160,666 research outputs found

    Discrete Fractional Calculus and Its Applications to Tumor Growth

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    Almost every theory of mathematics has its discrete counterpart that makes it conceptually easier to understand and practically easier to use in the modeling process of real world problems. For instance, one can take the difference of any function, from 1st order up to the n-th order with discrete calculus. However, it is also possible to extend this theory by means of discrete fractional calculus and make n- any real number such that the ½-th order difference is well defined. This thesis is comprised of five chapters that demonstrate some basic definitions and properties of discrete fractional calculus while developing the simplest discrete fractional variational theory. Some applications of the theory to tumor growth are also studied. The first chapter is a brief introduction to discrete fractional calculus that presents some important mathematical functions widely used in the theory. The second chapter shows the main fractional difference and sum operators as well as their important properties. In the third chapter, a new proof for Leibniz formula is given and summation by parts for discrete fractional calculus is stated and proved. The simplest variational problem in discrete calculus and the related Euler-Lagrange equation are developed in the fourth chapter. In the fifth chapter, the fractional Gompertz difference equation is introduced. First, the existence and uniqueness of the solution is shown and then the equation is solved by the method of successive approximation. Finally, applications of the theory to tumor and bacterial growth are presented

    Fractional Difference Equations with Real Variable

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    We independently propose a new kind of the definition of fractional difference, fractional sum, and fractional difference equation, give some basic properties of fractional difference and fractional sum, and give some examples to demonstrate several methods of how to solve certain fractional difference equations.</jats:p

    On Fractional Eulerian Numbers and Equivalence of Maps with Long Term Power-Law Memory (Integral Volterra Equations of the Second Kind) to Gru¨\ddot{u}nvald-Letnikov Fractional Difference (Differential) Equations

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    In this paper we consider a simple general form of a deterministic system with power-law memory whose state can be described by one variable and evolution by a generating function. A new value of the system's variable is a total (a convolution) of the generating functions of all previous values of the variable with weights, which are powers of the time passed. In discrete cases these systems can be described by difference equations in which a fractional difference on the left hand side is equal to a total (also a convolution) of the generating functions of all previous values of the system's variable with fractional Eulerian number weights on the right hand side. In the continuous limit the considered systems can be described by Gru¨\ddot{u}nvald-Letnikov fractional differential equations, which are equivalent to the Volterra integral equations of the second kind. New properties of fractional Eulerian numbers and possible applications of the results are discussed.Comment: 29 pages 3 figure

    On delta and nabla Caputo fractional differences and dual identities

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    We Investigate two types of dual identities for Caputo fractional differences. The first type relates nabla and delta type fractional sums and differences. The second type represented by the Q-operator relates left and right fractional sums and differences. Two types of Caputo fractional differences are introduced, one of them (dual one) is defined so that it obeys the investigated dual identities. The relation between Rieamnn and Caputo fractional differences is investigated and the delta and nabla discrete Mittag-Leffler functions are confirmed by solving Caputo type linear fractional difference equations. A nabla integration by parts formula is obtained for Caputo fractional differences as well

    Efficient numerical solution of the time fractional diffusion equation by mapping from its Brownian counterpart

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    The solution of a Caputo time fractional diffusion equation of order 0<α<10<\alpha<1 is expressed in terms of the solution of a corresponding integer order diffusion equation. We demonstrate a linear time mapping between these solutions that allows for accelerated computation of the solution of the fractional order problem. In the context of an NN-point finite difference time discretisation, the mapping allows for an improvement in time computational complexity from O(N2)O\left(N^2\right) to O(Nα)O\left(N^\alpha\right), given a precomputation of O(N1+αlnN)O\left(N^{1+\alpha}\ln N\right). The mapping is applied successfully to the least-squares fitting of a fractional advection diffusion model for the current in a time-of-flight experiment, resulting in a computational speed up in the range of one to three orders of magnitude for realistic problem sizes.Comment: 9 pages, 5 figures; added references for section

    Fast, Accurate and Robust Adaptive Finite Difference Methods for Fractional Diffusion Equations: The Size of the Timesteps does Matter

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    The computation time required by standard finite difference methods with fixed timesteps for solving fractional diffusion equations is usually very large because the number of operations required to find the solution scales as the square of the number of timesteps. Besides, the solutions of these problems usually involve markedly different time scales, which leads to quite inhomogeneous numerical errors. A natural way to address these difficulties is by resorting to adaptive numerical methods where the size of the timesteps is chosen according to the behaviour of the solution. A key feature of these methods is then the efficiency of the adaptive algorithm employed to dynamically set the size of every timestep. Here we discuss two adaptive methods based on the step-doubling technique. These methods are, in many cases, immensely faster than the corresponding standard method with fixed timesteps and they allow a tolerance level to be set for the numerical errors that turns out to be a good indicator of the actual errors
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