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The method of characteristics has played a very important role in mathematical physics. Preciously, it was used to solve the initial value problem for partial differential equations of first order. In this paper, we propose a fractional…

Mathematical Physics · Physics 2010-07-13 Guo-cheng Wu

We consider some possible approaches to the fractional-order generalization of definition of variation (functional) derivative. Some problems of formulation of a fractional-order variational derivative are discussed. To give a consistent…

Classical Analysis and ODEs · Mathematics 2015-02-27 Vasily E. Tarasov

The recent theory of fractional $h$-difference equations introduced in [N. R. O. Bastos, R. A. C. Ferreira, D. F. M. Torres: Discrete-time fractional variational problems, Signal Process. 91 (2011), no. 3, 513--524], is enriched with useful…

Classical Analysis and ODEs · Mathematics 2011-03-16 Rui A. C. Ferreira , Delfim F. M. Torres

Computational methods for fractional differential equations exhibit essential instability. Even a minor modification of the coefficients or other entry data may switch good results to the divergent. The goal of this paper is to suggest the…

Numerical Analysis · Mathematics 2021-12-20 P. B. Dubovski , J. A. Slepoi

In this paper we provide a definition of fractional gradient operators, related to directional derivatives. We develop a fractional vector calculus, providing a probabilistic interpretation and mathematical tools to treat multidimensional…

Mathematical Physics · Physics 2013-05-21 M. D'Ovidio , R. Garra

We give a proper fractional extension of the classical calculus of variations by considering variational functionals with a Lagrangian depending on a combined Caputo fractional derivative and the classical derivative. Euler-Lagrange…

Optimization and Control · Mathematics 2011-11-11 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then…

Classical Analysis and ODEs · Mathematics 2014-12-05 Nadia Benkhettou , Artur M. C. Brito da Cruz , Delfim F. M. Torres

This paper is a summary of the theory of discrete embeddings introduced in [5]. A discrete embedding is an algebraic procedure associating a numerical scheme to a given ordinary differential equation. Lagrangian systems possess a…

Numerical Analysis · Mathematics 2016-01-20 Loïc Bourdin , Jacky Cresson , Isabelle Greff , Pierre Inizan

We prove Noether-type theorems for fractional isoperimetric variational problems with Riemann-Liouville derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples, in the fractional context of the calculus…

Optimization and Control · Mathematics 2013-07-09 Gastao S. F. Frederico , Delfim F. M. Torres

In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order…

Numerical Analysis · Mathematics 2015-12-16 Ricardo Almeida , Nuno R. O. Bastos

In the present article, a new method for the evaluation of fractional derivatives of arbitrary real order is proposed. Numerous but inequivalent formulations have been given in the past. Some of them exhibit unsatisfactory properties such…

Functional Analysis · Mathematics 2021-05-04 Cyril Belardinelli

We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…

Optimization and Control · Mathematics 2020-08-10 Houssine Zine , Delfim F. M. Torres

We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…

Numerical Analysis · Mathematics 2021-10-12 Xiangcheng Zheng

Fractional differential equations provide a tractable mathematical framework to describe anomalous behavior in complex physical systems, yet they introduce new sensitive model parameters, i.e. derivative orders, in addition to model…

Numerical Analysis · Mathematics 2018-06-05 Ehsan Kharazmi , Mohsen Zayernouri

Fractional calculus is a powerful and effective tool for modelling nonlinear systems. The M derivative is the generalization of alternative fractional derivative. This M derivative obey the properties of integer calculus. In this paper, we…

General Mathematics · Mathematics 2019-03-29 V. Padmapriya , M. Kaliyappan

In the present work, we formulate a necessary condition for functionals with Lagrangians depending on fractional derivatives of differentiable functions to possess an extremum. The Euler-Lagrange equation we obtained generalizes previously…

Mathematical Physics · Physics 2013-08-01 Matheus Jatkoske Lazo

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

Diffusive representations of fractional differential and integral operators can provide a convenient means to construct efficient numerical algorithms for their approximate evaluation. In the current literature, many different variants of…

Numerical Analysis · Mathematics 2024-07-15 Kai Diethelm

The following document presents a possible solution and a brief stability analysis for a nonlinear system, which is obtained by studying the possibility of building a hybrid solar receiver; It is necessary to mention that the solution of…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz , P. M. Rodrigo , E. De-la-Vega , C. C. Calabrese

We study the fundamental problem of the calculus of variations with variable order fractional operators. Fractional integrals are considered in the sense of Riemann-Liouville while derivatives are of Caputo type.

Optimization and Control · Mathematics 2013-02-07 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres