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The authors have recently developed a mathematical model for the description of the behavior of viscoplastic materials. The model is based on a nonlinear differential equation of order β, where β is a material constant typically in the range 0 < β < 1. This equation is coupled with a first-order differential equation. In the present paper, we introduce and discuss a numerical scheme for the numerical solution of these equations. The algorithm is based on a PECE-type approach.
For the numerical evaluation of finite-part integrals with singularities of order p ⩾ 1, we give error bounds for quadrature methods based on spline approximation. These bounds behave in the same way as the optimal ones. The ideas of the proof are also useful for methods based on other approximation processes.
The FracPECE subroutine for the numerical solution of differential equations of fractional order
(1999)
We consider quadrature formulae for Cauchy principal value integrals Iw,ζ[f]=∫abf(x)x−ζw(x)dx, a<ζ<b. The quadrature formulae considered here are so-called modified formulae, which are obtained by first subtracting the singularity, and then applying some standard quadrature formula Qn. The aim of this paper is to determine the asymptotic behaviour of the constants ki,n in error estimates of the form |Rnmod[f;ζ]|<ki,n(ζ)||f(i)||∞ for fixed i and n→∞, where Rnmod[f;ζ] is the quadrature error. This is done for quadrature formulae Qn for which the Peano kernels Ki,n of fixed order i behave in a certain regular way, including, e.g., many interpolatory quadrature formulae as Gauss–Legendre and Clenshaw–Curtis formulae, as well as compound quadrature formulae. It turns out that essentially all the interpolatory formulae behave in a very similar way.
The numerical approximation of integrals containing strongly singular integrals, in particular Cauchy principal value integrals, is a major issue connected, e.g., to the boundary integral approach for many types of partial differential equations. Whereas the one-dimensional problem has been addressed very intensively in recent years, much less attention has been paid to multidimensional problems. In the present paper, we investigate two possible approaches to this problem, corresponding to generalizations of two approaches known in the 1-D case. In principle, both methods can be applied to integration domains of arbitrary shape, although we find that certain combinations of algorithms and domains are more useful than others. In particular, we discuss error estimates and show that the methods are highly competitive. Moreover, in contrast to most of the previously discussed methods, the approaches are very efficient when integrals have to be calculated for various locations of the singularity.
We investigate a method for the numerical solution of the nonlinear fractional differential equation D * α y(t)=f(t,y(t)), equipped with initial conditions y (k)(0)=y 0 (k), k=0,1,...,⌈α⌉−1. Here α may be an arbitrary positive real number, and the differential operator is the Caputo derivative. The numerical method can be seen as a generalization of the classical one-step Adams–Bashforth–Moulton scheme for first-order equations. We give a detailed error analysis for this algorithm. This includes, in particular, error bounds under various types of assumptions on the equation. Asymptotic expansions for the error are also mentioned briefly. The latter may be used in connection with Richardson's extrapolation principle to obtain modified versions of the algorithm that exhibit faster convergence behaviour.
We investigate strategies for the numerical solution of the initial value problem with initial conditions where 0<α1<α2<⋯<αν. Here y (α j ) denotes the derivative of order α j >0 (not necessarily α j ∈ ℕ) in the sense of Caputo. The methods are based on numerical integration techniques applied to an equivalent nonlinear and weakly singular Volterra integral equation. The classical approach leads to an algorithm with very high arithmetic complexity. Therefore we derive an alternative that leads to lower complexity without sacrificing too much precision.
We discuss existence, uniqueness, and structural stability of solutions of nonlinear differential equations of fractional order. The differential operators are taken in the Riemann–Liouville sense and the initial conditions are specified according to Caputo's suggestion, thus allowing for interpretation in a physically meaningful way. We investigate in particular the dependence of the solution on the order of the differential equation and on the initial condition, and we relate our results to the selection of appropriate numerical schemes for the solution of fractional differential equations.
This paper is devoted to studying the asymptotic behaviour of solutions to generalized noncommensurate fractional systems. To this end, we first consider fractional systems with rational orders and introduce a criterion that is necessary and sufficient to ensure the stability of such systems. Next, from the fractional-order pseudospectrum definition proposed by Sanca et al., we formulate the concept of a rational approximation for the fractional spectrum of a noncommensurate fractional systems with general, not necessarily rational, orders. Our first important new contribution is to
show the equivalence between the fractional spectrum of a noncommensurate linear system and its rational approximation. With this result in hand, we use ideas developed in our earlier work to demonstrate the stability of an equilibrium point to nonlinear systems in arbitrary finite-dimensional spaces. A second novel aspect of our work is the fact that the approach is constructive. Finally, we give numerical simulations to illustrate the merit of the proposed theoretical results.
Revisiting diffusive representations for enhanced numerical approximation of fractional integrals
(2023)
This study reexamines diffusive representations for fractional integrals with the goal of pioneering new variants of such representations. These variants aim to offer highly efficient numerical algorithms for the approximate computation of fractional integrals. The approach seamlessly aligns with established techniques used in addressing problems involving integer-order operators, contributing to a unified framework for numerical solutions.
Sard's classical generalization of the Peano kernel theorem provides an extremely useful method for expressing and calculating sharp bounds for approximation errors. The error is expressed in terms of a derivative of the underlying function. However, we can apply the theorem only if the approximation is exact on a certain set of polynomials.
In this paper, we extend the Peano-Sard theorem to the case that the approximation is exact for a class of generalized polynomials (with non-integer exponents). As a result, we obtain an expression for the remainder in terms of a fractional derivative of the function under consideration. This expression permits us to give sharp error bounds as in the classical situation. An application of our results to the classical functional (vanishing on polynomials) gives error bounds of a new type involving weighted Sobolev-type spaces. In this way, we may state estimates for functions with weaker smoothness properties than usual.
The standard version of the Peano-Sard theory is contained in our results as a special case.
In this paper we provide numerical evidence, via graphics generated with the help of computer simulations, that switching the control parameter of a dynamical system belonging to a class of fractional-order systems in a deterministic way, one obtains an attractor which belongs to the class of all admissible attractors of the considered system. For this purpose, while a multistep numerical method for fractional-order differential equations approximates the solution to the mathematical model, the control parameter is switched periodically every few integration steps. The switch is made inside of a considered set of admissible parameter values. Moreover, the synthesized attractor matches the attractor obtained with the control parameter replaced with the averaged switched parameter values. The results are verified in this paper on a representative system, the fractional-order Lü system. In this way we were able to extend the applicability of the algorithm presented in earlier papers using a numerical method for fractional differential equations.
An Improvement of a Nonclassical Numerical Method for the Computation of Fractional Derivatives
(2009)
Standard methods for the numerical calculation of fractional derivatives can be slow and memory consuming due to the nonlocality of the differential operators. Yuan and Agrawal (2002, “A Numerical Scheme for Dynamic Systems Containing Fractional Derivatives,” ASME J. Vibr. Acoust., 124, pp. 321–324) have proposed a more efficient approach for operators whose order is between 0 and 1 that differs substantially from the traditional concepts. It seems, however, that the accuracy of the results can be poor. We modify the approach, adapting it better to the properties of the problem, and show that this leads to a significantly improved quality. Our idea also works for operators of order greater than 1.
Fractional calculus was first developed by pure mathematicians in the middle of the 19th century. Some 100 years later, engineers and physicists have found applications for these concepts in their areas. However there has traditionally been little interaction between these two communities. In particular, typical mathematical works provide extensive findings on aspects with comparatively little significance in applications, and the engineering literature often lacks mathematical detail and precision. This book bridges the gap between the two communities. It concentrates on the class of fractional derivatives most important in applications, the Caputo operators, and provides a self-contained, thorough and mathematically rigorous study of their properties and of the corresponding differential equations. The text is a useful tool for mathematicians and researchers from the applied sciences alike. It can also be used as a basis for teaching graduate courses on fractional differential equations.
Consider two different solutions of a first-order differential equation. Under rather general conditions we know that these two functions are separated from each other, i.e. their graphs never meet or even cross each other. We ask whether such a result is true for Caputo-type fractional differential equations as well. We can give a partial answer that is positive in some situations and negative under different assumptions. For the remaining cases we state a conjecture and explain why we believe in it. A key ingredient of the analysis is a result concerning the existence of zeros of the solutions of a class of Volterra equations.
We consider the numerical solution of the Bagley-Torvik equation Ay″(t) + BD * 3/2 y(t) + Cy(t) = f(t), as a prototype fractional differential equation with two derivatives. Approximate solutions have recently been proposed in the book and papers of Podlubny in which the solution obtained with approximate methods is compared to the exact solution. In this paper we consider the reformulation of the Bagley-Torvik equation as a system of fractional differential equations of order 1/2. This allows us to propose numerical methods for its solution which are consistent and stable and have arbitrarily high order. In this context we specifically look at fractional linear multistep methods and a predictor-corrector method of Adams type.
We consider ordinary fractional differential equations with Caputo-type differential operators with smooth right-hand sides. In various places in the literature one can find the statement that such equations cannot have smooth solutions. We prove that this is wrong, and we give a full charac-terization of the situations where smooth solutions exist. The results can be extended to a class of weakly singular Volterra integral equations.
In recent years, many papers discuss the theory and applications of new fractional-order derivatives that are constructed by replacing the singular kernel of the Caputo or Riemann-Liouville derivative by a non-singular (i.e., bounded) kernel. It will be shown here, through rigorous mathematical reasoning, that these non-singular kernel derivatives suffer from several drawbacks which should forbid their use. They fail to satisfy the fundamental theorem of fractional calculus since they do not admit the existence of a corresponding convolution integral of which the derivative is the left-inverse; and the value of the derivative at the initial time t = 0 is always zero, which imposes an unnatural restriction on the differential equations and models where these derivatives can be used. For the particular cases of the so-called Caputo-Fabrizio and Atangana-Baleanu derivatives, it is shown that when this restriction holds the derivative can be simply expressed in terms of integer derivatives and standard Caputo fractional derivatives, thus demonstrating that these derivatives contain nothing new.
We propose a new mathematical model for the simulation of the dynamics of a dengue fever outbreak. Our model differs from the classical model in that it involves nonlinear differential equations of fractional, not integer, order. Using statistics from the 2009 outbreak of the disease in the Cape Verde islands, we demonstrate that our model is capable of providing numerical results that agree very well with the real data.
The popular elastic law of Fung that describes the non-linear stress-strain behavior of soft biological tissues is extended into a viscoelastic ma-terial model that incorporates fractional derivatives in the sense of Caputo. This one-dimensional material model is then transformed into a three-dimensional constitutive model that is suitable for general analysis. The model is derived in a configuration that differs from the current, or spatial, configuration by a rigid-body rotation; it being the polar config-uration. Mappings for the fractional-order operators of integration and differentiation between the polar and spatial configurations are presented as a theorem. These mappings are used in the construction of the proposed viscoelastic model.
Eine Gruppe, deren Mitglieder sich zwischen mehreren zur Wahl stehenden Alternativen entscheiden müssen, hat eine große Anzahl von Möglichkeiten, aus den Präferenzen der Einzelnen eine von der Gemeinschaft getragene Entscheidung zu ermitteln. Wie lässt sich sicherstellen, dass diese gemeinschaftliche Entscheidung den Willen der Gruppe sinnvoll widerspiegelt?
Die Untersuchung von Methoden, die die vielen individuellen Meinungen zu einer einzigen Entscheidung für die gesamte Gruppe zusammenfassen, und die Darstellung der wichtigsten Eigenschaften dieser Verfahren sind Inhalt dieses Buches. Neben theoretischen Überlegungen steht dabei gleichberechtigt die Betrachtung zahlreicher Beispiele, die oft unerwartete Eigenschaften erkennen lassen.
A viscoelastic model of the K-BKZ (Kaye, Technical Report 134, College of Aeronautics, Cranfield 1962; Bernstein et al., Trans Soc Rheol 7: 391–410, 1963) type is developed for isotropic biological tissues and applied to the fat pad of the human heel. To facilitate this pursuit, a class of elastic solids is introduced through a novel strain-energy function whose elements possess strong ellipticity, and therefore lead to stable material models. This elastic potential – via the K-BKZ hypothesis – also produces the tensorial structure of the viscoelastic model. Candidate sets of functions are proposed for the elastic and viscoelastic material functions present in the model, including two functions whose origins lie in the fractional calculus. The Akaike information criterion is used to perform multi-model inference, enabling an objective selection to be made as to the best material function from within a candidate set.
Fractional differential equations containing only one fractional derivative are a well understood and frequently used tool for the mathematical description of many physical processes, but they are not always sufficient to reflect all the relevant phenomena. It is sometimes necessary to use models with more than one fractional derivative. We describe two important mathematical ways to use this concept: multi-term equations and multi-order systems. First we show the relations between these two concepts. Then we investigate their most important analytical properties, and finally we look at numerical methods for their approximate solution.
We propose an algorithm for the numerical evaluation of convolution integrals of the form ∫0xk(x−y)f(y,x) dy, for x∈[0,X]. Our method is especially suitable in situations where the fundamental interval [0, X] is very long and the kernel function k is expensive to calculate. Separate versions are provided where the forcing function f is known in advance, and where it must be determined step-by-step along the solution path. These methods are efficient with respect to both run time and memory requirements.
The rapidly growing number of cores on modern supercomputers imposes scalability demands not only on applications but also on the software tools needed for their development. At the same time, increasing application and system complexity makes the optimization of parallel codes more difficult, creating a need for scalable performance-analysis technology with advanced functionality. However, delivering such an expensive technology can hardly be accomplished by single tool developers and requires higher degrees of collaboration within the HPC community. The unified performance-measurement system Score-P is a joint effort of several academic performance-tool builders, funded under the BMBF program HPC-Software für skalierbare Parallelrechner in the SILC project (Skalierbare Infrastruktur zur automatischen Leistungsanalyse paralleler Codes). It is being developed with the objective of creating a common basis for several complementary optimization tools in the service of enhanced scalability, improved interoperability, and reduced maintenance cost.
An efficient parallel algorithm for the numerical solution of fractional differential equations
(2011)
The numerical solution of differential equations of fractional order is known to be a computationally very expensive problem due to the nonlocal nature of the fractional differential operators. We demonstrate that parallelization may be used to overcome these difficulties. To this end we propose to implement the fractional version of the second-order Adams-Bashforth-Moulton method on a parallel computer. According to many recent publications, this algorithm has been successfully applied to a large number of fractional differential equations arising from a variety of application areas. The precise nature of the parallelization concept is discussed in detail and some examples are given to show the viability of our approach.
The mean value theorems and a Nagumo-type uniqueness theorem for Caputo’s fractional calculus
(2012)
We generalize the classical mean value theorem of differential calculus by allowing the use of a Caputo-type fractional derivative instead of the commonly used first-order derivative. Similarly, we generalize the classical mean value theorem for integrals by allowing the corresponding fractional integral, viz. the Riemann-Liouville operator, instead of a classical (firstorder) integral. As an application of the former result we then prove a uniqueness theorem for initial value problems involving Caputo-type fractional differential operators. This theorem generalizes the classical Nagumo theorem for first-order differential equations.
This paper gives an overview about the Score-P performance measurement infrastructure which is being jointly developed by leading HPC performance tools groups. It motivates the advantages of the joint undertaking from both the developer and the user perspectives, and presents the design and components of the newly developed Score-P performance measurement infrastructure. Furthermore, it contains first evaluation results in comparison with existing performance tools and presents an outlook to the long-term cooperative development of the new system.
Recently, Trefethen (SIAM Rev., 50 (2008), pp. 67--87) and Xiang and Bornemann (SIAM J. Numer. Anal., 50 (2012), pp. 2581--2587) investigated error bounds for n-point Gauss and Clenshaw--Curtis quadrature for the Legendre weight with integrands having limited smoothness properties. Putting their results into the context of classical quadrature theory, we find that the observed behavior is by no means surprising and that it can essentially be proved for a very large class of quadrature formulas with respect to a broad set of weight functions.
Energy efficiency is an important aspect of future exascale systems, mainly due to rising energy cost. Although High performance computing (HPC) applications are compute centric, they still exhibit varying computational characteristics in different regions of the program, such as compute-, memory-, and I/O-bound code regions. Some of today’s clusters already offer mechanisms to adjust the system to the resource requirements of an application, e.g., by controlling the CPU frequency. However, manually tuning for improved energy efficiency is a tedious and painstaking task that is often neglected by application developers. The European Union’s Horizon 2020 project READEX (Runtime Exploitation of Application Dynamism for Energy-efficient eXascale computing) aims at developing a tools-aided approach for improved energy efficiency of current and future HPC applications. To reach this goal, the READEX project combines technologies from two ends of the compute spectrum, embedded systems and HPC, constituting a split design-time/runtime methodology. From the HPC domain, the Periscope Tuning Framework (PTF) is extended to perform dynamic auto-tuning of fine-grained application regions using the systems scenario methodology, which was originally developed for improving the energy efficiency in embedded systems. This paper introduces the concepts of the READEX project, its envisioned implementation, and preliminary results that demonstrate the feasibility of this approach.
Traditional mathematical models for many phenomena in various different fields of science are based on the use of integer order derivatives. These models are usually well understood from an analytic point of view, in particular regarding the qualitative behaviour of their solutions. The availability of such information is important for evaluating whether the mathematical model really reflects the actual properties that the process in question has, and thus for showing that the set of equations is indeed a suitable model for the concrete process. In many cases, fractional order generalizations of the integer order models allow to obtain better quantitative agreement with experimental data, but the knowledge about qualitative properties is frequently lacking. Thus, the question whether the fractional order model is in fact able to correctly reproduce the behaviour that the underlying process must exhibit frequently remains unanswered. In this paper we want to use a specific example from the life sciences, viz. a model describing a fermentation process, in order to initiate a discussion of this matter.
Score-P is a measurement infrastructure originally designed for the analysis and optimization of the performance of HPC codes. Recent extensions of Score-P and its associated tools now also allow the investigation of energy-related properties and support the user in the implementation of corresponding improvements. Since it would be counterproductive to completely ignore performance issues in this connection, the focus should not be laid exclusively on energy. We therefore aim to optimize software with respect to an objective function that takes into account energy and run time. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)