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We investigate the celebrated mathematical SICA model but using fractional differential equations in order to better describe the dynamics of HIV-AIDS infection. The infection process is modelled by a general functional response and the…

Optimization and Control · Mathematics 2021-01-21 Adnane Boukhouima , El Mehdi Lotfi , Marouane Mahrouf , Silverio Rosa , Delfim F. M. Torres , Noura Yousfi

We develop a simple and accurate method to solve fractional variational and fractional optimal control problems with dependence on Caputo and Riemann-Liouville operators. Using known formulas for computing fractional derivatives of…

Optimization and Control · Mathematics 2017-07-21 Salman Jahanshahi , Delfim F. M. Torres

We investigate the spreading properties of a three-species competition-diffusion system, which is non-cooperative. We apply the Hamilton-Jacobi approach, due to Freidlin, Evans and Souganidis, to establish upper and lower estimates of…

Analysis of PDEs · Mathematics 2021-01-19 King-Yeung Lam , Qian Liu , Shuang Liu

We explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation we use the Hamilton--Jacobi--Bellman…

Optimization and Control · Mathematics 2022-10-19 Alessandro Alla , Marta D'Elia , Christian Glusa , Hugo Oliveira

Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…

Numerical Analysis · Mathematics 2020-08-24 Minghua Chen , Jiankang Shi , Weihua Deng

In this paper, an attempt is made to understand the dynamics of a fractional order three species Leslie-Gower predator prey food chain model with simplified Holling type IV functional response by considering fractional derivative in Caputo…

Dynamical Systems · Mathematics 2024-01-30 Shuvojit Mondal , Nandadulal Bairagi

In the present work, we discuss a unique solvability of an inverse-source problem with integral transmitting condition for time-fractional mixed type equation in a rectangular domain, where the unknown source term depends on space variable…

Analysis of PDEs · Mathematics 2016-04-01 Erkinjon Karimov , Nasser Al-Salti , Sebti Kerbal

We propose a new fractional derivative, the Hilfer-Katugampola fractional derivative. Motivated by the Hilfer derivative this formulation interpolates the well-known fractional derivatives of Hilfer, Hilfer-Hadamard, Riemann-Liouville,…

Classical Analysis and ODEs · Mathematics 2017-11-13 D. S. Oliveira , E. Capelas de Oliveira

In this paper, we consider the backward problem for fractional in time evolution equations $\partial_t^\alpha u(t)= A u(t)$ with the Caputo derivative of order $0<\alpha \le 1$, where $A$ is a self-adjoint and bounded above operator on a…

Analysis of PDEs · Mathematics 2022-11-30 S. E. Chorfi , L. Maniar , M. Yamamoto

We use Sadavoskii's fixed point method to investigate the existence and uniqueness of solutions of Caputo impulsive fractional differential equations of order \alpha between 0 and 1 with one example of impulsive logistic model and few other…

Classical Analysis and ODEs · Mathematics 2013-04-02 Lakshman Mahto , Syed Abbas , Angelo Favini

The construction of an efficient portfolio with a good level of return and minimal risk depends on selecting the optimal combination of stocks. This paper introduces a novel decision-making framework for stock selection based on fractional…

Statistics Theory · Mathematics 2025-07-04 Poulami Paul , Chanchal Kundu

We consider an optimal control problem for a dynamical system described by a Caputo fractional differential equation and a terminal cost functional. We prove that, under certain assumptions, the (non-smooth, in general) value functional of…

Optimization and Control · Mathematics 2024-04-25 Mikhail Gomoyunov

Dynamical mean-field theory (DMFT) is a useful tool to analyze models of strongly correlated fermions like the Hubbard model. In DMFT, the lattice of the model is replaced by a single impurity site embedded in an effective bath. The…

Quantum Physics · Physics 2026-03-27 Stefan Wolf , Martin Eckstein , Michael J. Hartmann

In this paper, we approximate numerically the solution of Caputo-type advection-diffusion equations of the form $D_t^{\alpha} u(t,x) = a_1(x)u_{xx}(t,x) + a_2(x)u_x(t,x) + a_3u(t,x) + a_4(t,x)$, where $D_t^{\alpha} u$ denotes the Caputo…

Numerical Analysis · Mathematics 2025-01-17 Francisco de la Hoz , Peru Muniain

We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton-Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional…

Analysis of PDEs · Mathematics 2020-02-26 Fabio Camilli , Alessandro Goffi

We study fractional variational problems of Herglotz type of variable order. Necessary optimality conditions, described by fractional differential equations depending on a combined Caputo fractional derivative of variable order, are proved.…

Optimization and Control · Mathematics 2017-10-12 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…

Dynamical Systems · Mathematics 2020-09-23 Arzu Ahmadova , Ismail T. Huseynov , Nazim I. Mahmudov

We construct and study a time--semidiscretization scheme for the Cauchy problem associated with a linear homogeneous differential equation with the Caputo fractional time derivative of order $\alpha\in(0,1)$ and a spatial sectorial operator…

Numerical Analysis · Mathematics 2017-12-11 M. M. Kokurin

In this paper we obtain new estimates of the sequential Caputo fractional derivatives of a function at its extremum points. We derive comparison principles for the linear fractional differential equations, and apply these principles to…

Analysis of PDEs · Mathematics 2021-06-15 Mokhtar Kirane , Berikbol T. Torebek

This article studies a portfolio optimization problem, where the market consisting of several stocks is modeled by a multi-dimensional jump-diffusion process with age-dependent semi-Markov modulated coefficients. We study risk sensitive…

Portfolio Management · Quantitative Finance 2019-10-21 Milan Kumar Das , Anindya Goswami , Nimit Rana