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Many different types of fractional calculus have been proposed, which can be organised into some general classes of operators. For a unified mathematical theory, results should be proved in the most general possible setting. Two important…

Classical Analysis and ODEs · Mathematics 2021-01-12 Christian Maxime Steve Oumarou , Hafiz Muhammad Fahad , Jean-Daniel Djida , Arran Fernandez

In this paper we introduce the notion of fractional martingale as the fractional derivative of order $\alpha$ of a continuous local martingale, where $\alpha\in(-{1/2},{1/2})$, and we show that it has a nonzero finite variation of order…

Probability · Mathematics 2009-12-09 Yaozhong Hu , David Nualart , Jian Song

Fractional dynamics is a field of study in physics and mechanics investigating the behavior of objects and systems that are characterized by power-law non-locality, power-law long-term memory or fractal properties by using integrations and…

General Physics · Physics 2015-03-12 Vasily E. Tarasov

We exhibit a numerical method to solve fractional variational problems, applying a decomposition formula based on Jacobi polynomials. Formulas for the fractional derivative and fractional integral of the Jacobi polynomials are proven. By…

Numerical Analysis · Mathematics 2015-12-08 Hassan Khosravian-Arab , Ricardo Almeida

We generalize the fractional Caputo derivative to the fractional derivative ${{^CD}^{\alpha,\beta}_{\gamma}}$, which is a convex combination of the left Caputo fractional derivative of order $\alpha$ and the right Caputo fractional…

Optimization and Control · Mathematics 2011-09-23 Agnieszka B. Malinowska , Delfim F. M. Torres

In this paper, we revisit the diffusive representations of fractional integrals established in \cite{diethelm2023diffusive} to explore novel variants of such representations which provide highly efficient numerical algorithms for the…

Numerical Analysis · Mathematics 2025-07-08 Renu Chaudhary , Kai Diethelm

An important class of fractional differential and integral operators is given by the theory of fractional calculus with respect to functions, sometimes called $\Psi$-fractional calculus. The operational calculus approach has proved useful…

Classical Analysis and ODEs · Mathematics 2020-08-11 Hafiz Muhammad Fahad , Mujeeb ur Rehman , Arran Fernandez

Fractional dissipation is a powerful tool to study non-local physical phenomena such as damping models. The design of geometric, in particular, variational integrators for the numerical simulation of such systems relies on a variational…

Numerical Analysis · Mathematics 2024-03-28 Khaled Hariz , Fernando Jiménez , Sina Ober-Blöbaum

The Fourier transform is naturally defined for integrable functrions. Otherwise, it should be stipulated in which sense the Fourier transform is understood. We consider some class of radial and, generally saying, nonintegrable functions.…

funct-an · Mathematics 2008-02-03 Elijah Liflyand

A form of the Laplace transform is reviewed as a paradigm for an entire class of fractional functional transforms. Various of its properties are discussed. Such transformations should be useful in application to differential/integral…

Data Analysis, Statistics and Probability · Physics 2018-04-30 R. A. Treumann , W. Baumjohann

In this paper we present three types of Caputo-Hadamard derivatives of variable fractional order, and study the relations between them. An approximation formula for each fractional operator, using integer-order derivatives only, is…

Numerical Analysis · Mathematics 2016-07-27 Ricardo Almeida

In this paper, we introduce two new non-singular kernel fractional derivatives and present a class of other fractional derivatives derived from the new formulations. We present some important results of uniformly convergent sequences of…

Classical Analysis and ODEs · Mathematics 2017-12-19 J. Vanterler da C. Sousa , E. Capelas de Oliveira

H\"older functions represent mathematical models of nonlinear physical phenomena. This work investigates the general conditions of existence of fractional velocity as a localized generalization of ordinary derivative with regard to the…

Classical Analysis and ODEs · Mathematics 2016-08-02 Dimiter Prodanov

We survey methods and results of fractional differential equations in which an unknown function is under the operation of integration and/or differentiation of fractional order. As an illustrative example, we review results on fractional…

Analysis of PDEs · Mathematics 2018-11-12 Moulay Rchid Sidi Ammi , Delfim F. M. Torres

This paper presents the Euler-Lagrange equations for fractional variational problems with multiple integrals. The fractional Noether-type theorem for conservative and nonconservative generalized physical systems is proved. Our approach uses…

Optimization and Control · Mathematics 2012-10-09 Agnieszka B. Malinowska

Since the seminal work of Emmy Noether it is well know that all conservations laws in physics, \textrm{e.g.}, conservation of energy or conservation of momentum, are directly related to the invariance of the action under a family of…

Optimization and Control · Mathematics 2016-03-16 Gastão S. F. Frederico , Matheus J. Lazo

This paper defines a new class of fractional differential operators alongside a family of random variables whose density functions solve fractional differential equations equipped with these operators. These equations can be further used to…

Probability · Mathematics 2019-05-28 Corina D. Constantinescu , Jorge M. Ramirez , Wei R. Zhu

This paper addresses both necessary and relevant sufficient extremum conditions for a variational problem defined by a smooth Lagrangian, involving higher derivatives of several variable vector valued functions. A general formulation of…

Mathematical Physics · Physics 2011-07-28 Mahouton Norbert Hounkonnou , Pascal Dkengne Sielenou

Fractional vector calculus is discussed in the spherical coordinate framework. A variation of the Legendre equation and fractional Bessel equation are solved by series expansion and numerically. Finally, we generalize the hypergeometric…

Mathematical Physics · Physics 2010-01-19 Ming-Fan Li , Ji-Rong Ren , Tao Zhu

The classical example of no-where differentiable but everywhere continuous function is Weierstrass function. In this paper we define the fractional order Weierstrass function in terms of Jumarie fractional trigonometric functions. The…

Classical Analysis and ODEs · Mathematics 2016-03-14 Uttam Ghosh , Susmita Sarkar , Shantanu Das