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We review recent results obtained to solve fractional order optimal control problems with free terminal time and a dynamic constraint involving integer and fractional order derivatives. Some particular cases are studied in detail. A…

Optimization and Control · Mathematics 2013-06-04 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

Two fractional two-phase Stefan-like problems are considered by using Riemann-Liouville and Caputo derivatives of order $\alpha \in (0, 1)$ verifying that they coincide with the same classical Stefan problem at the limit case when…

Analysis of PDEs · Mathematics 2020-07-15 Sabrina Roscani , Nahuel Caruso , Domingo Tarzia

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

In this work, we propose an efficient finite element method for solving fractional Sturm-Liouville problems involving either the Caputo or Riemann-Liouville derivative of order $\alpha\in(1,2)$ on the unit interval $(0,1)$. It is based on…

Numerical Analysis · Mathematics 2013-07-22 Bangti Jin , Raytcho Lazarov , Joseph Pasciak , William Rundell

We study the fundamental problem of the calculus of variations with variable order fractional operators. Fractional integrals are considered in the sense of Riemann-Liouville while derivatives are of Caputo type.

Optimization and Control · Mathematics 2013-02-07 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

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

This paper addresses the optimal control problem for a class of nonlinear fractional systems involving Caputo derivatives and nonlocal initial conditions. The system is reformulated as an abstract Hammerstein-type operator equation,…

Optimization and Control · Mathematics 2025-04-15 Dev Prakash Jha , Raju K. George

We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…

Optimization and Control · Mathematics 2015-04-02 Harbir Antil , Enrique Otarola , Abner J. Salgado

In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…

Analysis of PDEs · Mathematics 2020-10-09 Jocemar Q. Chagas , Giuliano G. La Guardia , Ervin K. Lenzi

We introduce a new numerical method, based on Bernoulli polynomials, for solving multiterm variable-order fractional differential equations. The variable-order fractional derivative was considered in the Caputo sense, while the…

Numerical Analysis · Mathematics 2021-11-18 Somayeh Nemati , Pedro M. Lima , Delfim F. M. Torres

This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…

Probability · Mathematics 2015-12-07 M. E. Hernández-Hernández , V. N. Kolokoltsov

Fractional variational approach has gained much attention in recent years. There are famous fractional derivatives such as Caputo derivative, Riesz derivative and Riemann-Liouville derivative. Several versions of fractional variational…

Mathematical Physics · Physics 2010-06-28 Guo-cheng Wu

A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…

Optimization and Control · Mathematics 2016-07-01 J. J. Trujillo , V. M. Ungureanu

The paper provides the fractional integrals and derivatives of the Rie\-mann-Liouville and Caputo type for the five kinds of radial basis functions (RBFs), including the powers, Gaussian, multiquadric, Matern and thin-plate splines, in one…

Numerical Analysis · Mathematics 2016-12-23 Maryam Mohammadi , Robert Schaback

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 design and analyze solution techniques for a linear-quadratic optimal control problem involving the integral fractional Laplacian. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates…

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

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

In the present work, an attempted was made to develop a numerical algorithm by the use of new orthogonal hybrid functions formed from hybrid of piecewise constant orthogonal sample-and-hold functions and piecewise linear orthogonal…

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

In order to solve fractional variational problems, there exist two theorems of necessary conditions: an Euler-Lagrange equation which involves Caputo and Riemann-Liouville fractional derivatives, and other Euler-Lagrange equation that…

Optimization and Control · Mathematics 2021-04-12 Melani Barrios , Gabriela Reyero , Mabel Tidball

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