Skip to main content
Log in

Correcting the initialization of models with fractional derivatives via history-dependent conditions

  • Research paper
  • Published:
Acta Mechanica Sinica Aims and scope Submit manuscript

Abstract

Fractional differential equations are more and more used in modeling memory (history-dependent, non-local, or hereditary) phenomena. Conventional initial values of fractional differential equations are defined at a point, while recent works define initial conditions over histories. We prove that the conventional initialization of fractional differential equations with a Riemann–Liouville derivative is wrong with a simple counter-example. The initial values were assumed to be arbitrarily given for a typical fractional differential equation, but we find one of these values can only be zero. We show that fractional differential equations are of infinite dimensions, and the initial conditions, initial histories, are defined as functions over intervals. We obtain the equivalent integral equation for Caputo case. With a simple fractional model of materials, we illustrate that the recovery behavior is correct with the initial creep history, but is wrong with initial values at the starting point of the recovery. We demonstrate the application of initial history by solving a forced fractional Lorenz system numerically.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4

Similar content being viewed by others

References

  1. Podlubny, I.: Fractional Differential Equations. Academic Press, San Diego (1999)

    MATH  Google Scholar 

  2. Oldham, K.B., Spanier, J.: The Fractional Calculus. Academic Press, New York (1974)

    MATH  Google Scholar 

  3. Miller, K.S., Ross, B.: An Introductory to the Fractional Calculus and Fractional Differential Equations. John Wiley & Sons Inc., New York (1993)

    MATH  Google Scholar 

  4. Kilbas, A.A., Srivastava, H.M., Trujillo, J.J.: Theory and Applications of Fractional Differential Equations. Elsevier, Amsterdam (2006)

    MATH  Google Scholar 

  5. Stiassnie, M.: On the application of fractional calculus for formulation of viscoelastic models. Appl. Math. Model. 3, 300–302 (1979)

    Article  MATH  Google Scholar 

  6. Velasco, M.P., Vzquez, L.: On the fractional Newton and wave equation in one space dimension. Appl. Math. Model. 38, 3314–3324 (2014)

    Article  MathSciNet  Google Scholar 

  7. Tan, W.C., Xu, M.Y.: Unsteady flows of a generalized second grade fluid with the fractional derivative model between two parallel plates. Acta Mech. Sin. 20, 471–476 (2004)

    Article  MathSciNet  Google Scholar 

  8. Qi, H.T., Jin, H.: Unsteady rotating flows of a viscoelastic fluid with the fractional Maxwell model between coaxial cylinders. Acta Mech. Sin. 22, 301–305 (2006)

    Article  MATH  Google Scholar 

  9. Hayat, T., Khan, M., Asghar, S.: On the MHD flow of fractional generalized Burgers’ fluid with modified Darcy’s law. Acta Mech. Sin. 23, 257–261 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  10. Hu, K.X., Zhu, K.Q.: The exact solution of Stokes second problem including start-up process with fractional element. Acta Mech. Sin. 25, 577–582 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  11. Jamil, M., Fetecau, C., Fetecau, C.: Unsteady flow of viscoelastic fluid between two cylinders using fractional Maxwell model. Acta Mech. Sin. 28, 274–280 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  12. Rossikhin, Y.A., Shitikova, M.V.: Application of fractional calculus for dynamic problems of solid mechanics: novel trends and recent results. Appl. Mech. Rev. 63, 101080 (2010)

    Google Scholar 

  13. Papoulia, K.D., Panoskaltsis, V.P., Kurup, N.V., et al.: Rheological representation of fractional order viscoelastic material models. Rheol. Acta 49, 381–400 (2010)

    Article  Google Scholar 

  14. Metzler, R., Jeon, J.-H., Cherstvy, A.G., et al.: Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking. Phys. Chem. Chem. Phys. 16, 24128–24164 (2014)

    Article  Google Scholar 

  15. Lutz, E.: Fractional langevin equation. Phys. Rev. E 64, 051106 (2001)

    Article  Google Scholar 

  16. Mandelbrot, B.B., Ness, J.W.V.: Fractional brownian motions, fractional noises and applications. SIAM Rev. 10, 422–437 (1968)

    Article  MathSciNet  MATH  Google Scholar 

  17. Friedrich, R., Baule, F.J.A.: Anomalous diffusion of inertial, weakly damped particles. Phys. Rev. Lett. 96, 230601 (2006)

    Article  Google Scholar 

  18. Bisquert, J.: Fractional diffusion in the multiple-trapping regime and revision of the equivalence with the continuous-time random walk. Phys. Rev. Lett. 91, 010602 (2003)

    Article  Google Scholar 

  19. Grigorenko, I., Grigorenko, E.: Chaotic dynamics of the fractional Lorenz system. Phys. Rev. Lett. 91, 034101 (2003)

    Article  Google Scholar 

  20. del Castillo-Negrete, D., Carreras, B.A., Lynch, V.E.: Nondiffusive transport in plasma turbulence: a fractional diffusion approach. Phys. Rev. Lett. 94, 065003 (2005)

    Article  Google Scholar 

  21. Laskin, N.: Fractional quantum mechanics. Phys. Rev. E 62, 3135–3145 (2000)

    Article  MATH  Google Scholar 

  22. Uchainkin, V.V.: Fractional Derivative for Physicists and Engineers, vol. II. Applications. High Education Press, Beijing (2013)

    Book  Google Scholar 

  23. Herrmann, R.: Fractional Calculus: An Introduction for Physicists. World Scientific, Hackensack (2011)

    Book  MATH  Google Scholar 

  24. Hilfer, R.: Applications of Fractional Calculus in Physics. World Scientific, Singapore (2000)

    Book  MATH  Google Scholar 

  25. Toledo-Hernandez, R., Rico-Ramirez, V., Iglesias-Silva, G.A., et al.: A fractional calculus approach to the dynamic optimization of biological reactive systems. Part I: Fractional models for biological reactions. Chem. Eng. Sci. 117, 217C228 (2014)

    Google Scholar 

  26. Magin, R.L.: Fractional calculus in bioengineering. Crit. Rev. Biomed. Eng. 32, 1–104 (2004)

    Article  Google Scholar 

  27. Davis, G.B., Kohandel, M., Sivaloganathan, S., et al.: The constitutive properties of the brain paraenchyma: Part 2. Fractional derivative approach. Med. Eng. Phys. 28, 455–459 (2006)

    Google Scholar 

  28. Lundstrom, B.N., Higgs, M.H., Spain, W.J., et al.: Fractional differentiation by neocortical pyramidal neurons. Nat. Neurosci. 11, 1335–1342 (2008)

    Article  Google Scholar 

  29. Du, M. L., Wang, Z. H., Hu, H. Y.: Measuring memory with the order of fractional derivative. Sci. Rep. 3431 (2013)

  30. Trigeassou, J.C., Maamri, N., Sabatier, J., et al.: State variables and transients of fractional order differential systems. Comput. Math. Appl. 64, 3117–3140 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  31. Caputo, M.: Linear models of dissipation whose Q is almost frequency independent-II. Geophys. J. R. Astron. Soc. 13, 529–539 (1967). Reprinted. In: Fractional Calculus & Applied Analysis 11, 4–14 (2008)

  32. Uchainkin, V.V.: Fractional Derivative for Physicists and Engineers, vol. I. Background and Theory. High Education Press, Beijing (2013)

    Book  Google Scholar 

  33. Fukunaga, M., Shimizu, N.: Role of prehistories in the initial value problems of fractional viscoelastic equations. Nonlinear Dyn. 38, 207–220 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  34. Lorenzo, C. F., Hartley, T. T.: Initialization, conceptualization, and application in the generalized fractional calculus. NASA TP 1998–208415. National Aeronautics and Space Administration, Lewis Research Center (1998)

  35. Lorenzo, C.F., Hartley, T.T.: Initialized fractional calculus, NASA TP 2000–209943. National Aeronautics and Space Administration, Glenn Research Center (2000)

    Google Scholar 

  36. Lorenzo, C.F., Hartley, T.T.: Initialization of fractional-order operators and fractional differential equations. J. Comput. Nonlinear Dyn. 3, 021101 (2008)

    Article  Google Scholar 

  37. Hartley, T.T., Lorenzo, C.F., Trigeassou, J.-C., et al.: Equivalence of history-function based and infinite-dimensional-state initializations for fractional-order operators. J. Comput. Nonlinear Dyn. 8, 041014 (2013)

    Article  Google Scholar 

  38. Trigeassou, J.C., Maamri, N.: Initial conditions and initialization of linear fractional differential equations. Signal Process. 91, 427–436 (2011)

    Article  MATH  Google Scholar 

  39. Du, M.L., Wang, Z.H.: Initialized fractional differential equations with Riemann-Liouville fractional-order derivative. Eur. Phys. J. Spec. Top. 193, 49–60 (2011)

    Article  Google Scholar 

  40. Bandyopadhyay, B., Kamal, S.: Stabilization and Control of Fractional Order Systems: A Sliding Mode Approach. Springer, Heidelberg (2015)

    MATH  Google Scholar 

  41. Nutting, P.G.: A new general law of deformation. J. Frankl. Inst. 191, 679–685 (1921)

    Article  Google Scholar 

  42. Chaplain, R.A.: Simple viscoelastic model for the stress relaxation of rubber vulcanizates. Nature 220, 1028–1029 (1968)

    Article  Google Scholar 

  43. Cherstvy, A.G., Metzler, R.: Population splitting, trapping, and non-ergodicity in heterogeneous diffusion processes. Phys. Chem. Chem. Phys. 15, 20220–20235 (2013)

    Article  MathSciNet  Google Scholar 

  44. Cherstvy, A.G., Chechkin, A.V., Metzler, R.: Ageing and confinement in non-ergodic heterogeneous diffusion processes. J. Phys. A 47, 485002 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  45. Cherstvy, A.G., Chechkin, A.V., Metzler, R.: Particle invasion, survival, and non-ergodicity in 2D diffusion processes with space-dependent diffusivity. Soft Matter 10, 1591–1601 (2014)

    Article  Google Scholar 

  46. Mittal, A.K., Dwivedi, S., Pandey, A.C.: Bifurcation analysis of a paradigmatic model of monsoon prediction. Nonlinear Process. Geophys. 12, 707–715 (2005)

    Article  Google Scholar 

  47. Diethelm, K., Ford, N.J., Freed, A.D.: A predictor-corrector approach for the numerical solution of fractional differential equations. Nonlinear Dyn. 29, 3–22 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  48. Lorenz, E.N.: Deterministic nonperiodic flow. J. Atmos. Sci. 20, 130–141 (1963)

    Article  Google Scholar 

Download references

Acknowledgments

This work was supported by the National Natural Science Foundation of China (Grants 11372354 and 10825207).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Zaihua Wang.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Du, M., Wang, Z. Correcting the initialization of models with fractional derivatives via history-dependent conditions. Acta Mech. Sin. 32, 320–325 (2016). https://doi.org/10.1007/s10409-015-0469-7

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10409-015-0469-7

Keywords

Navigation