A fractional spline collocation-Galerkin method for the time-fractional diffusion equation

The aim of this paper is to numerically solve a diffusion differential problem having time derivative of fractional order. To this end we propose a collocation-Galerkin method that uses the fractional splines as approximating functions. The main advantage is in that the derivatives of integer and fractional order of the fractional splines can be expressed in a closed form that involves just the generalized finite difference operator. This allows us to construct an accurate and efficient numerical method. Several numerical tests showing the effectiveness of the proposed method are presented.Comment: 15 page

A fractional B-spline collocation method for the numerical solution of fractional predator-prey models

We present a collocation method based on fractional B-splines for the solution of fractional differential problems. The key-idea is to use the space generated by the fractional B-splines, i.e., piecewise polynomials of noninteger degree, as approximating space. Then, in the collocation step the fractional derivative of the approximating function is approximated accurately and efficiently by an exact differentiation rule that involves the generalized finite difference operator. To show the effectiveness of the method for the solution of nonlinear dynamical systems of fractional order, we solved the fractional Lotka-Volterra model and a fractional predator-pray model with variable coefficients. The numerical tests show that the method we proposed is accurate while keeping a low computational cost

High‐order ADI orthogonal spline collocation method for a new 2D fractional integro‐differential problem

This is the peer reviewed version of the following article: Qiao L, Xu D, Yan Y. (2020). High-order ADI orthogonal spline collocation method for a new 2D fractional integro-differential problem. Mathematical Methods in the Applied Sciences, 1-17., which has been published in final form at https://doi.org/10.1002/mma.6258. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions.We use the generalized L1 approximation for the Caputo fractional deriva-tive, the second-order fractional quadrature rule approximation for the inte-gral term, and a classical Crank-Nicolson alternating direction implicit (ADI)scheme for the time discretization of a new two-dimensional (2D) fractionalintegro-differential equation, in combination with a space discretization by anarbitrary-order orthogonal spline collocation (OSC) method. The stability of aCrank-Nicolson ADI OSC scheme is rigourously established, and error estimateis also derived. Finally, some numerical tests are give

Murruliste tuletistega diferentsiaalvõrrandite ligikaudne lahendamine

Murrulised tuletised (s.t. tuletised, mille järk ei ole täisarv) on pakkunud huvi juba alates ajast, millal I. Newton ja G. W. Leibniz rajasid matemaatilise analüüsi aluseks oleva diferentsiaal- ja integraalarvutuse. Kaua aega käsitleti murruliste tuletistega seotud küsimusi vaid teoreetilisest vaatepunktist, sest ei olnud näha, millised võiksid olla murruliste tuletiste rakendusvõimalused. Viimastel aastakümnetel on aga leitud, et murrulisi tuletisi sisaldavad diferentsiaalvõrrandid kirjeldavad mitmesuguste materjalide ja protsesside käitumist paremini kui täisarvulist järku tuletistega diferentsiaalvõrrandid. Kuna murruliste tuletistega diferentsiaalvõrrandite täpse lahendi leidmine ei ole enamasti võimalik, peame nende lahendeid leidma ligikaudselt. See nõuab spetsiaalsete meetodite väljatöötamist, sest murruliste tuletistega diferentsiaalvõrrandite korral ei ole reeglina rakendatavad täisarvuliste tuletistega diferentsiaalvõrrandite vallast tuntud tulemused. Käesolevas väitekirjas uuritakse murruliste tuletistega diferentsiaalvõrrandi lahendi siledust ja saadud informatsiooni alusel töötatakse välja kõrget järku täpsusega lahendusalgoritmid niisuguste võrrandite ligikaudseks lahendamiseks. Saadud teoreetilisi tulemusi kontrollitakse arvukate numbriliste eksperimentidega mitmesugustel testvõrranditel.The concept of a fractional derivative can be traced back to the end of the seventeenth century, the time when Newton and Leibniz developed the foundations of differential and integral calculus. Despite this, for a long time, considerations regarding fractional derivatives were purely theoretical treatments for which there were no serious practical applications. It is only during the last decades that there has been a spectacular increase of studies regarding fractional derivatives and differential equations with such derivatives, mainly because of new applications of fractional derivatives in several fields of applied science. However, when working with problems stemming from real-world applications, it is only rarely possible to find the exact solution of a given fractional differential equation, and even if such an analytic solution is available, it is typically too complicated to be used in practice. Therefore numerical methods specialized for solving fractional differential equations are required. In the present thesis the regularity properties of the exact solutions of a wide class of fractional differential and integro-differential equations are investigated. Based on the obtained regularity properties, the numerical solution of the problem is discussed, the convergence of proposed algorithms is proven and their global convergence estimates are derived. The obtained theoretical results are supported by many numerical experiments with various test problems.https://www.ester.ee/record=b529526

An Approximated Solutions for nth Order Linear Delay Integro-Differential Equations of Convolution Type Using B-Spline Functions and Weddle Method

The paper is devoted to solve nth order linear delay integro-differential equations of convolution type (DIDE's-CT) using collocation method with the aid of B-spline functions. A new algorithm with the aid of Matlab language is derived to treat numerically three types (retarded, neutral and mixed) of nth order linear DIDE's-CT using B-spline functions and Weddle rule for calculating the required integrals for these equations. Comparison between approximated and exact results has been given in test examples with suitable graphing for every example for solving three types of linear DIDE's-CT of different orders for conciliated the accuracy of the results of the proposed method

Collocation Method using Compactly Supported Radial Basis Function for Solving Volterra's Population Model

In this paper, indirect collocation approach based on compactly supported radial basis function is applied for solving Volterras population model. The method reduces the solution of this problem to the solution of a system of algebraic equations. Volterras model is a non-linear integro-differential equation where the integral term represents the effect of toxin. To solve the problem, we use the well-known CSRBF: Wendland3,5. Numerical results and residual norm 2 show good accuracy and rate of convergence.Comment: 8 pages , 1 figure. arXiv admin note: text overlap with arXiv:1008.233

Central part interpolation schemes for a class of fractional initial value problems

We consider an initial value problem for linear fractional integro-differential equations with weakly singular kernels. Using an integral equation reformulation of the underlying problem, a collocation method based on the central part interpolation by continuous piecewise polynomials on the uniform grid is constructed and analysed. Optimal convergence order of the proposed method is established and confirmed by numerical experiments

Piecewise polynomial collocation for linear boundary value problems of fractional differential equations

AbstractWe consider a class of boundary value problems for linear multi-term fractional differential equations which involve Caputo-type fractional derivatives. Using an integral equation reformulation of the boundary value problem, some regularity properties of the exact solution are derived. Based on these properties, the numerical solution of boundary value problems by piecewise polynomial collocation methods is discussed. In particular, we study the attainable order of convergence of proposed algorithms and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by two numerical examples

Numerical Approximate Methods for Solving Linear and Nonlinear Integral Equations

Integral equation has been one of the essential tools for various area of applied mathematics. In this work, we employed different numerical methods for solving both linear and nonlinear Fredholm integral equations. A goal is to categorize the selected methods and assess their accuracy and efficiency. We discuss challenges faced by researchers in this field, and we emphasize the importance of interdisciplinary effort for advancing the study on numerical methods for solving integral equations. Integral equations can be viewed as equations which are results of transformation of points in a given vector spaces of integrable functions by the use of certain specific integral operators to points in the same space. If, in particular, one is concerned with function spaces spanned by polynomials for which the kernel of the corresponding transforming integral operator is separable being comprised of polynomial functions only, then several approximate methods of solution of integral equations can be developed. This work, specially, deals with the development of different wavelet methods for solving integral and intgro-differential equations. Wavelets theory is a relatively new and emerging area in mathematical research. It has been applied in a wide range of engineering disciplines; particularly, wavelets are very successfully used in signal analysis for waveform representations and segmentations, time frequency analysis, and fast algorithms for easy implementation. Wavelets permit the accurate representation of a variety of functions and operators. Moreover, wavelets establish a connection with fast numerical algorithms. Wavelets can be separated into two distinct types, orthogonal and semi-orthogonal. The preliminary concept of integral equations and wavelets are first presented in Chapter 1. Classification of integral equations, construction of wavelets and multi-resolution analysis (MRA) have been briefly discussed and provided in this chapter. In Chapter 2, different wavelet methods are constructed and function approximation by these methods with convergence analysis have been presented. In Chapter 3, linear semi-orthogonal compactly supported B-spline wavelets together with their dual wavelets have been applied to approximate the solutions of Fredholm integral equations (both linear and nonlinear) of the second kind and their systems. Properties of these wavelets are first presented; these properties are then utilized to reduce the computation of integral equations to some algebraic equations. Convergence analysis of B-spline method has been discussed in this chapter. Again, in Chapter 4, system of nonlinear Fredholm integral equations have been solved by using hybrid Legendre Block-Pulse functions and xiii Bernstein collocation method. In Chapter 5, two practical problems arising from chemical phenomenon, have been modeled as Fredholm- Hammerstein integral equations and solved numerically by different numerical techniques. First, COSMO-RS model has been solved by Bernstein collocation method, Haar wavelet method and Sinc collocation method. Second, Hammerstein integral equation arising from chemical reactor theory has been solved by B-spline wavelet method. Comparison of results have been demonstrated through illustrative examples. In Chapter 6, Legendre wavelet method and Bernoulli wavelet method have been developed to solve system of integro-differential equations. Legendre wavelets along with their operational matrices are developed to approximate the solutions of system of nonlinear Volterra integro-differential equations. Also, nonlinear Volterra weakly singular integro-differential equations system has been solved by Bernoulli wavelet method. The properties of these wavelets are used to reduce the system of integral equations to a system of algebraic equations which can be solved numerically by Newton's method. Rigorous convergence analysis has been done for these wavelet methods. Illustrative examples have been included to demonstrate the validity and applicability of the proposed techniques. In Chapter 7, we have solved the second order Lane-Emden type singular differential equation. First, the second order differential equation is transformed into integro-differential equation and then solved by Legendre multi-wavelet method and Chebyshev wavelet method. Convergence of these wavelet methods have been discussed in this chapter. In Chapter 8, we have developed a efficient collocation technique called Legendre spectral collocation method to solve the Fredholm integro-differential-difference equations with variable coefficients and system of two nonlinear integro-differential equations which arise in biological model. The proposed method is based on the Gauss-Legendre points with the basis functions of Lagrange polynomials. The present method reduces this model to a system of nonlinear algebraic equations and again this algebraic system has been solved numerically by Newton's method. The study of fuzzy integral equations and fuzzy differential equations is an emerging area of research for many authors. In Chapter 9, we have proposed some numerical techniques for solving fuzzy integral equations and fuzzy integro-differential equations. Fundamentals of fuzzy calculus have been discussed in this chapter. Nonlinear fuzzy Hammerstein integral equation has been solved by Bernstein polynomials and Legendre wavelets, and then compared with homotopy analysis method. We have solved nonlinear fuzzy Hammerstein Volterra integral equations with constant delay by Bernoulli wavelet method and then compared with B-spline wavelet method. Finally, fuzzy integro-differential equation has been solved by Legendre wavelet method and compared with homotopy analysis method. In fuzzy case, we have applied two-dimensional numerical methods which are discussed in chapter 2. Convergence analysis and error estimate have been also provided for Bernoulli wavelet method. xiv The study of fractional calculus, fractional differential equations and fractional integral equations has a great importance in the field of science and engineering. Most of the physical phenomenon can be best modeled by using fractional calculus. Applications of fractional differential equations and fractional integral equations create a wide area of research for many researchers. This motivates to work on fractional integral equations, which results in the form of Chapter 10. First, the preliminary definitions and theorems of fractional calculus have been presented in this chapter. The nonlinear fractional mixed Volterra-Fredholm integro-differential equations along with mixed boundary conditions have been solved by Legendre wavelet method. A numerical scheme has been developed by using Petrov-Galerkin method where the trial and test functions are Legendre wavelets basis functions. Also, this method has been applied to solve fractional Volterra integro-differential equations. Uniqueness and existence of the problem have been discussed and the error estimate of the proposed method has been presented in this work. Sinc Galerkin method is developed to approximate the solution of fractional Volterra-Fredholm integro-differential equations with weakly singular kernels. The proposed method is based on the Sinc function approximation. Uniqueness and existence of the problem have been discussed and the error analysis of the proposed method have been presented in this chapte