Space-time fractional Schrödinger equation with time-independent potentials

We develop a space-time fractional Schrödinger equation containing Caputo fractional derivative and the quantum Riesz fractional operator from a space fractional Schrödinger equation in this paper. By use of the new equation we study the time evolution behaviors of the space-time fractional quantum system in the time-independent potential fields and two cases that the order of the time fractional derivative is between zero and one and between one and two are discussed respectively. The space-time fractional Schrödinger equation with time-independent potentials is divided into a space equation and a time one. A general solution, which is composed of oscillatory terms and decay ones, is obtained. We investigate the time limits of the total probability and the energy levels of particles when time goes to infinity and find that the limit values not only depend on the order of the time derivative, but also on the sign (positive or negative) of the eigenvalues of the space equation. We also find that the limit value of the total probability can be greater or less than one, which means the space-time fractional Schrödinger equation describes the quantum system where the probability is not conservative and particles may be extracted from or absorbed by the potentials. Additionally, the non-Markovian time evolution laws of the space-time fractional quantum system are discussed. The formula of the time evolution of the mechanical quantities is derived and we prove that there is no conservative quantities in the space-time fractional quantum system. We also get a Mittag-Leffler type of time evolution operator of wave functions and then establish a Heisenberg equation containing fractional operators.     

Euler–Lagrange Equations for Lagrangians Containing Complex-order Fractional Derivatives

Two variational problems of finding the Euler–Lagrange equations corresponding to Lagrangians containing fractional derivatives of real- and complex-order are considered. The first one is the unconstrained variational problem, while the second one is the fractional optimal control problem. The expansion formula for fractional derivatives of complex-order is derived in order to approximate the fractional derivative appearing in the Lagrangian. As a consequence, a sequence of approximated Euler–Lagrange equations is obtained. It is shown that the sequence of approximated Euler–Lagrange equations converges to the original one in the weak sense as well as that the sequence of the minimal values of approximated action integrals tends to the minimal value of the original one.     

Fractionalization of the complex-valued Brownian motion of order n using Riemann–Liouville derivative. Applications to mathematical finance and stochastic mechanics

The (complex-valued) Brownian motion of order n is defined as the limit of a random walk on the complex roots of the unity. Real-valued fractional noises are obtained as fractional derivatives of the Gaussian white noise (or order two). Here one combines these two approaches and one considers the new class of fractional noises obtained as fractional derivative of the complex-valued Brownian motion of order n. The key of the approach is the relation between differential and fractional differential provided by the fractional Taylor’s series of analytic function , where E is the Mittag–Leffler function on the one hand, and the generalized Maruyama’s notation, on the other hand. Some questions are revisited such as the definition of fractional Brownian motion as integral w.r.t. (dt), and the exponential growth equation driven by fractional Brownian motion, to which a new solution is proposed. As a first illustrative example of application, in mathematical finance, one proposes a new approach to the optimal management of a stochastic portfolio of fractional order via the Lagrange variational technique applied to the state moment dynamical equations. In the second example, one deals with non-random Lagrangian mechanics of fractional order. The last example proposes a new approach to fractional stochastic mechanics, and the solution so obtained gives rise to the question as to whether physical systems would not have their own internal random times.     

Fault detection based on fractional order models: Application to diagnosis of thermal systems

The aim of this paper is to propose diagnosis methods based on fractional order models and to validate their efficiency to detect faults occurring in thermal systems. Indeed, it is first shown that fractional operator allows to derive in a straightforward way fractional models for thermal phenomena. In order to apply classical diagnosis methods, such models could be approximated by integer order models, but at the expense of much higher involved parameters and reduced precision. Thus, two diagnosis methods initially developed for integer order models are here extended to handle fractional order models. The first one is the generalized dynamic parity space method and the second one is the Luenberger diagnosis observer. Proposed methods are then applied to a single-input multi-output thermal testing bench and demonstrate the methods efficiency for detecting faults affecting thermal systems.     

On the stability of linear systems with fractional-order elements

Linear integer-order circuits are a narrow subset of rational-order circuits which are in turn a subset of fractional-order. Here, we study the stability of circuits having one fractional element, two fractional elements of the same order or two fractional elements of different order. A general procedure for studying the stability of a system with many fractional elements is also given. It is worth noting that a fractional element is one whose impedance in the complex frequency s-domain is proportional to s^α and α is a positive or negative fractional-order. Different transformations and methods will be illustrated via examples.     

Differential Equations of Fractional Order: Methods,Results and Problems. II

The article, being a continuation of the first one [A.A. Kilbas and J.J. Trujillo (2001). Differential equations of fractional order. Methods, results and problems, I. Applicable Analysis , 78 (1-2), 153-192.], deals with the so-called differential equations of fractional order in which an unknown function is contained under the operation of a derivative of fractional order. The methods and the results in the theory of such fractional differential equations are presented including the Dirichlet-type problem for ordinary fractional differential equations, studying such equations in spaces of generalized functions, partial fractional differential equations and more general abstract equations, and treatment of numerical methods for ordinary and partial fractional differential equations. Problems and new trends of research are discussed.     

Similarity solutions to nonlinear heat conduction and Burgers/Korteweg–deVries fractional equations

We analyze self-similar solutions to a nonlinear fractional diffusion equation and fractional Burgers/Korteweg–deVries equation in one spatial variable. By using Lie-group scaling transformation, we determined the similarity solutions. After the introduction of the similarity variables, both problems are reduced to ordinary nonlinear fractional differential equations. In two special cases exact solutions to the ordinary fractional differential equation, which is derived from the diffusion equation, are presented. In several other cases the ordinary fractional differential equations are solved numerically, for several values of governing parameters. In formulating the numerical procedure, we use special representation of a fractional derivative that is recently obtained.     

n重分数布朗运动的Strassen泛函重对数律

本文给出了由两个不同的分数布朗运动组成的重分数布朗运动的Strassen型泛函重对数律和局部Strassen型泛函重对数律.我们的结果也适用于由两个布朗运动组成的重布朗运动及由一个分数布朗运动和一个布朗运动组成的重过程.最后将上述结果推广到n重分数布朗运动中.推广了已有文献的相应结果.     

Adaptive synchronization of fractional Lorenz systems using a reduced number of control signals and parameters

This paper analyzes the synchronization of two fractional Lorenz systems in two cases: the first one considering fractional Lorenz systems with unknown parameters, and the second one considering known upper bounds on some of the fractional Lorenz systems parameters. The proposed control strategies use a reduced number of control signals and control parameters, employing mild assumptions. The stability of the synchronization errors is analytically demonstrated in all cases, and the convergence to zero of the synchronization errors is analytically proved in the case when the upper bounds on some system parameters are assumed to be known. Simulation studies are presented, which allows verifying the effectiveness of the proposed control strategies.     

Simulation of nonlinear fractional dynamics arising in the modeling of cognitive decision making using a new fractional neural network

By the rapid growth of available data, providing data-driven solutions for nonlinear (fractional) dynamical systems becomes more important than before. In this paper, a new fractional neural network model that uses fractional order of Jacobi functions as its activation functions for one of the hidden layers is proposed to approximate the solution of fractional differential equations and fractional partial differential equations arising from mathematical modeling of cognitive-decision-making processes and several other scientific subjects. This neural network uses roots of Jacobi polynomials as the training dataset, and the Levenberg-Marquardt algorithm is chosen as the optimizer. The linear and nonlinear fractional dynamics are considered as test examples showing the effectiveness and applicability of the proposed neural network. The numerical results are compared with the obtained results of some other networks and numerical approaches such as meshless methods. Numerical experiments are presented confirming that the proposed model is accurate, fast, and feasible.     

Exponential synchronization for fractional‐order chaotic systems with mixed uncertainties

This article focuses on the problem of exponential synchronization for fractional‐order chaotic systems via a nonfragile controller. A criterion for α‐exponential stability of an error system is obtained using the drive‐response synchronization concept together with the Lyapunov stability theory and linear matrix inequalities approach. The uncertainty in system is considered with polytopic form together with structured form. The sufficient conditions are derived for two kinds of structured uncertainty, namely, (1) norm bounded one and (2) linear fractional transformation one. Finally, numerical examples are presented by taking the fractional‐order chaotic Lorenz system and fractional‐order chaotic Newton–Leipnik system to illustrate the applicability of the obtained theory. © 2014 Wiley Periodicals, Inc. Complexity 21: 114–125, 2015     

On Generalized Linearity of Quadratic Fractional Functions

Quadratic fractional functions are proved to be quasilinear if and only if they are pseudo-linear. For these classes of functions, some characterizations are provided by means of the inertia of the quadratic form and the behavior of the gradient of the function itself. The study is then developed showing that generalized linear quadratic fractional functions share a particular structure. Therefore it is possible to suggest a sort of “canonical form” for those functions. A wider class of functions given by the sum of a quadratic fractional function and a linear one is also studied. In this case generalized linearity is characterized by means of simple conditions. Finally, it is deepened on the role played by generalized linear quadratic fractional functions in optimization problems.     

Blowing‐up solutions to two‐times fractional differential equations

Nonexistence results for a class of two‐times differential equations with fractional derivatives of orders between zero and one are presented. Furthermore, the result is extended to a two‐times system of two differential equations with fractional derivatives of orders between zero and one.     

Convergence in law to operator fractional Brownian motion of Riemann-Liouville type

In this paper, we extend the well-studied fractional Brownian motion of Riemann-Liouville type to the multivariate case, and the corresponding processes are called operator fractional Brownian motions of Riemann-Liouville type. We also provide two results on approximation to operator fractional Brownian motions of Riemann-Liouville type. The first approximation is based on a Poisson process, and the second one is based on a sequence of I.I.D. random variables.     

Fractional knapsack problems

The fractional knapsack problem to obtain an integer solution that maximizes a linear fractional objective function under the constraint of one linear inequality is considered. A modification of the Dinkelbach's algorithm [3] is proposed to exploit the fact that good feasible solutions are easily obtained for both the fractional knapsack problem and the ordinary knapsack problem. An upper bound of the number of iterations is derived. In particular it is clarified how optimal solutions depend on the right hand side of the constraint; a fractional knapsack problem reduces to an ordinary knapsack problem if the right hand side exceeds a certain bound.     

FPGA Realization of Fractional Order Neuron

In this paper fractional Hindmarsh Rose (HR) neuron, which mimics several behaviors of a real biological neuron is implemented on field programmable gate array (FPGA). The results show several differences in the dynamic characteristics of integer and fractional order Hindmarsh Rose neuron models. The integer order model shows only one type of firing characteristics when the parameters of model remains same. The fractional order model depicts several dynamical behaviors even for the same parameters as the order of the fractional operator is varied. The firing frequency increases when the order of the fractional operator decreases. The fractional order is therefore key in determining the firing characteristics of biological neurons. To implement this neuron model first the digital realization of different fractional operator approximations are obtained, then the fractional integrator is used to obtain the low power and low cost hardware realization of fractional HR neuron. The fractional neuron model has been implemented on a low voltage and low power circuit and then compared with its integer counter part. The hardware is used to demonstrate the different dynamical behaviors of fractional HR neuron for different type of approximations obtained for fractional operator in this paper. A coupled network of fractional order HR neurons is also implemented. The results also show that synchronization between neurons increases as long as coupling factor keeps on increasing.     

A weighted finite difference method for the fractional diffusion equation based on the Riemann–Liouville derivative

A one dimensional fractional diffusion model with the Riemann–Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite difference method is derived. The stability of this scheme is established by von Neumann analysis. Some numerical results are shown, which demonstrate the efficiency and convergence of the method. Additionally, some physical properties of this fractional diffusion system are simulated, which further confirm the effectiveness of our method.     

第二类端点奇异Fredholm积分方程的分数阶退化核方法

本文针对第二类端点奇异Fredholm积分方程构造基于分数阶Taylor展开的退化核方法，设计了两种计算格式，一是在全区间上使用分数阶Taylor展开式近似核函数，二是在包含奇点的小区间上采用分数阶插值，在剩余区间上采用分段二次多项式插值逼近核函数.讨论了两种退化核方法收敛的条件，并给出了混合插值法的收敛阶估计.数值算例表明对于非光滑核函数分数阶退化核方法有着良好的计算效果，且混合二次插值法比全区间上的分数阶退化核方法有着更广泛的适用范围.     

Approximate analytical solution for the fractional modified KdV by differential transform method

In this paper, the fractional modified Korteweg-de Vries equation (fmKdV) and fKdV are introduced by fractional derivatives. The approach rest mainly on two-dimensional differential transform method (DTM) which is one of the approximate methods. The method can easily be applied to many problems and is capable of reducing the size of computational work. The fractional derivative is described in the Caputo sense. Some illustrative examples are presented.     

The Hamilton formalism with fractional derivatives

Recently the traditional calculus of variations has been extended to be applicable for systems containing fractional derivatives. In this paper the passage from the Lagrangian containing fractional derivatives to the Hamiltonian is achieved. The Hamilton's equations of motion are obtained in a similar manner to the usual mechanics. In addition, the classical fields with fractional derivatives are investigated using Hamiltonian formalism. Two discrete problems and one continuous are considered to demonstrate the application of the formalism, the results are obtained to be in exact agreement with Agrawal's formalism.