1.
Introduction
Fractional calculus (FC) is a study of derivatives and integration of arbitrary order. At the initial phases of its development, it was considered an abstract mathematical idea with nearly no applications. But, now the situation is entirely different with FC and is considered to be the most useful and important topic among the scientific community. The various important phenomena of science and engineering have been well described with the use of fractional derivatives, including, partial bed-load transport, diffusion model, dynamics of earthquakes, viscoelastic systems, biological systems, chaos, and wave propagation, (see [1,2,3,7,8,9,10,41,42]) and references therein. The nonlocal property of the fractional operators makes them more efficient for modeling the various problems of physics, fluid dynamics and their related disciplines, (see [17,18,43,44]).
Most of the classical (integer order) and FDEs are not possible to solve analytically, therefore, some reliable numerical methods and semi-analytical methods have been developed to solve them. Some of them are presented as follows: In [34], the authors extended the study of [45] to solve numerically the Caputo type tempered fractional integro-differential equations. In [36], the authors solved the various kind of Riemann problems by developing a mixed-method, namely, the characteristic Adomian decomposition method (CADM) which is the improved form of ADM. In [38], the authors constructed the power series solution of the time-fractional Majda-Biello system by applying the Lie group analysis. For more information on Lie group analysis and its applications, (see [35]). In [39], the authors investigated the behaviour of cavitation models together with thermodynamic effects by developing a compressible, two-phase, one-fluid Navier-Stokes solver. In [40], the authors presented the analytical and computational study of the drift-flux two-phase flow model. The analytical solution of the model is based on the analytical solution of the Riemann problem which consists of two different nonlinear algebraic equations in velocity equilibrium and pressure nonequilibrium between the two-phase systems. The numerical solution is obtained by using the finite volume methods. In [37], the authors implemented a void ratio transport-equation model in a one-fluid two-phase compressible software by proposing a various numerical techniques which are based on a finite volume approach, including, HLLC, Rusanov, VF Roe, Jameson-Schmidt-Turkel and AUSM. For more detail on transport-equation and its applications, (see [33]). In [43], the authors proposed the fully discretized finite element approximations to solve the time-fractional diffusion equations of variable-order.
Orthogonal polynomials coupled with operational matrices of fractional derivatives operators defined with singular or nonsingular kernels have played a significant role in the development of the spectral methods. The most commonly used methods are Spectral tau methods, and Spectral collocation methods. These methods have been successfully used to find the approximate solution of a large class of multi-order ordinary and partial FDEs. Some of them are presented as follows: In [13], the authors solved the multi-order (MOFDEs) by combining the technique of operational matrices with Spectral tau and Spectral collocation methods. In [14], the authors solved the MOFDEs by using the Chebyshev operational matrix (COM) together with Spectral tau and Spectral collocation methods. In [15], the authors solved the MOFDEs by reducing them into a system of FDEs, then combining the COM with Spectral tau and Spectral collocation methods. In [19], the authors derived the derivative operational matrix in Caputo sense of FLFVs which then applied with Spectral tau method to solve MOFDEs. In [20], the authors derived the integral COM in Riemann-Liouville sense which then applied with Spectral tau method to solve numerically the MOFDEs. In [22], the author derived the Jacobi integral operational matrix in Riemann-Liouville sense which then applied with Spectral tau method to solve MOFDEs. However, these methods have certain numerical difficulties in applying: in spectral tau methods, the residual function must be expanded as a series of orthogonal polynomials and then the initial or boundary conditions are applied as constraints; whereas in spectral collocation methods, the requirement of the choice of the suitable collocation points are necessary and FDEs must be satisfied exactly at these points.
In this article, we propose a numerical method which is completely based on the fractional derivative and integral operational matrices of FLFVs. The proposed method is independent of the choice of the suitable collocation points and expansion of the residual function as a series of orthogonal polynomials. Consequently, the proposed method produces high efficient numerical results as compared to the Spectral tau method [13], Bessel collocation method [6], Taylor matrix method [5], function approximation theory [21], and stochastic technique [4]. The other novel aspect of our article is the development of new integral and derivative operational matrices in Riemann-Liouville and Caputo senses respectively. As an applications of the proposed method, we solve various MOFDEs corresponding to initial conditions. Our approach has ability to reduce the MOFDEs into a system of Sylvester types matrix equations which can be solved using MATLAB built in function lyap(.). The rest of the article is organized as follows:
In Section 2, some preliminaries definitions of FC are recalled. In Section 3, the analytical expressions and some useful properties of CSLPs are reviewed. Moreover, in the same section some important properties of FLFVs and its analytical expression are recalled. In Section 4, the new generalized integral operational matrix and derivative operational matrix of FLFVs in the senses of Riemann-Liouville and Caputo are derived. In Section 5, based on the results of Section 4, a numerical method is proposed which is an excellent tool to solve numerically the MOFDEs corresponding to initial conditions. In Section 6, the validity and the efficiency of the proposed numerical method is tested by solving various examples and comparing the results with other methods in the literature. Some concluding remarks and future directions are given in Section 7.
2.
Preliminary remarks on FC
Some important definitions and results are recalled in this section which are indispensable to construct the proposed numerical algorithm.
Definition 1. The (left-hand side) Riemann-Liouville integral of order Ω>0 is given as (see [12]):
Definition 2. The (left-hand side) Caputo derivative of order Ω>0 is given as (see [12]):
where n is an integer, x>0, and u(x)∈Cn[0,1].
For the Caputo derivative, we have the following observations:
3.
FLFVs and its properties
Many approximate techniques are available in the literature to solve numerically the FDEs but the most frequent used approach is the approximation of the solutions via series expansion of the type, ∑Mk=0dktkΩ. Thus the choice of the appropriate orthogonal function of the type Ψ(t)=∑Mk=0dktkΩ is very important to get the good approximate results.
In recent, the authors in [23] worked on the development of the fractional representation of the classical Legendre polynomials using the well-known Rodrigues formula. However, it is difficult to solve FDEs with this proposed fractional extension due to complexity involved in these functions, so in order to obtain the solution of FDEs, in a much simpler and efficient manner, Kazem and coauthors generated the orthogonal FLFVs based on the orthogonal CSLPs to find the approximate solutions of linear and nonlinear FDEs (see [19]). In this section, the definition and some useful properties of orthogonal CSLPs and its fractional extension are reviewed.
3.1. Classical Shifted Legendre Polynomials (CSLPs)
The following recurrence formulae is used to evaluate the orthogonal Legendre polynomials (LPs) on the interval of orthogonality [−1,1] (see [11]):
Now by setting, x=2t−1 in (3.1), the CSLPs on the interval of orthogonality [0,1] can be expressed as following, (see [11])
The analytical expression of (3.2) is as following
The orthogonality conditions of CSLPs can be expressed as
3.2. Analytical expression and properties of FLFVs
The orthogonal FLFVs is defined in the following relation by changing the variable, t with zΩ,Ω∈R+ in orthogonal CSLPs defined in (3.2). For our convenience, we use the notation FRΩj(z) to represent the FLFVs (Rj(zΩ)).
The analytical representation of (3.5) is as following
The orthogonality conditions of FLFVs can be expressed as
where w(z)=zΩ−1 is a weight function.
3.3. Functions approximation using FLFVs
If u(z)∈L2[0,1], then it can be demonstrated as a series expansion of orthogonal FLFVs, as
Using (3.7), the coefficients ej can be determined as
For the practicality, considering the first n+1-terms of (3.8), we have
where
and
For n=4,Ω=1/2, we have
and for u(z)=1+z, we have
4.
Operational matrices of FLFVs
Operational matrices approach together with Spectral Tau approach is among of the approaches that has been frequently used to solve numerically the ordinary and partial FDEs (see [13,14,15,19,20,21,22,24,25,26]) and references therein. Under this approach, the numerical solutions are obtained by reducing the under study FDEs both ordinary and partial to an equivalent system of algebraic equations. The solution of the algebraic equations leads to the solution of the original FDEs. In recent, the authors in [19] extended the study of the generalized derivative operational matrix of CSLPs [13] to the generalized derivative operational matrix of orthogonal FLFVs in Caputo sense to solve numerically the multi-order FDEs. In this section, based on the study in [13,19], we develop the new generalized integral operational matrix of orthogonal FLFVs in Riemann-Liouville sense.
Lemma 4.1. The Caputo derivative of order β>0 of FLFVs can be expressed as
where a″(q,j)=0 when qΩ∈R+ and qΩ<β. For other cases, a″(q,j)=a′(q,j).
Proof. For the proof (see [19]).
Lemma 4.2. The Riemann Liouville integral of order α>0 of FLFVs can be expressed as
Proof. Using linearity property and Eq (3.5), we have
Now the lemma can be proved easily using ([27], Eq (22)).
Lemma 4.3. Suppose, Ω∈R+, and α>0, then
Proof. Using (n+1) orthogonal FLFVs, we may approximate zβ+qΩ, as
Using Eq (3.9), and after doing some lengthy calculations, we have
Now using the Eqs (4.5) and (4.6), we can obtain the required result.
Lemma 4.4. Suppose, Ω∈R+, and β>0, then
Proof. Using (n+1) orthogonal FLFVs, we may approximate zqΩ−β, as
Using Eq (3.9), and after doing some lengthy calculations, we have
Now using the Eqs (4.8) and (4.9), we can obtain the required result.
4.1. The fractional integral and derivative operational matrices of FLFVs
In this section, the generalized operational matrices of fractional integral and fractional derivative for FLFVs in Riemann Liouville and Caputo senses are studied respectively.
Theorem 4.5. Suppose Ψ(z) be the orthogonal FLFVs as defined in (3.11), and α>0 be the order of the integral consider in Riemann-Liouville sense, then
where Dα is the (n+1)×(n+1) operational matrix which can be computed as
Proof. Using (3.11) and linearity of Riemann-Liouville fractional integral, we have
Using lemma (4.2), Eq (4.11) can be expressed as
Now Eq (4.13) and Lemma 4.3 proves the required result.
Remark 4.6. The operational matrix of integration for CSLPs studied by Khan and Khalil [24] is a special case of Theorem 4.5 for Ω=1.
Theorem 4.7. Suppose Ψ(z) be the orthogonal FLFVs as defined in (3.11), and β>0 be the order of the derivative consider in Caputo sense, then
where Qβ is the (n+1)×(n+1) operational matrix which can be computed as
Proof. Using (3.11) and linearity of Caputo fractional derivative, we have
Using lemma (4.1), Eq (4.16) can be expressed as
Now Eq (4.17) and lemma (4.4) proves the required result.
Remark 4.8. The operational matrix of derivatives for CSLPs studied by Saadatmandi and Dehghan [13] is a special case of Theorem 4.7 for Ω=1.
5.
Solution of multi-order FDEs
In this section, we are interested in the development of the computational algorithm to solve numerically the following generalized multi-order FDEs
where n−1<α≤n, 0<β1<β2<⋯<βn<α, and CDα is a Caputo derivative of order α defined in (2.2).
We are interested to approximate the solution in terms of orthogonal FLFVs, such that
Now integrating (5.2) in Riemann-Liouville sense and using the initial conditions u(s)(0)=hs,s=0,1,…,n, we have
Using Theorem 4.5, Eq (5.3) can also be written as
The terms in ∑ns=0hszs can also be approximated using FLFVs. So, Eq (5.4) can also be written as
Now using Theorem 4.7 and Eq (5.5), the right hand side terms of Eq (5.1) can be approximated as
Now inserting (5.2) and (5.6) in (5.1), we have
After simplification, we have
where ˆQ=(Qβ0(n+1,n+1)+Qβ1(n+1,n+1)+⋯+Qβn(n+1,n+1)).
Equation (5.7) is a matrix equation of Sylvester type that can be easily solved for the unknown ΛT using any computational software. By inserting the values of ΛT in Eq (5.5), we get the approximate solution of (5.1).
6.
Test Examples
In this section, the applicability of the method is studied by solving various examples and comparing their analytical solutions with the approximate solutions obtained using our developed computational numerical algorithm.
Example 1. We consider the following non-homogeneous Bagley-Torvik equation [13,19,28]
subject to the following initial conditions
The exact solution is given as under
Here, we have
and
Using (6.4) and (6.5) in (5.5), we get the exact solution of the problem (6.1)-(6.2).
Remark 6.1. The results of Example 1 at various values of n obtained by using our method are compared with the results obtained by using the method [4] at n=10 in Tables 1-4 and Figure 5. We observe that at various values of n (the number of terms of FLFVs), the exact solution and the approximate solution obtained by using our method coincide, (see Table 2 and Figure 5). However, the results obtained by using the method in [4] yield less accurate results, (see Table 2-4 and Figure 5).
Remark 6.2. In Tables 5 and 6, the results of Example 1 obtained by using our method are compared with the results obtained by using the methods in [5] and [6]. Our proposed method provides the exact solution at n=2 (first three terms of FLFVs). However, the methods in [5] and [6] provide the exact solution at n=6 (first seven terms of Taylor series, and first seven terms of Bessel series). This shows that our proposed method is numerically more efficient.
Example 2. Consider the following non-homogeneous multi-order fractional problem [21,32]
subject to the following initial conditions
The source term is as under
The exact solution corresponding to α=2,a=c=−1,b=2,d=0,β0=0,β1=1,β2=12 is given below
We study the Example 2 by comparing the approximate results obtained using our algorithm with the approximate results achieved using the methods in [21,32]. We observe that our method produces better approximate results and higher precision in the approximate solution, see Table 7, Figure 6-9.
The applicability of the numerical algorithm is tested at various scale levels. We observe that with the increase in scale level, the approximate solution and the exact solution have great resemblance, see Figure 7. Also, at n=7, the approximate solution is equal to the exact solution, u(z)=z7−z2 of the problem (6.6)-(6.7), see Table (7, Column 7]. We also calculate the amount of the absolute errors at scale level, n=4,6,7. we analyze that with the increase in scale level, the amount of the absolute errors decreases significantly, see Table 7 and Figure 9. It is worth to mention that by taking few terms of orthogonal FLFVs, the good match is obtained between the approximate solution and the exact solution. For example compare the results of ([21], Figures 4-5 and Table 1) and ([32], Figure 2) with the results of our paper (Figures 6-8 and Table (7, Column 7).
Example 3. Consider the following non-homogeneous multi-order fractional problem [21]
subject to the following initial conditions
The source term is as under
The exact solution corresponding to α=2,a=c=−1,b=0,d=2,β0=0,β2=23∈(0,1), and β3=53∈(1,2) is given below
Here for n=3, we have
and
Using (6.10) and (6.11) in (5.5), we get the exact solution, u(z)=z3 of the problem (6.8) and (6.9).
We study the Example 3 by comparing the approximate results obtained using our algorithm with the approximate results achieved using the methods in [21]. We observe that our method produces better approximate results and higher precision in the approximate solution, see Table 8, Figures 10 and 11.
We observe that by increasing the scale level, the absolute error amount decreases significantly, see Table 8. Also at low scale level, n=3, the exact solution of the problem, (6.8)-(6.9) is obtained which shows that our proposed algorithm is more efficient as compared to [21], see Figures 10 and 11 and Table 8.
Example 4. Consider the following fractional problem [19,30]
subject to the following initial condition
The source term is as under
The exact solution of the problem (6.12)-(6.13) is as under
We study the Example 4 to investigate the applicability of orthogonal FLFVs at various fractional values of Ω, and α, see Figures 12-14. We observe that at various choices of α=0.5,0.7,0.9, and Ω=12,13, the approximate results have a great compatibility with the exact solution. Also at n=2(r+1), the exact solution of the problem (6.12)-(6.13) can be obtained for Ω=1r+1>α2,r∈N. For instance, by inserting (6.14) in (5.5), we can obtain the exact solution, u(z)=z2−z of (6.12)-(6.13), see Figure 14.
Here for n=4,Ω=12, and α=12, we have
Example 5. Consider the following fractional problem [19,31]
subject to the following initial condition
The exact solution of the problem (6.15)-(6.16) is as under
We study the Example 5 to investigate the applicability of orthogonal FLFVs at various fractional values of Ω, and α, see Figures 15 and 16. We observe that for various choices of Ω=0.4,0.6,0.8,1, and α=0.9, there is a good compatibility between the exact solution and the approximate solution. Also, we get improve approximate results with the increase in scale level, see Figure 16. We also determine the amount of the absolute error at scale level, n=10 and for various choices of Ω to investigate the efficiency and accuracy of the proposed algorithm for fractional choices of Ω, see Table 9. We also analyze the effect of the fractional parameter, α by comparing the approximate solution with the exact solution, see Figure 17.
Example 6. Consider the following fractional problem [13]
subject to the following initial conditions
The condition, u′(0)=0 is applicable only when α>1.
The exact solution of the problem (6.17)-(6.18) is as under
We study Example 6 to check the applicability of our proposed technique when 0<α<1, and 1<α<2, see Figures 18-23, Tables 10 and 11. We also investigate the accuracy and validity of the FLFVs for various choices of α=Ω, see Tables 10 and 11. We also observe the effect of the fractional parameter α by comparing the exact solution with the approximate solution, see Figures 21 and 22. We observe that with the increase in scale level n and α⟶2, the approximate solution of the problem (6.17)-(6.18) approaches to the solution of classical order differential equation, see Figures 21 and 22. We also observe that when 0<α<1 then at very low scale level n=2,3, the approximate solution shows great resemblance with the exact solution, see Figures 18-19. We also determine the absolute errors at scale level n=10, and for various choices of α=Ω. We observe that our technique is more efficient as compared to the method used in [13], see Table 11 and Figure 23.
7.
Conclusions
We proposed a numerical method which is completely based on the fractional derivative and integral operational matrices of FLFVs. The proposed method is independent of the choice of the suitable collocation points and expansion of the residual function as a series of orthogonal polynomials. Consequently, the proposed method produced high efficient numerical results as compared to the Spectral tau method [13], Bessel collocation method [6], Taylor matrix method [5], function approximation theory [21], and stochastic technique [4]. The other novel aspect of our article is the development of new integral and derivative operational matrices in Riemann-Liouville and Caputo senses respectively. As an applications of the proposed method, we solved various MOFDEs corresponding to initial conditions. Our approach has ability to reduce the MOFDEs into a system of Sylvester types matrix equations which can be solved using MATLAB built in function lyap(.). The proposed results are not sufficient to solve numerically the fractional boundary value problems (BVPs). We are interested in extending the developed numerical results for fractional BVPs as well to partial FDEs by developing some more operational matrices.
Acknowledgments
We are grateful to the reviewers for their comments and suggestions which improve the quality of article. The research is supported by Cankaya University, Department of Mathematics, Turkey.
Conflict of interest
The authors declare no conflict of interest.