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DOI 10.1007/s40995-016-0136-2
RESEARCH PAPER
Abstract In this article, we develop an analytical method Anastassiou 2009; Atangana 2016). It is frequently
for solving fractional order partial differential equations. observed in many situations that the classical differential
Our method is the generalizations of homotopy perturba- operator, being local in nature, often cannot well explain
tions Laplace transform method and homotopy perturba- certain problems, specially problems having hereditary
tions Sumudu transform method. The solutions obtained properties. Fractional order operators are nonlocal in nat-
using the proposed method implies that the method is ure; in other words, they have memory effects and have the
highly accurate and easy to implement. The proposed embedded ability to describe these systems in best way as
method can be easily applied to a large variety of problems, compared with classical derivatives. The nonlocal property
which are modeled in terms of fractional order partial of FDEs is the only reason of its popularity in modeling
differential equations. Some test problems are solved to certain biological, physical, chemical, psychological,
show the accuracy of the proposed method. Some results mechanical system, and thermoplasticity. One of the non-
are shown graphically also. local process is the diffusion processes and is nicely
modeled by many authors using fractional order diffusion
Keywords Fractional partial differential equations equations. Among others, we want to bring the attention of
Natural transform Initial conditions Diffusion equation the readers to Wu et al. (2015), in which the authors
Homotopy perturbation method studied the fractional diffusion in discreet case. In Gómez-
Aguilar et al. (2016), the authors investigate fractional
order diffusion and present some simulations results. In
1 Introduction Morgado and Rebelo (2015), a detailed analysis is pre-
sented for the numerical investigation of distributed order
During the last few decades, fractional order differential diffusion equations. In Gómez-Aguilar et al. (2016a, b),
equations (FDEs) are proved to be of basic importance in Gómez–Aguilar presented a detailed study on the appli-
many physical and engineering processes. These equations cation of fractional order diffusion equations to some
are successfully applied to problems in various scientific applied problems of mechanics. The fractional order
fields, such as biology, economics, polymer chemistry, operators are nonlocal operators and provides a greater
mechanics, aerodynamics, control theory, biophysics, and degree of freedom in the model as compare to classical
many more (see Hilfer 2000; Kilbas et al. 2006; integer order which is local operator and does not allow
greater degree of freedom for modeling. On the other hand,
the computation complexities involved in fractional order
& Kamal Shah models make these models relatively difficult to analyze as
kamal@uom.edu.Pk
compared with integer order models, and therefore, it is
1
Department of Mathematics, University of Malakand, some time very difficult to solve these equations. Some
Chakadara Dir(L), Chakdara, Khyber Pakhtunkhwa, Pakistan times, it becomes difficult to arrive at the exact analytic
2
Department of Mathematics, University of Poonch solution of the problem. However, there do exist a large
Rawalakot, Rawalakot, AJK, Pakistan variety of methods, which proved to be helpful in finding
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Z t n1 nk1
1 oa f ðx; tÞ sa X s oa f ðx; tÞ
I0a hðtÞ ¼ ðt sÞa1 hðsÞ ds; ð4Þ N ¼ a Rðx; s; uÞ lim :
CðaÞ 0 ota u unk t!0 ota
k¼0
provided that the integral on the right side converges. ð10Þ
Definition 2.2 (Kumar et al. 2012) For l 2 R, a function Lemma 2.9 (Belgacem and Silambarasan 2012) The NT
f : R ! Rþ is said to be in the space Cl if it can be written of a order partial derivative of f(x, t) w.r.t x is defined by
as f ðxÞ ¼ xq f1 ðxÞ with q [ l; f1 ðxÞ 2 C½0; 1Þ and it is in a
o f ðx; tÞ da
space f ðxÞ 2 Cln if f ðnÞ 2 Cl for n 2 N [ f0g. N a
¼ a Rðx; s; uÞ: ð11Þ
ox dx
Definition 2.3 Caputo’s fractional order derivative of a Lemma 2.10 (Shah et al. 2015) The dual relationship
n
function h 2 C1 with n 2 N [ f0g is defined by between Natural transform and Laplace transform is given
8 by
< I na f ðnÞ ; n 1\a n; n 2 N; Z
a
Dt hðtÞ ¼ dn ð5Þ 1 1 st 1
: N ½ f ðx; tÞ ¼ Rðx; s; uÞ ¼ e u f ðx; tÞdt ¼ Lff ðx; tÞg;
n
hðtÞ; a ¼ n; n 2 N: u 0 u
dt
ð12Þ
where L is the laplace transform.
Note Through out in this paper, we use fractional order
derivative in Caputo’s sense. From the above Lemma, we can see that the Natural
transform is the generalization of Sumudu transform and
Definition 2.4 A two-parameter Mittag–Leffler function
Laplace transform. It is to be noted that for u ¼ 1, the
is defined by the following:
Natural transform becomes the Laplace transform, and for
X1
tk the case s ¼ 1, the generalization leads us to Sumudu
Ea;b ðtÞ ¼ : ð6Þ
Cðka þ bÞ transform.
k¼0
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where X
M
a
a
vðx; tÞ ¼ lim vk ðx; tÞ: ð22Þ
gðxÞ u u M!1
Fðx; tÞ ¼ N 1 ½ þ a N ½hðx; tÞ ¼ gðxÞ þ N 1 a N ½hðx; tÞ : k¼1
s s s
ð16Þ The obtained solution is rapidly convergent series and
converges uniformly to the exact solution of the problem.
Now, we define formal perturbation technique in the form We present detailed analysis of the convergence using
of power series in the parameter e as classical ratio or root test. These techniques can be found in
X
1 Rudin (1964). However, for sufficient condition of con-
vðx; tÞ ¼ ek vk ðx; tÞ; ð17Þ vergence of this method, we give the following theorem
k¼0 Biazar and Aminikhah (2009) and Ayati and Biazar (2015).
where e is perturbation parameter and e 2 ½0; 1. Theorem 3.1 Let X and Y be two Banach spaces and
The nonlinear term can be decomposed as T : X ! Y be a contractive nonlinear operator, such that
X1
Nvðx; tÞ ¼ ek Hn ðvÞ; ð18Þ for all u; u 2 X; kT ðuÞ T ðu Þk jku u k; 0\j\1:
k¼0
ð23Þ
where Hn are He’s polynomials of the form
v0 ; v1 ; v2 ; . . .; vn ; and can be calculated as Then, in view of Banach contraction theorem, T has a
" !# unique fixed point u, such that T u ¼ u: Let us write the
1 X 1
generated series (22), by the aforementioned Natural
Hn ðv0 ; v1 ; . . .; vn Þ ¼ Dk N ei v i :
Cðn þ 1Þ e k¼0
transform homotopy perturbation method as
e¼0
ð19Þ X
n1
xn ¼ T ðxn1 Þ; xn1 ¼ ui ; n ¼ 1; 2; 3; . . .; ð24Þ
ok
where Dke
¼ : Using relation (17) and (18) in (14) and
oek
i¼1
constructing the Homotopy similar to that introduced by and assumed that x0 ¼ u0 2 Sr ðuÞ; where Sr ðuÞ ¼ fu 2
He Ray and Bera (2006), we obtain the couple of the X : ku uk \r g; then, we have
Natural transform and homotopy perturbation method as
ðA1 Þ xn 2 Sr ðuÞ
X
1
ðA2 Þ limn!1 xn ¼ u:
k
e vk ðx; tÞ ¼ Fðx; tÞ e
k¼0
" #!
1 ua X1 X1 Proof
N a
N fL ek vk ðx; tÞ þ ek Hk ðvÞg :
s k¼0 k¼0 ðA1 Þ In view of mathematical induction for n ¼ 1, we
ð20Þ have
By equating coefficient of e on both sides, we get kx1 u1 k ¼ kT ðx0 Þ T ðuÞk jku0 uk:
0
e : v0 ðx; tÞ ¼ Fðx; tÞ; Let the result is true for n 1, then
a
1 u
e1 : v1 ðx; tÞ ¼ N N ð L½xv 0 ðx; tÞ þ H0 ðvÞ Þ ; kxn1 uk jn1 ku0 uk:
sa
a
u We have
e1 : v2 ðx; tÞ ¼ N 1 a N ðL½xv1 ðx; tÞ þ H1 ðvÞÞ ;
s kxn uk ¼ kT ðxn1 Þ T ðuÞk jkxn1 uk jn kx0 uk:
..
.
a Hence, using ðA1 Þ, we have
k 1 u
e : vn ðx; tÞ ¼ N N ðL½xvk1 ðx; tÞ þ Hk1 ðvÞÞ ; kxn uk jn ku0 uk jn r\r;
sa
k [ 0; k 2 N: ð21Þ which implies that xn 2 Sr ðuÞ:
ðA2 Þ: Since kx uk jn ku0 uk and as limn!1 jn ¼ 0:
The component vk ðx; tÞ can be easily calculated, which
Therefore; we have limn!1 kxn uk ¼ 0 ) limn!1 xn ¼ u:
leads us to the determination of analytical solution in terms
of rapidly convergent series. Considering the limiting value
h
e ! 1, we get
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We carry out some numerical tests and calculate the e0 : v0 ðx; tÞ ¼ gðxÞ;
absolute error at different levels of truncation. We observe a
1 u
that the absolute error for the studied cases decreases e1 : v1 ðx; tÞ ¼ N N ½ðv Þ
0 xx þ ðxv Þ
0 x ;
sa
rapidly.
..
It is to be noted that the proposed algorithm is gener- .
alization of Homotopy-Sumudu perturbation method. This a
k 1 u
framework works well to find the analytical solution of e : v1 ðx; tÞ ¼ N N ½ðvk Þxx þ ðxvk Þx ;
sa
fractional order partial differential equations only under
some initial condition in time. To the best of our knowl- k 0; k ¼ 1; 2; 3; . . .: ð29Þ
edge, all methods coupling of homotopy perturbation and Case I. Consider gðxÞ ¼ 1 and applying the proposed
some integral transforms are mostly applicable for solving method, we have
initial value problems and these are not applicable to
problems involving some boundary constrains. Therefore, v0 ðx; tÞ ¼ 1;
this frame work is designed only for transient state problem a 2
1 u o v0 ðx; tÞ o
where only the initial distribution of the quantity v(x, 0) is v1 ðx; tÞ ¼ N N þ ðxv0 ðx; tÞÞ
sa ox2 ox
given. The extension of the proposed method to high-di- a
ta
1 u
mensional fractional order partial differential equations is ¼ N ð aþ1 Þ ¼
s Cða þ 1Þ
analogous. a 2
1 u o v1 ðx; tÞ o
v2 ðx; tÞ ¼ N N þ ðxv1 ðx; tÞÞ
sa ox2 ox
2a 2a
4 Test Problems 1 u t
¼ N ð 2aþ1 Þ ¼
s Cð2a þ 1Þ
The following test problem are solved to show the effi- ..
ciency of proposed method. .
a 2
Example 1 Consider the following one-dimensional time 1 u o vk1 ðx; tÞ o
vk ðx; tÞ ¼ N N þ ðxvk1 ðx; tÞÞ
diffusion equations as: sa ox2 ox
ka ka
1 u t
oa vðx; tÞ o2 vðx; tÞ o ¼ N ð kaþ1 Þ ¼ : ð30Þ
¼ þ ðxvðx; tÞÞ; s Cðka þ 1Þ
ota ox2 ox ð25Þ
vðx; 0Þ ¼ gðxÞ; 0\a 1: By mean of these terms, the solution v(x, t) is given by
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"
v0 ðx; tÞ ¼ x2 ; X
1
k ua 1 o2 X 1
a e vk ðx; tÞ ¼ x þ e N N ½ ek vk ðx; tÞ
u
1 o2 v0 ðx; tÞ o k¼1
sa ox 2
k¼1
v1 ðx; tÞ ¼ N N½ þ ðxv0 ðx; tÞ #!!
sa ox2 ox X1 X
1
a k o k
t þ e vk ðx; tÞ ½ e vk ðx; tÞ :
¼ ð2 þ 3x2 Þ ; k¼1
ox k¼1
Cða þ 1Þ
a ð37Þ
1 u o2 v1 ðx; tÞ o
v2 ðx; tÞ ¼ N N½ þ ðxv1 ðx; tÞ
sa ox2 ox Now, equating the coefficient of the same power of e of
t 2a both sides, we get
¼ ð8 þ 9x2 Þ ;
Cð2a þ 1Þ e0 : v0 ðx; tÞ ¼ x;
..
ua
. e1 : v1 ðx; tÞ ¼ N 1 N ½ðv0 Þxx þ v0 ðv0 Þx
a sa
1 u o2 vk1 ðx; tÞ o ta
vk ðx; tÞ ¼ N N½ þ ðxvk1 ðx; tÞ ¼x ;
sa ox2 ox Cða þ 1Þ
t ka ua
¼ ½x2 þ ð1 þ x2 Þð3k 1Þ ; e2 : v2 ðx; tÞ ¼ N 1 N ½ðv1 Þxx þ v0 ðv1 Þx þ v1 ðv0 Þx
Cðka þ 1Þ sa
Therefore; theexactsolutionisgivenby t2a
¼ 2x ;
Cð2a þ 1Þ
X
1 a
vðx; tÞ ¼ lim ek vk ðx; tÞ u
e3 : v3 ðx; tÞ ¼ N 1 a N ½ðv2 Þxx þ v0 ðv2 Þx þ v1 ðv1 Þx
e!1
k¼0 s
X
1
½x2 þ ð1 þ x2 Þð3k 1Þtka þv2 ðv0 Þx
¼ : ð33Þ
Cðka þ 1Þ Cð2a þ 1Þ t3a
k¼0 ¼ 4x þ x 2 ;
C ða þ 1Þ Cð3a þ 1Þ
If we put a ¼ 12, then our solution has complete agreement and so on:
to the solution obtain in Das (2009). Thus, in all of the
above cases, the solutions obtain by NTHPM are the same ð38Þ
as obtain by LTHPM and Adomian decomposition method Thus, the solution in the form of convergent series by
(ADM). The Natural transform homotopy perturbation taking e ! 1 is given by
method solution is almost valid for wide range of times.
The solution obtain by this method is highly accurate. vðx; tÞ ¼ v0 þ v1 þ v2 þ v3 þ
ta t2a
Example 2 Consider the nonlinear Burger equation given ¼ x 1 þ2
Cða þ 1Þ Cð2a þ 1Þ
as
Cð2a þ 1Þ t3a
oa vðx; tÞ o2 vðx; tÞ ovðx; tÞ 4þ 2 þ : ð39Þ
¼ þv ; C ða þ 1Þ Cð3a þ 1Þ
ota ox2 ox
1 Particularly, putting a ¼ 1 in series(39), we get the exact
vðx; 0Þ ¼ x; vð0; tÞ ¼ ; vð1; tÞ ¼ 0; 0\a 1:
1þt solution
ð34Þ x
vðx; tÞ ¼ xð1 t þ t2 t3 þ Þ ¼ ; ð40Þ
1þt
Taking Natural transform of (34), we have
2 which is the exact solution obtained in Jafari and Ami-
x ua o vðx; tÞ ovðx; tÞ
Rðx; s; uÞ ¼ þ aN þv : ð35Þ nataei (2010), using improved homotopy perturbation
s s ox2 ox method.
Taking inverse Natural transform, we get Example 3 In this example, we consider the following
a 2 two-dimensional diffusion equation given by:
1 u o vðx; tÞ ovðx; tÞ
vðx; tÞ ¼ x þ N N þv :
sa ox2 ox oa vðx; y; tÞ o2 vðx; y; tÞ o2 vðx; y; tÞ
¼ þ ;
ð36Þ ota ox2 oy2 ð41Þ
0\a 1; a x b; c y d;
Now, applying the aforementioned homotopy perturbation
method as in (20), we have
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subject to the initial condition vðx; y; 0Þ ¼ sin x sin y: Tak- M ¼ 10; 12; 14: The absolute error is approximated at three
ing the Natural transform of (41), we have different values of time t. It is observed that as the trun-
sin x sin y ua cation level increases, the solution becomes more and more
Rðx; y; s; uÞ ¼ þ a N ½vxx þ vyy : ð42Þ accurate. This phenomena is illustrated in Fig. 1. It can also
s s
be observed that the solution is more accurate for small
Taking inverse Natural transform, we have values of t relatively to larger values of t. Similarly, as the
a value of t increases, the solution looses its accuracy, which
1 u
vðx; y; tÞ ¼ sin x sin y þ N N ½v xx þ v yy : ð43Þ means that more terms are required to get approximate
sa
solution for a desired accuracy. The details of these anal-
Now, using the aforementioned homotopy perturbation ysis are shown in Fig. 1. Absolute error at fractional value
method, we get of a; that is, a ¼ 0:5 is shown in Fig. 2. It is observed that
X
1 the absolute error for fractional value of a is not enough
ek vk ðx; y; tÞ ¼ sin x sin y accurate as compared with integer value of a: We calculate
k¼0
" !#!! the approximate solution of the problem at fractional val-
X
1
1 ua o2 o2 ues of a ¼ 0:5, as shown in Fig. 3, at different points of the
þe N N þ ek vk ðx; y; tÞ : space, and observe that at each point, the solution
sa ox2 oy2 k¼0
approaches uniformly to the solution at integer values of a
ð44Þ as the order of derivative increases from fractional to
Comparing coefficients of the same power of e integer.
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Fig. 1 Absolute error of Example 3 at a ¼ 1 for various values of t and at different values of M
Fig. 2 Absolute error of Example 3 at a ¼ 0:5 for various values of t and at different values of M
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0 0
α=0.7
0 0.5 1 1.5 2 2.5 3 0 0.5 1 1.5 2 2.5 3
t t
α=0.8
0.6 x=y=1
0.4 x=y=0.8
0.3 0.4 α=0.9
0.2
0.2
0.1
α=1
0 0
t t
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e0 : v0 ðx; y; z; tÞ ¼ sin x sin y sin z; approximate solution. We approximate solution, and for
a 2 illustration, we fix z. We observe that the solution
1 u o o2 o2
e1 : N N þ þ v 0 ðx; y; z; tÞ approaches uniformly to the exact solution at integer
sa ox2 oy2 oz2 value as the order of derivative approaches from frac-
ta tional to integer. These results at two different points of
¼ 3 sin x sin y sin z ;
Cða þ 1Þ z are shown in Figs. 3 and 4.
a 2
1 u o o2 o2
e2 : N N þ þ v 1 ðx; y; z; tÞ
sa ox2 oy2 oz2
t2a 5 Conclusion and Future Work
¼ ð3Þ2 sin x sin y sin z ;
Cð2a þ 1Þ
We have developed a new modified method which is the
..
. couple of Natural transform and Homotopy perturbation
a 2 together with He’s polynomials. The proposed method is
1 u o o2 o2
ek : N N þ þ v k1 ðx; y; z; tÞ an effective technique which is the generalization of the
sa ox2 oy2 oz2
Laplace homotopy perturbation method and Sumudu
tka transform Homotopy perturbations method. If we replace
¼ ð3Þk sin x sin y sin z : ð51Þ
Cðka þ 1Þ the transform parameter u by 1, we get Laplace transform,
and if we replace s by 1, we get Sumudu transform. The
Using the above estimates, we can write the approximate
method presented in this paper is a simple and high accu-
solution as
rate method to find approximate and analytical solutions to
X
M
both fractional order ordinary as well as fractional order
vðx; y; z; tÞ ¼ lim ek vk ðx; y; z; tÞ: ð52Þ partial differential equations. Using few iterations produces
e!1
k¼0
highly accurate solution. From the test examples, it is
In particular, if we have a ¼ 1 in (52), the exact solution evident that uni- or multi-dimensional problems can be
is vðx; y; z; tÞ ¼ e3t sin x sin y sin z. To check the accuracy easily solved using the proposed method. The proposed
of the proposed method, we calculate absolute error method has the ability to find the solution of a given partial
between exact and approximate solution. For illustration differential equations only with the initial conditions, and
purpose, we display the absolute difference at a specific is, therefore, only valid for transient problems. The
point of the space using different choices of a, and adjustment of this method for solution of boundary value
observe that the solution is highly accurate for all problem is still an open problem at the time of writing. Our
t 2 ½0; 1. These results are displayed in Tables 1 and 2. It future work is related to establish this technique for solving
is one of the basic properties of fractional order problems boundary value problems of fractional order differential
that the solution of fractional order problems approaches equations. We hope that in future, we will apply this
to solution at integer order value as the order of derivative technique for solving others fractional order nonlinear
approaches from fractional to integer. To verify this models of partial differential equations which, up to date,
property, we also study the effect of parameter a on the have not solved numerically or analytically.
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ics research symposium proceedings, Suzhou, China, Sept., Wu GC, Baleanu D, Zeng SD, Deng ZG (2015) Discrete
12(16), 11 pages fractional diffusion equation. Nonlinear Dyn 80(1—-2):
Sun H, Chen W, Sze K (2013) A semi-discrete finite element method 281–286
for a class of time-fractional diffusion equations. Philos Trans R
Soc A 371:1471–1485
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