In the present work, by taking advantage of a so-called practical limitation of fractional derivatives, namely, the absence of a simple chain and Leibniz's rules, we proposed a generalized fractional calculus of variation where the Lagrangian function depends on fractional derivatives of differentiable functions. The Euler-Lagrange equation we obtained generalizes previously results and enables us to construct simple Lagrangians for nonlinear systems. Furthermore, in our main result, we formulate a Noether-type theorem for these problems that provides us with a means to obtain conservative quantities for nonlinear systems. In order to illustrate the potential of the applications of our results, we obtain Lagrangians for some nonlinear chaotic dynamical systems, and we analyze the conservation laws related to time translations and internal symmetries.
The study of fractional variational problems with derivatives in the sense of Caputo is a recent subject, the main results being Agrawal's necessary optimality conditions of Euler-Lagrange and respective transversality conditions. Using Agrawal's Euler-Lagrange equation and the Lagrange multiplier technique, we obtain here a Noether-like theorem for fractional optimal control problems in the sense of Caputo.
We prove a Noether's theorem for fractional variational problems with Riesz-Caputo derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples in the fractional context of the calculus of variations and optimal control are given.
We begin by reporting on some recent results of the authors (Frederico and Torres, 2006), concerning the use of the fractional Euler-Lagrange notion to prove a Noether-like theorem for the problems of the calculus of variations with fractional derivatives. We then obtain, following the Lagrange multiplier technique used in (Agrawal, 2004), a new version of Noether's theorem to fractional optimal control systems.
Fractional (or non-integer) differentiation is an important concept both from theoretical and applicational points of view. The study of problems of the calculus of variations with fractional derivatives is a rather recent subject, the main result being the fractional necessary optimality condition of Euler-Lagrange obtained in 2002. Here we use the notion of Euler-Lagrange fractional extremal to prove a Noether-type theorem. For that we propose a generalization of the classical concept of conservation law, introducing an appropriate fractional operator.
Since the seminal work of Emmy Noether it is well know that all conservations laws in physics, \textrm{e.g.}, conservation of energy or conservation of momentum, are directly related to the invariance of the action under a family of transformations. However, the classical Noether's theorem can not yields informations about constants of motion for non-conservative systems since it is not possible to formulate physically meaningful Lagragians for this kind of systems in classical calculus of variation. On the other hand, in recent years the fractional calculus of variation within Lagrangians dep…
We prove a necessary optimality condition of Euler-Lagrange type for fractional variational problems with derivatives of incommensurate variable order. This allows us to state a version of Noether's theorem without transformation of the independent (time) variable. Considered derivatives of variable order are defined in the sense of Caputo.
This paper presents the Euler-Lagrange equations for fractional variational problems with multiple integrals. The fractional Noether-type theorem for conservative and nonconservative generalized physical systems is proved. Our approach uses well-known notion of the Riemann-Liouville fractional derivative.
We obtain a nonsmooth extension of Noether's symmetry theorem for variational problems with delayed arguments. The result is proved to be valid in the class of Lipschitz functions, as long as the delayed Euler-Lagrange extremals are restricted to those that satisfy the DuBois-Reymond necessary optimality condition. The important case of delayed variational problems with higher-order derivatives is considered as well.
We obtain a nonsmooth higher-order extension of Noether's symmetry theorem for variational isoperimetric problems with delayed arguments. The result is proved to be valid in the class of Lipschitz functions, as long as the delayed higher-order Euler--Lagrange extremals are restricted to those that satisfy the delayed higher-order DuBois--Reymond necessary optimality condition. The important case of delayed isoperimetric optimal control problems is considered as well.
We study, from an optimal control perspective, Noether currents for higher-order problems of Herglotz type with time delay. Main result provides new Noether currents for such generalized variational problems, which are particularly useful in the search of extremals. The proof is based on the idea of rewriting the higher-order delayed generalized variational problem as a first-order optimal control problem without time delays.
We prove a DuBois-Reymond necessary optimality condition and a Noether symmetry theorem to the recent quantum variational calculus of Cresson. The results are valid for problems of the calculus of variations with functionals defined on sets of nondifferentiable functions. As an application, we obtain a constant of motion for a linear Schrodinger equation.
We prove Noether-type theorems for fractional isoperimetric variational problems with Riemann-Liouville derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples, in the fractional context of the calculus of variations, are discussed.
Fractional Pontryagin's systems emerge in the study of a class of fractional optimal control problems but they are not resolvable in most cases. In this paper, we suggest a numerical approach for these fractional systems. Precisely, we construct a variational integrator allowing to preserve at the discrete level their intrinsic variational structure. The variational integrator obtained is then called shifted discrete fractional Pontryagin's system. We provide a solved fractional example in a certain sense. It allows us to test in this paper the convergence of the variational integrator constru…
We extend the DuBois-Reymond necessary optimality condition and Noether's symmetry theorem to the time delay variational setting. Both Lagrangian and Hamiltonian versions of Noether's theorem are proved, covering problems of the calculus of variations and optimal control with delays.
In this paper, we study a class of fractional optimal control problems. A necessary condition for the existence of an optimal control is provided in the literature. It is commonly given as the existence of a solution of a fractional Pontryagin's system and the proof is based on the introduction of a Lagrange multiplier. Assuming an additional condition on these problems, we suggest a new presentation of this result with a proof using only classical mathematical tools adapted to the fractional case: calculus of variations, Gronwall's Lemma, Cauchy-Lipschitz Theorem and stability under perturbat…
We prove a Noether type symmetry theorem to fractional problems of the calculus of variations with classical and Riemann-Liouville derivatives. As result, we obtain constants of motion (in the classical sense) that are valid along the mixed classical/fractional Euler-Lagrange extremals. Both Lagrangian and Hamiltonian versions of the Noether theorem are obtained. Finally, we extend our Noether's theorem to more general problems of optimal control with classical and Riemann-Liouville derivatives.
We extend the DuBois-Reymond necessary optimality condition and Noether's first theorem to variational problems of Herglotz type with time delay. Our results provide, as corollaries, the DuBois-Reymond necessary optimality condition and the first Noether theorem for variational problems with time delay recently proved in [Numer. Algebra Control Optim. 2 (2012), no. 3, 619-630]. Our main result is also a generalization of the first Noether-type theorem for the generalized variational principle of Herglotz proved in [Topol. Methods Nonlinear Anal. 20 (2002), no. 2, 261-273].
Recently, the fractional Noether's theorem derived by G. Frederico and D.F.M. Torres in Appl. Math. Comp. 217,3,2010 was proved to be wrong by R.A.C. Ferreira and A.B. Malinowska in JMAA 429, 2, 2015 using a counterexample and doubts are stated about the validity of other Noether's type Theorem, in particular(JMAA 334, 2007,Theorem 32). However, the counterexample does not explain why and where the proof given in Appl. Math. Comp. 217,3,2010 does not work. In this paper, we make a detailed analysis of the proof proposed by G. Frederico and D.F.M. Torres in JMAA 334, 2007 which is based on a fr…
Using the recent formulation of Noether's theorem for the problems of the calculus of variations with fractional derivatives, the Lagrange multiplier technique, and the fractional Euler-Lagrange equations, we prove a Noether-like theorem to the more general context of the fractional optimal control. As a corollary, it follows that in the fractional case the autonomous Hamiltonian does not define anymore a conservation law. Instead, it is proved that the fractional conservation law adds to the Hamiltonian a new term which depends on the fractional-order of differentiation, the generalized momen…
We approach higher-order variational problems of Herglotz type from an optimal control point of view. Using optimal control theory, we derive a generalized Euler-Lagrange equation, transversality conditions, a DuBois-Reymond necessary optimality condition and Noether's theorem for Herglotz's type higher-order variational problems, valid for piecewise smooth functions.
We extend Noether's symmetry theorem to the fractional Riemann-Liouville integral functionals of the calculus of variations recently introduced by El-Nabulsi.
We extend the DuBois-Reymond necessary optimality condition and Noether's symmetry theorem to the scale relativity theory setting. Both Lagrangian and Hamiltonian versions of Noether's theorem are proved, covering problems of the calculus of variations with functionals defined on sets of non-differentiable functions, as well as more general non-differentiable problems of optimal control. As an application we obtain constants of motion for some linear and nonlinear variants of the Schrodinger equation.
We show that for any variational symmetry of the problem of the calculus of variations on time scales there exists a conserved quantity along the respective Euler-Lagrange extremals.
We extend the second Noether theorem to variational problems on time scales. Our result provides as corollaries the classical second Noether theorem, the second Noether theorem for the $h$-calculus and the second Noether theorem for the $q$-calculus.
The fact that the first variation of a variational functional must vanish along an extremizer is the base of most effective solution schemes to solve problems of the calculus of variations. We generalize the method to variational problems involving fractional order derivatives. First order splines are used as variations, for which fractional derivatives are known. The Grunwald-Letnikov definition of fractional derivative is used, because of its intrinsic discrete nature that leads to straightforward approximations.
In the present work, we formulate a necessary condition for functionals with Lagrangians depending on fractional derivatives of differentiable functions to possess an extremum. The Euler-Lagrange equation we obtained generalizes previously known results in the literature and enables us to construct simple Lagrangians for nonlinear systems. As examples of application, we obtain Lagrangians for some chaotic dynamical systems.
We obtain Euler-Lagrange equations, transversality conditions and a Noether-like theorem for Herglotz-type variational problems with Lagrangians depending on generalized fractional derivatives. As an application, we consider a damped harmonic oscillator with time-depending mass and elasticity, and arbitrary memory effects.
We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional Euler-Lagrange equation is obtained, extending those available in the literature for the classical, fractional, and stochastic calculus of variations. To illustrate our main theoretical result, we discuss two examples: one derived from quantum mechanics, the second validated by an adequate numerical simulation.
We study incommensurate fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives and generalized fractional integrals and derivatives. We obtain necessary optimality conditions for the basic and isoperimetric problems, transversality conditions for free boundary value problems, and a generalized Noether type theorem.
We derive Euler-Lagrange type equations for fractional action-like integrals of the calculus of variations which depend on the Riemann-Liouville derivatives of order $(α,β)$, $α> 0$, $β> 0$, recently introduced by J. Cresson and S. Darses. Some interesting consequences are obtained and discussed.
In order to solve fractional variational problems, there exist two theorems of necessary conditions: an Euler-Lagrange equation which involves Caputo and Riemann-Liouville fractional derivatives, and other Euler-Lagrange equation that involves only Caputo derivatives. In this article, we make a comparison solving a particular fractional variational problem with both methods to obtain some conclusions about which method gives the optimal solution.
Invariant conditions for conformable fractional problems of the calculus of variations under the presence of external forces in the dynamics are studied. Depending on the type of transformations considered, different necessary conditions of invariance are obtained. As particular cases, we prove fractional versions of Noether's symmetry theorem. Invariant conditions for fractional optimal control problems, using the Hamiltonian formalism, are also investigated. As an example of potential application in Physics, we show that with conformable derivatives it is possible to formulate an Action Prin…
This article is devoted to the regular fractional Sturm--Liouville eigenvalue problem. Applying methods of fractional variational analysis we prove existence of countable set of orthogonal solutions and corresponding eigenvalues. Moreover, we formulate two results showing that the lowest eigenvalue is the minimum value for a certain variational functional.
The study of fractional variational problems in terms of a combined fractional Caputo derivative is introduced. Necessary optimality conditions of Euler-Lagrange type for the basic, isoperimetric, and Lagrange variational problems are proved, as well as transversality and sufficient optimality conditions. This allows to obtain necessary and sufficient Pareto optimality conditions for multiobjective fractional variational problems.
The theory of the calculus of variations for fuzzy systems was recently initiated in [7], with the proof of the fuzzy Euler-Lagrange equation. Using fuzzy Euler-Lagrange equation, we obtain here a Noether-like theorem for fuzzy variational problems.
The aim of this paper is to bring together two approaches to non-conservative systems -- the generalized variational principle of Herglotz and the fractional calculus of variations. Namely, we consider functionals whose extrema are sought, by differential equations that involve Caputo fractional derivatives. The Euler--Lagrange equations are obtained for the fractional variational problems of Herglotz-type and the transversality conditions are derived. The fractional Noether-type theorem for conservative and non-conservative physical systems is proved.
We extend the second Noether theorem to fractional variational problems which are invariant under infinitesimal transformations that depend upon $r$ arbitrary functions and their fractional derivatives in the sense of Caputo. Our main result is illustrated using the fractional Lagrangian density of the electromagnetic field.
We prove multidimensional integration by parts formulas for generalized fractional derivatives and integrals. The new results allow us to obtain optimality conditions for multidimensional fractional variational problems with Lagrangians depending on generalized partial integrals and derivatives. A generalized fractional Noether's theorem, a formulation of Dirichlet's principle and an uniqueness result are given.
In this paper, a new variational model with fractional-order regularization term arising in registration of diffusion tensor image(DTI) is presented. Moreover, the existence of its solution is proved to ensure that there is a regular solution for this model.
We give a proper fractional extension of the classical calculus of variations by considering variational functionals with a Lagrangian depending on a combined Caputo fractional derivative and the classical derivative. Euler-Lagrange equations to the basic and isoperimetric problems are proved, as well as transversality conditions.
We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral. Main results give fractional Euler-Lagrange type equations and natural boundary conditions, which provide a generalization of previous results found in the literature. Isoperimetric problems, problems with holonomic constraints and depending on higher-order Caputo derivatives, as well as fractional Lagrange problems, are considered.
This paper presents necessary and sufficient optimality conditions for problems of the fractional calculus of variations with a Lagrangian depending on the free end-points. The fractional derivatives are defined in the sense of Caputo.
We generalize the fractional Caputo derivative to the fractional derivative ${^CD^{α,β}_γ}$, which is a convex combination of the left Caputo fractional derivative of order $α$ and the right Caputo fractional derivative of order $β$. The fractional variational problems under our consideration are formulated in terms of ${^CD^{α,β}_γ}$. The Euler-Lagrange equations for the basic and isoperimetric problems, as well as transversality conditions, are proved.
We introduce three types of partial fractional operators of variable order. An integration by parts formula for partial fractional integrals of variable order and an extension of Green's theorem are proved. These results allow us to obtain a fractional Euler-Lagrange necessary optimality condition for variable order two-dimensional fractional variational problems.
We prove necessary optimality conditions, in the class of continuous functions, for variational problems defined with Jumarie's modified Riemann-Liouville derivative. The fractional basic problem of the calculus of variations with free boundary conditions is considered, as well as problems with isoperimetric and holonomic constraints.
This paper provides necessary and sufficient conditions of optimality for variational problems that deal with a fractional derivative with respect to another function. Fractional Euler--Lagrange equations are established for the fundamental problem and when in presence of an integral constraint. A Legendre condition, which is a second-order necessary condition, is also obtained. Other cases, such as the infinite horizon problem, the problem with delays in the Lagrangian, and the problem with high-order derivatives, are considered. Finally, a necessary condition for the optimal fractional order…
Problems of calculus of variations with variable endpoints cannot be solved without transversality conditions. Here, we establish such type of conditions for fractional variational problems with the Caputo derivative. We consider: the Bolza-type fractional variational problem, the fractional variational problem with a Lagrangian that may also depend on the unspecified end-point $φ(b)$, where $x=φ(t)$ is a given curve, and the infinite horizon fractional variational problem.
We provide a fast and simple method to solve fractional variational problems with dependence on Hadamard fractional derivatives. Using a relation between the Hadamard fractional operator and a sum involving integer-order derivatives, we rewrite the fractional problem into a classical optimal control problem. The latter problem is then solved by application of standard numerical techniques. We illustrate the procedure with an example.
The fractional calculus of variations is now a subject under strong research. Different definitions for fractional derivatives and integrals are used, depending on the purpose under study. In this paper the fractional operators are defined in the sense of Jumarie. This allows us to work with functions which are non-differentiable. We present necessary and sufficient optimality conditions for fractional problems of the calculus of variations with a Lagrangian density depending on the free end-points.
We study dynamic minimization problems of the calculus of variations with Lagrangian functionals containing Riemann-Liouville fractional integrals, classical and Caputo fractional derivatives. Under assumptions of regularity, coercivity and convexity, we prove existence of solutions.
We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary optimality conditions of Euler-Lagrange type for the fundamental and isoperimetric problems, natural boundary conditions, and Noether type theorems.
We develop a simple and accurate method to solve fractional variational and fractional optimal control problems with dependence on Caputo and Riemann-Liouville operators. Using known formulas for computing fractional derivatives of polynomials, we rewrite the fractional functional dynamical optimization problem as a classical static optimization problem. The method for classical optimal control problems is called Ritz's method. Examples show that the proposed approach is more accurate than recent methods available in the literature.
Main results and techniques of the fractional calculus of variations are surveyed. We consider variational problems containing Caputo derivatives and study them using both indirect and direct methods. In particular, we provide necessary optimality conditions of Euler-Lagrange type for the fundamental, higher-order, and isoperimetric problems, and compute approximated solutions based on truncated Grünwald--Letnikov approximations of Caputo derivatives.
We study fractional variational problems of Herglotz type of variable order. Necessary optimality conditions, described by fractional differential equations depending on a combined Caputo fractional derivative of variable order, are proved. Two different cases are considered: the fundamental problem, with one independent variable, and the general case, with several independent variables. We end with some illustrative examples of the results of the paper.
We introduce a discrete-time fractional calculus of variations on the time scale $h\mathbb{Z}$, $h > 0$. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. They show that solutions to the considered fractional problems become the classical discrete-time solutions when the fractional order of the discrete-derivatives are integer values, and that they converge to the fractional continuous-time solutions when $h$ tends to zero. Our Legendre type condition is useful to eliminate fal…
Isoperimetric problems consist in minimizing or maximizing a cost functional subject to an integral constraint. In this work, we present two fractional isoperimetric problems where the Lagrangian depends on a combined Caputo derivative of variable fractional order and we present a new variational problem subject to a holonomic constraint. We establish necessary optimality conditions in order to determine the minimizers of the fractional problems. The terminal point in the cost integral, as well the terminal state, are considered to be free, and we obtain corresponding natural boundary conditio…
The existence and stability for a class of fuzzy fractional boundary value problems constrained by variational inequalities
Luoyang Normal University（洛阳师范学院）；Southwest Petroleum University（西南石油大学）；University of Electronic Science and Technology of China（电子科技大学）；Sichuan University（四川大学）
