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Journal of Scientific Computing

, Volume 80, Issue 1, pp 110–140 | Cite as

Fractional Sensitivity Equation Method: Application to Fractional Model Construction

  • Ehsan Kharazmi
  • Mohsen ZayernouriEmail author
Article
  • 175 Downloads

Abstract

Fractional differential equations provide a tractable mathematical framework to describe anomalous behavior in complex physical systems, yet they introduce new sensitive model parameters, i.e. derivative orders, in addition to model coefficients. We formulate a sensitivity analysis of fractional models by developing a fractional sensitivity equation method. We obtain the adjoint fractional sensitivity equations, in which we present a fractional operator associated with logarithmic-power law kernel. We further construct a gradient-based optimization algorithm to compute an accurate parameter estimation in fractional model construction. We develop a fast, stable, and convergent Petrov–Galerkin spectral method to numerically solve the coupled system of original fractional model and its corresponding adjoint fractional sensitivity equations.

Keywords

Sensitive fractional orders Model error Logarithmic-power law kernel Petrov–Galerkin spectral method Iterative algorithm Parameter estimation 

Notes

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© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Michigan State UniversityEast LansingUSA
  2. 2.Michigan State UniversityEast LansingUSA

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