A space-time Legendre spectral tau method for the two-sided space-time Caputo fractional diffusion-wave equation

The space-time fractional diffusion-wave equation (FDWE) is a generalization of classical diffusion and wave equations which is used in modeling practical phenomena of diffusion and wave in fluid flow, oil strata and others. This paper reports an accurate spectral tau method for solving the two-sided space and time Caputo FDWE with various types of nonhomogeneous boundary conditions. The proposed method is based on shifted Legendre tau (SLT) procedure in conjunction with the shifted Legendre operational matrices of Riemann-Liouville fractional integral, left-sided and right-sided fractional derivatives. We focus primarily on implementing this algorithm in both temporal and spatial discretizations. In addition, convergence analysis is provided theoretically for the Dirichlet boundary conditions, along with graphical analysis for several special cases using other conditions. These suggest that the Legendre Tau method converges exponentially provided that the data in the given FDWE are smooth. Finally, several numerical examples are given to demonstrate the high accuracy of the proposed method.     

The alternative Legendre Tau method for solving nonlinear multi-order fractional differential equations

In this paper, the alternative Legendre polynomials (ALPs) are used to approximate the solution of a class of nonlinear multi-order fractional differential equations (FDEs). First, the operational matrix of fractional integration of an arbitrary order and the product operational matrix are derived for ALPs. These matrices together with the spectral Tau method are then utilized to reduce the solution of the mentioned equations into the one of solving a system of nonlinear algebraic equations with unknown ALP coefficients of the exact solution. The fractional derivatives are considered in the Caputo sense and the fractional integration is described in the Riemann-Liouville sense. Numerical examples illustrate that the present method is very effective for linear and nonlinear multi-order FDEs and high accuracy solutions can be obtained only using a small number of ALPs.     

An integral operational matrix based on Jacobi polynomials for solving fractional-order differential equations

This paper aims to construct a general formulation for the Jacobi operational matrix of fractional integral operator. Fractional calculus has been used to model physical and engineering processes that are found to be best described by fractional differential equations. Therefore, a reliable and efficient technique for the solution of them is too important. For the concept of fractional derivative we will adopt Caputo’s definition by using Riemann–Liouville fractional integral operator. Our main aim is to generalize the Jacobi integral operational matrix to the fractional calculus. These matrices together with the Tau method are then utilized to reduce the solution of this problem to the solution of a system of algebraic equations. The method is applied to solve linear and nonlinear fractional differential equations. Illustrative examples are included to demonstrate the validity and applicability of the presented technique.     

A fractional‐order Jacobi Tau method for a class of time‐fractional PDEs with variable coefficients

This paper presents a shifted fractional‐order Jacobi orthogonal function (SFJF) based on the definition of the classical Jacobi polynomial. A new fractional integral operational matrix of the SFJF is presented and derived. We propose the spectral Tau method, in conjunction with the operational matrices of the Riemann–Liouville fractional integral for SFJF and derivative for Jacobi polynomial, to solve a class of time‐fractional partial differential equations with variable coefficients. In this algorithm, the approximate solution is expanded by means of both SFJFs for temporal discretization and Jacobi polynomials for spatial discretization. The proposed tau scheme, both in temporal and spatial discretizations, successfully reduced such problem into a system of algebraic equations, which is far easier to be solved. Numerical results are provided to demonstrate the high accuracy and superiority of the proposed algorithm over existing ones. Copyright © 2015 John Wiley & Sons, Ltd.     

Fractional-order Legendre functions for solving fractional-order differential equations

In this article, a general formulation for the fractional-order Legendre functions (FLFs) is constructed to obtain the solution of the fractional-order differential equations. Fractional calculus has been used to model physical and engineering processes that are found to be best described by fractional differential equations. Therefore, an efficient and reliable technique for the solution of them is too important. For the concept of fractional derivative we will adopt Caputo’s definition by using Riemann–Liouville fractional integral operator. Our main aim is to generalize the new orthogonal functions based on Legendre polynomials to the fractional calculus. Also a general formulation for FLFs fractional derivatives and product operational matrices is driven. These matrices together with the Tau method are then utilized to reduce the solution of this problem to the solution of a system of algebraic equations. The method is applied to solve linear and nonlinear fractional differential equations. Illustrative examples are included to demonstrate the validity and applicability of the presented technique.     

TWO-VARIABLE JACOBI POLYNOMIALS FOR SOLVING SOME FRACTIONAL PARTIAL DIFFERENTIAL EQUATIONS

Two-variable Jacobi polynomials, as a two-dimensional basis, are applied to solve a class of temporal fractional partial differential equations. The fractional derivative operators are in the Caputo sense. The operational matrices of the integration of integer and fractional orders are presented. Using these matrices together with the Tau Jacobi method converts the main problem into the corresponding system of algebraic equations. An error bound is obtained in a two-dimensional Jacobi-weighted Sobolev space. Finally, the efficiency of the proposed method is demonstrated by implementing the algorithm to several illustrative examples. Results will be compared with those obtained from some existing methods.     

基于拟Legendre多项式求解一类分数阶微分方程

本文基于移位的Legendre多项式构造一类新的正交拟Legendre多项式求解一类分数阶微分方程.用阶数随所求未知函数的微分的阶数而变化的拟Legendre多项式逼近未知函数;利用分数阶积分的性质推导拟Legendre多项式的积分算子阵,结合算子矩阵的思想和Tau方法,将问题转化为求解代数方程组的问题.最后,给出数值算例证明该方法的有效性.     

A solution to the Lane–Emden equation in the theory of stellar structure utilizing the Tau method

In this paper, we propose a Tau method for solving the singular Lane–Emden equation—a nonlinear ordinary differential equation on a semi‐infinite interval. We applied collocation, Galerkin, and Tau methods for solving this problem, and according to the results, the solution of Tau method is the most accurate. The operational derivative and product matrices of the modified generalized Laguerre functions are presented. These matrices, in conjunction with the Tau method, are then utilized to reduce the solution of the Lane–Emden equation to that of a system of algebraic equations. We also present a comparison of this work with some well‐known results and show that the present solution is highly accurate. Copyright © 2012 John Wiley & Sons, Ltd.     

Numerical treatment of a well-posed Chebyshev Tau method for Bagley-Torvik equation with high-order of accuracy

The main purpose of this study is to develop and analyze a new high-order operational Tau method based on the Chebyshev polynomials as basis functions for obtaining the numerical solution of Bagley-Torvik equation which has a important role in the fractional calculus. It is shown that some derivatives of the solutions of these equations have a singularity at origin. To overcome this drawback we first change the original equation into a new equation with a better regularity properties by applying a regularization process and thereby the operational Chebyshev Tau method can be applied conveniently. Our proposed method has two main advantages. First, the algebraic form of the Tau discretization of the problem has an upper triangular structure which can be solved by forward substitution method. Second, Tau approximation of the problem converges to the exact ones with a highly rate of convergence under a more general regularity assumptions on the input data in spite of the singularity behavior of the exact solution. Numerical results are presented which confirm the theoretical results obtained and efficiency of the proposed method.     

Numerical piecewise approximate solution of Fredholm integro-differential equations by the Tau method

A general form of numerical piecewise approximate solution of linear integro-differential equations of Fredholm type is discussed. It is formulated for using the operational Tau method to convert the differential part of a given integro-differential equation, or IDE for short, to its matrix representation. This formulation of the Tau method can be useful for such problems over long intervals and also can be used as a good and simple alternative algorithm for other piecewise approximations such as splines or collocation. A Tau error estimator is also adapted for piecewise application of the Tau method. Some numerical examples are considered to demonstrate the implementation and general effect of application of this (segmented) piecewise Chebyshev Tau method.     

Numerical solution of fractional differential equations with a Tau method based on Legendre and Bernstein polynomials

In this paper, we state and prove a new formula expressing explicitly the integratives of Bernstein polynomials (or B‐polynomials) of any degree and for any fractional‐order in terms of B‐polynomials themselves. We derive the transformation matrices that map the Bernstein and Legendre forms of a degree‐n polynomial on [0,1] into each other. By using their transformation matrices, we derive the operational matrices of integration and product of the Bernstein polynomials. These matrices together with the Tau method are then utilized to reduce the solution of this problem to the solution of a system of algebraic equations. The method is applied to solve linear and nonlinear fractional differential equations. Copyright © 2013 John Wiley & Sons, Ltd.     

Numerical solutions of the space‐time fractional advection‐dispersion equation

Fractional advection‐dispersion equations are used in groundwater hydrologhy to model the transport of passive tracers carried by fluid flow in a porous medium. In this paper we present two reliable algorithms, the Adomian decomposition method and variational iteration method, to construct numerical solutions of the space‐time fractional advection‐dispersion equation in the form of a rabidly convergent series with easily computable components. The fractional derivatives are described in the Caputo sense. Some examples are given. Numerical results show that the two approaches are easy to implement and accurate when applied to space‐time fractional advection‐dispersion equations. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

Numerical solution of transient heat conduction equation with variable thermophysical properties by the Tau method

In this article, we proposed the operational approach to the Tau method for solving linear and nonlinear one‐dimensional transient heat conduction equations with variable thermophysical properties which can involve heat generation term. To solve heat conduction equation, first we recall the Tau method to obtain a matrix form of the governing differential equation. Then boundary and initial conditions are transformed into a matrix form. Finally the resulting systems of linear or nonlinear algebraic equations are given. Afterwards, efficient error estimation is also introduced for this method. Some numerical examples are given to illustrate the efficiency and high accuracy of the proposed method and also results are compared with solutions obtained by other methods. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 964–977, 2014     

Gegenbauer spectral method for time‐fractional convection–diffusion equations with variable coefficients

In this paper, we study the numerical solution to time‐fractional partial differential equations with variable coefficients that involve temporal Caputo derivative. A spectral method based on Gegenbauer polynomials is taken for approximating the solution of the given time‐fractional partial differential equation in time and a collocation method in space. The suggested method reduces this type of equation to the solution of a linear algebraic system. Finally, some numerical examples are presented to illustrate the efficiency and accuracy of the proposed method. Copyright © 2014 John Wiley & Sons, Ltd.     

Two temporal second-order <Emphasis Type="Italic">H</Emphasis><Superscript>1</Superscript>-Galerkin mixed finite element schemes for distributed-order fractional sub-diffusion equations

In this paper, a special point is found for the interpolation approximation of the distributed order fractional derivatives to achieve at least second-order accuracy. Then, two H¹-Galerkin mixed finite element schemes combined with the higher accurate interpolation approximation are introduced and analyzed to solve the distributed order fractional sub-diffusion equations. The stable results, which just depend on initial value and source item, are derived. Some a priori estimates with optimal order of convergence both for the unknown function and its flux are established rigorously. It is shown that the H¹-Galerkin mixed finite element approximations have the same rates of the convergence as in the classical mixed finite element method, but without LBB consistency condition and quasiuniformity requirement on the finite element mesh. Finally, some numerical experiments are presented to show the efficiency and accuracy of H¹-Galerkin mixed finite element schemes.     

Sine‐cosine wavelet method for fractional oscillator equations

Purpose In this article, a novel computational method is introduced for solving the fractional nonlinear oscillator differential equations on the semi‐infinite domain. The purpose of the proposed method is to get better and more accurate results. Design/methodology/approach The proposed method is the combination of the sine‐cosine wavelets and Picard technique. The operational matrices of fractional‐order integration for sine‐cosine wavelets are derived and constructed. Picard technique is used to convert the fractional nonlinear oscillator equations into a sequence of discrete fractional linear differential equations. Operational matrices of sine‐cosine wavelets are utilized to transformed the obtained sequence of discrete equations into the systems of algebraic equations and the solutions of algebraic systems lead to the solution of fractional nonlinear oscillator equations. Findings The convergence and supporting analysis of the method are investigated. The operational matrices contains many zero entries, which lead to the high efficiency of the method, and reasonable accuracy is achieved even with less number of collocation points. Our results are in good agreement with exact solutions and more accurate as compared with homotopy perturbation method, variational iteration method, and Adomian decomposition method. Originality/value Many engineers can utilize the presented method for solving their nonlinear fractional models.     

Analytical solution of time‐fractional Navier–Stokes equation in polar coordinate by homotopy perturbation method

In this letter, we implement a relatively new analytical technique, the homotopy perturbation method (HPM), for solving linear partial differential equations of fractional order arising in fluid mechanics. The fractional derivatives are described in Caputo derivatives. This method can be used as an alternative to obtain analytic and approximate solutions of different types of fractional differential equations applied in engineering mathematics. The corresponding solutions of the integer order equations are found to follow as special cases of those of fractional order equations. Some numerical examples are presented to illustrate the efficiency and reliability of HPM. He's HPM, which does not need small parameter is implemented for solving the differential equations. In this method, a homotopy is introduced to be constructed for the equation. The initial approximations can be freely chosen with possible unknown constants that can be determined by imposing the boundary and initial conditions. It is predicted that HPM can be found widely applicable in engineering. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Solving 2D time‐fractional diffusion equations by a pseudospectral method and Mittag‐Leffler function evaluation

Two‐dimensional time‐fractional diffusion equations with given initial condition and homogeneous Dirichlet boundary conditions in a bounded domain are considered. A semidiscrete approximation scheme based on the pseudospectral method to the time‐fractional diffusion equation leads to a system of ordinary fractional differential equations. To preserve the high accuracy of the spectral approximation, an approach based on the evaluation of the Mittag‐Leffler function on matrix arguments is used for the integration along the time variable. Some examples along with numerical experiments illustrate the effectiveness of the proposed approach. Copyright © 2016 John Wiley & Sons, Ltd.     

An extension of the Tau numerical algorithm for the solution of linear and nonlinear Lane–Emden equations

The purpose of this paper is to present a numerical algorithm for solving the Lane–Emden equations as singular initial value problems. The proposed algorithm is based on an operational Tau method (OTM). The main idea behind the OTM is to convert the desired problem to some operational matrices. Firstly, we use a special integral operator and convert the Lane–Emden equations to integral equations. Then, we use OTM to linearize the integral equations to some operational matrices and convert the problem to an algebraic system. The concepts, properties, and advantages of OTM and its application for solving Lane–Emden equations are presented. Some orthogonal polynomials are also used to reduce the volume of computations. Finally, several experiments of Lane–Emden equations including linear and nonlinear terms are given to illustrate the validity and efficiency of the proposed algorithm. Copyright © 2012 John Wiley & Sons, Ltd.     

分数积分的一种数值计算方法及其应用

提出了一种只需要存储部分历史数据的分数积分的数值计算方法,并给出了误差估计。这种方法可对包含分数积分和分数导数的积分-微分方程进行较长时间的数值计算,克服了存储全部历史数据的困难,并能对计算误差进行控制。作为应用,给出了具有分数导数型本构关系的粘弹性Timoshenko梁的动力学行为研究的控制方程,利用分离变量法讨论梁在简谐激励作用下的动力响应,然后用新提出的数值方法对控制方程进行数值计算,数值计算结果和理论结果进行了比较,它们比较吻合。