The spectral collocation method for efficiently solving PDEs with fractional Laplacian

We derive a spectral collocation approximation to the fractional Laplacian operator based on the Riemann-Liouville fractional derivative operators on a bounded domain Ω = [a, b]. Corresponding matrix representations of (?△) ^α/2 for α ∈ (0,1) and α ∈ (1,2) are obtained. A space-fractional advection-dispersion equation is then solved to investigate the numerical performance of this method under various choices of parameters. It turns out that the proposed method has high accuracy and is efficient for solving these space-fractional advection-dispersion equations when the forcing term is smooth.     

B‐spline spectral method for constrained fractional optimal control problems

In this paper, we present a direct B‐spline spectral collocation method to approximate the solutions of fractional optimal control problems with inequality constraints. We use the location of the maximum of B‐spline functions as collocation points, which leads to sparse and nonsingular matrix B whose entries are the values of B‐spline functions at the collocation points. In this method, both the control and Caputo fractional derivative of the state are approximated by B‐spline functions. The fractional integral of these functions is computed by the Cox‐de Boor recursion formula. The convergence of the method is investigated. Several numerical examples are considered to indicate the efficiency of the method.     

Free vibration of non-uniform Euler–Bernoulli beam under various supporting conditions using Chebyshev wavelet collocation method

This paper proposes operational matrix of rth integration of Chebyshev wavelets. A general procedure of this matrix is given. Operational matrix of rth integration is taken as rth power of operational matrix of first integration in literature. But, this study removes this disadvantage of Chebyshev wavelets method. Free vibration problems of non-uniform Euler–Bernoulli beam under various supporting conditions are investigated by using Chebyshev Wavelet Collocation Method. The proposed method is based on the approximation by the truncated Chebyshev wavelet series. A homogeneous system of linear algebraic equations has been obtained by using the Chebyshev collocation points. The determinant of coefficients matrix is equated to the zero for nontrivial solution of homogeneous system of linear algebraic equations. Hence, we can obtain ith natural frequencies of the beam and the coefficients of the approximate solution of Chebyshev wavelet series that satisfied differential equation and boundary conditions. Mode shapes functions corresponding to the natural frequencies can be obtained by normalizing of approximate solutions. The computed results well fit with the analytical and numerical results as in the literature. These calculations demonstrate that the accuracy of the Chebyshev wavelet collocation method is quite good even for small number of grid points.     

Two‐dimensional shifted Legendre polynomial collocation method for electromagnetic waves in dielectric media via almost operational matrices

In this paper, a numerical solution of fractional partial differential equations (FPDEs) for electromagnetic waves in dielectric media will be discussed. For the solution of FPDEs, we developed a numerical collocation method using an algorithm based on two‐dimensional shifted Legendre polynomials approximation, which is proposed for electromagnetic waves in dielectric media. By implementing the partial Riemann–Liouville fractional derivative operators, two‐dimensional shifted Legendre polynomials approximation and its operational matrix along with collocation method are used to convert FPDEs first into weakly singular fractional partial integro‐differential equations and then converted weakly singular fractional partial integro‐differential equations into system of algebraic equation. Some results concerning the convergence analysis and error analysis are obtained. Illustrative examples are included to demonstrate the validity and applicability of the technique. Copyright © 2017 John Wiley & Sons, Ltd.     

A high‐order B‐spline collocation scheme for solving a nonhomogeneous time‐fractional diffusion equation

A high‐accuracy numerical approach for a nonhomogeneous time‐fractional diffusion equation with Neumann and Dirichlet boundary conditions is described in this paper. The time‐fractional derivative is described in the sense of Riemann‐Liouville and discretized by the backward Euler scheme. A fourth‐order optimal cubic B‐spline collocation (OCBSC) method is used to discretize the space variable. The stability analysis with respect to time discretization is carried out, and it is shown that the method is unconditionally stable. Convergence analysis of the method is performed. Two numerical examples are considered to demonstrate the performance of the method and validate the theoretical results. It is shown that the proposed method is of order O(Δx⁴ + Δt^{2 ? α}) convergence, where α ∈ (0,1) . Moreover, the impact of fractional‐order derivative on the solution profile is investigated. Numerical results obtained by the present method are compared with those obtained by the method based on standard cubic B‐spline collocation method. The CPU time for present numerical method and the method based on cubic B‐spline collocation method are provided.     

Numerical solution of multi-order fractional differential equations with multiple delays via spectral collocation methods

This paper discusses a general framework for the numerical solution of multi-order fractional delay differential equations (FDDEs) in noncanonical forms with irrational/rational multiple delays by the use of a spectral collocation method. In contrast to the current numerical methods for solving fractional differential equations, the proposed framework can solve multi-order FDDEs in a noncanonical form with incommensurate orders. The framework can also solve multi-order FDDEs with irrational multiple delays. Next, the framework is enhanced by the fractional Chebyshev collocation method in which a Chebyshev operation matrix is constructed for the fractional differentiation. Spectral convergence and small computational time are two other advantages of the proposed framework enhanced by the fractional Chebyshev collocation method. In addition, the convergence, error estimates, and numerical stability of the proposed framework for solving FDDEs are studied. The advantages and computational implications of the proposed framework are discussed and verified in several numerical examples.     

A meshless point collocation method for 2-D multi-term time fractional diffusion-wave equation

In this paper, a meshless collocation method is considered to solve the multi-term time fractional diffusion-wave equation in two dimensions. The moving least squares reproducing kernel particle approximation is employed to construct the shape functions for spatial approximation. Also, the Caputo’s time fractional derivatives are approximated by a scheme of order O(τ ^3?α ), 1< α < 2. Stability and convergence of the proposed scheme are discussed. Some numerical examples are given to confirm the efficiency and reliability of the proposed method.     

Perturbed collocation and symplectic RKN methods

It is known that many Runge-Kutta-Nyström methods can be derived by collocation. In this paper we prove that the onlys-stage symplectic Runge-Kutta-Nyström method that can be obtained by ordinary collocation is of order 2s and implicit. We also extend the idea of perturbed collocation to Runge-Kutta-Nyström methods and derive symplectic Runge-Kutta-Nyström methods using this technique. We have obtained symplectic implicits-stage Runge-Kutta-Nyström methods of order 2s?1 and 2s?2.     

A fast Fourier-collocation method for second boundary integral equations

In this paper we develop a fast collocation method for second boundary integral equations by the trigonometric polynomials. We propose a convenient way to compress the dense matrix representation of a compact integral operator with a smooth kernel under the Fourier basis and the corresponding collocation functionals. The compression leads to a sparse matrix with only O(nlog²n) number of nonzero entries, where 2n+1 denotes the order of the matrix. Thus we develop a fast Fourier-collocation method. We prove that the fast Fourier-collocation method gives the optimal convergence order up to a logarithmic factor. Moreover, we design a fast scheme for solving the corresponding truncated linear system. We establish that this algorithm preserves the quasi-optimal convergence of the approximate solution with requiring a number of O(nlog³n) multiplications.     

A new Jacobi operational matrix: An application for solving fractional differential equations

In this paper, we derived the shifted Jacobi operational matrix (JOM) of fractional derivatives which is applied together with spectral tau method for numerical solution of general linear multi-term fractional differential equations (FDEs). A new approach implementing shifted Jacobi operational matrix in combination with the shifted Jacobi collocation technique is introduced for the numerical solution of nonlinear multi-term FDEs. The main characteristic behind this approach is that it reduces such problems to those of solving a system of algebraic equations which greatly simplifying the problem. The proposed methods are applied for solving linear and nonlinear multi-term FDEs subject to initial or boundary conditions, and the exact solutions are obtained for some tested problems. Special attention is given to the comparison of the numerical results obtained by the new algorithm with those found by other known methods.     

Mixed Collocation for Fractional Differential Equations

We present the mixed collocation method for numerical integration of fractional differential equations of the type D ^β u=Φ(u,t). Given a regular mesh with constant discretization step, the unknown u(t) is considered as continuous and affine in each cell, and the dynamics Φ(u,t) as a constant. After a fractional integration, the equation is written strongly at the mesh vertices and the dynamics weakly in each cell. The “Semidif” software has been developed for the particular case of numerical integration of order 1/2. The validation for analytical results and published solutions is established and experimental convergence as the mesh size tends to zero is obtained. Good results are obtained for a nonlinear model with a strong singularity.     

Efficient Chebyshev spectral methods for solving multi-term fractional orders differential equations

In this paper, we state and prove a new formula expressing explicitly the derivatives of shifted Chebyshev polynomials of any degree and for any fractional-order in terms of shifted Chebyshev polynomials themselves. We develop also a direct solution technique for solving the linear multi-order fractional differential equations (FDEs) with constant coefficients using a spectral tau method. The spatial approximation with its fractional-order derivatives (described in the Caputo sense) are based on shifted Chebyshev polynomials T_L,n(x) with x ∈ (0, L), L > 0 and n is the polynomial degree. We presented a shifted Chebyshev collocation method with shifted Chebyshev–Gauss points used as collocation nodes for solving nonlinear multi-order fractional initial value problems. Several numerical examples are considered aiming to demonstrate the validity and applicability of the proposed techniques and to compare with the existing results.     

A new operational matrix of fractional order integration for the Chebyshev wavelets and its application for nonlinear fractional Van der Pol oscillator equation

In this paper, an efficient and accurate computational method based on the Chebyshev wavelets (CWs) together with spectral Galerkin method is proposed for solving a class of nonlinear multi-order fractional differential equations (NMFDEs). To do this, a new operational matrix of fractional order integration in the Riemann–Liouville sense for the CWs is derived. Hat functions (HFs) and the collocation method are employed to derive a general procedure for forming this matrix. By using the CWs and their operational matrix of fractional order integration and Galerkin method, the problems under consideration are transformed into corresponding nonlinear systems of algebraic equations, which can be simply solved. Moreover, a new technique for computing nonlinear terms in such problems is presented. Convergence of the CWs expansion in one dimension is investigated. Furthermore, the efficiency and accuracy of the proposed method are shown on some concrete examples. The obtained results reveal that the proposed method is very accurate and efficient. As a useful application, the proposed method is applied to obtain an approximate solution for the fractional order Van der Pol oscillator (VPO) equation.     

Vieta–Fibonacci wavelets: Application in solving fractional pantograph equations

In this paper, the Vieta–Fibonacci wavelets as a new family of orthonormal wavelets are generated. An operational matrix concerning fractional integration of these wavelets is extracted. A numerical scheme is established based on these wavelets and their fractional integral matrix together with the collocation technique to solve fractional pantograph equations. The presented method reduces solving the problem under study into solving a system of algebraic equations. Several examples are provided to show the accuracy of the method.     

An integrated numerical method with error analysis for solving fractional differential equations of quintic nonlinear type arising in applied sciences

In this study, fractional differential equations having quintic nonlinearity are considered by proposing an accurate numerical method based on the matching polynomial and matrix‐collocation system. This method provides an integration between matrix and fractional derivative, which makes it fast and efficient. A hybrid computer program is designed by making use of the fast algorithmic structure of the method. An error analysis technique consisting of the fractional‐based residual function is constructed to scrutinize the precision of the method. Some error tests are also performed. Figures and tables present the consistency of the approximate solutions of highly stiff model problems. All results point out that the method is effective, simple, and eligible.     

A numerical approximation for Volterra’s population growth model with fractional order

This paper presents a numerical scheme for approximate solutions of the fractional Volterra’s model for population growth of a species in a closed system. In fact, the Bessel collocation method is extended by using the time-fractional derivative in the Caputo sense to give solutions for the mentioned model problem. In this extended of the method, a generalization of the Bessel functions of the first kind is used and its matrix form is constructed. And then, the matrix form based on the collocation points is formed for the each term of this model problem. Hence, the method converts the model problem into a system of nonlinear algebraic equations. We give some numerical applications to show efficiency and accuracy of the method. In applications, the reliability of the technique is demonstrated by the error function based on accuracy of the approximate solution.     

A numerical approach for solving initial-boundary value problem describing the process of cooling of a semi-infinite body by radiation

In this article, we have introduced a Taylor collocation method, which is based on collocation method for solving initial-boundary value problem describing the process of cooling of a semi-infinite body by radiation. This method is based on first taking the truncated Taylor expansions of the solution function in the fractional differential equation and then substituting their matrix forms into the equation. Using collocation points, we have the system of nonlinear algebraic equation. Then, we solve the system of nonlinear algebraic equation using Maple 13 and we have the coefficients of Taylor expansion. In addition, numerical results are presented to demonstrate the effectiveness of the proposed method.     

Legendre spectral method for the fractional Bratu problem

In this paper, the Legendre spectral collocation method (LSCM) is applied for the solution of the fractional Bratu's equation. It shows the high accuracy and low computational cost of the LSCM compared with some other numerical methods. The fractional Bratu differential equation is transformed into a nonlinear system of algebraic equations for the unknown Legendre coefficients and solved with some spectral collocation methods. Some illustrative examples are also given to show the validity and applicability of this method, and the obtained results are compared with the existing studies to highlight its high efficiency and neglectable error.     

The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems

This paper presents a new computational technique for solving fractional pantograph differential equations. The fractional derivative is described in the Caputo sense. The main idea is to use Müntz-Legendre wavelet and its operational matrix of fractional-order integration. First, the Müntz-Legendre wavelet is presented. Then a family of piecewise functions is proposed, based on which the fractional order integration of the Müntz-Legendre wavelets are easy to calculate. The proposed approach is used this operational matrix with the collocation points to reduce the under study problem to a system of algebraic equations. An estimation of the error is given in the sense of Sobolev norms. The efficiency and accuracy of the proposed method are illustrated by several numerical examples.     

Numerical solution of multiterm variable‐order fractional differential equations via shifted Legendre polynomials

In this paper, shifted Legendre polynomials will be used for constructing the numerical solution for a class of multiterm variable‐order fractional differential equations. In the proposed method, the shifted Legendre operational matrix of the fractional variable‐order derivatives will be investigated. The fundamental problem is reduced to an algebraic system of equations using the constructed matrix and the collocation technique, which can be solved numerically. The error estimate of the proposed method is investigated. Some numerical examples are presented to prove the applicability, generality, and accuracy of the suggested method.