Adel A.S.Al-Marashi Department of mathematics Faculty of Education Thamar University Yemen adelalmarashi@yahoo.com
Abstract In this paper neural networks with radial-basis functions method is used to solve a class of initial boundary value of fractional partial differential equations with variable coefficients on a finite domain. It take the case where a left-handed or right-handed fractional spatial derivative may be present in the partial differential equations. Convergence of this method will be discussed in the paper. A numerical example using neural networks RBF method for a two-sided fractional PDE also will be presented and compared with another methods. Keywords: neural networks, radial basis function, fractional PDE, approximation fractional PDE,
1 Introduction In this paper, I will use neural network method to solve the fractional partial differential equation (FPDE) of the form:
u ( x, t ) u ( x, t ) u ( x, t ) = c+ ( x , t ) + c ( x , t ) + s ( x, t ) (1) t + x x On a finite domain L < x < R, 0 t T . Here, I consider the case 1 2 , where the parameter
is the fractional order (fractor) of the spatial derivative. The function s(x,t) is source/sink term[8].
The functions c+ ( x, t ) 0 and c ( x , t ) 0 may be interpreted as transport related coefficients. We also assume an initial condition u(x,t=0)=F(x) for L<x<R and zero Dirichlet boundary conditions. For the case 1 < 2 , the addition of classical advective term v ( x , t )
u ( x , t ) x
of (1) does not impact the analysis performed in this paper and has been omitted to simplify the notation. The left-hand (+) and right-hand (-) fractional derivatives in (1) are the Riemann-Liouville fractional derivatives of order [ 6 ] defined by
1 d f ( x) dn = ( D L + f )( x ) = ( n ) dx n d + x
x L
f ( ) d ( x ) + 1 n
f ( ) d ( x ) + 1 n
(2)
and
( 1) n d n d f ( x) ( D R f )( x ) = = ( n ) dx n d x
R x
(3)
where n is an integer such that n 1 n . If = m is an integer, then the above definitions give the standard integer derivatives, that is m f ( x) d m f ( x) d m f ( x) m m m d ( D L + f )( x ) = ; ( D R f )( x ) = ( 1) = dx m d ( x)m dx m When = 2 , and setting classical parabolic PDE
Similarly, when = 1 and setting c( x, t ) = c+ ( x, t ) c ( x, t ) , equation (1) reduces to the following classical hyperbolic PDE u ( x, t ) u ( x, t ) = c( x, t ) + s( x, t ) (5) t x The case 1 < < 2 represents a super-diffusive process, where particles diffuse faster than the classical model (4) predicts. For some applications to physical and hydrology, see[2,3,4]. I also note that the left-handed fractional derivative of f(x) at a point x depends on all function values to the left of the point x ,i.e., this derivative is a weighted average of such function values. Similarly, the right-handed fractional derivative of f(x) at a point x depends on all function values to the right of this point. In general, in left-handed and right-handed derivatives are not equal unless is an even integer, in which case, these derivatives become localized and equal. When is an odd integer, these derivatives become localize and opposite in sign. For more details on fractional derivative concepts and definitions see[3,6,8,9]. In [10] provides a more detailed treatment of the right-handed fractional derivatives as well as a substantial treatment of the left-handed fractional derivatives . Published papers on the numerical solution of fractional partial differential equation are scarce. A different method for solving the fractional partial differential equation (1) is pursued in the recent paper [4]. They transform this partial differential equation into a system of ordinary differential equations (Method of lines), which is then solved using backward differentiation formulas. Another very recent paper, [5] develops a finite element method for two-point boundary value problem, and [8] finds the numerical solution of (1) by finite differences method. 2 Multilayer Neural Networks The Rumelhart-Hinton-William's multilayer network [11], that we consider here is a feed-forward type network with connections between adjoining layers only. Networks generally have hidden layers between the input and output layers. Each layer consists of computational units. The input-output relationship of each unit is represented by inputs xi output y, connection weights wi , threshold , and differential function as follows:
u ( x, t ) 2u ( x, t ) = c( x, t ) + s( x, t ) t x 2
(4)
y ( x1 ,..., x n ) =
v ( W
j =1 j
X + j ) ,Where x i R , W
R n , v j , j R (6)
the learning rule of this network is known as the back propagation algorithm[11], which it is an algorithm that uses a gradient descent method to modify weight and thresholds as that the error between the desired output and the output signal of the network is minimized. I generally use a bounded and monotonic increasing differentiable function which is called a radial basis function for each unit output function. If a multilayer network has n input units and m output units, then the input-output relationship defines a continuous mapping from n-dimensional Euclidean space to m-dimensional Euclidean space. I call this mapping the input-output mapping of the network. I study the problem of network capability from the point of view of input-output mapping. It observed that for the study of mappings defined by multilayer networks, it is sufficient to consider networks whose the above (x) and whose output functions for input and output layers are linear.
In [7] considers the possibility of representing continuous mappings by neural networks whose output functions in hidden layers are sigmoid function, for example, ( x) = 1 /(1 + e x ) . It is simply noted here that general continuous mappings cannot be exactly represented by Rumelhart-HintonWilliam's networks. For example, if a real analytic output function such as the sigmoid function ( x) = 1 /(1 + e x ) is used then an input-output mapping of this network is analytic and generally cannot represent all continuous mappings. Let points of n-dimensional Euclidean space Rn be denoted by x=(x1,,xn) and the norm of x defined by x = (
2 i =0 i
x )
Definition 3.1[1] Let H = R n is a linear space. A function f : H R is called a radial basis function that can be represented in the form
f = go
where
: R R and g : R n R
and
. In this paper, I study approximate U by using y which is a representation model of neural networks, through analyzing previous theoretical studies. Also we present a study of convergent of solution U by approximate solution y ,where ( w
j
g( x) =|| x wi ||2 , x, wi Rn
, x, )
We also give some theorems for solsticing the conditions to converge the approximation solution for Eq. (1) by neural networks method. Theorem1.(Irie Miyake)[ 9 ] 1 2 n Let ( x ) L ( R ) , that is , let ( x ) be absolutely integrable and u ( x1 ,..., x n ) L ( R ) .
Let ( ) integrable and U ( x1 ,..., x n ) be Fourier transforms of ( x ) and u ( x 1 ,..., x n ) respectively. If (1 ) 0 ,then n 1 u ( x1 ,..., xn ) = ... ( xi wi w0 ) U ( w1 ,..., wn ) (2 ) n (1) i =1 exp(iw0 )dw0 dw1...dwn , Theorem2. Let ( x ) be a radial basis function , nonconstant, bounded and monotone increasing continuous function. Let K be a compact subset of R n and u ( x1 ,..., x n ) be a real value continuous function on K .Then for an arbitrary > 0 ,there exists an integral N and real constants v j , j , w ij ( i = 1, 2 ,..., n , j = 1, 2 ,..., m ) such that
y ( x1 ,..., x n ) =
max
x K
v [( ( w
j =1 j i =1
ij
xi ) ] + j ) satisfies
1 2 2
y ( x1 ,..., x n ) u ( x1 ,..., x n ) < .In other words, for an arbitrary > 0 ,there exists a three - layer network whose output function for the hidden layer are ( x ) , whose output functions
for input and output layers are linear and which has an input output function y ( x1 ,..., xn ) such that
max x K y ( x1 ,..., x n ) u ( x1 ,..., x n ) < . Proof: First. Since u (x) (x=(x1,,xn)) is a continuous function on a compact subset K of Rn, u(x) can be extended to be a continuous function on Rn with compact support. If I operate the mollifier * on u ( x ) , * u ( x ) is C - function with compact support. Furthermore, * u ( x ) u ( x )( + 0 ) uniformly on Rn. Therefore we may suppose u(x) is a
function with compact support for proving theorem 2. By the Paley-Wiener theorem [7],the Fourier transform U(w)(w = w1,,wn) of u(x) is real analytic and, for any integer N , there exists a constant
C -
CN
such that ( 7)
| U ( w ) | C N (1+ | w |) N
In particular U ( w ) L1 L 2 ( R n )
([ ( xi wi ) 2 ] 2 w0 )
i =1
1 U ( w1 ,..., wn ) (2 ) n (1) exp(iw0 )dw0 dw1...dwn , 1 U ( w1 ,..., wn ) (2 ) n (1) exp(iw0 )dw0 ]dw1...dwn ,
1
(8 )
I , A ( x1 ,..., xn ) = ... [
A A
([ ( xi wi ) 2 ] 2 w0 )
i =1
(9 )
(10 )
J A ( x1 ,..., xn ) =
1 ( 2 ) n
where ( x ) L1 is defined by
( x) = ( x / + ) ( x / )
, , > 0
The essential part of the proof of Irie-Miyake's Integral formula [8 ] is the equality
in our discussion , using the estimate of U(w), It is easy to prove that n lim J A ( x1 ,..., x n ) = u ( x1 ,..., x n ) uniformly on R .
A
Therefore
lim
I can state that for any > 0 there exists A > 0 such that . max | I , A ( x1 ,..., xn ) u ( x1 ,..., xn ) | < n xR 2
(11) satisfies
Second : I will approximate I , A by finite integrals on K. For > 0 , fix A which (11). For A' > 0 , set I A' , A ( x1 ,..., xn ) = ...
A A A A
A'
A'
([ ( xi wi ) ] w0 )
i =1
1 2 2
(12 )
I will show that, for > 0 , I can take A > 0 so that max | I A, A ( x1 ,..., xn ) I , A ( x1 ,..., xn ) |< xK 2 Using the following equation
(13)
A'
A'
([ ( xi wi ) ] w0 ) exp(iw0 )dw0 =
i =1
1 2 2
xi wi + A
i =1 n
xi wi A
i =1
1 2 2
the
(2 ) | (1) |
n
2 ... | U ( x) | dx + 1
.... | U ( x) | dx
A
on K
2 ... | U ( x) | dx + 1
.... | U ( x) | dx <
A
Third : From (11) and (13), I can say that for any > 0 there exists A, A > 0 such that (14) max | u ( x1 ,..., xn ) I A, A ( x1 ,..., xn ) |< ,
xK
u(x) can be approximated by the finite integral I A, A ( X ) uniformly on K.The integral of I A, A ( X ) can be replaced by the real part and is continuous on [-A',A'] . [-A,A] K ,hence I A, A ( X ) approximated by the Riemann sum uniformly on K . Since
n 1 2 2 n 1 2 2 n 1 2 2 i =1 i =1 i =1
can be
([ ( xi wi ) ] w0 ) = ( ( xi wi ) ] / w0 + ) ([ ( xi wi ) ] / w0 ) ,
the Riemann sum can be represented by a three-layer network. Therefore u(x) can be represented approximately by three-layer network. Theorem 3 : Let H be a linear space. The set of radial basis functions denoted by = exp o : H * } is fundamental in C(H). Proof : Let T denotes the linear span of the set, as I will prove T an algebra in C(H), for x H and , H * (where H * is the dual space of H) [1]
[(exp o )(exp o )]( x ) = (exp o )( x ).(exp o )( x ) = exp( ( x )). exp( ( x )) = exp( ( x ) + ( x )) = exp( + )( x )
Let 0 the zero functional in H * , then Hence T contains constants. Now if x, y H and x exp[ ( x y)] exp(0) = 1
exp[ ( x) ( y)] 1 exp[ ( x)]. exp( ( y)) 1 exp[ ( x)] / exp( ( y)) 1 exp ( x) exp( ( y)) hence T separates point of H .
Now, I will prove each basic neighborhood of a fixed point u in C(H) intersects T, let K is compact set such that K H , a basic neighborhood of u corresponding to K and has the form B K , = { g C ( H ) :|| u g || K < , now restrict u and all members of T to K, then {h / K : h T } is still on algebra containing constants separating of K, hence {h / K : h T } is dense in C(K), and consequently, T intersects B K , ,as required Therefore T is fundamental in C(H) and required.
Numerical Methods Conceding a feed forward a network with input layer a single hidden layer, and an output layer consisting of a single unit, I have purposely chosen a single output unit to simplify the exposition without loss of generality. The network is designed to perform a nonlinear mapping form the input space to the hidden space , followed by a linear mapping from the hidden space to the output space. 4
Given a set of N different points {xi Rn,i=1,2,,n} and a corresponding set N real numbers {ui n Rn,i=1,2,,n}, we find a function f: R R that satisfied the interpolation conditions. (15) f(xi)= yi ,i=1,2,,n For strict interpolation as specified here the interpolating surface (i,e; function f(x) ) is constraining to pass through all the training data points, initial w(0) Rn+m, ( 0 ) , d ( 0 ) R ,v(0) Rn, we will use algorithm of back propagation neural network [1], to find the best weights W,V, d and ,inserting the interpolation conditions of Eq. (1) in ( 6), we obtain the following set of simultaneous linear equations for the unknown coefficients of the expansion
11 12 .... 1n 1 y1 21 22 ... 2 n 2 = y2 ... ... ... ... ... ... nn n yn n1 n 2
Calculate i = i * Z i = i * X i Wij
d j = * j
; i = jV j
j =1 N
Wij = i xi
; i = i
i new = i old + i ; d i new = d i old + d i After that the best weights W,V, ,d are fined .The substitute in (6 ) , the approximate solution is
found. The above method is supposed to work in this situation. In such case the values of absence of the exact solution of independent variables will be substituted in the boundary conditions in order to get the exact values. Those values can be used in the phase of training the considered back propagation neural network. The approach is proved to get good weights of (6). The radial-basis function in theorems (2, 3)was used in order to obtain converge training of the back propagation neural network.
u ( x , t ) 1 .8 u ( x , t ) 1.8u ( x , t ) = c+ ( x , t ) + c ( x , t ) + s ( x, t ) u + x1.8 x 1 .8
were considered on a finite domain 0<x<2 and t>0 with the coefficient functions c+ ( x, t ) = (1.2) x1.8 and c ( x, t ) = (2 x) x1.8 ,and the forcing function
25 4 (x + (2 x)4 )], 22
initial condition u(x,0)=4x2(2-x)2 , and boundary conditions u(0,t)=u(2,t)=0. This fractional PDE has the exact solution u(x,t) =4e-tx2(2-x)2 , which can be verified applying the fractional formulas
DL + (x L) p =
Table(1) shows the training data by values of the boundary conditions. Table(2) shows the comparisons between exact solution u(xi,ti) and the approximated solution test points y ( xi , yi ) at x = 0.2, t = 0.1 .Table (3) compares maximum error between approximate solution by artificial neural networks method and finite difference numerical method [8] Table(1) The training data by values of the boundary conditions 5 t U(x,t) Y(x,t) e 0 0 0 0 0 0 0.1 0.4 0.6 0.1444 1.0404 0.2500 3.3124 2.25 1.0404 0 0 0 0.1678 1.5493 0.9654 6.7412 4.7759 5.7418 0 0 0
Table(2) The comparisons between exact solution u(xi,ti) and the approximated solution test points y ( xi , yi ) at xi = 0.2, t i = 0.1 x t Y(x,t) U(x,t) 0.2 0.1 0.4691 0.4246 0.4 0.2 1.3414 1.3752 0.6 0.3 0.2490 0.2831 0.8 0.4 2.0906 2.0597 1.0 0.5 2.4711 2.4244 1.2 0.6 2.4261 2.4997 1.4 0.7 2.0231 2.0488 1.6 0.8 0.7362 0.7651 1.8 0.9 0.2107 0.2239 Maximum error 0.0736
Table(3) compares maximum error between approximate solutions FDM NNS xi t i Maximum error Maximum error 0.2 0.1 0.1417 0.0736 0.1 0.05 0.0571 0.0541 0.05 0.025 0.0249 0.0217 0.025 0.0125 0.0113 0.0082
6 Conclusion
Referring back to tables (1-3) it is clear that the approximation of fractional partial FPDE using neural network with RBF obtains a good approximated solution. The converge of this method is given as well. In addition, the discussed method is able to solve fractional partial differential equations with more than two variables where many other methods fail, clearly. The suggested method provides a general approximated solution to the interval domain and depends on boundary conditions.
References [1] Al-Marashi. Adel. Al-Wagih,Khalil," Approximation Solution of Boundary values of Partial Differential Equations by using Neural Networks". Thamar University Journal No.6.PP.121136,2007. [2] A.Chaves,"A Fractional Diffusion Equation to Describe Levy Flights". Phys.lett. A 239. pp 13-16,1998. [3] D.A. Benson, S.W.Wheatcraft and M.M.Meerschaert,"The Fractional order governing of Levy Motion". Water Resour. Res.36.pp.1413-1412, (2000). [4] F.Liu,V.Aon and I. Turner, Numerical solution of the fractional advection-dispersion equation". (academic.research.microsoft.com/Publication/3471879.). 2002 [5] G.J. Fix and J.P. Roop, least squares finite element solution of a fractional order two-point boundary values problem, Computers and Mathematics with Applications, 48 (2004), 10171033. [6] K.Miller and B.Ross," An Intreduction to the Fractional Calculus and Fractional Differential Equations". Witey and Sons, New York , 1993. [7] Ken-Ichi Funahashi" On the Approximate Realization of Continuous Mappings by Neural Networks ". Neural Networks Volz.PP 182-192, 1989. [8] Mark.M.Meerschaert and Charles.Tadjeran,"Finite Difference Approximations for TwoSided Space-Fractional Partial differential Equations",NSFgrant DMC.pp563-573,2004. [9] R.Gorenfio,F Mainardi, E,Scalas and M.Raberto,"Fractional Calculus and Continuous time Finance.III. The diffusion limit". Mathematical finance, Thends Math, Birkhauser, Basel, PP. 171-180,2000. [10] S.Samko,A.Kilbas and O.Marichev,"Fractional Integral and Derivatives: Theory and Applacations".Gogdon and Breach,London,1993. [11] Simon.Haykin," Neural Networks". Book, Prntice-Hall,INC.2006.