Ordinary Differential Equations Of Fractional Order Research Articles

Numerical Solution of Fractional-Order Ordinary Differential Equations Using the Reformulated Infinite State Representation

Abstract In this paper, we propose a novel approach for the numerical solution of fractional-order ordinary differential equations. The method is based on the infinite state representation of the Caputo fractional differential operator, in which the entire history of the state of the system is considered for correct initialization. The infinite state representation contains an improper integral with respect to frequency, expressing the history dependence of the fractional derivative. The integral generally has a weakly singular kernel, which may lead to problems in numerical computations. A reformulation of the integral generates a kernel that decays to zero at both ends of the integration interval leading to better convergence properties of the related numerical scheme. We compare our method to other schemes by considering several benchmark problems.

Mathematical modeling for the impacts of deforestation on wildlife species using Caputo differential operator

Abstract This research study shows the impacts of deforestation on wildlife species using a newly proposed four dimensional nonlinear mathematical model based upon fractional-order ordinary differential equations. Being a nonlinear model, some theorems using fixed point theory have been proved showing the existence and uniqueness properties for the solution of the fractional-order model. Using an explicit version of Adams–Bashforth–Moulton method devised for the fractional-order ordinary differential equations with convergence order p = min ( 1 + τ , 2 ) , where τ is the order of the differential equations used in the model; some numerical simulations in the form of graphical illustrations have been carried out depicting the better performance of the fractional-order model for being capable enough to capture all the history information of the system under consideration which is a phenomenon not found in the classical (integer-order) differential equations. Varying values for both the fractional-order parameter τ and parameters of the model itself are used during the required numerical simulations.

A semi-analytic method for fractional-order ordinary differential equations: Testing results

Abstract The paper presents the testing results of a semi-analytic collocation method, using five benchmark problems published in a paper by Xue and Bai in Fract. Calc. Appl. Anal., Vol. 20, No 5 (2017), pp. 1305–1312, DOI: 10.1515/fca-2017-0068.

On artificial neural networks approach with new cost functions

In this manuscript, the artificial neural networks approach involving generalized sigmoid function as a cost function, and three-layered feed-forward architecture is considered as an iterative scheme for solving linear fractional order ordinary differential equations. The supervised back-propagation type learning algorithm based on the gradient descent method, is able to approximate this a problem on a given arbitrary interval to any desired degree of accuracy. To be more precise, some test problems are also given with the comparison to the simulation and numerical results given by another usual method.

Dirichlet Problem for a Fractional-Order Ordinary Differential Equation with Retarded Argument

A solution of the Dirichlet problem for a fractional-order ordinary differential equation has been found. Green’s function has been constructed for the problem concerned. The problem solution has been written in terms of Green’s function. A theorem on the existence and uniqueness of a solution of the posed problem has been proved, and a condition for its unique solvability has been derived. It is shown that the condition of solvability may only be violated a finite number of times.

Traveling wave solutions in closed form for some nonlinear fractional evolution equations related to conformable fractional derivative

Fractional order nonlinear evolution equations involving conformable fractional derivative are formulated and revealed for attractive solutions to depict the physical phenomena of nonlinear mechanisms in the real world. The core aim of this article is to explore further new general exact traveling wave solutions of nonlinear fractional evolution equations, namely, the space time fractional (2+1)-dimensional dispersive long wave equations, the (3+1)-dimensional space time fractional mKdV-ZK equation and the space time fractional modified regularized long-wave equation. The mentioned equations are firstly turned into the fractional order ordinary differential equations with the aid of a suitable composite transformation and then hunted their solutions by means of recently established fractional generalized ($D_\xi^\alpha G/G$)-expansion method. This productive method successfully generates many new and general closed form traveling wave solutions in accurate, reliable and efficient way in terms of hyperbolic, trigonometric and rational. The obtained results might play important roles for describing the complex phenomena related to science and engineering and also be newly recorded in the literature for their high acceptance. The suggested method will draw the attention to the researchers to establish further new solutions to any other nonlinear evolution equations.

Benchmark problems for Caputo fractional-order ordinary differential equations

Abstract There are many numerical algorithms for solving the fractional-order ordinary differential equations (FODEs). They are usually very different in nature, and it is difficult to compare their performances. To solve this problem, a set of five benchmark problems of different categories of FODEs with known analytical solution are designed and proposed, they can be used as benchmark problems for testing the numerical algorithms. A Simulink block diagram scheme is used for solving these benchmark problems, with computing errors and the running times reported.

Universal block diagram based modeling and simulation schemes for fractional-order control systems

Universal block diagram based schemes are proposed for modeling and simulating the fractional-order control systems in this paper. A fractional operator block in Simulink is designed to evaluate the fractional-order derivative and integral. Based on the block, the fractional-order control systems with zero initial conditions can be modeled conveniently. For modeling the system with nonzero initial conditions, the auxiliary signal is constructed in the compensation scheme. Since the compensation scheme is very complicated, therefore the integrator chain scheme is further proposed to simplify the modeling procedures. The accuracy and effectiveness of the schemes are assessed in the examples, the computation results testify the block diagram scheme is efficient for all Caputo fractional-order ordinary differential equations (FODEs) of any complexity, including the implicit Caputo FODEs.

Lie symmetries, symmetry reductions and conservation laws of time fractional modified Korteweg–de Vries (mkdv) equation

In this work, we study Lie symmetry analysis for fractional order differential equations that is one of the applications of symmetries. This study deals with Lie symmetry of fractional order modified Korteweg–de Vries (mKdV) equation. We found Lie symmetries of this equation and then we reduced fractional order modified Korteweg–de Vries (mKdV) equation to fractional order ordinary differential equation with Erdelyi–Kober fractional differential operator. Then we used characteristic method for fractional order differential equations and help of founded these Lie symmetries for finding solutions for given equation. Then we obtained infinite and finite conservation laws of fractional order modified Korteweg–de Vries (mKdV) equation.

New Modified Adomian Decomposition Recursion Schemes for Solving Certain Types of Nonlinear Fractional Two-Point Boundary Value Problems

We apply new modified recursion schemes obtained by the Adomian decomposition method (ADM) to analytically solve specific types of two-point boundary value problems for nonlinear fractional order ordinary and partial differential equations. The new modified recursion schemes, which sometimes utilize the technique of Duan’s convergence parameter, are derived using the Duan-Rach modified ADM. The Duan-Rach modified ADM employs all of the given boundary conditions to compute the remaining unknown constants of integration, which are then embedded in the integral solution form before constructing recursion schemes for the solution components. New modified recursion schemes obtained by the method are generated in order to analytically solve nonlinear fractional order boundary value problems with a variety of two-point boundary conditions such as Robin and separated boundary conditions. Some numerical examples of such problems are demonstrated graphically. In addition, the maximal errors (MEn) or the error remainder functions (ERn(x)) of each problem are calculated.

A 2nd-order one-point numerical integration scheme for fractional ordinary differential equations

In this paper we propose an efficient and easy-to-implement numerical method for an $α$-th order Ordinary Differential Equation (ODE) when $α∈ (0, 1)$, based on a one-point quadrature rule. The quadrature point in each sub-interval of a given partition with mesh size $h$ is chosen judiciously so that the degree of accuracy of the quadrature rule is 2 in the presence of the singular integral kernel. The resulting time-stepping method can be regarded as the counterpart for fractional ODEs of the well-known mid-point method for 1st-order ODEs. We show that the global error in a numerical solution generated by this method is of the order $\mathcal{O}(h^{2})$, independently of $α$. Numerical results are presented to demonstrate that the computed rates of convergence match the theoretical one very well and that our method is much more accurate than a well-known one-step method when $α$ is small.

Linear and nonlinear vibrations of fractional viscoelastic Timoshenko nanobeams considering surface energy effects

In this paper, the linear and nonlinear vibrations of fractional viscoelastic Timoshenko nanobeams are studied based on the Gurtin–Murdoch surface stress theory. Firstly, the constitutive equations of fractional viscoelasticity theory are considered, and based on the Gurtin–Murdoch model, stress components on the surface of the nanobeam are incorporated into the axial stress tensor. Afterward, using Hamilton's principle, equations governing the two-dimensional vibrations of fractional viscoelastic nanobeams are derived. Finally, two solution procedures are utilized to describe the time responses of nanobeams. In the first method, which is fully numerical, the generalized differential quadrature and finite difference methods are used to discretize the linear part of the governing equations in spatial and time domains. In the second method, which is semi-analytical, the Galerkin approach is first used to discretize nonlinear partial differential governing equations in the spatial domain, and the obtained set of fractional-order ordinary differential equations are then solved by the predictor–corrector method. The accuracy of the results for the linear and nonlinear vibrations of fractional viscoelastic nanobeams with different boundary conditions is shown. Also, by comparing obtained results for different values of some parameters such as viscoelasticity coefficient, order of fractional derivative and parameters of surface stress model, their effects on the frequency and damping of vibrations of the fractional viscoelastic nanobeams are investigated.

Analytical solutions of multi-term time fractional differential equations and application to unsteady flows of generalized viscoelastic fluid

This paper derives analytical solutions for a class of new multi-term fractional-order partial differential equations, which include the terms for spatial diffusion, time-fractional diffusion (multi-term) and reaction. These models can be used to describe the nonlinear relationship between the shear stress and shear rate of generalized viscoelastic Oldroyd-B fluid and Burgers fluid. By using a modified separation of variables method, the governing fractional-order partial differential equations are transformed into a set of fractional-order ordinary differential equations. Mikusiński-type operational calculus is then employed to obtain the exact solutions of the linear fractional ordinary differential equations with constant coefficients. The solutions are expressed in terms of multivariate Mittag-Leffler functions. Different situations for the unsteady flows of generalized Oldroyd-B fluid and Burgers fluid due to a moving plate are considered via examples. Integral representations of the solutions are presented. It is shown that the presented results reduce to the corresponding results for classical Navier–Stokes, Oldroyd-B, Maxwell and second-grade fluids as special cases.

Exact Solutions for The Space-Time Fractional SRLW and STO Equationsby The (D α G)/G Expansion Method

A new application of the remarkable (DαG)/G-expansion method based on a fractional order ordinary differential equation is used to find exact solutions of the space-time fractionalsymmetric regularized long wave (SRLW) equation and the space-time fractional Sharma-Tasso-Olver (STO) equation. This method involves Jumarie’s modified Riemann-Liouville derivative and uses some of its basic properties. Exact solutions for both equations are obtained.

The operational solution of fractional-order differential equations, as well as Black–Scholes and heat-conduction equations

Operational solutions to fractional-order ordinary differential equations and to partial differential equations of the Black–Scholes and of Fourier heat conduction type are presented. Inverse differential operators, integral transforms, and generalized forms of Hermite and Laguerre polynomials with several variables and indices are used for their solution. Examples of the solution of ordinary differential equations and extended forms of the Fourier, Schrodinger, Black–Scholes, etc. type partial differential equations using the operational method are given. Equations that contain the Laguerre derivative are considered. The application of the operational method for the solution of a number of physical problems connected with charge dynamics in the framework of quantum mechanics and heat propagation is demonstrated.

Fractional Order Stochastic Differential Equation with Application in European Option Pricing

Memory effect is an important phenomenon in financial systems, and a number of research works have been carried out to study the long memory in the financial markets. In recent years, fractional order ordinary differential equation is used as an effective instrument for describing the memory effect in complex systems. In this paper, we establish a fractional order stochastic differential equation (FSDE) model to describe the effect of trend memory in financial pricing. We, then, derive a European option pricing formula based on the FSDE model and prove the existence of the trend memory (i.e., the mean value function) in the option pricing formula when the Hurst index is between 0.5 and 1. In addition, we make a comparison analysis between our proposed model, the classic Black-Scholes model, and the stochastic model with fractional Brownian motion. Numerical results suggest that our model leads to more accurate and lower standard deviation in the empirical study.

Variational Iteration Method for Solving System of Fractional Order Ordinary Differential Equations

This paper presents approximate solutions for system of linear and nonlinear fractional order differential equations using the variational iteration method. The fractional derivatives are described in the Caputo sense, because it allows traditional initial and boundary conditions to be included in the formulation of the problem. The solutions of our models equations are calculated in the form of convergent series with easily computable components. Also, we prove the variational iteration formula and its convergence to the exact solution for solving system of fractional order differential equations. Some examples are solved as an illustration to the method, in order to show the accuracy of the method an comparison with results obtained by differential transform method and Adomian decomposition method given in author literatures .

Variational Iteration Method for Solving System of Fractional Order Ordinary Differential Equations

Variational Iteration Method for Solving System of Fractional Order Ordinary Differential Equations

E α -Ulam type stability of fractional order ordinary differential equations

In this paper, the concepts of \(\mathbb{E}_{\alpha}\)-Ulam-Hyers stability, generalized \(\mathbb{E}_{\alpha}\)-Ulam-Hyers stability, \(\mathbb{E}_{\alpha}\)-Ulam-Hyers-Rassias stability and generalized \(\mathbb{E}_{\alpha}\)-Ulam-Hyers-Rassias stability for fractional order ordinary differential equations are raised. Without loss of generality, \(\mathbb{E}_{\alpha}\)-Ulam-Hyers-Rassias stability result is derived by using a singular integral inequality of Gronwall type. Two examples are also provided to illustrate our results.

FRACTIONAL DIFFERENTIATION MATRICES FOR SOLVING FRACTIONAL ORDERS DIFFERENTIAL EQUATIONS

This paper gives a new formula for the fractional differentiation matrix based on shifted Chebyshev polynomials for solving fractional order ordinary differential equations (FODEs). In addition, we will estimate the error bound of the in the largest element of that matrix. Some numerical examples are included to confirm the accuracy of the new formula and illustrate the practical usefulness of our method.