• 제목/요약/키워드: fractional differential equation

검색결과 89건 처리시간 0.019초

A PREDICTOR-CORRECTOR METHOD FOR FRACTIONAL EVOLUTION EQUATIONS

  • Choi, Hong Won;Choi, Young Ju;Chung, Sang Kwon
    • 대한수학회보
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    • 제53권6호
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    • pp.1725-1739
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    • 2016
  • Abstract. Numerical solutions for the evolutionary space fractional order differential equations are considered. A predictor corrector method is applied in order to obtain numerical solutions for the equation without solving nonlinear systems iteratively at every time step. Theoretical error estimates are performed and computational results are given to show the theoretical results.

Fractional Duffing 방정식에서의 카오스 거동 해석 (Analysis of Chaotic Behavior in Fractional Duffing Equation)

  • 배영철
    • 한국전자통신학회논문지
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    • 제10권12호
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    • pp.1389-1394
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    • 2015
  • 최근에 fractional calculus의 개념을 적용하여 fractional 미분 방정식으로 표현되는 기법이 제어공학, 수학, 물리학 등에 적용하고자 하는 노력이 나타나고 있다. 본 논문에서는 Duffing 방정식으로 표현되는 동적 방정식을 정수 차수가 아닌 fractional 차수로 표현하고 이 fractional 실수 차수에서 차수의 크기에 따라 카오스 거동이 존재함을 실수 차수의 값을 변화시켜가면서 시계열 데이터와 위상공간으로 확인하고자 한다.

BARRIER OPTION PRICING UNDER THE VASICEK MODEL OF THE SHORT RATE

  • Sun, Yu-dong;Shi, Yi-min;Gu, Xin
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1501-1509
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    • 2011
  • In this study, assume that the stock price obeys the stochastic differential equation driven by mixed fractional Brownian motion, and the short rate follows the Vasicek model. Then, the Black-Scholes partial differential equation is held by using fractional Ito formula. Finally, the pricing formulae of the barrier option are obtained by partial differential equation theory. The results of Black-Scholes model are generalized.

EXISTENCE AND CONTROLLABILITY OF IMPULSIVE FRACTIONAL NEUTRAL INTEGRO-DIFFERENTIAL EQUATION WITH STATE DEPENDENT INFINITE DELAY VIA SECTORIAL OPERATOR

  • MALAR, K.;ILAVARASI, R.;CHALISHAJAR, D.N.
    • Journal of Applied and Pure Mathematics
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    • 제4권3_4호
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    • pp.151-184
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    • 2022
  • In the article, we handle with the existence and controllability results for fractional impulsive neutral functional integro-differential equation in Banach spaces. We have used advanced phase space definition for infinite delay. State dependent infinite delay is the main motivation using advanced version of phase space. The results are acquired using Schaefer's fixed point theorem. Examples are given to illustrate the theory.

분수 차수 미분 방정식과 주기적인 외력을 가진 Van der Pol 발진기에서의 비선형 거동 해석 (Analysis of Nonlinear Behavior in Fractional Van der Pol Equation with Periodic External Force and Fractional Differential Equation)

  • 이정구;김순환;배영철
    • 한국전자통신학회논문지
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    • 제11권2호
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    • pp.191-196
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    • 2016
  • Van der Pol 발진기는 비선형 제동 현상을 가진 비보존 발진기로서 높은 진폭에서의 에너지는 소산적이며 낮은 진폭들에서는 생성되는 구조를 가진다. 본 논문에서는 분수 차수를 가지는 Van der Pol 발진기 모델에서 주기적 외력을 인가하였을 경우 분수차수로 표현되는 미분 방정식에서 분수차수의 파라미터 변화에 따른 리미트 사이클이 변화 상태를 확인하고자 한다.

REGULARITY FOR FRACTIONAL ORDER RETARDED NEUTRAL DIFFERENTIAL EQUATIONS IN HILBERT SPACES

  • Cho, Seong Ho;Jeong, Jin-Mun;Kang, Yong Han
    • 대한수학회지
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    • 제53권5호
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    • pp.1019-1036
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    • 2016
  • In this paper, we study the existence of solutions and $L^2$-regularity for fractional order retarded neutral functional differential equations in Hilbert spaces. We no longer require the compactness of structural operators to prove the existence of continuous solutions of the non-linear differential system, but instead we investigate the relation between the regularity of solutions of fractional order retarded neutral functional differential systems with unbounded principal operators and that of its corresponding linear system excluded by the nonlinear term. Finally, we give a simple example to which our main result can be applied.

FRACTIONAL HYBRID DIFFERENTIAL EQUATIONS WITH P-LAPLACIAN OPERATOR

  • CHOUKRI DERBAZI;ABDELKRIM SALIM;HADDA HAMMOUCHE;MOUFFAK BENCHOHRA
    • Journal of Applied and Pure Mathematics
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    • 제6권1_2호
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    • pp.21-36
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    • 2024
  • In this paper, we study the existence of solutions for hybrid fractional differential equations with p-Laplacian operator involving fractional Caputo derivative of arbitrary order. This work can be seen as an extension of earlier research conducted on hybrid differential equations. Notably, the extension encompasses both the fractional aspect and the inclusion of the p-Laplacian operator. We build our analysis on a hybrid fixed point theorem originally established by Dhage. In addition, an example is provided to demonstrate the effectiveness of the main results.

A GENERALIZATION OF THE KINETIC EQUATION USING THE PRABHAKAR-TYPE OPERATORS

  • Dorrego, Gustavo Abel;Kumar, Dinesh
    • 호남수학학술지
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    • 제39권3호
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    • pp.401-416
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    • 2017
  • Fractional kinetic equations are investigated in order to describe the various phenomena governed by anomalous reaction in dynamical systems with chaotic motion. Many authors have provided solutions of various families of fractional kinetic equations involving special functions. Here, in this paper, we aim at presenting solutions of certain general families of fractional kinetic equations using Prabhakar-type operators. The idea of present paper is motivated by Tomovski et al. [21].

SOLVABILITY OF MULTI-POINT BOUNDARY VALUE PROBLEMS FOR FRACTIONAL DIFFERENTIAL EQUATIONS AT RESONANCE

  • Liu, Yuji;Liu, Xingyuan
    • 충청수학회지
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    • 제25권3호
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    • pp.425-443
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    • 2012
  • Sufficient conditions for the existence of at least one solution of a class of multi-point boundary value problems of the fractional differential equations at resonance are established. The main theorem generalizes and improves those ones in [Liu, B., Solvability of multi-point boundary value problems at resonance(II), Appl. Math. Comput., 136(2003)353-377], see Remark 2.3. An example is presented to illustrate the main results.