Calculus of variations on time scales and discrete fractional calculus

Estudamos problemas do cálculo das variações e controlo óptimo no contexto das escalas temporais. Especificamente, obtemos condições necessárias de optimalidade do tipo de Euler–Lagrange tanto para lagrangianos dependendo de derivadas delta de ordem superior como para problemas isoperimétricos. Desenvolvemos também alguns métodos directos que permitem resolver determinadas classes de problemas variacionais através de desigualdades em escalas temporais. No último capítulo apresentamos operadores de diferença fraccionários e propomos um novo cálculo das variações fraccionário em tempo discreto. Obtemos as correspondentes condições necessárias de Euler– Lagrange e Legendre, ilustrando depois a teoria com alguns exemplos.

Fractional calculus on time scales - Cálculo fraccional em escalas temporais

Introduzimos um cálculo das variações fraccional nas escalas temporais ℤ e (hℤ)!. Estabelecemos a primeira e a segunda condição necessária de optimalidade. São dados alguns exemplos numéricos que ilustram o uso quer da nova condição de Euler–Lagrange quer da nova condição do tipo de Legendre. Introduzimos também novas definições de derivada fraccional e de integral fraccional numa escala temporal com recurso à transformada inversa generalizada de Laplace.

Calculus of variations on time scales and applications to economics

We consider some problems of the calculus of variations on time scales. On the beginning our attention is paid on two inverse extremal problems on arbitrary time scales. Firstly, using the Euler-Lagrange equation and the strengthened Legendre condition, we derive a general form for a variation functional that attains a local minimum at a given point of the vector space. Furthermore, we prove a necessary condition for a dynamic integro-differential equation to be an Euler-Lagrange equation. New and interesting results for the discrete and quantum calculus are obtained as particular cases. Afterwards, we prove Euler-Lagrange type equations and transversality conditions for generalized infinite horizon problems. Next we investigate the composition of a certain scalar function with delta and nabla integrals of a vector valued field. Euler-Lagrange equations in integral form, transversality conditions, and necessary optimality conditions for isoperimetric problems, on an arbitrary time scale, are proved. In the end, two main issues of application of time scales in economic, with interesting results, are presented. In the former case we consider a firm that wants to program its production and investment policies to reach a given production rate and to maximize its future market competitiveness. The model which describes firm activities is studied in two different ways: using classical discretizations; and applying discrete versions of our result on time scales. In the end we compare the cost functional values obtained from those two approaches. The latter problem is more complex and relates to rate of inflation, p, and rate of unemployment, u, which inflict a social loss. Using known relations between p, u, and the expected rate of inflation π, we rewrite the social loss function as a function of π. We present this model in the time scale framework and find an optimal path π that minimizes the total social loss over a given time interval.

Fractional and time-scales differential equations

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