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Novel Techniques for a Verified Simulation of Fractional-Order Differential Equations

Andreas Rauh 1, 2 Luc Jaulin 1, 2
2 Lab-STICC_ROBEX - Equipe ROBotics for EXploration
Lab-STICC - Laboratoire des sciences et techniques de l'information, de la communication et de la connaissance : UMR6285
Abstract : Verified simulation techniques have been investigated intensively by researchers who are dealing with ordinary and partial differential equations. Tasks that have been considered in this context are the solution to initial value problems and boundary value problems, parameter identification, as well as the solution of optimal control problems in cases in which bounded uncertainty in parameters and initial conditions are present. In contrast to system models with integer-order derivatives, fractional-order models have not yet gained the same attention if verified solution techniques are desired. In general, verified simulation techniques rely on interval methods, zonotopes, or Taylor model arithmetic and allow for computing guaranteed outer enclosures of the sets of solutions. As such, not only the influence of uncertain but bounded parameters can be accounted for in a guaranteed way. In addition, also round-off and (temporal) truncation errors that inevitably occur in numerical software implementations can be considered in a rigorous manner. This paper presents novel iterative and series-based solution approaches for the case of initial value problems to fractional-order system models, which will form the basic building block for implementing state estimation schemes in continuous-discrete settings, where the system dynamics is assumed as being continuous but measurements are only available at specific discrete sampling instants.
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https://hal-ensta-bretagne.archives-ouvertes.fr/hal-03153733
Contributeur : Andreas Rauh <>
Soumis le : vendredi 26 février 2021 - 16:33:32
Dernière modification le : mardi 4 mai 2021 - 03:36:56

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fractalfract-05-00017.pdf
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Andreas Rauh, Luc Jaulin. Novel Techniques for a Verified Simulation of Fractional-Order Differential Equations. Fractal and Fractional, MDPI, 2021, 5 (1), pp.17. ⟨10.3390/fractalfract5010017⟩. ⟨hal-03153733⟩

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