Solution to system of partial fractional differential equations using the fractional exponential operators

In this article, fractional exponential operator is considered as a general approach for solving partial fractional differential equations. An integral representation for this operator is derived from the Bromwich integral for the inverse Mellin transform. Also, effectiveness of this operator for obtaining the formal solution of system of diffusion equations is discussed. Copyright © 2011 John Wiley & Sons, Ltd.     

On the finite Mellin transform in quantum calculus and application

The aim of the present paper is to introduce and study a new type of q-Mellin transform [11], that will be called q-finite Mellin transform. In particular, we prove for this new transform an inversion formula and q-convolution product. The application of this transform is also earlier proposed in solving procedure for a new equation with a new fractional differential operator of a variational type.     

Exact and numerical solution of Black–Scholes matrix equation

In this paper a new method for solving Black–Scholes equation is proposed. The approach is based on the Mellin transform. A numerical procedure for the approximation of the solution is given.     

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.     

On integral representation of Bessel function of the first kind

A first kind Fredholm integral equation with nondegenerate kernel is given, which particular solution is the Bessel function of the first kind. This equation is solved by means of Mellin transform pair.     

瞬时点源分数阶超常扩散的浓度分布

利用质量守恒条件、解的时空相似性、Mellin变换以及Fox函数理论,给出n维空间中(n=1,2,3)瞬时点源分数阶超常扩散浓度分布的Fox函数表示及解析表达式,并讨论其渐近性质.     

Numerical solution of modified Black–Scholes equation pricing stock options with discrete dividend

This paper deals with the numerical solution of the modified Black–Scholes equation modelling the valuation of stock options with discrete dividend payments. By using a delta-defining sequence of the involved generalized Dirac delta function and applying the Mellin transform, an integral formula for the solution is obtained. Then, numerical quadrature approximations and illustrative examples are given.     

Solution of fractional order heat equation via triple Laplace transform in 2 dimensions

In this article, we introduce the triple Laplace transform for the solution of a class of fractional order partial differential equations. As a consequence, fractional order homogeneous heat equation in 2 dimensions is investigated in detail. The corresponding solution is obtained by using the aforementioned triple Laplace transform, which is the generalization of double Laplace transform. Numerical plots to the concerned solutions are provided to demonstrate our results.     

Efficient analytic method for solving nonlinear fractional differential equations

In this paper, we propose a new approach of the generalized differential transform method (GDTM) for solving nonlinear fractional differential equations. In GDTM, it is a key to derive a recurrence relation of generalized differential transform (GDT) associated with the solution in the given fractional equation. However, the recurrence relations of complex nonlinear functions such as exponential, logarithmic and trigonometry functions have not been derived before in GDTM. We propose new algorithms to construct the recurrence relations of complex nonlinear functions and apply the GDTM with the proposed algorithms to solve nonlinear fractional differential equations. Several illustrative examples are demonstrated to show the effectiveness of the proposed method. It is shown that the proposed technique is robust and accurate for solving fractional differential equations.     

Non-existence of periodic solutions in fractional-order dynamical systems and a remarkable difference between integer and fractional-order derivatives of periodic functions

Using the Mellin transform approach, it is shown that, in contrast with integer-order derivatives, the fractional-order derivative of a periodic function cannot be a function with the same period. The three most widely used definitions of fractional-order derivatives are taken into account, namely, the Caputo, Riemann-Liouville and Grunwald-Letnikov definitions. As a consequence, the non-existence of exact periodic solutions in a wide class of fractional-order dynamical systems is obtained. As an application, it is emphasized that the limit cycle observed in numerical simulations of a simple fractional-order neural network cannot be an exact periodic solution of the system.     

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.     

Green's function of two-dimensional time-fractional diffusion equation using addition formula of Wright function

In this paper, using the Mellin transform of Wright function we derive an addition formula for the Wright function. In some special cases, addition formulas for the Hermite, Bessel and Mittag-Leffler functions are also given and the Green's function of two-dimensional time-fractional diffusion equation is presented in the whole plane.     

Similarity analytical solutions for the Schrӧdinger equation with the Riesz fractional derivative in quantum mechanics

The present article deals with the similarity method to tackle the fractional Schrӧdinger equation where the derivative is defined in the Riesz sense. Moreover, the procedure of reducing a fractional partial differential equation (FPDE) into an ordinary differential equation (ODE) has been efficiently displayed by means of suitable scaled transform to the proposed fractional equation. Furthermore, the ODEs are treated effectively via the Fourier transform. The graphical solutions are also depicted for different fractional derivatives α .     

A New defy for iteration methods

The work presents an adaptation of iteration method for solving a class of thirst order partial nonlinear differential equation with mixed derivatives.The class of partial differential equations present here is not solvable with neither the method of Green function, the most usual iteration methods for instance variational iteration method, homotopy perturbation method and Adomian decomposition method, nor integral transform for instance Laplace,Sumudu, Fourier and Mellin transform. We presented the stability and convergence of the used method for solving this class of nonlinear chaotic equations.Using the proposed method, we obtained exact solutions to this kind of equations.     

Solving homogeneous fractional differential equations of Euler type

We study linear homogeneous differential equations with three left Riemann-Liouville fractional derivatives; these equations are analogs of Euler ordinary differential equations. By using the direct and inverse Mellin transforms and residue theory, we obtain a complete system of linearly independent solutions. As a corollary, related results are proved for Euler ordinary differential equations.     

The Mellin–Parseval formula and its interconnections with the exponential sampling theorem of optical physics

In this paper, we establish a Mellin version of the classical Parseval formula of Fourier analysis in the case of Mellin bandlimited functions, and its equivalence with the exponential sampling formula (ESF) of signal analysis, in which the samples are not equally spaced apart as in the classical Shannon theorem, but exponentially spaced. Two quite different examples are given illustrating the truncation error in the ESF. We employ Mellin transform methods for square-integrable functions.     

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.     

New numerical simulation for fractional Benney–Lin equation arising in falling film problems using two novel techniques

The pivotal aim of the present work is to find the numerical solution for fractional Benney–Lin equation by using two efficient methods, called q ‐homotopy analysis transform method and fractional natural decomposition method. The considered equation exemplifies the long waves on the liquid films. Projected methods are distinct with solution procedure and they are modified with different transform algorithms. To illustrate the reliability and applicability of the considered solution procedures we consider eight special cases with different initial conditions. The fractional operator is considered in Caputo sense. The achieved results are drowned through two and three‐dimensional plots for different Brownian motions and classical order. The numerical simulations are presented to ensure the efficiency of considered techniques. The behavior of the obtained results for distinct fractional order is captured in the present framework. The outcomes of the present investigation show that, the considered schemes are efficient and powerful to solve nonlinear differential equations arise in science and technology.     

The Fundamental Solutions of the Space, Space-Time Riesz Fractional Partial Differential Equations with Periodic Conditions

In this paper, the space-time Riesz fractional partial differential equations with periodic conditions are considered. The equations are obtained from the integral partial differential equation by replacing the time derivative with a Caputo fractional derivative and the space derivative with Riesz potential. The fundamental solutions of the space Riesz fractional partial differential equation (SRFPDE) and the space-time Riesz fractional partial differential equation (STRFPDE) are discussed, respectively. Using methods of Fourier series expansion and Laplace transform, we derive the explicit expressions of the fundamental solutions for the SRFPDE and the STRFPDE, respectively.     

Analytical approximate solutions of Riesz fractional diffusion equation and Riesz fractional advection–dispersion equation involving nonlocal space fractional derivatives

In this paper, we consider the analytical solutions of fractional partial differential equations (PDEs) with Riesz space fractional derivatives on a finite domain. Here we considered two types of fractional PDEs with Riesz space fractional derivatives such as Riesz fractional diffusion equation (RFDE) and Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second‐order space derivative with the Riesz fractional derivative of order α∈(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first‐order and second‐order space derivatives with the Riesz fractional derivatives of order β∈(0,1] and of order α∈(1,2] respectively. Here the analytic solutions of both the RFDE and RFADE are derived by using modified homotopy analysis method with Fourier transform. Then, we analyze the results by numerical simulations, which demonstrate the simplicity and effectiveness of the present method. Here the space fractional derivatives are defined as Riesz fractional derivatives. Copyright © 2015 John Wiley & Sons, Ltd.