Numerical Simulation and Convergence Analysis of Fractional Optimization Problems With Right-Sided Caputo Fractional Derivative

2017 ◽  
Vol 13 (1) ◽  
Author(s):  
Samer S. Ezz-Eldien ◽  
Ahmed A. El-Kalaawy
Keyword(s):  
Fractional Derivative ◽  
Caputo Fractional Derivative ◽  
Optimization Problems ◽  
Operational Matrix ◽  
Approximation Schemes ◽  
Algebraic Equations ◽  
Trial Solution ◽  
Lagrange Multiplier Technique ◽  
Efficient Approximation ◽  
Fractional Variational Problem

This paper presents an efficient approximation schemes for the numerical solution of a fractional variational problem (FVP) and fractional optimal control problem (FOCP). As basis function for the trial solution, we employ the shifted Jacobi orthonormal polynomial. We state and derive a new operational matrix of right-sided Caputo fractional derivative of such polynomial. The new methodology of the present schemes is based on the derived operational matrix with the help of the Gauss–Lobatto quadrature formula and the Lagrange multiplier technique. Accordingly, the aforementioned problems are reduced into systems of algebraic equations. The error bound for the operational matrix of right-sided Caputo derivative is analyzed. In addition, the convergence of the proposed approaches is also included. The results obtained through numerical procedures and comparing our method with other methods demonstrate the high accuracy and powerful of the present approach.

scholarly journals Systems of nonlinear Volterra integro-differential equations of arbitrary order

2018 ◽  
Vol 36 (4) ◽  
pp. 33-54 ◽  
Author(s):  
Kourosh Parand ◽  
Mehdi Delkhosh
Keyword(s):  
Differential Equations ◽  
Fractional Derivative ◽  
Approximate Method ◽  
Fractional Order ◽  
Chebyshev Polynomials ◽  
Arbitrary Order ◽  
Operational Matrix ◽  
Algebraic Equations ◽  
Arbitrary Integer ◽  
Orthogonal Functions

In this paper, a new approximate method for solving of systems of nonlinear Volterra integro-differential equations of arbitrary (integer and fractional) order is introduced. For this purpose, the generalized fractional order of the Chebyshev orthogonal functions (GFCFs) based on the classical Chebyshev polynomials of the first kind has been introduced that can be used to obtain the solution of the integro-differential equations (IDEs). Also, we construct the fractional derivative operational matrix of order $\alpha$ in the Caputo's definition for GFCFs. This method reduced a system of IDEs by collocation method into a system of algebraic equations. Some examples to illustrate the simplicity and the effectiveness of the propose method have been presented.

scholarly journals New Numerical Algorithm to Solve Variable-Order Fractional Integrodifferential Equations in the Sense of Hilfer-Prabhakar Derivative

2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
MohammadHossein Derakhshan
Keyword(s):  
Fractional Derivatives ◽  
Numerical Approximation ◽  
Numerical Technique ◽  
Operational Matrix ◽  
Integrodifferential Equations ◽  
Variable Order ◽  
Algebraic Equations ◽  
Lagrange Multiplier Technique ◽  
Derivatives Of ◽  
Variable Order Fractional Derivative

In this article, a numerical technique based on the Chebyshev cardinal functions (CCFs) and the Lagrange multiplier technique for the numerical approximation of the variable-order fractional integrodifferential equations are shown. The variable-order fractional derivative is considered in the sense of regularized Hilfer-Prabhakar and Hilfer-Prabhakar fractional derivatives. To solve the problem, first, we obtain the operational matrix of the regularized Hilfer-Prabhakar and Hilfer-Prabhakar fractional derivatives of CCFs. Then, this matrix and collocation method are used to reduce the solution of the nonlinear coupled variable-order fractional integrodifferential equations to a system of algebraic equations which is technically simpler for handling. Convergence and error analysis are examined. Finally, some examples are given to test the proposed numerical method to illustrate its accuracy and efficiency.

scholarly journals A Numerical Scheme Based on the Chebyshev Functions to Find Approximate Solutions of the Coupled Nonlinear Sine-Gordon Equations with Fractional Variable Orders

2021 ◽  
Vol 2021 ◽  
pp. 1-20
Author(s):  
MohammadHossein Derakhshan
Keyword(s):  
Fractional Derivative ◽  
Numerical Method ◽  
Numerical Scheme ◽  
Numerical Approximation ◽  
Operational Matrix ◽  
Approximate Solutions ◽  
Variable Order ◽  
Algebraic Equations ◽  
Variable Order Fractional Derivative ◽  
Chebyshev Functions

In this article, a numerical method based on the shifted Chebyshev functions for the numerical approximation of the coupled nonlinear variable-order fractional sine-Gordon equations is shown. The variable-order fractional derivative is considered in the sense of Caputo-Prabhakar. To solve the problem, first, we obtain the operational matrix of the Caputo-Prabhakar fractional derivative of shifted Chebyshev polynomials. Then, this matrix and collocation method are used to reduce the solution of the nonlinear coupled variable-order fractional sine-Gordon equations to a system of algebraic equations which is technically simpler for handling. Convergence and error analysis are examined. Finally, some examples are given to test the proposed numerical method to illustrate the accuracy and efficiency of the proposed method.

scholarly journals Collocation Method Based on Genocchi Operational Matrix for Solving Generalized Fractional Pantograph Equations

2017 ◽  
Vol 2017 ◽  
pp. 1-10 ◽  
Author(s):  
Abdulnasir Isah ◽  
Chang Phang ◽  
Piau Phang
Keyword(s):  
Fractional Derivative ◽  
Collocation Method ◽  
Upper Bound ◽  
Present Method ◽  
Numerical Solutions ◽  
Operational Matrix ◽  
Operational Matrices ◽  
Mathematical Tool ◽  
Algebraic Equations ◽  
Genocchi Polynomials

An effective collocation method based on Genocchi operational matrix for solving generalized fractional pantograph equations with initial and boundary conditions is presented. Using the properties of Genocchi polynomials, we derive a new Genocchi delay operational matrix which we used together with the Genocchi operational matrix of fractional derivative to approach the problems. The error upper bound for the Genocchi operational matrix of fractional derivative is also shown. Collocation method based on these operational matrices is applied to reduce the generalized fractional pantograph equations to a system of algebraic equations. The comparison of the numerical results with some existing methods shows that the present method is an excellent mathematical tool for finding the numerical solutions of generalized fractional pantograph equations.

scholarly journals The Gegenbauer Wavelets-Based Computational Methods for the Coupled System of Burgers’ Equations with Time-Fractional Derivative

Mathematics ◽  
2019 ◽  
Vol 7 (6) ◽  
pp. 486 ◽  
Author(s):  
Neslihan Ozdemir ◽  
Aydin Secer ◽  
Mustafa Bayram
Keyword(s):  
Fractional Derivative ◽  
Galerkin Method ◽  
Collocation Method ◽  
Fractional Integration ◽  
Operational Matrix ◽  
Coupled System ◽  
Algebraic Equations ◽  
Burgers Equations ◽  
Time Fractional Derivative ◽  
The Galerkin Method

In this study, Gegenbauer wavelets are used to present two numerical methods for solving the coupled system of Burgers’ equations with a time-fractional derivative. In the presented methods, we combined the operational matrix of fractional integration with the Galerkin method and the collocation method to obtain a numerical solution of the coupled system of Burgers’ equations with a time-fractional derivative. The properties of Gegenbauer wavelets were used to transform this system to a system of nonlinear algebraic equations in the unknown expansion coefficients. The Galerkin method and collocation method were used to find these coefficients. The main aim of this study was to indicate that the Gegenbauer wavelets-based methods is suitable and efficient for the coupled system of Burgers’ equations with time-fractional derivative. The obtained results show the applicability and efficiency of the presented Gegenbaur wavelets-based methods.

A spectral framework for the solution of fractional optimal control and variational problems involving Mittag–Leffler nonsingular kernel

2020 ◽  
pp. 107754632097481
Author(s):  
Haniye Dehestani ◽  
Yadollah Ordokhani
Keyword(s):  
Optimal Control ◽  
Fractional Derivative ◽  
Fractional Order ◽  
Lagrange Multiplier ◽  
Caputo Fractional Derivative ◽  
Variational Problems ◽  
Computational Technique ◽  
Operational Matrices ◽  
Algebraic Equations ◽  
Fractional Optimal Control

A new fractional-order Dickson functions are introduced for solving numerically fractional optimal control and variational problems involving Mittag–Leffler nonsingular kernel. The type of fractional derivative in the proposed problems is the Atangana–Baleanu–Caputo fractional derivative. In the process of the method, we use fractional-order Dickson functions and their properties to provide an accurate computational technique for calculating operational matrices, at first. Then, with the help of operational matrices and the Lagrange multiplier method, these problems are reduced to a system of algebraic equations. At last, to demonstrate the effectiveness of the new method, we enforce the proposed algorithm for several examples.

scholarly journals Approximate Analytical Solution for Nonlinear System of Fractional Differential Equations by BPs Operational Matrices

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Mohsen Alipour ◽  
Dumitru Baleanu
Keyword(s):  
Nonlinear System ◽  
Differential Equations ◽  
Fractional Derivative ◽  
Fractional Differential Equations ◽  
Caputo Fractional Derivative ◽  
Fractional Integral ◽  
Operational Matrix ◽  
Classical Solutions ◽  
Operational Matrices ◽  
Fractional Differential

We present two methods for solving a nonlinear system of fractional differential equations within Caputo derivative. Firstly, we derive operational matrices for Caputo fractional derivative and for Riemann-Liouville fractional integral by using the Bernstein polynomials (BPs). In the first method, we use the operational matrix of Caputo fractional derivative (OMCFD), and in the second one, we apply the operational matrix of Riemann-Liouville fractional integral (OMRLFI). The obtained results are in good agreement with each other as well as with the analytical solutions. We show that the solutions approach to classical solutions as the order of the fractional derivatives approaches 1.

scholarly journals Numerical Solution for A Class of Fractional Variational Problem via Second Order B-Spline Function

2019 ◽  
Vol 25 (3) ◽  
pp. 171-182
Author(s):  
Noratiqah Farhana Binti Ismail ◽  
Chang Phang
Keyword(s):  
Fractional Derivative ◽  
Spline Function ◽  
Fractional Integration ◽  
Operational Matrix ◽  
Variational Problems ◽  
Second Order ◽  
Algebraic Equations ◽  
B Spline ◽  
Spline Basis ◽  
Order Spline

In this paper, we solve a class of fractional variational problems (FVPs) by using operational matrix of fractional integration which derived from second order spline (B-spline) basis function. The fractional derivative is defined in the Caputo and Riemann-Liouville fractional integral operator. The B-spline function with unknown coefficients and B-spline operational matrix of integration are used to replace the fractional derivative which is in the performance index. Next, we applied the method of constrained extremum which involved a set of Lagrange multipliers. As a result, we get a system of algebraic equations which can be solve easily. Hence, the value for unknown coefficients of B-spline function is obtained as well as the solution for the FVPs. Finally, the illustrative examples shown the validity and applicability of this method to solve FVPs.

scholarly journals Two matrix methods for solution of nonlinear and linear Lane-Emden type equations with mixed condition by operational matrix

2015 ◽  
Vol 4 (3) ◽  
pp. 420 ◽  
Author(s):  
Behrooz Basirat ◽  
Mohammad Amin Shahdadi
Keyword(s):  
Bernstein Polynomials ◽  
Operational Matrix ◽  
Numerical Procedure ◽  
Operational Matrices ◽  
Algebraic Equations ◽  
Mixed Condition ◽  
Matrix Methods ◽  
Numerical Examples ◽  
Linear Algebraic Equations ◽  
The Given

<p>The aim of this article is to present an efficient numerical procedure for solving Lane-Emden type equations. We present two practical matrix method for solving Lane-Emden type equations with mixed conditions by Bernstein polynomials operational matrices (BPOMs) on interval [<em>a; b</em>]. This methods transforms Lane-Emden type equations and the given conditions into matrix equation which corresponds to a system of linear algebraic equations. We also give some numerical examples to demonstrate the efficiency and validity of the operational matrices for solving Lane-Emden type equations (LEEs).</p>

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