Fractional derivatives: probability interpretation and frequency response of rational approximations

The theory of fractional calculus (FC) is a useful mathematical tool in many applied sciences. Nevertheless, only in the last decades researchers were motivated for the adoption of the FC concepts. There are several reasons for this state of affairs, namely the co-existence of different definitions and interpretations, and the necessity of approximation methods for the real time calculation of fractional derivatives (FDs). In a first part, this paper introduces a probabilistic interpretation of the fractional derivative based on the Grünwald-Letnikov definition. In a second part, the calculation of fractional derivatives through Padé fraction approximations is analyzed. It is observed that the probabilistic interpretation and the frequency response of fraction approximations of FDs reveal a clear correlation between both concepts.

A new MILP based approach for unit commitment in power production planning

This paper presents a complete, quadratic programming formulation of the standard thermal unit commitment problem in power generation planning, together with a novel iterative optimisation algorithm for its solution. The algorithm, based on a mixed-integer formulation of the problem, considers piecewise linear approximations of the quadratic fuel cost function that are dynamically updated in an iterative way, converging to the optimum; this avoids the requirement of resorting to quadratic programming, making the solution process much quicker. From extensive computational tests on a broad set of benchmark instances of this problem, the algorithm was found to be flexible and capable of easily incorporating different problem constraints. Indeed, it is able to tackle ramp constraints, which although very important in practice were rarely considered in previous publications. Most importantly, optimal solutions were obtained for several well-known benchmark instances, including instances of practical relevance, that are not yet known to have been solved to optimality. Computational experiments and their results showed that the method proposed is both simple and extremely effective.

Fractional order modelling of fractional-order holds

Discrete time control systems require sample- and-hold circuits to perform the conversion from digital to analog. Fractional-Order Holds (FROHs) are an interpolation between the classical zero and first order holds and can be tuned to produce better system performance. However, the model of the FROH is somewhat hermetic and the design of the system becomes unnecessarily complicated. This paper addresses the modelling of the FROHs using the concepts of Fractional Calculus (FC). For this purpose, two simple fractional-order approximations are proposed whose parameters are estimated by a genetic algorithm. The results are simple to interpret, demonstrating that FC is a useful tool for the analysis of these devices.

Job phasing aware preemption deferral

Preemptions account for a non-negligible overhead during system execution. There has been substantial amount of research on estimating the delay incurred due to the loss of working sets in the processor state (caches, registers, TLBs) and some on avoiding preemptions, or limiting the preemption cost. We present an algorithm to reduce preemptions by further delaying the start of execution of high priority tasks in fixed priority scheduling. Our approaches take advantage of the floating non-preemptive regions model and exploit the fact that, during the schedule, the relative task phasing will differ from the worst-case scenario in terms of admissible preemption deferral. Furthermore, approximations to reduce the complexity of the proposed approach are presented. Substantial set of experiments demonstrate that the approach and approximations improve over existing work, in particular for the case of high utilisation systems, where savings of up to 22% on the number of preemption are attained.

Complex-order forced van der Pol oscillator

In this paper we consider a complex-order forced van der Pol oscillator. The complex derivative Dα1jβ, with α, β ∈ ℝ+, is a generalization of the concept of an integer derivative, where α = 1, β = 0. The Fourier transforms of the periodic solutions of the complex-order forced van der Pol oscillator are computed for various values of parameters such as frequency ω and amplitude b of the external forcing, the damping μ, and parameters α and β. Moreover, we consider two cases: (i) b = 1, μ = {1.0, 5.0, 10.0}, and ω = {0.5, 2.46, 5.0, 20.0}; (ii) ω = 20.0, μ = {1.0, 5.0, 10.0}, and b = {1.0, 5.0, 10.0}. We verified that most of the signal energy is concentrated in the fundamental harmonic ω0. We also observed that the fundamental frequency of the oscillations ω0 varies with α and μ. For the range of tested values, the numerical fitting led to logarithmic approximations for system (7) in the two cases (i) and (ii). In conclusion, we verify that by varying the parameter values α and β of the complex-order derivative in expression (7), we accomplished a very effective way of perturbing the dynamical behavior of the forced van der Pol oscillator, which is no longer limited to parameters b and ω.

Optimal approximation of fractional derivatives through discrete-time fractions using genetic algorithms

This study addresses the optimization of rational fraction approximations for the discrete-time calculation of fractional derivatives. The article starts by analyzing the standard techniques based on Taylor series and Padé expansions. In a second phase the paper re-evaluates the problem in an optimization perspective by tacking advantage of the flexibility of the genetic algorithms.

Approximating fractional derivatives in the perspective of system control

The theory of fractional calculus goes back to the beginning of the theory of differential calculus, but its application received attention only recently. In the area of automatic control some work was developed, but the proposed algorithms are still in a research stage. This paper discusses a novel method, with two degrees of freedom, for the design of fractional discrete-time derivatives. The performance of several approximations of fractional derivatives is investigated in the perspective of nonlinear system control.

Time domain design of fractional differintegrators using least-squares

In this paper we propose the use of the least-squares based methods for obtaining digital rational approximations (IIR filters) to fractional-order integrators and differentiators of type sα, α∈R. Adoption of the Padé, Prony and Shanks techniques is suggested. These techniques are usually applied in the signal modeling of deterministic signals. These methods yield suboptimal solutions to the problem which only requires finding the solution of a set of linear equations. The results reveal that the least-squares approach gives similar or superior approximations in comparison with other widely used methods. Their effectiveness is illustrated, both in the time and frequency domains, as well in the fractional differintegration of some standard time domain functions.

Numerical analysis of the initial conditions in fractional systems

Fractional dynamics is a growing topic in theoretical and experimental scientific research. A classical problem is the initialization required by fractional operators. While the problem is clear from the mathematical point of view, it constitutes a challenge in applied sciences. This paper addresses the problem of initialization and its effect upon dynamical system simulation when adopting numerical approximations. The results are compatible with system dynamics and clarify the formulation of adequate values for the initial conditions in numerical simulations.

Numerical analysis of the initial conditions in fractional systems

Fractional dynamics is a growing topic in theoretical and experimental scientific research. A classical problem is the initialization required by fractional operators. While the problem is clear from the mathematical point of view, it constitutes a challenge in applied sciences. This paper addresses the problem of initialization and its effect upon dynamical system simulation when adopting numerical approximations. The results are compatible with system dynamics and clarify the formulation of adequate values for the initial conditions in numerical simulations.

Fractional Dynamics in the Rayleigh's Piston

This paper studies the dynamics of the Rayleigh piston using the modeling tools of Fractional Calculus. Several numerical experiments examine the effect of distinct values of the parameters. The time responses are transformed into the Fourier domain and approximated by means of power law approximations. The description reveals characteristics usual in Fractional Brownian phenomena.

Writing and living on the stage of history

This article studies the intercultural trajectory of a Portuguese female aristocrat of the eighteenth to nineteenth centuries. Her trajectory of intercultural transition from a Portuguese provincial lady into an independent owner of a sugar mill in tropical Bahia is documented through family letters, which provide a polyphonic representation of a movement of personal, family, and social transculturation over almost two decades. Maria Bárbara began her journey between cultures as a simple spectator-reader, progressively becoming a commentator-actor-protagonist-author in society, in politics, and in history. These letters function as a translation that is sometimes consecutive, other times simultaneous, of the events lived and witnessed. This concept of intercultural translation is based on the theories of Boaventura de Sousa Santos (2006, 2008), who argues that cultural differences imply that any comparison has to be made using procedures of proportion and correspondence which, taken as a whole, constitute the work of translation itself. These procedures construct approximations of the known to the unknown, of the strange to the familiar, of the ‘other’ to the ‘self’, categories which are always unstable. Likewise, this essay explores the unstable contexts of its object of study, with the purpose of understanding different rationalities and worldviews.