Numerical solution of fractional partial differential equations by spectral methods

Fractional partial differential equations (FPDEs) have become essential tool for the modeling of physical models by using spectral methods. In the last few decades, spectral methods have been developed for the solution of time and space dimensional FPDEs. There are different types of spectral methods such as collocation methods, Tau methods and Galerkin methods. This research work focuses on the collocation and Tau methods to propose an efficient operational matrix methods via Genocchi polynomials and Legendre polynomials for the solution of two and three dimensional FPDEs. Moreover, in this study, Genocchi wavelet-like basis method and Genocchi polynomials based Ritz- Galerkin method have been derived to deal with FPDEs and variable- order FPDEs. The reason behind using the Genocchi polynomials is that, it helps to generate functional expansions with less degree and small coefficients values to derive the operational matrix of derivative with less computational complexity as compared to Chebyshev and Legendre Polynomials. The results have been compared with the existing methods such as Chebyshev wavelets method, Legendre wavelets method, Adomian decomposition method, Variational iteration method, Finite difference method and Finite element method. The numerical results have revealed that the proposed methods have provided the better results as compared to existing methods due to minimum computational complexity of derived operational matrices via Genocchi polynomials. Additionally, the significance of the proposed methods has been verified by finding the error bound, which shows that the proposed methods have provided better approximation values for under consideration FPDEs

A novel third kind Chebyshev wavelet collocation method for the numerical solution of stochastic fractional Volterra integro-differential equations

In the formulation of natural processes like emissions, population development, financial markets, and the mechanical systems, in which the past affect both the present and the future, Volterra integro-differential equations appear. Moreover, as many phenomena in the real world suffer from disturbances or random noise, it is normal and healthy for them to go from probabilistic models to stochastic models. This article introduces a new approach to solve stochastic fractional Volterra integro-differential equations based on the operational matrix method of Chebyshev wavelets of third kind and stochastic operational matrix of Chebyshev wavelets of third kind. Also, we have given the convergence and error analysis of the proposed method. A variety of numerical experiments are carried out to demonstrate our theoretical findings.Publisher's Versio

An Operational Matrix of Fractional Differentiation of the Second Kind of Chebyshev Polynomial for Solving Multiterm Variable Order Fractional Differential Equation

The multiterm fractional differential equation has a wide application in engineering problems. Therefore, we propose a method to solve multiterm variable order fractional differential equation based on the second kind of Chebyshev Polynomial. The main idea of this method is that we derive a kind of operational matrix of variable order fractional derivative for the second kind of Chebyshev Polynomial. With the operational matrices, the equation is transformed into the products of several dependent matrices, which can also be viewed as an algebraic system by making use of the collocation points. By solving the algebraic system, the numerical solution of original equation is acquired. Numerical examples show that only a small number of the second kinds of Chebyshev Polynomials are needed to obtain a satisfactory result, which demonstrates the validity of this method

New developments in Functional and Fractional Differential Equations and in Lie Symmetry

Delay, difference, functional, fractional, and partial differential equations have many applications in science and engineering. In this Special Issue, 29 experts co-authored 10 papers dealing with these subjects. A summary of the main points of these papers follows:Several oscillation conditions for a first-order linear differential equation with non-monotone delay are established in Oscillation Criteria for First Order Differential Equations with Non-Monotone Delays, whereas a sharp oscillation criterion using the notion of slowly varying functions is established in A Sharp Oscillation Criterion for a Linear Differential Equation with Variable Delay. The approximation of a linear autonomous differential equation with a small delay is considered in Approximation of a Linear Autonomous Differential Equation with Small Delay; the model of infection diseases by Marchuk is studied in Around the Model of Infection Disease: The Cauchy Matrix and Its Properties. Exact solutions to fractional-order Fokker–Planck equations are presented in New Exact Solutions and Conservation Laws to the Fractional-Order Fokker–Planck Equations, and a spectral collocation approach to solving a class of time-fractional stochastic heat equations driven by Brownian motion is constructed in A Collocation Approach for Solving Time-Fractional Stochastic Heat Equation Driven by an Additive Noise. A finite difference approximation method for a space fractional convection-diffusion model with variable coefficients is proposed in Finite Difference Approximation Method for a Space Fractional Convection–Diffusion Equation with Variable Coefficients; existence results for a nonlinear fractional difference equation with delay and impulses are established in On Nonlinear Fractional Difference Equation with Delay and Impulses. A complete Noether symmetry analysis of a generalized coupled Lane–Emden–Klein–Gordon–Fock system with central symmetry is provided in Oscillation Criteria for First Order Differential Equations with Non-Monotone Delays, and new soliton solutions of a fractional Jaulent soliton Miodek system via symmetry analysis are presented in New Soliton Solutions of Fractional Jaulent-Miodek System with Symmetry Analysis

On a multiwavelet spectral element method for integral equation of a generalized Cauchy problem

In this paper we deal with construction and analysis of a multiwavelet spectral element scheme for a generalized Cauchy type problem with Caputo fractional derivative. Numerical schemes for this type of problems, often suffer from the draw-back of spurious oscillations. A common remedy is to render the problem to an equivalent integral equation. For the generalized Cauchy type problem, a corresponding integral equation is of nonlinear Volterra type. In this paper we investigate wellposedness and convergence of a stabilizing multiwavelet scheme for a, one-dimensional case (in [a,\ua0b] or [0,\ua01]), of this problem. Based on multiwavelets, we construct an approximation procedure for the fractional integral operator that yields a linear system of equations with sparse coefficient matrix. In this setting, choosing an appropriate threshold, the number of non-zero coefficients in the system is substantially reduced. A severe obstacle in the convergence analysis is the lack of continuous derivatives in the vicinity of the inflow/ starting boundary point. We overcome this issue through separating a J (mesh)-dependent, small, neighborhood of a (or origin) from the interval, where we only take L2-norm. The estimate in this part relies on Chebyshev polynomials, viz. As reported by Richardson(Chebyshev interpolation for functions with endpoint singularities via exponential and double-exponential transforms, Oxford University, UK, 2012) and decreases, almost, exponentially by raising J. At the remaining part of the domain the solution is sufficiently regular to derive the desired optimal error bound. We construct such a modified scheme and analyze its wellposedness, efficiency and accuracy. The robustness of the proposed scheme is confirmed implementing numerical examples

Fast Spectral Collocation Method for Solving Nonlinear Time-Delayed Burgers-Type Equations with Positive Power Terms

Since the collocation method approximates ordinary differential equations, partial differential equations, and integral equations in physical space, it is very easy to implement and adapt to various problems, including variable coefficient and nonlinear differential equations. In this paper, we derive a Jacobi-Gauss-Lobatto collocation method (J-GL-C) to solve numerically nonlinear time-delayed Burgers-type equations. The proposed technique is implemented in two successive steps. In the first one, we apply nodes of the Jacobi-Gauss-Lobatto quadrature which depend upon the two general parameters , and the resulting equations together with the two-point boundary conditions constitute a system of ordinary differential equations (ODEs) in time. In the second step, the implicit Runge-Kutta method of fourth order is applied to solve a system of ODEs of second order in time. We present numerical results which illustrate the accuracy and flexibility of these algorithms

Shifted Jacobi spectral collocation method with convergence analysis for solving integro-differential equations and system of integro-differential equations

This article addresses the solution of multi-dimensional integro-differential equations (IDEs) by means of the spectral collocation method and taking the advantage of the properties of shifted Jacobi polynomials. The applicability and accuracy of the present technique have been examined by the given numerical examples in this paper. By means of these numerical examples, we ensure that the present technique is simple and very accurate. Furthermore, an error analysis is performed to verify the correctness and feasibility of the proposed method when solving IDE

Wavelet Methods for the Solutions of Partial and Fractional Differential Equations Arising in Physical Problems

The subject of fractional calculus has gained considerable popularity and importance during the past three decades or so, mainly due to its demonstrated applications in numerous seemingly diverse and widespread fields of science and engineering. It deals with derivatives and integrals of arbitrary orders. The fractional derivative has been occurring in many physical problems, such as frequency-dependent damping behavior of materials, motion of a large thin plate in a Newtonian fluid, creep and relaxation functions for viscoelastic materials, the PI D controller for the control of dynamical systems etc. Phenomena in electromagnetics, acoustics, viscoelasticity, electrochemistry, control theory, neutron point kinetic model, anomalous diffusion, Brownian motion, signal and image processing, fluid dynamics and material science are well described by differential equations of fractional order. Generally, nonlinear partial differential equations of fractional order are difficult to solve. So for the last few decades, a great deal of attention has been directed towards the solution (both exact and numerical) of these problems. The aim of this dissertation is to present an extensive study of different wavelet methods for obtaining numerical solutions of mathematical problems occurring in disciplines of science and engineering. This present work also provides a comprehensive foundation of different wavelet methods comprising Haar wavelet method, Legendre wavelet method, Legendre multi-wavelet methods, Chebyshev wavelet method, Hermite wavelet method and Petrov-Galerkin method. The intension is to examine the accuracy of various wavelet methods and their efficiency for solving nonlinear fractional differential equations. With the widespread applications of wavelet methods for solving difficult problems in diverse fields of science and engineering such as wave propagation, data compression, image processing, pattern recognition, computer graphics and in medical technology, these methods have been implemented to develop accurate and fast algorithms for solving integral, differential and integro-differential equations, especially those whose solutions are highly localized in position and scale. The main feature of wavelets is its ability to convert the given differential and integral equations to a system of linear or nonlinear algebraic equations, which can be solved by numerical methods. Therefore, our main focus in the present work is to analyze the application of wavelet based transform methods for solving the problem of fractional order partial differential equations. The introductory concept of wavelet, wavelet transform and multi-resolution analysis (MRA) have been discussed in the preliminary chapter. The basic idea of various analytical and numerical methods viz. Variational Iteration Method (VIM), Homotopy Perturbation Method (HPM), Homotopy Analysis Method (HAM), First Integral Method (FIM), Optimal Homotopy Asymptotic Method (OHAM), Haar Wavelet Method, Legendre Wavelet Method, Chebyshev Wavelet Method and Hermite Wavelet Method have been presented in chapter 1. In chapter 2, we have considered both analytical and numerical approach for solving some particular nonlinear partial differential equations like Burgers’ equation, modified Burgers’ equation, Huxley equation, Burgers-Huxley equation and modified KdV equation, which have a wide variety of applications in physical models. Variational Iteration Method and Haar wavelet Method are applied to obtain the analytical and numerical approximate solution of Huxley and Burgers-Huxley equations. Comparisons between analytical solution and numerical solution have been cited in tables and also graphically. The Haar wavelet method has also been applied to solve Burgers’, modified Burgers’, and modified KdV equations numerically. The results thus obtained are compared with exact solutions as well as solutions available in open literature. Error of collocation method has been presented in this chapter. Methods like Homotopy Perturbation Method (HPM) and Optimal Homotopy Asymptotic Method (OHAM) are very powerful and efficient techniques for solving nonlinear PDEs. Using these methods, many functional equations such as ordinary, partial differential equations and integral equations have been solved. We have implemented HPM and OHAM in chapter 3, in order to obtain the analytical approximate solutions of system of nonlinear partial differential equation viz. the Boussinesq-Burgers’ equations. Also, the Haar wavelet method has been applied to obtain the numerical solution of BoussinesqBurgers’ equations. Also, the convergence of HPM and OHAM has been discussed in this chapter. The mathematical modeling and simulation of systems and processes, based on the description of their properties in terms of fractional derivatives, naturally leads to differential equations of fractional order and the necessity to solve such equations. The mathematical preliminaries of fractional calculus, definitions and theorems have been presented in chapter 4. Next, in this chapter, the Haar wavelet method has been analyzed for solving fractional differential equations. The time-fractional Burgers-Fisher, generalized Fisher type equations, nonlinear time- and space-fractional Fokker-Planck equations have been solved by using two-dimensional Haar wavelet method. The obtained results are compared with the Optimal Homotopy Asymptotic Method (OHAM), the exact solutions and the results available in open literature. Comparison of obtained results with OHAM, Adomian Decomposition Method (ADM), VIM and Operational Tau Method (OTM) has been demonstrated in order to justify the accuracy and efficiency of the proposed schemes. The convergence of two-dimensional Haar wavelet technique has been provided at the end of this chapter. In chapter 5, the fractional differential equations such as KdV-Burger-Kuramoto (KBK) equation, seventh order KdV (sKdV) equation and Kaup-Kupershmidt (KK) equation have been solved by using two-dimensional Legendre wavelet and Legendre multi-wavelet methods. The main focus of this chapter is the application of two-dimensional Legendre wavelet technique for solving nonlinear fractional differential equations like timefractional KBK equation, time-fractional sKdV equation in order to demonstrate the efficiency and accuracy of the proposed wavelet method. Similarly in chapter 6, twodimensional Chebyshev wavelet method has been implemented to obtain the numerical solutions of the time-fractional Sawada-Kotera equation, fractional order Camassa-Holm equation and Riesz space-fractional sine-Gordon equations. The convergence analysis has been done for these wavelet methods. In chapter 7, the solitary wave solution of fractional modified Fornberg-Whitham equation has been attained by using first integral method and also the approximate solutions obtained by optimal homotopy asymptotic method (OHAM) are compared with the exact solutions acquired by first integral method. Also, the Hermite wavelet method has been implemented to obtain approximate solutions of fractional modified Fornberg-Whitham equation. The Hermite wavelet method is implemented to system of nonlinear fractional differential equations viz. the fractional Jaulent-Miodek equations. Convergence of this wavelet methods has been discussed in this chapter. Chapter 8 emphasizes on the application of Petrov-Galerkin method for solving the fractional differential equations such as the fractional KdV-Burgers’ (KdVB) equation and the fractional Sharma-TassoOlver equation with a view to exhibit the capabilities of this method in handling nonlinear equation. The main objective of this chapter is to establish the efficiency and accuracy of Petrov-Galerkin method in solving fractional differential equtaions numerically by implementing a linear hat function as the trial function and a quintic B-spline function as the test function. Various wavelet methods have been successfully employed to numerous partial and fractional differential equations in order to demonstrate the validity and accuracy of these procedures. Analyzing the numerical results, it can be concluded that the wavelet methods provide worthy numerical solutions for both classical and fractional order partial differential equations. Finally, it is worthwhile to mention that the proposed wavelet methods are promising and powerful methods for solving fractional differential equations in mathematical physics. This work also aimed at, to make this subject popular and acceptable to engineering and science community to appreciate the universe of wonderful mathematics, which is in between classical integer order differentiation and integration, which till now is not much acknowledged, and is hidden from scientists and engineers. Therefore, our goal is to encourage the reader to appreciate the beauty as well as the usefulness of these numerical wavelet based techniques in the study of nonlinear physical system

Numerical approximations of fractional differential equations: a Chebyshev pseudo-spectral approach.

Doctoral Degree. University of KwaZulu-Natal, Pietermaritzburg.This study lies at the interface of fractional calculus and numerical methods. Recent studies suggest that fractional differential and integral operators are well suited to model physical phenomena with intrinsic memory retention and anomalous behaviour. The global property of fractional operators presents difficulties in fnding either closed-form solutions or accurate numerical solutions to fractional differential equations. In rare cases, when analytical solutions are available, they often exist only in terms of complex integrals and special functions, or as infinite series. Similarly, obtaining an accurate numerical solution to arbitrary order differential equation is often computationally demanding. Fractional operators are non-local, and so it is practicable that when approximating fractional operators, non-local methods should be preferred. One such non-local method is the spectral method. In this thesis, we solve problems that arise in the ow of non-Newtonian fluids modelled with fractional differential operators. The recurrent theme in this thesis is the development, testing and presentation of tractable, accurate and computationally efficient numerical schemes for various classes of fractional differential equations. The numerical schemes are built around the pseudo{spectral collocation method and shifted Chebyshev polynomials of the first kind. The literature shows that pseudo-spectral methods converge geometrically, are accurate and computationally efficient. The objective of this thesis is to show, among other results, that these features are true when the method is applied to a variety of fractional differential equations. A survey of the literature shows that many studies in which pseudo-spectral methods are used to numerically approximate the solutions of fractional differential equations often to do this by expanding the solution in terms of certain orthogonal polynomials and then simultaneously solving for the coefficients of expansion. In this study, however, the orthogonality condition of the Chebyshev polynomials of the first kind and the Chebyshev-Gauss-Lobatto quadrature are used to numerically find the coefficients of the series expansions. This approach is then applied to solve various fractional differential equations, which include, but are not limited to time{space fractional differential equations, two{sided fractional differential equations and distributed order differential equations. A theoretical framework is provided for the convergence of the numerical schemes of each of the aforementioned classes of fractional differential equations. The overall results, which include theoretical analysis and numerical simulations, demonstrate that the numerical method performs well in comparison to existing studies and is appropriate for any class of arbitrary order differential equations. The schemes are easy to implement and computationally efficient