Numerical Methods for Fractional Calculus

Numerical Methods for Fractional Calculus PDF Author: Changpin Li
Publisher: CRC Press
ISBN: 148225381X
Category : Mathematics
Languages : en
Pages : 300

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Book Description
Numerical Methods for Fractional Calculus presents numerical methods for fractional integrals and fractional derivatives, finite difference methods for fractional ordinary differential equations (FODEs) and fractional partial differential equations (FPDEs), and finite element methods for FPDEs.The book introduces the basic definitions and propertie

Numerical Methods for Fractional Calculus

Numerical Methods for Fractional Calculus PDF Author: Changpin Li
Publisher: CRC Press
ISBN: 148225381X
Category : Mathematics
Languages : en
Pages : 300

Get Book

Book Description
Numerical Methods for Fractional Calculus presents numerical methods for fractional integrals and fractional derivatives, finite difference methods for fractional ordinary differential equations (FODEs) and fractional partial differential equations (FPDEs), and finite element methods for FPDEs.The book introduces the basic definitions and propertie

Fractional Calculus

Fractional Calculus PDF Author: Dumitru Baleanu
Publisher: World Scientific
ISBN: 9813140054
Category : Mathematics
Languages : en
Pages : 476

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Book Description
This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics. We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models. All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications. This book will keep in mind the trade-off between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice. The second edition of the book has been expanded and now includes a discussion of additional, newly developed numerical methods for fractional calculus and a chapter on the application of fractional calculus for modeling processes in the life sciences.

Fractional Calculus

Fractional Calculus PDF Author: Dumitru Baleanu
Publisher: World Scientific
ISBN: 9814355208
Category : Mathematics
Languages : en
Pages : 426

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Book Description
This title will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods.

Theory and Numerical Approximations of Fractional Integrals and Derivatives

Theory and Numerical Approximations of Fractional Integrals and Derivatives PDF Author: Changpin Li
Publisher: SIAM
ISBN: 1611975883
Category : Mathematics
Languages : en
Pages : 326

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Book Description
Due to its ubiquity across a variety of fields in science and engineering, fractional calculus has gained momentum in industry and academia. While a number of books and papers introduce either fractional calculus or numerical approximations, no current literature provides a comprehensive collection of both topics. This monograph introduces fundamental information on fractional calculus, provides a detailed treatment of existing numerical approximations, and presents an inclusive review of fractional calculus in terms of theory and numerical methods and systematically examines almost all existing numerical approximations for fractional integrals and derivatives. The authors consider the relationship between the fractional Laplacian and the Riesz derivative, a key component absent from other related texts, and highlight recent developments, including their own research and results. The core audience spans several fractional communities, including those interested in fractional partial differential equations, the fractional Laplacian, and applied and computational mathematics. Advanced undergraduate and graduate students will find the material suitable as a primary or supplementary resource for their studies.

Numerical Methods for Fractional Differentiation

Numerical Methods for Fractional Differentiation PDF Author: Kolade M. Owolabi
Publisher: Springer
ISBN: 9789811500978
Category : Mathematics
Languages : en
Pages : 328

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Book Description
This book discusses numerical methods for solving partial differential and integral equations, as well as ordinary differential and integral equations, involving fractional differential and integral operators. Differential and integral operators presented in the book include those with exponential decay law, known as Caputo–Fabrizio differential and integral operators, those with power law, known as Riemann–Liouville fractional operators, and those for the generalized Mittag–Leffler function, known as the Atangana–Baleanu fractional operators. The book reviews existing numerical schemes associated with fractional operators including those with power law, while also highlighting new trends in numerical schemes for recently introduced differential and integral operators. In addition, the initial chapters address useful properties of each differential and integral fractional operator. Methods discussed in the book are subsequently used to solved problems arising in many fields of science, technology, and engineering, including epidemiology, chaos, solitons, fractals, diffusion, groundwater, and fluid mechanics. Given its scope, the book offers a valuable resource for graduate students of mathematics and engineering, and researchers in virtually all fields of science, technology, and engineering, as well as an excellent addition to libraries.

Computational Methods In The Fractional Calculus Of Variations

Computational Methods In The Fractional Calculus Of Variations PDF Author: Ricardo Almeida
Publisher: World Scientific Publishing Company
ISBN: 1783266422
Category : Mathematics
Languages : en
Pages : 280

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Book Description
This book fills a gap in the literature by introducing numerical techniques to solve problems of fractional calculus of variations (FCV). In most cases, finding the analytic solution to such problems is extremely difficult or even impossible, and numerical methods need to be used.The authors are well-known researchers in the area of FCV and the book contains some of their recent results, serving as a companion volume to Introduction to the Fractional Calculus of Variations by A B Malinowska and D F M Torres, where analytical methods are presented to solve FCV problems. After some preliminaries on the subject, different techniques are presented in detail with numerous examples to help the reader to better understand the methods. The techniques presented may be used not only to deal with FCV problems but also in other contexts of fractional calculus, such as fractional differential equations and fractional optimal control. It is suitable as an advanced book for graduate students in mathematics, physics and engineering, as well as for researchers interested in fractional calculus.

Advances in Fractional Calculus

Advances in Fractional Calculus PDF Author: J. Sabatier
Publisher: Springer Science & Business Media
ISBN: 1402060424
Category : Technology & Engineering
Languages : en
Pages : 550

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Book Description
In the last two decades, fractional (or non integer) differentiation has played a very important role in various fields such as mechanics, electricity, chemistry, biology, economics, control theory and signal and image processing. For example, in the last three fields, some important considerations such as modelling, curve fitting, filtering, pattern recognition, edge detection, identification, stability, controllability, observability and robustness are now linked to long-range dependence phenomena. Similar progress has been made in other fields listed here. The scope of the book is thus to present the state of the art in the study of fractional systems and the application of fractional differentiation. As this volume covers recent applications of fractional calculus, it will be of interest to engineers, scientists, and applied mathematicians.

Fractional Differential Equations

Fractional Differential Equations PDF Author: Igor Podlubny
Publisher: Elsevier
ISBN: 0080531989
Category : Mathematics
Languages : en
Pages : 366

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Book Description
This book is a landmark title in the continuous move from integer to non-integer in mathematics: from integer numbers to real numbers, from factorials to the gamma function, from integer-order models to models of an arbitrary order. For historical reasons, the word 'fractional' is used instead of the word 'arbitrary'. This book is written for readers who are new to the fields of fractional derivatives and fractional-order mathematical models, and feel that they need them for developing more adequate mathematical models. In this book, not only applied scientists, but also pure mathematicians will find fresh motivation for developing new methods and approaches in their fields of research. A reader will find in this book everything necessary for the initial study and immediate application of fractional derivatives fractional differential equations, including several necessary special functions, basic theory of fractional differentiation, uniqueness and existence theorems, analytical numerical methods of solution of fractional differential equations, and many inspiring examples of applications. A unique survey of many applications of fractional calculus Presents basic theory Includes a unified presentation of selected classical results, which are important for applications Provides many examples Contains a separate chapter of fractional order control systems, which opens new perspectives in control theory The first systematic consideration of Caputo's fractional derivative in comparison with other selected approaches Includes tables of fractional derivatives, which can be used for evaluation of all considered types of fractional derivatives

Numerical Methods for Fractional Differentiation

Numerical Methods for Fractional Differentiation PDF Author: Kolade M. Owolabi
Publisher: Springer Nature
ISBN: 9811500983
Category : Mathematics
Languages : en
Pages : 328

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Book Description
This book discusses numerical methods for solving partial differential and integral equations, as well as ordinary differential and integral equations, involving fractional differential and integral operators. Differential and integral operators presented in the book include those with exponential decay law, known as Caputo–Fabrizio differential and integral operators, those with power law, known as Riemann–Liouville fractional operators, and those for the generalized Mittag–Leffler function, known as the Atangana–Baleanu fractional operators. The book reviews existing numerical schemes associated with fractional operators including those with power law, while also highlighting new trends in numerical schemes for recently introduced differential and integral operators. In addition, the initial chapters address useful properties of each differential and integral fractional operator. Methods discussed in the book are subsequently used to solved problems arising in many fields of science, technology, and engineering, including epidemiology, chaos, solitons, fractals, diffusion, groundwater, and fluid mechanics. Given its scope, the book offers a valuable resource for graduate students of mathematics and engineering, and researchers in virtually all fields of science, technology, and engineering, as well as an excellent addition to libraries.

Introduction to Fractional Differential Equations

Introduction to Fractional Differential Equations PDF Author: Constantin Milici
Publisher: Springer
ISBN: 3030008959
Category : Technology & Engineering
Languages : en
Pages : 188

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Book Description
This book introduces a series of problems and methods insufficiently discussed in the field of Fractional Calculus – a major, emerging tool relevant to all areas of scientific inquiry. The authors present examples based on symbolic computation, written in Maple and Mathematica, and address both mathematical and computational areas in the context of mathematical modeling and the generalization of classical integer-order methods. Distinct from most books, the present volume fills the gap between mathematics and computer fields, and the transition from integer- to fractional-order methods.