• 제목/요약/키워드: fractional calculus

검색결과 104건 처리시간 0.021초

CONTINUATION THEOREM OF FRACTIONAL ORDER EVOLUTIONARY INTEGRAL EQUATIONS

  • El-Sayed, Ahmed M.A.;Aly, Mohamed A.E.
    • Journal of applied mathematics & informatics
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    • 제9권2호
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    • pp.695-703
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    • 2002
  • The fractional order evolutionary integral equations have been considered by first author in [6], the existence, uniqueness and some other properties of the solution have been proved. Here we study the continuation of the solution and its fractional order derivative. Also we study the generality of this problem and prove that the fractional order diffusion problem, the fractional order wave problem and the initial value problem of the equation of evolution are special cases of it. The abstract diffusion-wave problem will be given also as an application.

BOUNDS OF AN INTEGRAL OPERATOR FOR CONVEX FUNCTIONS AND RESULTS IN FRACTIONAL CALCULUS

  • Mishira, Lakshmi Narayan;Farid, Ghulam;Bangash, Babar Khan
    • 호남수학학술지
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    • 제42권2호
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    • pp.359-376
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    • 2020
  • The present research investigates the bounds of an integral operator for convex functions and a differentiable function f such that |f'| is convex. Further, these bounds of integral operators specifically produce estimations of various classical fractional and recently defined conformable integral operators. These results also contain bounds of Hadamard type for symmetric convex functions.

DIFFERENTIABILITY OF FRACTAL CURVES

  • Kim, Tae-Sik
    • 대한수학회논문집
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    • 제20권4호
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    • pp.827-835
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    • 2005
  • As a tool of measuring the irregularity of curve, fractal dimensions can be used. For an irregular function, fractional calculus are more available. However, to know its fractional differentiability which is related to its complexity is complicated one. In this paper, variants of the Hausdorff dimension and the packing dimension as well as the derivative order are defined and the relations between them are investigated so that the differentiability of fractal curve can be explained through its complexity.

No Arbitrage Condition for Multi-Facor HJM Model under the Fractional Brownian Motion

  • Rhee, Joon-Hee;Kim, Yoon-Tae
    • Communications for Statistical Applications and Methods
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    • 제16권4호
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    • pp.639-645
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    • 2009
  • Fractional Brwonian motion(fBm) has properties of behaving tails and exhibiting long memory while remaining Gaussian. In particular, it is well known that interest rates show some long memories and non-Markovian. We present no aribitrage condition for HJM model under the multi-factor fBm reflecting the long range dependence in the interest rate model.

CERTAIN CLASS OF FRACTIONAL CALCULUS OPERATOR WITH TWO FIXED POINTS

  • Kwon, Oh-Sang
    • East Asian mathematical journal
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    • 제14권1호
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    • pp.107-116
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    • 1998
  • This paper deals with functions of the form $f(z)=a_1z-{\sum}{\limits}_{n=2}^{\infty}a_nz^n(a_1>0,\;a_n{\geqslant}0)$ with $(1-{\mu})f(z_0)/z_0+{\mu}f'(z_0)=1(-1. We introduce the class $\varphi({\mu},{\eta},{\gamma},{\delta},A,B;\;z_0)$ with generalized fractional derivatives. Also we have obtained coefficient inequalities, distortion theorem and radious problem of functions belonging to the calss $\varphi({\mu},{\eta},{\gamma},{\delta},A,B;\;z_0)$.

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SOME RESULTS ASSOCIATED WITH CERTAIN ANALYTIC AND UNIVALENT FUNCTIONS INVOLVING FRACTIONAL DERIVATIVE OPERATORS

  • Irmak, H.;Raina, R.K.
    • East Asian mathematical journal
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    • 제21권2호
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    • pp.219-231
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    • 2005
  • This paper investigates some results (Theorems 2.1-2.3, below) concerning certain classes of analytic and univalent functions, involving the familiar fractional derivative operators. We state interesting consequences arising from the main results by mentioning the cases connected with the starlikeness, convexity, close-to-convexity and quasi-convexity of geometric function theory. Relevant connections with known results are also emphasized briefly.

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FRACTIONAL CALCULUS AND INTEGRAL TRANSFORMS OF INCOMPLETE τ-HYPERGEOMETRIC FUNCTION

  • Pandey, Neelam;Patel, Jai Prakash
    • 대한수학회논문집
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    • 제33권1호
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    • pp.127-142
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    • 2018
  • In the present article, authors obtained certain fractional derivative and integral formulas involving incomplete ${\tau}$-hypergeometric function introduced by Parmar and Saxena [14]. Some interesting special cases and consequences of our main results are also considered.