Académique Documents
Professionnel Documents
Culture Documents
Approximate Solution for System of multi-term Initial Value problem of Fractional Differential Equations by Spline Functions
Dr. Adel A.S.Al-Marashi Department of mathematics Education faculty Rada'a Thamar University Yemen adelalmarashi@yahoo.com
Dr. Omar M. Al-Faour Department of mathematics College of Applied Science Thamar University Yemen alfaour1952@yahoo.com
Abstract In this work a new method for solving a system of multi-term initial value problem of fractional orders with constant coefficients using different orders of spline function is presented. The fractional derivatives defined in the Riemann-Liouvill sense are considered and the error bounds for spline functions are presented.
Key words: System of fractional derivatives , fractional derivatives equations , spline function
Introduction
In this paper divided to the numerical solution for a system of multi-term initial value problem of fractional orders with constant coefficients which takes the following general form
d
j =1
ij
D ij u j (t ) = f i (t )
, i = 1,2,..., m
(1) 1
ui(a)=ci ,i=1,2,.,m Where ij is fraction and dij and ci is constants belong to IR for all i,j and t [a, b]
The main aim of this work is to establish a new method to treat the system (1) using a numerical method to achieve this, we use the properties of different order of spline function , her the fractional considered is given by Riemann- Liouvill definition of th order fractional derivative of f with respect to t is : t 1 1 Da f (t ) = (t s) f (s)ds where is fractional number and n 1 n , n N [7] ( ) a There are many methods that concerted of finding the approximated solution of system fractional order differential equations. Hence we prove a new general formula of system fraction order differential equations where most studies have dealt just with special cases. In [8] Neville D.Ford and Joseph A, are aware of two approaches to the solution of multi-term equations, that do not give rise to a system of fractional equations to solve .These methods involve an analytical stage , in which the original problem is converted into an equivalent form, and a numerical stage where the solution is approximate. Thus any of these approaches may at least in principle, be combined with a verity of numerical methods to give different algorithms based on the some reformulation. One approach was proposed by Dishelm and Luchko[4]. Here the others build on an idea proposal by Luchko and Gorenfl[5] the approach it reformulate the problem through the use of Laplace transforms to provide a representation of the solution in terms of a sum of Mittag-Letter functions [6]. In [1] find numerical solution of multi-term fraction differential equations for one equation. In [2] fined the numerical solution of the system FDE of the form:
D i yi (t ) = f (t , yi (t )) where i is , i = 1,2,..., m
, j = 1,2,..., m , i j fraction.
In this work we only give a new method to fined approximate solution of Eq(1)
Proposition 1.1.[7] If f ( x) = x r and > 0 then the fractional derivative of f has the form
Dt t r =
2
r! t + r ( + r + 1)
, r = 0,1,2,...., n
Now we give the definition and some properties of the fractional order differential of spline function . A function S is called a classic spline of degree k if : - The domain of S is an interval [a,b]. - S,S',S'',,S (k-1) are continuous on [a,b]. - There are points ti (the knots of S) such that a = t0 < t1 <<tn= b and such that S is a polynomial of degree at most k on each [ti,ti+1].
2
That is spline is piecewise polynomial with pieces smoothly connected together. The joining points of the polynomial pieces are called knot and a spline of degree k is in Ck-1. We define a classic spline function of degree k and smoothness class (k-1) relative to the subdivision : a = t 0 < t1 < ... < t n = b as [5] S kk 1 () = {S : S C k 1[a, b], S [t i , t i +1 ] Pk , i = 0,1,..., n 1} When k =1 , the spline is called linear spline S 1 (t ) , and when k = 2 , the spline is called quadratic spline S 2 (t ) , and when k = 3 , the spline is called cubic spline S 3 (t ) , here the three types of classic splines (linear, quadratic and cubic) have been considered as following:
Definitions 2.1. [1] Linear spline function S 1 (t )
(2)
Proposition 2.1. The fractional derivative of th order derivative of linear spline functions
Dt
ij
Proof :
S i1 t t +1 ] = [t i +1 h ( + 1) ( + 2) + = S i1+1 t +1 t [ ] ti h ( + 2) ( + 1)
(3)
Proposition 2.2. The fractional derivative of th order derivative of quadratic spline functions
Dt
ij
Proof:
2 i
2 i+1
Dt S 2 (t ) = Si2 Dt [1 (
Si2 t t +1 Dt S (t ) = [ti+1 ]+ h ( + 1) ( + 2)
S 3 (t ) = [(1 3(
(4)
Proposition 2.3. The fractional derivative of th order derivative of cubic spline functions
Dt ij S 3 (t ) =
Proof:
dSi3 dS 3 + Di (t ) i+1 ] dt dt 3 3 3 3 3 3 dSi Si+1 Si dSi+1 Si+1 Si where and = = dt h dt h t ti 3 t ti 3 (t ti ) (ti+1 t ) 2 3 3 Dt S (t ) = Si Dt [1 3( ) + 2( ) h h h3 t ti 2 t ti 3 (t ti ) (ti+1 t ) 2 (t ti+1 ) (t ti ) 2 3 ] + Si+1 Dt [3( ) 2( ) + h3 h h h3 (t ti+1 ) (t ti ) 2 + ] h3 S3 S3 = i Dt (ti+1 t ) + i+1 (t ti ) h h Dt S 3 (t ) = Dt [ Ai (t )Si3 + Bi (t )Si3+1 + Ci (t )
Using Proposition (1.1) we have
Si3 t t +1 ] Dt S (t ) = [ti+1 h ( + 1) ( + 2)
That is || u S (1) || | h 2 / 8 || u ( 2 ) ||
6
Case (ii): when N=2 The expression for the linear interpolator can be written in terms of divided differences as: S ( 2 ) (t ) = ui + (t t i )u[t i , t i +1 ] + (t t i )(t t i +1 )u[t i , t i +1 , , t i + 2 ]
Hence the error term for all t [t 0 , t 2 ] yields : (t t 0 )(t t1 )(t t 2 ) ( 3) E 2 (t ) = u (t ) S ( 2 ) (t ) = u (c) for t 0 c t 2 3! Using the change of variable t-t0=z and t-t1=z-h, t-t2=z-2h the error term E2(t) can be written as: ( z 3 3hz + 2h 2 z )u (3) (c) E 2 (t ) = E 2 (t 0 + z ) = for 0 z 2h 2! The extreme values of (z ) = z 3 3hz + 2h 2 z over [0,2h] occur either at an end point (0) = 0 , 2 3 1 (2h) = 0 or at the critical point ((1 ) h) = h we have established the bound . 3 3 3 2 3 2 3 | (t ) |=| z 3 3hz + 2h 2 z || h |=| h | for 0 z 2h 3 3 3 3 Then , | (t ) || u (3) (c) | h2 | E 2 (t ) |= | || u ( 3) (c) | 3! 9 3 Therefore h3 max | u (t ) S ( 2 ) (t ) | | | max | u ( 3) (t ) | t 0 t t 2 9 3 t0 t t 2 h3 || u ( 3) || That is || u S ( 2 ) || | 9 3
Case (iii): when N=3 The expression for the linear interpolator can be written in terms of divided differences as: S ( 3) (t ) = u i + (t t i )u[t i , t i +1 ] + (t t i )(t t i +1 )u[t i , t i +1 , , t i + 2 ]
+ (t t i )(t t i +1 )(t t i + 2 )u[t i , t i +1 , , t i + 2 , t i +3 ]
Hence the error term for all t [t 0 , t 3 ] yields : (t t 0 )(t t1 )(t t 2 )(t t 3 ) ( 4) E3 (t ) = u (t ) S ( 3) (t ) = u (c) for t 0 c t 3 4! Using the change of variable t-t0=z and t-t1=z-h, t-t2=z-2h , t-t3=t-3h the error term E3(t) can be written as: ( z 4 6hz 3 + 11h 2 z 2 6h 3 z )u ( 4) (c) E3 (t ) = E3 (t 0 + z ) = for 0 z 3h 2! The extreme values of (z ) = z 4 6hz 3 + 11h 2 z 2 6h 3 z over [0,3h] occur either at an end point
3 9 3 5 h) = h 4 we have (0) = 0 , (3h) = 0 or at the critical point ( h) = h 4 and ( 2 16 2 established the bound . | (t ) |=| z 4 6hz 3 + 11h 2 z 2 6h 3 z || h 4 |=| h 4 | for 0 z 3h Then , | (t ) || u ( 4) (c) | h4 | E 2 (t ) |= | || u ( 4) (c) | 4! 4! Therefore
7
t 0 t t3
max | u (t ) S ( 3) (t ) | |
h4 | max | u ( 4) (t ) | 4! t0 t t3
That is || u S ( 3) || | h4 || u ( 4 ) || 4!
d
j =1
ij
D ij u j (t ) = f i (t )
Here , various orders of spline functions including linear , quadratic and cubic will be used to solve the system of LFDEs in eq(4)
Using linear spline function S (1) (t ) Write ui (t ) , i = 1,2,3,..., m as
( ui (t ) = S i(1) (t ) = Ar (t ) S ir1) + Br (t ) S i(,1r)+1
(5)
d
j =1
ij
D ij S (j1) (t ) = f i (t )
( 6)
AS(1) = B
Where A = (d ij ) is a matrix of order m , such that
(7)
aij = d ij
aim = Br (t ) S
(1) ( ( = [ S1(,1r)+1 , S 21r) +1 ,..., S m1,)r +1 ]T ,
Eq (7) can be solved by solving for the vector S (1) using some iterative method, in this work we use Jacobi method.
Using quadrate spline functions S
( 2)
(t )
S =
m
( 2) i , r +1
S i ,r
( 2)
(8)
d
j =1 m 1 j =1
ij
D ij S i( 2 ) (t ) = f i (t )
d ij
( + Ar (t ) S ir2) + Br (t ) S i(,2)+1 + C r (t ) Di (t ) = f i (t ) r
(10 )
S ( 2)
bi = f i (t ) d ij
Eq (10) can be solved by solving for the vector S ( 2 ) using some iterative method, in this work we use Jacobi method. (t ) Here Ui(t) ,i=1,2,,m is expanded as following dS dS ( 3) ( 3) ( 3) ui (t ) = S i (t ) = Ar (t ) S i ,r + Br (t ) S i ,r +1 + C r (t ) ir + Di (t ) i ,r +1 d dt where t tr 2 t tr 3 t tr 2 t tr 3 Ar (t ) = 1 3( Br (t ) = 3( ) + 2( ) , ) 2( ) h h h h t t C r (t ) = (t t r )( r +1 ) 2 h t t Dr (t ) = (t t r )( r +1 ) 2 , r = 0,1,..., n 1 (11) h such that
Using cubic spline functions S
( 3)
dS i ,r +1 dt
=2
dS ir dS i ,r 1 dt dt
, r = 1,2,..., m
dS i 0 are small arbitrary dt From eq ( 11 ) and propositions (1.1) (2.3) into eq(1) to get
d
j =1
m 1
ij
D ij S i(3) (t ) + d im S i(3) (t ) = f i (t )
d ij
j =1
m 1
( ( + Ar (t ) S m3,)r + Br (t ) S m3,)r +1 + C r (t )
dt
= f i (t )
(12)
d ij
j =1
m 1
C r (t )
dS i ,r dt
(14)
and B = (bi )
10
Then equation (14) can be solved by solving for the vector S ( 3) using some iterative method, ( ( in this work we use Jacobi method. S1(,3)+1 , S 23r)+1 ,... , S m3,)r +1 , r = 0,1,2, ,n-1 , r
The algorithm
, r = 1,2,..., n
In order to discuss the convergence of the spline functions method , we shall solve the contracted systems using the Jacobi iterative method . Since the convergence of the Jacobi method [6] insured if aij max | | or equivalently 1i m j =1 aii
j i
| a
j =1 j i
ij
| < | aii |
Numerical Examples
In this section we give some examples of numerical solution of Eq( 1 ) by means of the approximate described in sections (2-3) .To better analyze the numerical results we have chosen those problem which have analytical solutions of simple type .
11
Example (1)
+ t +1
The analytical solution u1 (t ) = 1 + t , u2 (t ) = 4 , 0 < t < 1 with the initial conditions being u1 (0) = 1 , u 2 (0) = 4 Here we found the following results Table (1) solutions for example (1) by spline functions ti 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 u1 (ti ) 1.1000 1.2000 1.3000 1.4000 1.5000 1.6000 1.7000 1.8000 1.9000 u 2 (ti ) 4 4 4 4 4 4 4 4 4
1 S1 (ti ) 1.1000 1.2000 1.3000 1.4000 1.5000 1.6000 1.7000 1.8000 1.9000 1 S 2 (ti ) 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000
S12 (ti ) 1.1000 1.2000 1.3000 1.4000 1.5000 1.6000 1.7000 1.8000 1.9000
2 S 2 (ti ) 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000
S13 (ti ) 1.1000 1.2000 1.3000 1.4000 1.5000 1.6000 1.7000 1.8000 1.9000
3 S 2 (ti ) 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000 4.0000
1 1 Least square error ||u1- S1 || = 0.043 * e 8 , ||u2- S 2 || = 0.076 * e 8 , ||u1- S12 ||= 0.152 * e 8 , 2 3 || u2- S 2 ||= 0.164 * e 8 ||u1- S13 || = 0.116 * e 8 , || u2- S 2 ||= 0.092 * e 8
t
5
+4 + e t erf ( t ) + t + 1
The analytical solution u1 (t ) = 4 , u 2 (t ) = t + 1 , u3 (t ) = e t , 0 < t 1 with the initial conditions being u1 (0) = 4 , u 2 (0) = 1 , u3 (0) = 1 Here we found the following results
12
S 32 (t i )
1.1059 1.2219 1.3418 1.4918 1.6481 1.8225 2.0159 2.2265 2.4581
3 S 3 (t i )
1 ||u1- S1 || = 0.022 * e 8 2 2
||u1-
S ||= 0.152 * e , || u2- S ||= 0.136 * e ,||u3- S || = 0.2151 * e , ||u1- S13 || = 0.186 * e 8 ,
3 3 || u2- S 2 ||= 0.083 * e 8 , ||u3- S 3 || = 0.214 * e 5
et
D 1 / 2 u1 (t ) + D1 / 2 u3 (t ) + 2u 2 (t ) = 8 t / + D1 / 2 u 2 (t ) 3D 1 / 2 u 3 (t ) + u 2 (t ) = 2 t / +
t
1
+ e t erf ( t ) + 2t + 2 3e t erf ( t )
The analytical solution u1 (t ) = 4 , u 2 (t ) = t + 1 , u3 (t ) = e t , 0 < t 1 with the initial conditions being u1 (0) = 4 , u 2 (0) = 1 , u3 (0) = 1 Here we found the following results Table (3) solutions for example (3) by spline functions
ti 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9
S 32 (t i )
1.1061 1.2216 1.3418 1.4932 1.6436 1.8231 2.0166 2.2270 2.4510
3 S 3 (t i )
13
1 ||u1- S1 || = 0.95 * e 6 2 2
||u1||u1-
2 3
Conclusion
The approximate solution of system of fractional differential equations are instructed using the spline functions method associated . Algorithm is built , examples are treated and good results where obtained , comparison is mode between these methods depending on least square error which is calculated from the numerical against the exact solutions .Tables (1-3) show comparison between the results from solving lasting examples (1-3) respectively using spline functions . In addition the corresponding least square errors are also included and from the above results we conclude that : If the exact solution has the linear form then the approximate solution of the all spline functions are equal table(1) If the exact solution has the exponential form then the approximate solution by cubic spline functions is the best tables(2-3)
REFERENCES
[1] Al-Marashi , A,S.adel , "Nnumerical Solution for multi- term Fractional orders Differential Equation" , Thamar University Journal . (N-8-2007) .190-204. [2] El-Sayed, A.M.A. ,A.E.M.El-Mesiry, and H.A.A.El-Saka, Numerical Solution for multi-term Fractional (arbitrary) Orders Differential Equations ,Appl.Math.and Comput.,1(2004),33-54 [3] Diethelm,K.&Luchko,Y." Numerical Solution of Linear multi- term Initial value problems of Fractional order",J.Comput.Appl.6,243-263. [4] Edward, J.T.,Ford, N.J., and Simpson, A.C," The Numerical Solution of multi-term Fractional order",J.Comput.Appl.6, (2002), 243-263 [5] Luchko,Y.&Gorenfl. R,"An operational method for Solving Fractional Differential Equations with The Caputo Derivative", Acta Mathematical Vietnamica,24, (1999), 207-233. [6] Mathews ,H. John , "Numerical methods for Mathematical ", science and engineering,Prentic-Hall of India (2001). [7] Miller , K.S.& Ross ,B," An Interoduction to The Fractional Calcules and Fractional Differential Equations ", John Wily and Sons . (1993). [8] Nevill , J.Ford & Joseph, A. Connelly ,"Systems Based Decomposition Schenen for The Approximate Solution of multi-term Fractional Differential Equations", Manchester centry for Application mathematics group research report. (2007).
14