Numerical Solution of Multi-Order Fractional Differential Equations Using Generalized Sine-Cosine Wavelets
Year 2018,
, 215 - 225, 20.12.2018
Somayeh Nemati
,
Anas Al-haboobi
Abstract
In this work, we propose a numerical method based on the generalized sine-cosine wavelets for solving multi-order fractional differential equations. After introducing generalized sine-cosine wavelets, the operational matrix of Riemann-Liouville fractional integration is constructed using the properties of the block-pulse functions. The fractional derivative in the problem is considered in the Caputo sense. This method reduces the considered problem to the problem of solving a system of nonlinear algebraic equations. Finally, some examples are included to demonstrate the applicability of the new approach.
References
- [1] B. Ross, The development of fractional calculus 1695–1900, Hist. Math., 4(1) (1977), 75–89.
- [2] K. S. Miller, B. Ross, An Introduction to the fractional calculus and fractional differential equations, New York, Wiley, 1993.
- [3] K. B. Oldham, J. Spanier, The fractional calculus, New York, Academic Press, 1974.
- [4] R. L. Bagley, P. J. Torvik, Fractional calculus in the transient analysis of viscoelastically damped structures, AIAA J., 23(6) (1985), 918–925.
- [5] R. T. Baillie, Long memory processes and fractional integration in econometrics, J. Econometr. 73(1) (1996), 5–59.
- [6] F. Mainardi, Fractional calculus: some basic problems in continuum and statistical mechanics, fractals and fractional calculus in continuum mechanics,
A. Carpinteri and F. Mainardi, Eds. Vienna, Springer-Verlag, (1997), 291–348.
- [7] Y. A. Rossikhin, M. V. Shitikova, Applications of fractional calculus to dynamic problems of linear and nonlinear hereditary mechanics of solids, Appl.
Mech. Rev., 50(1) (1997), 15–67.
- [8] K. B. Oldham, Fractional differential equations in electrochemistry, Adv. Eng. Softw., 41(1) (2010), 9–12.
- [9] V. S. Ert ürk, Z. M. Odibat, S. Momani, An approximate solution of a fractional order differential equation model of human T-cell lymphotropic virus I
(HTLV-I) infection of CD4+ T-cells, Comput. Math. Appl., 62(3) (2011), 996–1002.
- [10] S. A. El-Wakil, E. M. Abulwafa, E. K. El-Shewy, A. A. Mahmoud, Ion-acoustic waves in unmagnetized collisionless weakly relativistic plasma of
warm-ion and isothermal-electron using time-fractional KdV equation, Adv. Space Res., 49(12) (2012), 1721–1727.
- [11] S. Momani, K. Al-Khaled, Numerical solutions for systems of fractional differential equations by the decomposition method, Appl. Math. Comput., 162
(2005), 1351–1365.
- [12] Z. M. Odibat, S. Momani, Application of variational iteration method to nonlinear differential equations of fractional order, Int. J. Nonlinear Sci.
Numer. Simul., 7(1) (2006), 27–34.
- [13] A. Arikoglu, I. Ozkol, Solution of fractional integro-differential equations by using fractional differential transform method, Chaos Solitons Fractals,
40(2) (2009), 521–529.
- [14] A. Saadatmandi, M. Dehghan, A new operational matrix for solving fractional order differential equations, Comput. Math. Appl., 59 (2010), 1326–1336.
- [15] M. Dehghan, J. Manafian, A. Saadatmandi, Solving nonlinear fractional partial differential equations using the homotopy analysis method, Numer.
Methods Partial Differential Equations, 26 (2010), 448–479.
- [16] Z. Odibat, N. Shawagfeh, Generalized Taylor’s formula, Appl. Math. Comput., 186 (2007), 286–293.
- [17] Z. Odibat, S. Momani, Modified homotopy perturbation method: application to quadratic Riccati differential equation of fractional order, Chaos
Solitons Fractals, 36(1) (2008), 167–174.
- [18] I. Podlubny, The Laplace transform method for linear differential equations of the fractional order, 1997, eprint arXiv:funct-an/9710005.
- [19] I. Daubechies, Ten Lectures on Wavelets. CBMS-NFS Series in Applied Mathematics, SIAM, Philadelphia, PA, 1992.
- [20] I. Daubechies, J. C. Lagarias, Two-scale difference equations II. local regularity, infinite products of matrices and fractals, SIAM J. Math. Anal., 23(4)
(1992), 1031–1079.
- [21] S. Mallat, A theory of multiresolution signal decomposition: the wavelet representation, IEEE Trans. Pattern Anal. Mach. Intell., 11(7) (1989), 674–693.
- [22] I. Daubechies, Orthonormal bases of compactly supported wavelets, Comm. Pure Appl. Math., 41(7) (1988), 909–996.
- [23] X. Li, Numerical solution of fractional differential equations using cubic B-spline wavelet collocation method, Commun. Nonlinear Sci. Numer. Simul.,
17 (2012), 3934–3946.
- [24] Y. M. Chen, M. X. Yi, C. X. Yu, Error analysis for numerical solution of fractional differential equation by Haar wavelets method, J. Comput. Sci., 3(5)
(2012), 367–373.
- [25] Y. L. Li, Solving a nonlinear fractional differential equation using Chebyshev wavelets, Commun. Nonlinear Sci. Numer. Simul., 15 (2010), 2284–2292.
- [26] H. Jafari, S. A. Yousefi, M. A. Firoozjaee, S. Momani, C.M. Khalique, Application of Legendre wavelets for solving fractional differential equations,
Comput. Appl. Math., 62 (2011), 1038–1045.
- [27] P. Rahimkhani, Y. Ordokhani, E. Babolian, Numerical solution of fractional pantograph differential equations by using generalized fractional-order
Bernoulli wavelet, J. Comput. Appl. Math., 309 (2017), 493–510.
- [28] M. Razzaghi, S. Yousefi, Sine-cosine wavelets operational matrix of integration and its applications in the calculus of variations, Int. J. Syst. Sci., 33
(2002), 805–810.
- [29] M. Tavassoli Kajani, M. Ghasemi, E.Babolian, Numerical solution of linear integro-differential equation by using sine-cosine wavelets, Appl. Math.
Comput., 180 (2006), 569–574.
- [30] M. Ghasemi, E. Babolian, M. Tavassoli Kajani, Numerical solution of linear Fredholm integral equations using sine-cosine wavelets, Int. J. Comput.
Math., 84 (2007), 979–987.
- [31] N. Irfan, A. H. Siddiqi, Sine-cosine wavelets approach in numerical evaluation of Hankel transform for seismology, Appl. Math. Model., 40 (2016),
4900–4907.
- [32] I. Podlubny, Fractional Differential Equations, Math. Sci. Eng., 198, Academic Press, 1999.
- [33] O. Christensen, K. L. Christensen, Approximation theory: from Taylor polynomial to wavelets, Birkhauser, Boston, 2004.
- [34] D. Gottlieb, S.A. Orszag, Numerical analysis of spectral methods, SIAM, Philadelphia, PA, 1997.
- [35] Y. Wang, T. Yin, L. Zhu, Sine-cosine wavelet operational matrix of fractional order integration and its applications in solving the fractional order
Riccati differential equations, Adv. Differ. Equ., (2017), 2017: 222.
- [36] A. Kilicman, Z. A. A. Al Zhour, Kronecker operational matrices for fractional calculus and some applications, Appl. Math. Comput., 187 (2007),
250–265.
- [37] S. K. Damarla, M. Kundu, Numerical solution of multi-order fractional differential equations using generalized triangular function operational matrices,
Appl. Math. Comput., 263 (2015), 189 – 203.
- [38] A. E. M. El-Mesiry, A. M. A. El-Sayed, H. A. A. El-Saka, Numerical methods for multi-term fractional (arbitrary) orders differential equations, Appl.
Math. Comput., 160 (2005), 683–699.
- [39] M. Seifollahi, A. S. Shamloo, Numerical solution of nonlinear multi-order fractional differential equations by operational matrix of Chebyshev
polynomials, World Appl. Program., 3 (2013), 85–92.
- [40] A. H. Bhrawy, M. M. Tharwat, M.A. Alghamdi, A new operational matrix of fractional integration for shifted Jacobi polynomials, Bull. Malays. Math.
Sci. Soc., 37 (2014), 983–995.
Year 2018,
, 215 - 225, 20.12.2018
Somayeh Nemati
,
Anas Al-haboobi
References
- [1] B. Ross, The development of fractional calculus 1695–1900, Hist. Math., 4(1) (1977), 75–89.
- [2] K. S. Miller, B. Ross, An Introduction to the fractional calculus and fractional differential equations, New York, Wiley, 1993.
- [3] K. B. Oldham, J. Spanier, The fractional calculus, New York, Academic Press, 1974.
- [4] R. L. Bagley, P. J. Torvik, Fractional calculus in the transient analysis of viscoelastically damped structures, AIAA J., 23(6) (1985), 918–925.
- [5] R. T. Baillie, Long memory processes and fractional integration in econometrics, J. Econometr. 73(1) (1996), 5–59.
- [6] F. Mainardi, Fractional calculus: some basic problems in continuum and statistical mechanics, fractals and fractional calculus in continuum mechanics,
A. Carpinteri and F. Mainardi, Eds. Vienna, Springer-Verlag, (1997), 291–348.
- [7] Y. A. Rossikhin, M. V. Shitikova, Applications of fractional calculus to dynamic problems of linear and nonlinear hereditary mechanics of solids, Appl.
Mech. Rev., 50(1) (1997), 15–67.
- [8] K. B. Oldham, Fractional differential equations in electrochemistry, Adv. Eng. Softw., 41(1) (2010), 9–12.
- [9] V. S. Ert ürk, Z. M. Odibat, S. Momani, An approximate solution of a fractional order differential equation model of human T-cell lymphotropic virus I
(HTLV-I) infection of CD4+ T-cells, Comput. Math. Appl., 62(3) (2011), 996–1002.
- [10] S. A. El-Wakil, E. M. Abulwafa, E. K. El-Shewy, A. A. Mahmoud, Ion-acoustic waves in unmagnetized collisionless weakly relativistic plasma of
warm-ion and isothermal-electron using time-fractional KdV equation, Adv. Space Res., 49(12) (2012), 1721–1727.
- [11] S. Momani, K. Al-Khaled, Numerical solutions for systems of fractional differential equations by the decomposition method, Appl. Math. Comput., 162
(2005), 1351–1365.
- [12] Z. M. Odibat, S. Momani, Application of variational iteration method to nonlinear differential equations of fractional order, Int. J. Nonlinear Sci.
Numer. Simul., 7(1) (2006), 27–34.
- [13] A. Arikoglu, I. Ozkol, Solution of fractional integro-differential equations by using fractional differential transform method, Chaos Solitons Fractals,
40(2) (2009), 521–529.
- [14] A. Saadatmandi, M. Dehghan, A new operational matrix for solving fractional order differential equations, Comput. Math. Appl., 59 (2010), 1326–1336.
- [15] M. Dehghan, J. Manafian, A. Saadatmandi, Solving nonlinear fractional partial differential equations using the homotopy analysis method, Numer.
Methods Partial Differential Equations, 26 (2010), 448–479.
- [16] Z. Odibat, N. Shawagfeh, Generalized Taylor’s formula, Appl. Math. Comput., 186 (2007), 286–293.
- [17] Z. Odibat, S. Momani, Modified homotopy perturbation method: application to quadratic Riccati differential equation of fractional order, Chaos
Solitons Fractals, 36(1) (2008), 167–174.
- [18] I. Podlubny, The Laplace transform method for linear differential equations of the fractional order, 1997, eprint arXiv:funct-an/9710005.
- [19] I. Daubechies, Ten Lectures on Wavelets. CBMS-NFS Series in Applied Mathematics, SIAM, Philadelphia, PA, 1992.
- [20] I. Daubechies, J. C. Lagarias, Two-scale difference equations II. local regularity, infinite products of matrices and fractals, SIAM J. Math. Anal., 23(4)
(1992), 1031–1079.
- [21] S. Mallat, A theory of multiresolution signal decomposition: the wavelet representation, IEEE Trans. Pattern Anal. Mach. Intell., 11(7) (1989), 674–693.
- [22] I. Daubechies, Orthonormal bases of compactly supported wavelets, Comm. Pure Appl. Math., 41(7) (1988), 909–996.
- [23] X. Li, Numerical solution of fractional differential equations using cubic B-spline wavelet collocation method, Commun. Nonlinear Sci. Numer. Simul.,
17 (2012), 3934–3946.
- [24] Y. M. Chen, M. X. Yi, C. X. Yu, Error analysis for numerical solution of fractional differential equation by Haar wavelets method, J. Comput. Sci., 3(5)
(2012), 367–373.
- [25] Y. L. Li, Solving a nonlinear fractional differential equation using Chebyshev wavelets, Commun. Nonlinear Sci. Numer. Simul., 15 (2010), 2284–2292.
- [26] H. Jafari, S. A. Yousefi, M. A. Firoozjaee, S. Momani, C.M. Khalique, Application of Legendre wavelets for solving fractional differential equations,
Comput. Appl. Math., 62 (2011), 1038–1045.
- [27] P. Rahimkhani, Y. Ordokhani, E. Babolian, Numerical solution of fractional pantograph differential equations by using generalized fractional-order
Bernoulli wavelet, J. Comput. Appl. Math., 309 (2017), 493–510.
- [28] M. Razzaghi, S. Yousefi, Sine-cosine wavelets operational matrix of integration and its applications in the calculus of variations, Int. J. Syst. Sci., 33
(2002), 805–810.
- [29] M. Tavassoli Kajani, M. Ghasemi, E.Babolian, Numerical solution of linear integro-differential equation by using sine-cosine wavelets, Appl. Math.
Comput., 180 (2006), 569–574.
- [30] M. Ghasemi, E. Babolian, M. Tavassoli Kajani, Numerical solution of linear Fredholm integral equations using sine-cosine wavelets, Int. J. Comput.
Math., 84 (2007), 979–987.
- [31] N. Irfan, A. H. Siddiqi, Sine-cosine wavelets approach in numerical evaluation of Hankel transform for seismology, Appl. Math. Model., 40 (2016),
4900–4907.
- [32] I. Podlubny, Fractional Differential Equations, Math. Sci. Eng., 198, Academic Press, 1999.
- [33] O. Christensen, K. L. Christensen, Approximation theory: from Taylor polynomial to wavelets, Birkhauser, Boston, 2004.
- [34] D. Gottlieb, S.A. Orszag, Numerical analysis of spectral methods, SIAM, Philadelphia, PA, 1997.
- [35] Y. Wang, T. Yin, L. Zhu, Sine-cosine wavelet operational matrix of fractional order integration and its applications in solving the fractional order
Riccati differential equations, Adv. Differ. Equ., (2017), 2017: 222.
- [36] A. Kilicman, Z. A. A. Al Zhour, Kronecker operational matrices for fractional calculus and some applications, Appl. Math. Comput., 187 (2007),
250–265.
- [37] S. K. Damarla, M. Kundu, Numerical solution of multi-order fractional differential equations using generalized triangular function operational matrices,
Appl. Math. Comput., 263 (2015), 189 – 203.
- [38] A. E. M. El-Mesiry, A. M. A. El-Sayed, H. A. A. El-Saka, Numerical methods for multi-term fractional (arbitrary) orders differential equations, Appl.
Math. Comput., 160 (2005), 683–699.
- [39] M. Seifollahi, A. S. Shamloo, Numerical solution of nonlinear multi-order fractional differential equations by operational matrix of Chebyshev
polynomials, World Appl. Program., 3 (2013), 85–92.
- [40] A. H. Bhrawy, M. M. Tharwat, M.A. Alghamdi, A new operational matrix of fractional integration for shifted Jacobi polynomials, Bull. Malays. Math.
Sci. Soc., 37 (2014), 983–995.