Gel'fand三元组上分式Lévy过程的新息表示

借助于分式积分-微分算子和关于Gel'fand三元组上分式Lévy过程的随机积分,本文给出分式Lévy过程的新息表示公式,此公式可将Gel'fand三元组上分式Lévy过程转换成更简单的Lévy过程,并且可以应用在信号识别和行为金融学中.     

Fractional variational principles and their applications

Variational calculus and fractional calculus have played a significant role in various areas of applied sciences such as, among others, Physics, Engineering and Economics. This topic is deeply connected to the very recent developments in theoretical aspects and especially in the numerical schemes of fractional differential equations. Based on 1+1 field formalism, a new fractional Lagrangian and Hamiltonian formalisms are presented within the Riemann-Liouville fractional derivatives and the an-harmonic oscillator is analyzed. This formalism can be applied to analyze the control problems as well as for the fractional quantization procedure. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The Numerical Simulation of Space-Time Variable Fractional Order Diffusion Equation

Many physical processes appear to exhibit fractional order behavior that may vary with time or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. Numerical methods and analysis of stability and convergence of numerical scheme for the variable fractional order partial differential equations are quite limited and difficult to derive. This motivates us to develop efficient numerical methods as well as stability and convergence of the implicit numerical methods for the space-time variable fractional order diffusion equation on a finite domain. It is worth mentioning that here we use the Coimbra-definition variable time fractional derivative which is more efficient from the numerical standpoint and is preferable for modeling dynamical systems. An implicit Euler approximation is proposed and then the stability and convergence of the numerical scheme are investigated. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.     

On physical interpretations of fractional integration and differentiation

Is there a relation between fractional calculus and fractal geometry? Can a fractional order system be represented by a causal dynamical model? These are the questions recently debated in the scientific community. The author intends to answer these questions. In the first part of the paper, some recently suggested models are reviewed and no convincing evidence is found for any dynamic model of a fractional order system having been built with the help of fractals. Linear filters with lumped constant parameters have a very limited use as approximations of fractional order systems. The model suggested in the paper is a state-space representation with parameters as functions of the independent variable. Regularization of fractional differentiation is considered and asymptotic error estimates, as well as simulation results, are presented.     

Solitary wave solutions for a time-fraction generalized Hirota–Satsuma coupled KdV equation by an analytical technique

In this work, we implement a relatively analytical technique, the homotopy perturbation method (HPM), for solving nonlinear partial differential equations of fractional order. The fractional derivatives are described in Caputo derivatives. This method can be used as an alternative to obtain analytic and approximate solutions of different types of fractional differential equations which applied in engineering mathematics. The corresponding solutions of the integer order equations are found to follow as special cases of those of fractional order equations. He’s homotopy perturbation method (HPM) which does not need small parameter is implemented for solving the differential equations. It is predicted that HPM can be found widely applicable in engineering.     

Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean

We deal with the least squares estimator for the drift parameters of an Ornstein-Uhlenbeck process with periodic mean function driven by fractional Lévy process. For this estimator, we obtain consistency and the asymptotic distribution. Compared with fractional Ornstein-Uhlenbeck and Ornstein-Uhlenbeck driven by Lévy process, they can be regarded both as a Lévy generalization of fractional Brownian motion and a fractional generaliza- tion of Lévy process.     

Fractional time-varying energy distributions of ECG signals

We introduce here fractional Cohen class of time-frequency distributions (FCCTFDs) containing fractional modulations which is kernel of fractional Fourier transform (FFT). The fractional modulation depends on angular parameter α and can be interpreted as a rotation by an angle α in time-frequency plane. This distribution promotes to track time-variant energy of a biological signals and represents it in time-frequency domain. It uses the fractional ambiguity function (FAF) of signal multiplied by a suitable kernel which is designed for the biological signals generally having multi-non-stationary components. This result improves and generalizes some of the previous time-frequency distributions derived in the literature.     

A physical interpretation for the fractional derivative in Levy diffusion

To the authors' knowledge, previous derivations of the fractional diffusion equation are based on stochastic principles [1], with the result that physical interpretation of the resulting fractional derivatives has been elusive [2]. Herein, we develop a fractional flux law relating solute flux at a given point to what might be called the complete (two-sided) fractional derivative of the concentration distribution at the same point. The fractional derivative itself is then identified as a typical superposition integral over the spatial domain of the Levy diffusion process. While this interpretation does not obviously generalize to all applications, it does point toward the search for superposition principles when attempting to give physical meaning to fractional derivatives.     

Extensions of Dinkelbach's algorithm for solving non-linear fractional programming problems

Dinkelbach's algorithm was developed to solve convex fractinal programming. This method achieves the optimal solution of the optimisation problem by means of solving a sequence of non-linear convex programming subproblems defined by a parameter. In this paper it is shown that Dinkelbach's algorithm can be used to solve general fractional programming. The applicability of the algorithm will depend on the possibility of solving the subproblems. Dinkelbach's extended algorithm is a framework to describe several algorithms which have been proposed to solve linear fractional programming, integer linear fractional programming, convex fractional programming and to generate new algorithms. The applicability of new cases as nondifferentiable fractional programming and quadratic fractional programming has been studied. We have proposed two modifications to improve the speed-up of Dinkelbachs algorithm. One is to use interpolation formulae to update the parameter which defined the subproblem and another truncates the solution of the suproblem. We give sufficient conditions for the convergence of these modifications. Computational experiments in linear fractional programming, integer linear fractional programming and non-linear fractional programming to evaluate the efficiency of these methods have been carried out.     

关于分数k-因子临界图与分数k-可扩图的若干结果

一个简单图G, 如果对于V(G)的任意k元子集S, 子图G-S都包含分数完美匹配, 那么称G为分数k-因子临界图. 如果图G的每个k-匹配M都包含在一个分数完美匹配中, 那么称图G为分数k-可扩图. 给出一个图是分数k-因子临界图和分数k-可扩图的充分条件, 并给出一个图是分数k-因子临界图的充分必要条件.     

Theoretical analysis of the velocity field, stress field and vortex sheet of generalized second order fluid with fractional anomalous diffusion

The velocity field of generalized second order fluid with fractional anomalous diiusion caused by a plate moving impulsively in its own plane is investigated and the anomalous diffusion problems of the stress field and vortex sheet caused by this process are studied. Many previous and classical results can be considered as particular cases of this paper, such as the solutions of the fractional diffusion equations obtained by Wyss; the classical Rayleigh’s time-space similarity solution; the relationship between stress field and velocity field obtained by Bagley and co-worker and Podlubny’s results on the fractional motion equation of a plate. In addition, a lot of significant results also are obtained. For example, the necessary condition for causing the vortex sheet is that the time fractional diffusion index β must be greater than that of generalized second order fluid α; the establiihment of the vorticity distribution function depends on the time history of the velocity profile at a given point, and the time history can be described by the fractional calculus.     

Fractional Lévy Processes as a Result of Compact Interval Integral Transformation

Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional Lévy processes are defined by integrating the infinite interval kernel w.r.t. a general Lévy process. In this article we define fractional Lévy processes using the com pact interval representation.

We prove that the fractional Lévy processes presented via different integral transformations have the same finite dimensional distributions if and only if they are fractional Brownian motions. Also, we present relations between different fractional Lévy processes and analyze the properties of such processes. A financial example is introduced as well.     

Strong duality for robust minimax fractional programming problems

We develop a duality theory for minimax fractional programming problems in the face of data uncertainty both in the objective and constraints. Following the framework of robust optimization, we establish strong duality between the robust counterpart of an uncertain minimax convex–concave fractional program, termed as robust minimax fractional program, and the optimistic counterpart of its uncertain conventional dual program, called optimistic dual. In the case of a robust minimax linear fractional program with scenario uncertainty in the numerator of the objective function, we show that the optimistic dual is a simple linear program when the constraint uncertainty is expressed as bounded intervals. We also show that the dual can be reformulated as a second-order cone programming problem when the constraint uncertainty is given by ellipsoids. In these cases, the optimistic dual problems are computationally tractable and their solutions can be validated in polynomial time. We further show that, for robust minimax linear fractional programs with interval uncertainty, the conventional dual of its robust counterpart and the optimistic dual are equivalent.     

Numerical comparison of methods for solving linear differential equations of fractional order

In this article, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving linear differential equations of fractional order. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these schemes, the solution takes the form of a convergent series with easily computable components. This paper will present a numerical comparison between the two methods and a conventional method such as the fractional difference method for solving linear differential equations of fractional order. The numerical results demonstrates that the new methods are quite accurate and readily implemented.     

Continuation theorem of fractional order evolutionary integral equations

The fractional order evolutionary integral equations have been considered by the first author in [6], the existence, uniqueness and some other properties of the solution have been proved. Here we study the continuation of the solution and its fractional order derivative. Also we study the generality of this problem and prove that the fractional order diffusion problem, the fractional order wave problem and the initial value problem of the equation of evolution are special cases of it. The abstract diffusion-wave problem will be given also as an application.     

Numerical methods for nonlinear partial differential equations of fractional order

In this article, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving nonlinear partial differential equations of fractional order. The fractional derivatives are described in the Caputo sense. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these schemes, the solution takes the form of a convergent series with easily computable components. Numerical results show that the two approaches are easy to implement and accurate when applied to partial differential equations of fractional order.     

Comments on “Lyapunov and external stability of Caputo fractional order switching systems”

The stability of Caputo fractional order switching systems is studied in the article by Wu C. etc (Wu and Liu (2019)). The authors claim that the lower bound of the Caputo fractional order derivative needs to be updated at each switching instant. However, the lower bound is relevant to the initial condition and reflects the historical information of a fractional system. No historical information can be changed by subsequent control input as all physical systems are causal systems. The model in Wu and Liu (2019) is physically unattainable and the theoretical achievements cannot be applied in engineering.     

Fractional resolvents and fractional evolution equations

In this work, we present the notion of the fractional resolvent, which can be seen as a generalization of strongly continuous semigroups. We give some of its properties and apply the results to a fractional order abstract evolution equation.     

New results on Fokker–Planck equations of fractional order

It is shown that the fractional Fokker–Planck equations proposed recently in the literature (by merely substituting time fractional derivative for time derivative) give rise to some problems in the sense that they provide probability densities which may have negative values. In the same way, one shows that the Kramers–Moyal equation can be thought of as related to fractal processes, but it is well known that it yields also negative densities. It seems that the key of this trouble is the misuse of the Chapman Kolmogorov equation on the one hand, and of the fractional difference on the other hand. In fact, there is a complete identification between Kramers–Moyal equation and Fokker–Planck equation of fractional order. After a careful analysis, one arrives at the conclusion that the fractional derivative in Liouville–Riemann (L–R) sense should be replaced by a slightly finite fractional derivative which involves finite difference, whilst L–R fractional derivative refers to difference of infinite order. The new fractional Fokker–Planck equation so obtained is displayed, and its solution via separation of variables is outlined. It seems that there is no alternative but to work via non-standard analysis, that is to say infinitesimal discretization in time.     

Analytical solution of time‐fractional Navier–Stokes equation in polar coordinate by homotopy perturbation method

In this letter, we implement a relatively new analytical technique, the homotopy perturbation method (HPM), for solving linear partial differential equations of fractional order arising in fluid mechanics. The fractional derivatives are described in Caputo derivatives. This method can be used as an alternative to obtain analytic and approximate solutions of different types of fractional differential equations applied in engineering mathematics. The corresponding solutions of the integer order equations are found to follow as special cases of those of fractional order equations. Some numerical examples are presented to illustrate the efficiency and reliability of HPM. He's HPM, which does not need small parameter is implemented for solving the differential equations. In this method, a homotopy is introduced to be constructed for the equation. The initial approximations can be freely chosen with possible unknown constants that can be determined by imposing the boundary and initial conditions. It is predicted that HPM can be found widely applicable in engineering. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010