This thesis presents results in two apparently disparate mathematical fields which can both be examined -- and even united -- by means of pure analysis. Fractional calculus is the study of differentiation and integration to non-integer orders. Dating back to Leibniz, this idea was considered by many great mathematical figures, and in recent decades it has been used to model many real-world systems and processes, but a full development of the mathematical theory remains incomplete. Many techniques for partial differential equations (PDEs) can be extended to fractional PDEs too. Three chapters below cover my results in this area: establishing the elliptic regularity theorem, Malgrange-Ehrenpreis theorem, and unified transform method for fractional PDEs. Each one is analogous to a known result for classical PDEs, but the proof in the general fractional scenario requires new ideas and modifications. Fractional derivatives and integrals are not uniquely defined: there are many different formulae, each of which has its own advantages and disadvantages. The most commonly used is the classical Riemann-Liouville model, but others may be preferred in different situations, and now new fractional models are being proposed and developed each year. This creates many opportunities for new research, since each time a model is proposed, its mathematical fundamentals need to be examined and developed. Two chapters below investigate some of these new models. My results on the Atangana-Baleanu model proposed in 2016 have already had a noticeable impact on research in this area. Furthermore, this model and the results concerning it can be extended to more general fractional models which also have certain desirable properties of their own. Fractional calculus and zeta functions have rarely been united in research, but one chapter below covers a new formula expressing the Lerch zeta function as a fractional derivative of an elementary function. This result could have many ramifications in both fields, which are yet to be explored fully. Zeta functions are very important in analytic number theory: the Riemann zeta function relates to the distribution of the primes, and this field contains some of the most persistent open problems in mathematics. Since 2012, novel asymptotic techniques have been applied to derive new results on the growth of the Riemann zeta function. One chapter below modifies some of these techniques to prove asymptotics to all orders for the Hurwitz zeta function. Many new ideas are required, but the end result is more elegant than the original one for Riemann zeta, because some of the new methodologies enable different parts of the argument to be presented in a more unified way. Several related problems involve asymptotics arbitrarily near a stationary point. Ideally it should be possible to find uniform asymptotics which provide a smooth transition between the integration by parts and stationary phase methods. One chapter below solves this problem for a particular integral which arises in the analysis of zeta functions.

The objective of this thesis is to develop a novel methodology of fractional stochastic dynamics to study stochastic stability of viscoelastic systems under stochastic loadings. Numerous structures in civil engineering are driven by dynamic forces, such as seismic and wind loads, which can be described satisfactorily only by using probabilistic models, such as white noise processes, real noise processes, or bounded noise processes. Viscoelastic materials exhibit time-dependent stress relaxation and creep; it has been shown that fractional calculus provide a unique and powerful mathematical tool to model such a hereditary property. Investigation of stochastic stability of viscoelastic systems with fractional calculus frequently leads to a parametrized family of fractional stochastic differential equations of motion. Parametric excitation may cause parametric resonance or instability, which is more dangerous than ordinary resonance as it is characterized by exponential growth of the response amplitudes even in the presence of damping. The Lyapunov exponents and moment Lyapunov exponents provide not only the information about stability or instability of stochastic systems, but also how rapidly the response grows or diminishes with time. Lyapunov exponents characterizes sample stability or instability. However, this sample stability cannot assure the moment stability. Hence, to obtain a complete picture of the dynamic stability, it is important to study both the top Lyapunov exponent and the moment Lyapunov exponent. Unfortunately, it is very difficult to obtain the accurate values of theses two exponents. One has to resort to numerical and approximate approaches. The main contributions of this thesis are: (1) A new numerical simulation method is proposed to determine moment Lyapunov exponents of fractional stochastic systems, in which three steps are involved: discretization of fractional derivatives, numerical solution of the fractional equation, and an algorithm for calculating Lyapunov exponents from small data sets. (2) Higher-order stochastic averaging method is developed and applied to investigate stochastic stability of fractional viscoelastic single-degree-of-freedom structures under white noise, real noise, or bounded noise excitation. (3) For two-degree-of-freedom coupled non-gyroscopic and gyroscopic viscoelastic systems under random excitation, the Stratonovich equations of motion are set up, and then decoupled into four-dimensional Ito stochastic differential equations, by making use of the method of stochastic averaging for the non-viscoelastic terms and the method of Larionov for viscoelastic terms. An elegant scheme for formulating the eigenvalue problems is presented by using Khasminskii and Wedig’s mathematical transformations from the decoupled Ito equations. Moment Lyapunov exponents are approximately determined by solving the eigenvalue problems through Fourier series expansion. Stability boundaries, critical excitations, and stability index are obtained. The effects of various parameters on the stochastic stability of the system are discussed. Parametric resonances are studied in detail. Approximate analytical results are confirmed by numerical simulations.

Motivated by the huge success of the applications of the abstract fractional equations in many areas of science and engineering, and by the unsolved question in this theory, in this work we study several matters related to abstract fractional Cauchy problems of order \'alpha\' \'it belongs\' (0, 1). We search to answer some questions that were open: for instance, we analyze the existence of local mild solutions for the problem, and its possible continuation to a maximal interval of existence. The case of critical nonlinearities and corresponding regular mild solutions is also studied. Finally, by establishing some general comparison results, we apply them to conclude the global well-posedness of a fractional partial differential equation coming from heat conduction theory / Motivados pelo êxito das aplicações nas equações abstratas em muitas áreas da ciência e da engenharia, e pelas perguntas ainda abertas, neste trabalho estudamos questões relativas aos problemas fracionários abstratos de Cauchy de ordem \'alpha\' \'pertence a\' (0, 1). Buscamos responder algumas perguntas: por exemplo, analisamos a existência de soluções locais fracas do problema e sua possível continuação em um intervalo maximal de existência. O caso da não-linearidade crítica e sua correspondente solução regular fraca também é abordado. Por último, mediante o estabelecimento de alguns resultados gerais de comparação, chegamos a conclusão de que as soluções de uma equação diferencial parcial fracionária, proveniente da teoria de condução de calor, existe globalmente

Orientador: Edmundo Capelas de Oliveira / Dissertação (mestrado profissional) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica / Made available in DSpace on 2018-08-16T18:34:10Z (GMT). No. of bitstreams: 1 Oliveira_HeronSilva_M.pdf: 1078106 bytes, checksum: 9eb6e7bdc70150b5e616010bdfc9ab58 (MD5) Previous issue date: 2010 / Resumo: Efetuamos um levantamento histórico concernente ao cálculo integral e diferencial de ordem arbitrária, também conhecido como cálculo de ordem fracionária ou ainda cálculo fracionário, com o intuito de justificar sua importância, nos dias de hoje, a partir de uma audaciosa e profética frase proferida por Leibniz. A partir das várias definições para derivada de ordem arbitrária, em particular, as definições de Riemann, Liouville, Riemann-Liouville, Grünwald-Letnikov, Weyl e Caputo, elucidamos e justificamos a importância de cada uma delas, nas aplicações, quando associadas ao estudo de uma equação diferencial parcial de ordem arbitrária. Justificamos que, para problemas modelados pelas assim chamadas equações diferenciais de ordem arbitrária, o enfoque conforme proposto por Caputo parece ser o mais conveniente / Abstract: We propose a hystorical review associated with the integral and differential calculus of arbitrary order, known as calculus of fractional order or also fractional calculus with the objective to justify its importance nowadays as of an audacious and profetic phrasis said by Leibniz. By means of several definitions associated with the derivative of fractional order, specifically, the definitions of Riemann, Liouville, Riemann-Liouville, Grünwald-Letnikov,Weyl and Caputo, we discuss and justify the importance of each one, in the applications, when associated with the study to the so-called differential equations of arbitrary order. We also justify that the derivative as proposed by Caputo is the most convenient in problems modelled by a fractional differential equation / Mestrado / Mestre em Matemática

Zlomkový kalkulus je matematická disciplína zabývající se vlastnostmi derivací a integrálů neceločíselných řádů (nazývaných zlomkové derivace a integrály, zkráceně diferintegrály) a metodami řešení diferenciálních rovnic obsahujících zlomkové derivace neznámé funkce (tzv. zlomkovými diferenciálními rovnicemi). V této práci představujeme standardní přístupy k definicím zlomkového kalkulu a důkazy některých základních vlastností diferintegrálů. Dále uvádíme krátký přehled metod řešení některých lineárních zlomkových diferenciálních rovnic a vymezujeme hranice jejich použitelnosti. Na závěr si všímáme některých fyzikálních aplikací zlomkového kalkulu.

[ES] La cuantificación de la incertidumbre está compuesta por una serie de métodos y técnicas computacionales cuyo objetivo principal es describir la aleatoriedad presente en problemas de diversa índole. Estos métodos son de utilidad en la modelización de procesos biológicos, físicos, naturales o sociales, ya que en ellos aparecen ciertos aspectos que no pueden ser determinados de manera exacta. Por ejemplo, la tasa de contagio de una enfermedad epidemiológica o el factor de crecimiento de un volumen tumoral dependen de factores genéticos, ambientales o conductuales. Estos no siempre pueden definirse en su totalidad y por tanto conllevan una aleatoriedad intrínseca que afecta en el desarrollo final. El objetivo principal de esta tesis es extender técnicas para cuantificar la incertidumbre en dos áreas de las matemáticas: el cálculo de ecuaciones diferenciales fraccionarias y la modelización matemática. Las derivadas de orden fraccionario permiten modelizar comportamientos que las derivadas clásicas no pueden, como por ejemplo los efectos de memoria o la viscoelasticidad en algunos materiales. En esta tesis, desde un punto de vista teórico, se extenderá el cálculo fraccionario a un ambiente de incertidumbre, concretamente en el sentido de la media cuadrática. Se presentarán problemas de valores iniciales fraccionarios aleatorios. El cálculo de la solución, la obtención de las aproximaciones de la media y varianza de la solución y la aproximación de la primera función de densidad de probabilidad de la solución son conceptos que se abordarán en los próximos capítulos. Sin embargo, no siempre es sencillo obtener la solución exacta de un problema de valores iniciales fraccionario aleatorio. Por ello en esta tesis también se dedicará un capítulo para describir un procedimiento numérico que aproxime su solución. Por otro lado, desde un punto de vista más aplicado, se desarrollan técnicas computacionales para cuantificar la incertidumbre en modelos matemáticos. Combinando estas técnicas junto con modelos matemáticos apropiados, se estudiarán problemas de dinámica biológica. En primer lugar, se determinará la cantidad de portadores de meningococo en España con un modelo de competencia de Lotka-Volterra fraccionario aleatorio. A continuación, el volumen de un tumor mamario se modelizará mediante un modelo logístico con incertidumbre. Finalmente ayudándonos de un modelo matemático que describe el nivel de glucosa en sangre de un paciente diabético, se pretende dar una recomendación de carbohidratos e insulina que se debe de ingerir para que el nivel de glucosa del paciente esté dentro de una banda de confianza saludable. Es importante subrayar que para poder realizar estos estudios se requieren datos reales, los cuales pueden estar alterados debido a los errores de medición o proceso que se han cometido para obtenerlos. Por este motivo, modelizar correctamente el problema junto con la incertidumbre en los datos es de vital importancia. / [CA] La quantificació de la incertesa està composada per una sèrie de mètodes i tècniques computacionals, l'objectiu principal de les quals és descriure l'aleatorietat present en problemes de diversa índole. Aquests mètodes són d'utilitat en la modelització de processos biològics, físics, naturals o socials, ja que en ells apareixen certs aspectes que no poden ser determinats de manera exacta. Per exemple, la taxa de contagi d'una malaltia epidemiològica o el factor de creixement d'un volum tumoral depenen de factors genètics, ambientals o conductuals. Aquests no sempre poden definir-se íntegrament i per tant, comporten una aleatorietat intrínseca que afecta en el desenvolupament final. L'objectiu principal d'aquesta tesi doctoral és estendre tècniques per a quantificar la incertesa en dues àrees de les matemàtiques: el càlcul d'equacions diferencials fraccionàries i la modelització matemàtica. Les derivades d'ordre fraccionari permeten modelitzar comportaments que les derivades clàssiques no poden, com per exemple, els efectes de memòria o la viscoelasticitat en alguns materials. En aquesta tesi, des d'un punt de vista teòric, s'estendrà el càlcul fraccionari a un ambient d'incertesa, concretament en el sentit de la mitjana quadràtica. Es presentaran problemes de valors inicials fraccionaris aleatoris. El càlcul de la solució, l'obtenció de les aproximacions de la mitjana i, la variància de la solució i l'aproximació de la primera funció de densitat de probabilitat de la solució són conceptes que s'abordaran en els pròxims capítols. No obstant això, no sempre és senzill obtindre la solució exacta d'un problema de valors inicials fraccionari aleatori. Per això en aquesta tesi també es dedicarà un capítol per a descriure un procediment numèric que aproxime la seua solució. D'altra banda, des d'un punt de vista més aplicat, es desenvolupen tècniques computacionals per a quantificar la incertesa en models matemàtics. Combinant aquestes tècniques juntament amb models matemàtics apropiats, s'estudiaran problemes de dinàmica biològica. En primer lloc, es determinarà la quantitat de portadors de meningococ a Espanya amb un model de competència de Lotka-Volterra fraccionari aleatori. A continuació, el volum d'un tumor mamari es modelitzará mitjançant un model logístic amb incertesa. Finalment ajudant-nos d'un model matemàtic que descriu el nivell de glucosa en sang d'un pacient diabètic, es pretén donar una recomanació de carbohidrats i insulina que s'ha d'ingerir perquè el nivell de glucosa del pacient estiga dins d'una banda de confiança saludable. És important subratllar que per a poder realitzar aquests estudis es requereixen dades reals, els quals poden estar alterats a causa dels errors de mesurament o per la forma en que s'han obtés. Per aquest motiu, modelitzar correctament el problema juntament amb la incertesa en les dades és de vital importància. / [EN] Uncertainty quantification collects different methods and computational techniques aimed at describing the randomness in real phenomena. These methods are useful in the modelling of different processes as biological, physical, natural or social, since they present some aspects that can not be determined exactly. For example, the contagious rate of a epidemiological disease or the growth factor of a tumour volume depend on genetic, environmental or behavioural factors. They may not always be fully described and therefore involve uncertainties that affects on the final result. The main objective of this PhD thesis is to extend techniques to quantify the uncertainty in two mathematical areas: fractional calculus and mathematical modelling. Fractional derivatives allow us to model some behaviours that classical derivatives cannot, such as memory effects or the viscoelasticity of some materials. In this PhD thesis, from a theoretical point of view, fractional calculus is extended into the random framework, concretely in the mean square sense. Initial value problems will be studied. The calculus of the analytic solution, approximations for the mean and for the variance and the computation of the first probability density function are concepts we deal with them thought the following chapters. Nevertheless, it is not always possible to obtain the analytic solution of an initial value problem. Therefore, in this dissertation a chapter is addressed to describe a numerical procedure to approximate the solution for an initial value problem. On the other hand, from a modelling point of view, computational techniques to quantify the uncertainty in mathematical models are developed. Merging these techniques with appropriate mathematical models, problems of biological dynamics are studied. Firstly, the carriers of meningococcus in Spain are determined using a competition Lotka-Volterra random fractional model. Then, the volume of breast tumours is modelled by a random logistic model. Finally, taking advantage of a mathematical model which describes the glucose level of a diabetic patient, a recommendation of insulin shots and carbohydrate intakes is proposed to a patient in order to maintain her/his glucose level in a healthy confidence range. An important observation is that to carry out these studies real data is required and they may include uncertainties contained in the measurements on the process to perform the corresponding study. This it is the reason why it is crucial to properly model the problem taking also into account the randomness of the data. / Burgos Simón, C. (2021). Advances on Uncertainty Quantification Techniques for Dynamical Systems: Theory and Modelling [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/166442 / TESIS

This thesis deals with developing Galerkin based solution strategies for several important classes of differential equations involving derivatives and integrals of various fractional orders. Fractional order calculus finds use in several areas of science and engineering. The use of fractional derivatives may arise purely from the mathematical viewpoint, as in controller design, or it may arise from the underlying physics of the material, as in the damping behavior of viscoelastic materials. The physical origins of the fractional damping motivated us to study viscoelastic behavior of disordered materials at three levels. At the first level, we review two first principles models of rubber viscoelasticity. This leads us to study, at the next two levels, two simple disordered systems. The study of these two simplified systems prompted us towards an infinite dimensional system which is mathematically equivalent to a fractional order derivative or integral. This infinite dimensional system forms the starting point for our Galerkin projection based approximation scheme. In a simplified study of disordered viscoelastic materials, we show that the networks of springs and dash-pots can lead to fractional power law relaxation if the damping coefficients of the dash-pots follow a certain type of random distribution. Similar results are obtained when we consider a more simplified model, which involves a random system coefficient matrix. Fractional order derivatives and integrals are infinite dimensional operators and non-local in time: the history of the state variable is needed to evaluate such operators. This non-local nature leads to expensive long-time computations (O(t2) computations for solution up to time t). A finite dimensional approximation of the fractional order derivative can alleviate this problem. We present one such approximation using a Galerkin projection. The original infinite dimensional system is replaced with an equivalent infinite dimensional system involving a partial differential equation (PDE). The Galerkin projection reduces the PDE to a finite system of ODEs. These ODEs can be solved cheaply (O(t) computations). The shape functions used for the Galerkin projection are important, and given attention. Calculations with both global shape functions as well as finite elements are presented. The discretization strategy is improved in a few steps until, finally, very good performance is obtained over a user-specifiable frequency range (not including zero). In particular, numerical examples are presented showing good performance for frequencies varying over more than 7 orders of magnitude. For any discretization held fixed, however, errors will be significant at sufficiently low or high frequencies. We discuss why such asymptotics may not significantly impact the engineering utility of the method. Following this, we identify eight important classes of fractional differential equations (FDEs) and fractional integrodifferential equations (FIEs), and develop separate Galerkin based solution strategies for each of them. Distinction between these classes arises from the fact that both Riemann-Liouville as well as Caputo type derivatives used in this work do not, in general, follow either the law of exponents or the commutative property. Criteria used to identify these classes include; the initial conditions used, order of the highest derivative, integer or fractional order highest derivative, single or multiterm fractional derivatives and integrals. A key feature of our approximation scheme is the development of differential algebraic equations (DAEs) when the highest order derivative is fractional or the equation involves fractional integrals only. To demonstrate the effectiveness of our approximation scheme, we compare the numerical results with analytical solutions, when available, or with suitably developed series solutions. Our approximation scheme matches analytical/series solutions very well for all classes considered.

This study seeks to develop a method that generalises the use of Adams-Bashforth to solve or treat partial differential equations with local and non-local differentiation by deriving a two-step Adams-Bashforth numerical scheme in Laplace space. The resulting solution is then transformed back into the real space by using the inverse Laplace transform. This is a powerful numerical algorithm for fractional order derivative. The error analysis for the method is studied and presented. The numerical simulations of the method as applied to the four-dimensional model, Caputo-Lu-Chen model and the wave equation are presented. In the analysis, the bifurcation dynamics are discussed and the periodic doubling processes that eventually caused chaotic behaviour (butterfly attractor) are shown. The related graphical simulations that show the existence of fractal structure that is characterised by chaos and usually called strange attractors are provided. For the Caputo-Lu-Chen model, graphical simulations have been realised in both integer and fractional derivative orders. / Mathematical Sciences / M. Sc. (Applied Mathematics)