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SM-Algorithms for Approximating the Variable-Order Fractional Derivative of High Order

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this paper we discuss different definitions of variable-order derivatives of high order and we propose accurate and robust algorithms for their approximate calculation. The proposed algorithms are based on finite difference approximations and B-spline interpolation. We compare the performance of the algorithms by experimental convergence order. Numerical examples are presented demonstrating the efficiency and accuracy of the proposed algorithms.
Wydawca
Rocznik
Strony
293--311
Opis fizyczny
Bibliogr. 42 poz., tab., wykr.
Twórcy
  • Department of Mathematics, Lahijan Branch, Islamic Azad University, Lahijan, Iran
  • Department of Electrical Engineering, Institute of Engineering, Rua Dr. António Bernardino de Almeida, 431, Porto 4249-015, Portugal
Bibliografia
  • [1] Machado JAT, Kiryakova V, Mainardi F. Recent history of fractional calculus. Communications in Nonlinear Science and Numerical Simulation. 2011; 16 (3): 1140-1153. doi: 10.1016/j.cnsns.2010.05.027.
  • [2] Machado JAT, Galhano AMSF, Trujillo JJ. On development of fractional calculus during the last fifty years. Scientometrics. 2013; 98 (l): 577-582. doi: 10.1007/s11192-013-1032-6.
  • [3] Machado JAT, Mainardi F, Kiryakova V. Fractional Calculus: Quo Vadimus? (Where are we Going?). Fractional Calculus and Applied Analysis. 2015: 18 (2). doi: 10.1515/fca-2015-0031.
  • [4] Moghaddam BP, Aghili A. A numerical method for solving Linear Non-homogenous fractional ordinary differential equation. Applied Mathematics & Information Sciences. 2012; 6: 441-445.
  • [5] Machado JAT. Numerical calculation of the left and right fractional derivatives. Journal of Computational Physics. 2015; 293: 96-103. doi: 10.1016/j.jcp.2014.05.029.
  • [6] Bhrawy AH, Doha EH, Machado JAT, Ezz-Eldien SS. An efficient numerical scheme for solving multi-dimensional fractional optimal control problems with a quadratic performance index. Asian Journal of Control. 2015; 17 (6): 2389-2402. doi: 10.1002/asjc.1109.
  • [7] Yang XJ, Baleanu D, Srivastava HM. Local fractional similarity solution for the diffusion equation defined on Cantor sets. Applied Mathematics Letters. 2015; 47: 54-60. doi: 10.1016/j.am1.2015.02.024.
  • [8] Yang XJ, Machado JAT, Srivastava HM. A new numerical technique for solving the local fractional diffusion equation: two-dimensional extended differential transform approach. Applied Mathematics and Computation. 2016; 274: 143-151. doi: 10.1016/j.amc.2015.10.072.
  • [9] Sheng H. Sun HG, Coopmans C, Chen YQ, Bohannan GW. A Physical experimental study of variable-order fractional integrator and differentiator. The European Physical Journal Special Topics. 2011; 193 (1): 93-104. doi: 10.1140/epjst/e2011-01384-4.
  • [10] Zayernouri M, Karniadakis GE. Fractional spectral collocation methods for linear and nonlinear variable order FPDEs. Journal of Computational Physics. 2015; 293: 312-338. doi: 10.1016/j.jcp.2014.12.001.
  • [11] Samko SG. Ross B. Integration and differentiation to a variable fractional order. Integral Transforms and Special Functions. 1993; 1 (4): 277-300. doi: 10.1080/10652469308819027.
  • [12] Ross B, Samko S. Fractional integration operator of variable order in the holder spaces H λ(x). International Journal of Mathematics and Mathematical Sciences. 1995; 18 (4): 777-788. doi: 10.1155/s0161171295001001.
  • [13] Coimbra CFM. Mechanics with variable-order differential operators. Ann Phys. 2003; 12 (1112): 692-703. doi: 10.1002/andp.200310032.
  • [14] Almeida A, Samko S. Fractional and hypersingular operators in variable exponent spaces on metric measure spaces. Mediterranean Journal of Mathematics. 2009; 6 (2): 215-232. doi: 10.1007/s00009-009-0006-7.
  • [15] Lorenzo CF, Hartley TT. Variable order and distributed order fractional operators. Nonlinear dynamics. 2002; 29 (l-4): 57-98. doi: 10.1023/A:1016586905654.
  • [16] Moghaddam BP, Yaghoobi S, Machado JAT. An extended predictor-corrector algorithm for variable-order fractional delay differential equations. Journal of Computational and Nonlinear Dynamics. 2016; 11 (6): 061001. doi: 10.1115/1.4032574.
  • [17] Diaz G, Coimbra CFM. Nonlinear dynamics and control of a variable order oscillator with application to the van der Pol equation. Nonlinear Dynamics. 2009; 56 (l-2): 145-157. doi: 10.1007/s11071-008-9385-8.
  • [18] Pedro HTC, Kobayashi MH, Pereira JMC, Coimbra CFM. Variable order modeling of diffusive-convective effects on the oscillatory flow past a sphere. Journal of Vibration and Control. 2008; 14 (9-10): 1659-1672. doi: 10.1177/1077546307087397.
  • [19] Ramirez LES, Coimbra CFM. On the variable order dynamics of the nonlinear wake caused by a sedimenting particle. Physica D: Nonlinear Phenomena. 2011; 240 (13): 1111-1118. doi: 10.1016/j.physd.2011.04.001.
  • [20] Son HG, Chen W, Wei H, Chen YQ. A comparative study of constant-order and variable-order fractional models in characterizing memory property of systems. The European Physical Journal Special Topics. 2011; 193 (1): 185-192. doi: 10.1140/epjst/e2011-01390-6.
  • [21] Orosco J, Coimbra CFM. On the control and stability of variable-order mechanical systems. Nonlinear Dynamics. 2016; 86 (1): 695-710. doi: 10.1007/s11071-016-2916-9.
  • [22] Atanackovic T, Janev M, Pilipovic S, Zorica D. An expansion formula for fractional derivatives of variable order. Open Physics. 2013; 11 (10). doi: 10.2478/s11534-013-0243-z.
  • [23] Tavares D, Almeida R, Torres DFM. Caputo derivatives of fractional variable order: numerical approximations. Communications in Nonlinear Science and Numerical Simulation. 2016; 35: 69-87. doi: 10.1016/j.cnsns.2015.10.027.
  • [24] Valério D, Vinagre G, Domingues J, Costa JS. Variable-order fractional derivatives and their numerical approximations I-real orders. Caparica; 2009.
  • [25] Valério D, Costa JS. Variable-order fractional derivatives and their numerical approximations II complex orders. Symposium on Fractional Signals and Systems; 2009.
  • [26] Sierociuk D, Malesza W, Macias M. Derivation, interpretation, and analog modelling of fractional variable order derivative definition. Applied Mathematical Modelling. 2015; 39 (13): 3876-3888. doi: 10.1016/j.apm.2014.12.009.
  • [27] Almeida R, Torres DFM. An expansion formula with higher-order derivatives for fractional operators of variable order. The Scientific World Journal. 2013; 2013: 1-11. doi: 10.1155/2013/915437.
  • [28] Sun H, Chen W, Sheng H, Chen YQ. On mean square displacement behaviors of anomalous diffusions with variable and random orders. Physics Letters A. 2010; 374 (7): 906-910. doi: 10.1016/j.physleta.2009.12.021.
  • [29] Sun HG, Chen W, Chen YQ. Variable-order fractional differential operators in anomalous diffusion modeling. Physica A: Statistical Mechanics and its Applications. 2009; 388 (21): 4586-4592. doi: 10.1016/physa.2009.07.024.
  • [30] Ramirez LES, Coimbra CFM. On the selection and meaning of variable order operators for dynamic modeling. International Journal of Differential Equations. 2010; 2010: 1-16. doi: 10.1155/2010/846107.
  • [31] Sun Z, Wu X. A fully discrete difference scheme for a diffusion-wave system. Applied Numerical Mathematics. 2006; 56 (2): 193-209. doi: 10.1016/j.apnum.2005.03.003.
  • [32] Lin Y, Xu C. Finite difference/spectral approximations for the time-fractional diffusion equation. Journal of Computational Physics. 2007; 225 (2): 1533-1552. doi: 10.1016/j.jcp.2007.02.001.
  • [33] Moghaddam BP, Mostaghim ZS. A novel matrix approach to fractional finite difference for solving models based on nonlinear fractional delay differential equations. Ain Shams Engineering Journal. 2014; 5 (2): 585-594. doi: 10.1016/j.asej.2013.11.007.
  • [34] Moghaddam BP, Mostaghim ZS. Modified finite difference method for solving fractional delay differential equations. B Soc Paran Mat. 2016; 35 (2): 49. doi: 10.5269/bspm.v35i2.25081.
  • [35] Zhuang P, Liu F, Anh V, Turner I. Numerical Methods for the Variable-Order Fractional Advection-Diffusion Equation with a Nonlinear Source Term. SIAM Journal on Numerical Analysis. 2009; 47 (3): 1760-1781. doi: 10.1137/080730597.
  • [36] Shen S, Liu F, Chen J, Turner I, Anh V. Numerical techniques for the variable order time fractional diffusion equation. Applied Mathematics and Computation. 2012; 218 (22): 10861-10870. doi: 10.1016/j.amc.2012.04.047.
  • [37] Chen CM, Liu F, Burrage K, Chen Y. Numerical methods of the variable-order Rayleigh-Stokes problem for a heated generalized second grade fluid with fractional derivative. IMA Journal of Applied Mathematics. 2012; 78 (5): 924-944. doi: 10.1093/imamat/hxr079.
  • [38] Shen S, Liu F, Anh V, Turner I, Chen J. A characteristic difference method for the variable-order fractional advection-diffusion equation. Journal of Applied Mathematics and Computing. 2013; 42 (1-2): 371-386. doi: 10.1007/s12190-012-0642-0.
  • [39] Zhao X, Sun ZZ, Karniadakis GE. Second-order approximations for variable order fractional derivatives: Algorithms and applications. Journal of Computational Physics. 2015; 293: 184-200. doi: 10.1016/j.jcp.2014.08.015.
  • [40] Moghaddam BP, Machado JAT. A stable three-level explicit spline finite difference scheme for a class of nonlinear time variable order fractional partial differential equations. Computers & Mathematics with Applications. 2016; doi: 10.1016/j.camwa.2016.07.010.
  • [41] Yaghoobi S, Moghaddam BP, Ivaz K. An efficient cubic spline approximation for variable-order fractional differential equations with time delay. Nonlinear Dynamics. 2016; doi: 10.1007/s11071-016-3079-4.
  • [42] Bartels S. Numerical Approximation of Partial Differential Equations. Springer; 2016.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-d37e5c06-fda7-43ef-9729-80d2b25e66ed
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