Fractional Optimal Control
               p
Problems: A Simple Application
     in Fractional Kinetics
          Vicente Rico-Ramirez
          Vi   t Rico-R i
                  Ri


   Department of Chemical Engineering
     p                        g      g
     Instituto Tecnologico de Celaya
                 Mexico
                 M i
1 Introduction


What i Fractional
 h is       i   l
   Calculus?
Fractional Calculus


•   Fractional calculus is a generalization of ordinary
    differentiation and integration to arbitrary NON INTEGER
    order.
    order.


                         d f     Ordinary differentiation:
                                 O di     diff    ti ti
       n                 dx            Integer n=1
     d f
        n
     dx                                 Non-
                                        Non-integer n
                        d1 2 f
                           12
                               = ? Fractional differentiation
                        dx
A Bit of History: 1695 (Igor Podlubny)
                             Podlubny)

       dn f
       dt n   ?
                             What if the order
                             will be n=1/2 ?




                  It will lead to a paradox
                  from which one day
                  useful consequences will
                  be drawn
                                                  L’Hopital
                                                       p
  Leibniz                                        (1661-
                                                 (1661-1704)
(1646-
(1646-1716)
A Bit of History

Several mathematicians have contributed             with   alternative
approaches to fractional order differentiation:
                               differentiation:
                                  n   mx
   XVII Century: Leibniz        d e
                                      = m n e mx
                                 dx n
   XVIII Century: Euler
                 d n xm
                        = m(m − 1)K (m − n + 1) x m − n
                  dx n
   XIX Century
     Lagrange, L l
     L         Laplace, F i
                        Fourier
     Riemann-
     Riemann-Liouville

   Caputo, 1967
Fractional Integration
                                        F(t) is obtained back through nth-integration
                                                                      nth-
                                                            of Y(t)
      d n F (t )                                                t    t n −1        t1

        dt n
                 = Y (t )                            F (t ) =   ∫∫
                                                                0   0
                                                                              ... ∫ Y ( t 0 ) dt 0 ... dt n − 2 dt n −1
                                                                                  0



                               1      t      1                                          Using Laplace
        F (t ) = J Y (t ) =          ∫0 (t − τ )1−n Y (τ )dτ
                   n

                            (n − 1)!                                                     Transform

    Non
  integer                       1 t          1                       Riemann-
                                                                     Riemann-Liouville
                                     ∫0 (t − τ )1−α Y (τ )dτ
                        −α
values of n       0 D Y (t ) =
                               Γ(α )                                    Definition
                       t
( renamed
   as α)



                                           t α −1
                                  −α
                              0 D Y (t ) =        * Y (t )
                                           Γ(α )
                                 t
Fractional Derivation
Fractional differentiation or order α is expected to be the
inverse ope ation of f actional integ ation:
in e se operation     fractional integration
                                 integration:


     Riemann-Liouville Definition (Left)

                    1      d  t                    
                               ∫ (t − τ ) Y (τ )dτ 
       α                                  −α
   a Dt Y (t ) =
                 Γ(1 − α ) dt  a                   

Fractional Calculus

  • 1.
    Fractional Optimal Control p Problems: A Simple Application in Fractional Kinetics Vicente Rico-Ramirez Vi t Rico-R i Ri Department of Chemical Engineering p g g Instituto Tecnologico de Celaya Mexico M i
  • 2.
    1 Introduction What iFractional h is i l Calculus?
  • 3.
    Fractional Calculus • Fractional calculus is a generalization of ordinary differentiation and integration to arbitrary NON INTEGER order. order. d f Ordinary differentiation: O di diff ti ti n dx Integer n=1 d f n dx Non- Non-integer n d1 2 f 12 = ? Fractional differentiation dx
  • 4.
    A Bit ofHistory: 1695 (Igor Podlubny) Podlubny) dn f dt n ? What if the order will be n=1/2 ? It will lead to a paradox from which one day useful consequences will be drawn L’Hopital p Leibniz (1661- (1661-1704) (1646- (1646-1716)
  • 5.
    A Bit ofHistory Several mathematicians have contributed with alternative approaches to fractional order differentiation: differentiation: n mx XVII Century: Leibniz d e = m n e mx dx n XVIII Century: Euler d n xm = m(m − 1)K (m − n + 1) x m − n dx n XIX Century Lagrange, L l L Laplace, F i Fourier Riemann- Riemann-Liouville Caputo, 1967
  • 6.
    Fractional Integration F(t) is obtained back through nth-integration nth- of Y(t) d n F (t ) t t n −1 t1 dt n = Y (t ) F (t ) = ∫∫ 0 0 ... ∫ Y ( t 0 ) dt 0 ... dt n − 2 dt n −1 0 1 t 1 Using Laplace F (t ) = J Y (t ) = ∫0 (t − τ )1−n Y (τ )dτ n (n − 1)! Transform Non integer 1 t 1 Riemann- Riemann-Liouville ∫0 (t − τ )1−α Y (τ )dτ −α values of n 0 D Y (t ) = Γ(α ) Definition t ( renamed as α) t α −1 −α 0 D Y (t ) = * Y (t ) Γ(α ) t
  • 7.
    Fractional Derivation Fractional differentiationor order α is expected to be the inverse ope ation of f actional integ ation: in e se operation fractional integration integration: Riemann-Liouville Definition (Left) 1 d t   ∫ (t − τ ) Y (τ )dτ  α −α a Dt Y (t ) = Γ(1 − α ) dt  a 