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In this paper, we aim to present a novel n-point composite fractional formula for approximating a Riemann–Liouville fractional integral operator. With the use of the definite fractional integral's definition coupled with the generalized Taylor's formula, a novel three-point central fractional formula is established for approximating a Riemann–Liouville fractional integrator. Such a new formula, which emerges clearly from the symmetrical aspects of the proposed numerical approach, is then further extended to formulate an n-point composite fractional formula for approximating the same operator. Several numerical examples are introduced to validate our findings. [ABSTRACT FROM AUTHOR]

In this paper, we introduce new three-point fractional formulas which represent three generalizations for the well-known classical three-point formulas; central, forward and backward formulas. This has enabled us to study the function's behavior according to different fractional-order values of α numerically. Accordingly, we then introduce a new methodology for Richardson extrapolation depending on the fractional central formula in order to obtain a high accuracy for the gained approximations. We compare the efficiency of the proposed methods by using tables and figures to show their reliability. [ABSTRACT FROM AUTHOR]

In the past few years, the world has suffered from an untreated infectious epidemic disease (COVID-19), caused by the so-called coronavirus, which was regarded as one of the most dangerous and viral infections. From this point of view, the major objective of this intended paper is to propose a new mathematical model for the coronavirus pandemic (COVID-19) outbreak by operating the Caputo fractional-order derivative operator instead of the traditional operator. The behavior of the positive solution of COVID-19 with the initial condition will be investigated, and some new studies on the spread of infection from one individual to another will be discussed as well. This would surely deduce some important conclusions in preventing major outbreaks of such disease. The dynamics of the fractional-order COVID-19 mathematical model will be shown graphically using the fractional Euler Method. The results will be compared with some other concluded results obtained by exploring the conventional model and then shedding light on understanding its trends. The symmetrical aspects of the proposed dynamical model are analyzed, such as the disease-free equilibrium point and the endemic equilibrium point coupled with their stabilities. Through performing some numerical comparisons, it will be proved that the results generated from using the fractional-order model are significantly closer to some real data than those of the integer-order model. This would undoubtedly clarify the role of fractional calculus in facing epidemiological hazards. [ABSTRACT FROM AUTHOR]

This paper makes a significant contribution by focusing on estimating the coefficients of a sample of non-linear time series, a subject well-established in the statistical literature, using bilinear time series. Specifically, this study delves into a subset of bilinear models where Generalized Autoregressive Conditional Heteroscedastic (GARCH) models serve as the white noise component. The methodology involves applying the Klimko–Nilsen theorem, which plays a crucial role in extracting the asymptotic behavior of the estimators. In this context, the Generalized Autoregressive Conditional Heteroscedastic model of order (1,1) noted that the GARCH (1,1) model is defined as the white noise for the coefficients of the example models. Notably, this GARCH model satisfies the condition of having time-varying coefficients. This study meticulously outlines the essential stationarity conditions required for these models. The estimation of coefficients is accomplished by applying the least squares method. One of the key contributions lies in utilizing the fundamental theorem of Klimko and Nilsen, to prove the asymptotic behavior of the estimators, particularly how they vary with changes in the sample size. This paper illuminates the impact of estimators and their approximations based on varying sample sizes. Extending our study to include the estimation of bilinear models alongside GARCH and GARCH symmetric coefficients adds depth to our analysis and provides valuable insights into modeling financial time series data. Furthermore, this study sheds light on the influence of the GARCH white noise trace on the estimation of model coefficients. The results establish a clear connection between the model characteristics and the nature of the white noise, contributing to a more profound understanding of the relationship between these elements. [ABSTRACT FROM AUTHOR]

This paper focuses on the estimation and simulation of a specific subset of bilinear time series models characterized by dynamic exponential coefficients. Employing an exponential framework, we delve into the implications of the exponential function for our estimation process. Our primary aim is to estimate the coefficients of the proposed model using exponential coefficients derived from time-varying parameters. Through this investigation, our goal is to shed light on the asymptotic behaviors of the estimators and scrutinize their existence and probabilistic traits, drawing upon the foundational theorem established by Klimko and Nilsen. The least squares approach is pivotal in both estimating coefficients and analyzing estimator behavior. Moreover, we present a practical application to underscore the real-world implications of our research. By offering concrete examples of applications and simulations, we endeavor to provide readers with a comprehensive understanding of the implications of our work within the realm of time series analysis, specifically focusing on bilinear models and time-varying exponential coefficients. This multifaceted approach underscores the potential impact and practical relevance of our findings, contributing to the advancement of the field of time series analysis. To discern the symmetry characteristics of the model, we estimate it using coefficients that sum to zero and conduct a brief comparative analysis of two bilinear models. [ABSTRACT FROM AUTHOR]

From the perspective of the importance of the fractional-order linear time-invariant (FoLTI) system in plenty of applied science fields, such as control theory, signal processing, and communications, this work aims to provide certain generic solutions for commensurate and incommensurate cases of these systems in light of the Adomian decomposition method. Accordingly, we also generate another general solution of the singular FoLTI system with the use of the same methodology. Several more numerical examples are given to illustrate the core points of the perturbations of the considered singular FoLTI systems that can ultimately generate a variety of corresponding solutions. [ABSTRACT FROM AUTHOR]

In the context of reaching the best way to control the movement of autonomous cars linearly and angularly, making them more stable and balanced on different roads and ensuring that they avoid road obstacles, this manuscript chiefly aims to reach the optimal approach for a fractional-order PID controller (or P I γ D ρ -controller) instead of the already classical one used to provide smooth automatic parking for electrical autonomous cars. The fractional-order P I γ D ρ -controller is based on the particle swarm optimization (PSO) algorithm for its design, with two different approximations: Oustaloup's approximation and the continued fractional expansion (CFE) approximation. Our approaches to the fractional-order PID using the results of the PSO algorithm are compared with the classical PID that was designed using the results of the Cohen–Coon, Ziegler–Nichols and bacteria foraging algorithms. The scheme represented by the proposed P I γ D ρ -controller can provide the system of the autonomous vehicle with more stable results than that of the PID controller. [ABSTRACT FROM AUTHOR]