共查询到20条相似文献,搜索用时 31 毫秒
1.
《Mathematical Methods in the Applied Sciences》2018,41(2):697-704
This work presents a new model of the fractional Black‐Scholes equation by using the right fractional derivatives to model the terminal value problem. Through nondimensionalization and variable replacements, we convert the terminal value problem into an initial value problem for a fractional convection diffusion equation. Then the problem is solved by using the Fourier‐Laplace transform. The fundamental solutions of the derived initial value problem are given and simulated and display a slow anomalous diffusion in the fractional case. 相似文献
2.
《Mathematical Methods in the Applied Sciences》2018,41(1):336-352
This paper is devoted to the study of the initial value problem of nonlinear fractional differential equations involving a Caputo‐type fractional derivative with respect to another function. Existence and uniqueness results for the problem are established by means of the some standard fixed point theorems. Next, we develop the Picard iteration method for solving numerically the problem and obtain results on the long‐term behavior of solutions. Finally, we analyze a population growth model and a gross domestic product model with governing equations being fractional differential equations that we have introduced in this work. 相似文献
3.
《Communications in Nonlinear Science & Numerical Simulation》2014,19(1):311-322
This paper develops a numerical model to identify constitutive parameters in the fractional viscoelastic field. An explicit semi-analytical numerical model and a finite difference (FD) method based numerical model are derived for solving the direct homogenous and regionally inhomogeneous fractional viscoelastic problems, respectively. A continuous ant colony optimization (ACO) algorithm is employed to solve the inverse problem of identification. The feasibility of the proposed approach is illustrated via the numerical verification of a two-dimensional identification problem formulated by the fractional Kelvin–Voigt model, and the noisy data and regional inhomogeneity etc. are taken into account. 相似文献
4.
《Communications in Nonlinear Science & Numerical Simulation》2010,15(5):1253-1258
One of the main applications of fractional derivative is in the modeling of intermediate physical processes. In this work, the methodology of fractional calculus is used to model the intermediate process between advection and dispersion as an initial-boundary-value problem for a partial differential equation of fractional order with one spatial variable and constant coefficients. A numerical algorithm based on symbolic computations for the solution of the problem is suggested and tested with good results. 相似文献
5.
We study a new nonlocal approach to the mathematical modelling of the chemotaxis problem, which describes the random motion of a certain population due to a substance concentration. Considering the initial–boundary value problem for the fractional hyperbolic Keller–Segel model, we prove the solvability of the problem. The solvability result relies mostly on fractional calculus and kinetic formulation of scalar conservation laws. 相似文献
6.
We investigate the approximation of fractional resolvents, extending and improving some corresponding results on semigroups and resolvents. As applications, we utilize the approach of Meyer approximation to analyze the time optimal control problem of a Riemann-Liouville fractional system without Lipschitz continuity. A fractional diffusion model is also presented to confirm our theoretical findings. 相似文献
7.
The least-squares linear inverse estimation problem for random fields is studied in a fractional generalized framework. First, the second-order regularity properties of the random fields involved in this problem are analysed in terms of the fractional Sobolev norms. Second, the incorporation of prior information in the form of a fractional stochastic model, with covariance operator bicontinuous with respect to a certain fractional Sobolev norm, leads to a regularization of this problem. Third, a multiresolution approximation to the class of linear inverse problems considered is obtained from a wavelet-based orthogonal expansion of the input and output random models. The least-squares linear estimate of the input random field is then computed using these orthogonal wavelet decompositions. The results are applied to solving two important cases of linear inverse problems defined in terms of fractional integral operators. 相似文献
8.
We establish the existence and uniqueness of a weak solution to an initial boundary value problem for the system of the motion equations of a fluid that is a fractional analog of the Voigt viscoelasticity model. The rheological equation of the model contains fractional derivatives. 相似文献
9.
In this paper we consider linear fractional programming problem and look at its linear complementarity formulation. In the
literature, uniqueness of solution of a linear fractional programming problem is characterized through strong quasiconvexity.
We present another characterization of uniqueness through complementarity approach and show that the solution set of a fractional
programming problem is convex. Finally we formulate the complementarity condition as a set of dynamical equations and prove
certain results involving the neural network model. A computational experience is also reported.
相似文献
10.
Ngoc Tran Bao Dumitru Baleanu Duc Le Thi Minh Tuan Nguyen Huy 《Mathematical Methods in the Applied Sciences》2020,43(12):7208-7226
This paper studies partial differential equation model with the new general fractional derivatives involving the kernels of the extended Mittag–Leffler type functions. An initial boundary value problem for the anomalous diffusion of fractional order is analyzed and considered. The fractional derivative with Mittag–Leffler kernel or also called Atangana and Baleanu fractional derivative in time is taken in the Caputo sense. We obtain results on the existence, uniqueness, and regularity of the solution. 相似文献
11.
The evolution process of fractional order describes some phenomenon of anomalous diffusion and transport dynamics in complex system. The equation containing fractional derivatives provides a suitable mathematical model for describing such a process. The initial boundary value problem is hard to solve due to the nonlocal property of the fractional order derivative. We consider a final value problem in a bounded domain for fractional evolution process with respect to time, which means to recover the initial state for some slow diffusion process from its present status. For this ill-posed problem, we construct a regularizing solution using quasi-reversible method. The well-posedness of the regularizing solution as well as the convergence property is rigorously analyzed. The advantage of the proposed scheme is that the regularizing solution is of the explicit analytic solution and therefore is easy to be implemented. Numerical examples are presented to show the validity of the proposed scheme. 相似文献
12.
Yi‐Fei Pu Patrick Siarry Ji‐Liu Zhou Ni Zhang 《Mathematical Methods in the Applied Sciences》2014,37(12):1784-1806
Traditional integer‐order partial differential equation based image denoising approach can easily lead edge and complex texture detail blur, thus its denoising effect for texture image is always not well. To solve the problem, we propose to implement a fractional partial differential equation (FPDE) based denoising model for texture image by applying a novel mathematical method—fractional calculus to image processing from the view of system evolution. Previous studies show that fractional calculus has some unique properties that it can nonlinearly enhance complex texture detail in digital image processing, which is obvious different with integer‐order differential calculus. The goal of the modeling is to overcome the problems of the existed denoising approaches by utilizing the aforementioned properties of fractional differential calculus. Using classic definition and property of fractional differential calculus, we extend integer‐order steepest descent approach to fractional field to implement fractional steepest descent approach. Then, based on the earlier fractional formulas, a FPDE based multiscale denoising model for texture image is proposed and further analyze optimal parameters value for FPDE based denoising model. The experimental results prove that the ability for preserving high‐frequency edge and complex texture information of the proposed fractional denoising model are obviously superior to traditional integral based algorithms, as for texture detail rich images. Copyright © 2013 John Wiley & Sons, Ltd. 相似文献
13.
The work presents a mathematical model describing the time fractional anomalous-diffusion process of a generalized Stefan problem which is a limit case of a shoreline problem. In this model, the governing equations include a fractional time derivative of order 0 < α ? 1 and variable latent heat. The approximate solution of the problem is obtained by homotopy perturbation method. The results thus obtained are compared graphically with the exact solutions. A brief sensitivity study is also performed. 相似文献
14.
Hadi Roohani Ghehsareh Ali Zaghian Ahmad Majlesi 《Mathematical Methods in the Applied Sciences》2020,43(6):3637-3649
In the current work, a generalized mathematical model based on the Coimbra time fractional derivative of variable order, which describes an anomalous mobile-immobile transport process in complex systems is investigated numerically. A robust numerical technique based on the meshfree strong form method combined with an efficient time-stepping scheme is performed to compute the approximate solution of the problem with high accuracy. For this purpose, firstly, an effective implicit time discretization approach is used for discretizing the variable-order time fractional problem in the time direction. Then a global meshless technique based on the method of approximate particular solutions is performed to fully discretize the model in the spatial domain. The validity and performance of the procedure to numerically simulate the proposed generalized solute transport model on regular and irregular domains are demonstrated through some numerical examples. 相似文献
15.
The dynamic analysis of viscoelastic pipes conveying fluid is investigated by the variable fractional order model in this article. The nonlinear variable fractional order integral-differential equation is established by introducing the model into the governing equation. Then the Shifted Legendre Polynomials algorithm is first presented for dealing with this kind of equations. The convergence analysis and numerical example verify that the algorithm is an effective and accurate technique for addressing this type complicated equation. Numerical results for dynamic analysis of viscoelastic pipes conveying fluid show the effect of parameters on displacement, acceleration, strain and stress. It also indicates that how dynamic properties are affected by the variable fractional order and fluid velocity varying. Most of all, the proposed algorithm has enormous potentials for the problem of high precision dynamics under the variable fractional order model. 相似文献
16.
The existence of a weak solution of a boundary value problem for a fractional Voigt viscoelasticity model is proved. The proof relies on an approximation of the original boundary value problem by regularized ones and recent results concerning the solvability of Cauchy problems for systems of ordinary differential equations in the class of regular Lagrangian flows. 相似文献
17.
Anatoly N. Kochubei 《Potential Analysis》2012,37(1):1-30
We develop a theory of the Cauchy problem for linear evolution systems of partial differential equations with the Caputo-Dzhrbashyan fractional derivative in the time variable t. The class of systems considered in the paper is a fractional extension of the class of systems of the first order in t satisfying the uniform strong parabolicity condition. We construct and investigate the Green matrix of the Cauchy problem. While similar results for the fractional diffusion equations were based on the H-function representation of the Green matrix for equations with constant coefficients (not available in the general situation), here we use, as a basic tool, the subordination identity for a model homogeneous system. We also prove a uniqueness result based on the reduction to an operator-differential equation. 相似文献
18.
This paper presents a numerical scheme for solving fractional optimal control. The fractional derivative in this problem is in the Riemann–Liouville sense. The proposed method, based upon the method of moments, converts the fractional optimal control problem to a semidefinite optimization problem; namely, the nonlinear optimal control problem is converted to a convex optimization problem. The Grunwald–Letnikov formula is also used as an approximation for fractional derivative. The solution of fractional optimal control problem is found by solving the semidefinite optimization problem. Finally, numerical examples are presented to show the performance of the method. 相似文献
19.
The fractional knapsack problem to obtain an integer solution that maximizes a linear fractional objective function under the constraint of one linear inequality is considered. A modification of the Dinkelbach's algorithm [3] is proposed to exploit the fact that good feasible solutions are easily obtained for both the fractional knapsack problem and the ordinary knapsack problem. An upper bound of the number of iterations is derived. In particular it is clarified how optimal solutions depend on the right hand side of the constraint; a fractional knapsack problem reduces to an ordinary knapsack problem if the right hand side exceeds a certain bound. 相似文献
20.
In this paper, we consider an inverse problem related to a fractional diffusion equation. The model problem is governed by a nonlinear partial differential equation involving the fractional spectral Laplacian. This study is focused on the reconstruction of an unknown source term from a partial internal measured data. The considered ill‐posed inverse problem is formulated as a minimization one. The existence, uniqueness, and stability of the solution are discussed. Some theoretical results are established. The numerical reconstruction of the unknown source term is investigated using an iterative process. The proposed method involves a denoising procedure at each iteration step and provides a sequence of source term approximations converging in norm to the actual solution of the minimization problem. Some numerical results are presented to show the efficiency and the accuracy of the proposed approach. 相似文献