On the stochastic response of a fractionally-damped Duffing oscillator

A numerical method is presented to compute the response of a viscoelastic Duffing oscillator with fractional derivative damping, subjected to a stochastic input. The key idea involves an appropriate discretization of the fractional derivative, based on a preliminary change of variable, that allows to approximate the original system by an equivalent system with additional degrees of freedom, the number of which depends on the discretization of the fractional derivative. Unlike the original system that, due to the presence of the fractional derivative, is governed by non-ordinary differential equations, the equivalent system is governed by ordinary differential equations that can be readily handled by standard integration methods such as the Runge–Kutta method. In this manner, a significant reduction of computational effort is achieved with respect to the classical solution methods, where the fractional derivative is reverted to a Grunwald–Letnikov series expansion and numerical integration methods are applied in incremental form. The method applies for fractional damping of arbitrary order α (0 < α < 1) and yields very satisfactory results. With respect to its applications, it is worth remarking that the method may be considered for evaluating the dynamic response of a structural system under stochastic excitations such as earthquake and wind, or of a motorcycle equipped with viscoelastic devices on a stochastic road ground profile.     

On the stability of fractional neutron point kinetics (FNPK)

The aim of this work is investigate the stability of fractional neutron point kinetics (FNPK). The method applied in this work considers the stability of FNPK as a linear fractional differential equation by transforming the s − plane to the W − plane. The FNPK equations is an approximation of the dynamics of the reactor that includes three new terms related to fractional derivatives, which are explored in this work with an aim to understand their effect in the system stability. Theoretical study of reactor dynamical systems plays a significant role in understanding the behavior of neutron density, which is important in the analysis of reactor safety. The fractional relaxation time (τ^α) for values of fractional-order derivative (α) were analyzed, and the minimum absolute phase was obtained in order to establish the stability of the system. The results show that nuclear reactor stability with FNPK is a function of the fractional relaxation time.     

Type-2 fuzzy fractional derivatives

In this paper, we introduce two definitions of the differentiability of type-2 fuzzy number-valued functions of fractional order. The definitions are in the sense of Riemann–Liouville and Caputo derivative of order β ∊ (0, 1), and based on type-2 Hukuhara difference and H₂-differentiability. The existence and uniqueness of the solutions of type-2 fuzzy fractional differential equations (T2FFDEs) under Caputo type-2 fuzzy fractional derivative and the definition of Laplace transform of type-2 fuzzy number-valued functions are also given. Moreover, the approximate solution to T2FFDE by a Predictor-Evaluate–Corrector-Evaluate (PECE) method is presented. Finally, the approximate solutions of two examples of linear and nonlinear T2FFDEs are obtained using the PECE method, and some cases of T2FFDEs applications in some sciences are presented.     

About fractional quantization and fractional variational principles

In this paper, a new method of finding the fractional Euler–Lagrange equations within Caputo derivative is proposed by making use of the fractional generalization of the classical Faá di Bruno formula. The fractional Euler–Lagrange and the fractional Hamilton equations are obtained within the 1 + 1 field formalism. One illustrative example is analyzed.     

Principal resonance responses of SDOF systems with small fractional derivative damping under narrow-band random parametric excitation

The principal resonance responses of nonlinear single-degree-of-freedom (SDOF) systems with lightly fractional derivative damping of order α (0 < α < 1) subject to the narrow-band random parametric excitation are investigated. The method of multiple scales is developed to derive two first order stochastic differential equation of amplitude and phase, and then to examine the influences of fractional order and intensity of random excitation on the first-order and second-order moment. As an example, the stochastic Duffing oscillator with fractional derivative damping is considered. The effects of detuning frequency parameter, the intensity of random excitation and the fractional order derivative damping on stability are studied through the largest Lyapunov exponent. The corresponding theoretical results are well verified through direct numerical simulations. In addition, the phenomenon of stochastic jump is analyzed for parametric principal resonance responses via finite differential method. The stochastic jump phenomena indicates that the most probable motion is around the larger non-trivial branch of the amplitude response when the intensity of excitation is very small, and the probable motion of amplitude responses will move from the larger non-trivial branch to trivial branch with the increasing of the intensity of excitation. Such stochastic jump can be considered as bifurcation.     

An approximate solution of nonlinear fractional reaction–diffusion equation

The article presents a mathematical model of nonlinear reaction diffusion equation with fractional time derivative α (0 < α ? 1) in the form of a rapidly convergent series with easily computable components. Fractional reaction diffusion equation is used for modeling of merging travel solutions in nonlinear system for popular dynamics. The fractional derivatives are described in the Caputo sense. The anomalous behaviors of the nonlinear problems in the form of sub- and super-diffusion due to the presence of reaction term are shown graphically for different particular cases.     

Analysis of projectile motion in view of fractional calculus

The projectile motion is examined by means of the fractional calculus. The fractional differential equations of the projectile motion are introduced by generalizing Newton’s second law and Caputo’s fractional derivative is considered to use the physical initial conditions. In the absence of air resistance it is found that at certain conditions, the range and the maximum height of the projectile obtained by using the fractional calculus give the same results of the classical calculus. It is also found that, unlike the classical projectile motion, the launching angle that maximizes the horizontal range is a function of the arbitrary order of the fractional derivative α. Moreover, in a resistant medium, the parametric equations are expressed in terms of Mittag-Leffler function and the results agree with those of the classical projectile as α → 2. Moreover, the trajectories of the projectile are discussed in graphs and compared with those of the classical calculus. In order to explore the validity of modelling the projectile motion by the fractional approach, we compared our results with the experimental data of mortar.     

Fractional dynamics of systems with long-range interaction

We consider one-dimensional chain of coupled linear and nonlinear oscillators with long-range powerwise interaction defined by a term proportional to 1/∣n − m∣^α+1. Continuous medium equation for this system can be obtained in the so-called infrared limit when the wave number tends to zero. We construct a transform operator that maps the system of large number of ordinary differential equations of motion of the particles into a partial differential equation with the Riesz fractional derivative of order α, when 0 < α < 2. Few models of coupled oscillators are considered and their synchronized states and localized structures are discussed in details. Particularly, we discuss some solutions of time-dependent fractional Ginzburg–Landau (or nonlinear Schrodinger) equation.     

Wave propagation in nonlocal elastic continua modelled by a fractional calculus approach

In the present paper, the wave propagation in one-dimensional elastic continua, characterized by nonlocal interactions modeled by fractional calculus, is investigated. Spatial derivatives of non-integer order 1 < α < 2 are involved in the governing equation, which is solved by fractional finite differences. The influence of long-range interactions is then analyzed as α varies: the resonant frequencies and the standing waves of a nonlocal bar are evaluated and the deviations from the classical (local) ones, recovered by imposing α = 2, are discussed.     

Hyperchaos in fractional order nonlinear systems

We numerically investigate hyperchaotic behavior in an autonomous nonlinear system of fractional order. It is demonstrated that hyperchaotic behavior of the integer order nonlinear system is preserved when the order becomes fractional. The system under study has been reported in the literature [Murali K, Tamasevicius A, Mykolaitis G, Namajunas A, Lindberg E. Hyperchaotic system with unstable oscillators. Nonlinear Phenom Complex Syst 3(1);2000:7–10], and consists of two nonlinearly coupled unstable oscillators, each consisting of an amplifier and an LC resonance loop. The fractional order model of this system is obtained by replacing one or both of its capacitors by fractional order capacitors. Hyperchaos is then assessed by studying the Lyapunov spectrum. The presence of multiple positive Lyapunov exponents in the spectrum is indicative of hyperchaos. Using the appropriate system control parameters, it is demonstrated that hyperchaotic attractors are obtained for a system order less than 4. Consequently, we present a conjecture that fourth-order hyperchaotic nonlinear systems can still produce hyperchaotic behavior with a total system order of 3 + ε, where 1 > ε > 0.     

Parameter estimation for fractional Ornstein–Uhlenbeck processes at discrete observation

This paper deals with the problem of estimating the parameters for fractional Ornstein–Uhlenbeck processes from discrete observations when the Hurst parameter H is known. Both the drift and the diffusion coefficient estimators of discrete form are obtained based on approximating integrals via Riemann sums with Hurst parameter H ∈ (1/2, 3/4). By adapting the stochastic integral representation to the fractional Brownian motion, these two estimators can be efficiently computed by the use of computer software. Numerical examples are presented to examine the performance of our method. An application to real data is also presented to show how to apply this method in practice.     

On the natural solution of an impulsive fractional differential equation of order q ∈ (1, 2)

This paper is motivated from some recent papers treating the impulsive Cauchy problems for some differential equations with fractional order q ∈ (1, 2). A better definition of solution for impulsive fractional differential equation is given. We build up an effective way to find natural solution for such problems. Then sufficient conditions for existence of the solutions are established by applying fixed point methods. Four examples are given to illustrate the results.     

A new method of secant-like for nonlinear equations

In this paper, a new method for solving nonlinear equations f(x) = 0 is presented. In many literatures the derivatives are used, but the new method does not use the derivatives. Like the method of secant, the first derivative is replaced with a finite difference in this new method. The new method converges not only faster than the method of secant but also Newton’s method. The fact that the new method’s convergence order is 2.618 is proved, and numerical results show that the new method is efficient.     

Eigenvalue problems for fractional ordinary differential equations

The eigenvalue problems are considered for the fractional ordinary differential equations with different classes of boundary conditions including the Dirichlet, Neumann, Robin boundary conditions and the periodic boundary condition. The eigenvalues and eigenfunctions are characterized in terms of the Mittag–Leffler functions. The eigenvalues of several specified boundary value problems are calculated by using MATLAB subroutine for the Mittag–Leffler functions. When the order is taken as the value 2, our results degenerate to the classical ones of the second-ordered differential equations. When the order α satisfies 1 < α < 2 the eigenvalues can be finitely many.     

Unsteady longitudinal flow of a generalized Oldroyd-B fluid in cylindrical domains

Considering a fractional derivative model the unsteady flow of an Oldroyd-B fluid between two infinite coaxial circular cylinders is studied by using finite Hankel and Laplace transforms. The motion is produced by the inner cylinder which is subject to a time dependent longitudinal shear stress at time t = 0⁺. The solution obtained under series form in terms of generalized G and R functions, satisfy all imposed initial and boundary conditions. The corresponding solutions for ordinary Oldroyd-B, generalized and ordinary Maxwell, and Newtonian fluids are obtained as limiting cases of our general solutions. The influence of pertinent parameters on the fluid motion as well as a comparison between models is illustrated graphically.     

Numerical methods for a class of jump–diffusion systems with random magnitudes

Stochastic differential delay equations with Poisson driven jumps of random magnitude are popular as models in mathematical finance. In this paper, we shall deal with convergence of the semi-implicit Euler method for nonlinear stochastic differential delay equations with random jump magnitudes and show that the approximate solutions strongly converge to the exact solutions with the order 1 − 1/q (q > 1). This result is more general than what they deal with the jump of deterministic magnitude.     

Filter matrix based on interpolation wavelets for solving Fredholm integral equations

The interpolation wavelet is used to solve the Fredholm integral equation of the second kind in this study. Hence, by the extension of interpolation wavelets that [−1, 1] is divided to 2^N+1 (N ⩾  − 1) subinterval, we have polynomials with a degree less than M + 1 in each new interval. Therefore, by considering the two-scale relation the filter coefficients and filter matrix are used as the proof of theorems. The important point is interpolation wavelets lead to more sparse matrix when we try to solve integral equation by an approximate kernel decomposed to a lower and upper resolution. Using n-time, where (n ⩾ 2), two-scale relation in this method errors of approximate solution as O((2^−(N+1))ⁿ⁺¹). Also, the filter coefficient simplifies the proof of some theorems and the order of convergence is estimated by numerical errors.     

Exact solutions for the rotational flow of a generalized Maxwell fluid between two circular cylinders

Unsteady flow of an incompressible generalized Maxwell fluid between two coaxial circular cylinders is studied by means of the Laplace and finite Hankel transforms. The motion of the fluid is produced by the rotation of cylinders around their common axis. The solutions that have been obtained, written in integral and series form in terms of the generalized G_a,b,c(·, t)-functions, are presented as a sum of the Newtonian solutions and the corresponding non-Newtonian contributions. They satisfy all imposed initial and boundary conditions and for λ → 0 reduce to the solutions corresponding to the Newtonian fluids performing the same solution. Furthermore, the corresponding solutions for ordinary Maxwell fluids are also obtained for β = 1. Finally, in order to reveal some relevant physical aspects of the obtained results, the diagrams of the velocity field ω(r, t) have been depicted against r and t for different values of the material and fractional parameters.     

Bifurcations of travelling wave solutions in a new integrable equation with peakon and compactons

Degasperis and Procesi applied the method of asymptotic integrability and obtain Degasperis–Procesi equation. They showed that it has peakon solutions, which has a discontinuous first derivative at the wave peak, but they did not explain the reason that the peakon solution arises. In this paper, we study these non-smooth solutions of the generalized Degasperis–Procesi equation u_t − u_txx + (b + 1)uu_x = bu_xu_xx + uu_xxx, show the reason that the non-smooth travelling wave arise and investigate global dynamical behavior and obtain the parameter condition under which peakon, compacton and another travelling wave solutions engender. Under some parameter condition, this equation has infinitely many compacton solutions. Finally, we give some explicit expression of peakon and compacton solutions.     

An extended rational interpolation method

To interpolate function, f(x), a ? x ? b, when we have some information about the values of f(x) and their derivatives in separate points on {x₀, x₁, … , x_n} ? [a, b], the Hermit interpolation method is usually used. Here, to solve this kind of problems, extended rational interpolation method is presented and it is shown that the suggested method is more efficient and suitable than the Hermit interpolation method, especially when the function f(x) has singular points in interval [a, b]. Also for implementing the extended rational interpolation method, the direct method and the inverse differences method are presented, and with some examples these arguments are examined numerically.