Chapter 2
Fractional Calculus and Fractional-Order Systems

2.1 Fractional Calculus

In this section, several important functions of fractional calculus, the definition of the fractional integral, three main fractional derivatives, and some important lemmas are introduced, which will be used throughout the book.

2.1.1 Several Important Functions of Fractional Calculus

In this subsection, three important functions of fractional calculus will be introduced: the gamma function, the beta function, and the Mittag–Leffler (ML) function.

On the basis of Equation (2.2), we have

2.3 equation

2.1.2 Fractional Integral and Derivatives

In this subsection, we will introduce the definitions of the fractional integral and the three main fractional derivatives, i.e., the Grünwald–Letnikov (GL), Riemann–Liouville (RL), and Caputo definitions [154] [163–165].

In this definition, the initial time is set to zero. The same is true for the following definitions.

In this book, we use the definition of the Caputo fractional derivative to analyze the problems of control and synchronization control for fractional-order systems. Furthermore, we will use c02-math-063 instead of c02-math-064.

2.1.3 Some Important Lemmas

In this subsection, some lemmas are introduced, which will be used to analyze the control for fractional-order systems in the book.

2.2 Some Typical Fractional-Order Systems

In this section, some fractional-order models are given; the dynamic behaviors of fractional-order systems are also shown by numerical simulation.

2.2.1 Fractional-Order Lorenz System

From the simplified equation of convective rolls in the equations of the atmosphere, the first three-dimensional chaotic system was derived by Lorenz in 1963 [178]. Furthermore, the developed fractional-order Lorenz system [179] is given as follows:

where c02-math-209, c02-math-210, and c02-math-211 are fractional orders, c02-math-212, c02-math-213, and c02-math-214 are system state variables, and c02-math-215, c02-math-216, and c02-math-217 are system parameters. For fractional orders chosen as c02-math-218, system parameters given by c02-math-219, c02-math-220, and c02-math-221, and initial conditions chosen as c02-math-222, the simulation results of the fractional-order Lorenz system are shown in Figure 2.1. Furthermore, the bifurcation diagram for c02-math-223 is presented in Figure 2.2. Following the bifurcation diagram (Figure 2.2), the dynamic characteristic of two cycles for c02-math-224 is shown in Figure 2.3.

Geometrical illustration of Chaotic behaviors of fractional-order Lorenz system.

Figure 2.1 Chaotic behaviors of fractional-order Lorenz system (2.46): (a) c02-math-225c02-math-226 plane; (b) c02-math-227c02-math-228 plane; (c) c02-math-229c02-math-230 plane; (d) c02-math-231c02-math-232c02-math-233 space.

Illustration of Bifurcation diagram of fractional-order Lorenz system.

Figure 2.2 Bifurcation diagram of fractional-order Lorenz system (2.46) for c02-math-234.

Geometrical illustration of Dynamic characteristic of two cycles for fractional-order Lorenz system.

Figure 2.3 Dynamic characteristic of two cycles for fractional-order Lorenz system (2.46): (a) c02-math-235c02-math-236 plane; (b) c02-math-237c02-math-238 plane; (c) c02-math-239c02-math-240 plane; (d) c02-math-241c02-math-242c02-math-243 space.

2.2.2 Fractional-Order Van Der Pol Oscillator

The van der Pol oscillator is a non-conservative oscillator with nonlinear damping. The fractional-order van der Pol oscillator is given in the following form [164]:

where c02-math-245 and c02-math-246 are fractional orders, c02-math-247 and c02-math-248 are system state variables, and c02-math-249 is a system parameter. For fractional orders chosen as c02-math-250 and c02-math-251, the system parameter given by c02-math-252, and initial conditions chosen as c02-math-253 and c02-math-254, the simulation results of the fractional-order van der Pol oscillator are given in Figure 2.4.

Geometrical illustration of Simulation result of fractional-order van der Pol oscillator.

Figure 2.4 Simulation result of fractional-order van der Pol oscillator (2.47).

2.2.3 Fractional-Order Genesio–Tesi System

The Genesio-Tesi system was first described using mathematical equations by Petrás̆ [164]. In addition, the fractional-order Genesio–Tesi system is defined as follows [180]:

where c02-math-256, c02-math-257, and c02-math-258 are fractional orders, c02-math-259, c02-math-260, and c02-math-261 are system state variables, and c02-math-262, c02-math-263, and c02-math-264 are system parameters. For fractional orders chosen as c02-math-265 and c02-math-266, system parameters given by c02-math-267, c02-math-268, and c02-math-269, and initial conditions chosen as c02-math-270, c02-math-271, and c02-math-272, the simulation results of the fractional-order Genesio–Tesi system are presented in Figure 2.5. Furthermore, the bifurcation diagram for c02-math-273 is presented in Figure 2.6, with the initial conditions c02-math-274, c02-math-275, and c02-math-276. Following the bifurcation diagram (Figure 2.6), the dynamic characteristic of two cycles for c02-math-277 is shown in Figure 2.7.

Geometrical illustration of Chaotic behaviors of fractional-order Genesio-Tesi system.

Figure 2.5 Chaotic behaviors of fractional-order Genesio–Tesi system (2.48): (a) c02-math-278c02-math-279 plane; (b) c02-math-280c02-math-281 plane, (c) c02-math-282c02-math-283 plane, (d) c02-math-284c02-math-285c02-math-286 space.

Illustration of Bifurcation diagram of fractional-order Genesio-Tesi system.

Figure 2.6 Bifurcation diagram of fractional-order Genesio–Tesi system (2.48) for c02-math-287.

Geometrical illustration of Dynamic characteristic of two cycles for fractional-order Genesio-Tesi system.

Figure 2.7 Dynamic characteristic of two cycles for fractional-order Genesio–Tesi system (2.48): (a) c02-math-288c02-math-289 plane; (b) c02-math-290c02-math-291 plane; (c) c02-math-292c02-math-293 plane; (d) c02-math-294c02-math-295c02-math-296 space.

2.2.4 Fractional-Order Arneodo System

The fractional-order Arneodo system is described as follows [181]:

where c02-math-298, c02-math-299, and c02-math-300 are fractional orders, c02-math-301, c02-math-302, and c02-math-303 are system state variables, and c02-math-304, c02-math-305, and c02-math-306 are system parameters. For fractional orders chosen as c02-math-307, c02-math-308, and c02-math-309, system parameters given by c02-math-310, c02-math-311, and c02-math-312, and initial conditions chosen as c02-math-313, c02-math-314, and c02-math-315, the simulation results of the fractional-order Arneodo system are shown in Figure 2.8. Furthermore, the bifurcation diagram for c02-math-316 is presented in Figure 2.9. Following the bifurcation diagram (Figure 2.9), the dynamic characteristic of one cycle for c02-math-317 is shown in Figure 2.10.

Geometrical illustration of Chaotic behaviors of fractional-order Arneodo system.

Figure 2.8 Chaotic behaviors of fractional-order Arneodo system (2.49): (a) c02-math-318c02-math-319 plane; (b) c02-math-320c02-math-321 plane; (c) c02-math-322c02-math-323 plane; (d) c02-math-324c02-math-325c02-math-326 space.

Illustration of Bifurcation diagram of fractional-order Arneodo system.

Figure 2.9 Bifurcation diagram of fractional-order Arneodo system (2.49) for c02-math-327.

Geometrical illustration of Dynamic characteristic of one cycle for fractional-order Arneodo system.

Figure 2.10 Dynamic characteristic of one cycle for fractional-order Arneodo system (2.49): (a) c02-math-328c02-math-329 plane; (b) c02-math-330c02-math-331 plane; (c) c02-math-332c02-math-333 plane; (d) c02-math-334c02-math-335c02-math-336 space.

2.2.5 Fractional-Order Lotka–Volterra System

A two-predator and one-prey generalization of the Lotka–Volterra system was proposed by Samardzija and Greller [182]. Its fractional-order model is given as follows [164]:

where c02-math-338, c02-math-339, and c02-math-340 are fractional orders, c02-math-341, c02-math-342, and c02-math-343 are system state variables, and c02-math-344, c02-math-345, and c02-math-346 are system parameters. For fractional orders chosen as c02-math-347, system parameters given by c02-math-348, c02-math-349, and c02-math-350 and initial conditions chosen as c02-math-351, c02-math-352, and c02-math-353, the simulation results of the fractional-order Lotka–Volterra system are presented in Figure 2.11. Furthermore, the bifurcation diagram for c02-math-354 is presented in Figure 2.12. Following the bifurcation diagram (Figure 2.12), the chaotic dynamic characteristic for c02-math-355 is shown in Figure 2.13.

Geometrical illustration of Chaotic behaviors of fractional-order Lotka-Volterra system.

Figure 2.11 Chaotic behaviors of fractional-order Lotka–Volterra system (2.50): (a) c02-math-356c02-math-357 plane; (b) c02-math-358c02-math-359 plane; (c) c02-math-360c02-math-361 plane; (d) c02-math-362c02-math-363c02-math-364 space.

Illustration of Bifurcation diagram of fractional-order Lotka-Volterra system.

Figure 2.12 Bifurcation diagram of fractional-order Lotka–Volterra system (2.50) for c02-math-365.

Geometrical illustration of Dynamic behaviors of fractional-order Lotka-Volterra system.

Figure 2.13 Dynamic behaviors of fractional-order Lotka–Volterra system (2.50): (a) c02-math-366c02-math-367 plane; (b) c02-math-368c02-math-369 plane; (c) c02-math-370c02-math-371 plane; (d) c02-math-372c02-math-373c02-math-374 space.

2.2.6 Fractional-Order Financial System

Ma and Chen [183] gave a simplified finance model. According to the integer-order finance model, the fractional-order financial system is described as follows [8]:

where c02-math-376, c02-math-377, and c02-math-378 are fractional orders, c02-math-379, c02-math-380, and c02-math-381 are system state variables, and c02-math-382, c02-math-383, and c02-math-384 are system parameters. For fractional orders chosen as c02-math-385, system parameters given by c02-math-386 and c02-math-387, and initial conditions chosen as c02-math-388, c02-math-389, and c02-math-390, the simulation results of the fractional-order financial system are given in Figure 2.14. Furthermore, the bifurcation diagram for c02-math-391 is presented in Figure 2.15. Following the bifurcation diagram (Figure 2.15), the dynamic characteristic of one cycle for c02-math-392 is shown in Figure 2.16.

Illustration of Chaotic behaviors of fractional-order financial system.

Figure 2.14 Chaotic behaviors of fractional-order financial system (2.51): (a) c02-math-393c02-math-394 plane; (b) c02-math-395c02-math-396 plane; (c) c02-math-397c02-math-398 plane; (d) c02-math-399c02-math-400c02-math-401 space.

Illustration of Bifurcation diagram of fractional-order financial system.

Figure 2.15 Bifurcation diagram of fractional-order financial system (2.51) for c02-math-402.

Geometrical illustration of Dynamic characteristic of one cycle for fractional-order financial system.

Figure 2.16 Dynamic characteristic of one cycle for fractional-order financial system (2.51): (a) c02-math-403c02-math-404 plane; (b) c02-math-405c02-math-406 plane; (c) c02-math-407c02-math-408 plane; (d) c02-math-409c02-math-410c02-math-411 space.

2.2.7 Fractional-Order Newton–Leipnik System

The Newton–Leipnik system is described by a nonlinear differential equation in [164]. By considering the fractional calculus, the fractional-order Newton-Leipnik system is given by Sheu et al. [184] as follows:

where c02-math-413, c02-math-414, and c02-math-415 are fractional orders, c02-math-416, c02-math-417, and c02-math-418 are system state variables, and c02-math-419 and c02-math-420 are system parameters. For fractional orders chosen as c02-math-421, system parameters given by c02-math-422 and c02-math-423, and initial conditions chosen as c02-math-424, c02-math-425, and c02-math-426, the simulation results of the fractional-order Newton–Leipnik system are shown in Figure 2.17. Furthermore, the bifurcation diagram for c02-math-427 is presented in Figure 2.18. Following the bifurcation diagram (Figure 2.18), the chaotic dynamic characteristic for c02-math-428 is shown in Figure 2.19.

Geometrical illustration of Chaotic behaviors of fractional-order Newton-Leipnik system.

Figure 2.17 Chaotic behaviors of fractional-order Newton–Leipnik system (2.52): (a) c02-math-429c02-math-430 plane; (b) c02-math-431c02-math-432 plane; (c) c02-math-433c02-math-434 plane; (d) c02-math-435c02-math-436c02-math-437 space.

Illustration of Bifurcation diagram of fractional-order Newton-Leipnik system.

Figure 2.18 Bifurcation diagram of fractional-order Newton–Leipnik system (2.52) for c02-math-438.

Geometrical illustration of Dynamic behaviors of fractional-order Newton-Leipnik system.

Figure 2.19 Dynamic behaviors of fractional-order Newton–Leipnik system (2.52): (a) c02-math-439c02-math-440 plane; (b) c02-math-441c02-math-442 plane; (c) c02-math-443c02-math-444 plane; (d) c02-math-445c02-math-446c02-math-447 space.

2.2.8 Fractional-Order Duffing System

The fractional-order Duffing system is written as follows [164]:

where c02-math-449 and c02-math-450 are fractional orders, c02-math-451 and c02-math-452 are system state variables, and c02-math-453, c02-math-454, and c02-math-455 are system parameters. For fractional orders chosen as c02-math-456 and c02-math-457, system parameters given by c02-math-458, c02-math-459, and c02-math-460, and initial conditions chosen as c02-math-461 and c02-math-462, the simulation results of the fractional-order Duffing system are given in Figure 2.20. Furthermore, the bifurcation diagram for c02-math-463 is presented in Figure 2.21. Following the bifurcation diagram (Figure 2.21), the dynamic characteristic of one cycle for c02-math-464 is shown in Figure 2.22.

Illustration of Simulation result of fractional-order Duffing system.

Figure 2.20 Simulation result of fractional-order Duffing system (2.53).

Illustration of Bifurcation diagram of fractional-order Duffing system.

Figure 2.21 Bifurcation diagram of fractional-order Duffing system (2.53) for c02-math-465.

Illustration of Dynamic characteristic of one cycle for fractional-order Duffing system.

Figure 2.22 Dynamic characteristic of one cycle for fractional-order Duffing system (2.53).

2.2.9 Fractional-Order Lü System

The Lü system [185] is known as a bridge between the Lorenz system [178] and the Chen system [186]. Its fractional-order differential equation is described as follows [187]:

where c02-math-467, c02-math-468, and c02-math-469 are fractional orders, c02-math-470, c02-math-471, and c02-math-472 are system state variables, and c02-math-473, c02-math-474, and c02-math-475 are system parameters. For fractional orders chosen as c02-math-476, system parameters given by c02-math-477, c02-math-478, and c02-math-479, and initial conditions chosen as c02-math-480, c02-math-481, and c02-math-482, the simulation results of the fractional-order Lü system are presented in Figure 2.23. Furthermore, the bifurcation diagram for c02-math-483 is presented in Figure 2.24. Following the bifurcation diagram (Figure 2.24), the dynamic characteristic of one cycle for c02-math-484 is shown in Figure 2.25.

Geometrical illustration of Chaotic behaviors of fractional-order Lü system.

Figure 2.23 Chaotic behaviors of fractional-order Lü system (2.54): (a) c02-math-485c02-math-486 plane; (b) c02-math-487c02-math-488 plane; (c) c02-math-489c02-math-490 plane; (d) c02-math-491c02-math-492c02-math-493 space.

Illustration of Bifurcation diagram of fractional-order Lü system.

Figure 2.24 Bifurcation diagram of fractional-order Lü system (2.54) for c02-math-494.

Geometrical illustration of Dynamic characteristic of one cycle for fractional-order Lü system.

Figure 2.25 Dynamic characteristic of one cycle for fractional-order Lü system (2.54): (a) c02-math-495c02-math-496 plane; (b) c02-math-497c02-math-498 plane; (c) c02-math-499c02-math-500 plane; (d) c02-math-501c02-math-502c02-math-503 space.

2.2.10 Fractional-Order Three-Dimensional System

On the basis of the fractional-order Lorenz system [179], a three-dimensional fractional-order system is written as follows [188]:

where c02-math-505, c02-math-506, and c02-math-507 are fractional orders, c02-math-508, c02-math-509, and c02-math-510 are system state variables, and c02-math-511, c02-math-512, and c02-math-513 are system parameters. For fractional orders chosen as c02-math-514, c02-math-515, and c02-math-516, system parameters given by c02-math-517, c02-math-518, and c02-math-519, and initial conditions chosen as c02-math-520, c02-math-521, and c02-math-522, the simulation results of the fractional-order three-dimensional system are shown in Figure 2.26. Furthermore, the bifurcation diagram for c02-math-523 is presented in Figure 2.27. Following the bifurcation diagram (Figure 2.27), the dynamic characteristic of one cycle for c02-math-524 is shown in Figure 2.28.

Geometrical illustration of Chaotic behaviors of fractional-order three-dimensional system.

Figure 2.26 Chaotic behaviors of fractional-order three-dimensional system (2.55): (a) c02-math-525c02-math-526 plane; (b) c02-math-527c02-math-528 plane; (c) c02-math-529c02-math-530 plane; (d) c02-math-531c02-math-532c02-math-533 space.

Illustration of Bifurcation diagram of fractional-order three-dimensional system.

Figure 2.27 Bifurcation diagram of fractional-order three-dimensional system (2.55) for c02-math-534.

Geometrical illustration of Dynamic characteristic of one cycle for fractional-order three-dimensional system.

Figure 2.28 Dynamic characteristic of one cycle for fractional-order three-dimensional system (2.55): (a) c02-math-535c02-math-536 plane; (b) c02-math-537c02-math-538 plane; (c) c02-math-539c02-math-540 plane; (d) c02-math-541c02-math-542c02-math-543 space.

2.2.11 Fractional-Order Hyperchaotic Oscillator

The fractional-order hyperchaotic oscillator is described by the following form [189]:

where c02-math-545, c02-math-546, c02-math-547, c02-math-548, and c02-math-549 are fractional orders, c02-math-550, c02-math-551, c02-math-552, and c02-math-553 are system state variables, and c02-math-554, c02-math-555, c02-math-556, c02-math-557, c02-math-558, and c02-math-559 are system parameters. For fractional orders chosen as c02-math-560, system parameters given by c02-math-561, c02-math-562, c02-math-563, c02-math-564, c02-math-565, and c02-math-566, and initial conditions chosen as c02-math-567, c02-math-568, c02-math-569, and c02-math-570, the simulation results of the fractional-order hyperchaotic oscillator are given in Figure 2.29. Furthermore, the bifurcation diagram for c02-math-571 is presented in Figure 2.30. According to the bifurcation diagram (Figure 2.30), the dynamic characteristic of one cycle for c02-math-572 is shown in Figure 2.31.

Geometrical illustration of Chaotic behaviors of fractional-order hyperchaotic oscillator.

Figure 2.29 Chaotic behaviors of fractional-order hyperchaotic oscillator (2.56): (a) c02-math-573c02-math-574 plane; (b) c02-math-575c02-math-576 plane; (c) c02-math-577c02-math-578 plane; (d) c02-math-579c02-math-580c02-math-581 space.

Illustration of Bifurcation diagram of fractional-order hyperchaotic oscillator.

Figure 2.30 Bifurcation diagram of fractional-order hyperchaotic oscillator (2.56) for c02-math-582.

Geometrical illustration of Dynamic characteristic of one cycle for fractional-order hyperchaotic oscillator.

Figure 2.31 Dynamic characteristic of one cycle for fractional-order hyperchaotic oscillator (2.56): (a) c02-math-583c02-math-584 plane; (b) c02-math-585c02-math-586 plane; (c) c02-math-587c02-math-588 plane; (d) c02-math-589c02-math-590c02-math-591 space.

2.2.12 Fractional-Order Four-Dimensional Hyperchaotic System

The fractional version of the four-dimensional hyperchaotic system is given by the following [190]:

where c02-math-593, c02-math-594, c02-math-595, and c02-math-596 are fractional orders, c02-math-597, c02-math-598, c02-math-599, and c02-math-600 are system state variables, and c02-math-601, c02-math-602, c02-math-603, c02-math-604, and c02-math-605 are system parameters. For fractional orders chosen as c02-math-606, system parameters given by c02-math-607, c02-math-608, c02-math-609, c02-math-610, and c02-math-611, and initial conditions chosen as c02-math-612, c02-math-613, c02-math-614, and c02-math-615, the simulation results of the fractional-order four-dimensional hyperchaotic system are presented in Figure 2.32. Furthermore, the bifurcation diagram for c02-math-616 is presented in Figure 2.33. Following the bifurcation diagram (Figure 2.33), the dynamic characteristic of one cycle for c02-math-617 is shown in Figure 2.34.

Geometrical illustration of Chaotic behaviors of fractional-order four-dimensional hyperchaotic system.

Figure 2.32 Chaotic behaviors of fractional-order four-dimensional hyperchaotic system (2.57): (a) c02-math-618c02-math-619 plane; (b) c02-math-620c02-math-621 plane; (c) c02-math-622c02-math-623 plane; (d) c02-math-624c02-math-625c02-math-626 space.

Illustration of Bifurcation diagram of fractional-order four-dimensional hyperchaotic system.

Figure 2.33 Bifurcation diagram of fractional-order four-dimensional hyperchaotic system (2.57) for c02-math-627

Geometrical illustration of Dynamic characteristic of one cycle for fractional-order four-dimensional hyperchaotic system.

Figure 2.34 Dynamic characteristic of one cycle for fractional-order four-dimensional hyperchaotic system (2.57): (a) c02-math-628c02-math-629 plane; (b) c02-math-630c02-math-631 plane; (c) c02-math-632c02-math-633 plane; (d) c02-math-634c02-math-635c02-math-636 space.

2.2.13 Fractional-Order Hyperchaotic Cellular Neural Network

The model of a fractional-order hyperchaotic cellular neural network can be written as follows [191]:

where c02-math-638 c02-math-639, c02-math-640, c02-math-641, and c02-math-642 are fractional orders, c02-math-643, c02-math-644, c02-math-645, and c02-math-646 are system state variables, and c02-math-647, c02-math-648, and c02-math-649 are system parameters. For fractional orders chosen as c02-math-650, system parameters given by c02-math-651, c02-math-652, and c02-math-653, and initial conditions chosen as c02-math-654, c02-math-655, c02-math-656, and c02-math-657, the simulation results of a fractional-order hyperchaotic cellular neural network are shown in Figure 2.35. Furthermore, the bifurcation diagram for c02-math-658 is presented in Figure 2.36. Following the bifurcation diagram (Figure 2.36), the chaotic dynamic characteristic for c02-math-659 is shown in Figure 2.37.

Geometrical illustration of behaviors of fractional-order hyperchaotic cellular neural network.

Figure 2.35 Chaotic behaviors of fractional-order hyperchaotic cellular neural network (2.58): (a) c02-math-660c02-math-661 plane; (b) c02-math-662c02-math-663 plane; (c) c02-math-664c02-math-665 plane; (d) c02-math-666c02-math-667c02-math-668 space.

Illustration of Bifurcation diagram of fractional-order hyperchaotic cellular neural network.

Figure 2.36 Bifurcation diagram of fractional-order hyperchaotic cellular neural network (2.58) for c02-math-669.

Geometrical illustration of Dynamic behaviors of fractional-order hyperchaotic cellular neural network.

Figure 2.37 Dynamic behaviors of fractional-order hyperchaotic cellular neural network (2.58): (a) c02-math-670c02-math-671 plane; (b) c02-math-672c02-math-673 plane; (c) c02-math-674c02-math-675 plane; (d) c02-math-676c02-math-677c02-math-678 space.

2.3 Conclusion

In this chapter, principle definitions of the fractional integral and fractional derivatives have been given. Furthermore, some lemmas have been introduced, along with results on the stability of fractional-order systems. Finally, some fractional-order systems have been listed: fractional-order Lorenz system, fractional-order van der Pol oscillator, fractional-order Genesio–Tesi system, fractional-order Arneodo system, fractional-order Lotka–Volterra system, fractional-order financial system, fractional-order Newton–Leipnik system, fractional-order Duffing system, fractional-order Lü system, fractional-order three-dimensional system, fractional-order hyperchaotic oscillator, fractional-order four-dimensional hyperchaotic system, and fractional-order hyperchaotic cellular neural network.

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