‎In this paper‎, ‎a spectral Tau method for solving fractional Riccati‎ ‎differential equations is considered‎. ‎This technique describes‎ ‎converting of a given fractional Riccati differential equation to a‎ ‎system of nonlinear algebraic equations by using some simple‎ ‎matrices‎. ‎We use fractional derivatives in the Caputo form‎. ‎Convergence analysis of the proposed method is given an...

in this paper, a new identification of the lagrange multipliers by means of the sumudu transform, is employed to  btain a quick and accurate solution to the fractional black-scholes equation with the initial condition for a european option pricing problem. undoubtedly this model is the most well known model for pricing financial derivatives. the fractional derivatives is described in caputo sen...

There are many functions which are continuous everywhere but non-differentiable at someor all points such functions are termed as unreachable functions. Graphs representing suchunreachable functions are called unreachable graphs. For example ECG is such an unreachable graph. Classical calculus fails in their characterization as derivatives do not exist at the unreachable points. Such unreachabl...

the present study introduces a new technique of homotopy perturbation method for the solution of systems of fractional partial differential equations. the proposed scheme is based on laplace transform and new homotopy perturbation methods. the fractional derivatives are considered in caputo sense. to illustrate the ability and reliability of the method some examples are provided. the results ob...

fractional calculus is the field of mathematical analysis which deals with the investigation and applications of integrals and derivatives of arbitrary order.the purpose of this work is to use hadamard fractional integral to establish some new integral inequalities of gruss type by using one or two parameters which ensues four main results . furthermore, other integral inequalities of reverse m...

and Applied Analysis 3 Differential calculus Exponent

Based on recent studies by Guy Jumarie [1] which defines probability density of fractional order and fractional moments by using fractional calculus (fractional derivatives and fractional integration), this study expands the concept of probability density of fractional order by defining the fractional probability measure, which leads to a fractional probability theory parallel to the classical ...

in this paper rationalized haar (rh) functions method is applied to approximate the numerical solution of the fractional volterra integro-differential equations (fvides). the fractional derivatives are described in caputo sense. the properties of rh functions are presented, and the operational matrix of the fractional integration together with the product operational matrix are used to reduce t...

Classical and anomalous diffusion equations employ integer derivatives, fractional derivatives, and other pseudodifferential operators in space. In this paper we show that replacing the integer time derivative by a fractional derivative subordinates the original stochastic solution to an inverse stable subordinator process whose probability distributions are Mittag-Leffler type. This leads to e...

The sub-title of this presentation could be “The fractional order integrator approach”. Although fractional order differentiation is commonly considered as the basis of fractional calculus, its effective basis is in fact fractional order integration, mainly because definitions, calculation and properties of fractional derivatives and Fractional Differential Systems (FDS) rely deeply on fraction...