Design of Fractional Order Digital Differentiators and Integrators Using Indirect Discretization

Mathematics Subject Classification: 26A33, 93B51, 93C95

Impulsive Partial Hyperbolic Functional Differential Equations of Fractional Order with State-Dependent Delay

MSC 2010: 26A33, 34A37, 34K37, 34K40, 35R11

Fractional order of poling period for broadly tunable second harmonic generation

We demonstrate the possibility to use a fractional order of poling period of nonlinear crystal waveguides for tunable second harmonic generation. This approach allows one to extend wavelength coverage in the visible spectral range by frequency doubling in a single crystal waveguide.

Fundamental behaviour of Virtual-Build-to-Order systems

Virtual-Build-to-Order (VBTO) is an emerging order fulfilment system within the automotive sector that is intended to improve fulfilment performance by taking advantage of integrated information systems. The primary innovation in VBTO systems is the ability to make available all unsold products that are in the production pipeline to all customers. In a conventional system the pipeline is inaccessible and a customer can be fulfilled by a product from stock or having a product Built-to-Order (BTO), whereas in a VBTO system a customer can be fulfilled by a product from stock, by being allocated a product in the pipeline, or by a build-to-order product. Simulation is used to investigate and profile the fundamental behaviour of the basic VBTO system and to compare it to a Conventional system. A predictive relationship is identified, between the proportions of customers fulfilled through each mechanism and the ratio of product variety / pipeline length. The simulations reveal that a VBTO system exhibits inherent behaviour that alters the stock mix and levels, leading to stock levels being higher than in an equivalent conventional system at certain variety / pipeline ratios. The results have implications for the design and management of order fulfilment systems in sectors such as automotive where VBTO is a viable operational model.

Analysis of temperature time-series: embedding dynamics into the MDS method

Global warming and the associated climate changes are being the subject of intensive research due to their major impact on social, economic and health aspects of the human life. Surface temperature time-series characterise Earth as a slow dynamics spatiotemporal system, evidencing long memory behaviour, typical of fractional order systems. Such phenomena are difficult to model and analyse, demanding for alternative approaches. This paper studies the complex correlations between global temperature time-series using the Multidimensional scaling (MDS) approach. MDS provides a graphical representation of the pattern of climatic similarities between regions around the globe. The similarities are quantified through two mathematical indices that correlate the monthly average temperatures observed in meteorological stations, over a given period of time. Furthermore, time dynamics is analysed by performing the MDS analysis over slices sampling the time series. MDS generates maps describing the stations’ locus in the perspective that, if they are perceived to be similar to each other, then they are placed on the map forming clusters. We show that MDS provides an intuitive and useful visual representation of the complex relationships that are present among temperature time-series, which are not perceived on traditional geographic maps. Moreover, MDS avoids sensitivity to the irregular distribution density of the meteorological stations.

Analysis of financial indices by means of the windowed Fourier transform

The goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional order systems.

Analysis of Forest Fires by means of Pseudo Phase Plane and Multidimensional Scaling Methods

Forest fires dynamics is often characterized by the absence of a characteristic length-scale, long range correlations in space and time, and long memory, which are features also associated with fractional order systems. In this paper a public domain forest fires catalogue, containing information of events for Portugal, covering the period from 1980 up to 2012, is tackled. The events are modelled as time series of Dirac impulses with amplitude proportional to the burnt area. The time series are viewed as the system output and are interpreted as a manifestation of the system dynamics. In the first phase we use the pseudo phase plane (PPP) technique to describe forest fires dynamics. In the second phase we use multidimensional scaling (MDS) visualization tools. The PPP allows the representation of forest fires dynamics in two-dimensional space, by taking time series representative of the phenomena. The MDS approach generates maps where objects that are perceived to be similar to each other are placed on the map forming clusters. The results are analysed in order to extract relationships among the data and to better understand forest fires behaviour.

The Persistence of Memory

This paper analyzes several natural and man-made complex phenomena in the perspective of dynamical systems. Such phenomena are often characterized by the absence of a characteristic length-scale, long range correlations and persistent memory, which are features also associated to fractional order systems. For each system, the output, interpreted as a manifestation of the system dynamics, is analyzed by means of the Fourier transform. The amplitude spectrum is approximated by a power law function and the parameters are interpreted as an underlying signature of the system dynamics. The complex systems under analysis are then compared in a global perspective in order to unveil and visualize hidden relationships among them.

Estratégias de controle de ordem fracionária aplicadas ao amortecimento de oscilações eletromecânicas em sistemas elétricos de potência

Neste trabalho é proposta uma nova metodologia de projeto de estabilizadores de sistemas de potência baseada em teoria de sistemas de ordem fracionária (ESP-OF). A estratégia é baseada em uma generalização do projeto de compensadores do tipo rede avançoatraso (lead-lag) para o domínio de funções de transferência de ordem fracionária. Uma nova variável de projeto, a qual define a ordem da dinâmica fracionária do controlador, é sintonizada para se obter um compromisso entre um bom desempenho no amortecimento do modo eletromecânico dominante e uma robustez ampliada do ESP-OF. O desempenho do ESP-OF foi avaliado experimentalmente, em um sistema de potência em escala reduzida, localizado no Laboratório de Sistemas de Potência da Universidade Federal do Pará. A referida planta de teste apresenta uma estrutura típica do tipo gerador síncrono conectado a um barramento infinito e exibe um modo dominante de oscilação eletromecânica, de amortecimento extremamente reduzido, cujo valor da frequência natural é em torno de 1,2 Hz. O ESP-OF foi então projetado para ampliar o amortecimento relativo desse modo alvo, para toda a faixa de operação admissível. Para fins de implementação prática, primeiramente foram realizados testes experimentais para a identificação de um modelo nominal da planta, sob a forma de uma função de transferência pulsada, para uso na fase de projeto. O modelo obtido experimentalmente foi então validado e posteriormente utilizado tanto para o projeto do ESP-OF quanto para o projeto de um ESP convencional (utilizado para fins de comparação de desempenho). As leis de controle amortecedor do ESP-OF foram calculadas, convertidas para a forma de equações a diferenças e, subsequentemente, embarcadas em sistema digital baseado em microcontrolador DSPIC. Diversos testes de resposta ao impulso foram realizadas sob diferentes condições operacionais. As respectivas respostas dinâmicas dos sinais de saída da planta (desvio de potencia ativa) e do esforço de controle foram registradas para fins de análise. Os resultados experimentais mostraram que o ESP fracionário apresentou um desemprenho dinâmico e robustez similar em comparação com o desempenho obtido por um ESP convencional, para toda a faixa de operação investigada.

Fractional describing function of systems with Coulomb friction

This paper studies the describing function (DF) of systems constituted by a mass subjected to nonlinear friction. The friction force is decomposed into two components, namely, the viscous and the Coulomb friction. The system dynamics is analyzed in the DF perspective revealing a fractional-order behavior. The reliability of the DF method is evaluated through the signal harmonic contents.

The exclusive use of integer-order spots for LEED-IV structure analysis of adsorption systems: p(2×2)-O on Ni{111}

Two different ways of performing low-energy electron diffraction (LEED) structure determinations for the p(2 x 2) structure of oxygen on Ni {111} are compared: a conventional LEED-IV structure analysis using integer and fractional-order IV-curves collected at normal incidence and an analysis using only integer-order IV-curves collected at three different angles of incidence. A clear discrimination between different adsorption sites can be achieved by the latter approach as well as the first and the best fit structures of both analyses are within each other's error bars (all less than 0.1 angstrom). The conventional analysis is more sensitive to the adsorbate coordinates and lateral parameters of the substrate atoms whereas the integer-order-based analysis is more sensitive to the vertical coordinates of substrate atoms. Adsorbate-related contributions to the intensities of integer-order diffraction spots are independent of the state of long-range order in the adsorbate layer. These results show, therefore, that for lattice-gas disordered adsorbate layers, for which only integer-order spots are observed, similar accuracy and reliability can be achieved as for ordered adsorbate layers, provided the data set is large enough.

Numerical simulation of a new two-dimensional variable-order fractional percolation equation in non-homogeneous porous media

Percolation flow problems are discussed in many research fields, such as seepage hydraulics, groundwater hydraulics, groundwater dynamics and fluid dynamics in porous media. Many physical processes appear to exhibit fractional-order behavior that may vary with time, or space, or space and time. The theory of pseudodifferential operators and equations has been used to deal with this situation. In this paper we use a fractional Darcys law with variable order Riemann-Liouville fractional derivatives, this leads to a new variable-order fractional percolation equation. In this paper, a new two-dimensional variable-order fractional percolation equation is considered. A new implicit numerical method and an alternating direct method for the two-dimensional variable-order fractional model is proposed. Consistency, stability and convergence of the implicit finite difference method are established. Finally, some numerical examples are given. The numerical results demonstrate the effectiveness of the methods. This technique can be used to simulate a three-dimensional variable-order fractional percolation equation.

On the order of the fractional Laplacian in determining the spatio-temporal evolution of a space-fractional model of cardiac electrophysiology

Space-fractional operators have been used with success in a variety of practical applications to describe transport processes in media characterised by spatial connectivity properties and high structural heterogeneity altering the classical laws of diffusion. This study provides a systematic investigation of the spatio-temporal effects of a space-fractional model in cardiac electrophysiology. We consider a simplified model of electrical pulse propagation through cardiac tissue, namely the monodomain formulation of the Beeler-Reuter cell model on insulated tissue fibres, and obtain a space-fractional modification of the model by using the spectral definition of the one-dimensional continuous fractional Laplacian. The spectral decomposition of the fractional operator allows us to develop an efficient numerical method for the space-fractional problem. Particular attention is paid to the role played by the fractional operator in determining the solution behaviour and to the identification of crucial differences between the non-fractional and the fractional cases. We find a positive linear dependence of the depolarization peak height and a power law decay of notch and dome peak amplitudes for decreasing orders of the fractional operator. Furthermore, we establish a quadratic relationship in conduction velocity, and quantify the increasingly wider action potential foot and more pronounced dispersion of action potential duration, as the fractional order is decreased. A discussion of the physiological interpretation of the presented findings is made.

Realization of first order optical systems using thin lensest

A first order optical system is investigated in full generality within the context of wave optics. The problem is reduced to a study of the ray transfer matrices. The simplest such systems correspond to axially symmetric propagation. Realization of such systems by centrally located lenses separated by finite distances is studied. It is shown that, contrary to the commonly held view, the set of first order systems that can be realized using axially symmetric thin lenses exhausts the entire SL(2, R) group; at most three lenses are needed to realize any element of this group. In particular, the inverse of free propagation can be so realized. Among anisotropic systems it is again shown that every element of the lens group Sp(4, R) can be realized using a finite number of thin lenses.