Numerical solution for multi-term fractional orders differential equations by spline functions
Adel A.S.Al-Marashi Department of mathematics Education faculty Rada'a Thamar University Yemen adelalmarashi@yahoo.com
Abstract In this work anew method for the numerical solution of initial value problem for multiterm fractional orders differential equations with constant coefficients is presented .Fractional derivatives defined in the Riemann-Liouvill sense is considered. This method essentially uses the definitions and properties of different order of splines polynomials.Moreovere anew formula for the Fractional derivatives of these splines functions are given.Numerical examples are presented. Special attention is given to comparison of the numerical results obtained by the new method with those found by other methods. Key words: Fractional derivatives equations , multi-term fractional, spline function 1 Introduction
The use of fractional orders differential and integral operators in mathematical models has become increasingly widespread in recent years [5] .Several forms of fractional differential equations have been proposed in standard models , and there has been significant interest in developing numerical schemes for there solution [2], [3] . However much of the work published to date has been concerned with linear single term equations and of these equations of order less than unity have been mast often investigated [7 ] Numerical methods for the solution of linear functional differential equations involving only fractional delivative are well established [7] ,[9] In [6] Luchko and Diethelm discussed a new algorithm for the numerical solution of initial value problems for general linear multi term differential equations of fractional order with constant coefficients and fractional derivatives in the caputo sense .In [3] Ford et al. showed how the numerical approximation of the solution of a linear multi-term fractional.In [1] El-Sayed et al .gave a numerical solution for multi-term fractional orders differential equations and prove the
existence and uniqueness.In [4] Diethelm.K,GSN,and Luchko.Y .gave a numerical solution of linear multi-term initial value problems of fractional order . In [11] Salih.M.Harithe. used Linear programming method to find numerical solution of fractional differential equations.In this work we will finding new method to find the numerical solution for fractional differential equations in form (1) by use spline functions. Consider the following form of linear fractional differential equations with constant coefficients m d ju ( x) 1 c j dx j = g ( x ) , 1 > 2 > ... > m , x [ a , b ] j=
whith certain initial condition u (a ) = c ( 1 ) and cj , j= 1,2, , m are constants j is fraction . [1] take R + but (one value fractional) ,we focus on providing a numerical solution to the equation (1) by the form u ( xi ) = S ( xi ) ,i = 1,2,.,n where S(x) is a spline function .Now we give the definition and some properties of the fractional order differential and integral operators.
Definition 1.1. Let f (t ) l1 f(t) of order is defined by
I a f (t ) =
(t s ) 1 f ( s )ds ( )
I a f (t ) = I 0 f (t ) = f (t ) * (t ) where
=
t 1 ( ) for t > 0
(t ) = 0
for
t<0
and
(t )
as
(0,1] of the
absolutely continuous
d g (t ) t [ a , b] a dt Definition 1.3. Riemann- Liouvill definition of th order fractional derivative of f with respect to
x is :
i) D x a f ( x ) =
xt
n ii) Dxa f ( x) = d n [
Generally impose a subdivision of the interval [a,b] such that a = x 0 < x1 < x 2 < ... < x n = b and use a linear polynomial on each subinterval [ xi , xi +1 ] , i= i=0,1,2,3,,n-1 let x i = x i +1 x i then
=
max
1 i n 1
(2)
to the subdivision , the contusing assumption of (2 ) is that K th derivative of S is continuous everywhere on [a , b]and Pm is the set of all polynomial of degree m we take the distance between the points xi are equals
S 1 ( x) =
( xi +1 x) Si1 + ( x xi ) Si +1 h
where h = xi +1 xi
, i = 0,1,.....n 1
(3)
ii) Quadratic spline function S2(x) S 2 ( x) = (1 ( x xi ) 2 2 ( x xi ) 2 2 ( x xi )( xi +1 x) dSi2 ) Si + ) S i +1 + ) h h h dx , dSi2 = Si2+1 Si2 h (4)
x xi 2 x xi 3 3 x xi 2 x xi 3 3 ) + 2( ) Si + [3( ) 2( ) ]Si +1 h h h h xi +1 x 2 dSi3 x xi 2 dSi3+1 + ( x xi )( + ( x xi )( ) ) h dx h dx 3 3 3 3 dS i +1 dS i dS i 1 dS 0 =2 , i = 1,2,..., n 1 and is a small arbitrary Where dx dx dx dx S 3 ( x) = [(1 3(
,cubic )functions With respect to x is define by
(5)
Proposition 2.1. The fractional derivative of th order derivative of spline (linear, quadratic
x [ S ir ( + 1) xi +1 x) + S ir+1 ( x ( + 1) xi )] h( + 2) , r = 1,2,3 where m 1 < < m proof : if r = 1 , linear spline function x) 1 x x xi +1 ) S i + Dx ( ) S i1+1 Dx S 1 ( x) = Dx ( i +1 h h x) x x xi +1 ) + S i1+1 Dx ( ) = S i Dx ( i +1 h h m! sin ce Dx x m = x + m for all m = 0,1,2 ( + m + 1)
D x S r ( x) =
S i1 x x +1 ] = [ xi +1 h ( + 1) ( + 2) S i1+1 x +1 x [ ] + xi h ( + 2) ( + 1) x [ S i1 ( + 1) xi +1 x) + S i1+1 ( x ( + 1) xi )] = h( + 2)
If r = 2 ,Qudratic spline
D x S 2 ( x ) = D x [ Ai ( x ) S i2 + Bi ( x ) S i2+1 + C i ( x )
dS i2 ] where dx
dS i2 S i2+1 S i2 = dx h
D x S 2 ( x ) = S i2 D x [1 (
x xi 2 ( x xi ) ( xi + 1 x ) x xi 2 ( x xi ) ( xi + 1 x ) ) ] + S i2+ 1 D x [( ) ] h h2 h h2 S2 S2 = i D x ( xi + 1 x ) + i + 1 ( x xi ) h h
S i2 S i2+ 1 x x +1 x +1 x D x S (x) = xi [ x i +1 ]+ [ ] h ( + 1) ( + 2 ) h ( + 2 ) ( + 1)
x [ S i2 (( + 1) x i + 1 x ) + S i2+ 1 ( x ( + 1) x i ] h ( + 2 )
If r = 3 ,cubic spline
D x S 3 ( x ) = D x [ Ai ( x ) S i3 + B i ( x ) S i3+ 1 + C i ( x )
where
3 3 i
dS i3 S 3 S i3 = i +1 dx h
x xi 3 x xi 3 ( x xi ) ( xi + 1 x ) 2 ( x xi + 1 ) ( x xi ) 2 D x S ( x ) = S D x [1 3( ) + 2( ) ] h h h3 h3 x xi 2 x xi 3 ( x xi ) ( xi + 1 x ) 2 ( x xi + 1 ) ( x xi ) 2 ) 2( ) + ] + S i3+ 1 D x [ 3( + h h h3 h3 S3 S3 = i D x ( xi + 1 x ) + i + 1 ( x xi ) h h
Dx S 3(x) =
S i3 x x +1 S3 x +1 x xi [ xi +1 ] + i +1 [ ] ( + 1) ( + 2 ) ( + 1) h h ( + 2 ) x [ S i3 (( + 1) x i + 1 x ) + S i3+ 1 ( x ( + 1) x i ] h ( + 2 )
Therefore
D x S r ( x) =
x [ s ir ((1 ) x i +1 x ) + s ir+1 ( x (1 ) x i )] h ( + 2 )
( 6)
j =1
cj
, j 0 by splines function
1
d
j
j=1
s dx
j
= g (x) ,
>
, r = 1 , 2 ,3
j =1
cj
x j [ s ir (( 1 j ) x i + 1 x ) + s ir+ 1 ( x (1 j ) x i )] = g ( x ) , i = 1, 2 ,..., n h (2 j )
j =1
x j cj ( x (1 j ) x i ) s ir+ 1 = g ( x ) h (2 j )
m
j =1
m
x j cj (( 1 j ) x i + 1 x ) s ir h (2 j )
x j Let A = c j ( x (1 j ) x i ) and B = h (2 j ) j =1
x j 1 c j h ( 2 ) s ir ((1 j ) xi +1 x ) j= j
S ir+1 = ( g ( x ) BS ir ) / A
where S ir+1 = S r ( xi +1 ) u ( xi +1 )
(7)
m 1 j =1
cj
m 1
d
j
j =1
S 1(x) + cm S 1( x) = g ( x) , 1 > j dx
j
m 1
Form ( 3 ) and ( 6 )
x j 1 c j h ( 2 ) [ s i1 ((1 j ) xi + 1 x ) + si1+ 1 ( x (1 j ) xi )] j= j +
[ c j
j =1 m 1
m 1
cm c ( x i + 1 x ) S 1i + m ( x x i ) S 1i + 1 = g ( x ) , i = 1, 2 ,..., n h h
x j c ( x (1 j ) x i ) + m ( x x i ) ] S i1+ 1 = g ( x ) h (2 j ) h [ c j
j =1 m 1
x j c ((1 j ) x i + 1 x ) + m ( x i + 1 x ) ] S i1 , i = 1, 2 ,..., n h (2 j ) h
S i1+1 = ( g ( x ) BS i1 ) / A where A =
cj
j =1
m 1
x j c ( x (1 j ) xi ) + m ( x xi ) h ( 2 j ) h
and B = c j
j =1
m 1
x j c (( 1 j ) x i + 1 x ) + m ( x i + 1 x ) h (2 j ) h
m 1 j =1
cj
S 2 (x) + cm S 2 ( x) = g ( x) , 1 > j dx
j
m 1
Form ( 4 ) and ( 6 )
+ cm
[ c j
j =1 m 1
( x xi ) 2 2 ( x xi )( xi +1 x ) 2 S i +1 + ( S i +1 S i2 ) = g ( x ) , i = 1, 2,..., n h h
x j ( x x i )( x i + 1 x ) ( x xi ) 2 ( x (1 j ) x i ) + + cm ] S i2+ 1 = g ( x ) h (2 j ) h h
[ c j
j =1 m 1
( x x i ) 2 ( x x i )( x i + 1 x ) 2 x j (( 1 j ) x i + 1 x ) + c m (1 ]S i + h (2 j ) h h
S i2+1 = ( g ( x ) BS i2 ) / A where A =
m 1 j =1
cj
( x x i )( x i +1 x ) ( x xi ) 2 x j ( x (1 j ) x i ) + + cm h (2 j ) h h
and
B =
cj
j =1
m 1
x j ( x x i ) 2 ( x x i )( x i +1 x ) ((1 j ) x i +1 x ) + c m (1 + h (2 j ) h h
(8)
m 1
d
j
j =1
S 3(x) + cm S 3 ( x) = g ( x) , 1 > j dx
j
m 1
Form ( 5 ) and ( 6 )
+ cm [3
[ c j
j =1 m 1
( x xi ) 2 ( x xi )3 2 ( x xi ) 2 dSi3+1 2 ]Si+1 + cm = g ( x) h2 h3 h dx
, i = 1,2,..., n
( x xi ) 2 ( x xi )3 x j ( x (1 j ) x i ) + c m ( 3 2 ) ] S i2+ 1 = g ( x ) 2 h h3 h (2 j )
[ c j
j =1
m 1
( x xi ) 2 ( x xi )3 x j (( 1 j ) x i + 1 x ) + c m [1 3 ] S i3 +2 h (2 j ) h2 h3 , i = 1, 2 ,..., n
cm
( x x i )( x i + 1 x ) 2 dS i3 ( x x i ) 2 dS i3+ 1 cm h dx h dx
m1 j =1
( x xi ) 2 ( x xi )3 ( x xi ) 2 dSi3+1 x j ( x (1 j ) xi ) + cm (3 2 ) , E = cm 2 3 h(2 j ) h dx h h
B = cj
j =1
m1
, r = 1, 2 , 3 j = 1 , 2 ,..., m S
r i +1
0,
, i = 1 , 2 ,......., n
, r = 1, 2 ,3 ,r = 1 ,r = 2 ,r = 3
Evaluate
j
( 7 )
0, 0, 0,
j = 1 , 2 ,..., m 1 and S i1+ 1 S i2+ 1 S i3+ 1 betoween ( 8 ) j = 1 , 2 ,..., m 1 and (9 ) j = 1 , 2 ,..., m 1 and ( 10
r i +1
= 0 = 0 = 0
Evaluate
j
Evaluate
j
) least sequare
u i + 1 | by
Numerical examples
In this section we give some examples of numerical solution of problem(1) by means of the approximation described in sections (2-3) .To better analyze the numerical results we have chosen those problems which have analytical solutions of simple type .The results are compared to results obtained by Salih.M.Harithe [11] and Diethelm.K,GSN,and Luchko. [4 ] In the following tables (1-5) we give the approximation errors at x = 0.1,1,0.1
Example (1):
1/ 2 u (x) + u (x) = 0 Consider the nonlinear equation D
2
i= 0
ci
u(x)
dx
= g (x)
1 2
,1 = 0 , 2 = 0
with the initial condition being u(0) = 1 such that the analytical solution is
0<x<1 Here we found the following results xi u ( x) = e (erf x + 1) 1.4867 1.7990 2.1077 2.4300 2.7742 3.1462 3.5508 3.9928 4.4771 5.0089
x
u ( x ) = e x ( erf
x + 1) ,
Table (1) Error/L.spline 0.0390 0.0804 0.1134 0.1451 0.1775 0.2115 0.2478 0.2670 0.3297 0.3783 0.5124
Error/Q.spline
Error/C.spline
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 L.S.E
0.0268 0.0407 0.0505 0.0602 0.0704 0.0813 0.0931 0.1059 0.1198 0.1352 0.0726
0.000117 0.000154 0.000189 0.000209 0.000240 0.000275 0.000317 0.000374 0.000469 0.000663 0.00000115
Example(2):
/ (5 / 2 ) Consider the nonlinear equation D u ( x ) + u ( x ) = x + 2 x with the initial condition being u(0)=0 such that the analytical solution is u(x)=x2 0<x<1 .Here we found the following results
1/ 2 2 2/3
xi 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 L.S.E
Error/C.spline 0.00002 0.00004 0.00010 0.00022 0.00043 0.00091 0.00205 0.00510 0.01351 0.03722 0.00156 4 1/2 Example (3): Consider the nonlinear equation D u ( x ) + u ( x ) =
u(x)= x 0.01 0.04 0.09 0.16 0.25 0.36 0.49 0.64 0.81 1.00
Table (2) Error/L.spline Error/Q.spline 0.0026 0.00001 0.0031 0.00005 0.0018 0.00011 0.0009 0.00019 0.0052 0.00029 0.0109 0.00041 0.0179 0.00056 0.0261 0.00073 0.0355 0.00092 0.0460 0.00113 0.00456 0.000003
+4
with the initial condition being u(0)=4 such that the analytical solution is u(x)=4 0<x<1 .Here we found the following results Table (3) u(x)= 4 Error/L.spline Error/Q.spline Error/C.spline xi 0.1 4.0000 0.0000 0.22899 0.07117 0.2 4.0000 0.0000 0.04725 0.05727 0.3 4.0000 0.0000 0.00078 0.05244 0.4 4.0000 0.0000 0.02327 0.04962 0.5 4.0000 0.0000 0.03814 0.04684 0.6 4.0000 0.0000 0.04841 0.04215 0.7 4.0000 0.0000 0.05600 0.03109 0.8 4.0000 0.0000 0.06189 0.00140 0.9 4.0000 0.0000 0.06661 0.0817 1 4.0000 0.0000 0.07051 0.13817 L.S.E 0.0000 0.07549 0.12641
4 x3/2 D u(x) + D u ( x ) + 2u ( x ) = +6 + 3 x being u(0)=2 such that the analytical solution is u(x)=2+x Table (4) u(x)=2+x Error/L.spline Error/Q.spline xi 0.1 2.1 0.0000 0.04493 0.2 2.2 0.0000 0.04752 0.3 2.3 0.0000 0.04905 0.4 2.4 0.0000 0.04976 0.5 2.5 0.0000 0.05000 0.6 2.6 0.0000 0.04997 0.7 2.7 0.0000 0.04978 0.8 2.8 0.0000 0.04949 0.9 2.9 0.0000 0.04914 1 3.0 0.0000 0.04875 L.S.E 0.0000 0.00238
1/ 2
1 / 2
+ 2x + 4
, 0<x<1
Error/C.spline 0.00677 0.00637 0.00632 0.00654 0.00707 0.00792 0.00912 0.01072 0.01277 0.1539 0.00088
3D 1/ 2u ( x) + 2 D 3/ 2u ( x) + u ( x) =
+ 5 e x erf ( x )
0<x<1 ,
being u(0)=1 such that the analytical solution is u(x)=ex Here we found the following results
x
xi 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 L.S.E
u(x)=e 1.1052 1.2214 1.3498 1.4918 1.6487 1.8221 2.0137 2.2255 2.4596 2.7183
Table (5) Error/L.spline 0.00643 0.02885 0.01675 0.00760 0.00084 0.00943 0.01860 0.02862 0.03970 0.05205 0.01112
Error/Q.spline 0.00303 0.00661 0.00787 0.00876 0.00957 0.01037 0.01122 0.01215 0.01317 0.01431 0.00104
Error/C.spline 0.00672 0.00306 0.00174 0.00079 0.00007 0.00094 0.00185 0.00279 0.00369 0.00424 0.00010
In the following tables (6-7) we give the approximation errors at x = 1and examples (1) and (2) respectively Table (6) h 0.1 0.05 0.025 Error/CQM -0.00145 -0.000359 -0.0000896 Error/SPLIN 0. 000663 0.000167 0.0000122
h =
0.1,0.05,0.025 for CQM(convolution quadrature method)[4] and spline functions method for
Table (7) h 0.1 0.05 0.025 Error/CQM -0.002124 -0.000671 -0.000229 Error/SPLIN 0.00143 0.000267 0.000022
In the following tables (8)(9) we give the approximation errors at x = 0.1,0.1,1 for LP(linear programming)[11] and spline functions methods: Table (8)
xi 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 L.S.E u(x)=4 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 Error/L.P. 4.0000 4.0001 4.0001 4.0001 4.0001 4.0002 4.0002 4.0002 4.0003 4.0003 0.00000034 Error/spline 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
Table (9)
xi 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 L.S.E u(x)=2+x 2.1000 2.2000 2.3000 2.4000 2.5000 2.6000 2.7000 2.8000 2.9000 3.0000 Error/L.P. 2.0999 2.1999 2.2999 2.3999 2.4999 2.5999 2.6999 2.7999 2.8999 2.9999 0.00000011 Error/spline 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
Conclusion
The approximate solution of fractional differential equations are introduced using the spline functions method associated .Algorithm were built, examples were treated and good results where obtained, comparison is made between these methods depending on least square error (LSE) which was calculated from the numerical solution against the exact solution .Tables (15)show comparison between the results from solving testing examples (1-5) respectively using spline functions. In tables (6-9) show comparison between the our method and CQM[4] and
LP[11] methods from solving testing examples (1-5) . In addition the corresponding least square errors also included from the above results and tables we conclude that : There are many methods that concerted of finding the approximated solution of fractional order differential equations .Hence, we provide anew general formula of fractional order differential equations where as most of proving studies deals just will special cases. In general the suggested method obtains good results when u(x)=4 and u(x)=x+2 the obtained results are better if the function is linear spline as shown in tables (3)(4) .When u(x)=x2 the most better result are obtained with quadratic spline as shown in table (2) . When u(x)=ex and u ( x) = e x (erf x + 1) result are obtained with cubic spline as shown in tables (1) (5 ) From tables (6-9) the results that are obtained in our work show that the spline functions method give the best approximation to our problems. the most better
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