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JOURNALS // Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences // Archive

Vestn. Samar. Gos. Tekhn. Univ., Ser. Fiz.-Mat. Nauki [J. Samara State Tech. Univ., Ser. Phys. Math. Sci.], 2014 Issue 1(34), Pages 134–144 (Mi vsgtu1272)

Mathematical Modeling

Development of Identification Methods for Fractional Differential Equations with Riemann–Liouville Fractional Derivative

A. S. Ovsienko

Samara State Technical University, Samara, 443100, Russian Federation

Abstract: The methods for parametric identification of fractional differential operators with $\alpha \in (1, 2)$ degree according to instantaneous values of experimental observations based on the Barrett differential equation example are suggested. The methods are based on construction of the linear parametrical discrete model for fractional differential equation. The coefficients of the model are associated with the required parameters of differentiation equation of fractional order. Different approaches to the determination of the relationships between the parameters of the differential equation and the discrete model coefficients are considered. Connection expressions for coefficients of linear parametrical discrete model and Cauchy type problem parameters to be identified are obtained. The algorithm of the method which let us reduce the problem to computation of mean-square estimates for coefficients of linear parametrical discrete model is described. Numerical investigations have been done; furthermore, their results let us conclude high efficiency of the methods.

Keywords: fractional differential operators, parametric identification, linear parametrical discrete model, difference equation.

UDC: 517.929.2:517.968.7

MSC: 65P40, 37M05, 26A33

Original article submitted 19/X/2013
revision submitted – 20/XI/2013

DOI: 10.14498/vsgtu1272



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