Questions tagged [fractional-differential-equations]

Everything involving fractional calculus (FC) differential equations: in practical application of FC differential equations; in pure mathematics; numerical methods for the resolution of FDE; dynamical systems; fractional partial differential equations; FDE of distributed order; boundary value problems for FDE; techniques for studying FDE; in a variety of subjects ranging from mathematical physics to probability theory.

See for more information about the underlying operations of fractional differentiation. This includes not only differential equations of non-intiger order, but also differential equations of functional order, e.g. the $x$-th intgeral of $y$ ($\operatorname{I}^{x}\left( y\left( x \right) \right) = x^{m}$, $m \in C$) wich would have a solution given by $y\left( x \right) = \operatorname{D}^{x}\left( x \right) = \frac{\Gamma\left( m + 1 \right)}{\Gamma\left( m - x + 1 \right)} \cdot x^{m - x}$ where $\Gamma\left( \cdot \right)$ is the Gamma Function which follows from Euler's attempt to define a definition of a Fractional Derivative for $x^{m}$.

Such operations might be applied either in a univariate setting, so that the tag would be useful, or in a multivariate setting, when the tag would be relevant.

A common approach to defining fractional derivatives in the univariate case involves integral transforms like Fourier or Mellin. Other constructions arise for fractional derivatives in the multivariate case to give trace theorems for Sobolev spaces and their generalizations.

One of the better known and solved FDEs is $$ \begin{align*} \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + a \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + b \cdot y\left( x \right) &= 0,\\ \end{align*} $$ which has a solution given by $$ \begin{align*} y\left( x \right) &= \begin{cases} \sum\limits_{k = 1}^{\frac{1}{v} - 1}\left( a^{\frac{1}{v} - k - 1} \cdot \operatorname{E}_{x}\left( -k \cdot v;\, a^{\frac{1}{v}} \right) - b^{\frac{1}{v} - k - 1} \cdot \operatorname{E}_{x}\left( -k \cdot v;\, b^{\frac{1}{v}} \right) \right), &\text{if } a \ne b\\ x \cdot \exp\left( a \cdot x \right) \cdot \sum\limits_{k = -\frac{1}{v} + 1}^{\frac{1}{v} - 1}\left( a^{k} \cdot \left( \frac{1}{v} - \left| k \right| \right) \cdot \exp\left( a^{\frac{1}{v}} \cdot x \right) \right), &\text{if } a = b \ne 0\\ \frac{1}{\Gamma\left( 2 \cdot v \right)} \cdot x^{2 \cdot v - 1 }, &\text{if } a = b = 0\\ \end{cases}, \end{align*} $$ where $\operatorname{E}_{t}\left( \cdot;\, \cdot \right)$ is the $\operatorname{E}_{t}$ Function.

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Solutions to this fractional differential equation

So we all know that $\frac d{dx}e^x=e^x$ and that the $n$th derivative of $e^x$ is still $e^x$, but upon entering fractional calculus, this is ruined. Let $D^\alpha$ be the $\alpha$th derivative with respect to $x$. Then, as we can see, when…
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How to solve this ODE: $y^{(y(x))}(x)=f(x)$?

$$\large{\text{Introduction:}}$$ This question will be partly inspired from: Evaluation of $$y’=x^y,y’=y^x$$ but what if we made the order of an differential equation equal to the function? Imagine that we had the following linear ordinary…
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Fractional Order Derivative

A friend and I were talking about derivatives, and he asked an interesting question. Since both of us have not taken our calculus courses yet, neither of us were sure of the answer. His question has two parts: 1. can you have a fractional order…
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Solving the Fractional Differential Equation $\alpha D^{2v}y(x) + \beta D^{v}y(x) + \gamma y(x) = f(x)$

Introduction I'm very interested in fractional calculus, especially in Fractional Differential Equations (FDEs). The question arises how to solve the FDE $\alpha \cdot \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \beta \cdot…
4
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Solving non-linear fractional differential equation

I want to solve the non-linear Caputo-type fractional equation of the form ($0 < \alpha < 1$) $$ ^cD^{\alpha}_0 f(t) = af(t)^4 + bf(t) + c$$ I have found, the equation $^cD^{\alpha}_0 f(t) = af(t) + g(t)$ is the Cauchy-type equation and is solved.…
4
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Solve $y^{(x)}(x)=ax+b$ using fractional calculus

Based on the fun of: Conjectured simple ODE solution: $$y^{(y(x))}(x)=f(x)\mathop \implies\limits^?(y(x))!+c_0Γ(y(x))=\int\limits_{c_1}^xf(t)(x-t)^{y(x)-1} dt $$ Imagine we had a function of which its nth derivative at $x=n$ was some…
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Solve FDE: $f^{(1.5)}(x)=f(x)$

No typo here. I have been reading some articles on fractional order DE and most of them were engineering journals about numerical solutions (Please correct me if I am wrong). $f'=f$ yields solutions in the form of $e^x$ $f''=f$ yields solutions in…
3
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2 answers

Are there a solutions for $\frac{\mathrm{d}^\alpha f}{\mathrm{d}x^\alpha} = xe^x$?

Are there solutions for the fractional differential equation $$\frac{\mathrm{d}^\alpha f}{\mathrm{d}x^\alpha} = xe^x$$ for $0 < \alpha < 1$? I have been using the Caputo definition $$ \frac{\mathrm{d}^\alpha f}{\mathrm{d}x^\alpha} =…
3
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1 answer

On a solution of a fractional integral equation

I am looking for the solution of $$\frac{d^\alpha}{d x^\alpha}f(x)=g(x)f(x),$$ where $\alpha \in (0,1)$ and $\frac{d^\alpha}{d x^\alpha}$ is the Caputo derivative. A series of Jumarie's papers, "2005On the solution of the stochastic differential…
3
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Caputo derivative to log Mittag-Leffler function

Suppose $0<\alpha<1$, I am wondering whether there is a closed form expression to Caputo derivative to log Mittag-Leffler function, i.e., \begin{align*} \frac{\partial^\alpha}{\partial x^\alpha}\log…
3
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3 answers

Fractional differential equation

Does someone know how to solve this fractional differential equation? $$a\frac{d^2}{dx^2}u(x)+b\frac{d^\frac{1}{k}}{dx^\frac{1}{k}}u(x)+cu(x)=0$$ assuming $(a,b,c) =const$ and $k$ a parameter? Thanks in advance
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Help me modify this formula so that it has a the exact same output as another formula

$$y(t) = \frac{1}{B(\alpha)-\alpha+1}[(1-\alpha)t\ E_{\alpha,2} (\frac{-\alpha}{1-\alpha}t^\alpha) + \alpha t^{\alpha + 1}\ E_{\alpha, \alpha+2}(\frac{-\alpha}{1-\alpha}t^\alpha)]$$ (Assume B($\alpha$) = 1, and the E's are Mittag-Leffler functions.…
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Central difference approach on Riemann-Liouville fractional derivative

Take a look at the simple fractional differential equation (FDE Initial Value Problem): $$_0D_x^{\frac{1}{2}}y(x)+2y(x)=0,~~x>0,~\text{and}~_0D_x^{-\frac{1}{2}}y(0)=1.$$ I solved the IVP using Laplace transform to get the exact…
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Using Semigroup Theory of Linear Operators to show that the operator $(-\Delta)^s$ is closed.

Consider the fractional Laplacian defined by $$(-\Delta)^s u(x) = P.V. \int_{\mathbb{R}^N} \frac{u(x) - u(y)}{|x - y|^{N + 2s}}dy, \ s \in (0,1).$$ Also consider that $$D((-\Delta)^s) = \{u \in H^s(\Omega); (-\Delta)^su \in L^2(\Omega)\},$$ for some…
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A really really weird new(to my knowledge) kind of differential equation.

the equation $\dfrac {d^xf}{(dx)^x)} = f(x)$ where $ \dfrac{d^xf}{(dx)^x}$ means we are taking the xth derivative of f(x)(using fractional calculus, assuming the Riemann–Liouville fractional derivative/integral). This function would have the…
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