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Fractional variation is defined as the limit of the difference quotient of the increments of a function and its argument raised to a fractional power. Fractional velocity can be suitable for characterizing singular behavior of derivatives…

Classical Analysis and ODEs · Mathematics 2015-05-01 Dimiter Prodanov

We generalize the fractional Caputo derivative to the fractional derivative ${{^CD}^{\alpha,\beta}_{\gamma}}$, which is a convex combination of the left Caputo fractional derivative of order $\alpha$ and the right Caputo fractional…

Optimization and Control · Mathematics 2011-09-23 Agnieszka B. Malinowska , Delfim F. M. Torres

Truncated Levy flights are stochastic processes which display a crossover from a heavy-tailed Levy behavior to a faster decaying probability distribution function (pdf). Putting less weight on long flights overcomes the divergence of the…

Condensed Matter · Physics 2009-11-10 I. M. Sokolov , A. V. Chechkin , J. Klafter

In this paper we present three types of Caputo-Hadamard derivatives of variable fractional order, and study the relations between them. An approximation formula for each fractional operator, using integer-order derivatives only, is…

Numerical Analysis · Mathematics 2016-07-27 Ricardo Almeida

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.…

Fractional calculus of variation plays an important role to formulate the non-conservative physical problems. In this paper we use semi-inverse method and fractional variational principle to formulate the fractional order generalized…

Analysis of PDEs · Mathematics 2017-12-21 Uttam Ghosh , Susmita Sarkar , Shantanu Das

Fractional calculus with respect to function $\psi$, also named as $\psi$-fractional calculus, generalizes the Hadamard and the Riemann-Liouville fractional calculi, which causes challenge in numerical treatment. In this paper we study…

Numerical Analysis · Mathematics 2023-12-29 Tinggang Zhao , Zhenyu Zhao , Changpin Li , Dongxia Li

We investigate the possibilities to calculate vector partition functions by means of iterated partial fraction decomposition, as suggested by Beck (2004). Particularly, for an important type of families of rational functions, we describe an…

Combinatorics · Mathematics 2009-12-08 Thomas Bliem

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

A connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results…

Statistical Mechanics · Physics 2011-03-01 A. M. Mathai , H. J. Haubold

The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.

Probability · Mathematics 2009-10-20 Frédéric Lavancier , Anne Philippe , Donatas Surgailis

We present a calculation of the spectral properties of a single charge doped at a Cu($3d$) site of the Cu-F plane in KCuF$_{3}$. The problem is treated by generating the equations of motion for the Green's function by means of subsequent…

Strongly Correlated Electrons · Physics 2016-12-26 Krzysztof Bieniasz , Mona Berciu , Andrzej M. Oleś

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

In this paper, a new variant to fractional signal processing is proposed known as the Reduced Order Fractional Fourier Transform. Various properties satisfied by its transformation kernel is derived. The properties associated with the…

Signal Processing · Electrical Eng. & Systems 2018-04-18 Sanjay Kumar

In this work we look at the original fractional calculus of variations problem in a somewhat different way. As a simple consequence, we show that a fractional generalization of a classical problem has a solution without any restrictions on…

Optimization and Control · Mathematics 2019-08-27 Rui A. C. Ferreira

This contribution proposes a new formulation to efficiently compute directional derivatives of order one to fourth. The formulation is based on automatic differentiation implemented with dual numbers. Directional derivatives are particular…

Numerical Analysis · Mathematics 2023-06-14 R. Peón-Escalante , K. B. Cantún-Avila , O. Carvente , A. Espinosa-Romero , F. Peñuñuri

In a recent paper (Abe S 2013 Phys. Rev. E 88 022142), a variational principle has been formulated for spatiotemporally-fractional Fokker-Planck equations and applied to derivations of their approximate analytic solutions based on the…

Statistical Mechanics · Physics 2015-04-21 Sumiyoshi Abe , Akifumi Oohata

This paper is concerned with analyzing a class of fractional calculus of variations problems and their associated Euler-Lagrange (fractional differential) equations. Unlike the existing fractional calculus of variations which is based on…

Analysis of PDEs · Mathematics 2021-07-12 Xiaobing Feng , Mitchell Sutton

In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with drift, $W_t = B_t + \mu t, t\geq 0,$ where $(B_t)$ is a…

Probability · Mathematics 2011-12-09 Rafał Łochowski

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