Research article

Generalized iterative method for the solution of linear and nonlinear fractional differential equations with composite fractional derivative operator

  • Received: 15 October 2019 Accepted: 25 February 2020 Published: 18 March 2020
  • MSC : Primary: 34A08, 35R11, 26A33; Secondary: 65J15

  • In present paper, we introduced generalized iterative method to solve linear and nonlinear fractional differential equations with composite fractional derivative operator. Linear/nonlinear fractional diffusion-wave equations, time-fractional diffusion equation, time fractional Navier-Stokes equation have been solved by using generalized iterative method. The graphical representations of the approximate analytical solutions of the fractional differential equations were provided.

    Citation: Krunal B. Kachhia, Jyotindra C. Prajapati. Generalized iterative method for the solution of linear and nonlinear fractional differential equations with composite fractional derivative operator[J]. AIMS Mathematics, 2020, 5(4): 2888-2898. doi: 10.3934/math.2020186

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  • In present paper, we introduced generalized iterative method to solve linear and nonlinear fractional differential equations with composite fractional derivative operator. Linear/nonlinear fractional diffusion-wave equations, time-fractional diffusion equation, time fractional Navier-Stokes equation have been solved by using generalized iterative method. The graphical representations of the approximate analytical solutions of the fractional differential equations were provided.


    The function space Cα,αR (Dimovski [1]) is defined as follows

    Definition 1.1. A real function f(x),x>0 is said to be in space Cα,αR, if there exist a real number p(>α), such that f(x)=xpf1(x) where f1(x)C[0,).

    Clearly, Cα is a vector space and the set of spaces Cα is ordered by inclusion according to

    CαCδαδ.

    Definition 1.2. A real function f(x),x>0 is said to be in space Cmα,mN{0}, if f(m)Cα.

    The left-sided Riemann-Liouville fractional integral of order α,α>0 (Kilbas et al. [2]) defined as

    Iαtf(x,t)=1Γ(α)t0(tτ)α1f(x,τ)dτ,t>0. (1.1)

    The left sided Caputo partial fractional derivative of f with respect to t, fCm1,mN{0} (Kilbas et al. [2]) defined as

    Dαtf(x,t)={mtmf(x,t),(μ=m=0),Imαtmtmf(x,t)(m1<α<m,mN).

    Note that,

    IαtDαtf(x,t)=f(x,t)m1k=0mftm(x,0)tkk!,m1<α<m,mN,
    Iαttν=Γ(ν+1)Γ(α+ν+1)tα+ν.

    The composite fractional derivative of order α and β (Hilfer [3]) defined as

    (D(α,β)y)(x)=(Iβ(nα)dndxn(I(1β)(nα)y))(x), (1.2)

    where x>0,α,βR,n1<α<nN and 0β1. The order β allows to interpolate continuously from the Riemman-Liouville case D(α,0)=Dα to the Liouville-Caputo case D(α,1)=Dα.

    The composite fractional derivative appeared in the theoretical modeling of broadband dielectric relaxation spectroscopy for glasses (Hilfer [4]). Kachhia and Prajapati [5] used composite fractional derivative to study heat transfer through diathermanous materials. Saxena et al. ([6,7]) obtained analytical solution of some non-linear equations with composite fractional derivatives. Tomovski et al. [8] studied fractional diffusion equation with composite fractional derivatives. Ali and Malik [9] studied Hilfer fractional advection–diffusion using variational iteration method.

    The composite fractional derivative (1.2) is not defined on the whole space Cγ (Hilfer et al. [10]).

    Definition 1.3. A function yC1 is said to be in the space Ωμ1, if D(α,β)yC1 for all 0αμ,0β1.

    The following study (Hilfer et al. [10]) is useful for further study.

    Theorem 1.4. If yΩα1,n1<αnN, then Riemann-Liouville fractional integral (1.1) of composite fractional derivative (1.2) is given by

    (IαxD(α,β)y)(x)=y(x)yα,β(x),x>0,

    where,

    yα,β(x)=n1k=0xkn+αβα+βnΓ(kn+αβα+βn+1)limx0+dkdxk(I(1β)(nα)y)(x),x>0.

    The two parameter Mittag-Leffler function (Wiman [11]) defined as

    Eα,β(z)=n=0znΓ(αn+β),α,βC,Re(α)>0 (1.3)

    Generalized Mittag-Leffler functions are introduced by Shukla and Prajapati ([12,13,14]).

    Daftardar-Gejji and Jafari [15] have considered the following nonlinear functional equation

    u(ˉx,t)=f(ˉx,t)+L(u(ˉx,t))+N(u(ˉx,t)), (2.1)

    where N is a nonlinear function and L is a linear function of u from a Banach space BB and f is a known function, ˉx=(x1,x2,...,xn). Eq (2.1) is assumed to have a solution of the form

    u=i=0ui (2.2)

    since L is linear,

    L(i=0ui)=i=0L(ui)

    the nonlinear operator N is decomposed (Daftardar-Gejji and Jafari [15]) as

    N(i=0ui)=N(u0)+i=1{N(ij=0uj)N(i1j=0uj)}.

    Equation (2.2) can be written as

    i=1ui=f+i=0L(ui)+N(u0)+i=1{N(ij=0uj)N(i1j=0uj)}.

    The recurrence relation is defined as

    u0=f
    u1=L(u0)+N(u0)
    um+1=L(um)+N(u0+u1+...+um)N(u0+u1+...+um1),m=1,2,...

    hence,

    m+1i=1ui=L(mi=0ui)+N(mi=0ui)

    and

    i=0ui=L(i=0ui)+N(i=0ui).

    The k-term approximate solution of (2.1) is given by u=u0+u1+...+uk1.

    Many applications of the iterative method are given by Bhalekar and Daftardar-Gejji [16] and Daftardar-Gejji and Bhalekar [17].

    We consider the following fractional initial value problem, for ˉxRn

    D(α,β)tu(ˉx,t)=ni=1aiDβiˉxiu(ˉx,t)+A(u(ˉx,t)),t>0,m1<αm, (3.1)
    ktk(I(1β)(mα)tu(ˉx,0))=hk(ˉx),0km1,m=1,2,...,1<βi2, (3.2)

    where ai are constants, A(u) is non-linear function of u and hk are functions of ˉx. Applying Iαt on (3.1) and using (3.2) in the light of Theorem 1.4, we get

    u(ˉx,t)=m1k=0hk(ˉx)tkm+αβα+βmΓ(km+αβα+βm+1)+Iαt(ni=1aiDβiˉxiu(ˉx,t))+Iαt(A(u)). (3.3)

    Equation (3.3) can be written as in the form (2.1) with

    f=m1k=0hk(ˉx)tkm+αβα+βmΓ(km+αβα+βm+1),L(u)=Iαt(ni=1aiDβiˉxiu(ˉx,t)) and N(u)=Iαt(A(u))

    Now, the recurrence relation can be defined as

    u0=f
    u1=L(u0)+N(u0)
    um+1=L(um)+N(u0+u1+...+um)N(u0+u1+...+um1),m=1,2,...

    hence,

    m+1i=1ui=L(mi=0ui)+N(mi=0ui)

    and

    i=0ui=L(i=0ui)+N(i=0ui).

    The k-term approximate solution of (2.1) is given by u=u0+u1+...+uk1.

    Remark 3.1. Observed that by taking β=1 in the modified iterative method, it reduces to the iterative method given by Daftardar-Gejji and Jafari [15].

    Example 4.1. (Figure 1) Consider the time-fractional diffusion equation with composite fractional derivative,

    D(α,β)tu(x,t)=2ux2,t>0,xR,0<α1,0β1, (4.1)
    I(1β)(1α)tu(x,0)=ex (4.2)
    Figure 1.  Example 4.1 with α=0.932,β=0.125.

    This system of equations gives,

    u(x,t)=extα+βαβ1Γ(α+βαβ)+Iαt(2ux2).

    In view of the new iterative method, we have

    L(u)=Iαt(2ux2) and N(u)=0.

    We get a recurrence relation

    u0=extα+βαβ1Γ(α+βαβ),
    u1=L(u0)+N(u0)=ext2α+βαβ1Γ(2α+βαβ),...

    finally, we get

    uk=extkα+α+βαβ1Γ(kα+α+βαβ),k=0,1,2,...

    Using definition of Mittag-Leffler function (1.3), the solution of (4.1) and (4.2) can be written as

    u(x,t)=u0+u1+u2+...=extα+βαβ1Eα,α+βαβ(tα).

    Example 4.2. (Figure 2) Consider the time-fractional wave equation with composite fractional derivative

    D(α,β)tu(x,t)=k2ux2,t>0,xR,1<α2,0β1, (4.3)
    I(1β)(2α)tu(x,0)=x2 (4.4)
    Figure 2.  Example 4.2 with α=1.733,β=0.259 and k=3.

    and

    ddt(I(1β)(2α)tu(x,0))=1 (4.5)

    The above system of Eqs (4.3)–(4.5), leads to

    u(x,t)=x2tα+2βαβ2Γ(α+2βαβ1)+tα+2βαβ1Γ(α+2βαβ)+Iαt(k2ux2)

    Applying the new iterative method, we have

    L(u)=Iαt(k2ux2) and N(u)=0.
    u0=x2tα+2βαβ2Γ(α+2βαβ1)+tα+2βαβ1Γ(α+2βαβ)
    u1=L(u0)+N(u0)=2kt2α+2βαβ1Γ(2α+2βαβ1),
    u2=L(u1)+N(u0+u1)N(u0)=0,u3=0,...

    We arrived at

    u(x,t)=u0+u1+u2+...=x2tα+2βαβ2Γ(α+2βαβ1)+tα+2βαβ1Γ(α+2βαβ)+2kt2α+2βαβ1Γ(2α+2βαβ1)

    Example 4.3. (Figure 3) Consider the following time fractional Navier-Stokes equation (Chaurasia and Kumar [18])

    D(α,β)tu(r,t)=1+μ(2ur2+1rur),t>0,rR,0<α1,0β1, (4.6)
    I(1β)(1α)tu(x,0)=R2r2 (4.7)
    Figure 3.  Example 4.3 with α=0.657,β=0.743, r=2, R=4 and μ=3.

    This initial value problem can be written as

    u(r,t)=(R2r2)tα+βαβ1Γ(α+βαβ)+Iαt(μ(2ur2+1rur))+tαΓ(α+1)

    The new iterative method algorithm gives,

    L(u)=Iαt(μ(2ur2+1rur)) and N(u)=0,

    from which, we get

    u0=(R2r2)tα+βαβ1Γ(α+βαβ)+tαΓ(α+1),
    u1=L(u0)+N(u0)=4μt2α+βαβ1Γ(2α+βαβ)+tαΓ(α+1),
    u2=L(u1)+N(u0+u1)N(u0)=0,u3=0,....

    here,

    u(r,t)=u0+u1+u2+....=(R2r2)tα+βαβ1Γ(α+βαβ)4μt2α+βαβ1Γ(2α+βαβ)+tαΓ(α+1)

    Example 4.4. (Figure 4) Consider the time-fractional diffusion equation with composite fractional derivative

    D(α,β)tu(x,t)=2ux2+2u(ˉx,t),t>0,xR,0<α1,0β1, (4.8)
    I(1β)(1α)tu(x,0)=sinx (4.9)
    Figure 4.  Example 4.4 with α=0.357,β=0.715.

    This system of equations reduces to

    u(x,t)=sinxtα+βαβ1Γ(α+βαβ)+Iαt(2ux2)+Iαt(2u). (4.10)

    The new iterative method algorithm gives,

    L(u)=Iαt(2ux2+2u) and N(u)=0.

    In view of new iterative method, we get recurrence relation

    u0=sinxtα+βαβ1Γ(α+βαβ),
    u1=L(u0)+N(u0)=sinxt2α+βαβ1Γ(2α+βαβ),
    u2=L(u1)+N(u0+u1)N(u0)=sinxt3α+βαβ1Γ(3α+βαβ),...

    this leads to

    uk=sinxtkα+α+βαβ1Γ(kα+α+βαβ),k=0,1,2,...

    Using definition of Mittag-Leffler function (1.3), the solution of (4.8) is

    u(x,t)=u0+u1+u2+...=sinxtα+βαβ1Eα,α+βαβ(tα). (4.11)

    Example 4.5. (Figure 5) Consider the non-linear time-fractional wave equation with composite fractional derivative

    D(α,β)tu(x,t)=2ux2+2(u(x,t))2,t>0,xR,1<α2,0β1, (4.12)
    I(1β)(1α)tu(x,0)=0,ddt(I(1β)(1α)tu(x,0))=x2 (4.13)
    Figure 5.  Example 4.5 with α=1.57,β=0.65.

    This system of equations reduces to

    u(x,t)=x2tα+2βαβ1Γ(α+2βαβ)+Iαt(2ux2)+Iαt(2u2). (4.14)

    In view of new iterative method, we have

    L(u)=Iαt(2ux2) and N(u)=Iαt(2u2).

    We get recurrence relation

    u0=x2tα+2βαβ1Γ(α+2βαβ),
    L(u0)=Iαt(x2tα+2βαβ1Γ(α+2βαβ))=2t2α+2βαβ1Γ(2α+2βαβ),
    N(u0)=Iαt(2u20)=Iαt(2x4t2α+4β2αβ2(Γ(α+2βαβ))2)=2x4Γ(2α+4β2αβ1)t3α+4β2αβ2(Γ(α+2βαβ))2Γ(3α+4β2αβ1),

    we get

    u1=L(u0)+N(u0)=2t2α+2βαβ1Γ(2α+2βαβ)+2x4Γ(2α+4β2αβ1)t3α+4β2αβ2(Γ(α+2βαβ))2Γ(3α+4β2αβ1),

    this leads to

    u(x,t)=u0+u1=x2tα+2βαβ1Γ(α+2βαβ)+2t2α+2βαβ1Γ(2α+2βαβ)+2x4Γ(2α+4β2αβ1)t3α+4β2αβ2(Γ(α+2βαβ))2Γ(3α+4β2αβ1)

    is a two term solution of (4.12)–(4.13).

    The generalized iterative method for solving functional equations with composite fractional derivatives has been derived. Examples deal with linear and nonlinear fractional differential equations with composite fractional derivative operator viz. heat equation, wave equation and Navier-Stokes equation. This method is also applicable for computer algorithms. We obtained the solution of linear and non linear differential equations in form of convergent series without any type of conventions. This method is also works well when the solution for integer order is not known. The behavior of solutions of the fractional differential equation were provided graphically as well. MATLAB is useful too for computations in this paper. Hence we ensured that present algorithm is reliable and powerful for obtaining solutions for different classes of linear and nonlinear fractional differential equations with composite fractional derivatives.

    The authors declare no conflict of interest in this paper.



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