نتایج جستجو برای: caputo fractional derivatives
تعداد نتایج: 162718 فیلتر نتایج به سال:
in this paper, a new identification of the lagrange multipliers by means of the sumudu transform, is employed to btain a quick and accurate solution to the fractional black-scholes equation with the initial condition for a european option pricing problem. undoubtedly this model is the most well known model for pricing financial derivatives. the fractional derivatives is described in caputo sen...
It is commonly accepted that fractional differential equations play an important role in the explanation of many physical phenomena. For this reason we need a reliable and efficient technique for the solution of fractional differential equations. This paper deals with the numerical solution of a class of fractional differential equation. The fractional derivatives are described...
We prove a second Noether theorem for Lagrangian densities with fractional derivatives defined in the Riesz–Caputo sense. An application to the fractional electromagnetic field is given. AMS Subject Classifications: 49K05, 26A33.
We study dynamic minimization problems of the calculus of variations with Lagrangian functionals containing Riemann–Liouville fractional integrals, classical and Caputo fractional derivatives. Under assumptions of regularity, coercivity and convexity, we prove existence of solutions. AMS Subject Classifications: 26A33, 49J05.
This paper presents necessary and sufficient optimality conditions for problems of the fractional calculus of variations with a Lagrangian depending on the free end-points. The fractional derivatives are defined in the sense of Caputo.
In this paper we use the fuzzy Caputo derivatives under generalized Hukuhara difference to introduce fuzzy fractional Volterra-Fredholm integro-differential equations and prove the existence and uniqueness of the solutions for this class of fractional equations.
We prove a Noether’s theorem for fractional variational problems with Riesz-Caputo derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples in the fractional context of the calculus of variations and optimal control are given.
In this paper, a new numerical method for solving the fractional Riccati differential equation is presented. The fractional derivatives are described in the Caputo sense. The method is based upon fractional-order Bernoulli functions approximations. First, the fractional-order Bernoulli functions and their properties are presented. Then, an operational matrix of fractional order integration...
In the paper under review, we analyze a class of abstract distributionally chaotic (multi-term) fractional differential equations in Banach spaces, associated with use of the Caputo fractional derivatives. AMS Mathematics Subject Classification (2010): 47A16, 47D03, 47D06, 47D99
It is well known that the complex step method is a tool that calculates derivatives by imposing a complex step in a strict sense. We extended the method by employing the fractional calculus differential operator in this paper. The fractional calculus can be taken in the sense of the Caputo operator, Riemann-Liouville operator, and so forth. Furthermore, we derived several approximations for com...
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