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Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…

High Energy Physics - Phenomenology · Physics 2010-05-28 Mathias Wagner , Andrea Walther , Bernd-Jochen Schaefer

A new definition of a fractional derivative has recently been developed, making use of a fractional Dirac delta function as its integral kernel. This derivative allows for the definition of a distributional fractional derivative, and as…

Classical Analysis and ODEs · Mathematics 2018-05-16 Evan Camrud

We introduce a notion of fractional (noninteger order) derivative on an arbitrary nonempty closed subset of the real numbers (on a time scale). Main properties of the new operator are proved and several illustrative examples given.

Classical Analysis and ODEs · Mathematics 2016-09-06 Benaoumeur Bayour , Delfim F. M. Torres

Fractional processes have gained popularity in financial modeling due to the dependence structure of their increments and the roughness of their sample paths. The non-Markovianity of these processes gives, however, rise to conceptual and…

Mathematical Finance · Quantitative Finance 2018-02-07 Philipp Harms , David Stefanovits

A complex-analytic structure within the unit disk of the complex plane is presented. It can be used to represent and analyze a large class of real functions. It is shown that any integrable real function can be obtained by means of the…

Complex Variables · Mathematics 2019-02-19 Jorge L. deLyra

For fractional derivatives and time-fractional differential equations, we construct a framework on the basis of the operator theory in fractional Sobolev spaces. Our framework provides a feasible extension of the classical Caputo and the…

Analysis of PDEs · Mathematics 2022-01-24 Masahiro Yamamoto

This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter…

Optimization and Control · Mathematics 2018-06-19 Ricardo Almeida , Dina Tavares , Delfim F. M. Torres

Fractional order derivatives and integrals (differintegrals) are viewed from a frequency-domain perspective using the formalism of Riesz, providing a computational tool as well as a way to interpret the operations in the frequency domain.…

Computer Vision and Pattern Recognition · Computer Science 2014-05-09 William A. Sethares , Selçuk Ş. Bayın

Fractional derivatives are generalization to classical integer-order derivatives. The rules which are true for classical derivative need not hold for the fractional derivatives, for example, we cannot simply add the fractional orders…

Dynamical Systems · Mathematics 2022-08-29 Sachin Bhalekar , Madhuri Patil

In this article, we impose a new class of fractional analytic functions in the open unit disk. By considering this class, we define a fractional operator, which is generalized Salagean and Ruscheweyh differential operators. Moreover, by…

Complex Variables · Mathematics 2016-02-26 Zainab E. Abdulnaby , Rabha W. Ibrahim , Adem Kilicman

In this paper, we discuss some problems of elementary plane differential geometry and kinematics. Although the results are not new, the consistent use of complex-valued functions (plane curves) of a real variable (parameter) allows to…

Differential Geometry · Mathematics 2024-07-08 Uwe Bäsel

Using fractional calculus we define integrals of the form $% \int_{a}^{b}f(x_{t})dy_{t}$, where $x$ and $y$ are vector-valued H\"{o}lder continuous functions of order $\displaystyle \beta \in (\frac13, \frac12)$ and $f$ is a continuously…

Probability · Mathematics 2007-05-23 Yaozhong Hu , David Nualart

Two approximations, derived from continuous expansions of Riemann-Liouville fractional derivatives into series involving integer order derivatives, are studied. Using those series, one can formally transform any problem that contains…

Optimization and Control · Mathematics 2013-05-10 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

In this paper, by making use of a certain family of fractional derivative operators in the complex domain, we introduce and investigate a new subclass $\mathcal{P}_{\tau,\mu}(k,\delta,\gamma)$ of analytic and univalent functions in the open…

Complex Variables · Mathematics 2015-11-06 Zainab Esa , H. M. Srivastava , Adem Kilicman , Rabha W. Ibrahim

Fractional operators play an important role in modeling nonlocal phenomena and problems involving coarse-grained and fractal spaces. The fractional calculus of variations with functionals depending on derivatives and/or integrals of…

Optimization and Control · Mathematics 2014-06-23 Matheus J. Lazo , Delfim F. M. Torres

The essentials of fractional calculus according to different approaches that can be useful for our applications in the theory of probability and stochastic processes are established. In addition to this, from this fractional integral one…

Mathematical Physics · Physics 2013-07-31 Nicy Sebastian

Fractional differential calculus is a mathematical tool that has found applications in the study of social and physical behaviors considered ``anomalous''. It is often used when traditional integer derivatives models fail to represent cases…

General Relativity and Quantum Cosmology · Physics 2024-05-07 Kevin Marroquín , Genly Leon , Alfredo D. Millano , Claudio Michea , Andronikos Paliathanasis

We obtain a new decomposition of the Riemann-Liouville operators of fractional integration as a series involving derivatives (of integer order). The new formulas are valid for functions of class $C^n$, $n \in \mathbb{N}$, and allow us to…

Classical Analysis and ODEs · Mathematics 2012-10-29 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

Numerical Analysis · Mathematics 2015-08-19 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

This article analysis differential equations which represents damped and fractional oscillators. First, it is shown that prior to using physical quantities in fractional calculus, it is imperative that they are turned dimensionless.…