Ricardo Almeida

Necessary and sufficient conditions for the fractional calculus of variations with Caputo derivatives

Abstract We prove optimality conditions for different variational functionals containing left and right Caputo fractional derivatives. A sufficient condition of minimization under an appropriate convexity assumption is given. An Euler–Lagrange equation for functionals where the lower and upper bounds of the integral are distinct of the bounds of the Caputo derivative is also proved. Then, the fractional isoperimetric problem is formulated with an integral constraint also containing Caputo derivatives. Normal and abnormal extremals are considered.

Calculus of variations with fractional derivatives and fractional integrals

Abstract We prove the Euler–Lagrange fractional equations and the sufficient optimality conditions for problems of the calculus of variations with functionals containing both fractional derivatives and fractional integrals in the sense of Riemann–Liouville.

A fractional calculus of variations for multiple integrals with application to vibrating string

We introduce a fractional theory of the calculus of variations for multiple integrals. Our approach uses the recent notions of Riemann–Liouville fractional derivatives and integrals in the sense of Jumarie. The main results provide fractional versions of the theorems of Green and Gauss, fractional Euler–Lagrange equations, and fractional natural boundary conditions. As an application we discuss the fractional equation of motion of a vibrating string.

Isoperimetric Problems on Time Scales with Nabla Derivatives

We prove a necessary optimality condition for isoperimetric problems under nabla-differentiable curves. As a consequence, the recent results of Caputo (2008), that put together seemingly dissimilar optimal control problems in economics and physics, are extended to a generic time scale. We end with an illustrative example of the application of our main result to a dynamic optimization problem from economics.

Fractional order optimal control problems with free terminal time

We consider fractional order optimal control problems in which the dynamic control system involves integer and fractional order derivatives and the terminal time is free. Necessary conditions for a state/control/terminal-time triplet to be optimal are obtained. Situations with constraints present at the end time are also considered. Under appropriate assumptions, it is shown that the obtained necessary optimality conditions become sufficient. Numerical methods to solve the problems are presented, and some computational simulations are discussed in detail.

Fractional variational problems depending on indefinite integrals

Abstract We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral. Main results give fractional Euler–Lagrange type equations and natural boundary conditions, which provide a generalization of the previous results found in the literature. Isoperimetric problems, problems with holonomic constraints and depending on higher-order Caputo derivatives, as well as fractional Lagrange problems, are considered.

Computational methods in the fractional calculus of variations

This book fills a gap in the literature by introducing numerical techniques to solve problems of fractional calculus of variations (FCV). In most cases, finding the analytic solution to such problems is extremely difficult or even impossible, and numerical methods need to be used.The authors are well-known researchers in the area of FCV and the book contains some of their recent results, serving as a companion volume to Introduction to the Fractional Calculus of Variations by A B Malinowska and D F M Torres, where analytical methods are presented to solve FCV problems. After some preliminaries on the subject, different techniques are presented in detail with numerous examples to help the reader to better understand the methods. The techniques presented may be used not only to deal with FCV problems but also in other contexts of fractional calculus, such as fractional differential equations and fractional optimal control. It is suitable as an advanced book for graduate students in mathematics, physics and engineering, as well as for researchers interested in fractional calculus.

Numerical approximations of fractional derivatives with applications

Two approximations, derived from continuous expansions of Riemann–Liouville fractional derivatives into series involving integer order derivatives, are studied. Using those series, one can formally transform any problem that contains fractional derivatives into a classical problem in which only derivatives of integer order are present. Corresponding approximations provide useful numerical tools to compute fractional derivatives of functions. Application of such approximations to fractional differential equations and fractional problems of the calculus of variations are discussed. Illustrative examples show the advantages and disadvantages of each approximation. MSC 2010: 26A33, 33F05, 34A08, 49M99, 65D20.

Leitmann’s direct method for fractional optimization problems

Abstract Based on a method introduced by Leitmann [G. Leitmann, A note on absolute extrema of certain integrals, Int. J. Non-Linear Mech. 2 (1967) 55–59], we exhibit exact solutions for some fractional optimization problems of the calculus of variations and optimal control.

Fractional variational calculus for nondifferentiable functions

We prove necessary optimality conditions, in the class of continuous functions, for variational problems defined with Jumaries modified Riemann-Liouville derivative. The fractional basic problem of the calculus of variations with free boundary conditions is considered, as well as problems with isoperimetric and holonomic constraints.