• Journal of applied mathematics & informatics
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• v.19 no.1_2
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• pp.19-32
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• 2005

It is shown that the problem of minimizing (maximizing) a quadratic cost functional (quadratic gain functional) given the dynamics dx = (fx + gu)dt + hdb(t, a) where b(t, a) is a fractional Brownian motion of order a, 0 < 2a < 1, can be solved completely (and meaningfully!) by using the dynamical equations of the moments of x(t). The key is to use fractional Taylor's series to obtain a relation between differential and differential of fractional order.

• Nonlinear Functional Analysis and Applications
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• v.28 no.2
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• pp.365-382
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• 2023

In this paper we prove the existence and uniqueness of solution of stochastic fractional neutral differential equations with Gaussian noise or Lévy noise by using the Picard-Lindelöf successive approximation scheme. Further stability results of nonlinear stochastic fractional dynamical system with Gaussian and Lévy noises are established. Examples are provided to illustrate the theoretical results.

• Structural Engineering and Mechanics
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• v.52 no.6
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• pp.1069-1084
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• 2014

The long-term performance of plates resting on viscoelastic foundations is a major concern in the analysis of soil-structure interaction. As a powerful mathematical tool, fractional calculus may address these plate-on-foundation problems. In this paper, a fractionalized Zener model is proposed to study the time-dependent behavior of a uniformly loaded rectangular thin foundation plate. By use of the viscoelastic-elastic correspondence principle and the Laplace transforms, the analytical solutions were obtained in terms of the Mittag-Leffler function. Through the analysis of a numerical example, the calculated plate deflection, bending moment and foundation reaction were compared to those from ideal elastic and standard viscoelastic models. It is found that the upper and lower bound solutions of the plate response estimated by the proposed model can be determined using the elastic model. Based on a parametric study, the impacts of model parameters on the long-term performance of a foundation plate were systematically investigated. The results show that the two spring stiffnesses govern the upper and lower bound solutions of the plate response. By varying the values of the fractional differential order and the coefficient of viscosity, the time-dependent behavior of a foundation plate can be accurately captured. The fractional differential order seems to be dependent on the mechanical properties of the ground soil. A sandy foundation will have a small fractional differential order while in order to simulate the creeping of clay foundation, a larger fractional differential order value is needed. The fractionalized Zener model is capable of accounting for the primary and secondary consolidation processes of the foundation soil and can be used to predict the plate performance over many decades of time.

• Honam Mathematical Journal
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• v.46 no.2
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• pp.313-334
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• 2024

In the current study, our aim is to define new generalized extended beta and hypergeometric types of functions. Next, we methodically determine several integral representations, Mellin transforms, summation formulas, and recurrence relations. Moreover, we provide log-convexity, Turán type inequality for the generalized extended beta function and differentiation formulas, transformation formulas, differential and difference relations for the generalized extended hypergeometric type functions. Also, we additionally suggest a generating function. Further, we provide the generalized extended beta distribution by making use of the generalized extended beta function as an application to statistics and obtaining variance, coefficient of variation, moment generating function, characteristic function, cumulative distribution function, and cumulative distribution function's complement.

• Honam Mathematical Journal
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• v.45 no.2
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• pp.184-197
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• 2023

For the numerous uses and significance of the Whittaker function in the diverse research areas of mathematical sciences and engineering sciences, This paper aims to introduce an extension of the Whittaker function by using a new extended confluent hypergeometric function of the first kind in terms of the Mittag-Leffler function. We also drive various valuable results like integral representation, integral transform and derivative formula. Further, we also analyze specific known results as a particular case of the main result.

• Journal of applied mathematics & informatics
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• v.19 no.1_2
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• pp.179-190
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• 2005

We deal with the Cauchy problem for the space-time fractional diffusion equation, which is obtained from standard diffusion equation by replacing the second-order space derivative with a Caputo (or Riemann-Liouville) derivative of order ${\beta}{\in}$ (0, 2] and the first-order time derivative with Caputo derivative of order ${\beta}{\in}$ (0, 1]. The fundamental solution (Green function) for the Cauchy problem is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. We derive explicit expression of the Green function. The Green function also can be interpreted as a spatial probability density function evolving in time. We further explain the similarity property by discussing the scale-invariance of the space-time fractional diffusion equation.

• Nonlinear Functional Analysis and Applications
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• v.26 no.2
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• pp.381-392
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• 2021

During the last several decades, a great variety of fractional kinetic equations involving diverse special functions have been broadly and usefully employed in describing and solving several important problems of physics and astrophysics. In this paper, we aim to find solutions of a type of fractional kinetic equations associated with the (p, q)-extended 𝜏 -hypergeometric function and the (p, q)-extended 𝜏 -confluent hypergeometric function, by mainly using the Laplace transform. It is noted that the main employed techniques for this chosen type of fractional kinetic equations are Laplace transform, Sumudu transform, Laplace and Sumudu transforms, Laplace and Fourier transforms, P_𝛘-transform, and an alternative method.

• Journal of applied mathematics & informatics
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• v.18 no.1_2
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• pp.339-350
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• 2005

A space-time fractional advection-dispersion equation (ADE) is a generalization of the classical ADE in which the first-order time derivative is replaced with Caputo derivative of order $\alpha{\in}(0,1]$, and the second-order space derivative is replaced with a Riesz-Feller derivative of order $\beta{\in}0,2]$. We derive the solution of its Cauchy problem in terms of the Green functions and the representations of the Green function by applying its Fourier-Laplace transforms. The Green function also can be interpreted as a spatial probability density function (pdf) evolving in time. We do the same on another kind of space-time fractional advection-dispersion equation whose space and time derivatives both replacing with Caputo derivatives.

• Journal of applied mathematics & informatics
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• v.24 no.1_2
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• pp.31-48
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• 2007

The paper deals with the solution of some fractional partial differential equations obtained by substituting modified Riemann-Liouville derivatives for the customary derivatives. This derivative is introduced to avoid using the so-called Caputo fractional derivative which, at the extreme, says that, if you want to get the first derivative of a function you must before have at hand its second derivative. Firstly, one gives a brief background on the fractional Taylor series of nondifferentiable functions and its consequence on the derivative chain rule. Then one considers linear fractional partial differential equations with constant coefficients, and one shows how, in some instances, one can obtain their solutions on bypassing the use of Fourier transform and/or Laplace transform. Later one develops a Lagrange method via characteristics for some linear fractional differential equations with nonconstant coefficients, and involving fractional derivatives of only one order. The key is the fractional Taylor series of non differentiable function $f(x+h)=E_{\alpha}(h^{\alpha}{D_x^{\alpha})f(x)$.

• Honam Mathematical Journal
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• v.39 no.1
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• pp.61-71
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• 2017

In the present paper, we further study the generalized fractional differintegral (integral and differential) operators involving Appell's function $F_3$ introduced by Saigo-Maeda [9], and are applied to the K-Series defined by Gehlot and Ram [3]. On account of the general nature of our main results, a large number of results obtained earlier by several authors such as Ram et al. [7], Saxena et al. [14], Saxena and Saigo [15] and many more follow as special cases.