Wishart processes

We propose some matrix generalizations of square Bessel processes and we indicate their first properties: hitting time of 0 of the smallest eigenvalue, additivity property, associated Martingales, distributions, which mainly extend the real-valued classical results. We explain why these processes are indecomposable and therefore differ from the real-valued ones. We conclude with some formulae concerning matrix quadratic functionals analogous to the Cameron Martin formula.     

A formula for the powers of fractional order operators

We derive none some explicit formula for the power of fractional order (differential and integral) operators.     

Haar wavelet operational matrix of fractional order integration and its applications in solving the fractional order differential equations

Haar wavelet operational matrix has been widely applied in system analysis, system identification, optimal control and numerical solution of integral and differential equations. In the present paper we derive the Haar wavelet operational matrix of the fractional order integration, and use it to solve the fractional order differential equations including the Bagley-Torvik, Ricatti and composite fractional oscillation equations. The results obtained are in good agreement with the existing ones in open literatures and it is shown that the technique introduced here is robust and easy to apply.     

Approximating by the Wishart distribution

Approximations of density functions are considered in the multivariate case. The results are presented with the help of matrix derivatives, powers of Kronecker products and Taylor expansions of functions with matrix argument. In particular, an approximation by the Wishart distribution is discussed. It is shown that in many situations the distributions should be centred. The results are applied to the approximation of the distribution of the sample covariance matrix and to the distribution of the non-central Wishart distribution.     

On quadratic integral equation of fractional orders

We present an existence theorem for a nonlinear quadratic integral equations of fractional orders, arising in the queuing theory and biology, in the Banach space of real functions defined and continuous on a bounded and closed interval. The concept of measure of noncompactness and a fixed point theorem due to Darbo are the main tool in carrying out our proof.     

On the Wright hypergeometric matrix functions and their fractional calculus

In this paper we focus on the Wright hypergeometric matrix functions and incomplete Wright Gauss hypergeometric matrix functions by using Pochhammer matrix symbol. We first introduce the Wright hypergeometric functions of a matrix argument and examine the convergence of these matrix functions in the unit circle, then we discuss the integral representations and differential formulas of the Wright hypergeometric matrix functions. We have also carried out a similar study process for incomplete Wright Gauss hypergeometric matrix functions. Finally, we obtain some results on the transform and fractional calculus of these Wright hypergeometric matrix functions.     

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.     

On the structure of the Wishart distribution

In this paper it is shown that every nonnegative definite symmetric random matrix with independent diagonal elements and at least one nondegenerate nondiagonal element has a noninfinitely divisible distribution. Using this result it is established that every Wishart distribution W_p(k, Σ, M) with both p and rank (Σ) ≥ 2 is noninfinitely divisible. The paper also establishes that any Wishart matrix having distribution W_p(k, Σ, 0) has the joint distribution of its elements in the rth row and rth column to be infinitely divisible for every r = 1,2,…,p.     

On the Wiener integral with respect to the fractional Brownian motion on an interval

We characterize the domain of the Wiener integral with respect to the fractional Brownian motion of any Hurst parameter H(0,1) on an interval [0,T]. The domain is the set of restrictions to of the distributions of with support contained in [0,T]. In the case H1/2 any element of the domain is given by a function, but in the case H>1/2 this space contains distributions that are not given by functions. The techniques used in the proofs involve distribution theory and Fourier analysis, and allow to study simultaneously both cases H<1/2 and H>1/2.     

Weak estimates for commutators of fractional integral operators

By introducing a kind of maximal operator of the fractional order associated with the mean Luxemburg norm and using the technique of the sharp function, the weak type LlogL estimates for the commutators of the fractional integral operator and the related maximal operator are established.     

On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix

In this paper, the authors cosider the derivation of the exact distributions of the ratios of the extreme roots to the trace of the Wishart matrix. Also, exact percentage points of these distributions are given and their applications are discussed.     

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.     

Discretization algorithm for fractional order integral by Haar wavelet approximation

A discretization algorithm is proposed by Haar wavelet approximation theory for the fractional order integral. In this paper, the integration time is divided into two parts, one presents the effect of the past sampled data, calculated by the iterative method, and the other presents the effect of the recent sampled data at a fixed time interval, calculated by the Haar wavelet. This method can reduce the amount of the stored data effectively and be applied to the design of discrete-time fractional order PID controllers. Finally, several numerical examples and simulation results are given to illustrate the validity of this discretization algorithm.     

On the Connection between the Order of Riemann-Liouvile Fractional Calculus and Hausdorff Dimension of a Fractal Function

This paper investigates the fractal dimension of the fractional integrals of a fractal function.It has been proved that there exists some linear connection between the order of Riemann-Liouvile fractional integrals and the Hausdorff dimension of a fractal function.     

Existence and uniqueness of holomorphic solutions for fractional Cauchy problem

By employing majorant functions, the existence and uniqueness of holomorphic solutions to nonlinear fractional partial differential equations (the Cauchy problems) are introduced. Furthermore, the analytic continuation of solutions is studied.     

Operational solution of fractional differential equations

The main goal of this paper is to solve fractional differential equations by means of an operational calculus. Our calculus is based on a modified shift operator which acts on an abstract space of formal Laurent series. We adopt Weyl’s definition of derivatives of fractional order.     

Solving fractional integral equations by the Haar wavelet method

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.     

Existence, attractiveness and stability of solutions for quadratic Urysohn fractional integral equations

In this paper, existence and attractiveness of solutions for quadratic Urysohn fractional integral equations on an unbounded interval are obtained by virtue of Tichonov fixed point theorem and suitable conjunction of the well known measure ω₀(X) and the spaces C(R⁺). Further, three certain solutions sets X_L,γ, X_1,α and X_{1,(1−(α+v))}, which tending to zero at an appropriate rate t^−ν (ν > 0), ν = γ (or α or 1 − (α + v)) as t → ∞, are introduced and stability of solutions for quadratic Urysohn fractional integral equations are obtained based on these solutions sets respectively by applying Schauder fixed point theorem via some easy checked conditions. An example is given to illustrate the results.     

Global monotonic solutions of multi term fractional differential equations

Based on the Leray-Schauder principle, a fixed point theorem is established to study the existence of a global monotonic solution for some multi term differential equations of fractional type. Some existence result for the inclusion problem is proved.