scholarly journals Fractional derivatives of Colombeau generalized stochastic processes defined on R+

2011 ◽  
Vol 5 (2) ◽  
pp. 283-297 ◽  
Author(s):  
Danijela Rajter-Ciric
Keyword(s):  
Stochastic Process ◽  
Cauchy Problem ◽  
Stochastic Processes ◽  
Fractional Derivatives ◽  
Subject Classification ◽  
2000 Mathematics Subject Classification ◽  
Derivatives Of

We consider Caputo and Riemann-Liouville fractional derivatives of a Colombeau generalized stochastic process G defined on R+. We give proper definitions and prove that both are Colombeau generalized stochastic processes themselves. We also give a solution to a certain Cauchy problem illustrating the application of the theory. 2000 Mathematics Subject Classification: 46F30, 60G20, 60H10, 26A33

Fractional derivatives of multidimensional Colombeau generalized stochastic processes

2013 ◽  
Vol 16 (4) ◽  
Author(s):  
Danijela Rajter-Ćirić ◽  
Mirjana Stojanović
Keyword(s):  
Stochastic Process ◽  
Fractional Derivative ◽  
Stochastic Processes ◽  
Compact Support ◽  
Caputo Fractional Derivative ◽  
Fractional Derivatives ◽  
One Dimensional ◽  
Compactly Supported ◽  
Derivatives Of ◽  
Do So

AbstractWe consider fractional derivatives of a Colombeau generalized stochastic process G defined on ℝn. We first introduce the Caputo fractional derivative of a one-dimensional Colombeau generalized stochastic process and then generalize the procedure to the Caputo partial fractional derivatives of a multidimensional Colombeau generalized stochastic process. To do so, the Colombeau generalized stochastic process G has to have a compact support. We prove that an arbitrary Caputo partial fractional derivative of a compactly supported Colombeau generalized stochastic process is a Colombeau generalized stochastic process itself, but not necessarily with a compact support.

scholarly journals RESEARCH IN THE INTERPOLATION REPRESENTATIONS OF STOCHASTIC PROCESSES IN THE TWO TYPES OF INTERPOLATION KNOTS

2017 ◽  
Vol 2 ◽  
pp. 3-8
Author(s):  
Ganna Verovkina
Keyword(s):  
Stochastic Process ◽  
Stochastic Processes ◽  
Entire Functions ◽  
Interpolation Formula ◽  
Modern Theory ◽  
Bounded Region ◽  
Theory Of Information ◽  
Interpolation Series ◽  
Bounded Area ◽  
Derivatives Of

The article deals with some interpolation representations of stochastic processes with non-equidistance interpolation knots. Research is based on observations of the process and its derivatives of the first and second orders at some types of knots and observations of the process and its derivatives of the first orders at other types of knots. The necessary results from the theory of entire functions of complex variable are formulated. The function bounded on any bounded region of the complex plane is considered. The estimate of the residual of the interpolation series is obtained. The interpolation formula that uses the value of the process and its derivatives at the knots of interpolation is proved. Considering the separability of the process and the convergence of a row that the interpolation row converges to the stochastic process uniformly over in any bounded area of changing of parameter is obtained. The main purpose of this article is the obtained convergence with probability 1 of the corresponding interpolation series to a stochastic process in any bounded domain of changes of parameter. Obtained results may be applied in the modern theory of information transmission.

The properties of Bessel-type fractional derivatives and integrals

2016 ◽  
pp. 3973-3982
Author(s):  
V. R. Lakshmi Gorty
Keyword(s):  
Fractional Order ◽  
Real Line ◽  
Computer Algebra System ◽  
Fractional Derivatives ◽  
Graphical Representation ◽  
Fractional Integrals ◽  
The Real ◽  
Fractional Derivatives And Integrals ◽  
Half Axis ◽  
Derivatives Of

The fractional integrals of Bessel-type Fractional Integrals from left-sided and right-sided integrals of fractional order is established on finite and infinite interval of the real-line, half axis and real axis. The Bessel-type fractional derivatives are also established. The properties of Fractional derivatives and integrals are studied. The fractional derivatives of Bessel-type of fractional order on finite of the real-line are studied by graphical representation. Results are direct output of the computer algebra system coded from MATLAB R2011b.

scholarly journals Time-Domain Analysis of Fractional Electrical Circuit Containing Two Ladder Elements

Electronics ◽  
2021 ◽  
Vol 10 (4) ◽  
pp. 475
Author(s):  
Ewa Piotrowska ◽  
Krzysztof Rogowski
Keyword(s):  
Fractional Derivative ◽  
Fractional Derivatives ◽  
Electric Circuit ◽  
Theoretical Models ◽  
Time Domain Analysis ◽  
Electrical Circuit ◽  
State Variable ◽  
State Space System ◽  
Derivatives Of ◽  
Different Order

The paper is devoted to the theoretical and experimental analysis of an electric circuit consisting of two elements that are described by fractional derivatives of different orders. These elements are designed and performed as RC ladders with properly selected values of resistances and capacitances. Different orders of differentiation lead to the state-space system model, in which each state variable has a different order of fractional derivative. Solutions for such models are presented for three cases of derivative operators: Classical (first-order differentiation), Caputo definition, and Conformable Fractional Derivative (CFD). Using theoretical models, the step responses of the fractional electrical circuit were computed and compared with the measurements of a real electrical system.

Mkhitar Djrbashian and his contribution to Fractional Calculus

2020 ◽  
Vol 23 (6) ◽  
pp. 1797-1809
Author(s):  
Sergei Rogosin ◽  
Maryna Dubatovskaya
Keyword(s):  
Cauchy Problem ◽  
Fractional Calculus ◽  
Fractional Order ◽  
Approximation Theory ◽  
Fractional Derivatives ◽  
Complex Analysis ◽  
Integral Transforms ◽  
Modern Theory ◽  
Survey Paper ◽  
The Cauchy Problem

Abstract This survey paper is devoted to the description of the results by M.M. Djrbashian related to the modern theory of Fractional Calculus. M.M. Djrbashian (1918-1994) is a well-known expert in complex analysis, harmonic analysis and approximation theory. Anyway, his contributions to fractional calculus, to boundary value problems for fractional order operators, to the investigation of properties of the Queen function of Fractional Calculus (the Mittag-Leffler function), to integral transforms’ theory has to be understood on a better level. Unfortunately, most of his works are not enough popular as in that time were published in Russian. The aim of this survey is to fill in the gap in the clear recognition of M.M. Djrbashian’s results in these areas. For same purpose, we decided also to translate in English one of his basic papers [21] of 1968 (joint with A.B. Nersesian, “Fractional derivatives and the Cauchy problem for differential equations of fractional order”), and were invited by the “FCAA” editors to publish its re-edited version in this same issue of the journal.

Quasilinearization Methods for Nonlinear Parabolic Equations with Functional Dependence

2002 ◽  
Vol 9 (3) ◽  
pp. 431-448
Author(s):  
A. Bychowska
Keyword(s):  
Cauchy Problem ◽  
Parabolic Equations ◽  
Unknown Function ◽  
Functional Dependence ◽  
Nonlinear Parabolic Equations ◽  
Quasilinearization Method ◽  
Convergence Theorems ◽  
Nonlinear Parabolic ◽  
Quasilinearization Methods ◽  
Derivatives Of

Abstract We consider a Cauchy problem for nonlinear parabolic equations with functional dependence. We prove convergence theorems for a general quasilinearization method in two cases: (i) the Hale functional acting only on the unknown function, (ii) including partial derivatives of the unknown function.

scholarly journals Fractional Diffusion Equations for Lattice and Continuum: Grünwald-Letnikov Differences and Derivatives Approach

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Vasily E. Tarasov
Keyword(s):  
Fractional Derivatives ◽  
Three Dimensional ◽  
Lattice Models ◽  
Fractional Diffusion ◽  
Lattice Diffusion ◽  
Diffusion Equations ◽  
Difference Operators ◽  
Fractional Diffusion Equations ◽  
Nonlocal Media ◽  
Derivatives Of

Fractional diffusion equations for three-dimensional lattice models based on fractional-order differences of the Grünwald-Letnikov type are suggested. These lattice fractional diffusion equations contain difference operators that describe long-range jumps from one lattice site to another. In continuum limit, the suggested lattice diffusion equations with noninteger order differences give the diffusion equations with the Grünwald-Letnikov fractional derivatives for continuum. We propose a consistent derivation of the fractional diffusion equation with the fractional derivatives of Grünwald-Letnikov type. The suggested lattice diffusion equations can be considered as a new microstructural basis of space-fractional diffusion in nonlocal media.

scholarly journals Stochastic Processes with a Particular Type of Variograms

2007 ◽  
Vol 2007 ◽  
pp. 1-5 ◽  
Author(s):  
Chunsheng Ma
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
Stochastic Processes ◽  
Series Expansion ◽  
Real Line ◽  
Random Fields ◽  
The Other ◽  
Simple Construction ◽  
The Real ◽  
Line Form

This paper is concerned with a class of stochastic processes or random fields with second-order increments, whose variograms have a particular form, among which stochastic processes having orthogonal increments on the real line form an important subclass. A natural issue, how big this subclass is, has not been explicitly addressed in the literature. As a solution, this paper characterizes a stochastic process having orthogonal increments on the real line in terms of its variogram or its construction. Our findings are a little bit surprising: this subclass is big in terms of the variogram, and on the other hand, it is relatively “small” according to a simple construction. In particular, every such process with Gaussian increments can be simply constructed from Brownian motion. Using the characterizations we obtain a series expansion of the stochastic process with orthogonal increments.

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