Shakoor Pooseh

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.

Expansion formulas in terms of integer-order derivatives for the Hadamard fractional integral and derivative

We obtain series expansion formulas for the Hadamard fractional integral and fractional derivative of a smooth function. When considering finite sums only, an upper bound for the error is given. Numerical simulations show the efficiency of the approximation method.

Approximation of fractional integrals by means of derivatives

We obtain a new decomposition of the Riemann-Liouville operators of fractional integration as a series involving derivatives (of integer order). The new formulas are valid for functions of class C^n, n@?N, and allow us to develop suitable numerical approximations with known estimations for the error. The usefulness of the obtained results, in solving fractional integral equations and fractional problems of the calculus of variations, is illustrated.

Discrete direct methods in the fractional calculus of variations

Finite differences, as a subclass of direct methods in the calculus of variations, consist in discretizing the objective functional using appropriate approximations for derivatives that appear in the problem. This article generalizes the same idea for fractional variational problems. We consider a minimization problem with a Lagrangian that depends on the left Riemann-Liouville fractional derivative. Using the Grunwald-Letnikov definition, we approximate the objective functional in an equispaced grid as a multi-variable function of the values of the unknown function on mesh points. The problem is then transformed to an ordinary static optimization problem. The solution to the latter problem gives an approximation to the original fractional problem on mesh points.

Fractional Derivatives in Dengue Epidemics

We introduce the use of fractional calculus, i.e., the use of integrals and derivatives of non‐integer (arbitrary) order, in epidemiology. The proposed approach is illustrated with an outbreak of dengue disease, which is motivated by the first dengue epidemic ever recorded in the Cape Verde islands off the coast of west Africa, in 2009. Numerical simulations show that in some cases the fractional models fit better the reality when compared with the standard differential models. The classical results are obtained as particular cases by considering the order of the derivatives to take an integer value.

A discrete time method to the first variation of fractional order variational functionals

The fact that the first variation of a variational functional must vanish along an extremizer is the base of most effective solution schemes to solve problems of the calculus of variations. We generalize the method to variational problems involving fractional order derivatives. First order splines are used as variations, for which fractional derivatives are known. The Grünwald-Letnikov definition of fractional derivative is used, because of its intrinsic discrete nature that leads to straightforward approximations.

A Numerical Scheme to Solve Fractional Optimal Control Problems

We review recent results obtained to solve fractional order optimal control problems with free terminal time and a dynamic constraint involving integer and fractional order derivatives. Some particular cases are studied in detail. A numerical scheme is given, based on expansion formulas for the fractional derivative. The efficiency of the method is illustrated through examples.