IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v505y2018icp744-762.html
   My bibliography  Save this article

Fractional driven-damped oscillator and its general closed form exact solution

Author

Listed:
  • Berman, Michael
  • Cederbaum, Lorenz S.

Abstract

New questions in fundamental physics and in other fields, which cannot be formulated adequately using traditional integral and differential calculus emerged recently. Fractional calculus was shown to describe phenomena where conventional approaches have been unsatisfactory. The driven damped fractional oscillator entails a rich set of important features, including loss of energy to the environment and resonances. In this paper, this oscillator with Caputo fractional derivatives is solved analytically in closed form. The exact solution is expressed in terms of generalized Mittag-Leffler functions. The standard driven-damped Harmonic Oscillator is recovered as a special case of non-fractional derivatives. In contradistinction to the standard oscillator, the solution of the fractional oscillator is shown to decay algebraically and to possess a finite number of zeros. Several decay patterns are uncovered and are a direct consequence of the asymptotic properties of the generalized Mittag-Leffler functions. Other interesting properties of the fractional oscillator like the momentum–position phase-plane diagrams and the time dependence of the energy terms are discussed as well.

Suggested Citation

  • Berman, Michael & Cederbaum, Lorenz S., 2018. "Fractional driven-damped oscillator and its general closed form exact solution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 744-762.
  • Handle: RePEc:eee:phsmap:v:505:y:2018:i:c:p:744-762
    DOI: 10.1016/j.physa.2018.03.044
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437118303649
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/j.physa.2018.03.044?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Narahari Achar, B.N. & Hanneken, John W. & Clarke, T., 2002. "Response characteristics of a fractional oscillator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 309(3), pages 275-288.
    2. Narahari Achar, B.N. & W. Hanneken, John & Clarke, T., 2004. "Damping characteristics of a fractional oscillator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 339(3), pages 311-319.
    3. Gitterman, M., 2005. "Classical harmonic oscillator with multiplicative noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 352(2), pages 309-334.
    4. Achar, B.N.Narahari & Hanneken, J.W. & Enck, T. & Clarke, T., 2001. "Dynamics of the fractional oscillator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 297(3), pages 361-367.
    5. Joseph Abate & Ward Whitt, 2006. "A Unified Framework for Numerically Inverting Laplace Transforms," INFORMS Journal on Computing, INFORMS, vol. 18(4), pages 408-421, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Drozdov, A.D., 2007. "Fractional oscillator driven by a Gaussian noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 237-245.
    2. Mishra, Shalabh Kumar & Upadhyay, Dharmendra Kumar & Gupta, Maneesha, 2018. "An approach to improve the performance of fractional-order sinusoidal oscillators," Chaos, Solitons & Fractals, Elsevier, vol. 116(C), pages 126-135.
    3. Balachandran, K. & Govindaraj, V. & Rivero, M. & Trujillo, J.J., 2015. "Controllability of fractional damped dynamical systems," Applied Mathematics and Computation, Elsevier, vol. 257(C), pages 66-73.
    4. David Landriault & Bin Li & Hongzhong Zhang, 2014. "On the Frequency of Drawdowns for Brownian Motion Processes," Papers 1403.1183, arXiv.org.
    5. Leippold, Markus & Vasiljević, Nikola, 2017. "Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 78-94.
    6. Runhuan Feng & Hans W. Volkmer, 2015. "Conditional Asian Options," Papers 1505.06946, arXiv.org.
    7. Mor Harchol-Balter, 2021. "Open problems in queueing theory inspired by datacenter computing," Queueing Systems: Theory and Applications, Springer, vol. 97(1), pages 3-37, February.
    8. Markus Leippold & Nikola Vasiljević, 2020. "Option-Implied Intrahorizon Value at Risk," Management Science, INFORMS, vol. 66(1), pages 397-414, January.
    9. Tian, Yan & Zhong, Lin-Feng & He, Gui-Tian & Yu, Tao & Luo, Mao-Kang & Stanley, H. Eugene, 2018. "The resonant behavior in the oscillator with double fractional-order damping under the action of nonlinear multiplicative noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 845-856.
    10. Landriault, David & Shi, Tianxiang, 2015. "Occupation times in the MAP risk model," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 75-82.
    11. Svetlana Boyarchenko & Sergei Levendorskiu{i}, 2024. "Efficient inverse $Z$-transform and Wiener-Hopf factorization," Papers 2404.19290, arXiv.org, revised May 2024.
    12. Donatien Hainaut & Yang Shen & Yan Zeng, 2018. "How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?," Annals of Operations Research, Springer, vol. 262(2), pages 519-545, March.
    13. Qu, Yan & Dassios, Angelos & Zhao, Hongbiao, 2021. "Random variate generation for exponential and gamma tilted stable distributions," LSE Research Online Documents on Economics 108593, London School of Economics and Political Science, LSE Library.
    14. Liu, Q.X. & Liu, J.K. & Chen, Y.M., 2017. "An analytical criterion for jump phenomena in fractional Duffing oscillators," Chaos, Solitons & Fractals, Elsevier, vol. 98(C), pages 216-219.
    15. Lin, Lifeng & Lin, Tianzhen & Zhang, Ruoqi & Wang, Huiqi, 2023. "Generalized stochastic resonance in a time-delay fractional oscillator with damping fluctuation and signal-modulated noise," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
    16. Svenkeson, A. & Beig, M.T. & Turalska, M. & West, B.J. & Grigolini, P., 2013. "Fractional trajectories: Decorrelation versus friction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(22), pages 5663-5672.
    17. Chen, Xi & Luo, Maokang & Zhong, Yangfan & Zhang, Lu, 2022. "Collective dynamic behaviors of a general adjacent coupled chain in both unconfined and confined spaces," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 605(C).
    18. Runhuan Feng & Pingping Jiang & Hans Volkmer, 2020. "Geometric Brownian motion with affine drift and its time-integral," Papers 2012.09661, arXiv.org.
    19. Svetlana Boyarchenko & Sergei Levendorskii, 2023. "Efficient evaluation of joint pdf of a L\'evy process, its extremum, and hitting time of the extremum," Papers 2312.05222, arXiv.org.
    20. Oleg Kudryavtsev & Sergei Levendorskiǐ, 2009. "Fast and accurate pricing of barrier options under Lévy processes," Finance and Stochastics, Springer, vol. 13(4), pages 531-562, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:505:y:2018:i:c:p:744-762. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.