. The interpretation of the fractional space is discussed.

Pure stationary states of open quantum systems.

Using Liouville space and superoperator formalism we consider pure stationary states of open and dissipative quantum systems. We discuss stationary states of open quantum systems, which coincide with stationary states of closed quantum systems. Open quantum systems with pure stationary states of linear oscillator are suggested. We consider stationary states for the Lindblad equation. We discuss bifurcations of pure stationary states for open quantum systems which are quantum analogs of classical dynamical bifurcations.