Higher order numerical methods for solving fractional differential equations

In this paper we introduce higher order numerical methods for solving fractional differential equations. We use two approaches to this problem. The first approach is based on a direct discretisation of the fractional differential operator: we obtain a numerical method for solving a linear fractional differential equation with order 0<α<1. The order of convergence of the numerical method is O(h ^3?α ). Our second approach is based on discretisation of the integral form of the fractional differential equation and we obtain a fractional Adams-type method for a nonlinear fractional differential equation of any order α>0. The order of convergence of the numerical method is O(h ³) for α≥1 and O(h ^1+2α ) for 0<α≤1 for sufficiently smooth solutions. Numerical examples are given to show that the numerical results are consistent with the theoretical results.     

Short memory principle and a predictor–corrector approach for fractional differential equations

Fractional differential equations are increasingly used to model problems in acoustics and thermal systems, rheology and modelling of materials and mechanical systems, signal processing and systems identification, control and robotics, and other areas of application. This paper further analyses the underlying structure of fractional differential equations. From a new point of view, we apprehend the short memory principle of fractional calculus and farther apply a Adams-type predictor–corrector approach for the numerical solution of fractional differential equation. And the detailed error analysis is presented. Combining the short memory principle and the predictor–corrector approach, we gain a good numerical approximation of the true solution of fractional differential equation at reasonable computational cost. A numerical example is provided and compared with the exact analytical solution for illustrating the effectiveness of the short memory principle.     

Analytical approximations for a population growth model with fractional order

In this paper, we apply the homotopy analysis method (HAM) to solve the fractional Volterra’s model for population growth of a species in a closed system. This technique is extended to give solutions for nonlinear fractional integro–differential equations. The whole HAM solution procedure for nonlinear fractional differential equations is established. Further, the accurate analytical approximations are obtained for the first time, which are valid and convergent for all time t. This indicates the validity and great potential of the homotopy analysis method for solving nonlinear fractional integro–differential equations.     

Similarity solutions to nonlinear heat conduction and Burgers/Korteweg–deVries fractional equations

We analyze self-similar solutions to a nonlinear fractional diffusion equation and fractional Burgers/Korteweg–deVries equation in one spatial variable. By using Lie-group scaling transformation, we determined the similarity solutions. After the introduction of the similarity variables, both problems are reduced to ordinary nonlinear fractional differential equations. In two special cases exact solutions to the ordinary fractional differential equation, which is derived from the diffusion equation, are presented. In several other cases the ordinary fractional differential equations are solved numerically, for several values of governing parameters. In formulating the numerical procedure, we use special representation of a fractional derivative that is recently obtained.     

Fractional partial differential equations and modified Riemann-Liouville derivative new methods for solution

The paper deals with the solution of some fractional partial differential equations obtained by substituting modified Riemann-Liouville derivatives for the customary derivatives. This derivative is introduced to avoid using the so-called Caputo fractional derivative which, at the extreme, says that, if you want to get the first derivative of a function you must before have at hand its second derivative. Firstly, one gives a brief background on the fractional Taylor series of nondifferentiable functions and its consequence on the derivative chain rule. Then one considers linear fractional partial differential equations with constant coefficients, and one shows how, in some instances, one can obtain their solutions on by-passing the use of Fourier transform and/or Laplace transform. Later one develops a Lagrange method via characteristics for some linear fractional differential equations with nonconstant coefficients, and involving fractional derivatives of only one order. The key is the fractional Taylor series of non differentiable functionf(x + h) =E _α (h ^α D _x ^α )f(x).     

Differential and integral relations involving fractional derivatives of Airy functions and applications

Various differential and integral relations are deduced that involve fractional derivatives of the Airy function Ai(x) and the Scorer function Gi(x). Several new Wronskian relations are obtained that lead to the calculation of a number of indefinite integrals containing fractional derivatives of the Airy functions. New fractional derivative conservation laws are derived for equations of the Korteweg-de Vries type.     

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.     

Cauchy problems for fractional differential equations with Riemann–Liouville fractional derivatives

In this paper, we are concerned with Cauchy problems of fractional differential equations with Riemann–Liouville fractional derivatives in infinite-dimensional Banach spaces. We introduce the notion of fractional resolvent, obtain some its properties, and present a generation theorem for exponentially bounded fractional resolvents. Moreover, we prove that a homogeneous α-order Cauchy problem is well posed if and only if its coefficient operator is the generator of an α-order fractional resolvent, and we give sufficient conditions to guarantee the existence and uniqueness of weak solutions and strong solutions of an inhomogeneous α-order Cauchy problem.     

A norandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG)

It is shown that the problem of minimizing (maximizing) a quadratic cost functional (quadratic gain functional) given the dynamicsdx=(fx+gu)dt+hdb(t,a) whereb(t, a) is a fractional Brownian motion of ordera, 0<2a<1, can be solved completely (and meaningfully!) by using the dynamical equations of the moments ofx(t). The key is to use fractional Taylor's series to obtain a relation between differential and differential of fractional order.     

Fractional differential transform method combined with the Adomian polynomials

A modification of the fractional differential transform method (FDTM) for solving nonlinear fractional differential equations (FDEs) is presented. In this technique, the nonlinear term is replaced by its Adomian polynomial of index k. Then the dependent variable components are replaced in the recurrence relation by their corresponding differential transform components of the same index. Thus nonlinear FDEs can be easily solved with less computational work for any analytic nonlinearity due to the properties and available algorithms of the Adomian polynomials. Numerical examples with different types of nonlinearities are solved and good results are obtained.     

Homotopy analysis method for solving a class of fractional partial differential equations

In this paper, the homotopy analysis method is applied to obtain the solution of fractional partial differential equations with spatial and temporal fractional derivatives in Riesz and Caputo senses, respectively. Some properties of Riesz fractional derivative utilized in obtaining the series solution are proved. Numerical examples demonstrate the effect of changing homotopy auxiliary parameter ℏ on the convergence of the approximate solution. Also, they illustrate the effect of the fractional derivative orders α and β on the solution behavior.     

A fractional spectral method with applications to some singular problems

In this paper we propose and analyze fractional spectral methods for a class of integro-differential equations and fractional differential equations. The proposed methods make new use of the classical fractional polynomials, also known as Müntz polynomials. We first develop a kind of fractional Jacobi polynomials as the approximating space, and derive basic approximation results for some weighted projection operators defined in suitable weighted Sobolev spaces. We then construct efficient fractional spectral methods for some integro-differential equations which can achieve spectral accuracy for solutions with limited regularity. The main novelty of the proposed methods is that the exponential convergence can be attained for any solution u(x) with u(x ^1/λ ) being smooth, where λ is a real number between 0 and 1 and it is supposed that the problem is defined in the interval (0,1). This covers a large number of problems, including integro-differential equations with weakly singular kernels, fractional differential equations, and so on. A detailed convergence analysis is carried out, and several error estimates are established. Finally a series of numerical examples are provided to verify the efficiency of the methods.     

Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function

By using the variational calculus of fractional order, one derives a Hamilton-Jacobi equation and a Lagrangian variational approach to the optimal control of one-dimensional fractional dynamics with fractional cost function. It is shown that these two methods are equivalent, as a result of the Lagrange’s characteristics method (a new approach) for solving nonlinear fractional partial differential equations. The key of this results is the fractional Taylor’s seriesf(x + h) = E _α(h^αD^α)f(x) whereE _α(·) is the Mittag-Leffler function.     

Existence of positive solutions of nonlinear fractional differential equations

Existence of positive solutions for the nonlinear fractional differential equation D^su(x)=f(x,u(x)), 0<s<1, has been studied (S. Zhang, J. Math. Anal. Appl. 252 (2000) 804-812), where D^s denotes Riemann-Liouville fractional derivative. In the present work we study existence of positive solutions in case of the nonlinear fractional differential equation:

L(D)u=f(x,u),u(0)=0,0<x<1,     

Bernstein operational matrix of fractional derivatives and its applications

In this paper, Bernstein operational matrix of fractional derivative of order α in the Caputo sense is derived. We also apply this matrix to the collocation method for solving multi-order fractional differential equations. The numerical results obtained by the present method compares favorably with those obtained by various collocation methods earlier in the literature.     

The monotonic property and stability of solutions of fractional differential equations

In this paper we improve on the monotone property of Lemma 1.7.3 in Lakshmikantham et al. (2009) [5] for the case g(t,u)=λu with a nonnegative real number λ. We also investigate the Mittag-Leffler stability of solutions of fractional differential equations by using the fractional comparison principle.     

Approximate analytical solutions of Schnakenberg systems by homotopy analysis method

In this paper, the homotopy analysis method (HAM) has been employed to obtain analytical solution of a two reaction–diffusion systems of fractional order (fractional Schnakenberg systems) which has been modeling morphogen systems in developmental biology. Different from all other analytic methods, HAM provides us with a simple way to adjust and control the convergence region of solution series by choosing proper values for auxiliary parameter h. The fractional derivative is described in the Caputo sense. The reason of using fractional order differential equations (FOD) is that FOD are naturally related to systems with memory which exists in most biological systems. Also they are closely related to fractals which are abundant in biological systems. The results derived of the fractional system are of a more general nature. Respectively, solutions of FOD spread at a faster rate than the classical differential equations, and may exhibit asymmetry. However, the fundamental solutions of these equations still exhibit useful scaling properties that make them attractive for applications.     

On the natural solution of an impulsive fractional differential equation of order q ∈ (1, 2)

This paper is motivated from some recent papers treating the impulsive Cauchy problems for some differential equations with fractional order q ∈ (1, 2). A better definition of solution for impulsive fractional differential equation is given. We build up an effective way to find natural solution for such problems. Then sufficient conditions for existence of the solutions are established by applying fixed point methods. Four examples are given to illustrate the results.     

Existence of solutions of two-point boundary value problems for fractional p-Laplace differential equations at resonance

In this paper, we consider the following two-point boundary value problem for fractional p-Laplace differential equation where $D^{\alpha}_{0^{+}}$ , $D^{\beta}_{0^{+}}$ denote the Caputo fractional derivatives, 0<α,β≤1, 1<α+β≤2. By using the coincidence degree theory, a new result on the existence of solutions for above fractional boundary value problem is obtained. These results extend the corresponding ones of ordinary differential equations of integer order. Finally, an example is inserted to illustrate the validity and practicability of our main results.     

On the numerical solutions for the fractional diffusion equation

Fractional differential equations have recently been applied in various area of engineering, science, finance, applied mathematics, bio-engineering and others. However, many researchers remain unaware of this field. In this paper, an efficient numerical method for solving the fractional diffusion equation (FDE) is considered. The fractional derivative is described in the Caputo sense. The method is based upon Chebyshev approximations. The properties of Chebyshev polynomials are utilized to reduce FDE to a system of ordinary differential equations, which solved by the finite difference method. Numerical simulation of FDE is presented and the results are compared with the exact solution and other methods.