FDA Express    Vol. 47, No. 3, Jun. 30, 2023

All issues: http://jsstam.org.cn/fda/

Editors: http://jsstam.org.cn/fda/Editors.htm

Institute of Soft Matter Mechanics, Hohai University
For contribution: jyh17@hhu.edu.cn, fda@hhu.edu.cn
For subscription: http://jsstam.org.cn/fda/subscription.htm

PDF download: http://em.hhu.edu.cn/fda/Issues/FDA_Express_Vol 47_No 3_2023.pdf

◆  Latest SCI Journal Papers on FDA

(Searched on Jun. 30, 2023)

◆  Call for Papers

7th Conference on Numerical Methods for Fractional-derivative Problems

Continuous/Discrete-Time Fractional Systems: Modelling, Design and Estimation

◆  Books

Parameter Estimation in Fractional Diffusion Models

◆  Journals

Computers & Mathematics with Applications

Applied Mathematical Modelling

◆  Paper Highlight

A novel meshless method based on RBF for solving variable-order time fractional advection-diffusion-reaction equation in linear or nonlinear systems

Temperature profile and thermal piston component of photoacoustic response calculated by the fractional dual-phase-lag heat conduction theory

◆  Websites of Interest

Fractal Derivative and Operators and Their Applications

Fractional Calculus & Applied Analysis

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 Latest SCI Journal Papers on FDA

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(Searched on Jun. 30, 2023)

 A Simple Solution for the General Fractional Ambartsumian Equation

By: Manuel Duarte Ortigueira, Gabriel Bengochea
APPLIED SCIENCES-BASEL Volume: 13 Published: Jan 2023

 Fractional Scale Calculus: Hadamard vs. Liouville

By:Ortigueira, MD and Bohannan, GW
FRACTAL AND FRACTIONAL Volume: 7 Published: Apr 2023

 Operational matrix-based technique treating mixed type fractional differential equations via shifted fifth-kind Chebyshev polynomials

By:Obeid, M; Abd El Salam, MA and Younis, JA
APPLIED MATHEMATICS IN SCIENCE AND ENGINEERING Volume: 31 Published: Dec 31 2023

 Artificial neural network for solving the nonlinear singular fractional differential equations

By:Althubiti, S; Kumar, M; etc.
APPLIED MATHEMATICS IN SCIENCE AND ENGINEERING Volume: 31 Published: Dec 31 2023

 On family of the Caputo-type fractional numerical scheme for solving polynomial equations

By:Shams, M; Kausar, N; etc.
APPLIED MATHEMATICS IN SCIENCE AND ENGINEERING Volume: ‏31 Published: Dec 31 2023

 On the solution of generalized time-fractional telegraphic equation

By:Albalawi, KS; Shokhanda, R and Goswami, P
APPLIED MATHEMATICS IN SCIENCE AND ENGINEERING Volume: 31 Published: ‏Dec 31 2023

 Dynamical analysis fractional-order financial system using efficient numerical methods

By:Gao, W; Veeresha, P and Baskonus, HM
APPLIED MATHEMATICS IN SCIENCE AND ENGINEERING Volume:31 Published:Dec 31 2023

 Applications of Elzaki decomposition method to fractional relaxation-oscillation and fractional biological population equations

By:Chanchlani, L; Agrawal, M; etc.
APPLIED MATHEMATICS IN SCIENCE AND ENGINEERING Volume:31 Published: Dec 31 2023

 Comprehending the model of omicron variant using fractional derivatives

By: Sharma, S; Goswami, P; etc.
APPLIED MATHEMATICS IN SCIENCE AND ENGINEERING Volume: 31 Published: Dec 31 2023

 Morphology differences between fractional Brownian motion and the Weierstrass-Mandelbrot function and corresponding Hurst evaluation

By:Dong, JB; Wu, Y;
GEOMECHANICS AND GEOPHYSICS FOR GEO-ENERGY AND GEO-RESOURCES Volume: 9 Published: Dec 2023

 Improved Sliding DFT Filter With Fractional and Integer Frequency Bin-Index

By:Tyagi, T
IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS Volume: 70 Page:11831-11836 Published: Nov 2023

 Containment control for fractional order MASs with nonlinearity and time delay via pull-based event-triggered mechanism

By: Xia, X; Bai, J; etc.
APPLIED MATHEMATICS AND COMPUTATION Volume:454 Published: Oct 1 2023

 Evolution Equations with Sectorial Operator on Fractional Power Scales

By:Czaja, R and Dlotko, T
APPLIED MATHEMATICS AND OPTIMIZATION Volume:88 Published: Oct 2023

 A new fractional derivative operator with generalized cardinal sine kernel: Numerical simulation

By:Odibat, Z and Baleanu, D
MATHEMATICS AND COMPUTERS IN SIMULATION Volume: 212 Page:224-233 Published: Oct 2023

 Sensitivity Analysis of Value Functional of Fractional Optimal Control Problem with Application to Feedback Construction of Near Optimal Controls

By:Gomoyunov, M
APPLIED MATHEMATICS AND OPTIMIZATION Volume:88 Published: Oct 2023

 Error Estimates for Fractional Semilinear Optimal Control on Lipschitz Polytopes

By:Otarola, E
APPLIED MATHEMATICS AND OPTIMIZATION Volume:88 Published: Oct 2023

 Lithium-Ion Battery State of Charge and State of Power Estimation Based on a Partial-Adaptive Fractional-Order Model in Electric Vehicles

By:Guo, RH and Shen, WX
IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS Volume: 70 Page:10123-10133 Published:Oct 2023

 On the solvability of non-linear fractional integral equations of product type

By:Kazemi, M; Ezzati, R and Deep, A
JOURNAL OF PSEUDO-DIFFERENTIAL OPERATORS AND APPLICATIONS Volume: 14 Published: Sep 2023

 Normal Form for the Fractional Nonlinear Schrodinger Equation with Cubic Nonlinearity

By:Ma, FZ and Xu, XD
QUALITATIVE THEORY OF DYNAMICAL SYSTEMS Volume: 22 Published: Sep 2023

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Call for Papers

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7th Conference on Numerical Methods for Fractional-derivative Problems

( July 27-29, 2023 in Beijing, China )

Dear Colleagues: In recent years there has been an explosion of research activity in numerical methods for fractional-derivative(FD) differential equations. Much of the published work has been concerned with solutions to FD problems that are globally smooth --- but simple examples show that for given smooth data, the solutions to FD problems typically have weak singularities at some boundary of the domain, so globally smooth solutions are very unusual.

This conference will focus on the numerical solution of more typical (and more difficult) FD problems whose solutions exhibit weak singularities. As the definitions of fractional derivatives are nonlocal, there is also the issue of how to avoid excessive memory storage and expensive calculations in their implementation.

Keywords:

- The design and analysis of methods (finite difference, finite element, ...) for FD problems;
- The efficient computation of numerical solutions

Organizers:

Martin Stynes, CSRC
Yongtao Zhou, Qingdao University of Technology, Qingdao
Guest Editors

Important Dates:

Deadline for conference receipts: July 14, 2023--see Registration page for details

All details on this conference are now available at: http://www.csrc.ac.cn/en/event/workshop/2023-03-17/115.html.

Continuous/Discrete-Time Fractional Systems: Modelling, Design and Estimation

( A special issue of Fractal and Fractional )

Dear Colleagues: In the last thirty years, Fractional Calculus has become an integral part all scientific fields. Although not all the formulations are suitable for being used in applications, there are several tools that constitute true generalizations of classic operators and are suitable for describing real phenomena. In fact, many systems can be classified as either shift-invariant or scale-invariant and have fractional characteristics either in time or in frequency/scale. This means that some of the known fractional operators, namely those described by ARMA-type equations, are very useful in many areas, such as: diffusion, viscoelasticity, fluid mechanics, bioengineering, dynamics of mechanical, electronic and biological systems, signal processing, control, economy, and others.

The focus of this Special Issue is to continue to advance research on topics such as modelling, design and estimation relating to fractional order systems. Manuscripts addressing novel theoretical issues, as well as those on more specific applications, are welcome.

Potential topics include but are not limited to the following:
- Fractional order systems modelling and identification
- Shift-invariant fractional ARMA linear systems, continuous-time, and discrete-time
- System analysis and design
- Scale invariant systems
- Fractional differential or difference equations
- Mathematical and numerical methods with emphasis on fractional order systems
- Fractional Gaussian noise, fractional Brownian motion, and other stochastic processes
- Applications

Keywords:

- Autoregressive-moving average (ARMA)
- Shift-invariant
- Scale-invariant
- FBm
- Liouville
- Liouville–Caputo
- Hadamard
- Riemann–Liouville
- Dzherbashian–Caputo
- Grunwald–Letnikov
- Two-sided Riesz–Feller derivatives

Organizers:

Prof. Dr. Gabriel Bengochea
Dr. Manuel Duarte Ortigueira
Guest Editors

Important Dates:

Deadline for manuscript submissions: 20 February 2024.

All details on this conference are now available at: https://www.mdpi.com/journal/fractalfract/special_issues/62W7D075N9.

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( Authors: Kęstutis Kubilius , Yuliya Mishura , Kostiantyn Ralchenko )

Details:https://doi.org/10.1007/978-3-319-71030-3

Book Description:

This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial markets, and the economy. The substantial limitation in the use of stochastic diffusion models with Brownian motion is due to the fact that the motion has independent increments, and, therefore, the random noise it generates is “white,” i.e., uncorrelated. However, many processes in the natural sciences, computer networks and financial markets have long-term or short-term dependences, i.e., the correlations of random noise in these processes are non-zero, and slowly or rapidly decrease with time. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion. Therefore, the book constructs diffusion models with memory and provides simple and suitable parameter estimation methods in these models, making it a valuable resource for all researchers in this field. The book is addressed to specialists and researchers in the theory and statistics of stochastic processes, practitioners who apply statistical methods of parameter estimation, graduate and post-graduate students who study mathematical modeling and statistics..

Author Biography:

Kęstutis Kubilius Institute of Data Science and Digital Technologies, Vilnius University, Vilnius, Lithuania
Yuliya Mishura Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine
Kostiantyn Ralchenko Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Lithuania

Contents:

Front Matter

Description and Properties of the Basic Stochastic Models
Abstract; Fractional Brownian Motion; Homogeneous Diffusion Model Involving a Wiener Process; Stochastic Differential Equations Involving fBm; Mixed SDE with Wiener Process and Fractional Brownian Motion; Sub-fractional, Bifractional and Multifractional Brownian Motions; References;

The Hurst Index Estimators for a Fractional Brownian Motion
Abstract; Quadratic Variations of a Fractional Brownian Motion; The Hurst Index Estimators; References;

Estimation of the Hurst Index from the Solution of a Stochastic Differential Equation
Abstract; Strong Consistency of the Hurst Index Estimators Constructed from a Solution of SDE; Strongly Consistent and Asymptotically Normal Estimators of the Hurst Index Constructed from a SDE; Estimation of the Hurst Index and of Diffusion Coefficient for Transformable SDEs; Construction of the Hurst Index Estimator for Arbitrary Partition of the Interval; References;

Parameter Estimation in the Mixed Models via Power Variations
Abstract; Description of the Mixed Model and Mixed Power Variations; Exact Calculation and Asymptotic Behavior of the Moments of Higher Order of Mixed Power Variations; Weak and Strong Limit Theorems for the Centered and Normalized Mixed Power Variations; Statistical Estimation in Mixed Model; Simulations; References;

Drift Parameter Estimation in Diffusion and Fractional Diffusion Models
Abstract; Drift Parameter Estimation in the Homogeneous Diffusion Model: Standard MLE Is Always Strongly Consistent; Estimation in Fractional Diffusion Model by Continuous Observations; Estimation in Homogeneous Fractional Diffusion Model by Discrete Observations; Statistical Inference for the Fractional Ornstein–Uhlenbeck Model; Maximum Likelihood Drift Estimation in the Linear Model Containing Two fBms; Drift Parameter Estimation in Models with mfBm; References;

The Extended Orey Index for Gaussian Processes
Abstract; Gaussian Processes with the Orey Index; The Convergence of the Quadratic Variation of Gaussian Process with the Orey Index; On the Estimation of the Orey Index for Arbitrary Partition; Exact Confidence Intervals of the Extended Orey Index for Gaussian Processes; References;

Back Matter

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Computers & Mathematics with Applications

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Publication information: Computers & Mathematics with Applications Volume 142, 15 July 2023.

https://doi.org/10.1016/j.camwa.2023.04.017

Temperature profile and thermal piston component of photoacoustic response calculated by the fractional dual-phase-lag heat conduction theory

Publication information: International Journal of Heat and Mass Transfer Volume 203, April 2023, 123801.
https://doi.org/10.1016/j.ijheatmasstransfer.2022.123801