scholarly journals Solution of Euler’s Differential Equation in Terms of Distribution Theory and Fractional Calculus

Mathematics ◽  
2020 ◽  
Vol 8 (12) ◽  
pp. 2117
Author(s):  
Tohru Morita ◽  
Ken-ichi Sato
Keyword(s):  
Differential Equation ◽  
Fractional Calculus ◽  
Laplace Transform ◽  
Nonstandard Analysis ◽  
Distribution Theory ◽  
Nonregular Distributions

For Euler’s differential equation of order n, a theorem is presented to give n solutions, by modifying a theorem given in a recent paper of the present authors in J. Adv. Math. Comput. Sci. 2018; 28(3): 1–15, and then the corresponding theorem in distribution theory is given. The latter theorem is compared with recent studies on Euler’s differential equation in distribution theory. A supplementary argument is provided on the solutions expressed by nonregular distributions, on the basis of nonstandard analysis and Laplace transform.

scholarly journals Solution of Euler’s Differential Equation and AC-Laplace Transform of Inverse Power Functions and Their Pseudofunctions, in Nonstandard Analysis

2021 ◽  
pp. 47-60
Author(s):  
Tohru Morita
Keyword(s):  
Differential Equation ◽  
Positive Integer ◽  
Laplace Transform ◽  
Fractional Derivative ◽  
Complex Number ◽  
Nonstandard Analysis ◽  
Laplace Transforms ◽  
Power Functions ◽  
Liouville Fractional Derivative ◽  
Positive Integers

It is shown that the index law of the Riemann-Liouville fractional derivative is recovered when nonstandard analysis is applied, and then the solutions of Euler’s differential equation are obtained in nonstandard analysis, where infinitesimal number appears. They are given in the form, from which the solutions in distribution theory are obtained. In the derivation, the AC-Laplace transforms of functions tν and tν(loge t) m for complex number ν and positive integer m, are used. By using these formulas, the AC-Laplace transforms of functions t− n + andt− n +(loge t) m for positive integers n and m, and their pseudofunctions are obtained with the aid of nonstandard analysis.

scholarly journals The Explicit Laplace Transform for the Wishart Process

2014 ◽  
Vol 51 (3) ◽  
pp. 640-656 ◽  
Author(s):  
Alessandro Gnoatto ◽  
Martino Grasselli
Keyword(s):  
Differential Equation ◽  
Ordinary Differential Equation ◽  
Laplace Transform ◽  
Explicit Formula ◽  
Time Integral ◽  
Variation Of Constants ◽  
The Matrix ◽  
Wishart Process ◽  
New Formula ◽  
Original Approach

We derive the explicit formula for the joint Laplace transform of the Wishart process and its time integral, which extends the original approach of Bru (1991). We compare our methodology with the alternative results given by the variation-of-constants method, the linearization of the matrix Riccati ordinary differential equation, and the Runge-Kutta algorithm. The new formula turns out to be fast and accurate.

scholarly journals Mathematical modelling of the mass-spring-damper system - A fractional calculus approach

2012 ◽  
Vol 22 (5) ◽  
pp. 5-11 ◽  
Author(s):  
José Francisco Gómez Aguilar ◽  
Juan Rosales García ◽  
Jesus Bernal Alvarado ◽  
Manuel Guía
Keyword(s):  
Differential Equation ◽  
Fractional Calculus ◽  
Mathematical Modelling ◽  
Fractional Differential Equation ◽  
Fractional Order ◽  
Time Derivative ◽  
System A ◽  
Fractional Differential ◽  
Mass Spring ◽  
Derivatives Of

In this paper the fractional differential equation for the mass-spring-damper system in terms of the fractional time derivatives of the Caputo type is considered. In order to be consistent with the physical equation, a new parameter is introduced. This parameter char­acterizes the existence of fractional components in the system. A relation between the fractional order time derivative and the new parameter is found. Different particular cases are analyzed

The integral of geometric Brownian motion

2001 ◽  
Vol 33 (1) ◽  
pp. 223-241 ◽  
Author(s):  
Daniel Dufresne
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Brownian Motion ◽  
Laplace Transform ◽  
Finite Time ◽  
Geometric Brownian Motion ◽  
Time Interval ◽  
Finite Time Interval ◽  
Special Cases ◽  
The Laplace Transform

This paper is about the probability law of the integral of geometric Brownian motion over a finite time interval. A partial differential equation is derived for the Laplace transform of the law of the reciprocal integral, and is shown to yield an expression for the density of the distribution. This expression has some advantages over the ones obtained previously, at least when the normalized drift of the Brownian motion is a non-negative integer. Bougerol's identity and a relationship between Brownian motions with opposite drifts may also be seen to be special cases of these results.

scholarly journals Fractional Sobolev’s Spaces on Time Scales via Conformable Fractional Calculus and Their Application to a Fractional Differential Equation on Time Scales

2016 ◽  
Vol 2016 ◽  
pp. 1-21 ◽  
Author(s):  
Yanning Wang ◽  
Jianwen Zhou ◽  
Yongkun Li
Keyword(s):  
Differential Equation ◽  
Fractional Calculus ◽  
Fractional Differential Equation ◽  
Time Scales ◽  
Fractional Derivatives ◽  
Point Theory ◽  
Existence Results ◽  
Recent Approach ◽  
Equation Boundary ◽  
Fractional Differential

Using conformable fractional calculus on time scales, we first introduce fractional Sobolev spaces on time scales, characterize them, and define weak conformable fractional derivatives. Second, we prove the equivalence of some norms in the introduced spaces and derive their completeness, reflexivity, uniform convexity, and compactness of some imbeddings, which can be regarded as a novelty item. Then, as an application, we present a recent approach via variational methods and critical point theory to obtain the existence of solutions for ap-Laplacian conformable fractional differential equation boundary value problem on time scaleT:  Tα(Tαup-2Tα(u))(t)=∇F(σ(t),u(σ(t))),Δ-a.e.  t∈a,bTκ2,u(a)-u(b)=0,Tα(u)(a)-Tα(u)(b)=0,whereTα(u)(t)denotes the conformable fractional derivative ofuof orderαatt,σis the forward jump operator,a,b∈T,  0<a<b,  p>1, andF:[0,T]T×RN→R. By establishing a proper variational setting, we obtain three existence results. Finally, we present two examples to illustrate the feasibility and effectiveness of the existence results.

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