Fractional-order system

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In the fields of dynamical systems and control theory, a fractional-order system is a dynamical system that can be modeled by a fractional differential equation containing derivatives of non-integer order.[1] Such systems are said to have fractional dynamics. Derivatives and integrals of fractional orders are used to describe objects that can be characterized by power-law nonlocality[2], power-law long-range dependence or fractal properties. Fractional-order systems are useful in studying the anomalous behavior of dynamical systems in physics, electrochemistry, biology, viscoelasticity and chaotic systems.[1]


A general dynamical system of fractional order can be written in the form[3]

where and are functions of the fractional derivative operator of orders and and and are functions of time. A common special case of this is the linear time-invariant (LTI) system in one variable:

The orders and are in general complex quantities, but two interesting cases are when the orders are commensurate

and when they are also rational:

When , the derivatives are of integer order and the system becomes an ordinary differential equation. Thus by increasing specialization, LTI systems can be of general order, commensurate order, rational order or integer order.

Transfer function[edit]

By applying a Laplace transform to the LTI system above, the transfer function becomes

For general orders and this is a non-rational transfer function. Non-rational transfer functions cannot be written as an expansion in a finite number of terms (e.g., a binomial expansion would have an infinite number of terms) and in this sense fractional orders systems can be said to have the potential for unlimited memory.[3]

Motivation to study fractional-order systems[edit]

Exponential laws are classical approach to study dynamics of population densities, but there are many systems where dynamics undergo faster or slower-than-exponential laws. In such case the anomalous changes in dynamics may be best described by Mittag-Leffler functions.[4]

Anomalous diffusion is one more dynamic system where fractional-order systems play significant role to describe the anomalous flow in the diffusion process.

Viscoelasticity is the property of material in which the material exhibits its nature between purely elastic and pure fluid. In case of real materials the relationship between stress and strain given by Hooke's law and Newton's law both have obvious disadvances. So G. W. Scott Blair introduced a new relationship between stress and strain given by

[citation needed]

In chaos theory, it has been observed that chaos occurs in dynamical systems of order 3 or more. With the introduction of fractional-order systems, some researchers study chaos in the system of total order less than 3.[5]

Analysis of fractional differential equations[edit]

Consider a fractional-order initial value problem:

Existence and uniqueness[edit]

Here, under the continuity condition on function f, one can convert the above equation into corresponding integral equation.

One can construct a solution space and define, by that equation, a continuous self-map on the solution space, then apply a fixed-point theorem, to get a fixed-point, which is the solution of above equation.

Numerical simulation[edit]

For numerical simulation of solution of the above equations, Kai Diethelm has suggested fractional linear multistep Adams–Bashforth method or quadrature methods.[6]

See also[edit]



Further reading[edit]

  • Metzler, R.; Klafter, J. (2000). "The random walk's guide to anomalous diffusion: A fractional dynamics approach". Phys. Rep. 339 (1): 1–77. doi:10.1016/s0370-1573(00)00070-3. 
  • B.J. West, M. Bologna, P. Grigolini, Physics of Fractal Operators. [8] Springer, 2003. 354 pages/ Chapter 3.
  • G.M. Zaslavsky. Hamiltonian Chaos and Fractional Dynamics [9] Oxford University Press, 2008. 432 pages
  • V. Lakshmikantham, S. Leela, J. Vasundhara Devi, Theory of Fractional Dynamic Systems [10] Cambridge Scientific Publishers, 2009.
  • F. Mainardi, Fractional Calculus and Waves in Linear Viscoelasticity: An Introduction to Mathematical Models[11] Imperial College Press, 2010.
  • V.E. Tarasov, Fractional Dynamics: Applications of Fractional Calculus to Dynamics of Particles, Fields and Media Springer, 2010. 504 pages ISBN 978-3-642-14003-7
  • R. Caponetto, G. Dongola, L. Fortuna, I. Petras, Fractional Order Systems: Modeling and Control Applications[12] World Scientific Publishing Company, 2010.
  • A.C.J. Luo, V. Afraimovich (Eds.), Long-range Interaction, Stochasticity and Fractional Dynamics Springer, 2010. ISBN 978-3-642-12342-9
  • J. Klafter, S.C. Lim, R. Metzler (Eds.), Fractional Dynamics. Recent Advances. (World Scientific, Singapore, 2011).
  • Michelitsch, T.M.; Collet, B.; Nowakowski, A.F.; Nicolleau, F.C.G.A. (2015). "Fractional Laplacian matrix on the finite periodic linear chain and its periodic Riesz fractional derivative continuum limit". J. Phys. A: Math. Theor. 48: 295202. doi:10.1088/1751-8113/48/29/295202. 
  • Changpin Li, Yujiang Wu, Ruisong Ye (Eds.), Recent Advances in Applied Nonlinear Dynamics with Numerical Analysis: Fractional Dynamics, Network Dynamics, Classical Dynamics and Fractal Dynamics with Their Numerical Simulations[13] World Scientific, 2013.
  • Fractional Differential Equations[14]
  • M. Rivero; et al. (2011). "Fractional dynamics of populations". Appl. Math. Comput. 218: 1089–1095. doi:10.1016/j.amc.2011.03.017. 
  • I. Podlubny (2001). "Geometric and physical interpretation of fractional integration and fractional differentiation". arXiv:math/0110241Freely accessible. 
  • I. Podlubny (1999). Fractional differential equations. Elsevier. ISBN 9780125588409. 
  • An Introduction to the Fractional Calculus and Fractional Differential Equations, by Kenneth S. Miller, Bertram Ross (Editor). Hardcover: 384 pages. Publisher: John Wiley & Sons; 1 edition (May 19, 1993). ISBN 0-471-58884-9
  • The Fractional Calculus; Theory and Applications of Differentiation and Integration to Arbitrary Order (Mathematics in Science and Engineering, V), by Keith B. Oldham, Jerome Spanier. Hardcover. Publisher: Academic Press; (November 1974). ISBN 0-12-525550-0

External links[edit]