3rd IFAC Workshop on Fractional Differentiation and its Applications 20:45-21:30 Round Table Unsolved research problems in FC.

Slides:



Advertisements
Similar presentations
Year 11 Mathematics What type of Maths courses are there in year 11? ► ATAR Courses: Examinable courses, which may be used towards a university.
Advertisements

Design of Experiments Lecture I
Introduction to Quantum Theory
What does mean Mathematical Physics? The Journal of Mathematical Physics defines the field as: "the application of mathematics to problems in physics and.
1 Graduates’ Attributes : EMF, EUR-ACE and Federal Educational Standards Alexander I. Chuchalin, Chair of the RAEE Accreditation Board Graduates’ Attributes.
Teaching Courses in Scientific Computing 30 September 2010 Roger Bielefeld Director, Advanced Research Computing.
MASSIMO FRANCESCHETTI University of California at Berkeley Stochastic rays: the cluttered environment.
Cyber Education Project Accreditation Committee November 2014.
Workshop on Stochastic Differential Equations and Statistical Inference for Markov Processes Day 1: January 19 th, Day 2: January 28 th Lahore University.
Fractional diffusion models of anomalous transport:theory and applications D. del-Castillo-Negrete Oak Ridge National Laboratory USA Anomalous Transport:Experimental.
© 2003 Warren B. Powell Slide 1 Approximate Dynamic Programming for High Dimensional Resource Allocation NSF Electric Power workshop November 3, 2003 Warren.
How does this Program equip students for a successful career in financial engineering? - technically skilled and financially streetwise (development of.
COMP1261 Advanced Algorithms n 15 credits, Term 1 (Wednesday 9-12) n Pre-requisites: Calculus and Mathematical Methods, Numerical Mathematics and Computer.
How to prepare yourself for a Quants job in the financial market?   Strong knowledge of option pricing theory (quantitative models for pricing and hedging)
Why attending this Program Sharpening the quantitative skills in   Pricing, hedging and risk measurement of derivative securities   Implementing risk.
Statistical inference
Non-diffusive transport in pressure driven plasma turbulence D. del-Castillo-Negrete B. A. Carreras V. Lynch Oak Ridge National Laboratory USA 20th IAEA.
Page 0 Optimization Uncertainty Decision Analysis Systems Economics Masters of Engineering With Concentration in Systems Engineering A 30 hour graduate.
Overview of Modeling J.S. Gierke 28 September 2000.
Fractional Order Calculus Day at Utah State University Round Table Discussions YangQuan Chen, Acting Director Center for Self-Organizing and Intelligent.
Nonlinear Filtering of Stochastic Volatility Aleksandar Zatezalo, University of Rijeka, Faculty of Philosophy in Rijeka, Rijeka, Croatia
1 Chapter 6 NUMERICAL DIFFERENTIATION. 2 When we have to differentiate a function given by a set of tabulated values or when a complicated function is.
MCE 561 Computational Methods in Solid Mechanics
The meaning of the Second Law: Nonlocal effects in continuum physics Peter Ván BUTE, Department of Chemical Physics –Irreversibility concepts in thermodynamics.
Opportunities in Quantitative Finance in the Department of Mathematics.
Introduction The Mechanical Engineering Department at WPI was established in 1868 and the first undergraduate degrees were awarded in The Department.
ABET Accreditation Board for Engineering and Technology
Introduction to virtual engineering László Horváth Budapest Tech John von Neumann Faculty of Informatics Institute of Intelligent Engineering.
Applications of Calculus. The logarithmic spiral of the Nautilus shell is a classical image used to depict the growth and change related to calculus.
Do we need theoretical computer science in software engineering curriculum: an experience from Uni Novi Sad Bansko, August 28, 2013.
A Sample Poster — Landscape Layout Name of Team Members Mechanical Engineering Department Introduction The Mechanical Engineering Department at WPI was.
Mechatronic group at UiA 15 full time employed in teaching and labs. Mechatronic profile at UiA characterized by: High power / Power Mechatronics Dynamic.
Directors   Mark H. Holmes, Mathematics Chair   Robert L. Spilker, Biomedical Engineering Chair   Kenneth S. Manning, Links Technical Manager Rensselaer.
Fractional Dynamics of Open Quantum Systems QFTHEP 2010 Vasily E. Tarasov Skobeltsyn Institute of Nuclear Physics, Moscow State University, Moscow
BsysE595 Lecture Basic modeling approaches for engineering systems – Summary and Review Shulin Chen January 10, 2013.
Unit 1 OUTCOMES AND LIKELIHOODS. Unit Essential Question: How do you determine, interpret, and apply principles of probability?
GRADE 8 CURRICULUM SUMMARY. NUMBER AND OPERATION SENSE use manipulatives and diagrams to understand the concept of square root recognize perfect squares.
Phys211C1 p1 Physical Quantities and Measurement What is Physics? Natural Philosophy science of matter and energy fundamental principles of engineering.
1 WORKSHOP ON COMPUTER SCIENCE EDUCATION Innovation of Computer Science Curriculum in Higher Education TEMPUS project CD-JEP 16160/2001.
The Division of Computing and Mathematics at UHCL Barrios Tecnologies April 25, 2008 Dr. Kwok-Bun Yue Professor and Chair, CS Chair, Division of Computing.
BROWNIAN MOTION A tutorial Krzysztof Burdzy University of Washington.
MATHEMATICS T THE NEW STPM SYLLABUS (CONTENT & SCHEME OF ASSESSMENT)
(1) Experimental evidence shows the particles of microscopic systems moves according to the laws of wave motion, and not according to the Newton laws of.
Abstract  The volatility ambiguity is a major model of risk in Black-Scholes pricing formula.  We will study, from the point of view of a supervising.
Stabilization of Nonlinear wave packets by medium randomness: Mathematical Theory & Computer Modeling PI : Ildar Gabitov Co-PI: Misha Chertkov LANL, 7/20/00.
STRATEGIC THINKING Prof.Dr.Dr.Dr.H.C. Constantin Bratianu Faculty of Business Administration Academy of Economic Studies Bucharest, Romania.
Lecture V Probability theory. Lecture questions Classical definition of probability Frequency probability Discrete variable and probability distribution.
ON CONTINUOUS-TIME RANDOM WALKS IN FINANCE Enrico Scalas (1) with: Maurizio Mantelli (1) Marco Raberto (2) Rudolf Gorenflo (3) Francesco Mainardi (4) (1)
Numerical Analysis Intro to Scientific Computing.
Incremental Integration of Computational Physics into Traditional Undergraduate Courses Kelly R. Roos, Department of Physics, Bradley University Peoria,
THE MATHEMATICS ENGINEERS USE EVERYDAY IN INDUSTRY W.G. STEENKEN GE AVIATION OHIO MATHEMATICS AND SCIENCE COALITION NOVEMBER 19, 2015.
Stochastic Methods in Mathematical Finance 15 September The Integrated Brownian Motion for the study of the atomic clock error Gianna Panfilo Istituto.
About Math and related topics About Math 1. The Unreasonable Effectiveness The Unreasonable Effectiveness of Mathematics in the Natural Sciences by Eugene.
MA354 Math Modeling Introduction. Outline A. Three Course Objectives 1. Model literacy: understanding a typical model description 2. Model Analysis 3.
Dr. Wang Xingbo QQ: Homepage: wxbstudio.home4u.china.com Fall , 2005 Mathematical & Mechanical Method in Mechanical.
Spring ÇGIE lecture 41 lecture 4: complexity simple systems, complex systems –parallel developments that are joining together: systems literature.
39. Section 9.1 Solving Differential Equations. Essential Question What is a differential equation?
1 Embedded Math as an Effective Tool for Smooth Transition from High School into Integrated Engineering: Teacher  and E  Centered Learning Riadh W. Y.
Topic Overview and Study Checklist. From Chapter 7 in the white textbook: Modeling with Differential Equations basic models exponential logistic modified.
Sub-fields of computer science. Sub-fields of computer science.
Schrodinger wave equation
High Performance Computing and Monte Carlo Methods
Aims of Statistical Mechanics
Intro to MA 4027 Graph Theory
MATH 2140 Numerical Methods
Ariel Caticha From Information Geometry to Newtonian Dynamics
What is the future of applied mathematics? Chris Budd.
Analytical Tools in ME Course Objectives
Engineering Pathway.
MATH 2140 Numerical Methods
Presentation transcript:

3rd IFAC Workshop on Fractional Differentiation and its Applications 20:45-21:30 Round Table Unsolved research problems in FC

Enrico Scalas Complete characterization of the diffusive limit of continuous time random walks What stochastic process do we have in the limit: Lévy Processes fully characterized  =2,  =1 (Bachelier-Wiener process)  <2,  =1 (Lévy flights)  ≤2,  <1 But what about other finite dimensional distributions?

Francesco Mainardi The fundamental solution of the fractional diffusion equation of order  ≤2 in space and order 0<  <2 in time admits a probability interpretation as a spatial probability density function (pdf) evolving in time if:  ≤2 and 0<  ≤1  ≤  ≤2 For case 1) Gorenflo and Mainardi were able to provide random work models. For case 2) is a open problem. Possible use of FC to verify the foundation of the Riemann conjecture....

Om Agrawal Organization and its purpose and scope, Website Applications – Should contain simple mathematics Education – Courses at graduate and undergraduate level Journal – Current problems and solutions Specific Problems: Analytical and numerical solution of fractional differential equations containing both forward and backward derivatives Design of programmable fractional order controllers and their applications Fractional optimal control New fractional variational calculus and applications of new operators

Tenreiro Machado To find simple applications of FC To have simple courses on FC To include in the FC community new scientific areas and new members Web repository of FC papers To develop FC industrial products

Raoul Nigmatullin A possibility to derive Newton’s equation with memory? Generalization of uncertainty principle containing an arbitrary moment How to relate power – law exponent with thermodynamics (p,T,v) - ?

CRONE team To create a board that will manage and synchronize FC activities in the IFAC working group To create an e-letter on the FC activities To extend FC concepts in the area on nonlinear systems To establish a test benchmark To develop FC industrial applications

Dumitru Baleanu The physical meaning of Fractional derivatives Consistent construction of fractional quantum mechanics, fractional quantum field theory, fractional differential geometry Fractional variational principles with delay Experimental evidences and manifestations of fractional dynamics in complex systems

Blas Vinagre To find ways of collaboration between groups working on the same topics

Future research problems Tadeusz Kaczorek Białystok Technical University Faculty of Electrical Engineering Białystok, Poland

Future research problems

Future research problems (2) book: T. Kaczorek: Positive 1D and 2D systems. Springer Verlag ) Predictive control of fractional systems (chemical industry) 4) Adaptive control of fractional systems