A Wavelet Operational Matrix Approach For Solving A Nonlinear Mixed Type Fractional Integro-Differential Equation
A Wavelet Operational Matrix Approach For Solving A Nonlinear Mixed Type Fractional Integro-Differential Equation
A Wavelet Operational Matrix Approach For Solving A Nonlinear Mixed Type Fractional Integro-Differential Equation
33
of Applied Mathematics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman, Iran, 7616914111.
2Department of Mathematics, Islamic Azad University of Kerman, Kerman, Iran
*Corresponding author email: saeedi@uk.ac.ir.
1. Introduction
The aim of this work is to present a numerical method for
approximating the solution of the following Nonlinear
Fractional Volterra-Fredholm Integro-Differential (NFVFID)
equation:
1
D f ( x) 1 k1 ( x, t ) F1 (t , f (t ))dt
0
2 k 2 ( x, t ) F2 (t , f (t ))dt = g ( x),
(1)
1 ,
2
and
k1 ( x, t ), k2 ( x, t ), F1 (t , f (t )), F2 (t , f (t ))
parameters
given functions in
functions
and g (x) are
F1 (t , f (t )) = f 1 (t ) and F2 (t , f (t )) = f
q1 and q2 are positive integers.
q2
(t ) , where
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Journal of Computer Science & Computational Mathematics, Volume 4, Issue 3, December 2014
n
n 1
k/2
2 CAS m (n 2 k x), if k x < k ;
n , m ( x) =
2
2
otherwise.
0
2. Preliminaries
In this section, we present some notations, definitions, and
preliminaries that will be used in the rest of the paper.
2.1 Fractional Calculus
There are several definitions of a fractional derivative of
order > 0 . The two most commonly used definitions are
the Riemann- Liouville and Caputo fractional derivative.
Each definition uses Riemann- Liouville fractional
integration and derivatives of whole order. The RiemannLiouville fractional integration of order is defined as:
I f ( x) =
1 x
( x t ) 1 f ( x)dt , x > 0, I 0 f ( x) = f ( x),
0
( )
1, if
bi ( x) =
0
b ( x), i = j;
bi ( x)b j ( x) = i
0, i j.
1/m, i = j;
i j.
b ( x)b ( x)dx = 0,
0
xk
I D* f ( x) = f ( x) f ( k ) (0 ) , x > 0.
k!
k =0
(5)
Completene ss :
For every f L2 ([0,1)) , the sequence {bi } is complete if
b f = 0 results in
i
f = 0 , almost everywhere.
m 1
(4)
Orthogonality :
D* I f ( x) = f ( x) , and:
i = 0,1,2,, m 1,
is defined
iT
(i 1)T
x<
;
m
m
otherwise,
f
0
a ,b ( x) =| a |
1/2
x b
(
), a, b R, a 0.
a
(3)
f i = m bi ( x) f ( x)dx.
BPFs have compact supports, i.e.:
i i 1
Supp(bi ( x)) = [ ,
].
m m
3. Function Approximation
The set of CAS wavelets forms an orthonormal basis for
L2 ([0, 1)) . This implies that any function f (x) defined over
[0,1) , can be expanded as:
f ( x) = cn,m n,m ( x)
n
n 1
k/2
2 CAS m (2k x n), if k x < k ;
n ,m ( x ) =
2
2
0
otherwise,
where:
(6)
n = 0 mZ
2k 1
c
n =0 m= M
n ,m ( x )
n ,m
= cT ( x),
f ( x)
0
n,m
notation,
( x)dx, and
f and g , c
35
Journal of Computer Science & Computational Mathematics, Volume 4, Issue 3, December 2014
2k 1, M
( x) = [ 0, M , 0, M 1 ,, 0,M , 1, M ,, 1,M ,,
, , c
2k 1, M
2k 1,M
,,
1 1 2
0 1
1
0 0 1
1
1
F =
m ( 2)
0 0
0 0 0
]T ,
2k 1,M
]T .
3 m1
2 m 2
1 m3
,
1
1
0
m 1
f ( x) f i bi ( x) = f T B m ( x),
(7)
i =0
where:
f = [ f 0 , f1 ,..., f m1 ]T ,
Let:
( I m )( x) Pmm m ( x),
(8)
and:
(8)
4. Operational
Integration
Matrix
of
Fractional
(13)
By Eqs. (13) and (14), we get:
Pmm m ( x) mmF B m ( x).
Therefore, the CAS wavelet operational matrix of fractional
integration Pmm is given by:
B Tm ( x)B m ( x) = 1,
B m ( x)B Tm ( x)a = ~
a B m ( x),
(12)
0
b0 ( x)
0
b
(
x
)
T
B m ( x )B m ( x ) =
0 ,
0
b
m 1 ( x)
and k = (k 1) 1 2k 1 (k 1) 1.
Eq.
(1),
two
variables
functions
,
,
can
be
approximated
as:
kr ( x, t ) L ([0,1)) r = 1,2
k r ( x, t )
2 k 1 M
2 k 1
kr
n = 0 l1 = M m = 0 l2 = M
i, j
n ,l1
( x) m,l (t ),
2
for r = 1,2 . The right hand side of Eq. (1) can also be written
as:
(15)
g ( x) gT ( x).
Remark 5.1 CAS wavelets cannot be used directly for
solving
differential
equations
because of
their
discontinuities. There are two possible ways to overcome
this problem. The first possibility is converting the
underlying differential equation into an equivalent integral
equation and approximating the solution by truncated
orthogonal CAS series and using operational matrices of
integration to eliminate the integral operators. The second
possibility is to expand the highest derivative term,
appearing in the differential equation, into the CAS wavelet
series.
36
Journal of Computer Science & Computational Mathematics, Volume 4, Issue 3, December 2014
So, let:
D* f ( x) c ( x).
T
(16)
f ( x) cT Pmm ( x) f ( k ) (0 )
k =0
xk
.
k!
(17)
(19)
T
a = [a0 , a1 ,..., am1 ] = (cT Pmm c1 )mm . (20)
By some calculations which are mentioned in details in
appendix B, we will have:
1
NBm ( x),
m
(22)
~
q
( x, t )[ f (t )] 2 dt A T B m ( x),
(23)
q1
dt
1
NB m ( x)
m
~
2 A T B m ( x) g T mm B m ( x) |
Rm ( x) =| c T mm B m ( x) 1
0.
r
Set x = xi , our aim is to have Rm ( xi ) 10 i , where
ri is
Define:
k ( x, t )[ f (t )]
Rm ( xi ) 10r ,
in other words, by increasing m the error function Rm ( xi )
approaches to zero.
(21)
and:
x
k
0
(22)
where:
N = (Tmm K 1 mm ~
a q1 ) T ,
~
a q = [a0q , a1q ,..., a mq 1 ],
~
and A is an m -vector whose elements are equal to the
diagonal entries of the following matrix:
A = Tmm K 2 mm diag (~
a q 2 )F 1 .
Now by substituting approximations (16), (17), (22) and
(23) into Eq. (1), we obtain:
1
~
NB m ( x) 2 A T B m ( x) g T mm B m ( x).
m
(23)
According to orthogonality of BPFs, we have the
following nonlinear system of algebraic equations:
c T mm B m ( x) 1
c T mm 1
1
~
N 2 A T g T mm .
m
(24)
6. Error Analysis
Theorem 6.1 [21] A function f ( x) L2 [0,1] , with bounded
second derivative, say f '' ( x) N , can be expanded as an
infinite sum of CAS wavelets, and the corresponding series
converges uniformly to f (x) , that is:
f ( x) = cn,m n,m ( x)
n = 0 mZ
7. Numerical Examples
To illustrate the effectiveness of the proposed method,
several test examples are carried out in this section. Note
that:
em ( x)
= ( em2 ( x)dx)1/2 (
0
1
N
2
m
( xi ))1/2 ,
i =0
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Journal of Computer Science & Computational Mathematics, Volume 4, Issue 3, December 2014
(26)
Exact
solution
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.000000
0.995004
0.980067
0.955336
0.921061
0.877583
0.825336
0.764842
0.696707
0.621610
0.540302
BPFs
Presented Presented
Adomian's
method
method
method
method [23]
[22]
(k=4,M=1) (k=5,M=1)
(m=16)
(m=16)
0.999210 0.999803 1.000000 1.000000
0.994216 0.995507 0.995141 0.994951
0.982054 0.981213 0.975784 0.980303
0.952894 0.953794 0.960386 0.955685
0.925488 0.919364 0.918443 0.921165
0.861828 0.869898 0.862193 0.877048
0.819314 0.827871 0.828963 0.822596
0.770616 0.768348 0.752929 0.755333
0.690310 0.692816 0.710418 0.667739
0.630059 0.618108 0.617232 0.547241
0.549002 0.542915 0.566917 0.364798
(27)
1 8 3
x
x 3 (6 x 2 15 x 10) ,
( x 2 x)
1
1260
30
( ) 3
2
with the initial condition f (0) = 0 , and the exact solution
where:
g ( x) =
E 2 , ( k 4, M 1)
E 2 , ( k 5, M 1)
Example
7.1
( = 1)
1.693401e-005
2.689175e-006
9.968712e-008
Example
7.2
( = 1)
1.001033e-005
2.498805e-006
6.243634e-007
1.814125e-004
9.614030e-005
4.942423e-005
1.184921e-004
6.636244e-005
3.507248e-005
Example
7.3
Example
7.4
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Journal of Computer Science & Computational Mathematics, Volume 4, Issue 3, December 2014
(28)
where:
g ( x) =
n
n 1
k/2
2 CAS m (n 2 k x), if k x < k ;
2
2
otherwise.
0,
~ n,m ( x) =
x10 3x 9 5 x 8 x 7 15 x 6 x 5 x 4
x
1
, Eq. (7) implies that CAS wavelets can be also expanded into
8
7
8
2
64
16 128 5632 11264
an m -term BPF as:
1
3
f (0) = , f (0) = ,
8
4
1
and
the
exact
solution
, f (0) = 3, f (0) = 6
f ( x) = ( x ) 3 ,
2
with
the
initial
conditions
m1
nm ( x) f i bi ( x).
i =0
f i = m
( i 1)/m
i/m
nm ( x)dx
m
i
i 1
{~ nm ( ) ~ nm (
)},
m
m
2 k 1 m
for:
i = n(2M 1),, n(2M 1) (M 1), n(2M 1) (M 1),, (n 1)(2M 1) 1.
m
i
i 1
i 2M ~ i 2M 1
[0,0,
,0
,~ nm ( ) ~ nm ( ), ,~ nm (
) nm (
),
m
m
m
m
2 k 1 m n(2
M 1)
0,,0]B m ( x),
8. Conclusion
A numerical scheme, based on operational matrices of
integration for CAS wavelets and BPFs, transforms a
fractional nonlinear Volterra-Fredholm integro-differential
equation to a set of algebraic equations without applying any
projection method. Solving this system by an iterative
method gives an approximate solution which is a linear
combination of m = 2k (2M 1) CAS wavelets. The
applicability and accuracy of the method are checked by
2k 1
), and n for
~ i
~ i 1
~ i 2M ~ i 1 ~ i 2
~ i 2M 1
) n (
) n (
) n (
) n (
) ,
n = n ( ) n (
m
m
m
m
m
m
here:
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Journal of Computer Science & Computational Mathematics, Volume 4, Issue 3, December 2014
M
1
m M
= k 1
2
1
1
1
1
M
1
1
1
M ,
1
1
1
M
23k/21
m
23k/21
m
23k/21
m
1
1
M 1
1
1
1
M 1
1
1
1
M 1
1
k ( x, t )[ f (t )]
0
q1
dt
(34)
or:
1
k ( x, t )[ f (t )]
0
q1
1 T
B m ( x)Tmm K 1 mm ~
a q1
m
dt
=
1
(Tmm K 1 mm ~
a q1 )T B m ( x)
m
1
NB m ( x).
m
~
~
~
~
n ( x) = n, M ( x) n, M 1 ( x) n,M ( x) .
1 T
( x)K 1 mm ~
a T q1 ,
m
(35)
k
0
x
q
( x, t )[ f (t )] 2 dt = T ( x)K 2 (t )B Tm (t ) ~
a T q2 dt
0
x
= T ( x)K 2 mm B m (t )B Tm (t ) ~
a T q2 dt
0
x
= T ( x)K 2 mm B m (t )B Tm (t ) ~
a T q2 dt.
where ~
a2 = [a02 , a12 ,, am2 1 ] .
It is easy to show by induction that:
x
[ f ( x)] [a , a ,, a
q
q
0
q
1
(33)
q
m1
]B m ( x) = ~
a q B m ( x),
(30)
B
0
x
(t )B Tm (t ) ~
a T q2 dt = diag (~
a q2 )B m (t )dt
0
where:
~
a q = [a0q , a1q ,, amq 1 ],
Using Eqs. (11), (15) and (31), we will have:
1
k ( x, t )[ f (t )]
0
q1
(31)
x
= diag (~
a q2 ) B m (t )dt
0
= diag (~
a q2 )F1B m ( x).
dt = T ( x)K 1 (t )B Tm (t ) ~
a T q1 dt
1
= T ( x)K 1 mm B m (t )B Tm (t ) ~
a T q1 dt
1
= T ( x)K 1 mm B m (t )B Tm (t ) ~
a T q1 dt.
q
( x, t )[ f (t )] 2 dt T ( x)K 2 mm diag (~
a q2 )F1B m ( x)
(33)
B
0
(t )B Tm (t ) ~
aT
q1
b0 (t )
1
dt = {
0
a 01
q1
b1 (t )
a1
}dt
bm1 (t ) a mq11
= [a b (t ), a b (t ), , a
0
q1
0 0
1 q1 q1
q
[a0 , a1 ,, am11 ]T
1 ~T
a q1 .
m
Thus in (33), we have:
=
q1
1 1
(34)
q1
m1 m1
~
= BTm ( x)Tmm K 2 mm diag (~
a q2 )F1B m ( x) = AT B m ( x),
(t )] dt
40
Journal of Computer Science & Computational Mathematics, Volume 4, Issue 3, December 2014
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