{"title":"Continuous-time MISO fractional system identification using higher-order-statistics","authors":"Manel Chetoui, Mohamed Aoun, Rachid Malti","doi":"10.1007/s13540-024-00297-x","DOIUrl":"https://doi.org/10.1007/s13540-024-00297-x","url":null,"abstract":"<p>In this paper, the problem of identifying Multiple-Input-Single-Output (MISO) systems with fractional models from noisy input-output available data is studied. The proposed idea is to use Higher-Order-Statistics (HOS), like fourth-order cumulants (<i>foc</i>), instead of noisy measurements. Thus, a fractional fourth-order cumulants based-simplified and refined instrumental variable algorithm (<i>frac-foc-sriv</i>) is first developed. Assuming that all differentiation orders are known a priori, it consists in estimating the linear coefficients of all Single-Input-Single-Output (SISO) sub-models composing the MISO model. Then, the <i>frac-foc-sriv</i> algorithm is combined with a nonlinear optimization technique to estimate all the parameters: coefficients and orders. The performances of the developed algorithms are analyzed using numerical examples. Thanks to fourth-order cumulants, which are insensitive to Gaussian noise, and the iterative strategy of the instrumental variable algorithm, the parameters estimation is consistent.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-06-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141309188","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Fractional order control for unstable first order processes with time delays","authors":"Cristina I. Muresan, Isabela Birs","doi":"10.1007/s13540-024-00301-4","DOIUrl":"https://doi.org/10.1007/s13540-024-00301-4","url":null,"abstract":"<p>Unstable first order time delay systems are frequently encountered in industrial applications, such as chemical plants, hydraulic processes, in satellite communications or economic systems, to name just a few. The control of such processes is a challenging issue. In this paper a filtered Smith Predictor control structure is used to compensate for the process time delays and to ensure the stability of the overall closed loop system. A simplified type of a fractional order PI controller is then designed to meet zero steady state error and an overshoot requirement. The tuning is based on the root locus analysis of the closed loop fractional order system. Simulation examples are provided to validate the proposed method and to demonstrate the efficiency of the proposed control method. Comparisons with two existing methods are included to highlight the possibility of using the proposed method as an alternative solution for controlling these types of processes.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141304492","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Weighted boundedness of fractional integrals associated with admissible functions on spaces of homogeneous type","authors":"Gaigai Qin, Xing Fu","doi":"10.1007/s13540-024-00300-5","DOIUrl":"https://doi.org/10.1007/s13540-024-00300-5","url":null,"abstract":"<p>Let <span>(({{mathcal {X}}},d,mu ))</span> be a space of homogeneous type in the sense of Coifman and Weiss. In this paper, we first establish several weighted norm estimates for various maximal functions. Then we show the weighted boundedness of the fractional integral <span>(I_beta )</span> associated with admissible functions and its commutators. Similarly to <span>(I_beta )</span>, corresponding results for Calderón–Zygmund operators <i>T</i> associated with admissible functions are also included in this article.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141304547","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Mittag-Leffler stability and Lyapunov stability for a problem arising in porous media","authors":"Jamilu Hashim Hassan, Nasser-eddine Tatar, Banan Al-Homidan","doi":"10.1007/s13540-024-00299-9","DOIUrl":"https://doi.org/10.1007/s13540-024-00299-9","url":null,"abstract":"<p>A fractional order problem arising in porous media is considered. Well-posedness as well as stability are discussed. Mittag-Leffler stability is proved in case of a strong fractional damping in the displacement component and a fractional frictional one in the volume fraction component. This extends an existing result from the integer-order (second-order) case to the non-integer case. In the absence of the fractional damping in the volume fraction component, it is shown a convergence to zero and a Lyapunov uniform stability.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141264811","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A review of constitutive models for non-Newtonian fluids","authors":"HongGuang Sun, Yuehua Jiang, Yong Zhang, Lijuan Jiang","doi":"10.1007/s13540-024-00294-0","DOIUrl":"https://doi.org/10.1007/s13540-024-00294-0","url":null,"abstract":"<p>Various constitutive models have been proposed to quantify a wide range of non-Newtonian fluids, but there is lack of a systematic classification and evaluation of these competing models, such as the quantitative comparison between the classical integer-order constitutive models and the newly proposed fractional derivative equations for non-Newtonian fluids. This study reviews constitutive equation models for non-Newtonian fluids, including time-independent fluids, viscoelastic fluids, and time-dependent fluids. A comparison between fractional derivative non-Newtonian fluid constitutive equations and traditional constitutive equations is also provided. Results show that the space fractional derivative model is equivalent to some classical constitutive models under reasonable assumptions. Further discussions are made from the perspective of the industrial and biomedical applications of non-Newtonian fluids. Advantages and limitations of the constitutive models are also explored to help users to select proper models for real-world applications.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141251596","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the existence of solutions for a class of nonlinear fractional Schrödinger-Poisson system: Subcritical and critical cases","authors":"Lin Li, Huo Tao, Stepan Tersian","doi":"10.1007/s13540-024-00296-y","DOIUrl":"https://doi.org/10.1007/s13540-024-00296-y","url":null,"abstract":"<p>In this paper, we establish the existence of standing wave solutions for a class of nonlinear fractional Schrödinger-Poisson system involving nonlinearity with subcritical and critical growth. We suppose that the potential <i>V</i> satisfies either Palais-Smale type condition or there exists a bounded domain <span>(varOmega )</span> such that <i>V</i> has no critical point in <span>(partial varOmega )</span>. To overcome the “lack of compactness\" of the problem, we combine Del Pino-Felmer’s penalization technique with Moser’s iteration method and some ideas from Alves [1].</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-06-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141235827","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Stability analysis of discrete-time tempered fractional-order neural networks with time delays","authors":"Xiao-Li Zhang, Yongguang Yu, Hu Wang, Jiahui Feng","doi":"10.1007/s13540-024-00295-z","DOIUrl":"https://doi.org/10.1007/s13540-024-00295-z","url":null,"abstract":"<p>In order to accurately capture non-local properties and long-term memory effects, this study combines the tempered fractional-order operator with delayed neural networks to investigate its stability, leveraging the introduced decay term of the tempered fractional-order operator. Firstly, the discrete-time tempered fractional-order neural networks model (DTFNNs) is presented. Furthermore, in an effort to better understand the dynamic behavior of complex systems, solutions to discrete-time tempered fractional non-homogeneous equations are obtained. The stability conditions for systems are subsequently established, contributing novel insights to the field. To validate the robustness of these conditions, numerical experiments are conducted, underscoring the practical relevance of the proposed model.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141182381","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Fractional differential equations of Bagley-Torvik and Langevin type","authors":"J. R. L. Webb, Kunquan Lan","doi":"10.1007/s13540-024-00292-2","DOIUrl":"https://doi.org/10.1007/s13540-024-00292-2","url":null,"abstract":"<p>Nonlinear fractional equations for Caputo differential operators with two fractional orders are studied. One case is a generalization of the Bagley-Torvik equation, another is of Langevin type. These can be confused as being the same but because fractional derivatives do not commute these are different problems. However it is possible to use some common methodology. Some new regularity results for fractional integrals of a certain type are proved. These are used to rigorously prove equivalences between solutions of initial value problems for the fractional derivative equations and solutions of the corresponding integral equations in the space of continuous functions. A novelty is that it is not assumed that the nonlinear term is continuous but that it satisfies the weaker <span>(L^{p})</span>-Carathéodory condition. Existence of solutions on an interval [0, <i>T</i>] in cases where <i>T</i> can be arbitrarily large, so-called global solutions, are proved, obtaining the necessary <i>a priori</i> bounds by using recent fractional Gronwall and fractional Bihari inequalities.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-05-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141091909","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Anderson L. A. de Araujo, Edir J. F. Leite, Aldo H. S. Medeiros
{"title":"Principal curves to fractional m-Laplacian systems and related maximum and comparison principles","authors":"Anderson L. A. de Araujo, Edir J. F. Leite, Aldo H. S. Medeiros","doi":"10.1007/s13540-024-00293-1","DOIUrl":"https://doi.org/10.1007/s13540-024-00293-1","url":null,"abstract":"<p>In this paper we develop a comprehensive study on principal eigenvalues and both the (weak and strong) maximum and comparison principles related to an important class of nonlinear systems involving fractional <i>m</i>-Laplacian operators. Explicit lower bounds for principal eigenvalues of this system in terms of the diameter of bounded domain <span>(varOmega subset {mathbb {R}}^N)</span> are also proved. As application, we measure explicitly how small has to be <span>(text {diam}(varOmega ))</span> so that weak and strong maximum principles associated to this problem hold in <span>(varOmega )</span>.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141074222","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Pricing European option under the generalized fractional jump-diffusion model","authors":"Jingjun Guo, Yubing Wang, Weiyi Kang","doi":"10.1007/s13540-024-00290-4","DOIUrl":"https://doi.org/10.1007/s13540-024-00290-4","url":null,"abstract":"<p>The pricing problem of European option is investigated under the generalized fractional jump-diffusion model. First of all, the generalized fractional jump-diffusion model is proposed, with the assumption that the underlying asset price follows this model, and the explicit solution is derived using the Itô formula. Then, the partial differential equation (PDE) of the European option price is obtained by using the delta-hedging strategy, and the analytical solutions of the European call and put option prices are obtained through the risk-neutral pricing principle. Moreover, the accuracy of closed-form formula for European option pricing is verified by the Monte Carlo simulation. Furthermore, the properties of the pricing formulas are discussed and the impact of main parameters on the option pricing model are analyzed via calculations of Greeks. Finally, the rationality and validity of the established option pricing model are verified by numerical analysis.</p>","PeriodicalId":48928,"journal":{"name":"Fractional Calculus and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":3.0,"publicationDate":"2024-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140953472","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}