Search results for "fractional calculu"
showing 10 items of 145 documents
Fractional differential equations solved by using Mellin transform
2014
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.
Implicit analytic solutions for a nonlinear fractional partial differential beam equation
2020
Abstract Analytic solutions in implicit form are derived for a nonlinear partial differential equation (PDE) with fractional derivative elements, which can model the dynamics of a deterministically excited Euler-Bernoulli beam resting on a viscoelastic foundation. Specifically, the initial-boundary value problem for the corresponding PDE is reduced to an initial value problem for a nonlinear ordinary differential equation in a Hilbert space. Next, by employing the cosine and sine families of operators, a variation of parameters representation of the solution map is introduced. Due to the presence of a nonlinear term, a local fixed point theorem is employed to prove the local existence and u…
Galerkin Scheme-Based Determination of Survival Probability of Oscillators With Fractional Derivative Elements
2016
In this paper, an approximate semi-analytical approach is developed for determining the first-passage probability of randomly excited linear and lightly nonlinear oscillators endowed with fractional derivative elements. The amplitude of the system response is modeled as one-dimensional Markovian process by employing a combination of the stochastic averaging and the statistical linearization techniques. This leads to a backward Kolmogorov equation which governs the evolution of the survival probability of the oscillator. Next, an approximate solution of this equation is sought by resorting to a Galerkin scheme. Specifically, a convenient set of confluent hypergeometric functions, related to …
Instantaneous frequency measurement by in-fiber 0.5th order fractional differentiation
2016
We experimentally demonstrate the possibility to retrieve the instantaneous frequency profile of a given temporal light pulse by in-fiber fractional order differentiation of 0.5th-order. The signal's temporal instantaneous frequency profile is obtained by simple dividing two temporal intensity profiles, namely the intensities of the input and output pulses of a spectrally-shifted fractional order differentiation. The results are supported by the experimental measurement of the instantaneous frequency profile of a mode-locked laser. Fil: Poveda-Wong, L.. Universidad de Valencia; España Fil: Carrascosa, A.. Universidad de Valencia; España Fil: Cuadrado Laborde, Christian Ariel. Consejo Nacion…
Scaling and data collapse for the mean exit time of asset prices
2005
We study theoretical and empirical aspects of the mean exit time of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law and it has associated a pre-factor which is specific to the analyzed stock. We perform a series of statistical tests to determine which kind of correlation are responsible for this specificity. The main contribution is associated with the autocorrelation property of stock returns. We introduce and solve analytically both a two-state and a three-state Markov chain models. The analytical results obtained with the two-state Markov chain model …
Stochastic Response Of Fractionally Damped Beams
2014
Abstract This paper aims at introducing the governing equation of motion of a continuous fractionally damped system under generic input loads, no matter the order of the fractional derivative. Moreover, particularizing the excitation as a random noise, the evaluation of the power spectral density performed in frequency domain highlights relevant features of such a system. Numerical results have been carried out considering a cantilever beam under stochastic loads. The influence of the fractional derivative order on the power spectral density response has been investigated, underscoring the damping effect in reducing the power spectral density amplitude for higher values of the fractional de…
Fractional mechanical model for the dynamics of non-local continuum
2009
In this chapter, fractional calculus has been used to account for long-range interactions between material particles. Cohesive forces have been assumed decaying with inverse power law of the absolute distance that yields, as limiting case, an ordinary, fractional differential equation. It is shown that the proposed mathematical formulation is related to a discrete, point-spring model that includes non-local interactions by non-adjacent particles with linear springs with distance-decaying stiffness. Boundary conditions associated to the model coalesce with the well-known kinematic and static constraints and they do not run into divergent behavior. Dynamic analysis has been conducted and both…
The finite element method for fractional non-local thermal energy transfer in non-homogeneous rigid conductors
2015
Abstract In a non-local fractional-order model of thermal energy transport recently introduced by the authors, it is assumed that local and non-local contributions coexist at a given observation scale: while the first is described by the classical Fourier transport law, the second involves couples of adjacent and non-adjacent elementary volumes, and is taken as proportional to the product of the masses of the interacting volumes and their relative temperature, through a material-dependent, distance-decaying power-law function. As a result, a fractional-order heat conduction equation is derived. This paper presents a pertinent finite element method for the solution of the proposed fractional…
A physically based connection between fractional calculus and fractal geometry
2014
We show a relation between fractional calculus and fractals, based only on physical and geometrical considerations. The link has been found in the physical origins of the power-laws, ruling the evolution of many natural phenomena, whose long memory and hereditary properties are mathematically modelled by differential operators of non integer order. Dealing with the relevant example of a viscous fluid seeping through a fractal shaped porous medium, we show that, once a physical phenomenon or process takes place on an underlying fractal geometry, then a power-law naturally comes up in ruling its evolution, whose order is related to the anomalous dimension of such geometry, as well as to the m…
Applications and Implications of Fractional Dynamics for Dielectric Relaxation
2012
This article summarizes briefly the presentation given by the author at the NATO Advanced Research Workshop on “Broadband Dielectric Spectroscopy and its Advanced Technological Applications”, held in Perpignan, France, in September 2011. The purpose of the invited presentation at the workshop was to review and summarize the basic theory of fractional dynamics (Hilfer, Phys Rev E 48:2466, 1993; Hilfer and Anton, Phys Rev E Rapid Commun 51:R848, 1995; Hilfer, Fractals 3(1):211, 1995; Hilfer, Chaos Solitons Fractals 5:1475, 1995; Hilfer, Fractals 3:549, 1995; Hilfer, Physica A 221:89, 1995; Hilfer, On fractional diffusion and its relation with continuous time random walks. In: Pekalski et al. …