Fractional Differential Operator Research Articles

Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics

In this article, we study a class of stochastic partial differential equations with fractional differential operators subject to some time-independent multiplicative Gaussian noise. We derive sharp conditions, under which a unique global $$L^p(\Omega )$$ -solution exists for all $$p\ge 2$$ . In this case, we derive exact moment asymptotics following the same strategy as that in a recent work by Balan et al. (Inst Henri Poincaré Probab Stat. To appear, 2021). In the case when there exists only a local solution, we determine the precise deterministic time, $$T_2$$ , before which a unique $$L^2(\Omega )$$ -solution exists, but after which the series corresponding to the $$L^2(\Omega )$$ moment of the solution blows up. By properly choosing the parameters, results in this paper interpolate the known results for both stochastic heat and wave equations.

On local path behavior of Surgailis multifractional processes

Multifractional processes are stochastic processes with non-stationary increments whose local regularity and self-similarity properties change from point to point. The paradigmatic example of them is the classical Multifractional Brownian Motion (MBM) { M ( t ) } t ∈ R \{{\mathcal {M}}(t)\}_{t\in \mathbb {R}} of Benassi, Jaffard, Lévy Véhel, Peltier and Roux, which was constructed in the mid 90’s just by replacing the constant Hurst parameter H {\mathcal {H}} of the well-known Fractional Brownian Motion by a deterministic function H ( t ) {\mathcal {H}}(t) having some smoothness. More than 10 years later, using a different construction method, which basically relied on nonhomogeneous fractional integration and differentiation operators, Surgailis introduced two non-classical Gaussian multifactional processes denoted by { X ( t ) } t ∈ R \{X(t)\}_{t\in \mathbb {R}} and { Y ( t ) } t ∈ R \{Y(t)\}_{t\in \mathbb {R}} . In our article, under a rather weak condition on the functional parameter H ( ⋅ ) {\mathcal {H}}(\cdot ) , we show that { M ( t ) } t ∈ R \{{\mathcal {M}}(t)\}_{t\in \mathbb {R}} and { X ( t ) } t ∈ R \{X(t)\}_{t\in \mathbb {R}} as well as { M ( t ) } t ∈ R \{{\mathcal {M}}(t)\}_{t\in \mathbb {R}} and { Y ( t ) } t ∈ R \{Y(t)\}_{t\in \mathbb {R}} only differ by a part which is locally more regular than { M ( t ) } t ∈ R \{{\mathcal {M}}(t)\}_{t\in \mathbb {R}} itself. On one hand this result implies that the two non-classical multifractional processes { X ( t ) } t ∈ R \{X(t)\}_{t\in \mathbb {R}} and { Y ( t ) } t ∈ R \{Y(t)\}_{t\in \mathbb {R}} have exactly the same local path behavior as that of the classical MBM { M ( t ) } t ∈ R \{{\mathcal {M}}(t)\}_{t\in \mathbb {R}} . On the other hand it allows to obtain from discrete realizations of { X ( t ) } t ∈ R \{X(t)\}_{t\in \mathbb {R}} and { Y ( t ) } t ∈ R \{Y(t)\}_{t\in \mathbb {R}} strongly consistent statistical estimators for values of their functional parameter.

Invariance analysis and some new exact analytic solutions of the time-fractional coupled Drinfeld-Sokolov-Wilson equations

In this work, the fractional Lie symmetry method is used to find the exact solutions of the time-fractional coupled Drinfeld-Sokolov-Wilson equations with the Riemann-Liouville fractional derivative. Time-fractional coupled Drinfeld-Sokolov-Wilson equations are obtained by replacing the first-order time derivative to the fractional derivatives (FD) of order $\alpha$ in the classical Drinfeld-Sokolov-Wilson (DSW) model. Using the fractional Lie symmetry method, the Lie symmetry generators are obtained. With the help of symmetry generators, FCDSW equations are reduced into fractional ordinary differential equations (FODEs) with Erd$\acute{e}$lyi-Kober fractional differential operator. Also, we have obtained the exact solution of FCDSW equations and shown the effects of non-integer order derivative value on the solutions graphically. The effect of fractional order $\alpha$ on the behavior of solutions is studied graphically. Finally, new conservation laws are constructed along with the formal Lagrangian and fractional generalization of Noether operators. It is quite interesting the exact analytic solutions are obtained in explicit form.

High-Order Dissipation-Preserving Methods for Nonlinear Fractional Generalized Wave Equations

In this paper, we construct and analyze a class of high-order and dissipation-preserving schemes for the nonlinear space fractional generalized wave equations by the newly introduced scalar auxiliary variable (SAV) technique. The system is discretized by a fourth-order Riesz fractional difference operator in spatial discretization and the collocation methods in the temporal direction. Not only can the present method achieve fourth-order accuracy in the spatial direction and arbitrarily high-order accuracy in the temporal direction, but it also has long-time computing stability. Then, the unconditional discrete energy dissipation law of the present numerical schemes is proved. Finally, some numerical experiments are provided to certify the efficiency and the structure-preserving properties of the proposed schemes.

A Caputo discrete fractional-order thermostat model with one and two sensors fractional boundary conditions depending on positive parameters by using the Lipschitz-type inequality

A thermostat model described by a second-order fractional difference equation is proposed in this paper with one sensor and two sensors fractional boundary conditions depending on positive parameters by using the Lipschitz-type inequality. By means of well-known contraction mapping and the Brouwer fixed-point theorem, we provide new results on the existence and uniqueness of solutions. In this work by use of the Caputo fractional difference operator and Hyer–Ulam stability definitions we check the sufficient conditions and solution of the equations to be stable, while most researchers have examined the necessary conditions in different ways. Further, we also establish some results regarding Hyers–Ulam, generalized Hyers–Ulam, Hyers–Ulam–Rassias, and generalized Hyers–Ulam–Rassias stability for our discrete fractional-order thermostat models. To support the theoretical results, we present suitable examples describing the thermostat models that are illustrated by graphical representation.

Convoluted fractional differentials of various forms utilizing the generalized Raina's function description with applications

A generalized differential operator utilizing Raina's function is constructed in light of a certain type of fractional calculus. We next use the generalized operators to build a formula for analytic functions of type normalized. Our method is based on the concepts of subordination and superordination. As an application, a class of differential equations involving the suggested operator is studied. As seen, the solution is provided by a certain hypergeometric function. We also create a fractional coefficient differential operator. Its geometric and analytic features are discussed. Finally, we use the Jackson's calculus to expand the Raina's differential operator and investigate its properties in relation to geometric function theory.

On the Generalized Cauchy Problem for the Evolutionary Equation with Operator of Fractional Differentiation

On the Generalized Cauchy Problem for the Evolutionary Equation with Operator of Fractional Differentiation

A thermodynamic two-temperature model with distinct fractional derivative operators for an infinite body with a cylindrical cavity and varying properties

The current work presents a novel model in the field of thermoelasticity to study an infinitely cylindrical cavity solid medium with variable thermal properties. The governing equations are based on a two-temperature heat conduction model with local and non-local fractional differential operators (Caputo-Fabrizio (CF) and Atangana-Baleanu (AB)). The surface surrounding the cylindrical cavity is due to decreasing heat flow and transport at a constant speed. The effects of different fractional differential operators have been shown and analyzed by making some comparisons and presenting them in tables. The numerical results and figures show the effects of the fractional arrangement parameter and the heat flux velocity significantly on the stress and deformation patterns, but they have little effect on the dynamic temperature and conductivity changes. The thermoelastic model with two temperatures and fractional operators is suitable for describing the phenomenon of heat transfer within elastic and viscous media.

A Fractional-Order Compartmental Model of Vaccination for COVID-19 with the Fear Factor

During the past several years, the deadly COVID-19 pandemic has dramatically affected the world; the death toll exceeds 4.8 million across the world according to current statistics. Mathematical modeling is one of the critical tools being used to fight against this deadly infectious disease. It has been observed that the transmission of COVID-19 follows a fading memory process. We have used the fractional order differential operator to identify this kind of disease transmission, considering both fear effects and vaccination in our proposed mathematical model. Our COVID-19 disease model was analyzed by considering the Caputo fractional operator. A brief description of this operator and a mathematical analysis of the proposed model involving this operator are presented. In addition, a numerical simulation of the proposed model is presented along with the resulting analytical findings. We show that fear effects play a pivotal role in reducing infections in the population as well as in encouraging the vaccination campaign. Furthermore, decreasing the fractional-order parameter α value minimizes the number of infected individuals. The analysis presented here reveals that the system switches its stability for the critical value of the basic reproduction number R0=1.

Numerical Analysis of RLC Electrical Circuits Using Caputo Fractional Differential Operator

Fractional differential operators deal with derivatives of arbitrary order. In general the solution of a fractional differential equation involves the Mittag-Leffler function. In this paper we discuss the analytical and numerical solution of the fractional differential equation associated with the RLC electrical circuit by applying the Caputo fractional differential operator. The solution obtained is expressed in terms of three parameter Mittag-Leffler function. Here we prove the existence and uniqueness of the solution to the fractional differential RLC electrical circuit and also provide numerical examples to show the accuracy and efficiency of the method used.

Map of a Bending Problem for Self-Similar Beams into the Fractal Continuum Using the Euler–Bernoulli Principle

The bending of self-similar beams applying the Euler–Bernoulli principle is studied in this paper. A generalization of the standard Euler–Bernoulli beam equation in the FdH3 continuum using local fractional differential operators is obtained. The mapping of a bending problem for a self-similar beam into the corresponding problem for a fractal continuum is defined. Displacements, rotations, bending moments and shear forces as functions of fractal parameters of the beam are estimated, allowing the mechanical response for self-similar beams to be established. An example of the structural behavior of a cantilever beam with a load at the free end is considered to study the influence of fractality on the mechanical properties of beams.

Evolution Equations in Hilbert Spaces via the Lacunae Method

In this paper, we consider evolution equations in the abstract Hilbert space under the special conditions imposed on the operator at the right-hand side of the equation. We establish the method that allows us to formulate the existence and uniqueness theorem and find a solution in the form of a series on the root vectors of the right-hand side. We consider fractional differential equations of various kinds as an application. Such operators as the Riemann-Liouville fractional differential operator, the Riesz potential, the difference operator have been involved.

Numerical analysis for compact difference scheme of fractional viscoelastic beam vibration models

In this article, a compact difference method is proposed for fractional viscoelastic beam vibration in stress-displacement form. The solvability, the unconditional stability and the convergence rates of second-order in time and fourth-order in space are rigorously proved for the fractional stress v and the displacement u, respectively, under a mild assumption on the loading f. Numerical experiments are given to verify the theoretic findings. One of the main contributions of this article is to evaluate the positive lower- and upper-bound of the eigenvalues of the Toeplitz matrix Λ generated from the weighted Grünwald difference operator for fractional integral operators, and thus prove that the matrix Λ is positive definite and can induce a norm in a vector space. This finding improves significantly the existing semi-positive definiteness theory of the matrix Λ for fractional differential operators and facilitates the proof of the stability and convergence for the stress v.

Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model

We present here the autoregressive tempered fractionally integrated moving average (ARTFIMA) process obtained by taking the tempered fractional difference operator of the non-Gaussian stable noise. The tempering parameter makes the ARTFIMA process stationary for a wider range of the memory parameter values than for the classical autoregressive fractionally integrated moving average, and leads to semi-long range dependence and transient anomalous behavior. We investigate ARTFIMA dependence structure with stable noise and construct Whittle estimators. We also introduce the stable Yaglom noise as a continuous version of the ARTFIMA model with stable noise. Finally, we illustrate the usefulness of the ARTFIMA process on a trajectory from the Golding and Cox experiment.

The construction of higher-order numerical approximation formula for Riesz derivative and its application to nonlinear fractional differential equations (I)

The main goal of this paper is to construct high-order numerical differential formulas approximating the Riesz derivative and apply them to the numerical solution of the nonlinear space fractional Ginzburg–Landau equations. Firstly, we introduce a novel second-order fractional central difference operator for the approximation of the Riesz derivative with order α∈(1,2]. Moreover, based on the difference operator and the compact technique, a novel fourth-order fractional compact difference operator is also derived. Secondly, using the fourth-order difference operator in space and the Crank–Nicolson method in time, a high-order difference scheme is proposed for the nonlinear space fractional Ginzburg–Landau equations. Thirdly, besides the standard energy method, some new techniques and important lemmas are developed to prove the unique solvability, stability and convergence in the sense of different norms. It is proved that the difference scheme is unconditionally stable and convergent with order Oτ2+h4 for α∈(1,1.5), where τ and h are the temporal step size and spatial step size, respectively. Finally, some numerical examples are given to show the efficiency and accuracy of the numerical differential formulas and finite difference scheme.

A Note on Lacunary Sequence Spaces of Fractional Difference Operator of Orderα,β

In the present paper, we defined lacunary sequence spaces of fractional difference operator of orderα,βovern-normed spaces via Musielak-Orlicz functionM=Ik. Our aim in this paper is to study some topological properties and inclusion relation between the spacesI−NαβA,M,u,θ,Δγ,·,⋯,·0,I−NαβA,M,u,θ,Δγ,·,⋯,·, andI−NαβA,M,u,θ,Δγ,·,⋯,·∞.

Analysis of a finite difference method based on L1 discretization for solving multi‐term fractional differential equation involving weak singularity

In this article, we consider a multi‐term fractional initial value problem which has a weak singularity at the initial time . The fractional derivatives are defined in Caputo sense. Due to such singular behavior, an initial layer occurs near which is sharper for small values of γ1 where γ1 is the highest order among all fractional differential operators. In addition, the analytical properties of the solution are provided. The classical L1 scheme is introduced on a uniform mesh to approximate the fractional derivatives. The error analysis is carried out, and it is shown that the numerical solution converges to the exact solution. Further analysis proves that the scheme is of order over the entire region, but it is of order O(τ) on any subdomain away from the origin. τ denotes the mesh parameter. To show the efficiency of the proposed scheme, this method is tested on several model problems, and the results are in agreement with the theoretical findings.

Analysis of SIQR type mathematical model under Atangana-Baleanu fractional differential operator

In the given manuscript, the fractional mathematical model for the current pandemic of COVID-19 is investigated. The model is composed of four agents of susceptible infectious quarantined and recovered cases respectively. The fractional operator of Atangana-Baleanu-Caputo is applied to the considered model for the fractional dynamics. The basic reproduction number is computed for the stability analysis. The techniques of existence and uniqueness of the solution are established with the help of fixed point theory. The concept of stability is also derived using the Ulam-Hyers stability technique. With the help of the fractional order numerical method of Adams-Bashforth, we find the approximate solution of the said model. The obtained scheme is simulated on different fractional orders along with the comparison of integer orders. Varying the numerical values for the contact rate different simulations are performed to check the effect of it on the dynamics of COVID-19.

On generalized fractional integral with multivariate Mittag-Leffler function and its applications

The fractional calculus (FC) has been extensively studied by researchers due to its vast applications in sciences in the last few years. In fractional calculus, multivariate Mittag–Leffler functions are considered the powerful extension of the classical Mittag–Leffler functions. This paper defines the generalized fractional integral operator with multivariate Mittag–Leffler (M-L) function. We prove certain basic properties of the proposed operators, such as an expansion of an infinite series of Riemann–Liouville integrals, Laplace transform (LT), semigroup property, composition with Riemann–Liouville integrals. Also, we present the fractional differential operators and their properties. The application of the proposed operators like the fractional kinetic differential and the time-fractional heat equation are also discussed.

On Variable-Order Fractional Discrete Neural Networks: Solvability and Stability

Few papers have been published to date regarding the stability of neural networks described by fractional difference operators. This paper makes a contribution to the topic by presenting a variable-order fractional discrete neural network model and by proving its Ulam–Hyers stability. In particular, two novel theorems are illustrated, one regarding the existence of the solution for the proposed variable-order network and the other regarding its Ulam–Hyers stability. Finally, numerical simulations of three-dimensional and two-dimensional variable-order fractional neural networks were carried out to highlight the effectiveness of the conceived theoretical approach.