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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

We obtain Euler-Lagrange and transversality optimality conditions for higher-order infinite horizon variational problems on a time scale. The new necessary optimality conditions improve the classical results both in the continuous and…

Optimization and Control · Mathematics 2012-11-13 Natalia Martins , Delfim F. M. Torres

We prove higher-order Euler-Lagrange and DuBois-Reymond stationary conditions to fractional action-like variational problems. More general fractional action-like optimal control problems are also considered.

Optimization and Control · Mathematics 2008-05-25 Gastao S. F. Frederico , Delfim F. M. Torres

In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…

General Mathematics · Mathematics 2023-09-08 Oleg Yaremko , Andrey Yachmenev

This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional…

General Mathematics · Mathematics 2016-11-03 Ricardo Almeida , Nuno R. O. Bastos , M. Teresa T. Monteiro

We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…

Computational Finance · Quantitative Finance 2012-10-10 Timothy C. Johnson

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

Main results and techniques of the fractional calculus of variations are surveyed. We consider variational problems containing Caputo derivatives and study them using both indirect and direct methods. In particular, we provide necessary…

Optimization and Control · Mathematics 2018-11-12 Ricardo Almeida , Delfim F. M. Torres

We prove a sufficient optimality condition for non-linear optimal control problems with delays in both state and control variables. Our result requires the verification of a Hamilton-Jacobi partial differential equation and is obtained…

Optimization and Control · Mathematics 2019-06-17 Ana P. Lemos-Paiao , Cristiana J. Silva , Delfim F. M. Torres

We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves…

Optimization and Control · Mathematics 2016-10-25 Ricardo Almeida , Delfim F. M. Torres

This article deals with variational optimal-control problems on time scales in the presence of delay in the state variables. The problem is considered on a time scale unifying the discrete, the continuous and the quantum cases. Two examples…

Dynamical Systems · Mathematics 2009-12-15 Thabet Abdeljawad , Fahd Jarad , Dumitru Baleanu

We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then…

Classical Analysis and ODEs · Mathematics 2014-12-05 Nadia Benkhettou , Artur M. C. Brito da Cruz , 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

This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…

Optimization and Control · Mathematics 2014-05-19 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

We study dynamic minimization problems of the calculus of variations with Lagrangian functionals containing Riemann-Liouville fractional integrals, classical and Caputo fractional derivatives. Under assumptions of regularity, coercivity and…

Optimization and Control · Mathematics 2013-01-01 Loïc Bourdin , Tatiana Odzijewicz , Delfim F. M. Torres

We prove Euler-Lagrange type equations and transversality conditions for generalized infinite horizon problems of the calculus of variations on time scales. Here the Lagrangian depends on the independent variable, an unknown function and…

Optimization and Control · Mathematics 2013-01-31 Monika Dryl , Delfim F. M. Torres

We prove convergence of piecewise polynomial collocation methods applied to periodic boundary value problems for functional differential equations with state-dependent delays. The state dependence of the delays leads to nonlinearities that…

Numerical Analysis · Mathematics 2025-11-03 Alessia andò , Jan Sieber

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

In this paper, we use the fractional calculus to discuss the fractional mechanics, where the time derivative is replaced with the fractional derivative of order $\nu$. We deal with the motion of a body in a resisting medium where the…

General Physics · Physics 2015-06-15 Won Sang Chung , Min Jung

We generalize the fractional variational problem by allowing the possibility that the lower bound in the fractional derivative does not coincide with the lower bound of the integral that is minimized. Also, for the standard case when these…

Functional Analysis · Mathematics 2015-05-27 Teodor M. Atanackovic , Sanja Konjik , Stevan Pilipovic