Fractional derivatives with no-index law property: Application to chaos and statistics

• Published in: Chaos, solitons and fractals Vol. 114; pp. 516 - 535
• Main Authors: Atangana, Abdon, Gómez-Aguilar, J.F.
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.09.2018
• Subjects: Chaotic systems; Fractional calculus; Mittag–Leffler distribution; Non-validity of index law; Numerical simulations; Non-validity of index law; Numerical simulations; Fractional calculus; Chaotic systems; Mittag–Leffler distribution
• DOI: 10.1016/j.chaos.2018.07.033
• ISSN: 0960-0779

•Semigroup principle failures to capture natural phenomena.•The future of modeling real world problem relies on fractional differential operators with non-index law property.•Atangana–Baleanu fractional differential operators are convolution of Riemann–Liouville–Caputo derivative with the Mittag–Leffler function.•Index law is not valid in fractional differentiation. Recently fractional differential operators with non-index law properties have being recognized to have brought new weapons to accurately model real world problems particularly those with non-Markovian processes. This present paper has two double aims, the first was to prove the inadequacy and failure of index law fractional calculus and secondly to show the application of fractional differential operators with no index law properties to statistic and dynamical systems. To achieve this, we presented the historical construction of the concept of fractional differential operators from Leibniz to date. Using a matrix based on the fractional differential operators, we proved that, fractional operators obeying index law cannot model real world problems taking place in two states, more precisely they cannot describe phenomena taking place beyond their boundaries, as they are scaling invariant, more precisely our results show that, mathematical models based on these differential operators are not able to describe the inverse memory, meaning the full history of a physical problem cannot be described accurately using these derivatives with index law properties. On the other hand, we proved that, differential operators with no index-law properties are scaling variant, thus can describe situations taking place in different states and are able to localize the frontiers between two states. We present the renewal process properties included in differential equation build out of the Atangana–Baleanu fractional derivative and counting process, which is connected to its inter-arrival time distribution Mittag–Leffler distribution which is the kernel of these derivatives. We presented the connection of each derivative to a statistical family, for instance Riemann–Liouville–Caputo derivatives are connected to the Pareto statistic, which has no well-defined average when alpha is less than 1 corresponding to the interval where fractional operators mostly defined. We established new properties and theorem for the Atangana–Baleanu derivative of an analytic function, in particular we proved that, they are convolution of the Mittag–Leffler function with the Riemann–Liouville–Caputo derivatives. To see the accuracy of the non-index law derivative to in modeling real chaotic problems, 4 examples were considered, including the nine-term 3-D novel chaotic system, King Cobra chaotic system, the Ikeda delay system and chaotic chameleon system. The numerical simulations show very interesting and novel attractors. The king cobra system with the Atangana–Baleanu presented a very novel attractor where at the earlier time we observed a random walk and latter time we observed the real sharp of the cobra. The Ikeda model with Atangana–Baleanu presented different attractors for each value of fractional order, in particular we obtain a square and circular explosions. The results obtained in this paper show that, the future of modeling real world problem relies on fractional differential operators with non-index law property. Our numerical results showed that, to not model physical problems with fractional differential operators with non-singular kernel and imposing index law in fractional calculus is rightfully living with closed eyes without ever taking a risk to open them.