8,351 research outputs found
Numerical solution of fractional Sturm-Liouville equation in integral form
In this paper a fractional differential equation of the Euler-Lagrange /
Sturm-Liouville type is considered. The fractional equation with derivatives of
order in the finite time interval is
transformed to the integral form. Next the numerical scheme is presented. In
the final part of this paper examples of numerical solutions of this equation
are shown. The convergence of the proposed method on the basis of numerical
results is also discussed.Comment: 14 pages, 3 figures, 2 table
Spectral properties of fractional Fokker-Plank operator for the L\'evy flight in a harmonic potential
We present a detailed analysis of the eigenfunctions of the Fokker-Planck
operator for the L\'evy-Ornstein-Uhlenbeck process, their asymptotic behavior
and recurrence relations, explicit expressions in coordinate space for the
special cases of the Ornstein-Uhlenbeck process with Gaussian and with Cauchy
white noise and for the transformation kernel, which maps the fractional
Fokker-Planck operator of the Cauchy-Ornstein-Uhlenbeck process to the
non-fractional Fokker-Planck operator of the usual Gaussian Ornstein-Uhlenbeck
process. We also describe how non-spectral relaxation can be observed in
bounded random variables of the L\'evy-Ornstein-Uhlenbeck process and their
correlation functions.Comment: 10 pages, 5 figures, submitted to Euro. Phys. J.
Status of the differential transformation method
Further to a recent controversy on whether the differential transformation
method (DTM) for solving a differential equation is purely and solely the
traditional Taylor series method, it is emphasized that the DTM is currently
used, often only, as a technique for (analytically) calculating the power
series of the solution (in terms of the initial value parameters). Sometimes, a
piecewise analytic continuation process is implemented either in a numerical
routine (e.g., within a shooting method) or in a semi-analytical procedure
(e.g., to solve a boundary value problem). Emphasized also is the fact that, at
the time of its invention, the currently-used basic ingredients of the DTM
(that transform a differential equation into a difference equation of same
order that is iteratively solvable) were already known for a long time by the
"traditional"-Taylor-method users (notably in the elaboration of software
packages --numerical routines-- for automatically solving ordinary differential
equations). At now, the defenders of the DTM still ignore the, though much
better developed, studies of the "traditional"-Taylor-method users who, in
turn, seem to ignore similarly the existence of the DTM. The DTM has been given
an apparent strong formalization (set on the same footing as the Fourier,
Laplace or Mellin transformations). Though often used trivially, it is easily
attainable and easily adaptable to different kinds of differentiation
procedures. That has made it very attractive. Hence applications to various
problems of the Taylor method, and more generally of the power series method
(including noninteger powers) has been sketched. It seems that its potential
has not been exploited as it could be. After a discussion on the reasons of the
"misunderstandings" which have caused the controversy, the preceding topics are
concretely illustrated.Comment: To appear in Applied Mathematics and Computation, 29 pages,
references and further considerations adde
Fractional Systems and Fractional Bogoliubov Hierarchy Equations
We consider the fractional generalizations of the phase volume, volume
element and Poisson brackets. These generalizations lead us to the fractional
analog of the phase space. We consider systems on this fractional phase space
and fractional analogs of the Hamilton equations. The fractional generalization
of the average value is suggested. The fractional analogs of the Bogoliubov
hierarchy equations are derived from the fractional Liouville equation. We
define the fractional reduced distribution functions. The fractional analog of
the Vlasov equation and the Debye radius are considered.Comment: 12 page
Fractional dynamics of systems with long-range interaction
We consider one-dimensional chain of coupled linear and nonlinear oscillators
with long-range power wise interaction defined by a term proportional to
1/|n-m|^{\alpha+1}. Continuous medium equation for this system can be obtained
in the so-called infrared limit when the wave number tends to zero. We
construct a transform operator that maps the system of large number of ordinary
differential equations of motion of the particles into a partial differential
equation with the Riesz fractional derivative of order \alpha, when 0<\alpha<2.
Few models of coupled oscillators are considered and their synchronized states
and localized structures are discussed in details. Particularly, we discuss
some solutions of time-dependent fractional Ginzburg-Landau (or nonlinear
Schrodinger) equation.Comment: arXiv admin note: substantial overlap with arXiv:nlin/051201
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