DSAS Colloquium Talk - Marianito Rodrigo

Title: On a fractional matrix exponential and an explicit method for its calculation

Speaker: Marianito Rodrigo
School of Mathematics and Applied Statistics, University of Wollongong

Abstract: The matrix exponential arises in many applications, particularly in the solution of linear systems of ordinary differential equations. In probability theory there is in an absolutely continuous distribution known as the matrix exponential distribution. The nth derivative of the matrix exponential is equal to the nth power of the matrix multiplied by the matrix exponential. What is the analogue of this when the ordinary derivative is replaced by a fractional derivative? In this talk I will define a fractional matrix exponential and then give an explicit method for calculating the fractional matrix exponential. This talk is addressed to a broad mathematical audience and an overview of the fractional calculus will be given.