Related papers: Comparison of fractional-order generalized wavelet…
Orthogonal Fractional Factorial Designs and in particular Orthogonal Arrays are frequently used in many fields of application, including medicine, engineering and agriculture. In this paper we present a methodology and an algorithm to find…
Fractional order models have proven to be a very useful tool for the modeling of the mechanical behaviour of viscoelastic materials. Traditional numerical solution methods exhibit various undesired properties due to the non-locality of the…
In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…
Duhamel's principle reduces the Cauchy problem for an inhomogeneous partial differential equation to the corresponding homogeneous problem. In the fractional-order setting, the classical principle does not apply directly because fractional…
The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…
The efficient numerical solution of fractional differential equations has been recently tackled through the definition of Fractional HBVMs (FHBVMs), a class of Runge-Kutta type methods. Corresponding Matlab (c) codes have been also made…
Consider the problem of finding an optimal value of some objective functional subject to constraints over numerical domain. This type of problem arises frequently in practical engineering tasks. Nowdays almost all general methods for…
This paper presents a modified numerical scheme for a class of Fractional Optimal Control Problems (FOCPs) formulated in Agrawal (2004) where a Fractional Derivative (FD) is defined in the Riemann-Liouville sense. In this scheme, the entire…
In recent years, as fractional calculus becomes more and more broadly used in research across different academic disciplines, there are increasing demands for the numerical tools for the computation of fractional…
In this paper we propose a new finite element method for solving elliptic optimal control problems with pointwise state constraints, including the distributed controls and the Dirichlet or Neumann boundary controls. The main idea is to use…
We address a sequential decision problem that arises in the computation of symmetric Boolean functions of distributed data. We consider a collocated network, where each node's transmissions can be heard by every other node. Each node has a…
We present the analytical formulation and the finite element solution of a fractional-order nonlocal continuum model of a Euler-Bernoulli beam. Employing consistent definitions for the fractional-order kinematic relations, the governing…
This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…
A method is developed to numerically solve chance constrained optimal control problems. The chance constraints are reformulated as nonlinear constraints that retain the probability properties of the original constraint. The reformulation…
Problem of time-optimal control of linear systems with fractional dynamics is treated in the paper from the convex-analytic standpoint. A linear system of fractional differential equations involving Riemann--Liouville derivatives is…
Fractional optimal control problems via a wide class of fractional operators with a general analytic kernel are introduced. Necessary optimality conditions of Pontryagin type for the considered problem are obtained after proving a Gronwall…
The numerical analysis of a family of distributed mixed optimal control problems governed by elliptic variational inequalities (with parameter $\alpha >0$) is obtained through the finite element method when its parameter $h\rightarrow 0$.…
We introduce the tensor numerical method for solution of the $d$-dimensional optimal control problems with fractional Laplacian type operators in constraints discretized on large $n^{\otimes d}$ tensor-product Cartesian grids. The approach…
A Caputo fractional-order mathematical model for the transmission dynamics of tuberculosis (TB) was recently proposed in [Math. Model. Nat. Phenom. 13 (2018), no. 1, Art. 9]. Here, a sensitivity analysis of that model is done, showing the…
This paper studies (single-time and multitime) optimal control problems on a nonholonomic manifold (described either by the kernel of a Gibbs-Pfaff form or by the span of appropriate vector fields). For both descriptions we analyse:…