Search results for: fractional%20partial%20differential%20equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 220

Search results for: fractional%20partial%20differential%20equations

220 Modified Fractional Curl Operator

Authors: Rawhy Ismail

Abstract:

Applying fractional calculus in the field of electromagnetics shows significant results. The fractionalization of the conventional curl operator leads to having additional solutions to an electromagnetic problem. This work restudies the concept of the fractional curl operator considering fractional time derivatives in Maxwell’s curl equations. In that sense, a general scheme for the wave loss term is introduced and the degree of freedom of the system is affected through imposing the new fractional parameters. The conventional case is recovered by setting all fractional derivatives to unity.

Keywords: curl operator, fractional calculus, fractional curl operators, Maxwell equations

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219 Fractional Calculus into Structural Dynamics

Authors: Jorge Lopez

Abstract:

In this work, we introduce fractional calculus in order to study the dynamics of a damped multistory building with some symmetry. Initially we make a review of the dynamics of a free and damped multistory building. Then we introduce those concepts of fractional calculus that will be involved in our study. It has been noticed that fractional calculus provides models with less parameters than those based on classical calculus. In particular, a damped classical oscilator is more naturally described by using fractional derivatives. Accordingly, we model our multistory building as a set of coupled fractional oscillators and compare its dynamics with the results coming from traditional methods.

Keywords: coupled oscillators, fractional calculus, fractional oscillator, structural dynamics

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218 Fractional Order Differentiator Using Chebyshev Polynomials

Authors: Koushlendra Kumar Singh, Manish Kumar Bajpai, Rajesh Kumar Pandey

Abstract:

A discrete time fractional orderdifferentiator has been modeled for estimating the fractional order derivatives of contaminated signal. The proposed approach is based on Chebyshev’s polynomials. We use the Riemann-Liouville fractional order derivative definition for designing the fractional order SG differentiator. In first step we calculate the window weight corresponding to the required fractional order. Then signal is convoluted with this calculated window’s weight for finding the fractional order derivatives of signals. Several signals are considered for evaluating the accuracy of the proposed method.

Keywords: fractional order derivative, chebyshev polynomials, signals, S-G differentiator

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217 Fractional Euler Method and Finite Difference Formula Using Conformable Fractional Derivative

Authors: Ramzi B. Albadarneh

Abstract:

In this paper, we use the new definition of fractional derivative called conformable fractional derivative to derive some finite difference formulas and its error terms which are used to solve fractional differential equations and fractional partial differential equations, also to derive fractional Euler method and its error terms which can be applied to solve fractional differential equations. To provide the contribution of our work some applications on finite difference formulas and Euler Method are given.

Keywords: conformable fractional derivative, finite difference formula, fractional derivative, finite difference formula

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216 Caputo-Type Fuzzy Fractional Riccati Differential Equations with Fuzzy Initial Conditions

Authors: Trilok Mathur, Shivi Agarwal

Abstract:

This paper deals with the solutions of fuzzy-fractional-order Riccati equations under Caputo-type fuzzy fractional derivatives. The Caputo-type fuzzy fractional derivatives are defined based on Hukuhura difference and strongly generalized fuzzy differentiability. The Laplace-Adomian-Pade method is used for solving fractional Riccati-type initial value differential equations of fractional order. Moreover, we also displayed some examples to illustrate our methods.

Keywords: Caputo-type fuzzy fractional derivative, Fractional Riccati differential equations, Laplace-Adomian-Pade method, Mittag Leffler function

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215 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing

Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional g-Brownian motion, Taylor's series of fractional order, uncertain volatility

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214 Reduced Differential Transform Methods for Solving the Fractional Diffusion Equations

Authors: Yildiray Keskin, Omer Acan, Murat Akkus

Abstract:

In this paper, the solution of fractional diffusion equations is presented by means of the reduced differential transform method. Fractional partial differential equations have special importance in engineering and sciences. Application of reduced differential transform method to this problem shows the rapid convergence of the sequence constructed by this method to the exact solution. The numerical results show that the approach is easy to implement and accurate when applied to fractional diffusion equations. The method introduces a promising tool for solving many fractional partial differential equations.

Keywords: fractional diffusion equations, Caputo fractional derivative, reduced differential transform method, partial

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213 Relation between Roots and Tangent Lines of Function in Fractional Dimensions: A Method for Optimization Problems

Authors: Ali Dorostkar

Abstract:

In this paper, a basic schematic of fractional dimensional optimization problem is presented. As will be shown, a method is performed based on a relation between roots and tangent lines of function in fractional dimensions for an arbitrary initial point. It is shown that for each polynomial function with order N at least N tangent lines must be existed in fractional dimensions of 0 < α < N+1 which pass exactly through the all roots of the proposed function. Geometrical analysis of tangent lines in fractional dimensions is also presented to clarify more intuitively the proposed method. Results show that with an appropriate selection of fractional dimensions, we can directly find the roots. Method is presented for giving a different direction of optimization problems by the use of fractional dimensions.

Keywords: tangent line, fractional dimension, root, optimization problem

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212 Design Fractional-Order Terminal Sliding Mode Control for Synchronization of a Class of Fractional-Order Chaotic Systems with Uncertainty and External Disturbances

Authors: Shabnam Pashaei, Mohammadali Badamchizadeh

Abstract:

This paper presents a new fractional-order terminal sliding mode control for synchronization of two different fractional-order chaotic systems with uncertainty and external disturbances. A fractional-order integral type nonlinear switching surface is presented. Then, using the Lyapunov stability theory and sliding mode theory, a fractional-order control law is designed to synchronize two different fractional-order chaotic systems. Finally, a simulation example is presented to illustrate the performance and applicability of the proposed method. Based on numerical results, the proposed controller ensures that the states of the controlled fractional-order chaotic response system are asymptotically synchronized with the states of the drive system.

Keywords: terminal sliding mode control, fractional-order calculus, chaotic systems, synchronization

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211 Lyapunov Type Inequalities for Fractional Impulsive Hamiltonian Systems

Authors: Kazem Ghanbari, Yousef Gholami

Abstract:

This paper deals with study about fractional order impulsive Hamiltonian systems and fractional impulsive Sturm-Liouville type problems derived from these systems. The main purpose of this paper devotes to obtain so called Lyapunov type inequalities for mentioned problems. Also, in view point on applicability of obtained inequalities, some qualitative properties such as stability, disconjugacy, nonexistence and oscillatory behaviour of fractional Hamiltonian systems and fractional Sturm-Liouville type problems under impulsive conditions will be derived. At the end, we want to point out that for studying fractional order Hamiltonian systems, we will apply recently introduced fractional Conformable operators.

Keywords: fractional derivatives and integrals, Hamiltonian system, Lyapunov-type inequalities, stability, disconjugacy

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210 Solutions of Fractional Reaction-Diffusion Equations Used to Model the Growth and Spreading of Biological Species

Authors: Kamel Al-Khaled

Abstract:

Reaction-diffusion equations are commonly used in population biology to model the spread of biological species. In this paper, we propose a fractional reaction-diffusion equation, where the classical second derivative diffusion term is replaced by a fractional derivative of order less than two. Based on the symbolic computation system Mathematica, Adomian decomposition method, developed for fractional differential equations, is directly extended to derive explicit and numerical solutions of space fractional reaction-diffusion equations. The fractional derivative is described in the Caputo sense. Finally, the recent appearance of fractional reaction-diffusion equations as models in some fields such as cell biology, chemistry, physics, and finance, makes it necessary to apply the results reported here to some numerical examples.

Keywords: fractional partial differential equations, reaction-diffusion equations, adomian decomposition, biological species

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209 Weak Solutions Of Stochastic Fractional Differential Equations

Authors: Lev Idels, Arcady Ponosov

Abstract:

Stochastic fractional differential equations have recently attracted considerable attention, as they have been used to model real-world processes, which are subject to natural memory effects and measurement uncertainties. Compared to conventional hereditary differential equations, one of the advantages of fractional differential equations is related to more realistic geometric properties of their trajectories that do not intersect in the phase space. In this report, a Peano-like existence theorem for nonlinear stochastic fractional differential equations is proven under very general hypotheses. Several specific classes of equations are checked to satisfy these hypotheses, including delay equations driven by the fractional Brownian motion, stochastic fractional neutral equations and many others.

Keywords: delay equations, operator methods, stochastic noise, weak solutions

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208 Application of Fractional Model Predictive Control to Thermal System

Authors: Aymen Rhouma, Khaled Hcheichi, Sami Hafsi

Abstract:

The article presents an application of Fractional Model Predictive Control (FMPC) to a fractional order thermal system using Controlled Auto Regressive Integrated Moving Average (CARIMA) model obtained by discretization of a continuous fractional differential equation. Moreover, the output deviation approach is exploited to design the K -step ahead output predictor, and the corresponding control law is obtained by solving a quadratic cost function. Experiment results onto a thermal system are presented to emphasize the performances and the effectiveness of the proposed predictive controller.

Keywords: fractional model predictive control, fractional order systems, thermal system, predictive control

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207 A New Study on Mathematical Modelling of COVID-19 with Caputo Fractional Derivative

Authors: Sadia Arshad

Abstract:

The new coronavirus disease or COVID-19 still poses an alarming situation around the world. Modeling based on the derivative of fractional order is relatively important to capture real-world problems and to analyze the realistic situation of the proposed model. Weproposed a mathematical model for the investigation of COVID-19 dynamics in a generalized fractional framework. The new model is formulated in the Caputo sense and employs a nonlinear time-varying transmission rate. The existence and uniqueness solutions of the fractional order derivative have been studied using the fixed-point theory. The associated dynamical behaviors are discussed in terms of equilibrium, stability, and basic reproduction number. For the purpose of numerical implementation, an effcient approximation scheme is also employed to solve the fractional COVID-19 model. Numerical simulations are reported for various fractional orders, and simulation results are compared with a real case of COVID-19 pandemic. According to the comparative results with real data, we find the best value of fractional orderand justify the use of the fractional concept in the mathematical modelling, for the new fractional modelsimulates the reality more accurately than the other classical frameworks.

Keywords: fractional calculus, modeling, stability, numerical solution

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206 Oil Displacement by Water in Hauterivian Sandstone Reservoir of Kashkari Oil Field

Authors: A. J. Nazari, S. Honma

Abstract:

This paper evaluates oil displacement by water in Hauterivian sandstone reservoir of Kashkari oil field in North of Afghanistan. The core samples of this oil field were taken out from well No-21st, and the relative permeability and fractional flow are analyzed. Steady state flow laboratory experiments are performed to empirically obtain the fractional flow curves and relative permeability in different water saturation ratio. The relative permeability represents the simultaneous flow behavior in the reservoir. The fractional flow approach describes the individual phases as fractional of the total flow. The fractional flow curve interprets oil displacement by water, and from the tangent of fractional flow curve can find out the average saturation behind the water front flow saturation. Therefore, relative permeability and fractional flow curves are suitable for describing the displacement of oil by water in a petroleum reservoir. The effects of irreducible water saturation, residual oil saturation on the displaceable amount of oil are investigated through Buckley-Leveret analysis.

Keywords: fractional flow, oil displacement, relative permeability, simultaneously flow

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205 Mixed Sub-Fractional Brownian Motion

Authors: Mounir Zili

Abstract:

We will introduce a new extension of the Brownian motion, that could serve to get a good model of many natural phenomena. It is a linear combination of a finite number of sub-fractional Brownian motions; that is why we will call it the mixed sub-fractional Brownian motion. We will present some basic properties of this process. Among others, we will check that our process is non-Markovian and that it has non-stationary increments. We will also give the conditions under which it is a semimartingale. Finally, the main features of its sample paths will be specified.

Keywords: mixed Gaussian processes, Sub-fractional Brownian motion, sample paths

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204 Operational Matrix Method for Fuzzy Fractional Reaction Diffusion Equation

Authors: Sachin Kumar

Abstract:

Fuzzy fractional diffusion equation is widely useful to depict different physical processes arising in physics, biology, and hydrology. The motive of this article is to deal with the fuzzy fractional diffusion equation. We study a mathematical model of fuzzy space-time fractional diffusion equation in which unknown function, coefficients, and initial-boundary conditions are fuzzy numbers. First, we find out a fuzzy operational matrix of Legendre polynomial of Caputo type fuzzy fractional derivative having a non-singular Mittag-Leffler kernel. The main advantages of this method are that it reduces the fuzzy fractional partial differential equation (FFPDE) to a system of fuzzy algebraic equations from which we can find the solution of the problem. The feasibility of our approach is shown by some numerical examples. Hence, our method is suitable to deal with FFPDE and has good accuracy.

Keywords: fractional PDE, fuzzy valued function, diffusion equation, Legendre polynomial, spectral method

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203 Mixed-Sub Fractional Brownian Motion

Authors: Mounir Zili

Abstract:

We will introduce a new extension of the Brownian motion, that could serve to get a good model of many natural phenomena. It is a linear combination of a finite number of sub-fractional Brownian motions; that is why we will call it the mixed sub-fractional Brownian motion. We will present some basic properties of this process. Among others, we will check that our process is non-markovian and that it has non-stationary increments. We will also give the conditions under which it is a semi-martingale. Finally, the main features of its sample paths will be specified.

Keywords: fractal dimensions, mixed gaussian processes, sample paths, sub-fractional brownian motion

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202 Numerical Solutions of Fractional Order Epidemic Model

Authors: Sadia Arshad, Ayesha Sohail, Sana Javed, Khadija Maqbool, Salma Kanwal

Abstract:

The dynamical study of the carriers play an essential role in the evolution and global transmission of infectious diseases and will be discussed in this study. To make this approach novel, we will consider the fractional order model which is generalization of integer order derivative to an arbitrary number. Since the integration involved is non local therefore this property of fractional operator is very useful to study epidemic model for infectious diseases. An extended numerical method (ODE solver) is implemented on the model equations and we will present the simulations of the model for different values of fractional order to study the effect of carriers on transmission dynamics. Global dynamics of fractional model are established by using the reproduction number.

Keywords: Fractional differential equation, Numerical simulations, epidemic model, transmission dynamics

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201 On the Fractional Integration of Generalized Mittag-Leffler Type Functions

Authors: Christian Lavault

Abstract:

In this paper, the generalized fractional integral operators of two generalized Mittag-Leffler type functions are investigated. The special cases of interest involve the generalized M-series and K-function, both introduced by Sharma. The two pairs of theorems established herein generalize recent results about left- and right-sided generalized fractional integration operators applied here to the M-series and the K-function. The note also results in important applications in physics and mathematical engineering.

Keywords: Fox–Wright Psi function, generalized hypergeometric function, generalized Riemann– Liouville and Erdélyi–Kober fractional integral operators, Saigo's generalized fractional calculus, Sharma's M-series and K-function

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200 Effect of Fractional Flow Curves on the Heavy Oil and Light Oil Recoveries in Petroleum Reservoirs

Authors: Abdul Jamil Nazari, Shigeo Honma

Abstract:

This paper evaluates and compares the effect of fractional flow curves on the heavy oil and light oil recoveries in a petroleum reservoir. Fingering of flowing water is one of the serious problems of the oil displacement by water and another problem is the estimation of the amount of recover oil from a petroleum reservoir. To address these problems, the fractional flow of heavy oil and light oil are investigated. The fractional flow approach treats the multi-phases flow rate as a total mixed fluid and then describes the individual phases as fractional of the total flow. Laboratory experiments are implemented for two different types of oils, heavy oil, and light oil, to experimentally obtain relative permeability and fractional flow curves. Application of the light oil fractional curve, which exhibits a regular S-shape, to the water flooding method showed that a large amount of mobile oil in the reservoir is displaced by water injection. In contrast, the fractional flow curve of heavy oil does not display an S-shape because of its high viscosity. Although the advance of the injected waterfront is faster than in light oil reservoirs, a significant amount of mobile oil remains behind the waterfront.

Keywords: fractional flow, relative permeability, oil recovery, water fingering

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199 Commutativity of Fractional Order Linear Time-Varying Systems

Authors: Salisu Ibrahim

Abstract:

The paper studies the commutativity associated with fractional order linear time-varying systems (LTVSs), which is an important area of study in control systems engineering. In this paper, we explore the properties of these systems and their ability to commute. We proposed the necessary and sufficient condition for commutativity for fractional order LTVSs. Through a simulation and mathematical analysis, we demonstrate that these systems exhibit commutativity under certain conditions. Our findings have implications for the design and control of fractional order systems in practical applications, science, and engineering. An example is given to show the effectiveness of the proposed method which is been computed by Mathematica and validated by the use of MATLAB (Simulink).

Keywords: fractional differential equation, physical systems, equivalent circuit, analog control

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198 Commutativity of Fractional Order Linear Time-Varying System

Authors: Salisu Ibrahim

Abstract:

The paper studies the commutativity associated with fractional order linear time-varying systems (LTVSs), which is an important area of study in control systems engineering. In this paper, we explore the properties of these systems and their ability to commute. We proposed the necessary and sufficient condition for commutativity for fractional order LTVSs. Through a simulation and mathematical analysis, we demonstrate that these systems exhibit commutativity under certain conditions. Our findings have implications for the design and control of fractional order systems in practical applications, science, and engineering. An example is given to show the effectiveness of the proposed method which is been computed by Mathematica and validated by the use of Matlab (Simulink).

Keywords: fractional differential equation, physical systems, equivalent circuit, and analog control

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197 Extended Multi-Modulus Divider for Open Loop Fractional Dividers and Fractional Multiplying Delay Locked Loops

Authors: Muhammad Swilam

Abstract:

Solutions for the wrong division problem of the Extended Multi-Modulus Divider (EMMD) that occurs during modulus extension (i.e. switching the modulus value between two different ranges of division ratios), in open loop fractional dividers and fractional multiplying delay locked loop, is proposed. A detailed study for the MMD with Sigma-Delta is also presented. Moreover, extensive simulations for the divider are presented to ensure and verify its functionality and compared with the conventional dividers.

Keywords: extended multi-modulus divider (EMMD), fractional multiplying delay locked loop, open loop fractional divider, sigma delta modulator

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196 Nonlocal Phenomena in Quantum Mechanics

Authors: Kazim G. Atman, Hüseyin Sirin

Abstract:

In theoretical physics, nonlocal phenomena has always been subject of debate. However, in the conventional mathematical approach where the developments of the physical systems are investigated by using the standard mathematical tools, nonlocal effects are not taken into account. In order to investigate the nonlocality in quantum mechanics and fractal property of space, fractional derivative operators are employed in this study. In this manner, fractional creation and annihilation operators are introduced and Einstein coefficients are taken into account as an application of concomitant formalism in quantum field theory. Therefore, each energy mode of photons are considered as fractional quantized harmonic oscillator hereby Einstein coefficients are obtained. Nevertheless, wave function and energy eigenvalues of fractional quantum mechanical harmonic oscillator are obtained via the fractional derivative order α which is a measure of the influence of nonlocal effects. In the case α = 1, where space becomes homogeneous and continuous, standard physical conclusions are recovered.

Keywords: Einstein’s Coefficients, Fractional Calculus, Fractional Quantum Mechanics, Nonlocal Theories

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195 Cellular Automata Using Fractional Integral Model

Authors: Yasser F. Hassan

Abstract:

In this paper, a proposed model of cellular automata is studied by means of fractional integral function. A cellular automaton is a decentralized computing model providing an excellent platform for performing complex computation with the help of only local information. The paper discusses how using fractional integral function for representing cellular automata memory or state. The architecture of computing and learning model will be given and the results of calibrating of approach are also given.

Keywords: fractional integral, cellular automata, memory, learning

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194 Linear fractional differential equations for second kind modified Bessel functions

Authors: Jorge Olivares, Fernando Maass, Pablo Martin

Abstract:

Fractional derivatives have been considered recently as a way to solve different problems in Engineering. In this way, second kind modified Bessel functions are considered here. The order α fractional differential equations of second kind Bessel functions, Kᵥ(x), are studied with simple initial conditions. The Laplace transform and Caputo definition of fractional derivatives are considered. Solutions have been found for ν=1/3, 1/2, 2/3, -1/3, -1/2 and (-2/3). In these cases, the solutions are the sum of two hypergeometric functions. The α fractional derivatives have been for α=1/3, 1/2 and 2/3, and the above values of ν. No convergence has been found for the integer values of ν Furthermore when α has been considered as a rational found m/p, no general solution has been found. Clearly, this case is more difficult to treat than those of first kind Bessel Function.

Keywords: Caputo, modified Bessel functions, hypergeometric, linear fractional differential equations, transform Laplace

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193 Multiple Positive Solutions for Boundary Value Problem of Nonlinear Fractional Differential Equation

Authors: A. Guezane-Lakoud, S. Bensebaa

Abstract:

In this paper, we study a boundary value problem of nonlinear fractional differential equation. Existence and positivity results of solutions are obtained.

Keywords: positive solution, fractional caputo derivative, Banach contraction principle, Avery and Peterson fixed point theorem

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192 An Algorithm to Find Fractional Edge Domination Number and Upper Fractional Edge Domination Number of an Intuitionistic Fuzzy Graph

Authors: Karunambigai Mevani Govindasamy, Sathishkumar Ayyappan

Abstract:

In this paper, we formulate the algorithm to find out the dominating function parameters of Intuitionistic Fuzzy Graphs(IFG). The methodology we adopted here is converting any physical problem into an IFG, and that has been transformed into Intuitionistic Fuzzy Matrix. Using Linear Program Solver software (LiPS), we found the defined parameters for the given IFG. We obtained these parameters for a path and cycle IFG. This study can be extended to other varieties of IFG. In particular, we obtain the definition of edge dominating function, minimal edge dominating function, fractional edge domination number (γ_if^') and upper fractional edge domination number (Γ_if^') of an intuitionistic fuzzy graph. Also, we formulated an algorithm which is appropriate to work on LiPS to find fractional edge domination number and upper fractional edge domination number of an IFG.

Keywords: fractional edge domination number, intuitionistic fuzzy cycle, intuitionistic fuzzy graph, intuitionistic fuzzy path

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191 Analytical Solutions of Time Space Fractional, Advection-Dispersion and Whitham-Broer-Kaup Equations

Authors: Muhammad Danish Khan, Imran Naeem, Mudassar Imran

Abstract:

In this article, we study time-space Fractional Advection-Dispersion (FADE) equation and time-space Fractional Whitham-Broer-Kaup (FWBK) equation that have a significant role in hydrology. We introduce suitable transformations to convert fractional order derivatives to integer order derivatives and as a result these equations transform into Partial Differential Equations (PDEs). Then the Lie symmetries and corresponding optimal systems of the resulting PDEs are derived. The symmetry reductions and exact independent solutions based on optimal system are investigated which constitute the exact solutions of original fractional differential equations.

Keywords: modified Riemann-Liouville fractional derivative, lie-symmetries, optimal system, invariant solutions

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