• Title/Summary/Keyword: fractional differential equation

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A PREDICTOR-CORRECTOR METHOD FOR FRACTIONAL EVOLUTION EQUATIONS

  • Choi, Hong Won;Choi, Young Ju;Chung, Sang Kwon
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.6
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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.

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

  • Bae, Young-Chul
    • The Journal of the Korea institute of electronic communication sciences
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    • v.10 no.12
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    • pp.1389-1394
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    • 2015
  • Recently many effort appears applying the concept of fractional calculus that can be represented by fractional differential equation in the control engineering, physics and mathematics. This paper describes the fractional order with real order for Duffing equation which can be represented by integer order. This paper also confirms the existence of chaotic behaviors by using time series and phase portrait with varying the parameter of real order.

ON EXACT SOLUTIONS FOR IMPULSIVE DIFFERENTIAL EQUATIONS WITH NON-INTEGER ORDERS

  • Choi, Sung Kyu;Koo, Namjip
    • Journal of the Chungcheong Mathematical Society
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    • v.29 no.3
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    • pp.515-521
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    • 2016
  • This paper deals with linear impulsive differential equations with non-integer orders. We provide the explicit representation of solutions of linear impulsive fractional differential equations with constant coefficient by mean of the Mittag-Leffler functions.

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.

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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    • v.4 no.3_4
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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.

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

  • Lee, Jeong-Gu;Kim, Soon-Whan;Bae, Young-Chul
    • The Journal of the Korea institute of electronic communication sciences
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    • v.11 no.2
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    • pp.191-196
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    • 2016
  • Van der Pol's oscillators is non-conservative oscillator that having nonlinear damping phenomena. The energy of its system is dissipative at a high amplitude whereas its system creates the energy at low amplitude. This paper deals with the Van der Pol oscillator model with a fractional order when the external force apply into Van der Pol oscillator. This paper confirms the status of variation for the limit cycle according to the parameter variation of fractional order in the Van der Pol oscillator that can be represented by fractional differential equation.

REGULARITY FOR FRACTIONAL ORDER RETARDED NEUTRAL DIFFERENTIAL EQUATIONS IN HILBERT SPACES

  • Cho, Seong Ho;Jeong, Jin-Mun;Kang, Yong Han
    • Journal of the Korean Mathematical Society
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    • v.53 no.5
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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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    • v.6 no.1_2
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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
    • Honam Mathematical Journal
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    • v.39 no.3
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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
    • Journal of the Chungcheong Mathematical Society
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    • v.25 no.3
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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.