• Title/Summary/Keyword: Fractional partial differential equation

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FRACTIONAL GREEN FUNCTION FOR LINEAR TIME-FRACTIONAL INHOMOGENEOUS PARTIAL DIFFERENTIAL EQUATIONS IN FLUID MECHANICS

  • Momani, Shaher;Odibat, Zaid M.
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.167-178
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    • 2007
  • This paper deals with the solutions of linear inhomogeneous time-fractional partial differential equations in applied mathematics and fluid mechanics. The fractional derivatives are described in the Caputo sense. The fractional Green function method is used to obtain solutions for time-fractional wave equation, linearized time-fractional Burgers equation, and linear time-fractional KdV equation. The new approach introduces a promising tool for solving fractional partial differential equations.

SOLVING FUZZY FRACTIONAL WAVE EQUATION BY THE VARIATIONAL ITERATION METHOD IN FLUID MECHANICS

  • KHAN, FIRDOUS;GHADLE, KIRTIWANT P.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.23 no.4
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    • pp.381-394
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    • 2019
  • In this paper, we are extending fractional partial differential equations to fuzzy fractional partial differential equation under Riemann-Liouville and Caputo fractional derivatives, namely Variational iteration methods, and this method have applied to the fuzzy fractional wave equation with initial conditions as in fuzzy. It is explained by one and two-dimensional wave equations with suitable fuzzy initial conditions.

Conformable solution of fractional vibration problem of plate subjected to in-plane loads

  • Fadodun, Odunayo O.;Malomo, Babafemi O.;Layeni, Olawanle P.;Akinola, Adegbola P.
    • Wind and Structures
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    • v.28 no.6
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    • pp.347-354
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    • 2019
  • This study provides an approximate analytical solution to the fractional vibration problem of thin plate governing anomalous motion of plate subjected to in-plane loads. The method of variable separable is employed to transform the fractional partial differential equations under consideration into a fractional ordinary differential equation in temporal variable and a bi-harmonic plate equation in spatial variable. The technique of conformable fractional derivative is utilized to solve the resulting fractional differential equation and the approach of finite sine integral transform method is used to solve the accompanying bi-harmonic plate equation. The deflection field which measures the transverse displacement of the plate is expressed in terms of product of Bessel and trigonometric functions via the temporal and spatial variables respectively. The obtained solution reduces to the solution of the free vibration problem of thin plate in literature. This work shows that conformable fractional derivative is an efficient mathematical tool for tracking analytical solution of fractional partial differential equation governing anomalous vibration of thin plates.

SYSTEMATIC APPROXIMATION OF THREE DIMENSIONAL FRACTIONAL PARTIAL DIFFERENTIAL EQUATIONS IN FLUID MECHANICS

  • KHAN, FIRDOUS;GHADLE, KIRTIWANT P.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.23 no.3
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    • pp.253-266
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    • 2019
  • In this article, a systematic solution based on the sequence of expansion method is planned to solve the time-fractional diffusion equation, time-fractional telegraphic equation and time-fractional wave equation in three dimensions using a current and valid approximate method, namely the ADM, VIM, and the NIM subject to the estimate initial condition. By using these three methods it is likely to find the exact solutions or a nearby approximate solution of fractional partial differential equations. The exactness, efficiency, and convergence of the method are demonstrated through the three numerical examples.

FRACTIONAL HAMILTON-JACOBI EQUATION FOR THE OPTIMAL CONTROL OF NONRANDOM FRACTIONAL DYNAMICS WITH FRACTIONAL COST FUNCTION

  • Jumarie, Gyu
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.215-228
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    • 2007
  • By using the variational calculus of fractional order, one derives a Hamilton-Jacobi equation and a Lagrangian variational approach to the optimal control of one-dimensional fractional dynamics with fractional cost function. It is shown that these two methods are equivalent, as a result of the Lagrange's characteristics method (a new approach) for solving non linear fractional partial differential equations. The key of this results is the fractional Taylor's series $f(x+h)=E_{\alpha}(h^{\alpha}D^{\alpha})f(x)$ where $E_{\alpha}(.)$ is the Mittag-Leffler function.

FOURIER'S TRANSFORM OF FRACTIONAL ORDER VIA MITTAG-LEFFLER FUNCTION AND MODIFIED RIEMANN-LIOUVILLE DERIVATIVE

  • Jumarie, Guy
    • Journal of applied mathematics & informatics
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    • v.26 no.5_6
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    • pp.1101-1121
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    • 2008
  • One proposes an approach to fractional Fourier's transform, or Fourier's transform of fractional order, which applies to functions which are fractional differentiable but are not necessarily differentiable, in such a manner that they cannot be analyzed by using the so-called Caputo-Djrbashian fractional derivative. Firstly, as a preliminary, one defines fractional sine and cosine functions, therefore one obtains Fourier's series of fractional order. Then one defines the fractional Fourier's transform. The main properties of this fractal transformation are exhibited, the Parseval equation is obtained as well as the fractional Fourier inversion theorem. The prospect of application for this new tool is the spectral density analysis of signals, in signal processing, and the analysis of some partial differential equations of fractional order.

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UPPER AND LOWER SOLUTION METHOD FOR FRACTIONAL EVOLUTION EQUATIONS WITH ORDER 1 < α < 2

  • Shu, Xiao-Bao;Xu, Fei
    • Journal of the Korean Mathematical Society
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    • v.51 no.6
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    • pp.1123-1139
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    • 2014
  • In this work, we investigate the existence of the extremal solutions for a class of fractional partial differential equations with order 1 < ${\alpha}$ < 2 by upper and lower solution method. Using the theory of Hausdorff measure of noncompactness, a series of results about the solutions to such differential equations is obtained.

GENERALISED COMMON FIXED POINT THEOREM FOR WEAKLY COMPATIBLE MAPPINGS VIA IMPLICIT CONTRACTIVE RELATION IN QUASI-PARTIAL Sb-METRIC SPACE WITH SOME APPLICATIONS

  • Lucas Wangwe;Santosh Kumar
    • Honam Mathematical Journal
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    • v.45 no.1
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    • pp.1-24
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    • 2023
  • In the present paper, we prove common fixed point theorems for a pair of weakly compatible mappings under implicit contractive relation in quasi-partial Sb-metric spaces. We also provide an illustrative example to support our results. Furthermore, we will use the results obtained for application to two boundary value problems for the second-order differential equation. Also, we prove a common solution for the nonlinear fractional differential equation.

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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    • v.29 no.5_6
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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.

ANALYTIC TRAVELLING WAVE SOLUTIONS OF NONLINEAR COUPLED EQUATIONS OF FRACTIONAL ORDER

  • AN, JEONG HYANG;LEE, YOUHO
    • Honam Mathematical Journal
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    • v.37 no.4
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    • pp.411-421
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    • 2015
  • This paper investigates the issue of analytic travelling wave solutions for some important coupled models of fractional order. Analytic travelling wave solutions of the considered model are found by means of the Q-function method. The results give us that the Q-function method is very simple, reliable and effective for searching analytic exact solutions of complex nonlinear partial differential equations.