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We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…

Classical Analysis and ODEs · Mathematics 2015-12-08 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

Recently, fractional differential equations have been investigated via the famous variational iteration method. However, all the previous works avoid the term of fractional derivative and handle them as a restricted variation. In order to…

Exactly Solvable and Integrable Systems · Physics 2010-10-20 Guo-cheng Wu

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

This article deals with higher order Caputo fractional variational problems with the presence of delay in the state variables and their integer higher order derivatives.

Dynamical Systems · Mathematics 2011-05-27 Fahd Jarad , Thabet Abdeljawad , Dumitru Baleanu

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

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 consider fractional order optimal control problems in which the dynamic control system involves integer and fractional order derivatives and the terminal time is free. Necessary conditions for a state/control/terminal-time triplet to be…

Optimization and Control · Mathematics 2013-11-01 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

Based on a method introduced by Leitmann [Internat. J. Non-Linear Mech. {\bf 2} (1967), 55--59], we exhibit exact solutions for some fractional optimization problems of the calculus of variations and optimal control.

Optimization and Control · Mathematics 2010-09-29 Ricardo Almeida , Delfim F. M. Torres

We study two generalizations of fractional variational problems by considering higher-order derivatives and a state time delay. We prove a higher-order integration by parts formula involving a Caputo fractional derivative of variable order…

Optimization and Control · Mathematics 2018-04-20 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

We introduce a discrete-time fractional calculus of variations on the time scale $h\mathbb{Z}$, $h > 0$. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and…

Optimization and Control · Mathematics 2010-10-29 Nuno R. O. Bastos , Rui A. C. Ferreira , Delfim F. M. Torres

This paper provides necessary and sufficient conditions of optimality for variational problems that deal with a fractional derivative with respect to another function. Fractional Euler--Lagrange equations are established for the fundamental…

Optimization and Control · Mathematics 2017-02-06 Ricardo Almeida

Nowadays, fractional differential equations are a well established tool to model phenomena from the real world. Since the analytical solution is rarely available, there is a great effort in constructing efficient numerical methods for their…

Numerical Analysis · Mathematics 2021-01-29 Enza Pellegrino , Laura Pezza , Francesca Pitolli

In the present article an endeavor is made to solve the variable order fractional diffusion equations using a powerful method viz., Homotopy Analysis method. It is demonstrated how the method can be used while solving approximately two…

General Mathematics · Mathematics 2026-04-16 Vivek Mishra , S. Das

We prove multidimensional integration by parts formulas for generalized fractional derivatives and integrals. The new results allow us to obtain optimality conditions for multidimensional fractional variational problems with Lagrangians…

Mathematical Physics · Physics 2013-10-14 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

We propose two efficient numerical approaches for solving variable-order fractional optimal control-affine problems. The variable-order fractional derivative is considered in the Caputo sense, which together with the Riemann-Liouville…

Optimization and Control · Mathematics 2020-10-14 Somayeh Nemati , Delfim F. M. Torres

We present a novel algorithm for calculating the discrete fractional Hadamard transform for data vectors whose size N is a power of two. A direct method for calculation of the discrete fractional Hadamard transform requires $N^2$…

Data Structures and Algorithms · Computer Science 2015-07-21 Aleksandr Cariow , Dorota Majorkowska-Mech

In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…

Probability · Mathematics 2012-06-14 Mirko D'Ovidio

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

In this paper, an easy-to-implement and computationally effective numerical method based on the new orthogonal hybrid functions is developed to solve system of fractional order differential equations numerically. The new orthogonal hybrid…

Numerical Analysis · Mathematics 2018-01-23 Seshu Kumar Damarla , Madhusree Kundu

The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz