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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

The fractional calculus is useful to model non-local phenomena. We construct a method to evaluate the fractional Caputo derivative by means of a simple explicit quadratic segmentary interpolation. This method yields to numerical resolution…

Numerical Analysis · Mathematics 2020-08-26 Alberto Ferrari , Manuel Gadella , Luis Lara , Eduardo Santillan Marcus

Fractional optimal control problems via a wide class of fractional operators with a general analytic kernel are introduced. Necessary optimality conditions of Pontryagin type for the considered problem are obtained after proving a Gronwall…

Optimization and Control · Mathematics 2021-09-24 Faical Ndairou , Delfim F. M. Torres

Fractional order models have proven to be a very useful tool for the modeling of the mechanical behaviour of viscoelastic materials. Traditional numerical solution methods exhibit various undesired properties due to the non-locality of the…

Numerical Analysis · Mathematics 2023-01-30 Kai Diethelm

In [1], we inaugurated a new area of optimal control (OC) theory that we called "periodic fractional OC theory," which was developed to find optimal ways to periodically control a fractional dynamic system. The typical mathematical…

Optimization and Control · Mathematics 2023-05-02 Kareem T. Elgindy

We consider a terminal control problem for processes governed by a nonlinear system of fractional ODEs. In order to show existence of the control, we first consider the linear counterpart of the system and reprove a number of classical…

Optimization and Control · Mathematics 2022-12-27 Maja Jolić , Sanja Konjik , Darko Mitrović

We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…

Optimization and Control · Mathematics 2015-08-21 Bram L. Gorissen

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

Using both fractional derivatives, defined in the Riemann-Liouville and Caputo senses, and classical derivatives of the integer order we examine different numerical approaches to ordinary differential equations. Generally we formulate some…

Numerical Analysis · Mathematics 2007-12-04 Jacek S. Leszczynski , Tomasz Blaszczyk

A piecewise constant Mayer cost function is used to model optimal control problems in which the state space is partitioned into several regions, each having its own Mayer cost value. In such a context, the standard numerical methods used in…

Optimization and Control · Mathematics 2021-12-02 P. -Y. Bouchet , C. Audet , L. Bourdin

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…

Optimization and Control · Mathematics 2019-09-25 Mikhail Gomoyunov

Anew method for finding closed-loop optimal controllers of fractional tracking quadratic optimal control problems is introduced. The optimality conditions for the fractional optimal control problem are obtained. Illustrative examples are…

Optimization and Control · Mathematics 2026-02-03 Iman Malmir

Nonlocal and fractional-order models capture effects that classical partial differential equations cannot describe; for this reason, they are suitable for a broad class of engineering and scientific applications that feature multiscale or…

Analysis of PDEs · Mathematics 2021-10-08 Marta D'Elia , Mamikon Gulian , Hayley Olson , George Em Karniadakis

We obtain approximation formulas for fractional integrals and derivatives of Riemann-Liouville and Marchaud types with a variable fractional order. The approximations involve integer-order derivatives only. An estimation for the error is…

Classical Analysis and ODEs · Mathematics 2013-10-29 Ricardo Almeida , Delfim F. M. Torres

We prove Euler-Lagrange and natural boundary necessary optimality conditions for fractional problems of the calculus of variations which are given by a composition of functionals. Our approach uses the recent notions of Riemann-Liouville…

Optimization and Control · Mathematics 2010-09-20 Agnieszka B. Malinowska , Moulay Rchid Sidi Ammi , Delfim F. M. Torres

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…

Numerical Analysis · Mathematics 2016-05-09 Christopher N Angstmann , Bruce I Henry , Anna V McGann

Nonlocal operators of fractional type are a popular modeling choice for applications that do not adhere to classical diffusive behavior; however, one major challenge in nonlocal simulations is the selection of model parameters. In this work…

Optimization and Control · Mathematics 2020-10-09 Olena Burkovska , Christian Glusa , Marta D'Elia

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova
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