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.     

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.     

A note on fractional derivatives and fractional powers of operators

Definitions of fractional derivatives and fractional powers of positive operators are considered. The connection of fractional derivatives with fractional powers of positive operators is presented. The formula for fractional difference derivative is obtained.     

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.     

Canonical formalism for parameter-invariant integrals in the Calculus of Variations whose Lagrange functions involve second order derivatives

Summary In a recent paper [4] a general theory of parameter-invariant integrals in the Calculus of Variations whose Lagrangians involve higher derivatives was developed, and in particular a certain canonical formalism for such problems was discussed. From the point of view of applications it was found that this formalism proved inadequate inas-much as the suggested Hamiltonian function did not depend explicitly on the first derivatives of the positional coordinates. In the present note an alternative Hamiltonian function is defined, which gives rise to a new canonical formalism. The latter is less complicated than the formalism suggested in [4] and is more readily applicable to special problems. A brief discussion of the resulting Hamilton-Jacobi theory is given, and in conclusion the method is illustrated explicitly by means of an example of fairly general character.     

Computing eigenelements of boundary value problems with fractional derivatives

Variational iteration method has been successfully implemented to handle linear and nonlinear differential equations. The main property of the method is its flexibility and ability to solve nonlinear equations accurately and conveniently. In this paper, first, a general framework of the variational iteration method is presented for analytic treatment of differential equations of fractional order where the fractional derivatives are described in Caputo sense. Second, the new framework is used to compute approximate eigenvalues and the corresponding eigenfunctions for boundary value problems with fractional derivatives. Numerical examples are tested to show the pertinent features of this method. This approach provides a new way to investigate eigenvalue problems with fractional order derivatives.     

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)     

Fractional differential equations solved by using Mellin transform

In this paper, the solution of the multi-order differential equations, by using Mellin transform, is proposed. It is shown that the problem related to the shift of the real part of the argument of the transformed function, arising when the Mellin integral operates on the fractional derivatives, may be overcame. Then, the solution may be found for any fractional differential equation involving multi-order fractional derivatives (or integrals). The solution is found in the Mellin domain, by solving a linear set of algebraic equations, whose inverse transform gives the solution of the fractional differential equation at hands.     

Approximate solution to the time–space fractional cubic nonlinear Schrodinger equation

By introducing the fractional derivatives in the sense of Caputo, we use the adomian decomposition method to construct the approximate solutions for the cubic nonlinear fractional Schordinger equation with time and space fractional derivatives. The exact solution of the cubic nonlinear Schrodinger equation is given as a special case of our approximate solution. This method is efficient and powerful in solving wide classes of nonlinear evolution fractional order equation.     

Numerical solution of fractional oscillator equation

We focus on a numerical scheme applied for a fractional oscillator equation in a finite time interval. This type of equation includes a complex form of left- and right-sided fractional derivatives. Its analytical solution is represented by a series of left and right fractional integrals and therefore is difficult in practical calculations. Here we elaborated two numerical schemes being dependent on a fractional order of the equation. The results of numerical calculations are compared with analytical solutions. Then we illustrate convergence and stability of our schemes.     

Approximate solutions of fractional Zakharov–Kuznetsov equations by VIM

This paper presents the approximate analytical solution of a fractional Zakharov–Kuznetsov equation with the help of the powerful variational iteration method. The fractional derivatives are described in the Caputo sense. Several examples are given and the results are compared to exact solutions. The results show that the variational iteration method is very effective, convenient and simple to use.     

The Fractional Calculus for Some Stochastic Processes

Abstract

The integration and differentiation of fractional orders are well known concepts for deterministic functions (see Miller, K.S.; Ross, B. An Introduction to Fractional Calculus and Fractional Differential Equations; John Wiley: New York, 1993; I. Podlubny and Ahmed M.A. El-Sayed, On two definitions of fractional calculus Slovak Academy of Sciences Institute of experimental Phys. UEF-03-96 ISBN 80-7099-252-2, 1996; Podlubny, I. Fractional Differential Equations; Acad. Press: San Diego – New York, London etc. 1999; Samko, S.G.; Kilbas, A.A.; Marichev, O. Integral and derivatives of the fractional orders and some of their applications. Nauka i Teknika Minisk 1983). In earlier work, we have studied the fractional calculus for mean square continuous stochastic processes. In this work, we shall study the mean square (m.s.) fractional calculus for stochastic processes which are m.s. Riemann-integrable and prove some its properties.     

A formulation of Noether's theorem for fractional problems of the calculus of variations

Fractional (or non-integer) differentiation is an important concept both from theoretical and applicational points of view. The study of problems of the calculus of variations with fractional derivatives is a rather recent subject, the main result being the fractional necessary optimality condition of Euler-Lagrange obtained in 2002. Here we use the notion of Euler-Lagrange fractional extremal to prove a Noether-type theorem. For that we propose a generalization of the classical concept of conservation law, introducing an appropriate fractional operator.     

Approximate analytical solutions of fractional gas dynamic equations

In this article, differential transform method (DTM) has been successfully applied to obtain the approximate analytical solutions of the nonlinear homogeneous and non-homogeneous gas dynamic equations, shock wave equation and shallow water equations with fractional order time derivatives. The true beauty of the article is manifested in its emphatic application of Caputo fractional order time derivative on the classical equations with the achievement of the highly accurate solutions by the known series solutions and even for more complicated nonlinear fractional partial differential equations (PDEs). The method is really capable of reducing the size of the computational work besides being effective and convenient for solving fractional nonlinear equations. Numerical results for different particular cases of the equations are depicted through graphs.     

Decay of potential vortex for a viscoelastic fluid with fractional Maxwell model

This paper is concerned with the exact analytic solutions for the velocity field and the associated tangential stress corresponding to a potential vortex for a fractional Maxwell fluid. The fractional calculus approach is taken into account in the constitutive relationship of a non-Newtonian fluid model. Exact analytic solutions are obtained by using the Hankel transform and the discrete Laplace transform of sequential fractional derivatives. The solutions for a Maxwell fluid appear as the limiting cases of our general solutions by setting α=1$\alpha =1$. The influence of fractional coefficient on the decay of vortex velocity is also analyzed by graphical illustrations.     

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.     

Approximate solutions of nonlinear fractional equations

Fractional exponential that are invariant under fractional derivatives, elementary and special fractional functions are introduced. Approximate solutions to fractional Burgers equation, by using the homotopy perturbation method, are obtained. Furthermore, real integral representations for some H-functions are found that may be very helpful in numerical computations.     

Variational formulations of differential equations and asymmetric fractional embedding

Variational formulations for classical dissipative equations, namely friction and diffusion equations, are given by means of fractional derivatives. In this way, the solutions of those equations are exactly the extremal of some fractional Lagrangian actions. The formalism used is a generalization of the fractional embedding developed by Cresson [Fractional embedding of differential operators and Lagrangian systems, J. Math. Phys. 48 (2007) 033504], where the functional space has been split in two in order to take into account the asymmetry between left and right fractional derivatives. Moreover, this asymmetric fractional embedding is compatible with the least action principle and respects the physical causality principle.     

Variational iteration method for the Burgers’ flow with fractional derivatives—New Lagrange multipliers

The flow through porous media can be better described by fractional models than the classical ones since they include inherently memory effects caused by obstacles in the structures. The variational iteration method was extended to find approximate solutions of fractional differential equations with the Caputo derivatives, but the Lagrange multipliers of the method were not identified explicitly. In this paper, the Lagrange multiplier is determined in a more accurate way and some new variational iteration formulae are presented.     

Solitary pattern solutions for fractional Zakharov-Kuznetsov equations with fully nonlinear dispersion

The fractional Zakharov-Kuznetsov equations are increasingly used in modeling various kinds of weakly nonlinear ion acoustic waves in a plasma comprising cold ions and hot isothermal electrons in the presence of a uniform magnetic field. This has led to a significant interest in the study of these equations. In this work, solitary pattern solutions of fractional Zakharov-Kuznetsov equations are investigated by means of the homotopy perturbation method with consideration of Jumarie’s derivatives. The effects of fractional derivatives for the systems under consideration are discussed. Numerical results and a comparison with exact solutions are presented.