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Delfim F. M. Torres

Publications and source records attributed to Delfim F. M. Torres.

At least 145 records · Page 8Linked to original sources
arXiv2019

Time-Fractional Optimal Control of Initial Value Problems on Time Scales

We investigate Optimal Control Problems (OCP) for fractional systems involving fractional-time derivatives on time scales. The fractional-time derivatives and integrals are considered, on time scales, in the Riemann--Liouville sense. By using the Banach fixed point theorem, sufficient conditions for existence and uniqueness of solution to initial value problems described by fractional order differential equations on time scales are known. Here we consider a fractional OCP with a performance index given as a delta-integral function of both state and control variables, with time evolving on an arbitrarily given time scale. Interpreting the Euler--Lagrange first order optimality condition with an adjoint problem, defined by means of right Riemann--Liouville fractional delta derivatives, we obtain an optimality system for the considered fractional OCP. For that, we first prove new fractional integration by parts formulas on time scales.

math.OC↗
arXiv2019

Parametric identification of the dynamics of inter-sectoral balance: modelling and forecasting

This work is devoted to modelling and identification of the dynamics of the inter-sectoral balance of a macroeconomic system. An approach to the problem of specification and identification of a weakly formalized dynamical system is developed. A matching procedure for parameters of a linear stationary Cauchy problem with a decomposition of its upshot trend and a periodic component, is proposed. Moreover, an approach for detection of significant harmonic waves, which are inherent to real macroeconomic dynamical systems, is developed.

math.DS↗
arXiv2019

Optimal control of a nonlocal thermistor problem with ABC fractional time derivatives

We study an optimal control problem associated to a fractional nonlocal thermistor problem involving the ABC (Atangana-Baleanu-Caputo) fractional time derivative. We first prove the existence and uniqueness of solution. Then, we show that an optimal control exists. Moreover, we obtain the optimality system that characterizes the control.

math.OC↗
arXiv2019

A New Mathematical Model for the Efficiency Calculation

During the past sixty years, a lot of effort has been made regarding the productive efficiency. Such endeavours provided an extensive bibliography on this subject, culminating in two main methods, named the Stochastic Frontier Analysis (parametric) and Data Envelopment Analysis (non-parametric). The literature states this methodology also as the benchmark approach, since the techniques compare the sample upon a chosen `more-efficient' reference. This article intends to disrupt such premise, suggesting a mathematical model that relies on the optimal input combination, provided by a differential equation system instead of an observable sample. A numerical example is given, illustrating the application of our model's features.

math.OC↗
arXiv2019

Stability of a fractional HIV/AIDS model

We propose a fractional order model for HIV/AIDS transmission. Local and uniform stability of the fractional order model is studied. The theoretical results are illustrated through numerical simulations.

math.OC↗
arXiv2019

A collocation method of lines for two-sided space-fractional advection-diffusion equations with variable coefficients

We present the Method Of Lines (MOL), which is based on the spectral collocation method, to solve space-fractional advection-diffusion equations (SFADEs) on a finite domain with variable coefficients. We focus on the cases in which the SFADEs consist of both left- and right-sided fractional derivatives. To do so, we begin by introducing a new set of basis functions with some interesting features. The MOL, together with the spectral collocation method based on the new basis functions, are successfully applied to the SFADEs. Finally, four numerical examples, including benchmark problems and a problem with discontinuous advection and diffusion coefficients, are provided to illustrate the efficiency and exponentially accuracy of the proposed method.

math.NA↗
arXiv2019

The spread of a financial virus through Europe and beyond

We analyse the importance of international relations between countries on the financial stability. The contagion effect in the network is tested by implementing an epidemiological model, comprising a number of European countries and using bilateral data on foreign claims between them. Banking statistics of consolidated foreign claims on ultimate risk bases, obtained from the Banks of International Settlements, allow us to measure the exposure of contagion spreading from a particular country to the other national banking systems. We show that the financial system of some countries, experiencing the debt crisis, is a source of global systemic risk because they threaten the stability of a larger system, being a global threat to the intoxication of the world economy and resulting in what we call a `financial virus'. Illustrative simulations were done in the NetLogo multi-agent programmable modelling environment and in MATLAB.

physics.soc-ph↗
arXiv2019

A sufficient optimality condition for delayed state-linear optimal control problems

We give answer to an open question by proving a sufficient optimality condition for state-linear optimal control problems with time delays in state and control variables. In the proof of our main result, we transform a delayed state-linear optimal control problem to an equivalent non-delayed problem. This allows us to use a well-known theorem that ensures a sufficient optimality condition for non-delayed state-linear optimal control problems. An example is given in order to illustrate the obtained result.

math.OC↗
arXiv2018

Exact Solution to a Dynamic SIR Model

We investigate an epidemic model based on Bailey's continuous differential system. In the continuous time domain, we extend the classical model to time-dependent coefficients and present an alternative solution method to Gleissner's approach. If the coefficients are constant, both solution methods yield the same result. After a brief introduction to time scales, we formulate the SIR (susceptible-infected-removed) model in the general time domain and derive its solution. In the discrete case, this provides the solution to a new discrete epidemic system, which exhibits the same behavior as the continuous model. The last part is dedicated to the analysis of the limiting behavior of susceptible, infected, and removed, which contains biological relevance.

math.CA↗
arXiv2018

Analysis of a SIRI epidemic model with distributed delay and relapse

We investigate the global behaviour of a SIRI epidemic model with distributed delay and relapse. From the theory of functional differential equations with delay, we prove that the solution of the system is unique, bounded, and positive, for all time. The basic reproduction number $R_{0}$ for the model is computed. By means of the direct Lyapunov method and LaSalle invariance principle, we prove that the disease free equilibrium is globally asymptotically stable when $R_{0} < 1$. Moreover, we show that there is a unique endemic equilibrium, which is globally asymptotically stable, when $R_{0} > 1$.

math.CA↗
arXiv2018

The risk of contagion spreading and its optimal control in the economy

The global crisis of 2008 provoked a heightened interest among scientists to study the phenomenon, its propagation and negative consequences. The process of modelling the spread of a virus is commonly used in epidemiology. Conceptually, the spread of a disease among a population is similar to the contagion process in economy. This similarity allows considering the contagion in the world financial system using the same mathematical model of infection spread that is often used in epidemiology. Our research focuses on the dynamic behaviour of contagion spreading in the global financial network. The effect of infection by a systemic spread of risks in the network of national banking systems of countries is tested. An optimal control problem is then formulated to simulate a control that may avoid significant financial losses. The results show that the proposed approach describes well the reality of the world economy, and emphasizes the importance of international relations between countries on the financial stability.

physics.soc-ph↗
arXiv2018

A minimal HIV-AIDS infection model with general incidence rate and application to Morocco data

We study the global dynamics of a SICA infection model with general incidence rate. The proposed model is calibrated with cumulative cases of infection by HIV-AIDS in Morocco from 1986 to 2015. We first prove that our model is biologically and mathematically well-posed. Stability analysis of different steady states is performed and threshold parameters are identified where the model exhibits clearance of infection or maintenance of a chronic infection. Furthermore, we examine the robustness of the model to some parameter values by examining the sensitivity of the basic reproduction number. Finally, using numerical simulations with real data from Morocco, we show that the model predicts well such reality.

q-bio.PE↗
arXiv2018

Optimal Control and Sensitivity Analysis of a Fractional Order TB Model

A Caputo fractional-order mathematical model for the transmission dynamics of tuberculosis (TB) was recently proposed in [Math. Model. Nat. Phenom. 13 (2018), no. 1, Art. 9]. Here, a sensitivity analysis of that model is done, showing the importance of accuracy of parameter values. A fractional optimal control (FOC) problem is then formulated and solved, with the rate of treatment as the control variable. Finally, a cost-effectiveness analysis is performed to assess the cost and the effectiveness of the control measures during the intervention, showing in which conditions FOC is useful with respect to classical (integer-order) optimal control.

math.OC↗
arXiv2018

Solutions of systems with the Caputo-Fabrizio fractional delta derivative on time scales

Caputo-Fabrizio fractional delta derivatives on an arbitrary time scale are presented. When the time scale is chosen to be the set of real numbers, then the Caputo-Fabrizio fractional derivative is recovered. For isolated or partly continuous and partly discrete, i.e., hybrid time scales, one gets new fractional operators. We concentrate on the behavior of solutions to initial value problems with the Caputo-Fabrizio fractional delta derivative on an arbitrary time scale. In particular, the exponential stability of linear systems is studied. A necessary and sufficient condition for the exponential stability of linear systems with the Caputo-Fabrizio fractional delta derivative on time scales is presented. By considering a suitable fractional dynamic equation and the Laplace transform on time scales, we also propose a proper definition of Caputo-Fabrizio fractional integral on time scales. Finally, by using the Banach fixed point theorem, we prove existence and uniqueness of solution to a nonlinear initial value problem with the Caputo-Fabrizio fractional delta derivative on time scales.

math.CA↗
arXiv2018

Functional characterizations of trace spaces in Lipschitz domains

Using a factorization theorem of Douglas, we prove functional characterizations of trace spaces $H^s(\partial Ω)$ involving a family of positive self-adjoint operators. Our method is based on the use of a suitable operator by taking the trace on the boundary $\partial Ω$ of a bounded Lipschitz domain $Ω\subset \mathbb R^d$ and applying Moore--Penrose pseudo-inverse properties together with a special inner product on $H^1(Ω)$. Moreover, generalized results of the Moore--Penrose pseudo-inverse are also established.

math.FA↗
arXiv2018

Structural derivatives on time scales

We introduce the notion of structural derivative on time scales. The new operator of differentiation unifies the concepts of fractal and fractional order derivative and is motivated by lack of classical differentiability of some self-similar functions. Some properties of the new operator are proved and illustrated with examples.

math.CA↗
arXiv2018

Harmonic and Trace Inequalities in Lipschitz Domains

We prove boundary inequalities in arbitrary bounded Lipschitz domains on the trace space of Sobolev spaces. For that, we make use of the trace operator, its Moore-Penrose inverse, and of a special inner product. We show that our trace inequalities are particularly useful to prove harmonic inequalities, which serve as powerful tools to characterize the harmonic functions on Sobolev spaces of non-integer order.

math.FA↗