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Finite differences, as a subclass of direct methods in the calculus of variations, consist in discretizing the objective functional using appropriate approximations for derivatives that appear in the problem. This article generalizes the…

Optimization and Control · Mathematics 2013-08-09 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

In this work, a new relationship is established between the solutions of higher fractional differential equations and a Wright-type transformation. Solutions could be interpreted as expected values of functions in a random time process. As…

Numerical Analysis · Mathematics 2024-04-02 M. Nacianceno , T. Oraby , H. Rodrigo , Y. Sepulveda , J. Sifuentes , E. Suazo , T. Stuck , J. Williams

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

Isoperimetric problems consist in minimizing or maximizing a cost functional subject to an integral constraint. In this work, we present two fractional isoperimetric problems where the Lagrangian depends on a combined Caputo derivative of…

Optimization and Control · Mathematics 2017-01-17 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

We give a proper fractional extension of the classical calculus of variations. Necessary optimality conditions of Euler-Lagrange type for variational problems containing both classical and fractional derivatives are proved. The fundamental…

Optimization and Control · Mathematics 2012-02-28 Tatiana Odzijewicz , Delfim F. M. Torres

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

This paper presents an efficient numerical technique for solving multi-dimensional fractional optimal control problems using fractional-order generalized Bernoulli wavelets. The numerical results obtained by this method have been compared…

Optimization and Control · Mathematics 2023-10-13 Akanksha Singh , S. Saha Ray

We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral. Main results give fractional Euler-Lagrange type equations and…

Optimization and Control · Mathematics 2011-11-11 Ricardo Almeida , Shakoor Pooseh , Delfim F. M. Torres

A geometric derivation of numerical integrators for optimal control problems is proposed. It is based in the classical technique of generating functions adapted to the special features of optimal control problems.

Optimization and Control · Mathematics 2025-10-20 M. de Leon , D. Martin de Diego , A. Santamaria-Merino

This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…

Optimization and Control · Mathematics 2015-06-04 Fernando Jimenez , Marin Kobilarov , David Martin de Diego

In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…

Analysis of PDEs · Mathematics 2020-08-10 H. I. Abdel-Gawad , N. H. Sweilam , S. M. AL-Mekhlafi , D. Baleanu

We consider an extension of the well-known Hamilton-Jacobi-Bellman (HJB) equation for fractional order dynamical systems in which a generalized performance index is considered for the related optimal control problem. Owing to the…

Optimization and Control · Mathematics 2018-11-29 Abolhassan Razminia , Mehdi AsadiZadehShiraz , Delfim F. M. Torres

The fact that the first variation of a variational functional must vanish along an extremizer is the base of most effective solution schemes to solve problems of the calculus of variations. We generalize the method to variational problems…

Optimization and Control · Mathematics 2018-02-14 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

In this paper we obtain new estimates of the Hadamard fractional derivatives of a function at its extreme points. The extremum principle is then applied to show that the initial-boundary-value problem for linear and nonlinear…

Analysis of PDEs · Mathematics 2019-10-22 Mokhtar Kirane , Berikbol T. Torebek

Recently, a new fractional derivative called the conformable fractional derivative is given which is based on the basic limit definition of the derivative in [1]. Then, the fractional versions of chain rules, exponential functions,…

Classical Analysis and ODEs · Mathematics 2016-02-19 Emrahünal , Ahmet Gökdoğan

The fractional calculus of variations is now a subject under strong research. Different definitions for fractional derivatives and integrals are used, depending on the purpose under study. In this paper the fractional operators are defined…

Optimization and Control · Mathematics 2012-02-01 Agnieszka B. Malinowska

In the paper, we utilize the fractional differential transformation (FDT) to solving singular initial value problem of fractional Emden-Fowler type differential equations. The solutions of our model equations are calculated in the form of…

Numerical Analysis · Mathematics 2024-12-20 Josef Rebenda , Zdeněk Šmarda

This study reexamines diffusive representations for fractional integrals with the goal of pioneering new variants of such representations. These variants aim to offer highly efficient numerical algorithms for the approximate computation of…

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

We begin by reporting on some recent results of the authors (Frederico and Torres, 2006), concerning the use of the fractional Euler-Lagrange notion to prove a Noether-like theorem for the problems of the calculus of variations with…

Optimization and Control · Mathematics 2010-10-25 Gastao S. F. Frederico , Delfim F. M. Torres

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