Temporal Memory Kernels
📐 Definition
Section titled “📐 Definition”Given a kernel defined for , the memory operator acting on a time series is
Domain and Codomain
Section titled “Domain and Codomain”Defined for with kernels that are locally integrable (possibly weakly singular). Output shares the same temporal domain.
⚙️ Key Properties
Section titled “⚙️ Key Properties”Linearity and Convolution Form
Section titled “Linearity and Convolution Form”is linear and is a (causal) convolution in time with kernel .
Laplace Transform
Section titled “Laplace Transform”For suitable and ,
Kernel-Driven Behavior
Section titled “Kernel-Driven Behavior”The choice of kernel sets decay (exponential, stretched exponential, power law), regularity, and effective memory length.
🎯 Special Cases and Limits
Section titled “🎯 Special Cases and Limits”- Exponential kernels recover standard first-order relaxation.
- Power-law kernels produce fractional integrals.
- Compactly supported kernels localize memory.
- As , reduces to the identity operator (distributional sense).
🔗 Related Functions
Section titled “🔗 Related Functions”Fractional integrals correspond to . Subordination integrals provide an alternative interpretation of nonlocal time effects via randomized operational time.
Usage in Oakfield
Section titled “Usage in Oakfield”Oakfield implements temporal memory primarily through dedicated operator/integrator machinery:
- Finite-memory fractional kernel:
fractional_memorystores a rolling window of past states and applies history-weighted updates each step. - Subordination: the
subordinationintegrator provides a nonlocal-in-time effect by mixing drift evaluations over operational time with a stretched-exponential weight. - Colored noise:
stochastic_noisemaintains internal state with a correlation timescale, providing another form of “memory” in stochastic forcing.
Historical Foundations
Section titled “Historical Foundations”📜 Memory and Relaxation
Section titled “📜 Memory and Relaxation”Kernel-based memory operators unify classical relaxation laws (exponential kernels) with anomalous and long-memory behavior (power-law kernels).
🌍 Modern Perspective
Section titled “🌍 Modern Perspective”Memory kernels provide a flexible, implementation-friendly interface for nonlocal-in-time dynamics, with Laplace-domain multipliers offering a complementary spectral view.
📚 References
Section titled “📚 References”- Mainardi, Fractional Calculus and Waves in Linear Viscoelasticity
- Podlubny, Fractional Differential Equations