Search results for: Fractional neutral differential equation

Authors: Lianglin Xiong, Yun Zhao, Tao Jiang

Abstract:

In this paper, we study the stability of n-dimensional linear fractional neutral differential equation with time delays. By using the Laplace transform, we introduce a characteristic equation for the above system with multiple time delays. We discover that if all roots of the characteristic equation have negative parts, then the equilibrium of the above linear system with fractional order is Lyapunov globally asymptotical stable if the equilibrium exist that is almost the same as that of classical differential equations. An example is provided to show the effectiveness of the approach presented in this paper.

Keywords: Fractional neutral differential equation, Laplace transform, characteristic equation.

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Authors: Rabha W. Ibrahim

Abstract:

Our main aim in this paper is to use the technique of non expansive operators to more general iterative and non iterative fractional differential equations (Cauchy type ). The non integer case is taken in sense of Riemann-Liouville fractional operators. Applications are illustrated.

Keywords: Fractional calculus, fractional differential equation, Cauchy equation, Riemann-Liouville fractional operators, Volterra integral equation, non-expansive mapping, iterative differential equation.

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Authors: Anupma Bansal, Rajeev Budhiraja, Manoj Pandey

Abstract:

In this paper, we have investigated the nonlinear time-fractional hyperbolic partial differential equation (PDE) for its symmetries and invariance properties. With the application of this method, we have tried to reduce it to time-fractional ordinary differential equation (ODE) which has been further studied for exact solutions.

Keywords: Nonlinear time-fractional hyperbolic PDE, Lie Classical method, exact solutions.

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Authors: Rabha W. Ibrahim

Abstract:

We study a Dirichlet boundary value problem for Lane-Emden equation involving two fractional orders. Lane-Emden equation has been widely used to describe a variety of phenomena in physics and astrophysics, including aspects of stellar structure, the thermal history of a spherical cloud of gas, isothermal gas spheres,and thermionic currents. However, ordinary Lane-Emden equation does not provide the correct description of the dynamics for systems in complex media. In order to overcome this problem and describe dynamical processes in a fractalmedium, numerous generalizations of Lane-Emden equation have been proposed. One such generalization replaces the ordinary derivative by a fractional derivative in the Lane-Emden equation. This gives rise to the fractional Lane-Emden equation with a single index. Recently, a new type of Lane-Emden equation with two different fractional orders has been introduced which provides a more flexible model for fractal processes as compared with the usual one characterized by a single index. The contraction mapping principle and Krasnoselskiis fixed point theorem are applied to prove the existence of solutions of the problem in a Banach space. Ulam-Hyers stability for iterative Cauchy fractional differential equation is defined and studied.

Keywords: Fractional calculus, fractional differential equation, Lane-Emden equation, Riemann-Liouville fractional operators, Volterra integral equation.

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Authors: Fengxia Zheng

Abstract:

By using two new fixed point theorems for mixed monotone operators, the positive solution of nonlinear fractional differential equation boundary value problem is studied. Its existence and uniqueness is proved, and an iterative scheme is constructed to approximate it.

Keywords: Fractional differential equation, boundary value problem, positive solution, existence and uniqueness, fixed point theorem, mixed monotone operator.

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Authors: Yanling Zhu

Abstract:

In this paper, a higher order nonlinear neutral functional differential equation with distributed delay is studied by using the continuation theorem of coincidence degree theory. Some new results on the existence of periodic solutions are obtained.

Keywords: Neutral functional differential equation, higher order, periodic solution, coincidence degree theory.

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Authors: Fengxia Zheng, Chuanyun Gu

Abstract:

By using a fixed point theorem of a sum operator, the existence and uniqueness of positive solution for a class of boundary value problem of nonlinear fractional differential equation is studied. An iterative scheme is constructed to approximate it. Finally, an example is given to illustrate the main result.

Keywords: Fractional differential equation, Boundary value problem, Positive solution, Existence and uniqueness, Fixed point theorem of a sum operator.

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Authors: Meng Hu, Lili Wang

Abstract:

This paper deals with a nonlinear fractional differential equation with integral boundary condition of the following form:  Dαt x(t) = f(t, x(t),Dβ t x(t)), t ∈ (0, 1), x(0) = 0, x(1) = 1 0 g(s)x(s)ds, where 1 < α ≤ 2, 0 < β < 1. Our results are based on the Schauder fixed point theorem and the Banach contraction principle.

Keywords: Fractional differential equation, Integral boundary condition, Schauder fixed point theorem, Banach contraction principle.

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Authors: Chuanyun Gu, Shouming Zhong

Abstract:

In this paper, the existence and uniqueness of positive solutions for nonlinear fractional differential equation boundary value problem is concerned by a fixed point theorem of a sum operator. Our results can not only guarantee the existence and uniqueness of positive solution, but also be applied to construct an iterative scheme for approximating it. Finally, the example is given to illustrate the main result.

Keywords: Fractional differential equation, Boundary value problem, Positive solution, Existence and uniqueness, Fixed point theorem of a sum operator

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Authors: Chuanyun Gu

Abstract:

By using fixed point theorems for a class of generalized concave and convex operators, the positive solution of nonlinear fractional differential equation with integral boundary conditions is studied, where n ≥ 3 is an integer, μ is a parameter and 0 ≤ μ < α. Its existence and uniqueness is proved, and an iterative scheme is constructed to approximate it. Finally, two examples are given to illustrate our results.

Keywords: Fractional differential equation, positive solution, existence and uniqueness, fixed point theorem, generalized concave and convex operator, integral boundary conditions.

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Authors: Raja Muhammad Asif Zahoor, Junaid Ali Khan, I. M. Qureshi

Abstract:

In this article an evolutionary technique has been used for the solution of nonlinear Riccati differential equations of fractional order. In this method, genetic algorithm is used as a tool for the competent global search method hybridized with active-set algorithm for efficient local search. The proposed method has been successfully applied to solve the different forms of Riccati differential equations. The strength of proposed method has in its equal applicability for the integer order case, as well as, fractional order case. Comparison of the method has been made with standard numerical techniques as well as the analytic solutions. It is found that the designed method can provide the solution to the equation with better accuracy than its counterpart deterministic approaches. Another advantage of the given approach is to provide results on entire finite continuous domain unlike other numerical methods which provide solutions only on discrete grid of points.

Keywords: Riccati Equation, Non linear ODE, Fractional differential equation, Genetic algorithm.

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Authors: Hamid A. Jalab, Rabha W. Ibrahim

Abstract:

This paper introduces an image denoising algorithm based on generalized Srivastava-Owa fractional differential operator for removing Gaussian noise in digital images. The structures of nxn fractional masks are constructed by this algorithm. Experiments show that, the capability of the denoising algorithm by fractional differential-based approach appears efficient to smooth the Gaussian noisy images for different noisy levels. The denoising performance is measured by using peak signal to noise ratio (PSNR) for the denoising images. The results showed an improved performance (higher PSNR values) when compared with standard Gaussian smoothing filter.

Keywords: Fractional calculus, fractional differential operator, fractional mask, fractional filter.

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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.

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Authors: Changqing Yang, Jianhua Hou

Abstract:

In this paper the Laplace Decomposition method is developed to solve linear and nonlinear fractional integro- differential equations of Volterra type.The fractional derivative is described in the Caputo sense.The Laplace decomposition method is found to be fast and accurate.Illustrative examples  are included to demonstrate the validity and applicability of presented technique and comparasion is made with exacting results.

Keywords: Integro-differential equations, Laplace transform, fractional derivative, adomian polynomials, pade appoximants.

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Authors: Zahra Yaghoubi, Nooshin Bigdeli, Karim Afshar

Abstract:

This paper at first presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. After that a drive-response synchronization method with linear output error feedback is presented for “generalized projective synchronization" for a class of fractional-order chaotic systems via a scalar transmitted signal. Genesio_Tesi and Duffing systems are used to illustrate the effectiveness of the proposed synchronization method.

Keywords: Generalized projective synchronization; Fractionalorder;Chaos; Caputo derivative; Differential transform method

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Authors: Haniye Dehestani, Yadollah Ordokhani

Abstract:

In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: Collocation method, fractional partial differential equations, Legendre-Laguerre functions, pseudo-operational matrix of integration.

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Authors: Changjin Xu, Peiluan Li

Abstract:

In this paper, we study the stability of a fractional order delayed predator-prey model. By using the Laplace transform, we introduce a characteristic equation for the above system. It is shown that if all roots of the characteristic equation have negative parts, then the equilibrium of the above fractional order predator-prey system is Lyapunov globally asymptotical stable. An example is given to show the effectiveness of the approach presented in this paper.

Keywords: Fractional predator-prey model, laplace transform, characteristic equation.

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Authors: Krzysztof Walczak

Abstract:

Fractional delay FIR filters design method based on the differential evolution algorithm is presented. Differential evolution is an evolutionary algorithm for solving a global optimization problems in the continuous search space. In the proposed approach, an evolutionary algorithm is used to determine the coefficients of a fractional delay FIR filter based on the Farrow structure. Basic differential evolution is enhanced with a restricted mating technique, which improves the algorithm performance in terms of convergence speed and obtained solution. Evolutionary optimization is carried out by minimizing an objective function which is based on the amplitude response and phase delay errors. Experimental results show that the proposed algorithm leads to a reduction in the amplitude response and phase delay errors relative to those achieved with the Least-Squares method.

Keywords: Fractional Delay Filters, Farrow Structure, Evolutionary Computation, Differential Evolution

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Authors: Yong Li

Abstract:

The paper is concerned with the existence of solution of nonlinear second order neutral stochastic differential inclusions with infinite delay in a Hilbert Space. Sufficient conditions for the existence are obtained by using a fixed point theorem for condensing maps.

Keywords: Mild solution, Convex multivalued map, Neutral stochastic differential inclusions.

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Authors: Aomar Anane, Omar Chakrone, Loubna Moutaouekkil

Abstract:

As p-Laplacian equations have been widely applied in field of the fluid mechanics and nonlinear elastic mechanics, it is necessary to investigate the periodic solutions of functional differential equations involving the scalar p-Laplacian. By using Mawhin’s continuation theorem, we study the existence of periodic solutions for p-Laplacian neutral Rayleigh equation (ϕp(x(t)−c(t)x(t − r))) + f(x(t)) + g1(x(t − τ1(t, |x|∞))) + β(t)g2(x(t − τ2(t, |x|∞))) = e(t), It is meaningful that the functions c(t) and β(t) are allowed to change signs in this paper, which are different from the corresponding ones of known literature.

Keywords: periodic solution, neutral Rayleigh equation, variable sign, Deviating argument, p-Laplacian, Mawhin’s continuation.

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Authors: Sachin Bhalekar

Abstract:

In this paper we propose a necessary condition for the existence of chaos in delay differential equations of fractional order. To explain the proposed theory, we discuss fractional order Liu system and financial system involving delay.

Keywords: Caputo derivative, delay, stability, chaos.

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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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Authors: Reza Abazari, Rasool Abazari

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In this paper, the two-dimension differential transformation method (DTM) is employed to obtain the closed form solutions of the three famous coupled partial differential equation with physical interest namely, the coupled Korteweg-de Vries(KdV) equations, the coupled Burgers equations and coupled nonlinear Schrödinger equation. We begin by showing that how the differential transformation method applies to a linear and non-linear part of any PDEs and apply on these coupled PDEs to illustrate the sufficiency of the method for this kind of nonlinear differential equations. The results obtained are in good agreement with the exact solution. These results show that the technique introduced here is accurate and easy to apply.

Keywords: Coupled Korteweg-de Vries(KdV) equation, Coupled Burgers equation, Coupled Schrödinger equation, differential transformation method.

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Authors: Marcin Sowa

Abstract:

The paper discusses the subinterval-based numerical method for fractional derivative computations. It is now referred to by its acronym – SubIval. The basis of the method is briefly recalled. The ability of the method to be applied in time stepping solvers is discussed. The possibility of implementing a time step size adaptive solver is also mentioned. The solver is tested on a transient circuit example. In order to display the accuracy of the solver – the results have been compared with those obtained by means of a semi-analytical method called gcdAlpha. The time step size adaptive solver applying SubIval has been proven to be very accurate as the results are very close to the referential solution. The solver is currently able to solve FDE (fractional differential equations) with various derivative orders for each equation and any type of source time functions.

Keywords: Numerical method, SubIval, fractional calculus, numerical solver, circuit analysis.

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Authors: Ayub Khan, Net Ram Garg, Geeta Jain

Abstract:

In this paper, Backstepping method is proposed to synchronize two fractional-order systems. The simulation results show that this method can effectively synchronize two chaotic systems.

Keywords: Backstepping method, Fractional order, Synchronization.

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Authors: Sizhong Zhou, Yang Xu

Abstract:

A graph G is fractional k-covered if for each edge e of G, there exists a fractional k-factor h, such that h(e) = 1. If k = 2, then a fractional k-covered graph is called a fractional 2-covered graph. The binding number bind(G) is defined as follows, bind(G) = min{|NG(X)| |X| : ├ÿ = X Ôèå V (G),NG(X) = V (G)}. In this paper, it is proved that G is fractional 2-covered if δ(G) ≥ 4 and bind(G) > 5 3 .

Keywords: graph, binding number, fractional k-factor, fractional k-covered graph.

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Authors: Mohd Agos Salim Nasir, Ros Fadilah Deraman, Siti Salmah Yasiran

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The Goursat partial differential equation arises in linear and non linear partial differential equations with mixed derivatives. This equation is a second order hyperbolic partial differential equation which occurs in various fields of study such as in engineering, physics, and applied mathematics. There are many approaches that have been suggested to approximate the solution of the Goursat partial differential equation. However, all of the suggested methods traditionally focused on numerical differentiation approaches including forward and central differences in deriving the scheme. An innovation has been done in deriving the Goursat partial differential equation scheme which involves numerical integration techniques. In this paper we have developed a new scheme to solve the Goursat partial differential equation based on the Adomian decomposition (ADM) and associated with Boole-s integration rule to approximate the integration terms. The new scheme can easily be applied to many linear and non linear Goursat partial differential equations and is capable to reduce the size of computational work. The accuracy of the results reveals the advantage of this new scheme over existing numerical method.

Keywords: Goursat problem, partial differential equation, Adomian decomposition method, Boole's integration rule.

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Authors: Wei-Der Chang, Dai-Ming Chang, Eri-Wei Chiang, Chia-Hung Lin, Jian-Liung Chen

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In this paper, a fractional-order FIR differentiator design method using the differential evolution (DE) algorithm is presented. In the proposed method, the FIR digital filter is designed to meet the frequency response of a desired fractal-order differentiator, which is evaluated in the frequency domain. To verify the design performance, another design method considered in the time-domain is also provided. Simulation results reveal the efficiency of the proposed method.

Keywords: Fractional-order differentiator, FIR digital filter, Differential evolution algorithm.

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Authors: Hong Li, Shou-Ming Zhong, Hou-Biao Li

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In this paper, we mainly study the stability of linear and interval linear fractional systems with time delay. By applying the characteristic equations, a necessary and sufficient stability condition is obtained firstly, and then some sufficient conditions are deserved. In addition, according to the equivalent relationship of fractional order systems with order 0 < α ≤ 1 and with order 1 ≤ β < 2, one may get more relevant theorems. Finally, two examples are provided to demonstrate the effectiveness of our results.

Keywords: Fractional order systems, Time delay, Characteristic equation.

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Authors: N. Kumaresan , J. Kavikumar, Kuru Ratnavelu

Abstract:

In this paper, solution of fuzzy differential equation under general differentiability is obtained by simulink. The simulink solution is equivalent or very close to the exact solution of the problem. Accuracy of the simulink solution to this problem is qualitatively better. An illustrative numerical example is presented for the proposed method.

Keywords: Fuzzy differential equation, Generalized differentiability, H-difference and Simulink.

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