×

Numerical solutions to initial and boundary value problems for linear fractional partial differential equations. (English) Zbl 1427.65299

Summary: In this article, Haar wavelets have been employed to obtain solutions of boundary value problems for linear fractional partial differential equations. The differential equations are reduced to Sylvester matrix equations. The algorithm is novel in the sense that it effectively incorporates the aperiodic boundary conditions. Several examples with numerical simulations are provided to illustrate the simplicity and effectiveness of the method.

MSC:

65M70 Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
35R11 Fractional partial differential equations
65T60 Numerical methods for wavelets
Full Text: DOI

References:

[1] (Sabatier, J.; Agrawal, O. P.; Tenreiro Machado, J. A., Advances in Fractional Calculus: Theoretical Developments and Applications in Physics and Engineering, (2007), Springer) · Zbl 1116.00014
[2] Odibat, Z. M., Rectangular decomposition method for fractional diffusion-wave equations, Appl. Math. Comput., 179, 92-97, (2006) · Zbl 1100.65125
[3] Abdulaziz, O.; Hashim, I.; Ismail, E. S., Approximate analytical solution to fractional modified KdV equations, Math. Comput. Model., 49, 136-145, (2009) · Zbl 1165.35441
[4] Odibat, Z.; Momani, S., A generalized differential transform method for linear partial differential equations of fractional order, Appl. Math. Lett., 21, 194-199, (2008) · Zbl 1132.35302
[5] Rida, S. Z.; El-Sayed, A. M.A.; Arafa, A. A.M., On the solutions of time-fractional reaction-diffusion equations, Commun. Nonlinear Sci. Numer. Simul., 15, 3847-3854, (2010) · Zbl 1222.65115
[6] Momani, S.; Odibat, Z.; Suat Erturk, V., Generalized differential transform method for solving a space and time-fractional diffusion-wave equation, Phys. Lett. A, 370, 379-387, (2007) · Zbl 1209.35066
[7] Moaddy, K.; Momani, S.; Hashim, I., The non-standard finite difference scheme for linear fractional PDEs in fluid mechanics, Comput. Math. Appl., 61, 1209-1216, (2011) · Zbl 1217.65174
[8] Chen, C. F.; Hsiao, C. H., Haar wavelet method for solving lumped and distributed-parameter systems, IEE Proc. Part D, 144, 87-94, (1997) · Zbl 0880.93014
[9] Maleknejad, K.; Mirzaee, F., Using rationalized Haar wavelet for solving linear integral equations, Appl. Math. Comput., 160, 579-587, (2005) · Zbl 1067.65150
[10] Babolian, E.; Shahsavaran, A., Numerical solution of nonlinear Fredholm integral equations of the second kind using Haar wavelets, J. Comput. Appl. Math., 225, 87-95, (2009) · Zbl 1159.65102
[11] Lepik, Ü., Solving PDEs with the aid of two-dimensional Haar wavelets, Comput. Math. Appl., 61, 1873-1879, (2011) · Zbl 1219.65169
[12] Islam, S.; šarler, B.; Aziz, I.; Haq, F., Haar wavelet collocation method for the numerical solution of boundary layer fluid flow problems, Int. J. Thermal Sci., 50, 686-697, (2011)
[13] Lotfi, A.; Dehghan, M.; Yousefi, S. A., A numerical technique for solving fractional optimal control problems, Comput. Math. Appl., 62, 1055-1067, (2011) · Zbl 1228.65109
[14] Wu, J. L., A wavelet operational method for solving fractional partial differential equations numerically, Appl. Math. Comput., 214, 31-40, (2009) · Zbl 1169.65127
[15] Lotfi, A.; Dehghan, M.; Yousefi, S. A., A numerical technique for solving fractional optimal control problems, Comput. Math. Appl., (2011) · Zbl 1228.65109
[16] Saadatmandi, A.; Dehghan, M., A new operational matrix for solving fractional-order differential equations, Comput. Math. Appl., 59, 1326-1336, (2010) · Zbl 1189.65151
[17] Li, Y.; Zhao, W., Haar wavelet operational matrix of fractional order integration and its applications in solving the fractional order differential equations, Appl. Math. Comput., 216, 2276-2285, (2010) · Zbl 1193.65114
[18] Majak, J.; Pohlak, M.; Eerme, M.; Lepikult, T., Weak formulation based Haar wavelet method for solving differential equations, Appl. Math. Comput., 211, 488-494, (2009) · Zbl 1162.65395
[19] Zhang, Y., A finite difference method for fractional partial differential equations, Appl. Math. Comput., 215, 524-529, (2009) · Zbl 1177.65198
[20] Ram Pandey, K.; Singh, P. O.; Vipul Baranwal, K., An analytic algorithm for the space-time fractional advection-dispersion equation, Comput. Phys. Commun., 182, 1134-1144, (2011) · Zbl 1217.65196
[21] Jiang, W.; Lin, Y., Approximate solution of the fractional advection-dispersion equation, Comput. Phys. Commun., 181, 557-561, (2010) · Zbl 1210.65168
[22] Su, L.; Wang, W.; Yang, Z., Finite difference approximations for the fractional advection-diffusion equation, Phys. Lett. A, 373, 4405-4408, (2009) · Zbl 1234.65034
[23] Su, L.; Wang, W.; Xu, Q., Finite difference methods for fractional dispersion equations, Appl. Math. Comput., 216, 3329-3334, (2010) · Zbl 1193.65158
[24] Su, L.; Wang, W.; Wang, H., A characteristic difference method for the transient fractional convection-diffusion equations, Appl. Numer. Math., (2011) · Zbl 1225.65085
[25] Wang, K.; Wang, H., A fast characteristic finite difference method for fractional advection-diffusion equations, Adv. Water Res., (2011)
[26] Momani, S., An algorithm for solving the fractional convection-diffusion equation with nonlinear source term, Commun. Nonlinear Sci. Numer. Simul., 12, 1283-1290, (2007) · Zbl 1118.35301
[27] Ding, Z.; Xiao, A.; Li, M., Weighted finite difference methods for a class of space fractional partial differential equations with variable coefficients, J. Comput. Appl. Math., 233, 1905-1914, (2010) · Zbl 1185.65146
[28] Chen, Y.; Wua, Y.; Cuib, Y.; Wanga, Z.; Jin, D., Wavelet method for a class of fractional convection-diffusion equation with variable coefficients, J. Comput. Sci., 1, 146-149, (2010)
[29] Rehman, M. U.; Khan, R. A., A numerical method for solving boundary value problems for fractional differential equations, Appl. Math. Modell., 36, 894-907, (2012) · Zbl 1243.65095
[30] Podlubny, I., Fractional differential equations, (1999), Academic Press San Diego · Zbl 0918.34010
[31] Diethelm, K., The analysis of fractional differential equations, Lecture Notes in Mathematics Series, (2010), Springer · Zbl 1215.34001
[32] Davidson, K. R.; Donsig, A. P., Real analysis and applications: theory in practice, (2010), Springer Science Business Media LLC · Zbl 1179.26001
[33] Momani, S.; Odibat, Z., Analytical approach to linear fractional partial differential equations arising in fluid mechanics, Phys. Lett. A, 355, 271-279, (2006) · Zbl 1378.76084
[34] Khader, M. M., On the numerical solutions for the fractional diffusion equation, Commun. Nonlinear Sci. Numer. Simul., 16, 2535-2542, (2011) · Zbl 1221.65263
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.