Comments on “Fuzzy fractional order sliding mode controller for nonlinear systems” [Commun Nonlinear Sci Numer Simulat 15 (2010) 963-978]

The aim of this note is to point out some comments to the article [Delavari H, Ghaderi R, Ranjbar A, Momani S. Fuzzy fractional order sliding mode controller for nonlinear systems, Commun Nonlinear Sci Numer Simulat 15 (2010) 963-978].     

Mixed convection unsteady stagnation point flow over a stretching sheet with heat transfer in the presence of variable free stream

An analysis is performed for the unsteady mixed convection flow of an incompressible viscous fluid about a stagnation point on a stretching sheet in the presence of a variable free stream. The equations of motion and energy are transformed into the ordinary differential equations by using similarity transformations. Homotopy analysis method is used for the solution of the governing problem. The results have been discussed by plots. The present values of the function are shown very close to the previous limiting solutions. Copyright © 2011 John Wiley & Sons, Ltd.     

Weak attractors for the dissipative fractional Heisenberg equation

In this short paper, we consider the long time behaviors of the fractional Heisenberg equation and the existence of a global weak attractor is proved for the shift dynamics in the path space. The key ingredient is some new type of commutator structure introduced in this paper, which seems indispensable in proving the compactness of the dynamics. The technique introduced in this paper may also be useful to other fractional order partial differential equations.     

Free energy and states of fractional-order hereditariness

Complex materials, often encountered in recent engineering and material sciences applications, show no complete separations between solid and fluid phases. This aspect is reflected in the continuous relaxation time spectra recorded in cyclic load tests. As a consequence the material free energy cannot be defined in a unique manner yielding a significative lack of knowledge of the maximum recoverable work that can extracted from the material. The non-uniqueness of the free energy function is removed in the paper for power-laws relaxation/creep function by using a recently proposed mechanical analogue to fractional-order hereditariness.     

A generalized Tu formula and Hamiltonian structures of fractional AKNS hierarchy

In this Letter, a generalized Tu formula is firstly presented to construct Hamiltonian structures of fractional soliton equations. The obtained results can be reduced to the classical Hamiltonian hierarchy of AKNS in ordinary calculus.     

On duality concepts in fractional programming

The paper (Part I) describes an approach to duality in fractional programming on the basis of another kind of conjugate functions. The connections to some duality concepts (the Lagrange-duality and duality concepts of Craven and Schaible) are investigated and some new proofs of strong duality theorems are given.     

Rules for selecting the parameters of Oustaloup recursive approximation for the simulation of linear feedback systems containing PID controller

Oustaloup recursive approximation (ORA) is widely used to find a rational integer-order approximation for fractional-order integrators and differentiators of the form s^v, v ∈ (−1, 1). In this method the lower bound, the upper bound and the order of approximation should be determined beforehand, which is currently performed by trial and error and may be inefficient in some cases. The aim of this paper is to provide efficient rules for determining the suitable value of these parameters when a fractional-order PID controller is used in a stable linear feedback system. Two numerical examples are also presented to confirm the effectiveness of the proposed formulas.     

Arithmetic Brownian motion and real options

We treat real option value when the underlying process is arithmetic Brownian motion (ABM). In contrast to the more common assumption of geometric Brownian motion (GBM) and multiplicative diffusion, with ABM the underlying project value is expressed as an additive process. Its variance remains constant over time rather than rising or falling along with the project’s value, even admitting the possibility of negative values. This is a more compelling paradigm for projects that are managed as a component of overall firm value. After outlining the case for ABM, we derive analytical formulas for European calls and puts on dividend-paying assets as well as a numerical algorithm for American-style and other more complex options based on ABM. We also provide examples of their use.