The Cubic B-Spline Method for a Class of Caputo-Fabrizio Fractional Differential Equations北大核心CSCD

基于分数阶微积分基本定理和三次B样条理论,构造了求解线性Caputo-Fabrizio型分数阶微分方程数值解的三次B样条方法,利用分数阶微积分基本定理将初值问题转化为关于解函数的表达式,再使用三次B样条函数逼近表达式中积分项的被积函数,进而计算了一类Caputo-Fabrizio型分数阶微分方程的数值解.给出了所构造的三次B样条方法的误差估计、收敛性和稳定性的理论证明.数值实验表明,该文数值方法在求解一类Caputo-Fabrizio型分数阶微分方程数值解时具有一定的可行性和有效性,且计算精度和计算效率优于现有的两种数值方法.     

Solving nonlinear fractional partial differential equations using the homotopy analysis method

In this article, the homotopy analysis method is applied to solve nonlinear fractional partial differential equations. On the basis of the homotopy analysis method, a scheme is developed to obtain the approximate solution of the fractional KdV, K(2,2), Burgers, BBM‐Burgers, cubic Boussinesq, coupled KdV, and Boussinesq‐like B(m,n) equations with initial conditions, which are introduced by replacing some integer‐order time derivatives by fractional derivatives. The homotopy analysis method for partial differential equations of integer‐order is directly extended to derive explicit and numerical solutions of the fractional partial differential equations. The solutions of the studied models are calculated in the form of convergent series with easily computable components. The results of applying this procedure to the studied cases show the high accuracy and efficiency of the new technique. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Bäcklund transformation of fractional Riccati equation and its applications to the space–time FDEs

In this paper, the Bäcklund transformation of fractional Riccati equation is presented to establish traveling wave solutions for two nonlinear space–time fractional differential equations in the sense of modified Riemann–Liouville derivatives, namely, the space–time fractional generalized reaction duffing equation and the space–time fractional diffusion reaction equation with cubic nonlinearity. The proposed method is effective and convenient for solving nonlinear evolution equations with fractional order. Copyright © 2014 John Wiley & Sons, Ltd.     

High order approximations using spline-based differential quadrature method: Implementation to the multi-dimensional PDEs

A new differential quadrature method based on cubic B-spline is developed for the numerical solution of differential equations. In order to develop the new approach, the B-spline basis functions are used on the grid and midpoints of a uniform partition. Some error bounds are obtained by help of cubic spline collocation, which show that the method in its classic form is second order convergent. In order to derive higher accuracy, high order perturbations of the problem are generated and applied to construct the numerical algorithm. A new fourth order method is developed for the numerical solution of systems of second order ordinary differential equations. By solving some test problems, the performance of the proposed methods is examined. Also the implementation of the method for multi-dimensional time dependent partial differential equations is presented. The stability of the proposed methods is examined via matrix analysis. To demonstrate the applicability of the algorithms, we solve the 2D and 3D coupled Burgers’ equations and 2D sine-Gordon equation as test problems. Also the coefficient matrix of the methods for multi-dimensional problems is described to analyze the stability.     

The construction of operational matrix of fractional derivatives using B-spline functions

Fractional calculus has been used to model physical and engineering processes that are found to be best described by fractional differential equations. For that reason we need a reliable and efficient technique for the solution of fractional differential equations. Here we construct the operational matrix of fractional derivative of order α in the Caputo sense using the linear B-spline functions. The main characteristic behind the approach using this technique is that it reduces such problems to those of solving a system of algebraic equations thus we can solve directly the problem. The method is applied to solve two types of fractional differential equations, linear and nonlinear. Illustrative examples are included to demonstrate the validity and applicability of the new technique presented in the current paper.     

Solving systems of fractional differential equations using differential transform method

This paper presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The fractional derivatives are described in the Caputo sense. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. Some examples are solved as illustrations, using symbolic computation. The numerical results show that the approach is easy to implement and accurate when applied to systems of fractional differential equations. The method introduces a promising tool for solving many linear and nonlinear fractional differential equations.     

Solitary wave solutions for a time-fraction generalized Hirota–Satsuma coupled KdV equation by an analytical technique

In this work, we implement a relatively analytical technique, the homotopy perturbation method (HPM), for solving nonlinear partial differential equations of fractional order. 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 which 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. He’s homotopy perturbation method (HPM) which does not need small parameter is implemented for solving the differential equations. It is predicted that HPM can be found widely applicable in engineering.     

Computing eigenelements of boundary value problems with fractional derivatives

Variational iteration method has been successfully implemented to handle linear and nonlinear differential equations. The main property of the method is its flexibility and ability to solve nonlinear equations accurately and conveniently. In this paper, first, a general framework of the variational iteration method is presented for analytic treatment of differential equations of fractional order where the fractional derivatives are described in Caputo sense. Second, the new framework is used to compute approximate eigenvalues and the corresponding eigenfunctions for boundary value problems with fractional derivatives. Numerical examples are tested to show the pertinent features of this method. This approach provides a new way to investigate eigenvalue problems with fractional order derivatives.     

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

In this paper, a new numerical method for solving fractional differential equations is presented. The fractional derivative is described in the Caputo sense. The method is based upon Bernoulli wavelet approximations. The Bernoulli wavelet is first presented. An operational matrix of fractional order integration is derived and is utilized to reduce the initial and boundary value problems to system of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique.     

A numerical method for solving boundary value problems for fractional differential equations

A numerical scheme, based on the Haar wavelet operational matrices of integration for solving linear two-point and multi-point boundary value problems for fractional differential equations is presented. The operational matrices are utilized to reduce the fractional differential equation to system of algebraic equations. Numerical examples are provided to demonstrate the accuracy and efficiency and simplicity of the method.     

A novel method for nonlinear fractional partial differential equations: Combination of DTM and generalized Taylor's formula

In this article, a novel numerical method is proposed for nonlinear partial differential equations with space- and time-fractional derivatives. This method is based on the two-dimensional differential transform method (DTM) and generalized Taylor's formula. The fractional derivatives are considered in the Caputo sense. Several illustrative examples are given to demonstrate the effectiveness of the present method. Results obtained using the scheme presented here agree well with the analytical solutions and the numerical results presented elsewhere. Results also show that the numerical scheme is very effective and convenient for solving nonlinear partial differential equations of fractional order.     

小波分式滤波器

1．引言用小波处理实际问题时，对称性具有重要的意义．如果小波不具有对称性，则在信号重构时可能导致失真．我们知道，用多项式滤波器构造的正交小波不具有对称性，这是一个重要的缺欠．本文讨论了分式滤波器，它作为多项式滤波器的最自然的推广和进展，且包含了B样条小波滤波器，可随意构造出对称性小波函数，对实际应用提供了有意义的构造性方法．在小波计算中，为了回避hllrl＊r逆变换，人们通常喜欢用Mdl时算法山，即对尺度函数方程为造迭代格式为了得到迭代收敛（n。、v）条件，通常把滤波器其中以及时，迭代格式（2）逐点收敛于尺…     

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     

Variational iteration method for the Burgers’ flow with fractional derivatives—New Lagrange multipliers

The flow through porous media can be better described by fractional models than the classical ones since they include inherently memory effects caused by obstacles in the structures. The variational iteration method was extended to find approximate solutions of fractional differential equations with the Caputo derivatives, but the Lagrange multipliers of the method were not identified explicitly. In this paper, the Lagrange multiplier is determined in a more accurate way and some new variational iteration formulae are presented.     

Numerical solutions and solitary wave solutions of fractional KDV equations using modified fractional reduced differential transform method

In this paper, the modified fractional reduced differential transform method (MFRDTM) has been proposed and it is implemented for solving fractional KdV (Korteweg-de Vries) equations. The fractional derivatives are described in the Caputo sense. In this paper, the reduced differential transform method is modified to be easily employed to solve wide kinds of nonlinear fractional differential equations. In this new approach, the nonlinear term is replaced by its Adomian polynomials. Thus the nonlinear initial-value problem can be easily solved with less computational effort. In order to show the power and effectiveness of the present modified method and to illustrate the pertinent features of the solutions, several fractional KdV equations with different types of nonlinearities are considered. The results reveal that the proposed method is very effective and simple for obtaining approximate solutions of fractional KdV equations.     

Exact solutions of nonlinear time fractional partial differential equations by sub‐equation method

In this article, the sub‐equation method is presented for finding the exact solutions of a nonlinear fractional partial differential equations. For this, the fractional complex transformation method has been used to convert fractional‐order partial differential equation to ordinary differential equation. The fractional derivatives are described in Jumarie's the modified Riemann–Liouville sense. We apply to this method for the nonlinear time fractional differential equations. With the aid of symbolic computation, a variety of exact solutions for them are obtained. Copyright © 2014 John Wiley & Sons, Ltd.     

Computational scheme for solving nonlinear fractional stochastic differential equations with delay

Abstract

This paper studies the numerical solution of fractional stochastic delay differential equations driven by Brownian motion. The proposed algorithm is based on linear B-spline interpolation. The convergence and the numerical performance of the method are analyzed. The technique is adopted for determining the statistical indicators of stochastic responses of fractional Langevin and Mackey-Glass models with stochastic excitations.     

Numerical simulation of reaction-diffusion systems by modified cubic B-spline differential quadrature method

In this paper, we have applied modified cubic B-spline based differential quadrature method to get numerical solutions of one dimensional reaction-diffusion systems such as linear reaction-diffusion system, Brusselator system, Isothermal system and Gray-Scott system. The models represented by these systems have important applications in different areas of science and engineering. The most striking and interesting part of the work is the solution patterns obtained for Gray Scott model, reminiscent of which are often seen in nature. We have used cubic B-spline functions for space discretization to get a system of ordinary differential equations. This system of ODE’s is solved by highly stable SSP-RK43 method to get solution at the knots. The computed results are very accurate and shown to be better than those available in the literature. Method is easy and simple to apply and gives solutions with less computational efforts.     

Numerical methods for nonlinear partial differential equations of fractional order

In this article, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving nonlinear partial differential equations of fractional order. The fractional derivatives are described in the Caputo sense. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these schemes, the solution takes the form of a convergent series with easily computable components. Numerical results show that the two approaches are easy to implement and accurate when applied to partial differential equations of fractional order.     

A wavelet operational method for solving fractional partial differential equations numerically

Fractional calculus is an extension of derivatives and integrals to non-integer orders, and a partial differential equation involving the fractional calculus operators is called the fractional PDE. They have many applications in science and engineering. However not only the analytical solution existed for a limited number of cases, but also the numerical methods are very complicated and difficult. In this paper, we newly establish the simulation method based on the operational matrices of the orthogonal functions. We formulate the operational matrix of integration in a unified framework. By using the operational matrix of integration, we propose a new numerical method for linear fractional partial differential equation solving. In the method, we (1) use the Haar wavelet; (2) establish a Lyapunov-type matrix equation; and (3) obtain the algebraic equations suitable for computer programming. Two examples are given to demonstrate the simplicity, clarity and powerfulness of the new method.