Non-integer order derivatives

Thesis (Master)--Izmir Institute of Technology, Mathematics, Izmir, 2007Includes bibliographical references (leaves: 53-57)Text in English; Abstract: Turkish and Englishvii, 85 leavesThis thesis is devoted to integrals and derivatives of arbitrary order and applications of the described methods in various fields. This study intends to increase the accessibility of fractional calculus by combining an introduction to the mathematics with a review of selected recent applications in physics. It is described general definitions of fractional derivatives. This definitions are compared with their advantages and disadvantages. Fractional calculus concerns the generalization of differentiation and integration to non-integer (fractional) orders. The subject has a long mathematical history being discussed for the first time already in the correspondence of G. W. Leibnitz around 1690. Over the centuries many mathematicians have built up a large body of mathematical knowledge on fractional integrals and derivatives. Although fractional calculus is a natural generalization of calculus, and although its mathematical history is equally long, it has, until recently, played a negligible role in physics. In the first chapter, Grünwald-Letnikov approache to generalization of the notion of the differentation and integration are considered. In the second chapter, the Riemann Liouville definition is given and it is compared with Grünwald-Letnikov definition. The last chapter, Caputo.s definition is given. In appendices, two applications are given including tomography and solution of Bessel equation

Weyl and Marchaud derivatives: a forgotten history

In this paper we recall the contribution given by Hermann Weyl and Andr\'e Marchaud to the notion of fractional derivative. In addition we discuss some relationships between the fractional Laplace operator and Marchaud derivative in the perspective to generalize these objects to different fields of the mathematics.Comment: arXiv admin note: text overlap with arXiv:1705.00953 by other author

Analysis of New Type of Second-order Fractional Linear Multi-step Method with Improved Stability

We present and investigate a new type of implicit fractional linear multi-step method of order two for fractional initial value problems. The method is obtained from the second-order superconvergence of the Grünwald-Letnikov approximation of the fractional derivative at a non-integer shift point. The method coincides with the backward difference method of order two for the classical initial value problem when the order of the derivative is one. The weight coefficients of the proposed method are obtained from the Grünwald weights and are hence computationally efficient compared with that of the fractional backward difference formula of order two. The stability properties are analyzed and it is shown that the stability region of the method is larger than that of the fractional Adams-Moulton method of order two and the fractional trapezoidal method. Numerical results and illustrations are presented to justify the analytical theories

Applications of equivalent representations of fractional- and integer-order linear time-invariant systems

Nicht-ganzzahlige - fraktionale - Ableitungsoperatoren beschreiben Prozesse mit Gedächtniseffekten, deshalb werden sie zur Modellierung verschiedenster Phänomene, z.B. viskoelastischen Verhaltens, genutzt. In der Regelungstechnik wird das Konzept vor allem wegen des erhöhten Freiheitsgrades im Frequenzbereich verwendet. Deshalb wurden in den vergangenen Dekaden neben einer Verallgemeinerung des PID-Reglers auch fortgeschrittenere Regelungskonzepte auf nicht-ganzzahlige Operatoren erweitert. Das Gedächtnis der nicht-ganzzahligen Ableitung ist zwar essentiell für die Modellbildung, hat jedoch Nachteile, wenn z.B. Zustände geschätzt oder Regler implementiert werden müssen: Das Gedächtnis führt zu einer langsamen, algebraischen Konvergenz der Transienten und da eine numerische Approximation ist speicherintensiv. Im Zentrum der Arbeit steht die Frage, mit welchen Maßnahmen sich das Konvergenzverhalten dieser nicht ganzzahligen Systeme beeinflussen lässt. Es wird vorgeschlagen, die Ordnung der nicht ganzzahligen Ableitung zu ändern. Zunächst werden Beobachter für verschiedene Klassen linearer zeitinvarianter Systeme entworfen. Die Entwurfsmethodik basiert dabei auf einer assoziierten Systemdarstellung, welche einen Differenzialoperator mit höherer Ordnung verwendet. Basierend auf dieser Systembeschreibung können Beobachter entworfen werden, welche das Gedächtnis besser mit einbeziehen und so schneller konvergieren. Anschließend werden ganzzahlige lineare zeitinvariante Systeme mit Hilfe nicht-ganzzahliger Operatoren dargestellt. Dies ermöglicht eine erhöhte Konvergenz im Zeitintervall direkt nach dem Anfangszeitpunkt auf Grund einer unbeschränkten ersten Ableitung. Die periodische Löschung des so eingeführten Gedächtnisses wird erzielt, indem die nicht ganzzahlige Dynamik periodisch zurückgesetzt wird. Damit wird der algebraischen Konvergenz entgegen gewirkt und exponentielle Stabilität erzielt. Der Reset reduziert den Speicherbedarf und induziert eine unterlagerte zeitdiskrete Dynamik. Diese bestimmt die Stabilität des hybriden nicht-ganzzahligen Systems und kann genutzt werden um den Frequenzgang für niedrige Frequenzen zu bestimmen. So lassen sich Beobachter und Regler für ganzzahlige System entwerfen. Im Rahmen des Reglerentwurfs können durch den Resets das Verhalten für niedrige und hohe Frequenzen in gewissen Grenzen getrennt voneinander entworfen werden.Non-integer, so-called fractional-order derivative operators allow to describe systems with infinite memory. Hence they are attractive to model various phenomena, e.g. viscoelastic deformation. In the field of control theory, both the higher degree of freedom in the frequency domain as well as the easy generalization of PID control have been the main motivation to extend various advanced control concepts to the fractional-order domain. The long term memory of these operators which helps to model real life phenomena, has, however, negative effects regarding the application as controllers or observers. Due to the infinite memory, the transients only decay algebraically and the implementation requires a lot of physical memory. The main focus of this thesis is the question of how to influence the convergence rates of these fractional-order systems by changing the type of convergence. The first part is concerned with the observer design for different classes of linear time-invariant fractional-order systems. We derive associated system representations with an increased order of differentiation. Based on these systems, the observers are designed to take the unknown memory into account and lead to higher convergence rates. The second part explores the representation of integer-order linear time-invariant systems in terms of fractional-order derivatives. The application of the fractional-order operator introduces an unbounded first-order derivative at the initial time. This accelerates the convergence for a short time interval. With periodic deletion of the memory - a reset of the fractional-order dynamics - the slow algebraic decay is avoided and exponential stability can be achieved despite the fractional-order terms. The periodic reset leads to a reduced implementation demand and also induces underlying discrete time dynamics which can be used to prove stability of the hybrid fractional-order system and to give an interpretation of the reset in the frequency domain for the low frequency signals. This concept of memory reset is applied to design an observer and improve fractional-order controllers for integer-order processes. For the controller design this gives us the possibility to design the high-frequency response independently from the behavior at lower frequencies within certain limits

Preconditioned fast solvers for large linear systems with specific sparse and/or Toeplitz-like structures and applications

In this thesis, the design of the preconditioners we propose starts from applications instead of treating the problem in a completely general way. The reason is that not all types of linear systems can be addressed with the same tools. In this sense, the techniques for designing efficient iterative solvers depends mostly on properties inherited from the continuous problem, that has originated the discretized sequence of matrices. Classical examples are locality, isotropy in the PDE context, whose discrete counterparts are sparsity and matrices constant along the diagonals, respectively. Therefore, it is often important to take into account the properties of the originating continuous model for obtaining better performances and for providing an accurate convergence analysis. We consider linear systems that arise in the solution of both linear and nonlinear partial differential equation of both integer and fractional type. For the latter case, an introduction to both the theory and the numerical treatment is given. All the algorithms and the strategies presented in this thesis are developed having in mind their parallel implementation. In particular, we consider the processor-co-processor framework, in which the main part of the computation is performed on a Graphics Processing Unit (GPU) accelerator. In Part I we introduce our proposal for sparse approximate inverse preconditioners for either the solution of time-dependent Partial Differential Equations (PDEs), Chapter 3, and Fractional Differential Equations (FDEs), containing both classical and fractional terms, Chapter 5. More precisely, we propose a new technique for updating preconditioners for dealing with sequences of linear systems for PDEs and FDEs, that can be used also to compute matrix functions of large matrices via quadrature formula in Chapter 4 and for optimal control of FDEs in Chapter 6. At last, in Part II, we consider structured preconditioners for quasi-Toeplitz systems. The focus is towards the numerical treatment of discretized convection-diffusion equations in Chapter 7 and on the solution of FDEs with linear multistep formula in boundary value form in Chapter 8

Matrices associated to two conservative discretizations of Riesz fractional operators and related multigrid solvers

In this article, we focus on a two-dimensional conservative steady-state Riesz fractional diffusion problem. As is typical for problems in conservative form, we adopt a finite volume (FV)-based discretization approach. Precisely, we use both classical FVs and the so-called finite volume elements (FVEs). While FVEs have already been applied in the context of fractional diffusion equations, classical FVs have only been applied in first-order discretizations. By exploiting the Toeplitz-like structure of the resulting coefficient matrices, we perform a qualitative study of their spectrum and conditioning through their symbol, leading to the design of a second-order FV discretization. This same information is leveraged to discuss parameter-free symbol-based multigrid methods for both discretizations. Tests on the approximation error and the performances of the considered solvers are given as well