Article Info
Abstract
Article history:
Fractional calculus has been used to model physical and engineering processes that are found to be best described by fractional dierential equations. Therefore, a reliable and ecient technique as a solution is regarded.
This paper develops approximate solutions for boundary value problems of
dierential equations with non-integer order by using the Shannon wavelet
bases. Wavelet bases have dierent resolution capability for approximating
of dierent functions. Since for Shannon-type wavelets, the scaling function
and the mother wavelet are not necessarily absolutely integrable, the partial
sums of the wavelet series behave dierently and a more stringent condition,
such as bounded variation, is needed for convergence of Shannon wavelet
series. With nominate Shannon wavelet operational matrices of integration,
the solutions are approximated in the form of convergent series with easily
computable terms. Also, by applying collocation points the exact solutions
of fractional dierential equations can be achieved by well-known series solutions. Illustrative examples are presented to demonstrate the applicability
and validity of the wavelet base technique. To highlight the convergence,
the numerical experiments are solved for dierent values of bounded series
approximation.
Keywords:
Boundary value problems
Fractional dierential
equations
Shannon wavelet
Operational matrix
2000 MSC:
65L10
34A08
26A33
65T60
34
1. Introduction
The fractional calculus is a name for the theory of derivatives and integrals of arbitrary order
which unify and generalize the notions of integer-order dierentiation and n-fold integration [16].
During the last years, fractional calculus starts to attract much more attention of physicists and
mathematicians. In compare with integer order dierential equations, fractional dierential equations (FDEs) show many advantages over the simulation of natural physical process and dynamic
systems with more accurately. For example, the nonlinear oscillation of earthquake can be modeled with fractional derivatives [7], and the fluid dynamic models with fractional derivatives can
eliminate the deficiency arising from the assumption of continuum trac flow [8, 12]. Owing to
the increasing applications, a considerable attention has been given to exact and numerical solutions of FDEs.
Analytical solution of FDEs either does not exist or seems hard to find. Therefore, during the last
decades, several methods have been used to solve FDEs from numerical points of view, such as
Adomians decomposition method [5, 17, 23], variation iteration method [10, 13, 14, 15], homotopy perturbation method [9, 22], homotopy analysis method [6, 24], spectral methods [4, 19], and
other methods. In this paper, we apply the Shannon wavelets bases to approximation the solution
of various types of boundary value problems (BVPs) for FDEs.
Wavelet analysis is a relatively new area in mathematic research. It has numerous applications in
approximation theory and has been extensively used in the context of numerical approximation in
the relevant literature during the last two decades. By the way, mathematicians have employed various types of wavelets. Chen and Wu [2], used Haar wavelet method to solve a class of fractional
convection-diusion equations by variable coecients. In [20, 21], a CAS wavelet operational
matrix of fractional order integration has been derived and is used to solve Fredholm and Volterra
integro-dierential equations of fractional order. Motivated by the works mentioned above, we
derive a Shannon wavelet operational matrix of fractional order integration, and apply it to solve
BVPs for FDEs that as follows:
D y(t) = f (t, y(t), D y(t)),
0 t 1,
(1.1)
subject to the boundary conditions y(0) = y0 , y(1) = y1 , where , are positive fractional or integer
constants. The method reduces the fractional BVP to algebraic equations system.
The rest of the paper is organized as follows. In Section 2, we introduce some preliminaries of
the fractional calculus theory. In Section 3, some relevant properties of the Shannon wavelet bases
and function approximation by these bases are presented. Also, operational matrix of integration
for Shannon wavelet is obtained. Sections 4,5 are devoted to implementing the Shannon wavelet
technique with some numerical experiments.
I
This research was in part supported by a grant from IPM (No. 91650054), and in part by the Research Council of
Semnan University.
Corresponding author
Email addresses: knouri@semnan.ac.ir ( Kazem Nouri), n.bahrami89@yahoo.com (Nafiseh Bahrami
Siavashani)
35
(t )1 f ()d,
0 t a.
(2.1)
I f (t) =
() 0
Where , the order of integration is non-negative and for = 0, we set I 0 = I, the identity operator.
Also, (.) denotes the Gamma function.
Lemma 2.2. For , > 0, f C[0, ), the Riemann-Liouville fractional order integral has
following important properties:
I) I (I f (t)) = I + f (t),
II) I t =
( + 1) +
t .
( + + 1)
,
= m N,
dtm
t
D f (t) =
1
d
f ()
,
= m N,
dtm
t
D f (t) =
f (m) ()
1
(m ) 0 (t )m+1
(2.2)
(2.3)
as well as D0 = D0 = I.
Lemma 2.4. The Riemann-Liouville fractional derivative is the left inverse of the Riemann-Liouville
fractional integral of the same order i.e.
D (I ) f (t) = f (t).
Theorem 2.5. If m = ,
I) I (D f (t)) = f (t)
II) I (D f (t)) = f (t)
m1 ti1
limz0+ Dmi1 I m f (z),
i=0
( i)
]
m1 ti [ i
D
f
(t)
.
i=0
t=0
i!
36
sin(t)
, t , 0,
(t) = sinc(t) =
t
1,
t = 0.
Theorem 3.1 ([1]). The function (t) is a scaling function of a multiresolution analysis and the
corresponding mother wavelet is defined by
1
(t + ) = 2(2t) (t).
2
Theorem 3.2 ([1]). Let j, k be non-negative integers. Then the family
{ j,k (t) = 2 j/2 (2 j t k)}j,k=0 ,
is an orthonormal bases of L2 (R).
In above theorem, j, k are dilatation and translation parameters, respectively.
3.2. Function approximation
In this section we express the convergence of orthogonal wavelet series when the mother
wavelet is of Shannon-type. Also we show how to approximate a reasonable function with these
wavelet bases.
Theorem 3.3 ([1]). Let y(t) L2 (R) L1 (R), if y(t) is of bounded variation on every bounded
interval, then the wavelet series
y j (t) =
y, j,k j,k (t),
k
j=0 k=0
(3.1)
37
where c j,k = y(t), j,k (t). The series expansion y(t) is inclusive infinite terms and will be terminated with finite terms, that is
y(t) ym (t) =
m1
m1
(3.2)
j=0 k=0
In matrix form
y(t) CT (t),
(3.3)
i
,
m2 1
i = m j + k,
j, k = 0, 1, ..., m 1,
(3.4)
(3.5)
Eventually, for vector ym = [ym (t0 ), ym (t1 ), , ym (tm2 1 )], the Shannon coecients c j,k ; j, k =
0, 1, . . . , m 1 can be determined by
CT = ym 1
.
m2 m2
(3.6)
1
0.826993 0.413497 3.89817 1017
0.63662
0.212207 0.372702 0.521783
Our purpose is to derive the Shannon wavelet operational matrix of the fractional integration,
namely Pm2 m2 . For this point, we introduce the m2 -set of block-pulse functions on [0, 1) as follows
1
1
1,
j 2 t < ( j + 1) 2 ,
b j (t) =
m
m
0,
o.w.,
i , j,
0,
1
bi (t)b j (t)dt =
i = j.
2,
0
m
38
(3.8)
(3.9)
1
0
1
1
0
= ( 2)
m ( + 2)
. . . m2 1
. . . m2 2
. . . m2 3 ,
..
...
.
0 ...
1
1 2
1 1
0 1
..
.
0
(3.11)
(3.12)
(3.13)
For example, when m = 2, = 1.5 the Shannon wavelet operational matrix of integration is given
by
1.5
P44 =
0.049062
0.062126
0.048808
0.009804
39
0 t 1,
(4.1)
(4.2)
where 1 < 2, 0 1.
Now, we apply the integral operator I to both sides of Eq. (4.1). In view of the Theorem 2.5,
immediately obtain that
y(t) = I f (t, y(t), D y(t)) + c0 + c1 t.
(4.3)
By considering the boundary conditions (4.2), we find c0 , c1 . Then, by substituting c0 , c1 into
Eq. (4.3), we obtain
y(t) = I f (t, y(t), D y(t)) tI f (1, y(1), D y(1)) + t(y1 y0 ) + y0 .
(4.4)
We approximate the solution of above equation by relations (3.3) and (3.12). By this process we
achieve to a system of algebraic equations which by solving it, Shannon coecients and therefore
approximate solution of BVP (4.1), (4.2) is obtained.
4.2. Riemann-Liouville FDEs
Consider the BVP (4.1), (4.2) with Riemann-Liouville derivative type. In this case, by according to the Theorem 2.5 and apply the integral operator I to both sides of FDE, we obtain
y(t) = I f (t, y(t), D y(t)) + c0 t1 + c1 t2 .
(4.5)
(
)
c0 = y1 y0 I f 1, y(1), D y(1) ,
(4.6)
for 1 < < 2, we have the above relation with y0 = 0. Similar to subsection 4.1, by using these
relationships FDE of Riemann-Liouville type reduces to system of algebraic equations. Then, we
solve this system for obtain numerical solution of BVP.
5. Numerical experiments
In this section we give two examples for demonstrate the eciency of the Shannon wavelet
bases to approximate the solution of BVP for both types of FDEs.
Example 1. Consider the following BVP with Caputo derivative,
D y(t) = y(t) + h(t),
y(0) = 0,
y(1) = 1,
t [0, 1].
(5.1)
40
t
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
m=2
6.524 101
2.02808 101
1.6273 101
2.16207 101
1.37637 102
1.6848 101
1.07519 101
1.41586 101
2.76946 101
m=3
1.168 102
1.0218 102
1.14727 103
7.30182 103
1.8914 103
3.9868 103
9.78823 104
8.2192 104
2.96354 103
m=4
2.022447 102
4.79714 103
4.039 103
5.9573 103
4.24281 103
3.74331 103
5.93811 103
8.00243 103
6.34614 103
m=5
1.53841 103
3.34711 103
5.55269 103
8.0235 103
1.04288 102
1.22764 102
1.29417 102
1.16871 102
7.67873 103
3
2 t
2
where 1 < 2. For = and h(t) = t +
, the problem has exact solution y(t) = t2 . By
2
(1.5)
integration of order of Eq. (5.1) and incorporate boundary conditions, using the implementation
method described in subsection 4.1 results in the following integral representation
y(t) = I y(t) + tI y(1) + f (t),
(5.2)
where f (t) = I h(t) tI h(1) + t. Substituting (3.3), (3.12) into Eq. (5.2) and using of collocation
points, gives the following algebraic system
CT (t) = CT Pm2 m2 (t) + tCT Pm2 m2 (1) + f (t).
(5.3)
The numerical and exact solutions for m = 5 are shown in Fig. 1. Also, the absolute errors for
dierent values of m is shown in the Table 1.
Example 2. In this example, we consider the BVP for inhomogeneous linear FDE with RiemannLiouville derivative [18],
D y(t) + ay(t) = g(t),
y(0) = 0, y(1) =
t [0, 1].
1
,
( + 2)
(5.4)
41
Table 2: Absolute errors for m = 4 and = 1.2, 1.4, 1.6, 1.8, 2 of Example 2.
t
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
= 1.2
1.04608 104
1.30891 104
1.50119 104
1.67075 104
1.83896 104
1.94832 104
1.91477 104
1.65897 104
1.07803 104
= 1.4
2.81088 106
1.86078 105
3.11931 105
4.62302 105
6.76519 105
9.04528 105
1.06158 104
1.06068 104
7.77512 105
= 1.6
1.11985 105
3.81944 106
1.48163 106
9.52422 106
2.45552 105
4.34921 105
6.0055 105
6.71504 105
5.36694 105
= 1.8
8.9320 106
4.77092 106
2.88336 106
4.72392 107
9.14024 106
2.1600 105
3.38937 105
4.12024 105
3.51453 105
=2
5.75332 106
2.67848 106
1.94724 106
8.8283 107
3.61203 106
1.09074 105
1.87395 105
2.42607 105
2.18447 105
at+1
, the exact solution of the problem is y(t) =
( + 2)
t+1
. With respect to the subsection 4.2, for 1 < 2, since y(0) = 0 the unique integral
( + 2)
representation for Eq. (5.4) is given by
y(t) = aI y(t) + at1 I y(1) + f (t),
where f (t) = I g(t) t1 I g(1) +
Eq. (5.5) is
(5.5)
t1
. As well as, the corresponding algebraic system with
( + 2)
(5.6)
3
We solve (5.6) with a = , m = 4 and = 1.2, 1.4, 1.6, 1.8, 2, for calculate Shannon coecients
57
vector and finally to obtain numerical solution of BVP (5.4). The numerical results are shown in
Fig. 2 and Table 2 represents the absolute errors of this example.
Acknowledgements
The authors would like to thank the anonymous reviewers for their suggestions to improve the
quality of this work.
42
References
[1] J. J. Benedetto, P. J. S. G. Ferreira, Modern Sampling Theory, Springer Science and Business Media, New York,
2001.
[2] Y. M. Chen, Y. B. Wu, Wavelet method for a class of fractional convection-diusion equation with variable
coecients, J. Comput. Sci., 1 (2010), 146-149.
[3] K. Diethelm, The Analysis of Fractional Dierential Equations, Springer-Verlag, Berlin, 2010.
[4] V. J. Ervin, J.P. Roop, Variational formulation for the stationary fractional advection dispersion equation, Numer. Methods Partial Dierential Equations, 22 (2006), 558-576.
[5] V. D. Gejji, H. Jafari, Solving a multi-order fractional dierential equation, Appl. Math. Comput., 189 (2007)
541-548.
[6] I. Hashim, O. Abdulaziz, S. Momani, Homotopy analysis method for fractional IVPs, Commun. Nonlinear Sci.
Numer. Simul., 14 (2009), 674-684.
[7] J. He, Nonlinear oscillation with fractional derivative and its applications, International Conference on Vibrating Engineering, Dalian, China, (1998), 288-291.
[8] J. He, Some applications of nonlinear fractional dierential equations and their approximations, Bull. Sci.
Technol., 15 (1999), 86-90.
[9] S. Hosseinnia, A. Ranjbar, S. Momani, Using an enhanced homotopy perturbation method in fractional dierential equations via deforming the linear part, Comput. Math. Appl., 56 (2008), 3138-3149.
[10] M. Inc, The approximate and exact solutions of the space- and time-fractional Burgers equations with initial
conditions by variational iteration method, J. Math. Anal. Appl., 345 (2008), 476-484.
[11] A. Kilicman, Z.A.A. Al Zhour, Kronecker operational matrices for fractional calculus and some applications,
Appl. Math. Comput., 187 (2007), 250-265.
[12] K. Moaddy, S. Momani, I. Hashim, The non-standard finite dierence scheme for linear fractional PDEs in fluid
mechanics, Comput. Math. Appl., 61 (2011), 1209-1216.
[13] S. Momani, Z. Odibat, Analytical approach to linear fractional partial dierential equations arising in fluid
mechanics, Phys. Lett. A, 355 (2006), 271-279.
[14] Y. Nawaz, Variational iteration method and homotopy perturbation method for fourth-order fractional integrodierential equations, Comput. Math. Appl., 61 (2011), 2330-2341.
[15] Z. Odibat, S. Momani, The variational iteration method: an ecient scheme for handling fractional partial
dierential equations in fluid mechanics, Comput. Math. Appl., 58 (2009), 2199-2208.
[16] I. Podlubny, Fractional Dierential Equations, Academic Press, San Diego, 1999.
[17] S. S. Ray, K. S. Chaudhuri, R. K. Bera, Analytical approximate solution of nonlinear dynamic system containing
fractional derivative by modified decomposition method, Appl. Math. Comput., 182 (2006), 544-552.
[18] M. U. Rehman, R. A. Khan, A numerical method for solving boundary value problems for fractional dierential
equations, Applied Mathematical Modelling, 36 (2012), 894-907.
[19] A. Saadatmandi, M. Dehghan, A new operational matrix for solving fractional-order dierential equations,
Comput. Math. Appl., 59 (2010), 1326-1336.
[20] H. Saeedi, M. Mohseni Moghadam, Numerical solution of nonlinear Volterra integro-dierential equations of
arbitrary order by CAS wavelets, Appl. Math. Comput., 16 (2011), 1216-1226.
[21] H. Saeedi, M. Mohseni Moghadam, N. Mollahasani, G. N. Chuev, A CAS wavelet method for solving nonlinear
Fredholm integro-dierential equations of fractional order, Commun. Nonlinear Sci. Numer. Simul., 16 (2011),
1154-1163.
[22] N. H. Sweilam, M. M. Khader, R. F. Al-Bar, Numerical studies for a multi-order fractional dierential equation,
Phys. Lett. A, 371 (2007), 26-33.
[23] Q. Wang, Numerical solutions for fractional KdV-Burgers equation by Adomian decomposition method, Appl.
Math. Comput., 182 (2006), 1048-1055.
[24] M. Zurigat, S. Momani, A. Alawneh, Analytical approximate solutions of systems of fractional algebraicdierential equations by homotopy analysis method, Comput. Math. Appl., 59 (2010), 1227-1235.