Numerical solution of nonlinear fractional-order Volterra integro-differential equations by SCW

Fractional calculus is an extension of derivatives and integrals to non-integer orders and has been widely used to model scientific and engineering problems. In this paper, we describe the fractional derivative in the Caputo sense and give the second kind Chebyshev wavelet (SCW) operational matrix of fractional integration. Then based on above results we propose the SCW operational matrix method to solve a kind of nonlinear fractional-order Volterra integro-differential equations. The main characteristic of this approach is that it reduces the integro-differential equations into a nonlinear system of algebraic equations. Thus, it can simplify the problem of fractional order equation solving. The obtained numerical results indicate that the proposed method is efficient and accurate for this kind equations.     

一类变系数分数阶微分方程的数值解法

本文研究了一类变系数分数阶微分方程的数值解法问题. 利用Cheyshev小波推导出的分数阶微分方程的算子矩阵把分数阶微分方程转换为代数方程组. 同时给出了Cheyshev小波基的收敛性和误差估计表达式, 并给出数值算例说明所提方法的精确性和有效性     

Second Kind Chebyshev Wavelet Galerkin Method for Stochastic Itô-Volterra Integral Equations

In this paper, an efficient wavelet Galerkin method based on the stochastic operational matrix of second kind Chebyshev wavelet is proposed for solving stochastic Itô-Volterra integral equations. Convergence and error analysis of the presented wavelets method are investigated. The numerical results are compared with exact solution and those of other existing methods.     

A novel attempt for finding comparatively accurate solution for sine‐Gordon equation comprising Riesz space fractional derivative

In this paper, a numerical procedure involving Chebyshev wavelet method has been implemented for computing the approximate solution of Riesz space fractional sine‐Gordon equation (SGE). Two‐dimensional Chebyshev wavelet method is implemented to calculate the numerical solution of space fractional SGE. The fractional SGE is considered as an interpolation between the classical SGE (corresponding to α = 2) and nonlocal SGE (corresponding to α = 1). As a consequence, the approximate solutions of fractional SGE obtained by using Chebyshev wavelet approach were compared with those derived by using modified homotopy analysis method with Fourier transform. Copyright © 2015 John Wiley & Sons, Ltd.     

Solving a nonlinear fractional differential equation using Chebyshev wavelets

Chebyshev wavelet operational matrix of the fractional integration is derived and used to solve a nonlinear fractional differential equations. Some examples are included to demonstrate the validity and applicability of the technique.     

The operational matrix of fractional integration for shifted Chebyshev polynomials

A new shifted Chebyshev operational matrix (SCOM) of fractional integration of arbitrary order is introduced and applied together with spectral tau method for solving linear fractional differential equations (FDEs). The fractional integration is described in the Riemann–Liouville sense. The numerical approach is based on the shifted Chebyshev tau method. The main characteristic behind the approach using this technique is that only a small number of shifted Chebyshev polynomials is needed to obtain a satisfactory result. Illustrative examples reveal that the present method is very effective and convenient for linear multi-term FDEs.     

非线性第二类Volterra积分方程的Chebyshev谱配置法

我们在参考了相关文献的基础上,考察了一类非线性Volterra积分方程的Chebyshev谱配置法.方法中,我们将该类非线性方程转化为两个方程进行数值逼近.我们选择N阶Chebyshev Gauss-Lobatto点作为配置点,对积分项用N阶高斯数值积分公式逼近.收敛性分析结果表明数值误差的收敛阶为N^（1/2）-m,其中m是已知函数最高连续导数的阶数.我们也开展数值实验证实这一理论分析结果.     

Numerical technique based on generalized Laguerre and shifted Chebyshev polynomials

In this study, we present a numerical scheme for solving a class of fractional partial differential equations. First, we introduce psi -Laguerre polynomials like psi-shifted Chebyshev polynomials and employ these newly introduced polynomials for the solution of space-time fractional differential equations. In our approach, we project these polynomials to develop operational matrices of fractional integration. The use of these orthogonal polynomials converts the problem under consideration into a system of algebraic equations. The solution of this system provide us the desired results. The convergence of the proposed method is analyzed. Finally, some illustrative examples are included to observe the validity and applicability of the proposed method.     

Operational Matrix of Fractional Integration Based on the Shifted Second Kind Chebyshev Polynomials for Solving Fractional Differential Equations

This paper is devoted to studying a computational method for solving multi-term differential equations based on new operational matrix of shifted second kind Chebyshev polynomials. The properties of the operational matrix of fractional integration are exploited to reduce the main problem to an algebraic equation. We present an upper bound for the error in our estimation that leads to achieve the convergence rate of O(M ^−κ). Numerical experiments are reported to demonstrate the applicability and efficiency of the proposed method.

     

A new approach of the Chebyshev wavelets method for partial differential equations with boundary conditions of the telegraph type

In this paper, we develop an accurate and efficient Chebyshev wavelets method for solution of partial differential equations with boundary conditions of the telegraph type. In the proposed method we have employed mutually the operational matrices of integration and differentiation to get numerical solutions of such equations. The power of this manageable method is confirmed. Moreover the use of Chebyshev wavelet is found to be accurate, simple and fast.     

On the approximate solutions for system of fractional integro-differential equations using Chebyshev pseudo-spectral method

In this paper, we implement Chebyshev pseudo-spectral method for solving numerically system of linear and non-linear fractional integro-differential equations of Volterra type. The proposed technique is based on the new derived formula of the Caputo fractional derivative. The suggested method reduces this type of systems to the solution of system of linear or non-linear algebraic equations. We give the convergence analysis and derive an upper bound of the error for the derived formula. To demonstrate the validity and applicability of the suggested method, some test examples are given. Also, we present a comparison with the previous work using the homotopy perturbation method.     

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.     

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.     

Numerical treatment for solving fractional Riccati differential equation

This paper presents an accurate numerical method for solving fractional Riccati differential equation (FRDE). The proposed method so called fractional Chebyshev finite difference method (FCheb-FDM). In this technique, we approximate FRDE with a finite dimensional problem. The method is based on the combination of the useful properties of Chebyshev polynomials approximation and finite difference method. The Caputo fractional derivative is replaced by a difference quotient and the integral by a finite sum. By this method the given problem is reduced to a problem for solving a system of algebraic equations, and by solving this system, we obtain the solution of FRDE. Special attention is given to study the convergence analysis and estimate an error upper bound of the obtained approximate formula. Illustrative examples are included to demonstrate the validity and applicability of the proposed technique.     

Numerical solution of fractional differential equations using cubic B-spline wavelet collocation method

Physical processes with memory and hereditary properties can be best described by fractional differential equations due to the memory effect of fractional derivatives. For that reason reliable and efficient techniques for the solution of fractional differential equations are needed. Our aim is to generalize the wavelet collocation method to fractional differential equations using cubic B-spline wavelet. Analytical expressions of fractional derivatives in Caputo sense for cubic B-spline functions are presented. The main characteristic of the approach is that it converts such problems into a system of algebraic equations which is suitable for computer programming. It not only simplifies the problem but also speeds up the computation. Numerical results demonstrate the validity and applicability of the method to solve fractional differential equation.     

Chebyshev operational matrix method for solving multi-order fractional ordinary differential equations

The aim of this article is to present an analytical approximation solution for linear and nonlinear multi-order fractional differential equations (FDEs) by extending the application of the shifted Chebyshev operational matrix. For this purpose, we convert FDE into a counterpart system and then using proposed method to solve the resultant system. Our results in solving four different linear and nonlinear FDE, confirm the accuracy of proposed method.     

A CAS wavelet method for solving nonlinear Fredholm integro-differential equations of fractional order

In this paper we present a computational method for solving a class of nonlinear Fredholm integro-differential equations of fractional order which is based on CAS (Cosine And Sine) wavelets. The CAS wavelet operational matrix of fractional integration is derived and used to transform the equation to a system of algebraic equations. Some examples are included to demonstrate the validity and applicability of the technique.     

Numerical solution of hypersingular equation using recursive wavelet on invariant set

In this paper, we construct the Chebyshev recursive wavelets on a unit interval of the first kind, the second kind and their corresponding weight functions. We apply wavelet collocation method to solve the natural boundary integral equation of the harmonic equation on the lower half-plane numerically. It is convenient and accurate to generate the stiffness matrix. Two numerical examples are presented. It is shown that the stiffness matrix is highly sparse when the order of the stiffness matrix becomes large. Current method allows choosing an appropriate weight function to increase the convergence rate and accuracy of the numerical results.     

Numerical solution of Volterra–Fredholm integral equations by moving least square method and Chebyshev polynomials

In this paper, we use a method based on moving least squares method and Chebyshev polynomials for numerical solution of Volterra–Fredholm integral equations of the second kind. The main advantage of this method is that it does not need a mesh, neither for purposes of interpolation nor for integration. The convergence of the method is investigated, and finally some examples are given to show the applicability of the method.     

Haar wavelet operational matrix of fractional order integration and its applications in solving the fractional order differential equations

Haar wavelet operational matrix has been widely applied in system analysis, system identification, optimal control and numerical solution of integral and differential equations. In the present paper we derive the Haar wavelet operational matrix of the fractional order integration, and use it to solve the fractional order differential equations including the Bagley-Torvik, Ricatti and composite fractional oscillation equations. The results obtained are in good agreement with the existing ones in open literatures and it is shown that the technique introduced here is robust and easy to apply.