
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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The function space Cα,α∈R (Dimovski [1]) is defined as follows
Definition 1.1. A real function f(x),x>0 is said to be in space Cα,α∈R, 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
Cα⊂Cδ⇔α≥δ. |
Definition 1.2. A real function f(x),x>0 is said to be in space Cmα,m∈N∪{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)t∫0(t−τ)α−1f(x,τ)dτ,t>0. | (1.1) |
The left sided Caputo partial fractional derivative of f with respect to t, f∈Cm−1,m∈N∪{0} (Kilbas et al. [2]) defined as
Dαtf(x,t)={∂m∂tmf(x,t),(μ=m=0),Im−αt∂m∂tmf(x,t)(m−1<α<m,m∈N). |
Note that,
IαtDαtf(x,t)=f(x,t)−m−1∑k=0∂mf∂tm(x,0)tkk!,m−1<α<m,m∈N, |
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(n−α)dndxn(I(1−β)(n−α)y))(x), | (1.2) |
where x>0,α,β∈R,n−1<α<n∈N and 0≤β≤1. 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 y∈C−1 is said to be in the space Ωμ−1, if D(α,β)y∈C−1 for all 0≤α≤μ,0≤β≤1.
The following study (Hilfer et al. [10]) is useful for further study.
Theorem 1.4. If y∈Ωα−1,n−1<α≤n∈N, 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)=n−1∑k=0xk−n+α−βα+βnΓ(k−n+α−βα+βn+1)limx→0+dkdxk(I(1−β)(n−α)y)(x),x>0. |
The two parameter Mittag-Leffler function (Wiman [11]) defined as
Eα,β(z)=∞∑n=0znΓ(αn+β),α,β∈C,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 B→B 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(i∑j=0uj)−N(i−1∑j=0uj)}. |
Equation (2.2) can be written as
∞∑i=1ui=f+∞∑i=0L(ui)+N(u0)+∞∑i=1{N(i∑j=0uj)−N(i−1∑j=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+...+um−1),m=1,2,... |
hence,
m+1∑i=1ui=L(m∑i=0ui)+N(m∑i=0ui) |
and
∞∑i=0ui=L(∞∑i=0ui)+N(∞∑i=0ui). |
The k-term approximate solution of (2.1) is given by u=u0+u1+...+uk−1.
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 ˉx∈Rn
D(α,β)tu(ˉx,t)=n∑i=1aiDβiˉxiu(ˉx,t)+A(u(ˉx,t)),t>0,m−1<α≤m, | (3.1) |
∂k∂tk(I(1−β)(m−α)tu(ˉx,0))=hk(ˉx),0≤k≤m−1,m=1,2,...,1<βi≤2, | (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)=m−1∑k=0hk(ˉx)tk−m+α−βα+βmΓ(k−m+α−βα+βm+1)+Iαt(n∑i=1aiDβiˉxiu(ˉx,t))+Iαt(A(u)). | (3.3) |
Equation (3.3) can be written as in the form (2.1) with
f=m−1∑k=0hk(ˉx)tk−m+α−βα+βmΓ(k−m+α−βα+βm+1),L(u)=Iαt(n∑i=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+...+um−1),m=1,2,... |
hence,
m+1∑i=1ui=L(m∑i=0ui)+N(m∑i=0ui) |
and
∞∑i=0ui=L(∞∑i=0ui)+N(∞∑i=0ui). |
The k-term approximate solution of (2.1) is given by u=u0+u1+...+uk−1.
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)=∂2u∂x2,t>0,x∈R,0<α≤1,0≤β≤1, | (4.1) |
I(1−β)(1−α)tu(x,0)=e−x | (4.2) |
This system of equations gives,
u(x,t)=e−xtα+β−αβ−1Γ(α+β−αβ)+Iαt(∂2u∂x2). |
In view of the new iterative method, we have
L(u)=Iαt(∂2u∂x2) and N(u)=0. |
We get a recurrence relation
u0=e−xtα+β−αβ−1Γ(α+β−αβ), |
u1=L(u0)+N(u0)=e−xt2α+β−αβ−1Γ(2α+β−αβ),... |
finally, we get
uk=e−xtkα+α+β−αβ−1Γ(kα+α+β−αβ),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+...=e−xtα+β−αβ−1Eα,α+β−αβ(tα). |
Example 4.2. (Figure 2) Consider the time-fractional wave equation with composite fractional derivative
D(α,β)tu(x,t)=k∂2u∂x2,t>0,x∈R,1<α≤2,0≤β≤1, | (4.3) |
I(1−β)(2−α)tu(x,0)=x2 | (4.4) |
and
ddt(I(1−β)(2−α)tu(x,0))=1 | (4.5) |
The above system of Eqs (4.3)–(4.5), leads to
u(x,t)=x2tα+2β−αβ−2Γ(α+2β−αβ−1)+tα+2β−αβ−1Γ(α+2β−αβ)+Iαt(k∂2u∂x2) |
Applying the new iterative method, we have
L(u)=Iαt(k∂2u∂x2) and N(u)=0. |
u0=x2tα+2β−αβ−2Γ(α+2β−αβ−1)+tα+2β−αβ−1Γ(α+2β−αβ) |
u1=L(u0)+N(u0)=2kt2α+2β−αβ−1Γ(2α+2β−αβ−1), |
u2=L(u1)+N(u0+u1)−N(u0)=0,u3=0,... |
We arrived at
u(x,t)=u0+u1+u2+...=x2tα+2β−αβ−2Γ(α+2β−αβ−1)+tα+2β−αβ−1Γ(α+2β−αβ)+2kt2α+2β−αβ−1Γ(2α+2β−αβ−1) |
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(∂2u∂r2+1r∂u∂r),t>0,r∈R,0<α≤1,0≤β≤1, | (4.6) |
I(1−β)(1−α)tu(x,0)=R2−r2 | (4.7) |
This initial value problem can be written as
u(r,t)=(R2−r2)tα+β−αβ−1Γ(α+β−αβ)+Iαt(μ(∂2u∂r2+1r∂u∂r))+tαΓ(α+1) |
The new iterative method algorithm gives,
L(u)=Iαt(μ(∂2u∂r2+1r∂u∂r)) and N(u)=0, |
from which, we get
u0=(R2−r2)tα+β−αβ−1Γ(α+β−αβ)+tαΓ(α+1), |
u1=L(u0)+N(u0)=−4μt2α+β−αβ−1Γ(2α+β−αβ)+tαΓ(α+1), |
u2=L(u1)+N(u0+u1)−N(u0)=0,u3=0,.... |
here,
u(r,t)=u0+u1+u2+....=(R2−r2)tα+β−αβ−1Γ(α+β−αβ)−4μt2α+β−αβ−1Γ(2α+β−αβ)+tαΓ(α+1) |
Example 4.4. (Figure 4) Consider the time-fractional diffusion equation with composite fractional derivative
D(α,β)tu(x,t)=∂2u∂x2+2u(ˉx,t),t>0,x∈R,0<α≤1,0≤β≤1, | (4.8) |
I(1−β)(1−α)tu(x,0)=sinx | (4.9) |
This system of equations reduces to
u(x,t)=sinxtα+β−αβ−1Γ(α+β−αβ)+Iαt(∂2u∂x2)+Iαt(2u). | (4.10) |
The new iterative method algorithm gives,
L(u)=Iαt(∂2u∂x2+2u) and N(u)=0. |
In view of new iterative method, we get recurrence relation
u0=sinxtα+β−αβ−1Γ(α+β−αβ), |
u1=L(u0)+N(u0)=sinxt2α+β−αβ−1Γ(2α+β−αβ), |
u2=L(u1)+N(u0+u1)−N(u0)=sinxt3α+β−αβ−1Γ(3α+β−αβ),... |
this leads to
uk=sinxtkα+α+β−αβ−1Γ(kα+α+β−αβ),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+β−αβ−1Eα,α+β−αβ(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)=∂2u∂x2+2(u(x,t))2,t>0,x∈R,1<α≤2,0≤β≤1, | (4.12) |
I(1−β)(1−α)tu(x,0)=0,ddt(I(1−β)(1−α)tu(x,0))=x2 | (4.13) |
This system of equations reduces to
u(x,t)=x2tα+2β−αβ−1Γ(α+2β−αβ)+Iαt(∂2u∂x2)+Iαt(2u2). | (4.14) |
In view of new iterative method, we have
L(u)=Iαt(∂2u∂x2) and N(u)=Iαt(2u2). |
We get recurrence relation
u0=x2tα+2β−αβ−1Γ(α+2β−αβ), |
L(u0)=Iαt(x2tα+2β−αβ−1Γ(α+2β−αβ))=2t2α+2β−αβ−1Γ(2α+2β−αβ), |
N(u0)=Iαt(2u20)=Iαt(2x4t2α+4β−2αβ−2(Γ(α+2β−αβ))2)=2x4Γ(2α+4β−2αβ−1)t3α+4β−2αβ−2(Γ(α+2β−αβ))2Γ(3α+4β−2αβ−1), |
we get
u1=L(u0)+N(u0)=2t2α+2β−αβ−1Γ(2α+2β−αβ)+2x4Γ(2α+4β−2αβ−1)t3α+4β−2αβ−2(Γ(α+2β−αβ))2Γ(3α+4β−2αβ−1), |
this leads to
u(x,t)=u0+u1=x2tα+2β−αβ−1Γ(α+2β−αβ)+2t2α+2β−αβ−1Γ(2α+2β−αβ)+2x4Γ(2α+4β−2αβ−1)t3α+4β−2αβ−2(Γ(α+2β−αβ))2Γ(3α+4β−2αβ−1) |
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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1. |
Nikita Bhangale, Krunal B. Kachhia, J. F. Gómez-Aguilar,
A new iterative method with ρ -Laplace transform for solving fractional differential equations with Caputo generalized fractional derivative,
2020,
0177-0667,
10.1007/s00366-020-01202-9
|
|
2. | Krunal B. Kachhia, Jyotindra C. Prajapati, 2024, 9780443154232, 219, 10.1016/B978-0-44-315423-2.00019-9 |