English

Discrete and continuous fractional persistence problems - the positivity property and applications

Numerical Analysis 2016-10-12 v1

Abstract

In this article, we study the continuous and discrete fractional persistence problem which looks for the persistence of properties of a given classical (α=1\alpha=1) differential equation in the fractional case (here using fractional Caputo's derivatives) and the numerical scheme which are associated (here with discrete Gr\"unwald-Letnikov derivatives). Our main concerns are positivity, order preserving ,equilibrium points and stability of these points. We formulate explicit conditions under which a fractional system preserves positivity. We deduce also sufficient conditions to ensure order preserving. We deduce from these results a fractional persistence theorem which ensures that positivity, order preserving, equilibrium points and stability is preserved under a Caputo fractional embedding of a given differential equation. At the discrete level, the problem is more complicated. Following a strategy initiated by R. Mickens dealing with non local approximations, we define a non standard finite difference scheme for fractional differential equations based on discrete Gr\"unwald-Letnikov derivatives, which preserves positivity unconditionally on the discretization increment. We deduce a discrete version of the fractional persistence theorem for what concerns positivity and equilibrium points. We then apply our results to study a fractional prey-predator model introduced by Javidi and al.

Keywords

Cite

@article{arxiv.1604.02169,
  title  = {Discrete and continuous fractional persistence problems - the positivity property and applications},
  author = {Jacky Cresson and Anna Szafrańska},
  journal= {arXiv preprint arXiv:1604.02169},
  year   = {2016}
}

Comments

37 pages, 37 figures