Abstract In this work the Monte Carlo method, introduced recently by authors for orders of differentiation between zero and one, is further extended to higher than one. Two approaches have been developed on way. The first approach based interpreting coefficients Grünwald–Letnikov fractional differences as so called signed probabilities, which in case one can be negative or positive. We demonstr...

In a companion paper we characterized the class of scale-invariant convolution operators: the generalized fractional derivatives of order γ. We used these operators to specify regularization functionals for a series of Tikhonov-like least squares data fitting problems and proved that the general solution is a fractional spline of twice the order. We investigated the deterministic properties of ...

We generalize existing Jacobi–Gauss–Lobatto collocation methods for variable-order fractional differential equations using a singular approximation basis in terms of weighted Jacobi polynomials of the form (1 ± x)μP a,b j (x), where μ > −1. In order to derive the differentiation matrices of the variable-order fractional derivatives, we develop a three-term recurrence relation for both integrals...

In recent years, as fractional calculus becomes more and more broadly used in research across different academic disciplines, there are increasing demands for the numerical tools for the computation of fractional integration/differentiation, and the simulation of fractional order systems. Time to time, being asked about which tool is suitable for a specific application, the authors decide to ca...

Abstract: Fractional differentiation models have proven their usefulness in representing high dimensional systems with only few parameters. Generally, two elementary fractional functions are used in time-domain identification: Cole-Cole and Davidson-Cole functions. A third elementary function, called Havriliak-Negami, generalizes both previous ones and is particularly dedicated to dielectric sy...

We extend Schoenberg’s family of polynomial splines with uniform knots to all fractional degrees α > −1. These splines, which involve linear combinations of the one-sided power functions x+ = max(0, x) α, are α-Hölder continuous for α > 0. We construct the corresponding B-splines by taking fractional finite differences and provide an explicit characterization in both time and frequency domains....

The parametric identification of Hammerstein structured nonlinear systems with discontinuous asymmetric (two segment piecewise-linear a dead-zone) nonlinearity and input time delay is presented using fractional-order modeling technique. effect the unknown dead-zone separated from linear dynamics special excitation signals to simplify process. use fractional calculus permits reduced order dynami...

The purpose of this note is to announce a number of results concerning the various approaches to fractional integration on the real line E as due to H. Weyl [9], M. Riesz [7], W. Feller [4] and G. O. Okikiolu [ô]. Our principal contributions are on extensions of theorems of J. L. B. Cooper [3], on the interchange of the operations of fractional integration (differentiation) and the Hilbert tran...

We show that a multi-dimensional scaling function of order γ (possibly fractional) can always be represented as the convolution of a polyharmonic B-spline of order γ and a distribution with a bounded Fourier transform which has neither order nor smoothness. The presence of the B-spline convolution factor explains all key wavelet properties: order of approximation, reproduction of polynomials, v...

Multidimensional integro-differential equations are obtained when the unknown function of several independent variable and/or its derivatives appear under an integral sign. When differentiation or integration operators both fractional order, equation in this case is called a multidimensional equation. Such difficult to solve analytically; therefore, as main objective paper, approximate method—w...