FRACTIONAL CALCULUSMODELS AND NUMERICAL METHODS SERIES ON COMPLEXITY NONLINEARITY AND CHAOS

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Fractional Calculus

Author : Dumitru Baleanu
ISBN : 9789813140059
Genre : Mathematics
File Size : 41.37 MB
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This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics. We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models. All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications. This book will keep in mind the trade-off between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice. The second edition of the book has been expanded and now includes a discussion of additional, newly developed numerical methods for fractional calculus and a chapter on the application of fractional calculus for modeling processes in the life sciences.
Category: Mathematics

Discontinuity And Complexity In Nonlinear Physical Systems

Author : J. A. Tenreiro Machado
ISBN : 9783319014111
Genre : Technology & Engineering
File Size : 27.78 MB
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Discontinuity in Nonlinear Physical Systems explores recent developments in experimental research in this broad field, organized in four distinct sections. Part I introduces the reader to the fractional dynamics and Lie group analysis for nonlinear partial differential equations. Part II covers chaos and complexity in nonlinear Hamiltonian systems, important to understand the resonance interactions in nonlinear dynamical systems, such as Tsunami waves and wildfire propagations; as well as Lev flights in chaotic trajectories, dynamical system synchronization and DNA information complexity analysis. Part III examines chaos and periodic motions in discontinuous dynamical systems, extensively present in a range of systems, including piecewise linear systems, vibro-impact systems and drilling systems in engineering. And in Part IV, engineering and financial nonlinearity are discussed. The mechanism of shock wave with saddle-node bifurcation and rotating disk stability will be presented, and the financial nonlinear models will be discussed.
Category: Technology & Engineering

Fractional Calculus

Author : Dumitru Baleanu
ISBN : 9813140038
Genre : Fractional calculus
File Size : 80.58 MB
Format : PDF, ePub
Download : 985
Read : 1053

This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics. We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models. All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications. This book will keep in mind the trade-off between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice. The second edition of the book has been expanded and now includes a discussion of additional, newly developed numerical methods for fractional calculus and a chapter on the application of fractional calculus for modeling processes in the life sciences.
Category: Fractional calculus

Chaotic Fractional And Complex Dynamics New Insights And Perspectives

Author : Mark Edelman
ISBN : 9783319681092
Genre : Science
File Size : 59.43 MB
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The book presents nonlinear, chaotic and fractional dynamics, complex systems and networks, together with cutting-edge research on related topics. The fifteen chapters – written by leading scientists working in the areas of nonlinear, chaotic, and fractional dynamics, as well as complex systems and networks – offer an extensive overview of cutting-edge research on a range of topics, including fundamental and applied research. These include but are not limited to, aspects of synchronization in complex dynamical systems, universality features in systems with specific fractional dynamics, and chaotic scattering. As such, the book provides an excellent and timely snapshot of the current state of research, blending the insights and experiences of many prominent researchers.
Category: Science

The Fractional Calculus Theory And Applications Of Differentiation And Integration To Arbitrary Order

Author :
ISBN : 0080956203
Genre : Mathematics
File Size : 43.19 MB
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In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory ant its particular branches, such as optimal filtering and information compression. - Best operator approximation, - Non-Lagrange interpolation, - Generic Karhunen-Loeve transform - Generalised low-rank matrix approximation - Optimal data compression - Optimal nonlinear filtering
Category: Mathematics

Chaos Control

Author : Guanrong Chen
ISBN : 3540404058
Genre : Technology & Engineering
File Size : 86.94 MB
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Chaos control refers to purposefully manipulating chaotic dynamical behaviors of some complex nonlinear systems. There exists no similar control theory-oriented book available in the market that is devoted to the subject of chaos control, written by control engineers for control engineers. World-renowned leading experts in the field provide their state-of-the-art survey about the extensive research that has been done over the last few years in this subject. The new technology of chaos control has major impact on novel engineering applications such as telecommunications, power systems, liquid mixing, internet technology, high-performance circuits and devices, biological systems modeling like the brain and the heart, and decision making. The book is not only aimed at active researchers in the field of chaos control involving control and systems engineers, theoretical and experimental physicists, and applied mathematicians, but also at a general audience in related fields.
Category: Technology & Engineering

Numerical Methods For Fractional Calculus

Author : Changpin Li
ISBN : 9781482253818
Genre : Mathematics
File Size : 51.22 MB
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Numerical Methods for Fractional Calculus presents numerical methods for fractional integrals and fractional derivatives, finite difference methods for fractional ordinary differential equations (FODEs) and fractional partial differential equations (FPDEs), and finite element methods for FPDEs. The book introduces the basic definitions and properties of fractional integrals and derivatives before covering numerical methods for fractional integrals and derivatives. It then discusses finite difference methods for both FODEs and FPDEs, including the Euler and linear multistep methods. The final chapter shows how to solve FPDEs by using the finite element method. This book provides efficient and reliable numerical methods for solving fractional calculus problems. It offers a primer for readers to further develop cutting-edge research in numerical fractional calculus. MATLAB® functions are available on the book’s CRC Press web page.
Category: Mathematics

Theory And Applications Of Fractional Differential Equations

Author : A.A. Kilbas
ISBN : 0444518320
Genre : Mathematics
File Size : 37.34 MB
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This work aims to present, in a systematic manner, results including the existence and uniqueness of solutions for the Cauchy Type and Cauchy problems involving nonlinear ordinary fractional differential equations.
Category: Mathematics

Advances In Fractional Calculus

Author : J. Sabatier
ISBN : 9781402060427
Genre : Mathematics
File Size : 54.76 MB
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In the last two decades, fractional (or non integer) differentiation has played a very important role in various fields such as mechanics, electricity, chemistry, biology, economics, control theory and signal and image processing. For example, in the last three fields, some important considerations such as modelling, curve fitting, filtering, pattern recognition, edge detection, identification, stability, controllability, observability and robustness are now linked to long-range dependence phenomena. Similar progress has been made in other fields listed here. The scope of the book is thus to present the state of the art in the study of fractional systems and the application of fractional differentiation. As this volume covers recent applications of fractional calculus, it will be of interest to engineers, scientists, and applied mathematicians.
Category: Mathematics