IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v12y2024i24p3905-d1541536.html
   My bibliography  Save this article

Solution of Fractional Differential Boundary Value Problems with Arbitrary Values of Derivative Orders for Time Series Analysis

Author

Listed:
  • Dmitry Zhukov

    (Institute of Radio Electronics and Informatics, MIREA-Russian Technological University, 78 Vernadsky Avenue, 119454 Moscow, Russia)

  • Vadim Zhmud

    (Department of Laser Systems, Novosibirsk State Technical University, Prosp. K. Marksa 20, 630073 Novosibirsk, Russia)

  • Konstantin Otradnov

    (Department of Applied Informatics and Intelligent Systems in the Humanities, RUDN University, 6 Miklukho-Maklaya St., 117198 Moscow, Russia)

  • Vladimir Kalinin

    (Department of Applied Informatics and Intelligent Systems in the Humanities, RUDN University, 6 Miklukho-Maklaya St., 117198 Moscow, Russia)

Abstract

The paper considers the solution of a fractional differential boundary value problem, that is, a diffusion-type equation with arbitrary values of the derivative orders on an infinite axis. The difference between the obtained results and other authors’ ones is that these involve arbitrary values of the derivative orders. The solutions described in the literature, as a rule, are considered in the case when the fractional time derivative β lies in the range: 0 < β ≤ 1, and the fractional state derivative α (the variable describing the state of the process) is in the range: 1 < α ≤ 2. The solution presented in the article allows us to consider any ranges for α and β, if the inequality 0 < β/α ≤ 0.865 is satisfied in the range β/α. In order to solve the boundary value problem, the probability density function of the observed state x of a certain process (for example, the magnitude of the deviation of the levels of a time series) from time t (for example, the time interval for calculating the amplitudes of the deviation of the levels of a time series) can be captured.

Suggested Citation

  • Dmitry Zhukov & Vadim Zhmud & Konstantin Otradnov & Vladimir Kalinin, 2024. "Solution of Fractional Differential Boundary Value Problems with Arbitrary Values of Derivative Orders for Time Series Analysis," Mathematics, MDPI, vol. 12(24), pages 1-24, December.
    • Handle: RePEc:gam:jmathe:v:12:y:2024:i:24:p:3905-:d:1541536
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/12/24/3905/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/2227-7390/12/24/3905/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Metzler, Ralf & Glöckle, Walter G. & Nonnenmacher, Theo F., 1994. "Fractional model equation for anomalous diffusion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 211(1), pages 13-24.
    2. Enrica Pirozzi, 2024. "Mittag–Leffler Fractional Stochastic Integrals and Processes with Applications," Mathematics, MDPI, vol. 12(19), pages 1-20, October.
    3. Jahanshahi, Hadi & Sajjadi, Samaneh Sadat & Bekiros, Stelios & Aly, Ayman A., 2021. "On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
    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. Ouannas, Adel & Batiha, Iqbal M. & Bekiros, Stelios & Liu, Jinping & Jahanshahi, Hadi & Aly, Ayman A. & Alghtani, Abdulaziz H., 2021. "Synchronization of the glycolysis reaction-diffusion model via linear control law," LSE Research Online Documents on Economics 112776, London School of Economics and Political Science, LSE Library.
    2. Fawaz E. Alsaadi & Amirreza Yasami & Christos Volos & Stelios Bekiros & Hadi Jahanshahi, 2023. "A New Fuzzy Reinforcement Learning Method for Effective Chemotherapy," Mathematics, MDPI, vol. 11(2), pages 1-25, January.
    3. Qu, Hai-Dong & Liu, Xuan & Lu, Xin & ur Rahman, Mati & She, Zi-Hang, 2022. "Neural network method for solving nonlinear fractional advection-diffusion equation with spatiotemporal variable-order," Chaos, Solitons & Fractals, Elsevier, vol. 156(C).
    4. Zambrano-Serrano, Ernesto & Bekiros, Stelios & Platas-Garza, Miguel A. & Posadas-Castillo, Cornelio & Agarwal, Praveen & Jahanshahi, Hadi & Aly, Ayman A., 2021. "On chaos and projective synchronization of a fractional difference map with no equilibria using a fuzzy-based state feedback control," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 578(C).
    5. Viacheslav V. Saenko & Vladislav N. Kovalnogov & Ruslan V. Fedorov & Dmitry A. Generalov & Ekaterina V. Tsvetova, 2022. "Numerical Method for Solving of the Anomalous Diffusion Equation Based on a Local Estimate of the Monte Carlo Method," Mathematics, MDPI, vol. 10(3), pages 1-19, February.
    6. Fernando Alcántara-López & Carlos Fuentes & Rodolfo G. Camacho-Velázquez & Fernando Brambila-Paz & Carlos Chávez, 2022. "Spatial Fractional Darcy’s Law on the Diffusion Equation with a Fractional Time Derivative in Single-Porosity Naturally Fractured Reservoirs," Energies, MDPI, vol. 15(13), pages 1-11, July.
    7. Bekiros, Stelios & Jahanshahi, Hadi & Bezzina, Frank & Aly, Ayman A., 2021. "A novel fuzzy mixed H2/H∞ optimal controller for hyperchaotic financial systems," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
    8. Qijia Yao & Hadi Jahanshahi & Stelios Bekiros & Sanda Florentina Mihalache & Naif D. Alotaibi, 2022. "Gain-Scheduled Sliding-Mode-Type Iterative Learning Control Design for Mechanical Systems," Mathematics, MDPI, vol. 10(16), pages 1-15, August.
    9. Razminia, Kambiz & Razminia, Abolhassan & Baleanu, Dumitru, 2019. "Fractal-fractional modelling of partially penetrating wells," Chaos, Solitons & Fractals, Elsevier, vol. 119(C), pages 135-142.
    10. Saenko, Viacheslav V., 2016. "The influence of the finite velocity on spatial distribution of particles in the frame of Levy walk model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 765-782.
    11. Scalas, Enrico, 2006. "The application of continuous-time random walks in finance and economics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 362(2), pages 225-239.
    12. Pavlos, G.P. & Karakatsanis, L.P. & Iliopoulos, A.C. & Pavlos, E.G. & Xenakis, M.N. & Clark, Peter & Duke, Jamie & Monos, D.S., 2015. "Measuring complexity, nonextensivity and chaos in the DNA sequence of the Major Histocompatibility Complex," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 188-209.
    13. Claudia A. Pérez-Pinacho & Cristina Verde, 2022. "A Note on an Integral Transformation for the Equivalence between a Fractional and Integer Order Diffusion Model," Mathematics, MDPI, vol. 10(5), pages 1-13, February.
    14. Vyacheslav Svetukhin, 2021. "Nucleation Controlled by Non-Fickian Fractional Diffusion," Mathematics, MDPI, vol. 9(7), pages 1-11, March.
    15. Weiwei Liu & Lishan Liu, 2021. "Existence of Positive Solutions for a Higher-Order Fractional Differential Equation with Multi-Term Lower-Order Derivatives," Mathematics, MDPI, vol. 9(23), pages 1-23, November.
    16. Dmitry Zhukov & Konstantin Otradnov & Vladimir Kalinin, 2024. "Fractional-Differential Models of the Time Series Evolution of Socio-Dynamic Processes with Possible Self-Organization and Memory," Mathematics, MDPI, vol. 12(3), pages 1-19, February.
    17. Essex, Christopher & Schulzky, Christian & Franz, Astrid & Hoffmann, Karl Heinz, 2000. "Tsallis and Rényi entropies in fractional diffusion and entropy production," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 284(1), pages 299-308.
    18. Afzaal Mubashir Hayat & Muhammad Bilal Riaz & Muhammad Abbas & Moataz Alosaimi & Adil Jhangeer & Tahir Nazir, 2024. "Numerical Solution to the Time-Fractional Burgers–Huxley Equation Involving the Mittag-Leffler Function," Mathematics, MDPI, vol. 12(13), pages 1-22, July.
    19. Duan, Jun-Sheng & Wang, Zhong & Liu, Yu-Lu & Qiu, Xiang, 2013. "Eigenvalue problems for fractional ordinary differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 46(C), pages 46-53.
    20. Hajid Alsubaie & Amin Yousefpour & Ahmed Alotaibi & Naif D. Alotaibi & Hadi Jahanshahi, 2023. "Stabilization of Nonlinear Vibration of a Fractional-Order Arch MEMS Resonator Using a New Disturbance-Observer-Based Finite-Time Sliding Mode Control," Mathematics, MDPI, vol. 11(4), pages 1-14, February.

    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:gam:jmathe:v:12:y:2024:i:24:p:3905-:d:1541536. 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: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    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.