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This paper presents an efficient numerical method for solving fractional optimal control problems using an operational matrix for a fractional wavelet. Using well-known formulae such as Caputo and Riemann-Liouville operators to determine…

Optimization and Control · Mathematics 2023-10-11 S. Saha Ray , Akanksha Singh

In this paper, we study some new properties of Sadik transform such as integration, time delay, initial value theorem, and final value theorem. Moreover, we prove the theorem of Sadik transform for Caputo fractional derivative and we also…

General Mathematics · Mathematics 2019-12-30 Saleh S. Redhwan , Sadikali L. Shaikh , Mohammed S. Abdo

In this paper, a finite-horizon optimal control problem involving a dynamical system described by a linear Caputo fractional differential equation and a quadratic cost functional is considered. An explicit formula for the value functional…

Optimization and Control · Mathematics 2024-04-25 Mikhail I. Gomoyunov

We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…

Probability · Mathematics 2017-10-11 Stefano Bonaccorsi , Mirko D'Ovidio , Sonia Mazzucchi

A Caputo-type fractional-order mathematical model for "metapopulation cholera transmission" was recently proposed in [Chaos Solitons Fractals 117 (2018), 37--49]. A sensitivity analysis of that model is done here to show the accuracy…

Optimization and Control · Mathematics 2021-12-08 Silverio Rosa , Delfim F. M. Torres

As it is known various dynamical processes can be modeled through the systems of time-fractional order pseudo-differential equations. In the modeling process one frequently faces with determining the adequate orders of time-fractional…

Analysis of PDEs · Mathematics 2021-07-21 Ravshan Ashurov , Sabir Umarov

Derivatives of fractional order are introduced in different ways: as left-inverse of the fractional integral or by generalizing the limit of the difference quotient defining integer-order derivatives. Although the two approaches lead (under…

Classical Analysis and ODEs · Mathematics 2020-06-18 Roberto Garrappa , Eva Kaslik

A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…

Optimization and Control · Mathematics 2019-02-20 Yuanchang Wang , Jiongmin Yong

In this paper, we consider the backward problem for fractional in time evolution equations $\partial_t^\alpha u(t)= A u(t)$ with the Caputo derivative of order $0<\alpha \le 1$, where $A$ is a self-adjoint and bounded above operator on a…

Analysis of PDEs · Mathematics 2022-11-30 S. E. Chorfi , L. Maniar , M. Yamamoto

For a class of tempered fractional terminal value problems of the Caputo type, we study the existence and uniqueness of the solution, analyse the continuous dependence on the given data and using a shooting method, we present and discuss…

Numerical Analysis · Mathematics 2017-05-12 Luisa Morgado , Magda Rebelo

We review some fractional free boundary problems that were recently considered for modeling anomalous phase-transitions. All problems are of Stefan type and involve fractional derivatives in time according to Caputo's definition. We survey…

Analysis of PDEs · Mathematics 2020-02-18 Andrea N. Ceretani

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. This problem was first considered by \citet{nigmatullin}, and \citet{zaslavsky} in $\mathbb R^d$ for modeling some physical…

Probability · Mathematics 2016-11-29 Erkan Nane

In this article we study an optimal control problem subject to the Fokker-Planck equation \[ \partial_t \rho - \nu \Delta \rho - {\rm div } \big(\rho B[u]\big) = 0. \] The control variable $u$ is time-dependent and possibly…

Analysis of PDEs · Mathematics 2021-01-19 M. Soledad Aronna , Fredi Tröltzsch

Direct and inverse source problems of a fractional diffusion equation with regularized Caputo-like counterpart hyper-Bessel operator are considered. Solutions to these problems are constructed based on appropriate eigenfunction expansion…

Analysis of PDEs · Mathematics 2016-11-22 Fatma Al-Musalhi , Nasser Al-Salti , Erkinjon Karimov

Problem of time-optimal control of linear systems with fractional dynamics is treated in the paper from the convex-analytic standpoint. A linear system of fractional differential equations involving Riemann--Liouville derivatives is…

Optimization and Control · Mathematics 2020-07-02 Ivan Matychyn

The main purpose of this paper is to study the special fractional-order Chen-Lee system, using the Caputo fractional derivatives. For this fractional model we investigate the existence and uniqueness of solution of initial value problem,…

Dynamical Systems · Mathematics 2024-08-16 Mihai Ivan

This short study consists of two parts, firstly we obtain some inequalities on Caputo Fractional derivatives using the elementary inequalities. Secondly we establish several new inequalities including Caputo fractional derivatives for…

Functional Analysis · Mathematics 2024-04-24 M. Emin Özdemir

This document states the normal vector system for modified Hopf boundaries of delay differential systems with state and parameter dependent delays. Specifically, it states the proof for Proposition 1 in the paper entitled "Robust…

Dynamical Systems · Mathematics 2019-03-14 Jonas Otten , Martin Mönnigmann

A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…

Optimization and Control · Mathematics 2016-07-01 J. J. Trujillo , V. M. Ungureanu

We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…

Optimization and Control · Mathematics 2016-10-31 Nacira Agram , Elin Engen Rose