Stochastic P-bifurcation in a tri-stable Van der Pol system with fractional derivative under Gaussian white noise

In this paper, we study the tri-stable stochastic P-bifurcation problem of a generalized Van der Pol system with fractional derivative under Gaussian white noise excitation. Firstly, using the principle for minimal mean square error, we show that the fractional derivative term is equivalent to a linear combination of the damping force and restoring force, so that the original system can be transformed into an equivalent integer order system. Secondly, we obtain the stationary Probability Density Function (PDF) of the system’s amplitude by the stochastic averaging, and using the singularity theory, we find the critical parametric conditions for stochastic P-bifurcation of amplitude of the system, which can make the system switch among the three steady states. Finally, we analyze different types of the stationary PDF curves of the system amplitude qualitatively by choosing parameters corresponding to each region divided by the transition set curves, and the system response can be maintained at the small amplitude near the equilibrium by selecting the appropriate unfolding parameters. We verify the theoretical analysis and calculation of the transition set by showing the consistency of the numerical results obtained by Monte Carlo simulation with the analytical results. The method used in this paper directly guides the design of the fractional order controller to adjust the response of the system

Stability of solutions of Caputo fractional stochastic differential equations

In this paper, we study the stability of Caputo-type fractional stochastic differential equations. Stochastic stability and stochastic asymptotical stability are shown by stopping time technique. Almost surly exponential stability and pth moment exponentially stability are derived by a new established Itô’s formula of Caputo version. Numerical examples are given to illustrate the main results

Hamiltonian formalism of fractional systems

In this paper we consider a generalized classical mechanics with fractional derivatives. The generalization is based on the time-clock randomization of momenta and coordinates taken from the conventional phase space. The fractional equations of motion are derived using the Hamiltonian formalism. The approach is illustrated with a simple-fractional oscillator in a free state and under an external force. Besides the behavior of the coupled fractional oscillators is analyzed. The natural extension of this approach to continuous systems is stated. The interpretation of the mechanics is discussed.Comment: 16 pages, 5 figure

Variable order Mittag-Leffler fractional operators on isolated time scales and application to the calculus of variations

We introduce new fractional operators of variable order on isolated time scales with Mittag-Leffler kernels. This allows a general formulation of a class of fractional variational problems involving variable-order difference operators. Main results give fractional integration by parts formulas and necessary optimality conditions of Euler-Lagrange type.Comment: This is a preprint of a paper whose final and definite form is with Springe

Fractional and tempered fractional models for Reynolds-averaged Navier-Stokes equations

Turbulence is a non-local phenomenon and has multiple-scales. Non-locality can be addressed either implicitly or explicitly. Implicitly, by subsequent resolution of all spatio-temporal scales. However, if directly solved for the temporal or spatially averaged fields, a closure problem arises on account of missing information between two points. To solve the closure problem in Reynolds-averaged Navier-Stokes equations (RANS), an eddy-viscosity hypotheses has been a popular modelling choice, where it follows either a linear or non-linear stress-strain relationship. Here, a non-constant diffusivity is introduced. Such a non-constant diffusivity is also characteristic of non-Fickian diffusion equation addressing anomalous diffusion process. An alternative approach, is a fractional derivative based diffusion equations. Thus, in the paper, we formulate a fractional stress-strain relationship using variable-order Caputo fractional derivative. This provides new opportunities for future modelling effort. We pedagogically study of our model construction, starting from one-sided model and followed by two-sided model. Non-locality at a point is the amalgamation of all the effects, thus we find the two-sided model is physically consistent. Further, our construction can also addresses viscous effects, which is a local process. Thus, our fractional model addresses the amalgamation of local and non-local process. We also show its validity at infinite Reynolds number limit. This study is further extended to tempered fractional calculus, where tempering ensures finite jump lengths, this is an important remark for unbounded flows. Two tempered definitions are introduced with a smooth and sharp cutoff, by the exponential term and Heaviside function, respectively and we also define the horizon of non-local interactions. We further study the equivalence between the two definitions.Comment: A part of this paper is also available as arXiv preprint arXiv:2105.03646v1. Tempered F-RANS result first presented at ICTAM 2020+1 held in Italy, 2021 chaired by Prof. A. Quarteroni (postponed by a year due to pandemic). Results submitted to ICTAM 2020 by Jan. 2020 (refer book of abstracts, Pages 1235-1236 : https://iutam.org/wp-content/uploads/2023/06/ABSTRACT_BOOK_ICTAM_2021.pdf

Continuous time random walk and parametric subordination in fractional diffusion

The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW)is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW itself. We treat the CTRW as a combination of a random walk on the axis of physical time with a random walk in space, both walks happening in discrete operational time. In the continuum limit we obtain a generally non-Markovian diffusion process governed by a space-time fractional diffusion equation. The essential assumption is that the probabilities for waiting times and jump-widths behave asymptotically like powers with negative exponents related to the orders of the fractional derivatives. By what we call parametric subordination, applied to a combination of a Markov process with a positively oriented L\'evy process, we generate and display sample paths for some special cases.Comment: 28 pages, 18 figures. Workshop 'In Search of a Theory of Complexity'. Denton, Texas, August 200

A continuous time random walk model of transport in variably saturated heterogeneous porous media

We propose a unified physical framework for transport in variably saturated porous media. This approach allows fluid flow and solute migration to be treated as ensemble averages of fluid and solute particles, respectively. We consider the cases of homogeneous and heterogeneous porous materials. Within a fractal mobile-immobile (MIM) continuous time random walk framework, the heterogeneity will be characterized by algebraically decaying particle retention-times. We derive the corresponding (nonlinear) continuum limit partial differential equations and we compare their solutions to Monte Carlo simulation results. The proposed methodology is fairly general and can be used to track fluid and solutes particles trajectories, for a variety of initial and boundary conditions.Comment: 12 pages, 9 figure