Modeling with fractional difference equations

In this paper, we develop some basics of discrete fractional calculus such as Leibniz rule and summation by parts formula. We define simplest discrete fractional calculus of variations problem and derive Euler-Lagrange equation. We introduce and solve Gompertz fractional difference equation for tumor growth models.     

Fractional variational problems with the Riesz-Caputo derivative

In this paper we investigate optimality conditions for fractional variational problems, with a Lagrangian depending on the Riesz-Caputo derivative. First we prove a generalized Euler-Lagrange equation for the case when the interval of integration of the functional is different from the interval of the fractional derivative. Next we consider integral dynamic constraints on the problem, for several different cases. Finally, we determine optimality conditions for functionals depending not only on the admissible functions, but on time also, and we present a necessary condition for a pair function-time to be an optimal solution to the problem.     

Formulation of Euler-Lagrange equations for fractional variational problems

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.     

Fractional Variational Approach for Dissipative Mechanical Systems

More recently, a variational approach has been proposed by Lin and Wang for damping motion with a Lagrangian holding the energy term dissipated by a friction force. However, the modified Euler-Lagrange equation obtained within their for- malism leads to an incorrect Newtonian equation of motion due to the nonlocality of the Lagrangian. In this communication, we generalize this approach based on the fractional actionlike variational approach and we show that under some simple restric- tions connected to the fractional parameters introduced in the fractional formalism, this problem may be solved.     

Fractional variational problems depending on indefinite integrals

We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral. Main results give fractional Euler-Lagrange type equations and natural boundary conditions, which provide a generalization of the previous results found in the literature. Isoperimetric problems, problems with holonomic constraints and depending on higher-order Caputo derivatives, as well as fractional Lagrange problems, are considered.     

Fractional variational integrators for fractional variational problems

In this paper, the fractional variational integrators for a class of fractional variational problems are developed. The fractional discrete Euler-Lagrange equation is obtained. Based on the Grünwald-Letnikov method and Diethelm’s fractional backward differences, some fractional variational integrators are presented and the fractional variational errors are discussed. Some numerical examples are presented to illustrate these results.     

Multiobjective fractional variational calculus in terms of a combined Caputo derivative

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.     

Fractional variational calculus with classical and combined Caputo derivatives

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.     

General fractional variational problem depending on indefinite integrals

In this report, we consider two kind of general fractional variational problem depending on indefinite integrals include unconstrained problem and isoperimetric problem. These problems can have multiple dependent variables, multiorder fractional derivatives, multiorder integral derivatives and boundary conditions. For both problems, we obtain the Euler-Lagrange type necessary conditions which must be satisfied for the given functional to be extremum. Also, we apply the Rayleigh-Ritz method for solving the unconstrained general fractional variational problem depending on indefinite integrals. By this method, the given problem is reduced to the problem for solving a system of algebraic equations using shifted Legendre polynomials basis functions. An approximate solution for this problem is obtained by solving the system. We discuss the analytic convergence of this method and finally by some examples will be showing the accurately and applicability for this technique.     

Triple pendulum model involving fractional derivatives with different kernels

The aim of this work is to study the non-local dynamic behavior of triple pendulum-type systems. We use the Euler-Lagrange and the Hamiltonian formalisms to obtain the dynamic models, based on the Riemann-Liouville, Liouville-Caputo, Caputo-Fabrizio and Atangana-Baleanu-Caputo fractional derivative definitions. In these representations, an auxiliary parameter σ is introduced, to define the equations in a fractal temporal geometry, which provides an entire new family of solutions for the dynamic behavior of the pendulum-type systems. The phase diagrams allow to visualize the effect of considering the fractional order approach, the classical behavior is recovered when the order of the fractional derivative is 1.     

A general finite element formulation for fractional variational problems

This paper presents a general finite element formulation for a class of Fractional Variational Problems (FVPs). The fractional derivative is defined in the Riemann-Liouville sense. For FVPs the Euler-Lagrange and the transversality conditions are developed. In the Fractional Finite Element Formulation (FFEF) presented here, the domain of the equations is divided into several elements, and the functional is approximated in terms of nodal variables. Minimization of this functional leads to a set of algebraic equations which are solved using a numerical scheme. Three examples are considered to show the performance of the algorithm. Results show that as the number of discretization is increased, the numerical solutions approach the analytical solutions, and as the order of the derivative approaches an integer value, the solution for the integer order system is recovered. For unspecified boundary conditions, the numerical solutions satisfy the transversality conditions. This indicates that for the class of problems considered, the numerical solutions can be obtained directly from the functional, and there is no need to solve the fractional Euler-Lagrange equations. Thus, the formulation extends the traditional finite element approach to FVPs.     

A derivative concept with respect to an arbitrary kernel and applications to fractional calculus

In this paper, we propose a new concept of derivative with respect to an arbitrary kernel function. Several properties related to this new operator, like inversion rules and integration by parts, are studied. In particular, we introduce the notion of conjugate kernels, which will be useful to guaranty that the proposed derivative operator admits a right inverse. The proposed concept includes as special cases Riemann‐Liouville fractional derivatives, Hadamard fractional derivatives, and many other fractional operators. Moreover, using our concept, new fractional operators involving certain special functions are introduced, and some of their properties are studied. Finally, an existence result for a boundary value problem involving the introduced derivative operator is proved.     

On the geometrical structure of Euler-Lagrange equations

Summary We show that the Euler-Lagrange operator and the Poincaré-Cartan form arise in a very simple and natural way from the contact structure of the second order jet space, in a purely differential context, without any reference to a variational problem. By the way we obtain an intrinsic expression of the Euler-Lagrange operator.     

Variational sequences in mechanics

Let be a fibered manifold over a base manifold . A differential 1-form , defined on the -jet prolongation of , is said to be contact, if it vanishes along the -jet prolongation of every section of . The notion of contactness is naturally extended to -forms with . The contact forms define a subsequence of the De Rham sequence on . The corresponding quotient sequence is known as the rth order variational sequence. In this paper, the case of 1-dimensional base is considered. A simple proof is given of the fact that the rth order variational sequence is an acyclic resolution of the constant sheaf. Then the 1st order variational sequence is studied in detail. The quotient sheaves, as well as the quotient mappings, are determined explicitly, and their relationship to the standard concepts of the 1st order calculus of variations is discussed. The following is shown: a) the lagrangians in the 1st order variational sequence (classes of 1-forms) coincide with 2nd order lagrangians, affine in the second derivative variables, b) the concept of the Euler-Lagrange form is extended to 2-forms which are not necessarily variational, c) the concept of the Helmholtz-Sonin form is introduced as the class of an arbitrary 3-form, d) the well-known fundamental notions such as the Euler-Lagrange, and Helmholtz-Sonin mappings are represented by two arrows at the beginning of the variational sequence; this relates the global structure of the Euler-Lagrange mapping to the cohomology of , e) all the remaining classes of -forms with , as well as the quotient mappings, are determined explicitly, f) a locally variational form is defined as a generalization of a symplectic form; locally variational forms, associated to a fixed Euler-Lagrange form, are characterized, and g) distributions associated with a locally variational form are described, and their relation to the Euler-Lagrange equations is studied. These results illustrate differences between finite order variational sequences and variational bicomplexes, based on infinite jet constructions. Received February 18, 1996 / In revised form December 1996 / Accepted December 2, 1996     

Solutions to BSDEs driven by both standard and fractional Brownian motions

The backward stochastic differential equations driven by both standard and fractional Brownian motions (or, in short, SFBSDE) are studied. A Wick-Itô stochastic integral for a fractional Brownian motion is adopted. The fractional Itô formula for the standard and fractional Brownian motions is provided. Introducing the concept of the quasi-conditional expectation, we study some its properties. Using the quasi-conditional expectation, we also discuss the existence and uniqueness of solutions to general SFBSDEs, where a fixed point principle is employed. Moreover, solutions to linear SFBSDEs are investigated. Finally, an explicit solution to a class of linear SFBSDEs is found.     

On the fractional differential equations with uncertainty

This paper is based on the concept of fuzzy differential equations of fractional order introduced by Agarwal et al. [R.P. Agarwal, V. Lakshmikantham, J.J. Nieto, On the concept of solution for fractional differential equations with uncertainty, Nonlinear Anal. 72 (2010) 2859-2862]. Using this concept, we prove some results on the existence and uniqueness of solutions of fuzzy fractional differential equations.     

The Hessian and Jacobi morphisms for higher order calculus of variations

We formulate higher order variations of a Lagrangian in the geometric framework of jet prolongations of fibered manifolds. Our formalism applies to Lagrangians which depend on an arbitrary number of independent and dependent variables, together with higher order derivatives. In particular, we show that the second variation is equal (up to horizontal differentials) to the vertical differential of the Euler-Lagrange morphism which turns out to be self-adjoint along solutions of the Euler-Lagrange equations. These two objects, respectively, generalize in an invariant way the Hessian morphism and the Jacobi morphism (which is then self-adjoint along critical sections) of a given Lagrangian to the case of higher order Lagrangians. Some examples of classical Lagrangians are provided to illustrate our method.     

Uncertain fractional differential equations and an interest rate model

The concept of uncertain fractional differential equation is introduced, and solutions of several uncertain fractional differential equations are presented. This kind of equation is a counterpart of stochastic fractional differential equation. By the proposed concept, an interest rate model is considered, and the price of a zero‐coupon bond is obtained. Copyright © 2014 John Wiley & Sons, Ltd.     

Fractional Wavelet Packet Transformations Involving Hankel–Clifford Integral Transformations

In this paper, we introduce the fractional wavelet transformations(FrWT) involving Hankel–Clifford integral transformation(HClIT) on the positive half line and studied some of its basic properties. Also we obtain Parseval's relation and an inversion formula. Examples of fractional powers of Hankel–Clifford integral transformation(FrHClIT) and FrWT are given. Then, we introduce the concept of fractional wavelet packet transformations FrBWPT and FrWPIT, and investigate their properties.