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 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.