CONVERGENCE ANALYSIS OF THE JACOBI SPECTRAL-COLLOCATION METHOD FOR FRACTIONAL INTEGRO-DIFFERENTIAL EQUATIONS

We propose and analyze a spectral Jacobi-collocation approximation for fractional order integro-differential equations of Volterra type. The fractional derivative is described in the Caputo sense. We provide a rigorous error analysis for the collection method,which shows that the errors of the approximate solution decay exponentially in L∞norm and weighted L2-norm. The numerical examples are given to illustrate the theoretical results.     

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.     

分数阶积分微分方程的近似解

本文给出了分数阶积分微分方程的一种新的解法.利用未知函数的泰功多项式展开将分数阶积分微分方程近拟转化为一个涉及未知函数及其n阶导数的线性方程组.数值例子表明该方法的有效性.     

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.     

Spectral collocation method for linear fractional integro-differential equations

In this paper, we propose and analyze a spectral Jacobi-collocation method for the numerical solution of general linear fractional integro-differential equations. The fractional derivatives are described in the Caputo sense. First, we use some function and variable transformations to change the equation into a Volterra integral equation defined on the standard interval [-1,1]$[-1\text{,}1]$. Then the Jacobi–Gauss points are used as collocation nodes and the Jacobi–Gauss quadrature formula is used to approximate the integral equation. Later, the convergence order of the proposed method is investigated in the infinity norm. Finally, some numerical results are given to demonstrate the effectiveness of the proposed method.     

The convergence and stability analysis of the Jacobi collocation method for solving nonlinear fractional differential equations with integral boundary conditions

In this paper, we apply the Jacobi collocation method for solving nonlinear fractional differential equations with integral boundary conditions. Due to existence of integral boundary conditions, after reformulation of this equation in the integral form, the method is proposed for solving the obtained integral equation. Also, the convergence and stability analysis of the proposed method are studied in two main theorems. Furthermore, the optimum degree of convergence in the L₂ norm is obtained for this method. Furthermore, some numerical examples are presented in order to illustrate the performance of the presented method. Finally, an application of the model in control theory is introduced. Copyright © 2015 John Wiley & Sons, Ltd.     

Application of generalized differential transform method to multi-order fractional differential equations

In a recent paper [Odibat Z, Momani S, Erturk VS. Generalized differential transform method: application to differential equations of fractional order, Appl Math Comput. submitted for publication] the authors presented a new generalization of the differential transform method that would extended the application of the method to differential equations of fractional order. In this paper, an application of the new technique is applied to solve fractional differential equations of the form y^(μ)(t)=f(t,y(t),y^(β₁)(t),y^(β₂)(t),…,y^(β_n)(t)) with μ>β_n>β_n-1>…>β₁>0, combined with suitable initial conditions. The fractional derivatives are understood in the Caputo sense. The method provides the solution in the form of a rapidly convergent series. Numerical examples are used to illustrate the preciseness and effectiveness of the new generalization.     

Numerical solution for (2 + 1)‐dimensional time‐fractional coupled Burger equations using fractional natural decomposition method

The aim of the present work is to find the numerical solutions for time‐fractional coupled Burgers equations using a new novel technique, called fractional natural decomposition method (FNDM). Two examples are considered in order to illustrate and validate the efficiency of the proposed algorithm. The numerical simulation has been conducted to ensure the exactness of the present method, and the obtained solutions are offered graphically to reveal the applicability and reliability of the FNDM. The outcomes of the study reveal that the FNDM is computationally very effective and accurate to study the (2 + 1)‐dimensional coupled Burger equations of arbitrary order.     

Wavelets method for solving systems of nonlinear singular fractional Volterra integro-differential equations

This paper presents a computational method for solving a class of system of nonlinear singular fractional Volterra integro-differential equations. First, existences of a unique solution for under studying problem is proved. Then, shifted Chebyshev polynomials and their properties are employed to derive a general procedure for forming the operational matrix of fractional derivative for Chebyshev wavelets. The application of this operational matrix for solving mentioned problem is explained. In the next step, the error analysis of the proposed method is investigated. Finally, some examples are included for demonstrating the efficiency of the proposed method.     

A reliable algorithm of homotopy analysis method for solving nonlinear fractional differential equations

In this paper, based on the homotopy analysis method (HAM), a powerful algorithm is developed for the solution of nonlinear ordinary differential equations of fractional order. The proposed algorithm presents the procedure of constructing the set of base functions and gives the high-order deformation equation in a simple form. Different from all other analytic methods, it provides us with a simple way to adjust and control the convergence region of solution series by introducing an auxiliary parameter ?$?$. The analysis is accompanied by numerical examples. The algorithm described in this paper is expected to be further employed to solve similar nonlinear problems in fractional calculus.     

On the concept and existence of solution for impulsive fractional differential equations

This paper is motivated from some recent papers treating the problem of the existence of a solution for impulsive differential equations with fractional derivative. We firstly show that the formula of solutions in cited papers are incorrect. Secondly, we reconsider a class of impulsive fractional differential equations and introduce a correct formula of solutions for a impulsive Cauchy problem with Caputo fractional derivative. Further, some sufficient conditions for existence of the solutions are established by applying fixed point methods. Some examples are given to illustrate the results.     

Numerical algorithms for the time-Caputo and space-Riesz fractional Bloch-Torrey equations

In this paper, high-order numerical methods for time-Caputo and space-Riesz fractional Bloch-Torrey equations in one- and two-dimensional space are constructed, where the second-order backward fractional difference operator and the sixth-order fractional-compact difference operator are applied to approximate the time and space fractional derivatives, respectively. The stability and convergence of the methods are analyzed and it is shown that the convergence orders are higher than the earlier work. Finally, some numerical experiments are presented to demonstrate the effectiveness of the methods and confirm our theoretical results.     

Convergence analysis of the fractional decomposition method with applications to time-fractional biological population models

In this study, we present convergence analysis along with an error estimate for time-fractional biological population equation in terms of the Caputo derivative using a new technique called the fractional decomposition method (FDM). Further, we present exact solutions to four test problems of nonlinear time-fractional biological population models to show the accuracy and efficiency of the FDM. This method based on constructing series solutions in a form of rapidly convergent series with easily computable components and without the need of linearization, discretization and perturbations. The results prove that the FDM is very effective and simple for solving fractional partial differential equations in multi-dimensional spaces, special cases of which we have described in this paper.     

Generalized Jacobi spectral Galerkin method for fractional pantograph differential equation

This work is concerned with the extension of the Jacobi spectral Galerkin method to a class of nonlinear fractional pantograph differential equations. First, the fractional differential equation is converted to a nonlinear Volterra integral equation with weakly singular kernel. Second, we analyze the existence and uniqueness of solutions for the obtained integral equation. Then, the Galerkin method is used for solving the equivalent integral equation. The error estimates for the proposed method are also investigated. Finally, illustrative examples are presented to confirm our theoretical analysis.     

Oscillatory solutions of fractional integro-differential equations

We give necessary conditions to get oscillatory solutions of a class of fractional order neutral differential equations with continuously distributed delay by means of the fractional derivative with respect to a given function. In particular, oscillatory solutions of the considered fractional equations with Caputo and Hadamard type of fractional derivatives are established. Some explicit examples are given to illustrate the main results.     

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.     

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.     

On dual Bernstein polynomials and stochastic fractional integro-differential equations

In recent years, random functional or stochastic equations have been reported in a large class of problems. In many cases, an exact analytical solution of such equations is not available and, therefore, is of great importance to obtain their numerical approximation. This study presents a numerical technique based on Bernstein operational matrices for a family of stochastic fractional integro-differential equations (SFIDE) by means of the trapezoidal rule. A relevant feature of this method is the conversion of the SFIDE into a linear system of algebraic equations that can be analyzed by numerical methods. An upper error bound, the convergence, and error analysis of the scheme are investigated. Three examples illustrate the accuracy and performance of the technique.     

Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion

This article focuses on controllability results of neutral stochastic delay partial functional integro-differential equations perturbed by fractional Brownian motion. Sufficient conditions are established using the theory of resolvent operators developed by Grimmer [Resolvent operators for integral equations in Banach spaces, Trans. Amer. Math. Soc., 273(1982):333–349] combined with a fixed point approach for achieving the required result. An example is provided to illustrate the theory.