A numerical method for fractional integral with applications

IntroductionThefractionalcalculushasalonghistoryandthereareamassofworkstodiscussthefractionalderivativesandfractionalintegralswitharbitrary (realorcomplex)order[1- 3 ].Thefractionalcalculushasawideapplicationbackground ,especiallyinthefieldsofchemistry ,electromagnetics,materialscienceandmechanics.Forexample,Gement[4 ]proposedthefractionalderivativeconstitutivemodelsofaviscoelasticmaterialatfirst.Themodelshavereceivedincreasingattention[5 - 7].Onlyafewparametersarecontainedinthemodelsandthemo…     

Identifying economic periods and crisis with the multidimensional scaling

This paper applied MDS and Fourier transform to analyze different periods of the business cycle. With such purpose, four important stock market indexes (Dow Jones, Nasdaq, NYSE, S&P500) were studied over time. The analysis under the lens of the Fourier transform showed that the indexes have characteristics similar to those of fractional noise. By the other side, the analysis under the MDS lens identified patterns in the stock markets specific to each economic expansion period. Although the identification of patterns characteristic to each expansion period is interesting to practitioners (even if only in a posteriori fashion), further research should explore the meaning of such regularities and target to find a method to estimate future crisis.     

Fractional Birkhoffian method for equilibrium stability of dynamical systems

In this paper, we present a new method, i.e. fractional Birkhoffian method, for stability of equilibrium positions of dynamical systems, in terms of Riesz derivatives, and study its applications. For an actual dynamical system, the fractional Birkhoffian method of constructing a fractional dynamical model is given, and then the seven criterions for fractional Birkhoffian method of equilibrium stability are established. As applications, by using the fractional Birkhoffian method, we construct four kinds of actual fractional dynamical models, which include a fractional Duffing oscillator model, a fractional Whittaker model, a fractional Emden model and a fractional Hojman–Urrutia model, and we explore the equilibrium stability of these models respectively. This work provides a general method for studying the equilibrium stability of an actual fractional dynamical system that is related to science and engineering.     

非线性粘弹性Timoshenko梁动力学行为的分布

本文讨论了有限变形粘弹性Timoshenko梁的动力学行为。首先由Timoshenko梁的理论和分数导数型本构关系给出了梁的控制方程。其次为了便于求解,采用Galerkin方法对系统进行了简化,并比较了1阶和2阶截断系统的动力学性质,它们具有相同的定性性质,说明Galerkin方法的合理性。给出了求解包含分数积分的积分－微分方程的一种新方法,以便求解系统的长时间的解。综合利用非线性动力系统中的经典方法,揭示了梁在有限变形情况下丰富的动力学行为,并分别考察了载荷参数的材料参数对结构的动力学行为的影响。     

分数因子与分数阶完整力学系统的运动方程和循环积分

引入分数因子和分数增量,给出了分数阶微积分的定义和性质;基于分数阶导数的定义,证明了含有分数因子的等时变分与分数阶算子的交换关系;提出了分数阶完整保守和非保守系统的Hamilton原理;建立了分数阶完整保守系统和非保守系统的运动微分方程;得到了分数阶完整保守系统的循环积分;并利用分数阶循环积分导出分数阶罗兹方程．最后给出了两个例子．研究表明利用分数因子给出的分数阶微分方程是一个含有分数因子的通常的微分方程,那么分数阶系统运动微分方程的求解都可以采用通常微分方程的求解方法．     

The fractal dynamics of self-esteem and physical self

The aim of this paper was to determine whether fractal processes underlie the dynamics of self-esteem and physical self. Twice a day for 512 consecutive days, four adults completed a brief inventory measuring six subjective dimensions: global self-esteem, physical self-worth, physical condition, sport competence, attractive body, and physical strength. The obtained series were submitted to spectral analysis, which allowed their classification as fractional Brownian motions. Three fractal analysis methods (Rescaled Range analysis, Dispersional analysis, and Scaled Windowed Variance analysis) were then applied on the series. These analyses yielded convergent results and evidenced long-range correlation in the series. The self-esteem and physical self series appeared as anti-persistent fractional Brownian motions, with a mean Hurst exponent of 0.21. These results reinforce the conception of self-perception as the emergent product of a dynamical system composed of multiple interacting elements.     

Analytical and numerical solution of an $$\varvec{n}$$n-term fractional nonlinear dynamic oscillator

Nonlinear Dynamics - This work presents a novel method for the analytical and numerical solution of an n-term fractional nonlinear dynamical system. Two simple methods, commonly known to vibration...     

Fractional dynamical system and its linearization theorem

Nowadays, it is known that the solution to a fractional differential equation can’t generally define a dynamical system in the sense of semigroup property due to the history memory induced by the weakly singular kernel. But we can still establish the similar relationship between a fractional differential equation and the corresponding fractional flow under a reasonable condition. In this paper, we firstly present some results on fractional dynamical system defined by the fractional differential equation with Caputo derivative. Furthermore, the linearization and stability theorems of the nonlinear fractional system are also shown. As a byproduct, we prove Audounet–Matignon–Montseny conjecture. Several illustrative examples are given as well to support the theoretical analysis.     

The Melnikov method for detecting chaotic dynamics in a planar hybrid piecewise-smooth system with a switching manifold

This paper discusses stability conditions and a chaotic behavior of the Lorenz dynamical system involving the Caputo fractional derivative of orders between 0 and 1. Contrary to some existing results on the topic, we study these problems with respect to a general (not specified) value of the Rayleigh number as a varying control parameter. Such a bifurcation analysis is known for the classical Lorenz system; we show that analysis of its fractional extension can yield different conclusions. In particular, we theoretically derive (and numerically illustrate) that nontrivial equilibria of the fractional Lorenz system become locally asymptotically stable for all values of the Rayleigh number large enough, which contradicts the behavior known from the classical case. As a main proof tool, we derive the optimal Routh–Hurwitz conditions of fractional type, i.e., necessary and sufficient conditions guaranteeing that all zeros of the corresponding characteristic polynomial are located inside the Matignon stability sector. Beside it, we perform other bifurcation investigations of the fractional Lorenz system, especially those documenting its transition from stability to chaotic behavior.     

Numerical approximation of a class of discontinuous systems of fractional order

In this paper we investigate the possibility to formulate an implicit multistep numerical method for fractional differential equations, as a discrete dynamical system to model a class of discontinuous dynamical systems of fractional order. For this purpose, the problem is continuously transformed into a set-valued problem, to which the approximate selection theorem for a class of differential inclusions applies. Next, following the way presented in the book of Stewart and Humphries (Dynamical Systems and Numerical Analysis, Cambridge University Press, Cambridge, 1996) for the case of continuous differential equations, we prove that a variant of Adams?CBashforth?CMoulton method for fractional differential equations can be considered as defining a discrete dynamical system, approximating the underlying discontinuous fractional system. For this purpose, the existence and uniqueness of solutions are investigated. One example is presented.     

Fractional conformal invariance method for finding conserved quantities of dynamical systems

For a dynamical system that can be transformed into fractional Birkhoffian representation, under a more general kind of fractional infinitesimal transformation of Lie group, we present the fractional conformal invariance method and it is found that, using the new method, we can find a new kind of non-Noether conserved quantity; and we find that, as a special case, an autonomous fractional Birkhoffian system possesses more conserved quantities. Also, as the fractional conformal invariance method’s applications, we, respectively, explore the conformal invariance and conserved quantities of a fractional Lotka biochemical oscillator and a fractional Hojman–Urrutia model. This work constructs a basic theoretical framework of fractional conformal invariance method, and provides a general method for finding conserved quantities of an actual fractional dynamical system that is related to science and engineering.     

Stochastic fractional optimal control of quasi-integrable Hamiltonian system with fractional derivative damping

A stochastic fractional optimal control strategy for quasi-integrable Hamiltonian systems with fractional derivative damping is proposed. First, equations of the controlled system are reduced to a set of partially averaged It $\hat{o}$ stochastic differential equations for the energy processes by applying the stochastic averaging method for quasi-integrable Hamiltonian systems and a stochastic fractional optimal control problem (FOCP) of the partially averaged system for quasi-integrable Hamiltonian system with fractional derivative damping is formulated. Then the dynamical programming equation for the ergodic control of the partially averaged system is established by using the stochastic dynamical programming principle and solved to yield the fractional optimal control law. Finally, an example is given to illustrate the application and effectiveness of the proposed control design procedure.     

Stability for manifolds of equilibrium states of fractional generalized Hamiltonian systems

For a fractional generalized Hamiltonian system, in terms of Riesz derivatives, stability theory for the manifolds of equilibrium states is presented. The gradient representation and second order gradient representation of a fractional generalized Hamiltonian system are studied, and the conditions under which the system can be considered as a gradient system and a second order gradient system are given, respectively. Then, equilibrium equations, disturbance equations, and first approximate equations of a fractional generalized Hamiltonian system are obtained. A theorem for the stability of the manifolds of equilibrium states of the general autonomous system is used to a fractional generalized Hamiltonian system, and three propositions on the stability of the manifolds of equilibrium states of the system are investigated. As the special cases of this article, the conditions which a fractional generalized Hamiltonian system can be reduced to a generalized Hamiltonian system, a fractional Hamiltonian system and a Hamiltonian system are given, respectively, and the stability theory for the manifolds of equilibrium states of these systems are obtained. Further, a fractional dynamical system and a fractional Volterra model of the three species groups are given to illustrate the method and results of the application. Finally, by using the method in this paper, we construct a new kind of fractional dynamical model, i.e. the fractional Hénon–Heiles model, and we study its stability of the manifolds of equilibrium states.     

Quasi-static transient and mixed mode oscillations induced by fractional derivatives effect on the slow flow near folded singularity

This paper aims at offering an insight into the dynamical behaviors of incommensurate fractional-order singularly perturbed van der Pol oscillators subjected to constant forcing, especially when the forcing is close to Andronov–Hopf bifurcation points. These bifurcation points are predicted thanks to the theorem on stability of incommensurate fractional-order systems, as functions of the forcing and fractional derivative orders. When the forcing is chosen near Andronov–Hopf bifurcation, the dynamics of fractional-order systems show a static-looking transient regime whose length increases exponentially with the closeness to the bifurcation point. This peculiar phenomenon is not common in numerical simulation of dynamical systems. We show that this quasi-static transient behavior is due to the combine action of the slow passage effect at folded saddle-node singularity and fractional derivation memory effect on the slow flow around this singularity; this forces the system to remain for a long time in the vicinity of its equilibrium point, though unstable. The system frees oneself from this quasi-static transient state by spiraling before entering relaxation oscillation. Such a situation results in mixed mode oscillations in the oscillatory regime. One obtains mixed mode oscillations from a very simple system: A two-variable system subjected to constant forcing.     

On stability, persistence, and Hopf bifurcation in fractional order dynamical systems

This is a preliminary study about the bifurcation phenomenon in fractional order dynamical systems. Persistence of some continuous time fractional order differential equations is studied. A numerical example for Hopf-type bifurcation in a fractional order system is given, hence we propose a modification of the conditions of Hopf bifurcation. Local stability of some biologically motivated functional equations is investigated.     

Generalized Cole-Cole behavior and its rheological relevance

Starting from an analysis of the rheological behavior of the complex modulus predicted by the Cole-Cole formalism, a generalized Cole-Cole ansatz is suggested in order to overcome the related difficulties. The corresponding rheological constitutive equation with fractional derivatives belonging to the generalized Cole-Cole respondance is stated and the characteristic material functions of the linear viscoelasticity theory (like the dynamic modulus and compliance, the relaxation and ratardation functions, the spectra, etc.) are derived. Model predictions of these functions will be compared with experimental results from dynamical measurements and creep data on different polymer systems which show cooperative phenomena (polymeric glasses and gelling systems). One can see that the modified ansatz fits the data very well, in spite of its relative simplicity.     

Entropy analysis of integer and fractional dynamical systems

This paper investigates the adoption of entropy for analyzing the dynamics of a multiple independent particles system. Several entropy definitions and types of particle dynamics with integer and fractional behavior are studied. The results reveal the adequacy of the entropy concept in the analysis of complex dynamical systems.     

Fractional generalized Hamiltonian mechanics and Poisson conservation law in terms of combined Riesz derivatives

In this paper, we present a new kind of fractional dynamical equations, i.e., the fractional generalized Hamiltonian equations in terms of combined Riesz derivatives, and it is proved that the fractional generalized Hamiltonian system possesses consistent algebraic structure and Lie algebraic structure, and the Poisson conservation law of the fractional generalized Hamiltonian system is investigated. Then the conditions, which a fractional generalized Hamiltonian system can be reduced to a generalized Hamiltonian system, a fractional Hamiltonian system and a Hamiltonian system are given. Further, the conserved quantities of a fractional dynamical system are given to illustrate the method and results of the application. At last, a new fractional Volterra model of the three species groups is presented and its conserved quantities are obtained, by using the method of this paper.