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diffusion equations</title> <meta name="description" content="Search results for: fractional diffusion equations"> <meta name="keywords" content="fractional diffusion equations"> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav class="navbar navbar-expand-lg navbar-light"> <a class="navbar-brand" href="https://waset.org"> <img src="https://cdn.waset.org/static/images/wasetc.png" alt="Open Science Research Excellence" title="Open Science Research Excellence" /> </a> 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action="https://publications.waset.org/abstracts/search"> <div id="custom-search-input"> <div class="input-group"> <i class="fas fa-search"></i> <input type="text" class="search-query" name="q" placeholder="Author, Title, Abstract, Keywords" value="fractional diffusion equations"> <input type="submit" class="btn_search" value="Search"> </div> </div> </form> </div> </div> <div class="row mt-3"> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Commenced</strong> in January 2007</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 3077</div> </div> </div> </div> <h1 class="mt-3 mb-3 text-center" style="font-size:1.6rem;">Search results for: fractional diffusion equations</h1> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3077</span> Solutions of Fractional Reaction-Diffusion Equations Used to Model the Growth and Spreading of Biological Species</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Kamel%20Al-Khaled">Kamel Al-Khaled</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Reaction-diffusion equations are commonly used in population biology to model the spread of biological species. In this paper, we propose a fractional reaction-diffusion equation, where the classical second derivative diffusion term is replaced by a fractional derivative of order less than two. Based on the symbolic computation system Mathematica, Adomian decomposition method, developed for fractional differential equations, is directly extended to derive explicit and numerical solutions of space fractional reaction-diffusion equations. The fractional derivative is described in the Caputo sense. Finally, the recent appearance of fractional reaction-diffusion equations as models in some ﬁelds such as cell biology, chemistry, physics, and ﬁnance, makes it necessary to apply the results reported here to some numerical examples. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=fractional%20partial%20differential%20equations" title="fractional partial differential equations">fractional partial differential equations</a>, <a href="https://publications.waset.org/abstracts/search?q=reaction-di%EF%AC%80usion%20equations" title=" reaction-diﬀusion equations"> reaction-diﬀusion equations</a>, <a href="https://publications.waset.org/abstracts/search?q=adomian%20decomposition" title=" adomian decomposition"> adomian decomposition</a>, <a href="https://publications.waset.org/abstracts/search?q=biological%20species" title=" biological species"> biological species</a> </p> <a href="https://publications.waset.org/abstracts/55994/solutions-of-fractional-reaction-diffusion-equations-used-to-model-the-growth-and-spreading-of-biological-species" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/55994.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">375</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3076</span> Reduced Differential Transform Methods for Solving the Fractional Diffusion Equations</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Yildiray%20Keskin">Yildiray Keskin</a>, <a href="https://publications.waset.org/abstracts/search?q=Omer%20Acan"> Omer Acan</a>, <a href="https://publications.waset.org/abstracts/search?q=Murat%20Akkus"> Murat Akkus</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, the solution of fractional diffusion equations is presented by means of the reduced differential transform method. Fractional partial differential equations have special importance in engineering and sciences. Application of reduced differential transform method to this problem shows the rapid convergence of the sequence constructed by this method to the exact solution. The numerical results show that the approach is easy to implement and accurate when applied to fractional diffusion equations. The method introduces a promising tool for solving many fractional partial differential equations. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=fractional%20diffusion%20equations" title="fractional diffusion equations">fractional diffusion equations</a>, <a href="https://publications.waset.org/abstracts/search?q=Caputo%20fractional%20derivative" title=" Caputo fractional derivative"> Caputo fractional derivative</a>, <a href="https://publications.waset.org/abstracts/search?q=reduced%20differential%20transform%20method" title=" reduced differential transform method"> reduced differential transform method</a>, <a href="https://publications.waset.org/abstracts/search?q=partial" title=" partial"> partial</a> </p> <a href="https://publications.waset.org/abstracts/17526/reduced-differential-transform-methods-for-solving-the-fractional-diffusion-equations" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/17526.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">525</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3075</span> Operational Matrix Method for Fuzzy Fractional Reaction Diffusion Equation</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Sachin%20Kumar">Sachin Kumar</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Fuzzy fractional diffusion equation is widely useful to depict different physical processes arising in physics, biology, and hydrology. The motive of this article is to deal with the fuzzy fractional diffusion equation. We study a mathematical model of fuzzy space-time fractional diffusion equation in which unknown function, coefficients, and initial-boundary conditions are fuzzy numbers. First, we find out a fuzzy operational matrix of Legendre polynomial of Caputo type fuzzy fractional derivative having a non-singular Mittag-Leffler kernel. The main advantages of this method are that it reduces the fuzzy fractional partial differential equation (FFPDE) to a system of fuzzy algebraic equations from which we can find the solution of the problem. The feasibility of our approach is shown by some numerical examples. Hence, our method is suitable to deal with FFPDE and has good accuracy. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=fractional%20PDE" title="fractional PDE">fractional PDE</a>, <a href="https://publications.waset.org/abstracts/search?q=fuzzy%20valued%20function" title=" fuzzy valued function"> fuzzy valued function</a>, <a href="https://publications.waset.org/abstracts/search?q=diffusion%20equation" title=" diffusion equation"> diffusion equation</a>, <a href="https://publications.waset.org/abstracts/search?q=Legendre%20polynomial" title=" Legendre polynomial"> Legendre polynomial</a>, <a href="https://publications.waset.org/abstracts/search?q=spectral%20method" title=" spectral method"> spectral method</a> </p> <a href="https://publications.waset.org/abstracts/125273/operational-matrix-method-for-fuzzy-fractional-reaction-diffusion-equation" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/125273.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">201</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3074</span> B Spline Finite Element Method for Drifted Space Fractional Tempered Diffusion Equation</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ayan%20Chakraborty">Ayan Chakraborty</a>, <a href="https://publications.waset.org/abstracts/search?q=BV.%20Rathish%20Kumar"> BV. Rathish Kumar</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Off-late many models in viscoelasticity, signal processing or anomalous diffusion equations are formulated in fractional calculus. Tempered fractional calculus is the generalization of fractional calculus and in the last few years several important partial differential equations occurring in the different field of science have been reconsidered in this term like diffusion wave equations, Schr$\ddot{o}$dinger equation and so on. In the present paper, a time-dependent tempered fractional diffusion equation of order $\gamma \in (0,1)$ with forcing function is considered. Existence, uniqueness, stability, and regularity of the solution has been proved. Crank-Nicolson discretization is used in the time direction. B spline finite element approximation is implemented. Generally, B-splines basis are useful for representing the geometry of a finite element model, interfacing a finite element analysis program. By utilizing this technique a priori space-time estimate in finite element analysis has been derived and we proved that the convergent order is $\mathcal{O}(h²+T²)$ where $h$ is the space step size and $T$ is the time. A couple of numerical examples have been presented to confirm the accuracy of theoretical results. Finally, we conclude that the studied method is useful for solving tempered fractional diffusion equations. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=B-spline%20finite%20element" title="B-spline finite element">B-spline finite element</a>, <a href="https://publications.waset.org/abstracts/search?q=error%20estimates" title=" error estimates"> error estimates</a>, <a href="https://publications.waset.org/abstracts/search?q=Gronwall%27s%20lemma" title=" Gronwall's lemma"> Gronwall's lemma</a>, <a href="https://publications.waset.org/abstracts/search?q=stability" title=" stability"> stability</a>, <a href="https://publications.waset.org/abstracts/search?q=tempered%20fractional" title=" tempered fractional"> tempered fractional</a> </p> <a href="https://publications.waset.org/abstracts/99835/b-spline-finite-element-method-for-drifted-space-fractional-tempered-diffusion-equation" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/99835.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">192</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3073</span> Weak Solutions Of Stochastic Fractional Differential Equations</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Lev%20Idels">Lev Idels</a>, <a href="https://publications.waset.org/abstracts/search?q=Arcady%20Ponosov"> Arcady Ponosov</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Stochastic fractional differential equations have recently attracted considerable attention, as they have been used to model real-world processes, which are subject to natural memory effects and measurement uncertainties. Compared to conventional hereditary differential equations, one of the advantages of fractional differential equations is related to more realistic geometric properties of their trajectories that do not intersect in the phase space. In this report, a Peano-like existence theorem for nonlinear stochastic fractional differential equations is proven under very general hypotheses. Several specific classes of equations are checked to satisfy these hypotheses, including delay equations driven by the fractional Brownian motion, stochastic fractional neutral equations and many others. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=delay%20equations" title="delay equations">delay equations</a>, <a href="https://publications.waset.org/abstracts/search?q=operator%20methods" title=" operator methods"> operator methods</a>, <a href="https://publications.waset.org/abstracts/search?q=stochastic%20noise" title=" stochastic noise"> stochastic noise</a>, <a href="https://publications.waset.org/abstracts/search?q=weak%20solutions" title=" weak solutions"> weak solutions</a> </p> <a href="https://publications.waset.org/abstracts/146592/weak-solutions-of-stochastic-fractional-differential-equations" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/146592.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">209</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3072</span> Modified Fractional Curl Operator</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Rawhy%20Ismail">Rawhy Ismail </a> </p> <p class="card-text"><strong>Abstract:</strong></p> Applying fractional calculus in the field of electromagnetics shows significant results. The fractionalization of the conventional curl operator leads to having additional solutions to an electromagnetic problem. This work restudies the concept of the fractional curl operator considering fractional time derivatives in Maxwell’s curl equations. In that sense, a general scheme for the wave loss term is introduced and the degree of freedom of the system is affected through imposing the new fractional parameters. The conventional case is recovered by setting all fractional derivatives to unity. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=curl%20operator" title="curl operator">curl operator</a>, <a href="https://publications.waset.org/abstracts/search?q=fractional%20calculus" title=" fractional calculus"> fractional calculus</a>, <a href="https://publications.waset.org/abstracts/search?q=fractional%20curl%20operators" title=" fractional curl operators"> fractional curl operators</a>, <a href="https://publications.waset.org/abstracts/search?q=Maxwell%20equations" title=" Maxwell equations"> Maxwell equations</a> </p> <a href="https://publications.waset.org/abstracts/35772/modified-fractional-curl-operator" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/35772.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">487</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3071</span> Caputo-Type Fuzzy Fractional Riccati Differential Equations with Fuzzy Initial Conditions</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Trilok%20Mathur">Trilok Mathur</a>, <a href="https://publications.waset.org/abstracts/search?q=Shivi%20Agarwal"> Shivi Agarwal</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper deals with the solutions of fuzzy-fractional-order Riccati equations under Caputo-type fuzzy fractional derivatives. The Caputo-type fuzzy fractional derivatives are defined based on Hukuhura difference and strongly generalized fuzzy differentiability. The Laplace-Adomian-Pade method is used for solving fractional Riccati-type initial value differential equations of fractional order. Moreover, we also displayed some examples to illustrate our methods. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Caputo-type%20fuzzy%20fractional%20derivative" title="Caputo-type fuzzy fractional derivative">Caputo-type fuzzy fractional derivative</a>, <a href="https://publications.waset.org/abstracts/search?q=Fractional%20Riccati%20differential%20equations" title=" Fractional Riccati differential equations"> Fractional Riccati differential equations</a>, <a href="https://publications.waset.org/abstracts/search?q=Laplace-Adomian-Pade%20method" title=" Laplace-Adomian-Pade method"> Laplace-Adomian-Pade method</a>, <a href="https://publications.waset.org/abstracts/search?q=Mittag%20Leffler%20function" title=" Mittag Leffler function"> Mittag Leffler function</a> </p> <a href="https://publications.waset.org/abstracts/51080/caputo-type-fuzzy-fractional-riccati-differential-equations-with-fuzzy-initial-conditions" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/51080.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">395</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3070</span> Numerical Solution of Space Fractional Order Linear/Nonlinear Reaction-Advection Diffusion Equation Using Jacobi Polynomial</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Shubham%20Jaiswal">Shubham Jaiswal</a> </p> <p class="card-text"><strong>Abstract:</strong></p> During modelling of many physical problems and engineering processes, fractional calculus plays an important role. Those are greatly described by fractional differential equations (FDEs). So a reliable and efficient technique to solve such types of FDEs is needed. In this article, a numerical solution of a class of fractional differential equations namely space fractional order reaction-advection dispersion equations subject to initial and boundary conditions is derived. In the proposed approach shifted Jacobi polynomials are used to approximate the solutions together with shifted Jacobi operational matrix of fractional order and spectral collocation method. The main advantage of this approach is that it converts such problems in the systems of algebraic equations which are easier to be solved. The proposed approach is effective to solve the linear as well as non-linear FDEs. To show the reliability, validity and high accuracy of proposed approach, the numerical results of some illustrative examples are reported, which are compared with the existing analytical results already reported in the literature. The error analysis for each case exhibited through graphs and tables confirms the exponential convergence rate of the proposed method. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=space%20fractional%20order%20linear%2Fnonlinear%20reaction-advection%20diffusion%20equation" title="space fractional order linear/nonlinear reaction-advection diffusion equation">space fractional order linear/nonlinear reaction-advection diffusion equation</a>, <a href="https://publications.waset.org/abstracts/search?q=shifted%20Jacobi%20polynomials" title=" shifted Jacobi polynomials"> shifted Jacobi polynomials</a>, <a href="https://publications.waset.org/abstracts/search?q=operational%20matrix" title=" operational matrix"> operational matrix</a>, <a href="https://publications.waset.org/abstracts/search?q=collocation%20method" title=" collocation method"> collocation method</a>, <a href="https://publications.waset.org/abstracts/search?q=Caputo%20derivative" title=" Caputo derivative"> Caputo derivative</a> </p> <a href="https://publications.waset.org/abstracts/79521/numerical-solution-of-space-fractional-order-linearnonlinear-reaction-advection-diffusion-equation-using-jacobi-polynomial" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/79521.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">445</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3069</span> Fractional Euler Method and Finite Difference Formula Using Conformable Fractional Derivative</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ramzi%20B.%20Albadarneh">Ramzi B. Albadarneh</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we use the new definition of fractional derivative called conformable fractional derivative to derive some finite difference formulas and its error terms which are used to solve fractional differential equations and fractional partial differential equations, also to derive fractional Euler method and its error terms which can be applied to solve fractional differential equations. To provide the contribution of our work some applications on finite difference formulas and Euler Method are given. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=conformable%20fractional%20derivative" title="conformable fractional derivative">conformable fractional derivative</a>, <a href="https://publications.waset.org/abstracts/search?q=finite%20difference%20formula" title=" finite difference formula"> finite difference formula</a>, <a href="https://publications.waset.org/abstracts/search?q=fractional%20derivative" title=" fractional derivative"> fractional derivative</a>, <a href="https://publications.waset.org/abstracts/search?q=finite%20difference%20formula" title=" finite difference formula"> finite difference formula</a> </p> <a href="https://publications.waset.org/abstracts/37072/fractional-euler-method-and-finite-difference-formula-using-conformable-fractional-derivative" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/37072.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">439</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3068</span> Analytical Solutions of Time Space Fractional, Advection-Dispersion and Whitham-Broer-Kaup Equations</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Muhammad%20Danish%20Khan">Muhammad Danish Khan</a>, <a href="https://publications.waset.org/abstracts/search?q=Imran%20Naeem"> Imran Naeem</a>, <a href="https://publications.waset.org/abstracts/search?q=Mudassar%20Imran"> Mudassar Imran</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this article, we study time-space Fractional Advection-Dispersion (FADE) equation and time-space Fractional Whitham-Broer-Kaup (FWBK) equation that have a significant role in hydrology. We introduce suitable transformations to convert fractional order derivatives to integer order derivatives and as a result these equations transform into Partial Differential Equations (PDEs). Then the Lie symmetries and corresponding optimal systems of the resulting PDEs are derived. The symmetry reductions and exact independent solutions based on optimal system are investigated which constitute the exact solutions of original fractional differential equations. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=modified%20Riemann-Liouville%20fractional%20derivative" title="modified Riemann-Liouville fractional derivative">modified Riemann-Liouville fractional derivative</a>, <a href="https://publications.waset.org/abstracts/search?q=lie-symmetries" title=" lie-symmetries"> lie-symmetries</a>, <a href="https://publications.waset.org/abstracts/search?q=optimal%20system" title=" optimal system"> optimal system</a>, <a href="https://publications.waset.org/abstracts/search?q=invariant%20solutions" title=" invariant solutions"> invariant solutions</a> </p> <a href="https://publications.waset.org/abstracts/2191/analytical-solutions-of-time-space-fractional-advection-dispersion-and-whitham-broer-kaup-equations" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/2191.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">431</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3067</span> Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Changhong%20Guo">Changhong Guo</a>, <a href="https://publications.waset.org/abstracts/search?q=Shaomei%20Fang"> Shaomei Fang</a>, <a href="https://publications.waset.org/abstracts/search?q=Yong%20He"> Yong He</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=European%20option%20pricing" title="European option pricing">European option pricing</a>, <a href="https://publications.waset.org/abstracts/search?q=fractional%20Black-Scholes%20equations" title=" fractional Black-Scholes equations"> fractional Black-Scholes equations</a>, <a href="https://publications.waset.org/abstracts/search?q=fractional%20g-Brownian%20motion" title=" fractional g-Brownian motion"> fractional g-Brownian motion</a>, <a href="https://publications.waset.org/abstracts/search?q=Taylor%27s%20series%20of%20fractional%20order" title=" Taylor's series of fractional order"> Taylor's series of fractional order</a>, <a href="https://publications.waset.org/abstracts/search?q=uncertain%20volatility" title=" uncertain volatility"> uncertain volatility</a> </p> <a href="https://publications.waset.org/abstracts/127107/derivation-of-fractional-black-scholes-equations-driven-by-fractional-g-brownian-motion-and-their-application-in-european-option-pricing" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/127107.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">163</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3066</span> Linear fractional differential equations for second kind modified Bessel functions</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Jorge%20Olivares">Jorge Olivares</a>, <a href="https://publications.waset.org/abstracts/search?q=Fernando%20Maass"> Fernando Maass</a>, <a href="https://publications.waset.org/abstracts/search?q=Pablo%20Martin"> Pablo Martin</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Fractional derivatives have been considered recently as a way to solve different problems in Engineering. In this way, second kind modified Bessel functions are considered here. The order α fractional differential equations of second kind Bessel functions, Kᵥ(x), are studied with simple initial conditions. The Laplace transform and Caputo definition of fractional derivatives are considered. Solutions have been found for ν=1/3, 1/2, 2/3, -1/3, -1/2 and (-2/3). In these cases, the solutions are the sum of two hypergeometric functions. The α fractional derivatives have been for α=1/3, 1/2 and 2/3, and the above values of ν. No convergence has been found for the integer values of ν Furthermore when α has been considered as a rational found m/p, no general solution has been found. Clearly, this case is more difficult to treat than those of first kind Bessel Function. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Caputo" title="Caputo">Caputo</a>, <a href="https://publications.waset.org/abstracts/search?q=modified%20Bessel%20functions" title=" modified Bessel functions"> modified Bessel functions</a>, <a href="https://publications.waset.org/abstracts/search?q=hypergeometric" title=" hypergeometric"> hypergeometric</a>, <a href="https://publications.waset.org/abstracts/search?q=linear%20fractional%20differential%20equations" title=" linear fractional differential equations"> linear fractional differential equations</a>, <a href="https://publications.waset.org/abstracts/search?q=transform%20Laplace" title=" transform Laplace"> transform Laplace</a> </p> <a href="https://publications.waset.org/abstracts/91374/linear-fractional-differential-equations-for-second-kind-modified-bessel-functions" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/91374.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">342</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3065</span> An Efficient Collocation Method for Solving the Variable-Order Time-Fractional Partial Differential Equations Arising from the Physical Phenomenon</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Haniye%20Dehestani">Haniye Dehestani</a>, <a href="https://publications.waset.org/abstracts/search?q=Yadollah%20Ordokhani"> Yadollah Ordokhani</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=collocation%20method" title="collocation method">collocation method</a>, <a href="https://publications.waset.org/abstracts/search?q=fractional%20partial%20differential%20equations" title=" fractional partial differential equations"> fractional partial differential equations</a>, <a href="https://publications.waset.org/abstracts/search?q=legendre-laguerre%20functions" title=" legendre-laguerre functions"> legendre-laguerre functions</a>, <a href="https://publications.waset.org/abstracts/search?q=pseudo-operational%20matrix%20of%20integration" title=" pseudo-operational matrix of integration"> pseudo-operational matrix of integration</a> </p> <a href="https://publications.waset.org/abstracts/97195/an-efficient-collocation-method-for-solving-the-variable-order-time-fractional-partial-differential-equations-arising-from-the-physical-phenomenon" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/97195.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">166</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3064</span> On Boundary Value Problems of Fractional Differential Equations Involving Stieltjes Derivatives</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Baghdad%20Said">Baghdad Said</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Differential equations of fractional order have proved to be important tools to describe many physical phenomena and have been used in diverse fields such as engineering, mathematics as well as other applied sciences. On the other hand, the theory of differential equations involving the Stieltjes derivative (SD) with respect to a non-decreasing function is a new class of differential equations and has many applications as a unified framework for dynamic equations on time scales and differential equations with impulses at fixed times. The aim of this paper is to investigate the existence, uniqueness, and generalized Ulam-Hyers-Rassias stability (UHRS) of solutions for a boundary value problem of sequential fractional differential equations (SFDE) containing (SD). This study is based on the technique of noncompactness measures (MNCs) combined with Monch-Krasnoselski fixed point theorems (FPT), and the results are proven in an appropriate Banach space under sufficient hypotheses. We also give an illustrative example. In this work, we introduced a class of (SFDE) and the results are obtained under a few hypotheses. Future directions connected to this work could focus on another problem with different types of fractional integrals and derivatives, and the (SD) will be assumed under a more general hypothesis in more general functional spaces. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=SFDE" title="SFDE">SFDE</a>, <a href="https://publications.waset.org/abstracts/search?q=SD" title=" SD"> SD</a>, <a href="https://publications.waset.org/abstracts/search?q=UHRS" title=" UHRS"> UHRS</a>, <a href="https://publications.waset.org/abstracts/search?q=MNCs" title=" MNCs"> MNCs</a>, <a href="https://publications.waset.org/abstracts/search?q=FPT" title=" FPT"> FPT</a> </p> <a href="https://publications.waset.org/abstracts/187408/on-boundary-value-problems-of-fractional-differential-equations-involving-stieltjes-derivatives" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/187408.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">40</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3063</span> Nonhomogeneous Linear Fractional Differential Equations Will Bessel Functions of the First Kind Giving Hypergeometric Functions Solutions</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Fernando%20Maass">Fernando Maass</a>, <a href="https://publications.waset.org/abstracts/search?q=Pablo%20Martin"> Pablo Martin</a>, <a href="https://publications.waset.org/abstracts/search?q=Jorge%20Olivares"> Jorge Olivares</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Fractional derivatives have become very important in several areas of Engineering, however, the solutions of simple differential equations are not known. Here we are considering the simplest first order nonhomogeneous differential equations with Bessel regular functions of the first kind, in this way the solutions have been found which are hypergeometric solutions for any fractional derivative of order α, where α is rational number α=m/p, between zero and one. The way to find this result is by using Laplace transform and the Caputo definitions of fractional derivatives. This method is for values longer than one. However for α entire number the hypergeometric functions are Kumer type, no integer values of alpha, the hypergeometric function is more complicated is type ₂F₃(a,b,c, t2/2). The argument of the hypergeometric changes sign when we go from the regular Bessel functions to the modified Bessel functions of the first kind, however it integer seems that using precise values of α and considering no integers values of α, a solution can be obtained in terms of two hypergeometric functions. Further research is required for future papers in order to obtain the general solution for any rational value of α. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Caputo" title="Caputo">Caputo</a>, <a href="https://publications.waset.org/abstracts/search?q=fractional%20calculation" title=" fractional calculation"> fractional calculation</a>, <a href="https://publications.waset.org/abstracts/search?q=hypergeometric" title=" hypergeometric"> hypergeometric</a>, <a href="https://publications.waset.org/abstracts/search?q=linear%20differential%20equations" title=" linear differential equations"> linear differential equations</a> </p> <a href="https://publications.waset.org/abstracts/91373/nonhomogeneous-linear-fractional-differential-equations-will-bessel-functions-of-the-first-kind-giving-hypergeometric-functions-solutions" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/91373.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">197</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3062</span> A Study of Numerical Reaction-Diffusion Systems on Closed Surfaces</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Mei-Hsiu%20Chi">Mei-Hsiu Chi</a>, <a href="https://publications.waset.org/abstracts/search?q=Jyh-Yang%20Wu"> Jyh-Yang Wu</a>, <a href="https://publications.waset.org/abstracts/search?q=Sheng-Gwo%20Chen"> Sheng-Gwo Chen</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The diffusion-reaction equations are important Partial Differential Equations in mathematical biology, material science, physics, and so on. However, finding efficient numerical methods for diffusion-reaction systems on curved surfaces is still an important and difficult problem. The purpose of this paper is to present a convergent geometric method for solving the reaction-diffusion equations on closed surfaces by an O(r)-LTL configuration method. The O(r)-LTL configuration method combining the local tangential lifting technique and configuration equations is an effective method to estimate differential quantities on curved surfaces. Since estimating the Laplace-Beltrami operator is an important task for solving the reaction-diffusion equations on surfaces, we use the local tangential lifting method and a generalized finite difference method to approximate the Laplace-Beltrami operators and we solve this reaction-diffusion system on closed surfaces. Our method is not only conceptually simple, but also easy to implement. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=closed%20surfaces" title="closed surfaces">closed surfaces</a>, <a href="https://publications.waset.org/abstracts/search?q=high-order%20approachs" title=" high-order approachs"> high-order approachs</a>, <a href="https://publications.waset.org/abstracts/search?q=numerical%20solutions" title=" numerical solutions"> numerical solutions</a>, <a href="https://publications.waset.org/abstracts/search?q=reaction-diffusion%20systems" title=" reaction-diffusion systems"> reaction-diffusion systems</a> </p> <a href="https://publications.waset.org/abstracts/56431/a-study-of-numerical-reaction-diffusion-systems-on-closed-surfaces" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/56431.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">376</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3061</span> Fundamental Solutions for Discrete Dynamical Systems Involving the Fractional Laplacian</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Jorge%20Gonzalez%20Camus">Jorge Gonzalez Camus</a>, <a href="https://publications.waset.org/abstracts/search?q=Valentin%20Keyantuo"> Valentin Keyantuo</a>, <a href="https://publications.waset.org/abstracts/search?q=Mahamadi%20Warma"> Mahamadi Warma</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this work, we obtain representation results for solutions of a time-fractional differential equation involving the discrete fractional Laplace operator in terms of generalized Wright functions. Such equations arise in the modeling of many physical systems, for example, chain processes in chemistry and radioactivity. The focus is on the linear problem of the simplified Moore - Gibson - Thompson equation, where the discrete fractional Laplacian and the Caputo fractional derivate of order on (0,2] are involved. As a particular case, we obtain the explicit solution for the discrete heat equation and discrete wave equation. Furthermore, we show the explicit solution for the equation involving the perturbed Laplacian by the identity operator. The main tool for obtaining the explicit solution are the Laplace and discrete Fourier transforms, and Stirling's formula. The methodology mainly is to apply both transforms in the equation, to find the inverse of each transform, and to prove that this solution is well defined, using Stirling´s formula. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=discrete%20fractional%20Laplacian" title="discrete fractional Laplacian">discrete fractional Laplacian</a>, <a href="https://publications.waset.org/abstracts/search?q=explicit%20representation%20of%20solutions" title=" explicit representation of solutions"> explicit representation of solutions</a>, <a href="https://publications.waset.org/abstracts/search?q=fractional%20heat%20and%20wave%20equations" title=" fractional heat and wave equations"> fractional heat and wave equations</a>, <a href="https://publications.waset.org/abstracts/search?q=fundamental" title=" fundamental"> fundamental</a> </p> <a href="https://publications.waset.org/abstracts/99922/fundamental-solutions-for-discrete-dynamical-systems-involving-the-fractional-laplacian" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/99922.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">209</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3060</span> Hypergeometric Solutions to Linear Nonhomogeneous Fractional Equations with Spherical Bessel Functions of the First Kind</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Pablo%20Martin">Pablo Martin</a>, <a href="https://publications.waset.org/abstracts/search?q=Jorge%20Olivares"> Jorge Olivares</a>, <a href="https://publications.waset.org/abstracts/search?q=Fernando%20Maass"> Fernando Maass</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The use of fractional derivatives to different problems in Engineering and Physics has been increasing in the last decade. For this reason, we have here considered partial derivatives when the integral is a spherical Bessel function of the first kind in both regular and modified ones simple initial conditions have been also considered. In this way, the solution has been found as a combination of hypergeometric functions. The case of a general rational value for α of the fractional derivative α has been solved in a general way for alpha between zero and two. The modified spherical Bessel functions of the first kind have been also considered and how to go from the regular case to the modified one will be also shown. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=caputo%20fractional%20derivatives" title="caputo fractional derivatives">caputo fractional derivatives</a>, <a href="https://publications.waset.org/abstracts/search?q=hypergeometric%20functions" title=" hypergeometric functions"> hypergeometric functions</a>, <a href="https://publications.waset.org/abstracts/search?q=linear%20differential%20equations" title=" linear differential equations"> linear differential equations</a>, <a href="https://publications.waset.org/abstracts/search?q=spherical%20Bessel%20functions" title=" spherical Bessel functions"> spherical Bessel functions</a> </p> <a href="https://publications.waset.org/abstracts/91343/hypergeometric-solutions-to-linear-nonhomogeneous-fractional-equations-with-spherical-bessel-functions-of-the-first-kind" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/91343.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">325</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3059</span> A New Approach for Solving Fractional Coupled Pdes </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Prashant%20Pandey">Prashant Pandey</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In the present article, an eﬀective Laguerre collocation method is used to obtain the approximate solution of a system of coupled fractional-order non-linear reaction-advection-diﬀusion equation with prescribed initial and boundary conditions. In the proposed scheme, Laguerre polynomials are used together with an operational matrix and collocation method to obtain approximate solutions of the coupled system, so that our proposed model is converted into a system of algebraic equations which can be solved employing the Newton method. The solution proﬁles of the coupled system are presented graphically for diﬀerent particular cases. The salient feature of the present article is ﬁnding the stability analysis of the proposed method and also the demonstration of the lower variation of solute concentrations with respect to the column length in the fractional-order system compared to the integer-order system. To show the higher eﬃciency, reliability, and accuracy of the proposed scheme, a comparison between the numerical results of Burger’s coupled system and its existing analytical result is reported. There are high compatibility and consistency between the approximate solution and its exact solution to a higher order of accuracy. The exhibition of error analysis for each case through tables and graphs conﬁrms the super-linearly convergence rate of the proposed method. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=fractional%20coupled%20PDE" title="fractional coupled PDE">fractional coupled PDE</a>, <a href="https://publications.waset.org/abstracts/search?q=stability%20and%20convergence%20analysis" title=" stability and convergence analysis"> stability and convergence analysis</a>, <a href="https://publications.waset.org/abstracts/search?q=diffusion%20equation" title=" diffusion equation"> diffusion equation</a>, <a href="https://publications.waset.org/abstracts/search?q=Laguerre%20polynomials" title=" Laguerre polynomials"> Laguerre polynomials</a>, <a href="https://publications.waset.org/abstracts/search?q=spectral%20method" title=" spectral method"> spectral method</a> </p> <a href="https://publications.waset.org/abstracts/125320/a-new-approach-for-solving-fractional-coupled-pdes" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/125320.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">145</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3058</span> A Coupled System of Caputo-Type Katugampola Fractional Differential Equations with Integral Boundary Conditions</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Yacine%20Arioua">Yacine Arioua</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we investigate the existence and uniqueness of solutions for a coupled system of nonlinear Caputo-type Katugampola fractional differential equations with integral boundary conditions. Based upon a contraction mapping principle, Schauders fixed point theorems, some new existence and uniqueness results of solutions for the given problems are obtained. For application, some examples are given to illustrate the usefulness of our main results. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=fractional%20differential%20equations" title="fractional differential equations">fractional differential equations</a>, <a href="https://publications.waset.org/abstracts/search?q=coupled%20system" title=" coupled system"> coupled system</a>, <a href="https://publications.waset.org/abstracts/search?q=Caputo-Katugampola%20derivative" title=" Caputo-Katugampola derivative"> Caputo-Katugampola derivative</a>, <a href="https://publications.waset.org/abstracts/search?q=fixed%20point%20theorems" title=" fixed point theorems"> fixed point theorems</a>, <a href="https://publications.waset.org/abstracts/search?q=existence" title=" existence"> existence</a>, <a href="https://publications.waset.org/abstracts/search?q=uniqueness" title=" uniqueness"> uniqueness</a> </p> <a href="https://publications.waset.org/abstracts/124953/a-coupled-system-of-caputo-type-katugampola-fractional-differential-equations-with-integral-boundary-conditions" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/124953.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">264</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3057</span> Approximations of Fractional Derivatives and Its Applications in Solving Non-Linear Fractional Variational Problems</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Harendra%20Singh">Harendra Singh</a>, <a href="https://publications.waset.org/abstracts/search?q=Rajesh%20Pandey"> Rajesh Pandey</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The paper presents a numerical method based on operational matrix of integration and Ryleigh method for the solution of a class of non-linear fractional variational problems (NLFVPs). Chebyshev first kind polynomials are used for the construction of operational matrix. Using operational matrix and Ryleigh method the NLFVP is converted into a system of non-linear algebraic equations, and solving these equations we obtained approximate solution for NLFVPs. Convergence analysis of the proposed method is provided. Numerical experiment is done to show the applicability of the proposed numerical method. The obtained numerical results are compared with exact solution and solution obtained from Chebyshev third kind. Further the results are shown graphically for different fractional order involved in the problems. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=non-linear%20fractional%20variational%20problems" title="non-linear fractional variational problems">non-linear fractional variational problems</a>, <a href="https://publications.waset.org/abstracts/search?q=Rayleigh-Ritz%20method" title=" Rayleigh-Ritz method"> Rayleigh-Ritz method</a>, <a href="https://publications.waset.org/abstracts/search?q=convergence%20analysis" title=" convergence analysis"> convergence analysis</a>, <a href="https://publications.waset.org/abstracts/search?q=error%20analysis" title=" error analysis"> error analysis</a> </p> <a href="https://publications.waset.org/abstracts/57497/approximations-of-fractional-derivatives-and-its-applications-in-solving-non-linear-fractional-variational-problems" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/57497.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">298</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3056</span> A Numerical Method for Diffusion and Cahn-Hilliard Equations on Evolving Spherical Surfaces</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Jyh-Yang%20Wu">Jyh-Yang Wu</a>, <a href="https://publications.waset.org/abstracts/search?q=Sheng-Gwo%20Chen"> Sheng-Gwo Chen</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we present a simple effective numerical geometric method to estimate the divergence of a vector field over a curved surface. The conservation law is an important principle in physics and mathematics. However, many well-known numerical methods for solving diffusion equations do not obey conservation laws. Our presented method in this paper combines the divergence theorem with a generalized finite difference method and obeys the conservation law on discrete closed surfaces. We use the similar method to solve the Cahn-Hilliard equations on evolving spherical surfaces and observe stability results in our numerical simulations. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=conservation%20laws" title="conservation laws">conservation laws</a>, <a href="https://publications.waset.org/abstracts/search?q=diffusion%20equations" title=" diffusion equations"> diffusion equations</a>, <a href="https://publications.waset.org/abstracts/search?q=Cahn-Hilliard%20equations" title=" Cahn-Hilliard equations"> Cahn-Hilliard equations</a>, <a href="https://publications.waset.org/abstracts/search?q=evolving%20surfaces" title=" evolving surfaces"> evolving surfaces</a> </p> <a href="https://publications.waset.org/abstracts/56432/a-numerical-method-for-diffusion-and-cahn-hilliard-equations-on-evolving-spherical-surfaces" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/56432.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">494</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3055</span> Numerical Solutions of Fractional Order Epidemic Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Sadia%20Arshad">Sadia Arshad</a>, <a href="https://publications.waset.org/abstracts/search?q=Ayesha%20Sohail"> Ayesha Sohail</a>, <a href="https://publications.waset.org/abstracts/search?q=Sana%20Javed"> Sana Javed</a>, <a href="https://publications.waset.org/abstracts/search?q=Khadija%20Maqbool"> Khadija Maqbool</a>, <a href="https://publications.waset.org/abstracts/search?q=Salma%20Kanwal"> Salma Kanwal</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The dynamical study of the carriers play an essential role in the evolution and global transmission of infectious diseases and will be discussed in this study. To make this approach novel, we will consider the fractional order model which is generalization of integer order derivative to an arbitrary number. Since the integration involved is non local therefore this property of fractional operator is very useful to study epidemic model for infectious diseases. An extended numerical method (ODE solver) is implemented on the model equations and we will present the simulations of the model for diﬀerent values of fractional order to study the eﬀect of carriers on transmission dynamics. Global dynamics of fractional model are established by using the reproduction number. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Fractional%20di%EF%AC%80erential%20equation" title="Fractional diﬀerential equation">Fractional diﬀerential equation</a>, <a href="https://publications.waset.org/abstracts/search?q=Numerical%20simulations" title=" Numerical simulations"> Numerical simulations</a>, <a href="https://publications.waset.org/abstracts/search?q=epidemic%20model" title=" epidemic model"> epidemic model</a>, <a href="https://publications.waset.org/abstracts/search?q=transmission%20dynamics" title=" transmission dynamics"> transmission dynamics</a> </p> <a href="https://publications.waset.org/abstracts/17447/numerical-solutions-of-fractional-order-epidemic-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/17447.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">600</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3054</span> Globally Attractive Mild Solutions for Non-Local in Time Subdiffusion Equations of Neutral Type</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Jorge%20Gonzalez%20Camus">Jorge Gonzalez Camus</a>, <a href="https://publications.waset.org/abstracts/search?q=Carlos%20Lizama"> Carlos Lizama</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this work is proved the existence of at least one globally attractive mild solution to the Cauchy problem, for fractional evolution equation of neutral type, involving the fractional derivate in Caputo sense. An almost sectorial operator on a Banach space X and a kernel belonging to a large class appears in the equation, which covers many relevant cases from physics applications, in particular, the important case of time - fractional evolution equations of neutral type. The main tool used in this work was the Hausdorff measure of noncompactness and fixed point theorems, specifically Darbo-type. Initially, the equation is a Cauchy problem, involving a fractional derivate in Caputo sense. Then, is formulated the equivalent integral version, and defining a convenient functional, using the analytic integral resolvent operator, and verifying the hypothesis of the fixed point theorem of Darbo type, give us the existence of mild solution for the initial problem. Furthermore, each mild solution is globally attractive, a property that is desired in asymptotic behavior for that solution. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=attractive%20mild%20solutions" title="attractive mild solutions">attractive mild solutions</a>, <a href="https://publications.waset.org/abstracts/search?q=integral%20Volterra%20equations" title=" integral Volterra equations"> integral Volterra equations</a>, <a href="https://publications.waset.org/abstracts/search?q=neutral%20type%20equations" title=" neutral type equations"> neutral type equations</a>, <a href="https://publications.waset.org/abstracts/search?q=non-local%20in%20time%20equations" title=" non-local in time equations"> non-local in time equations</a> </p> <a href="https://publications.waset.org/abstracts/99925/globally-attractive-mild-solutions-for-non-local-in-time-subdiffusion-equations-of-neutral-type" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/99925.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">158</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3053</span> Fractional Calculus into Structural Dynamics</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Jorge%20Lopez">Jorge Lopez</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this work, we introduce fractional calculus in order to study the dynamics of a damped multistory building with some symmetry. Initially we make a review of the dynamics of a free and damped multistory building. Then we introduce those concepts of fractional calculus that will be involved in our study. It has been noticed that fractional calculus provides models with less parameters than those based on classical calculus. In particular, a damped classical oscilator is more naturally described by using fractional derivatives. Accordingly, we model our multistory building as a set of coupled fractional oscillators and compare its dynamics with the results coming from traditional methods. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=coupled%20oscillators" title="coupled oscillators">coupled oscillators</a>, <a href="https://publications.waset.org/abstracts/search?q=fractional%20calculus" title=" fractional calculus"> fractional calculus</a>, <a href="https://publications.waset.org/abstracts/search?q=fractional%20oscillator" title=" fractional oscillator"> fractional oscillator</a>, <a href="https://publications.waset.org/abstracts/search?q=structural%20dynamics" title=" structural dynamics"> structural dynamics</a> </p> <a href="https://publications.waset.org/abstracts/124822/fractional-calculus-into-structural-dynamics" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/124822.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">242</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3052</span> Magnetohydrodynamic Couette Flow of Fractional Burger’s Fluid in an Annulus</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Sani%20Isa">Sani Isa</a>, <a href="https://publications.waset.org/abstracts/search?q=Ali%20Musa"> Ali Musa</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Burgers’ fluid with a fractional derivatives model in an annulus was analyzed. Combining appropriately the basic equations, with the fractionalized fractional Burger’s fluid model allow us to determine the velocity field, temperature and shear stress. The governing partial differential equation was solved using the combine Laplace transformation method and Riemann sum approximation to give velocity field, temperature and shear stress on the fluid flow. The influence of various parameters like fractional parameters, relaxation time and retardation time, are drawn. The results obtained are simulated using Mathcad software and presented graphically. From the graphical results, we observed that the relaxation time and time helps the flow pattern, on the other hand, other material constants resist the fluid flow while fractional parameters effect on fluid flow is opposite to each other. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=sani%20isa" title="sani isa">sani isa</a>, <a href="https://publications.waset.org/abstracts/search?q=Ali%20musaburger%E2%80%99s%20fluid" title=" Ali musaburger’s fluid"> Ali musaburger’s fluid</a>, <a href="https://publications.waset.org/abstracts/search?q=Laplace%20transform" title=" Laplace transform"> Laplace transform</a>, <a href="https://publications.waset.org/abstracts/search?q=fractional%20derivatives" title=" fractional derivatives"> fractional derivatives</a>, <a href="https://publications.waset.org/abstracts/search?q=annulus" title=" annulus"> annulus</a> </p> <a href="https://publications.waset.org/abstracts/190150/magnetohydrodynamic-couette-flow-of-fractional-burgers-fluid-in-an-annulus" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/190150.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">24</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3051</span> Fractional Order Differentiator Using Chebyshev Polynomials</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Koushlendra%20Kumar%20Singh">Koushlendra Kumar Singh</a>, <a href="https://publications.waset.org/abstracts/search?q=Manish%20Kumar%20Bajpai"> Manish Kumar Bajpai</a>, <a href="https://publications.waset.org/abstracts/search?q=Rajesh%20Kumar%20Pandey"> Rajesh Kumar Pandey</a> </p> <p class="card-text"><strong>Abstract:</strong></p> A discrete time fractional orderdifferentiator has been modeled for estimating the fractional order derivatives of contaminated signal. The proposed approach is based on Chebyshev’s polynomials. We use the Riemann-Liouville fractional order derivative definition for designing the fractional order SG differentiator. In first step we calculate the window weight corresponding to the required fractional order. Then signal is convoluted with this calculated window’s weight for finding the fractional order derivatives of signals. Several signals are considered for evaluating the accuracy of the proposed method. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=fractional%20order%20derivative" title="fractional order derivative">fractional order derivative</a>, <a href="https://publications.waset.org/abstracts/search?q=chebyshev%0D%0Apolynomials" title=" chebyshev polynomials"> chebyshev polynomials</a>, <a href="https://publications.waset.org/abstracts/search?q=signals" title=" signals"> signals</a>, <a href="https://publications.waset.org/abstracts/search?q=S-G%20differentiator" title=" S-G differentiator"> S-G differentiator</a> </p> <a href="https://publications.waset.org/abstracts/21346/fractional-order-differentiator-using-chebyshev-polynomials" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/21346.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">648</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3050</span> Existence of Minimal and Maximal Mild Solutions for Non-Local in Time Subdiffusion Equations of Neutral Type</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Jorge%20Gonzalez-Camus">Jorge Gonzalez-Camus</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this work is proved the existence of at least one minimal and maximal mild solutions to the Cauchy problem, for fractional evolution equation of neutral type, involving a general kernel. An operator A generating a resolvent family and integral resolvent family on a Banach space X and a kernel belonging to a large class appears in the equation, which covers many relevant cases from physics applications, in particular, the important case of time - fractional evolution equations of neutral type. The main tool used in this work was the Kuratowski measure of noncompactness and fixed point theorems, specifically Darbo-type, and an iterative method of lower and upper solutions, based in an order in X induced by a normal cone P. Initially, the equation is a Cauchy problem, involving a fractional derivate in Caputo sense. Then, is formulated the equivalent integral version, and defining a convenient functional, using the theory of resolvent families, and verifying the hypothesis of the fixed point theorem of Darbo type, give us the existence of mild solution for the initial problem. Furthermore, the existence of minimal and maximal mild solutions was proved through in an iterative method of lower and upper solutions, using the Azcoli-Arzela Theorem, and the Gronwall’s inequality. Finally, we recovered the case derivate in Caputo sense. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=fractional%20evolution%20equations" title="fractional evolution equations">fractional evolution equations</a>, <a href="https://publications.waset.org/abstracts/search?q=Volterra%20integral%20equations" title=" Volterra integral equations"> Volterra integral equations</a>, <a href="https://publications.waset.org/abstracts/search?q=minimal%20and%20maximal%20mild%20solutions" title=" minimal and maximal mild solutions"> minimal and maximal mild solutions</a>, <a href="https://publications.waset.org/abstracts/search?q=neutral%20type%20equations" title=" neutral type equations"> neutral type equations</a>, <a href="https://publications.waset.org/abstracts/search?q=non-local%20in%20time%20equations" title=" non-local in time equations"> non-local in time equations</a> </p> <a href="https://publications.waset.org/abstracts/105179/existence-of-minimal-and-maximal-mild-solutions-for-non-local-in-time-subdiffusion-equations-of-neutral-type" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/105179.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">176</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3049</span> Numerical Solution of Space Fractional Order Solute Transport System</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Shubham%20Jaiswal">Shubham Jaiswal</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In the present article, a drive is taken to compute the solution of spatial fractional order advection-dispersion equation having source/sink term with given initial and boundary conditions. The equation is converted to a system of ordinary differential equations using second-kind shifted Chebyshev polynomials, which have finally been solved using finite difference method. The striking feature of the article is the fast transportation of solute concentration as and when the system approaches fractional order from standard order for specified values of the parameters of the system. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=spatial%20fractional%20order%20advection-dispersion%20equation" title="spatial fractional order advection-dispersion equation">spatial fractional order advection-dispersion equation</a>, <a href="https://publications.waset.org/abstracts/search?q=second-kind%20shifted%20Chebyshev%20polynomial" title=" second-kind shifted Chebyshev polynomial"> second-kind shifted Chebyshev polynomial</a>, <a href="https://publications.waset.org/abstracts/search?q=collocation%20method" title=" collocation method"> collocation method</a>, <a href="https://publications.waset.org/abstracts/search?q=conservative%20system" title=" conservative system"> conservative system</a>, <a href="https://publications.waset.org/abstracts/search?q=non-conservative%20system" title=" non-conservative system"> non-conservative system</a> </p> <a href="https://publications.waset.org/abstracts/80604/numerical-solution-of-space-fractional-order-solute-transport-system" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/80604.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">261</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3048</span> Analytical Soliton Solutions of the Fractional Jaulent-Miodek System</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Sajeda%20Elbashabsheh">Sajeda Elbashabsheh</a>, <a href="https://publications.waset.org/abstracts/search?q=Kamel%20Al-Khaled"> Kamel Al-Khaled</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper applies a modified Laplace Adomian decomposition method to solve the time-fractional JaulentMiodek system. The method produce convergent series solutions with easily compatible components. This paper considers the Caputo fractional derivative. The effectiveness and applicability of the method are demonstrated by comparing its results with those of prior studies. Results are presented in tables and figures. These solutions might be imperative and significant for the explanation of some practical physical phenomena. All computations and figures in the work are done using MATHEMATICA. The numerical results demonstrate that the current methods are effective, reliable, and simple to i implement for nonlinear fractional partial differential equations. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=approximate%20solutions" title="approximate solutions">approximate solutions</a>, <a href="https://publications.waset.org/abstracts/search?q=Jaulent-Miodek%20system" title=" Jaulent-Miodek system"> Jaulent-Miodek system</a>, <a href="https://publications.waset.org/abstracts/search?q=Adomian%20decomposition%20method" title=" Adomian decomposition method"> Adomian decomposition method</a>, <a href="https://publications.waset.org/abstracts/search?q=solitons" title=" solitons"> solitons</a> </p> <a href="https://publications.waset.org/abstracts/186620/analytical-soliton-solutions-of-the-fractional-jaulent-miodek-system" class="btn btn-primary btn-sm">Procedia</a> <a 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