分数阶常微分方程的改进精细积分法

基于Mittag-Leffler函数的定义式,构造Mittag-Leffler矩阵函数的精细迭代计算格式.与常规指数函数的迭代格式相比,迭代递推中多了修正项,其表达式与分数阶导数的阶次有关.对于以Caputo分数导数定义的动力学分数阶常微分方程,使用基于Mittag-Leffler函数的精细积分法可计算方程解在各时间段端点对应函数值.算例表明了所提计算方法的有效性,其精度可由所增加修正项的阶次控制.     

基于分数阶热传导方程激光加热瞬态温度场研究

基于分数阶Taylor(泰勒)级数展开原理,建立单相延迟一阶分数阶近似方程,获得分数阶热传导方程.针对短脉冲激光加热问题建立分数阶热传导方程组,并运用Laplace(拉普拉斯)变换方法进行求解,给出非Gauss(高斯)时间分布的激光内热源温度场解析解.针对具体算例数值研究温度波传播特性.结果表明热传播速度与分数阶阶次有关,分数阶阶次增加,热传播速度减小,温度变化幅度增加.分数阶方程可以用于描述介于扩散方程和热波方程间的热传输过程,且对热传播机制与分数阶热传导方程中分数阶项的关系做了深入剖析.     

基于组合神经网络的时间分数阶扩散方程计算方法

该文首次采用一种组合神经网络的方法，求解了一维时间分数阶扩散方程.组合神经网络是由径向基函数（RBF）神经网络与幂激励前向神经网络相结合所构造出的一种新型网络结构.首先，利用该网络结构构造出符合时间分数阶扩散方程条件的数值求解格式，同时设置误差函数，使原问题转化为求解误差函数极小值问题；然后，结合神经网络模型中的梯度下降学习算法进行循环迭代，从而获得神经网络的最优权值以及各项最优参数，最终得到问题的数值解.数值算例验证了该方法的可行性、有效性和数值精度.该文工作为时间分数阶扩散方程的求解开辟了一条新的途径.     

时空分数阶薛定谔方程的指数时间差分方法

本文针对时空分数阶非线性薛定谔方程,提出了应用Padé近似逼近Mittag-Leffler函数的指数时间差分格式,讨论了提高格式计算效率的方法.本文在具有各种参数的时空分数阶非线性薛定谔方程上进行了数值实验,实验结果说明了所提出方法的准确性、有效性和可靠性.     

随机分数阶微分方程初值问题基于模拟方程法的数值求解

基于模拟方程法,提出了一种求解随机分数阶微分方程初值问题的数值方法.考虑含两个分数阶导数项的微分方程,引入两个线性的、非耦合的随机模拟方程,利用它们解构原方程,借助Laplace变换及逆变换,得到方程解的积分表达式,同时建立起两个模拟方程之间的联系,结合初始状态,得到求解随机微分方程初值问题的数值迭代算法.作为特例,对于含两个分数阶导数项线性常微分方程的初值问题,给出了基于模拟方程法的数值解法的显式结果.该方法是稳定的,它的误差仅存在于积分近似时的截断误差和计算软件的舍入误差.应用实例说明了数值方法在确定和随机情形的有效性和准确性.     

一类分数阶Langevin方程block-by-block算法的数值分析

分数阶Langevin方程有重要的科学意义和工程应用价值,基于经典block-by-block算法,求解了一类含有Caputo导数的分数阶Langevin方程的数值解.Block-by-block算法通过引入二次Lagrange基函数插值,构造出逐块收敛的非线性方程组,通过在每一块耦合求得分数阶Langevin方程的数值解.在0<α<1条件下,应用随机Taylor展开证明block-by-block算法是3+α阶收敛的,数值试验表明在不同α和时间步长h取值下,block-by-block算法具有稳定性和收敛性,克服了现有方法求解分数阶Langevin方程速度慢精度低的缺点,表明block-by-block算法求解分数阶Langevin方程是高效的.     

带非线性源项的Riesz回火分数阶扩散方程的预估校正方法

本文针对带非线性源项的Riesz回火分数阶扩散方程,利用预估校正方法离散时间偏导数,并用修正的二阶Lubich回火差分算子逼近Riesz空间回火的分数阶偏导数,构造出一类新的数值格式.给出了数值格式在一定条件下的稳定性与收敛性分析,且该格式的时间与空间收敛阶均为二阶.数值试验表明数值方法是有效的.     

黏弹性材料本构方程的广义分数阶单元网络表述及其广义解

提出广义分数阶单元网络, 取消了Schiessel等人所提出的分数阶单元法对参数的限制, 增加了"协调方程", 将模型解的构造扩充到广义函数空间, 使其包含更多的具有明显物理意义的解. 应用并发展了离散求逆Laplace变换的方法, 给出了模型方程的广义解. 讨论了广义分数阶单元网络Zener, Poyinting-Thomson模型. 结果表明, 有关黏弹性材料本构方程前人所得的经典整数阶和分数阶单参数模型的所有结果均可作为本文的特例而被包括.     

非光滑时间分数阶齐次扩散方程的修正

当初值不光滑时,时间分数阶齐次扩散方程数值方法的精度会下降.为了得到高阶时间收敛格式,提出加权移位的Grünwald-Letnikov的修正格式,运用Lubich的修正方法,得到非光滑时间分数阶齐次扩散方程的收敛阶仍为O(k²).最后,通过数值算例验证了数值计算结果与理论计算结果一致.     

黏弹性材料本构方程的广义分数阶单元

提出广义分数阶单元网络, 取消了Schiessel等人所提出的分数阶单元法对参数的限制, 增加了“协调方程”, 将模型解的构造扩充到广义函数空间, 使其包含更多的具有明显物理意义的解. 应用并发展了离散求逆Laplace变换的方法, 给出了模型方程的广义解. 讨论了广义分数阶单元网络Zener, Poyinting-Thomson模型. 结果表明, 有关黏弹性材料本构方程经典的和前人所得的经典整数阶和分数阶单参数模型的所有结果均可作为本文的特例而被包括.     

Lattice Boltzmann methods for solving partial differential equations of exotic option pricing

This paper establishes a lattice Boltzmann method (LBM) with two amending functions for solving partial differential equations (PDEs) arising in Asian and lookback options pricing. The time evolution of stock prices can be regarded as the movement of randomizing particles in different directions, and the discrete scheme of LBM can be interpreted as the binomial models. With the Chapman-Enskog multi-scale expansion, the PDEs are recovered correctly from the continuous Boltzmann equation and the computational complexity is O(N), where N is the number of space nodes. Compared to the traditional LBM, the coefficients of equilibrium distribution and amending functions are taken as polynomials instead of constants. The stability of LBM is studied via numerical examples and numerical comparisons show that the LBM is as accurate as the existing numerical methods for pricing the exotic options and takes much less CPU time.     

移动热源作用下基于分数阶应变的三维弹性体热-机响应

基于分数阶应变理论,研究了移动热源作用下三维弹性体的热 机动态响应.将分数阶应变理论下的控制方程应用于三维半空间模型,通过Laplace积分变换、双重Fourier变换及其数值反变换对控制方程进行求解,得到了不同热源速度和不同分数阶参数下,无量纲温度、应力、应变和位移的分布规律.结果表明,分数阶应变参数对机械波影响显著而对热波影响有限,热源速度对热 机械波影响显著.     

Modeling and simulation of plasma jet by lattice Boltzmann method

In order to find a simple and efficient simulation for plasma spray process, an attempt of modeling was made to calculate velocity and temperature field of the plasma jet by hexagonal 7-bit lattice Boltzmann method (LBM) in this paper. Utilizing the methods of Chapman–Enskog expansion and multi-scale expansion, the authors derived the macro equations of the plasma jet from the lattice Boltzmann evolution equations on the basis of selecting two opportune equilibrium distribution functions. The present model proved to be valid when the predictions of the current model were compared with both experimental and previous model results. It is found that the LBM is simpler and more efficient than the finite difference method (FDM). There is no big variation of the flow characteristics, and the isotherm distribution of the turbulent plasma jet is compared with the changed quantity of the inlet velocity. Compared with the velocity at the inlet, the temperature at the inlet has a less influence on the characteristics of plasma jet.     

超混沌分数阶Bao系统的自适应滑模同步控制

研究超混沌分数阶Bao系统自适应滑模同步,设计出分数阶滑模函数、适应规则和控制器,取得超混沌分数阶Bao系统自适应滑模同步的充分条件,文末用MATLAB数值仿真验证了所得结论.     

Construction and Analysis of Lattice Boltzmann Methods Applied to a 1D Convection-Diffusion Equation

To solve the 1D (linear) convection-diffusion equation, we construct and we analyze two LBM schemes built on the D1Q2 lattice. We obtain these LBM schemes by showing that the 1D convection-diffusion equation is the fluid limit of a discrete velocity kinetic system. Then, we show in the periodic case that these LBM schemes are equivalent to a finite difference type scheme named LFCCDF scheme. This allows us, firstly, to prove the convergence in L ^∞ of these schemes, and to obtain discrete maximum principles for any time step in the case of the 1D diffusion equation with different boundary conditions. Secondly, this allows us to obtain most of these results for the Du Fort-Frankel scheme for a particular choice of the first iterate. We also underline that these LBM schemes can be applied to the (linear) advection equation and we obtain a stability result in L ^∞ under a classical CFL condition. Moreover, by proposing a probabilistic interpretation of these LBM schemes, we also obtain Monte-Carlo algorithms which approach the 1D (linear) diffusion equation. At last, we present numerical applications justifying these results.     

A class of fractional-order multi-scale variational models and alternating projection algorithm for image denoising

The total variation model proposed by Rudin, Osher and Fatemi performs very well for removing noise while preserving edges. However, it favors a piecewise constant solution in BV space which often leads to the staircase effect, and small details such as textures are often filtered out with noise in the process of denoising. To preserve the textures and eliminate the staircase effect, we improve the total variation model in this paper. This is accomplished by the following steps: (1) we define a new space of functions of fractional-order bounded variation called the BV_α space by using the Grünwald–Letnikov definition of fractional-order derivative; (2) we model the structure of the image as a function belonging to the BV_α space, and the textures in different scales as functions belonging to different negative Sobolev spaces. Thus, we propose a class of fractional-order multi-scale variational models for image denoising. (3) We analyze some properties of the fraction-order total variation operator and its conjugate operator. By using these properties, we develop an alternation projection algorithm for the new model and propose an efficient condition of the convergence of the algorithm. The numerical results show that the fractional-order multi-scale variational model can improve the peak signal to noise ratio of image, preserve textures and eliminate the staircase effect efficiently in the process of denoising.     

Estimation of domain of attraction for the fractional-order WPT system

This paper investigates the problem of domain of attraction of the fractional-order wireless power transfer (WPT) system. As a fractional-order piecewise affine system, firstly, the model of the fractional-order WPT system is established. Secondly, based on the Lyapunov function approach and the inductive method, sufficient conditions of the boundedness for the fractional-order WPT system and the fractional-order system with periodically intermittent control are derived, respectively. In the meantime, the relevant inequality technique is introduced so as to decrease the conservatism of the results. The derived results can be used for estimating the domain of attraction of the systems. Finally, several examples are given to demonstrate the obtained results. Simulation shows that the conservatism of the results is indeed reduced in theory, and the designed controller is effective.     

General solution of the Bagley–Torvik equation with fractional-order derivative

This paper investigates the general solution of the Bagley–Torvik equation with 1/2-order derivative or 3/2-order derivative. This fractional-order differential equation is changed into a sequential fractional-order differential equation (SFDE) with constant coefficients. Then the general solution of the SFDE is expressed as the linear combination of fundamental solutions that are in terms of α-exponential functions, a kind of functions that play the same role of the classical exponential function. Because the number of fundamental solutions of the SFDE is greater than 2, the general solution of the SFDE depends on more than two free (independent) constants. This paper shows that the general solution of the Bagley–Torvik equation involves actually two free constants only, and it can be determined fully by the initial displacement and initial velocity.     

A 8-neighbor model lattice Boltzmann method applied to mathematical–physical equations

A lattice Boltzmann method (LBM) 8-neighbor model (9-bit model) is presented to solve mathematical–physical equations, such as, Laplace equation, Poisson equation, Wave equation and Burgers equation. The 9-bit model has been verified by several test cases. Numerical simulations, including 1D and 2D cases, of each problem are shown, respectively. Comparisons are made between numerical predictions and analytic solutions or available numerical results from previous researchers. It turned out that the 9-bit model is computationally effective and accurate for all different mathematical–physical equations studied. The main benefits of the new model proposed is that it is faster than the previous existing models and has a better accuracy.     

Analytical and numerical approaches to nerve impulse model of fractional-order

We consider a fractional-order nerve impulse model which is known as FitzHugh–Nagumo (F–N) model in this paper. Knowing the solutions of this model allows the management of the nerve impulses process. Especially, considering this model as fractional-order ensures to be able to analyze in detail because of the memory effect. In this context, first, we use an analytical solution and with the aim of this solution, we obtain numerical solutions by using two numerical schemes. Then, we demonstrate the walking wave-type solutions of the stated problem. These solutions include complex trigonometric functions, complex hyperbolic functions, and algebraic functions. In addition, the linear stability analysis is performed and the absolute error is occurred by comparing the numerical results with the analytical result. All of the results are depicted by tables and figures. This paper not only points out the exact and numerical solutions of the model but also compares the differences and the similarities of the stated solution methods. Therefore, the results of this paper are important and useful for either neuroscientists and physicists or mathematicians and engineers.