Fractional Deterministic and Stochastic Models and Their Calibration

A special issue of Fractal and Fractional (ISSN 2504-3110). This special issue belongs to the section "Numerical and Computational Methods".

Deadline for manuscript submissions: closed (31 December 2021) | Viewed by 4769

Special Issue Editors


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Guest Editor
School of Mathematics, Southeast University (Jiulonghu branch campus), Nanjing 211189, China
Interests: deep learning; kernel learning; fractional engineering modeling; parameter estimation of (fractional) PDEs; mathematical modeling of complex systems; computational mechanics; computational mathematics; data science

E-Mail Website
Guest Editor
School of Mathematics, Southeast University, Nanjing 211189, China
Interests: numerical methods for fractional differential equations; algorithms for solving stochastic differential equations driven by fractional Brownian motion; numerical methods for delay differential equations

Special Issue Information

Dear Colleagues,

Fractional calculus, when exploited and interpreted properly, gives us varying approaches to capturing and discovering memory effects, nonlocality, and even universality among physical quantities. Fractional deterministic and stochastic modeling enriches the fractional models that could better interpret real physical phenomena. For validating the proposed models, model calibration is of great importance and could bring chances for finding universal parameters, which integer-order models may not find. 

The Special Issue embraces the contributions regarding fractional deterministic and stochastic models, numerical techniques or theoretical justification for their calibration, and insights and outlooks (review papers) on potentials of fractional models in interpreting and discovering nature rules. The aim of the Special Issue is to attract attention of mathematicians, scientists, and engineers outside the fractional community, by providing more physical justifications for fractional models.

Potential topics include, but are not limited to

  • Fractional modeling in acoustic waves, hydrodynamics, viscoelasticity, fluid/solid mechanics, turbulence, finance, biology, physics, control systems, etc.;
  • Numerical methods for Fractional differential equations with random inputs;
  • Numerical methods for stochastic differential equation driven by fractional Brownian motion;
  • Machine learning and other inversion techniques for fractional inverse problems;
  • Wellpossedness analysis of fractional inverse problems.

Dr. Guofei Pang
Dr. Wanrong Cao
Guest Editors

Manuscript Submission Information

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Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2700 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • Fractional calculus modeling
  • Fractional differential equations with random inputs
  • Fractional PDEs
  • Fractional inverse problems
  • Fractional Brownian motion
  • Machine learning
  • Numerical methods

Published Papers (2 papers)

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21 pages, 2857 KiB  
Article
Pseudo-Likelihood Estimation for Parameters of Stochastic Time-Fractional Diffusion Equations
by Guofei Pang and Wanrong Cao
Fractal Fract. 2021, 5(3), 129; https://0-doi-org.brum.beds.ac.uk/10.3390/fractalfract5030129 - 18 Sep 2021
Viewed by 1527
Abstract
Although stochastic fractional partial differential equations have received increasing attention in the last decade, the parameter estimation of these equations has been seldom reported in literature. In this paper, we propose a pseudo-likelihood approach to estimating the parameters of stochastic time-fractional diffusion equations, [...] Read more.
Although stochastic fractional partial differential equations have received increasing attention in the last decade, the parameter estimation of these equations has been seldom reported in literature. In this paper, we propose a pseudo-likelihood approach to estimating the parameters of stochastic time-fractional diffusion equations, whose forward solver has been investigated very recently by Gunzburger, Li, and Wang (2019). Our approach can accurately recover the fractional order, diffusion coefficient, as well as noise magnitude given the discrete observation data corresponding to only one realization of driving noise. When only partial data is available, our approach can also attain acceptable results for intermediate sparsity of observation. Full article
(This article belongs to the Special Issue Fractional Deterministic and Stochastic Models and Their Calibration)
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10 pages, 1704 KiB  
Article
A Nonlocal Fractional Peridynamic Diffusion Model
by Yuanyuan Wang, HongGuang Sun, Siyuan Fan, Yan Gu and Xiangnan Yu
Fractal Fract. 2021, 5(3), 76; https://0-doi-org.brum.beds.ac.uk/10.3390/fractalfract5030076 - 23 Jul 2021
Cited by 9 | Viewed by 2325
Abstract
This paper proposes a nonlocal fractional peridynamic (FPD) model to characterize the nonlocality of physical processes or systems, based on analysis with the fractional derivative model (FDM) and the peridynamic (PD) model. The main idea is to use the fractional Euler–Lagrange formula to [...] Read more.
This paper proposes a nonlocal fractional peridynamic (FPD) model to characterize the nonlocality of physical processes or systems, based on analysis with the fractional derivative model (FDM) and the peridynamic (PD) model. The main idea is to use the fractional Euler–Lagrange formula to establish a peridynamic anomalous diffusion model, in which the classical exponential kernel function is replaced by using a power-law kernel function. Fractional Taylor series expansion was used to construct a fractional peridynamic differential operator method to complete the above model. To explore the properties of the FPD model, the FDM, the PD model and the FPD model are dissected via numerical analysis on a diffusion process in complex media. The FPD model provides a generalized model connecting a local model and a nonlocal model for physical systems. The fractional peridynamic differential operator (FPDDO) method provides a simple and efficient numerical method for solving fractional derivative equations. Full article
(This article belongs to the Special Issue Fractional Deterministic and Stochastic Models and Their Calibration)
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