共查询到20条相似文献,搜索用时 31 毫秒
1.
Om P. Agrawal 《Journal of Mathematical Analysis and Applications》2002,272(1):368-379
This paper presents extensions to traditional calculus of variations for systems containing fractional derivatives. The fractional derivative is described in the Riemann-Liouville sense. Specifically, we consider two problems, the simplest fractional variational problem and the fractional variational problem of Lagrange. Results of the first problem are extended to problems containing multiple fractional derivatives and unknown functions. For the second problem, we also present a Lagrange type multiplier rule. For both problems, we develop the Euler-Lagrange type necessary conditions which must be satisfied for the given functional to be extremum. Two problems are considered to demonstrate the application of the formulation. The formulation presented and the resulting equations are very similar to those that appear in the field of classical calculus of variations. 相似文献
2.
This paper presents an accurate numerical method for solving a class of fractional variational problems (FVPs). The fractional derivative in these problems is in the Caputo sense. The proposed method is called fractional Chebyshev finite difference method. In this technique, we approximate FVPs and end up with a finite‐dimensional problem. The method is based on the combination of the useful properties of Chebyshev polynomials approximation and finite difference method. The Caputo fractional derivative is replaced by a difference quotient and the integral by a finite sum. The fractional derivative approximation using Clenshaw and Curtis formula introduced here, along with Clenshaw and Curtis procedure for the numerical integration of a non‐singular functions and the Rayleigh–Ritz method for the constrained extremum, is considered. By this method, the given problem is reduced to the problem for solving a system of algebraic equations, and by solving this system, we obtain the solution of FVPs. Special attention is given to study the convergence analysis and evaluate an error upper bound of the obtained approximate formula. Illustrative examples are included to demonstrate the validity and applicability of the proposed technique. A comparison with another method is given. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献
3.
Agnieszka B. Malinowska Delfim F.M. Torres 《Applied mathematics and computation》2012,218(9):5099-5111
The study of fractional variational problems in terms of a combined fractional Caputo derivative is introduced. Necessary optimality conditions of Euler-Lagrange type for the basic, isoperimetric, and Lagrange variational problems are proved, as well as transversality and sufficient optimality conditions. This allows to obtain necessary and sufficient Pareto optimality conditions for multiobjective fractional variational problems. 相似文献
4.
Solving fractional integral equations by the Haar wavelet method 总被引:1,自引:0,他引:1
Ü. Lepik 《Applied mathematics and computation》2009,214(2):468-478
Haar wavelets for the solution of fractional integral equations are applied. Fractional Volterra and Fredholm integral equations are considered. The proposed method also is used for analysing fractional harmonic vibrations. The efficiency of the method is demonstrated by three numerical examples. 相似文献
5.
This paper presents a numerical method for solving a class of fractional variational problems (FVPs) with multiple dependent variables, multi order fractional derivatives and a group of boundary conditions. The fractional derivative in the problem is in the Caputo sense. In the presented method, the given optimization problem reduces to a system of algebraic equations using polynomial basis functions. An approximate solution for the FVP is achieved by solving the system. The choice of polynomial basis functions provides the method with such a flexibility that initial and boundary conditions can be easily imposed. We extensively discuss the convergence of the method and finally present illustrative examples to demonstrate validity and applicability of the new technique. 相似文献
6.
Tatiana Odzijewicz 《Nonlinear Analysis: Theory, Methods & Applications》2012,75(3):1507-1515
We give a proper fractional extension of the classical calculus of variations by considering variational functionals with a Lagrangian depending on a combined Caputo fractional derivative and the classical derivative. Euler-Lagrange equations to the basic and isoperimetric problems as well as transversality conditions are proved. 相似文献
7.
F.S. Felber 《Applied mathematics and computation》2005,170(2):1261-1270
Fractional calculus generalizes the derivative and antiderivative operations dn/dzn of differential and integral calculus from integer orders n to the entire complex plane. Methods are presented for using this generalized calculus with Laplace transforms of complex-order derivatives to solve analytically many differential equations in physics, facilitate numerical computations, and generate new infinite-series representations of functions. As examples, new exact analytic solutions of differential equations, including new generalized Bessel equations with complex-power-law variable coefficients, are derived. 相似文献
8.
Fractional differential equations are powerful tools to model the non-locality and spatial heterogeneity evident in many real-world problems. Although numerous numerical methods have been proposed, most of them are limited to regular domains and uniform meshes. For irregular convex domains, the treatment of the space fractional derivative becomes more challenging and the general methods are no longer feasible. In this work, we propose a novel numerical technique based on the Galerkin finite element method (FEM) with an unstructured mesh to deal with the space fractional derivative on arbitrarily shaped convex and non-convex domains, which is the most original and significant contribution of this paper. Moreover, we present a second order finite difference scheme for the temporal fractional derivative. In addition, the stability and convergence of the method are discussed and numerical examples on different irregular convex domains and non-convex domains illustrate the reliability of the method. We also extend the theory and develop a computational model for the case of a multiply-connected domain. Finally, to demonstrate the versatility and applicability of our method, we solve the coupled two-dimensional fractional Bloch–Torrey equation on a human brain-like domain and exhibit the effects of the time and space fractional indices on the behaviour of the transverse magnetization. 相似文献
9.
We establish necessary optimality conditions for variational problems with a Lagrangian depending on a combined Caputo derivative of variable fractional order. The endpoint of the integral is free, and thus transversality conditions are proved. Several particular cases are considered illustrating the new results. 相似文献
10.
The present paper is the second and main part of a study of partial differential equations under the influence of noisy perturbations. Existence and uniqueness of function solutions in the mild sense are obtained for a class of deterministic linear and semilinear parabolic boundary initial value problems. If the noise data are random, the results may be seen as a pathwise approach to SPDE's. For typical examples, such as spatially one-dimensional stochastic heat equations with additive or multiplicative perturbations of fractional Brownian type, we recover and extend known results. In addition, we propose to consider partial noises of low order. 相似文献
11.
Gastão S.F. Frederico 《Journal of Mathematical Analysis and Applications》2007,334(2):834-846
Fractional (or non-integer) differentiation is an important concept both from theoretical and applicational points of view. The study of problems of the calculus of variations with fractional derivatives is a rather recent subject, the main result being the fractional necessary optimality condition of Euler-Lagrange obtained in 2002. Here we use the notion of Euler-Lagrange fractional extremal to prove a Noether-type theorem. For that we propose a generalization of the classical concept of conservation law, introducing an appropriate fractional operator. 相似文献
12.
Levon Andreevich Beklaryan 《Journal of Mathematical Sciences》2006,135(2):2813-2954
In this work, we give an introduction to the theory of nonlinear functional differential equations of pointwise type on a
finite interval, semi-axis, or axis. This approach is based on the formalism using group peculiarities of such differential
equations. For the main boundary-value problem and the Euler-Lagrange boundary-value problem, we consider the existence and
uniqueness of the solution, the continuous dependence of the solution on boundary-value and initial-value conditions, and
the “roughness” of functional differential equations in the considered boundary-value problems. For functional differential
equations of pointwise type we also investigate the pointwise completeness of the space of solutions for given boundary-value
conditions, give an estimate of the rank for the space of solutions, describe types of degeneration for the space of solutions,
and establish conditions for the “smoothness” of the solution. We propose the method of regular extension of the class of
ordinary differential equations in the class of functional differential equations of pointwise type.
__________
Translated from Sovremennaya Matematika. Fundamental’nye Napravleniya (Contemporary Mathematics. Fundamental Directions),
Vol. 8, Functional Differential Equations, 2004. 相似文献
13.
The transport dynamics in complex systems governing by anomalous diffusion modelled with Riesz fractional partial differential equations 下载免费PDF全文
Santanu Saha Ray 《Mathematical Methods in the Applied Sciences》2017,40(5):1637-1648
In this paper, numerical solutions of fractional Fokker–Planck equations with Riesz space fractional derivatives have been developed. Here, the fractional Fokker–Planck equations have been considered in a finite domain. In order to deal with the Riesz fractional derivative operator, shifted Grünwald approximation and fractional centred difference approaches have been used. The explicit finite difference method and Crank–Nicolson implicit method have been applied to obtain the numerical solutions of fractional diffusion equation and fractional Fokker–Planck equations, respectively. Numerical results are presented to demonstrate the accuracy and effectiveness of the proposed numerical solution techniques. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
14.
Mark M. Meerschaert Erkan Nane P. Vellaisamy 《Journal of Mathematical Analysis and Applications》2011,379(1):216-228
Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. This paper provides explicit strong solutions and stochastic analogues for distributed-order time-fractional diffusion equations on bounded domains, with Dirichlet boundary conditions. 相似文献
15.
In this paper, by introducing the fractional derivative in the sense of Caputo, the Adomian decomposition method is directly extended to study the coupled Burgers equations with time- and space-fractional derivatives. As a result, the realistic numerical solutions are obtained in a form of rapidly convergent series with easily computable components. The figures show the effectiveness and good accuracy of the proposed method. 相似文献
16.
Hausdorff moment problem and fractional moments 总被引:1,自引:0,他引:1
H. Gzyl 《Applied mathematics and computation》2010,216(11):3319-3328
Hausdorff moment problem is considered and a solution, consisting of the use of fractional moments, is proposed. More precisely, in this work a stable algorithm to obtain centered moments from integer moments is found. The algorithm transforms a direct method into an iterative Jacobi method which converges in a finite number of steps, as the iteration Jacobi matrix has null spectral radius. The centered moments are needed to calculate fractional moments from integer moments. As an application few fractional moments are used to solve finite Hausdorff moment problem via maximum entropy technique. Fractional moments represent a remedy to ill-conditioning coming from an high number of integer moments involved in recovering procedure. 相似文献
17.
时间分数阶扩散方程的数值解法 总被引:1,自引:0,他引:1
马亮亮 《数学的实践与认识》2013,43(10)
分数阶微分方程在许多应用科学上比整数阶微分方程更能准确地模拟自然现象.考虑时间分数阶扩散方程,将一阶的时间导数用分数阶导数α(0<α<1)替换,给出了一种计算有效的隐式差分格式,并证明了这个隐式差分格式是无条件稳定和无条件收敛的,最后用数值例子说明差分格式是有效的. 相似文献
18.
Rafael Martínez-Martínez Rafael Martínez-Guerra 《Applied mathematics and computation》2011,218(7):3338-3347
This paper deals with the master-slave synchronization scheme for partially known nonlinear fractional order systems, where the unknown dynamics is considered as the master system and we propose the slave system structure which estimates the unknown state variables. For solving this problem we introduce a Fractional Algebraic Observability (FAO) property which is used as a main tool in the design of the master system. As numerical examples we consider a fractional order Rössler hyperchaotic system and a fractional order Lorenz chaotic system and by means of some simulations we show the effectiveness of the suggested approach. 相似文献
19.
20.
A new class of fractional differential equations with the Riesz–Caputo derivative is proposed and the physical meaning is introduced in this paper. The boundary value problem is investigated under some conditions. Leray–Schauder and Krasnoselskii’s fixed point theorems in a cone are adopted. Existence of positive solutions is provided. Finally, two examples with numerical solutions are given to support theoretical results. 相似文献