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. & 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.
    2. 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.
    3. 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.
    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. Gitterman, M., 2005. "Classical harmonic oscillator with multiplicative noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 352(2), pages 309-334.
    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. Sokolov, Andrey & Melatos, Andrew & Kieu, Tien, 2010. "Laplace transform analysis of a multiplicative asset transfer model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2782-2792.
    5. A. Baykal Hafızoğlu & Esma S. Gel & Pınar Keskinocak, 2013. "Expected Tardiness Computations in Multiclass Priority M / M / c Queues," INFORMS Journal on Computing, INFORMS, vol. 25(2), pages 364-376, May.
    6. Dassios, Angelos & Li, Luting, 2020. "Explicit asymptotic on first passage times of diffusion processes," LSE Research Online Documents on Economics 103087, London School of Economics and Political Science, LSE Library.
    7. Dassios, Angelos & Qu, Yan & Zhao, Hongbiao, 2018. "Exact simulation for a class of tempered stable," LSE Research Online Documents on Economics 86981, London School of Economics and Political Science, LSE Library.
    8. David Landriault & Bin Li & Hongzhong Zhang, 2014. "On the Frequency of Drawdowns for Brownian Motion Processes," Papers 1403.1183, arXiv.org.
    9. 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.
    10. Illés Horváth & András Mészáros & Miklós Telek, 2020. "Numerical Inverse Transformation Methods for Z-Transform," Mathematics, MDPI, vol. 8(4), pages 1-18, April.
    11. Runhuan Feng & Hans W. Volkmer, 2015. "Conditional Asian Options," Papers 1505.06946, arXiv.org.
    12. 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.
    13. Pan, Aiqiang & McCartney, John S. & Lu, Lin & You, Tian, 2020. "A novel analytical multilayer cylindrical heat source model for vertical ground heat exchangers installed in layered ground," Energy, Elsevier, vol. 200(C).
    14. Markus Leippold & Nikola Vasiljević, 2020. "Option-Implied Intrahorizon Value at Risk," Management Science, INFORMS, vol. 66(1), pages 397-414, January.
    15. 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.
    16. Landriault, David & Shi, Tianxiang, 2015. "Occupation times in the MAP risk model," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 75-82.
    17. De Gregorio, Alessandro & Iafrate, Francesco, 2021. "Telegraph random evolutions on a circle," Stochastic Processes and their Applications, Elsevier, vol. 141(C), pages 79-108.
    18. Laub, Patrick J. & Salomone, Robert & Botev, Zdravko I., 2019. "Monte Carlo estimation of the density of the sum of dependent random variables," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 161(C), pages 23-31.
    19. Stéphane Robin & Valeri T. Stefanov, 2015. "Detection of Significant Genomic Alterations via Simultaneous Minimal Sojourns at a State by Independent Continuous-time Markov Chains," Methodology and Computing in Applied Probability, Springer, vol. 17(2), pages 479-487, June.
    20. Anatoliy Pogorui & Anatoly Swishchuk & Ramón M. Rodríguez-Dagnino & Alexander Sarana, 2023. "Cox-Based and Elliptical Telegraph Processes and Their Applications," Risks, MDPI, vol. 11(7), pages 1-15, July.

    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.