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)

Issue 1, Volume 1 (March 2014)

**ISSN: 2349-2163
**

www.ijirae.com

**Unified Fractional Diffusion Equation
**

Manoj Sharm 1Mohd. Farman Ali2, 2, Renu Jain3

1

2, 3

**Department of Mathematics RJIT, BSF Academy, Tekanpur, Address
**

School of Mathematics and Allied Sciences, Jiwaji University, Gwalior, Address

Abstract: -- The purports of this paper to obtain the solution of a Unified fractional diffusion equation by using method of

integral transform. Integral transform technique employing on a fractional generalization of the Fourier transform and the

classical Laplace transform. The solution is got in a closed and computational form in terms of the M-series. It is a generalization

of a result given earlier by Chaurasia and Singh [33].

Mathematics Subject Classification: 33C60, 82C31

Keywords: Fractional diffusion equation, Caputo derivative, M-series, Laplace transforms, Fractional Fourier transform.

1

Introduction:

Fractional order calculus can represent systems with higher- order dynamics and complex non linier phenomena using few

coefficients, since the arbitrary order of the derivative provides an additional degree of freedom to fit a specific

behavior.Fractional calculus is an interesting field of mathematics. Recently, found the applications of fractional calculus are in

the various field such as fluid dynamics, stochastic dynamical system, plasma physics, controlled thermonuclear fusion, nonlinear control theory, image processing, scattering theory, PID controller non-linear biological systems and astrophysics.

Fractional calculus contains the different type of modals as fractional diffusion modal, wave equation modal etc. The fractional

Fourier transform (FRFT)is given by Namias [17] to solve the various problems of ordinary and partial differential equations

appearing in quantum mechanics and the application of (FRFT) in ([1], [3], [12], [20] and [31]).

In the present paper we derive the solution of Unified fractional diffusion equation by using the method of integral transform

based on FRFT and the Laplace transform.

2. Mathematical Prerequisites:

Laplace transform:

The Laplace transform of a function ( )is defined as under:

∞

[ ( ); ] = ( ) =

Fourier transform:

If is the function of the class

( ) (1)

**of rapidly decreasing test functions on the real axis R then the Fourier transform:
**

∞

∗(

) = [ ( ); ] =

( )

, ∈ (2)

∞

**Inverse Fourier transform:
**

The inverse Fourier transform is defined as follows

∞

( )=

[

∗(

∗(

); ] =

)

, ∈ (3)

∞

**Fractional Fourier Transform (FRFT) [8]
**

For a function

∈ ∅( ), the FRFT

∗

**of the order , (0 < ≤ 1) is defined as
**

∞

∗(

)=

[ ( ); ] =

( , ) ( )

, ∈ (4)

∞

Where ( , ) =

| |

, ≤ 0

(5)

| |

, > 0

Obviously, if we put = 1 the kernel (5) reduces to the kernel of (2). The relation between the Fractional Fourier Transform

(4) and the classical Fourier transform (2) is given by the following equality

∗( )

= [ ( ); ] = [ ( ); ] = ∗ ( ) (6)

_______________________________________________________________________________________________________

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**International Journal of Innovative Research in Advanced Engineering (IJIRAE)
**

Issue 1, Volume 1 (March 2014)

Where

**ISSN: 2349-2163
**

www.ijirae.com

−| | , ≤ 0

=

(7)

| | , > 0

Hence, if

[ ( ); ] =

[ ( ); ] = ∅( ) (8)

Then

( )=

∗(

); ] =

[∅( ); ] (8 )

Some properties of Fractional Fourier Transform:

Theorem: 1. If 0 ≤ < 1 and ( ) ∈ ∅( ) then already existing result from [20] has been given as under

[

Theorem: 2. If 0 < ≤ 1 and

has been given as under

[

∗(

| |

( ); ] = −

), ∈

**( ), ( ) ∈ ∅( ) then already existing result from [20] is known as (Convolution Theorem)
**

[( ∗ )( ); ] =

Where,

∗(

∗(

)

),

∞

( ∗ )( ) =

( − ) ( )

,

∞

And

[ ( ); ] = ∗ ( ), [ ( ); ] = ∗ ( )

Right-sided Riemann-Liouville fractional integral:

The right-sided Riemann-Liouville fractional integral of order is defined by Miller and Ross [15, p.45] and Samko [26] which

is given by following equation

( )=

where, ( ) > 0.

Right-sided Riemann-Liouville fractional derivative:

The right-sided Riemann-Liouville fractional derivative of order

1

Γ

( )

( − )

, > (9)

**is defined as follows
**

( )=

{

( )},

( ) > 0,

=[

( ) + 1] (10)

**where [ ] represents the integral part of the number .
**

Caputo Derivative:

The Caputo fractional derivative of order

( )=

Γ(

> 0 is given by Caputo [4]

where

=

where

( )

( )

, if =

−1 <

)

∫

≤

( )

(

)

,

,

( ) > 0,

∈

(11)

is the m-th derivative of order m of the function ( ) with respect to .

**Laplace transform of Caputo fractional derivative:
**

The Laplace transform of Caputo fractional derivative [24] is given as under

{

( ); } =

( )−

(0 +), (

−1<

≤

) (12)

Hilfer [7, 33], extended the Riemann-Liouville fractional order derivative operator (10) and Caputo fractional order derivative

operator (11) by introducing a right-sided fractional derivative operator of two parameters of order 0 < < 1 and 0 ≤ ≤

1 in the following form

_______________________________________________________________________________________________________

© 2014, IJIRAE- All Rights Reserved

Page -2

**International Journal of Innovative Research in Advanced Engineering (IJIRAE)
**

Issue 1, Volume 1 (March 2014)

,

(

( )=

)

(

)(

**ISSN: 2349-2163
**

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)

**The more details and properties of this operator are found in Tomovski et al. [28].
**

For = 0, (13) yields to the classical Riemann-Liouville fractional derivative operator (10). and for

Caputo fractional derivative operator defined by (11).

Hilfer’s [7], Laplace transform formula for the operator which defined in above equation (13) is

,

( )

(13)

= 1 it reduces the

( );

) (

(

( )−

=

)(

)

(0 +), (0 <

< 1), (14)

**where the initial value term
**

(

)(

)

(0 +) (15)

involves the R-L fractional order integral operator of order (1 − )(1 − ) evaluated in the limit as → 0 +.

We use the following form of fractional order derivative operator for extending the time-space diffusion equation,

( ) = (1 − )

( )−

( ), 0 < ≤ 1, ∈ (16)

where

and

**are the R-L fractional derivatives on the real axis given as under
**

( )=

1

Γ(1 − )

( )

( − )

∞

And

∞

1

( )=−

Γ(1 − )

( )

( − )

The following relation which is taken from [8] is very useful for solving the fractional diffusion equation by use of fractional

Fourier transform,

( ); = (−

) [ ( ); ], ∈ (17)

Where 0 < ≤ 1, any value of and a function ( ) ∈ ∅( ) and

= sin(

⁄2) + singk(1 − 2 ) cos(

⁄2)

**3. Unified Fractional Diffusion equation:
**

Now, using the Fractional Fourier Transform (4) for the Cauchy-type problem for the fractional diffusion equation

,

( , )=

( , ), ∈ ,

> 0,

> 0,

> 0 (18)

**subject to the initial condition
**

(

)(

)

( , 0 +) = ( ) (19)

where

∞

=

And

,

( ) . . .

( ) . . .

**are the extended R-L fractional derivative operator, given in equation (13),
**

(

)(

)

( , 0 +),

(1 − )(1 − ) evaluated in the limit as → 0 +

involves the Riemann-Liouville fractional integral operator of order

and

is the extended Riemann-Liouville space fractional derivative (16).

Theorem 3: If ( ) ∈ ∅( ), 0 < < 1, 0 < < 1, 0 < < 1 and for every value of

(19) is solvable and its solution ( , ) is given by the following integral

∈ , the Cauchy type problem (18),

∞

( , )=

( − , ) ( )

(20)

∞

where

( , )=

1

2

(

)

.

,

(

)

−

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Page -3

**International Journal of Innovative Research in Advanced Engineering (IJIRAE)
**

Issue 1, Volume 1 (March 2014)

Proof: The application of the Fractional Fourier Transform

following equation from (17)

**ISSN: 2349-2163
**

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**to the equation (18) and the initial condition (19) given to the
**

,

∗

∗

( , )= −

( , ) (21)

**Subject to the condition
**

(

)(

) ∗

∗

( , 0 +) =

( ) (22)

**By using the Laplace transform (1) to (21) and (22) gives
**

(

∗

( , );

) ∗

=

( )

(23)

+

The formula

;

=

−

,

(24)

+

Enables us to conclude from (23) that

∗

( , )=

∗

(

( )

)

(

,

)

−

∗

( )

**By the use of (6), (7) and by putting the value of , it gives,
**

∗(

, )=

(

)

(

,

.

)

−

(25)

**Now, By use of theorem 2.2, we derived the desired solution (20) from the above equation (25) where
**

1

( , )=

2

∞

(

)

.

,

(

)

−

∞

Special Cases:

Corollary 4.1 When we put

For

equal to , it converts in to Chaurasia and Singh [33].

= 0, (13) yields to the classical Riemann-Liouville fractional derivative operator (10). and the following theorem:

**Corollary 4.2 Consider the Cauchy-type problem for the fractional diffusion equation
**

( , )

=

( , ), ∈ , > 0, 0 <

< 1,0 <

< 1,

> 0,

> 0 (26)

**Subject to the initial condition
**

( , 0) = ( ) (27)

( , ) ]means the

where

is the Riemann-Liouville fractional derivative operator of order defined by (10), [

Riemann-Liouville fractional partial derivative of ( , ) with respect to t of order − 1 evaluated at = 0. Also,

is the

space fractional derivative of order + 1 defined by (16). The solution of (26) with initial condition (27) holds the result

∞

( , )=

( − , ) ( )

(28)

∞

Where

1

( , )=

2

∞

.

,

−

(29)

∞

If we assume = 1, then the Hilfer fractional derivative (13) converts into a Caputo fractional derivative operator defined by

(11) and Nikolova and Boyadjiev [20] obtained the following result:

Corollary 4.3 let us consider the Cauchy type problem for the fractional diffusion equation

( , )

=

( , ), ∈ , > 0, 0 <

< 1,0 <

< 1,

> 0,

> 0 (30)

**and the initial condition
**

( , 0) = ( ) (31)

_______________________________________________________________________________________________________

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Page -4

**International Journal of Innovative Research in Advanced Engineering (IJIRAE)
**

Issue 1, Volume 1 (March 2014)

where

is the Caputo fractional derivative operator of order

the solution of (30) with initial condition (31), there holds

(11) and

**ISSN: 2349-2163
**

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**is the space fractional derivative (16). Then for
**

∞

( , )=

( − , ) ( )

(32)

∞

Where

1

( , )=

2

∞

.

−

(33)

∞

Conclusion:

Fractional diffusion model have found various and numerous applications in pattern formation in biology, physics and

chemistry, in this chapter, we have derived a solution of a new Unified fractional diffusion equation in terms of the M-series.

References:

[1] A. Abe and J. Sheridan, Optical operations on wave functions as the Abelian subgroups of the special affne Fourier

transformation, Opt. Lett., 19 (1994), 1801-1803.

[2] R. P. Agarwal, A propos d'une note de M.Pierre Humbert, C. R. Seances Acad. Sci., 236 no. 21 (1953), 2031-2032.

[3] C. Candan, A. Kutay , and M. Ozaktas, The discrete fractional Fourier transform, IEEE Trans. Signal Processing, 48 (2000),

1329-1337.

[4] M. Caputo, Linear models of dissipation whose Q is almost frequency independent, II. Geophysical J. of the Royal

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[5] L. Debnath and D. Bhatta, Integral transform and Their Applications, 2nd Ed. Chapman & Hall/CRC, 2007.

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[9] B. Mandelbrot, The Fractal Geometry of Nature, Freeman, San Francisco, 1982.

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[11] F. Mainardi, G. Pagnini, and R. K. Saxena, Fox H-functions in fractional diffusion; J. of Comput. and Appl. Mathematics,

178 (2005), 321-331.

[12] A. McBride and F. Kerr, On Namias's fractional Fourier transforms, IMA J. Appl. Math., 39 (1987), 159-175.

[13] R. Metzler, W. G. Glockle, and T. F. Nonnenmacher, Fractional model equation for anomalous diffusion, Physics A, 211

(1994), 13-24.

[14] R. Metzler and J. Klafter, The random walk's guide to anomalous diffusion : A fractional dynamic approach, Phys. Reports,

339 (2000), 1-77.

[15] K. S. Miller and B. Ross, An introduction to the Fractional Calculus and Fractional Differential Equations, Wiley, New

York, 1993.

[16] G. M. Mittag-Leffler, Sur la nouvelle fonction ( ), C. R. Acad. Sci. Paris, 137 (1903), 554-558.

[17] V. Namias, The fractional order Fourier and its application to quantum mechanics, J. Inst. Math. Appl., 25 (1980), 180-191.

[18] R. R. Nigmatullin, To the theoretical explanation of the \universal response", Phys. Sta. Sol., (B) 123 (1984), 739-745.

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[20] Y. Nikolova and L. Boyadjiev, Integral Transforms method to solve a timespace fractional diffusion equation, Fract. Calc.

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_______________________________________________________________________________________________________

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**International Journal of Innovative Research in Advanced Engineering (IJIRAE)
**

Issue 1, Volume 1 (March 2014)

**ISSN: 2349-2163
**

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[23] S. Pei, M. Yeh, and T. Luo, Fractional Fourier series expansion for finite signals and dual extension to discrete-time

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operators and Mittag- Leffler type functions, Integr. Transforms Special Func., 21(11) (2010), 797-814.

[29] V. V. Uchajkin and V. M. Zolotarev, Chance and Stability. Stable Distributions and Their Applications, VSP, Utrecht,

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[31] A. I. Zayed, Fractional Fourier transform of generalized functions, Integr. Transforms Special Func., 7 (1998), 299-312.

[32] A. I. Zayed, A class of fractional integral transforms: A generalization of the fractional Fourier transform, IEEE Trans.

Signal Processing, 50 no.3 (2002), 619-627.

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Method, Tamsui Oxford Journal of Information and Mathematical Sciences 28(2) (2012) 153-164.

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