Fractional differential transform method combined with the Adomian polynomials

A modification of the fractional differential transform method (FDTM) for solving nonlinear fractional differential equations (FDEs) is presented. In this technique, the nonlinear term is replaced by its Adomian polynomial of index k. Then the dependent variable components are replaced in the recurrence relation by their corresponding differential transform components of the same index. Thus nonlinear FDEs can be easily solved with less computational work for any analytic nonlinearity due to the properties and available algorithms of the Adomian polynomials. Numerical examples with different types of nonlinearities are solved and good results are obtained.     

Application of generalized differential transform method to multi-order fractional differential equations

In a recent paper [Odibat Z, Momani S, Erturk VS. Generalized differential transform method: application to differential equations of fractional order, Appl Math Comput. submitted for publication] the authors presented a new generalization of the differential transform method that would extended the application of the method to differential equations of fractional order. In this paper, an application of the new technique is applied to solve fractional differential equations of the form y^(μ)(t)=f(t,y(t),y^(β₁)(t),y^(β₂)(t),…,y^(β_n)(t)) with μ>β_n>β_n-1>…>β₁>0, combined with suitable initial conditions. The fractional derivatives are understood in the Caputo sense. The method provides the solution in the form of a rapidly convergent series. Numerical examples are used to illustrate the preciseness and effectiveness of the new generalization.     

Fractional partial differential equations with boundary conditions

We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show well-posedness of the associated Cauchy problems in $C_0(\mathrm{\Omega })$ and $L_1(\mathrm{\Omega })$. In order to do so we develop a new method of embedding finite state Markov processes into Feller processes on bounded domains and then show convergence of the respective Feller processes. This also gives a numerical approximation of the solution. The proof of well-posedness closes a gap in many numerical algorithm articles approximating solutions to fractional differential equations that use the Lax–Richtmyer Equivalence Theorem to prove convergence without checking well-posedness.     

Existence of fractional differential equations

Consider the fractional differential equation

Dαx=f(t,x),     

Mellin transform of quartic products of shifted Airy functions

The Mellin transform of quartic products of shifted Airy functions is evaluated in a closed form. Some particular cases expressed in terms of the logarithm function and complete elliptic integrals special values are presented.     

Asymptotic properties of fractional delay differential equations

In this paper we study the asymptotic properties of d-dimensional linear fractional differential equations with time delay. We present necessary and sufficient conditions for asymptotic stability of equations of this type using the inverse Laplace transform method and prove polynomial decay of stable solutions. Two examples illustrate the obtained analytical results.     

Solution to system of partial fractional differential equations using the fractional exponential operators

In this article, fractional exponential operator is considered as a general approach for solving partial fractional differential equations. An integral representation for this operator is derived from the Bromwich integral for the inverse Mellin transform. Also, effectiveness of this operator for obtaining the formal solution of system of diffusion equations is discussed. Copyright © 2011 John Wiley & Sons, Ltd.     

Fractional differential equations with a Krasnoselskii–Krein type condition

We consider an initial value problem for a fractional differential equation of Caputo type. The convergence of the Picard successive approximations is established by first showing that the Caputo derivatives of these approximations converge. The method utilized, originally introduced in [O. Kooi, The method of successive approximations and a uniqueness theorem of Krasnoselskii–Krein in the theory of differential equations, Nederi. Akad. Wetensch, Proc. Ser. A61; Indag. Math. 20 (1958) 322–327], is interesting in itself.     

Solution of nonlinear fractional differential equations using homotopy analysis method

In this article, the homotopy analysis method has been applied to solve nonlinear differential equations of fractional order. The validity of this method has successfully been accomplished by applying it to find the solution of two nonlinear fractional equations. The results obtained by homotopy analysis method have been compared with those exact solutions. The results show that the solution of homotopy analysis method is good agreement with the exact solution.     

Variational solutions for partial differential equations driven by a fractional noise

In this article we develop an existence and uniqueness theory of variational solutions for a class of nonautonomous stochastic partial differential equations of parabolic type defined on a bounded open subset D⊂R^d and driven by an infinite-dimensional multiplicative fractional noise. We introduce two notions of such solutions for them and prove their existence and their indistinguishability by assuming that the noise is derived from an L²(D)-valued fractional Wiener process W^H with Hurst parameter , whose covariance operator satisfies appropriate integrability conditions, and where γ∈(0,1] denotes the Hölder exponent of the derivative of the nonlinearity in the stochastic term of the equations. We also prove the uniqueness of solutions when the stochastic term is an affine function of the unknown random field. Our existence and uniqueness proofs rest upon the construction and the convergence of a suitable sequence of Faedo-Galerkin approximations, while our proof of indistinguishability is based on certain density arguments as well as on new continuity properties of the stochastic integral we define with respect to W^H.     

A unification theory of Krasnoselskii for differential equations

The theory of differential equations is very broad and contains many seemingly unrelated types of problems with markedly different methods of solution. It is very difficult to discern any unity in the theory. Yet, sixty years ago one of the foremost investigators, Krasnoselskii, suggested the possibility of finding unity. He claimed that the inversion of a perturbed differential operator yields the sum of a contraction and compact map. Accordingly, he proved a general fixed point theorem to cover this situation. In this paper we begin a long study with a view to putting his idea to the test. We begin with fractional differential equations of Caputo type, continue to neutral functional differential equations, and conclude with a study of an old problem of Volterra which continues to describe many important real-world problems. For these problems there is the perfect unity predicted by Krasnoselskii. It is an invitation to continue the study by examining other important real-world problems.     

The existence of mild solutions for impulsive fractional partial differential equations

This paper is concerned with the existence of mild solutions for a class of impulsive fractional partial semilinear differential equations. Some errors in Mophou (2010) [2] are corrected, and some previous results are generalized.     

Solving nonlinear ordinary differential equations using the NDM

In this research paper, we examine a novel method called the Natural Decomposition Method (NDM). We use the NDM to obtain exact solutions for three different types of nonlinear ordinary differential equations (NLODEs). The NDM is based on the Natural transform method (NTM) and the Adomian decomposition method (ADM). By using the new method, we successfully handle some class of nonlinear ordinary differential equations in a simple and elegant way. The proposed method gives exact solutions in the form of a rapid convergence series. Hence, the Natural Decomposition Method (NDM) is an excellent mathematical tool for solving linear and nonlinear differential equation. One can conclude that the NDM is efficient and easy to use.     

Fractional order iterative functional differential equations with parameter

In this paper, we study a fractional order iterative functional differential equation with parameter. Some theorems to prove existence of the iterative series solutions are presented under some natural conditions. Unfortunately, uniqueness results can not be obtained since the solution operator is not Lipschitz continuous but only Hölder continuous. Meanwhile, data dependence results of solutions and parameters provide possible way to describe the error estimates between explicit and approximative solutions for such problems. We also make some examples to illustrate our results. Finally, we conclude with some possible extensions to general parametrized iterative fractional functional differential equations.     

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.     

A Mellin transform approach to pricing barrier options under stochastic elasticity of variance

This article considers a problem of evaluating barrier option prices when the underlying dynamics are driven by stochastic elasticity of variance (SEV). We employ asymptotic expansions and Mellin transform to evaluate the option prices. The approach is able to efficiently handle barrier options in a SEV framework and produce explicitly a semi-closed form formula for the approximate barrier option prices. The formula is an expansion of the option price in powers of the characteristic amplitude scale and variation time of the elasticity and it can be calculated easily by taking the derivatives of the Black–Scholes price for a barrier option with respect to the underlying price and computing the one-dimensional integrals of some linear combinations of the Greeks with respect to time. We confirm the accuracy of our formula via Monte-Carlo simulation and find the SEV effect on the Black–Scholes barrier option prices.     

Fractional stochastic differential equation with discontinuous diffusion

In this article, we study a class of stochastic differential equations driven by a fractional Brownian motion with H > 1/2 and a discontinuous coefficient in the diffusion. We prove existence and uniqueness for the solution of these equations. This is a first step to define a fractional version of the skew Brownian motion.