Professional Documents
Culture Documents
1. Introduction
I n u(t) =
1
(n)
t
0
(t )n1 u( ) d,
(1)
c IJOCTA
Y. Povstenko / Vol.1, No.1, pp.3-15 (2011)
DRL
u(t) = DC
u(t)
n1
X
k=0
I u(t) =
1
()
t
0
(t )1 u( ) d, > 0.
(2)
u(t) = D n I n u(t)
DRL
Z t
dn
1
n1
= n
(t )
u( ) d ,
dt (n ) 0
n 1 < < n.
(3)
1
=
(n )
t
0
(t )n1
n 1 < < n.
dn u( )
d,
d n
(5)
n 1 < < n.
Previously, in studies concerning the timefractional diusion-wave equation in cylindrical or spherical coordinates only one or two
spatial coordinates have been considered [8,
16, 26-43]. If the mass (or heat) exchange
between a body and an environment is uniform over the whole surface, then the axisymmetric or central-symmetric problems are obtained. In reality, an assumption of uniformity
of exchange with environment (an assumption
of axis-symmetry or central-symmetry) is only
a rough approximation. In this paper, we investigate solutions to equation
u(t) = I n D n u(t)
DC
tk
uk (0+ ),
(k + 1)
u
= a u
t
(6)
(4)
The Caputo fractional derivative is a regularization in the time origin for the Riemann
Liouville fractional derivative by incorporating
the relevant initial conditions [24]. In this paper we shall use the Caputo fractional derivative omitting the index C. The major utility of
this type fractional derivative is caused by the
treatment of dierential equations of fractional
order for physical applications, where the initial conditions are usually expressed in terms
of a given function and its derivatives of integer (not fractional) order, even if the governing
equation is of fractional order [19, 25].
If care is taken, the results obtained using
the Caputo formulation can be recast to the
Riemann-Liouville version and vice versa according to the following relation [23]:
2
u
u 2 u
1
u
=a
+
+ 2
sin
t
r2
r r
r sin
2u
1
+ 2 2
+ Q(r, , , t),
r sin 2
R < r < ,
0 ,
0 2,
0 < t < ,
(7)
0 < 2.
u
t
2u
R < r < ,
1 1,
0 2,
0 < t < ,
2. Basic tools
0 < 2.
For Eq.(8) the initial and boundary conditions are prescribed:
t=0:
u = f (r, , ),
t=0:
0 < 2,
(9)
u
= F (r, , ),
t
1 < 2, (10)
u = g(, , t),
0 < 2. (11)
r=R:
Z tZ
0
1
1
Z tZ
0
2
0
Q(, , , )
R
g(, , )
2
0
1
1
2
0
1
1
L {u(t)} = u (s) =
L1 {u (s)} = u(t)
Z
(14)
c+i
ci
st
u (s) e ds, t 0,
(12)
f (, , )
R
Gf (r, , , , , , t) 2 d d d
Z
1
=
2i
Gg (r, , , , , t ) d d d
Integral transforms technique allows us to remove the partial derivatives from the considered equation and to obtain the correspondent
algebraic equation in a transform domain. In
this section, we recall integral transforms used
in the paper (for details see, e.g., books of Debnath and Bhatta [44], Doetsch [45], Galitsyn
sik [47], and Sneddon
and Zhukovsky [46], Ozi
[48]). All the integral transforms are denoted
by the asterisk.
GQ (r, , , , , , t ) 2 d d d d
+
where c is a positive xed number. The transform u (s) is assumed analytical for Re s > c,
all the singularities of u (s) must lie to the
left of the vertical line known as the Bromwich
path of integration.
The Laplace transform rule for the fractional
integral Eq.(2) has the following form:
F (, , )
R
GF (r, , , , , , t) 2 d d d.
Further, we investigate the fundamental
solutions GQ (r, , , , , , t) to the source
problem (section 3), Gf (r, , , , , , t) to
the rst Cauchy problem (section 5) and
L {I u(t)} =
1
u (s).
s
(15)
c IJOCTA
Y. Povstenko / Vol.1, No.1, pp.3-15 (2011)
L {DRL
u(t)}
s u (s)
n1
X
k n
D I
u(0 )s
n1k
1
u() =
2
k=0
(16)
The Caputo fractional derivative of the order n 1 < < n for its Laplace transform
rule requires the knowledge of the initial values
of the function u(t) and its integer derivatives
of order k = 1, 2, . . . , n 1
L
d u(t)
dt
= s u (s)
n1
X
(17)
u
(k)
(0 )s
1k
k=0
s
s + b
= t1 E, (bt )
(18)
zn
, > 0, > 0.
E, (z) =
(n + )
n=0
(19)
u() d
0
Z
1 X 2
+
u() cos[m( )] d
m=1 0
(22)
or
Z
1 X 2
u() cos[m( )] d,
u() =
m=0 0
(23)
is used.
Here E, (z) is the generalized
MittagLeer function in two parameters
and , which is described by the series representation [49]
2
0
u() cos[m( )] d,
(24)
X
1
(am cos m + bm sin m) ,
u() = a0 +
2
m=1
(20)
where
am
1 X
u (, m).
m=0
(25)
1
=
bm =
u() cos m d,
0
2
u() sin m d,
(21)
m = 0, 1, 2, . . .
1
1
(27)
u(, m) Pnm () d,
where Pnm () is the associated Legendre function of the rst kind of degree n and order m.
The inverse Legendre transform has the form
P 1 {u (n, m)} = u(, m)
=
X
2n + 1 (n m)! m
P () u (n, m),
2
(n + m)! n
n=0
n m.
K (r, R, )
J (r)Y (R) Y (r)J (R)
p
,
=
J2 (R) + Y2 (R)
(28)
1 2
2
(33)
(29)
K (r, R, )
r
J2 (R) + Y2 (R)
(34)
W {u(r)} = u ()
=
(30)
[46],
K (r, R, )u(r) r dr
R
2
,
z
(35)
W1 {u ()} = u(r)
=
then
K (r, R, )u () d.
0
(31)
d2 u 1 du 2
+
2u
dr2
r dr
r
K (r, R, )
+Ru(R)
r
= 2 u ()
.
r=R
d2 u 1 du 2
2u
+
dr2
r dr
r
= 2 u ()
(36)
1
2
u(R).
p
2
J (R) + Y2 (R)
r=R
du(r)
RK (R, R, )
dr
(32)
c IJOCTA
Y. Povstenko / Vol.1, No.1, pp.3-15 (2011)
=a
2G
r2
1
r2
v
=a
t
2 GQ
+
r r
1 2
GQ
2G
1
Q
r2 (1 2 ) 2
Q0
(r ) ( ) ( ) + (t),
r2
(37)
(41)
Q0
(r ) ( ) ( ) + (t),
r3/2
0 2,
0<t<
0<t<
0 < 2,
and
t=0:
GQ = 0,
0 < 2,
(38)
t=0:
GQ
= 0,
t
1 < 2,
(39)
GQ = 0,
v
1
R < r < , 1 1,
0 < 2,
r=R:
2v
1
+ 2
r (1 2 ) 2
R < r < , 1 1,
0 2,
2 v 1 v
1
+
2v
2
r
r r 4r
1
+ 2
r
0 < 2.
(40)
It should be noted that the threedimensional Dirac delta function in Cartesian coordinates (x) (y) (z) after passing to spherical coordinates takes the form
1
(r), but for the sake of simplicity we
4r 2 +
have omitted the factor 4 in the solution (12)
1
in the source term in
as well as the factor 4
Eq.(37).
In the source term, we have inserted the constant multiplier Q0 to obtain the non dimensional quantity GQ (see Eq.(55)) which is displayed in Figures for non dimensional values of
parameters describing the problem.
Letus introduce the new looked-for function
v = r GQ for which we have the following
initial-boundary-value problem:
t=0:
v = 0,
0 < 2,
(42)
t=0:
v
= 0,
t
1 < 2,
(43)
r=R:
v = 0,
0 < 2.
(44)
s v =a
1
2 v 1 v
+
2 v
2
r
r r
4r
1
+ 2
r
v
1
2v
1
+ 2
r (1 2 ) 2
+
Q0
(r ) ( ) ( ),
r3/2
(45)
r=R:
v = 0.
(46)
Q0 X X 2n + 1 (n m)!
GQ =
r
2
(n + m)!
n=0 m=0
s v
=a
1
r2
v
1 2
m2
v
2
r (1 2 )
+
2 v 1 v
1
+
2 v
2
r
r r
4r
t1 E, a 2 t
2
2
(R)
(R) + Yn+1/2
Jn+1/2
h
Jn+1/2 ()Yn+1/2 (R)
(47)
Q0
(r ) ( ) cos[m( )],
r3/2
h
Jn+1/2 (r)Yn+1/2 (R)
r=R:
v = 0.
(48)
s v
=a
2 v 1 v (n + 1/2)2
+
v
r2
r r
r2
Q0
(r ) Pnm () cos[m( )],
r3/2
r=R:
v = 0.
i
Yn+1/2 (r)Jn+1/2 (R) d.
(52)
In the case m = 0, n = 0, taking into account that the Bessel functions of the order
one half can be represented as (see Abramowitz
and Stegun [50])
J1/2 (r) =
2r sin r
,
r
(53)
Y1/2 (r) =
(49)
(50)
2r cos r
,
r
Q0
= 2
2 r
t1 E, a 2 t
(54)
The solution (54) coincides with the corresponding fundamental solution to the axisymmetric problem within the factor 4 which reects integration with respect to and over
1
Q0
the surface of the cavity.
v = Pnm () cos[m( )]
s + a 2
Dependence of fundamental solution (52) on
the coordinates r, , and is presented in Figures 13. In calculations we have introduced
Jn+1/2 ()Yn+1/2 (R) Yn+1/2 ()Jn+1/2 (R) non dimensional quantities:
/2
q
.
at
R3
2
2
Jn+1/2
(R) + Yn+1/2
(R)
GQ ,
=
.
(55)
GQ =
Q0
R
(51)
c IJOCTA
Y. Povstenko / Vol.1, No.1, pp.3-15 (2011)
10
0.5
0.5
= 1.65
0.4
= 1.65
= 1.5
0.3
0.4
0.3
=1
GQ
0.2
= 1.5
0.1
GQ
=1
0.2
= 0.5
= 0.5
0.1
0.0
0.0
1.0
1.5
2.0
2.5
3.0
0.0
3.5
0.2
0.4
r/R
0.5
= 1.65
1
+ 2
r
= 1.5
+
+
0.4
0.3
GQ
Gg
1
=1
2 Gg
1
+ 2
,
r (1 2 ) 2
= 0.5
+
+
0.2
0.1
(56)
0.0
0
R < r < , 1 1,
0 2,
1.0
0.8
Gg
=a
t
0.6
/8
/4
3/8
/2
0<t<
0 < 2,
under zero initial conditions
t=0:
Gg = 0,
0 < 2,
(57)
t=0:
Gg
= 0,
t
1 < 2,
(58)
Gg = g0 ( ) ( ) + (t). (59)
2a Rg0 m
1
v =
Pn () cos[m( )]
s + a 2
1
.
q
2
2
Jn+1/2
(R) + Yn+1/2
(R)
(60)
11
1.50
1.6
= 1.5
=1
B
0.8
Gg
B
B
0.4
1.25
= 1.5
+
1.2
1.00
Gg 0.75
BNB
MBB
B
0.0
0.4
=1
0.50
B
= 0.5
B
B
0.25
= 0.5
0.8
0.00
1.0
1.5
2.0
2.5
3.0
0.0
0.2
0.4
0.6
r/R
t1 E, a 2 t
2
2
Jn+1/2
(R) + Yn+1/2
(R)
(61)
(63)
R < r < , 1 1,
0 2,
0<t<
0 < 2,
under delta pulse initial condition
t
0
2 Gf
2 Gf
+
2
r
r r
Gf
1
2 Gf
1
+ 2
,
r (1 2 ) 2
1
+ 2
r
h
Jn+1/2 (r)Yn+1/2 (R)
aRg0
Gg =
2r 2
1.0
n
(n m)!
a Rg0 X X
2n + 1
Gg = 2
(n + m)!
r n=0 m=0
0.8
E, a t
(62)
sin[(r R)] d.
Eq.(62) was obtained in [37] (with accuracy
of the multiplier 4, which reects integration
over the sphere surface).
Dependence of fundamental solution (61) on
the coordinates r, , and is presented in Figures 46 with Gg = tGg /g0 .
t=0:
Gf =
f0
(r ) ( ) ( ),
r2
0 < 2,
t=0:
Gf
= 0,
t
(64)
1 < 2,
(65)
Gf = 0.
(66)
c IJOCTA
Y. Povstenko / Vol.1, No.1, pp.3-15 (2011)
12
1.50
1.0
= 0.5
+
=1
1.25
= 1.5
0.5
1.00
Gg 0.75
B
B
BNB
Gf 0.0
=1
H
Y
HH
HH
0.50
= 0.5
0.5
0.25
H
Y
H
HH
/8
/4
3/8
/2
1.0
1.5
n=0 m=0
E a 2 t
2
2
Jn+1/2
(R) + Yn+1/2
(R)
(67)
3.0
3.5
f0 X X 2n + 1 (n m)!
Gf =
r
2
(n + m)!
2.5
2.0
r/R
= 1.65
1.0
0.00
= 1.5
h
Jn+1/2 (r)Yn+1/2 (R)
i
Yn+1/2 (r)Jn+1/2 (R) d
GF
=a
t
2 GF
2 GF
+
r2
r r
1
2 GF
1
+ 2
r
2 GF
1
,
+ 2
r (1 2 ) 2
(69)
R < r < , 1 1,
0 2,
0<t<
1 < 2,
f0
Gf =
2 2 r
E a 2 t
t=0:
GF = 0,
1 < 2,
(70)
GF
F0
= 2 (r ) ( ) ( ),
t
r
t=0:
1 < 2,
(71)
GF
F0
=
2 2 r
13
tE,2 a 2 t
(74)
2.0
= 1.05
1.5
GF 1.0
= 1.65
7. Conclusions
0.5
0.0
1.0
1.5
2.0
2.5
3.0
3.5
r/R
GF = 0.
(72)
GF
F0 X X 2n + 1 (n m)!
=
r
2
(n + m)!
n=0 m=0
t E,2 a 2 t
2
2
Jn+1/2
(R) + Yn+1/2
(R)
h
Jn+1/2 ()Yn+1/2 (R)
Yn+1/2 ()Jn+1/2 (R)
h
Jn+1/2 (r)Yn+1/2 (R)
i
Yn+1/2 (r)Jn+1/2 (R) d
(73)
14
c IJOCTA
Y. Povstenko / Vol.1, No.1, pp.3-15 (2011)
1
1
,
(2 ) x
References
[1] Bagley, R.L. and Torvik, P.J. Fractional calculus
model of viscoelastic behavior. J. Rheol., 30, 133155 (1986).
[2] Carpinteri, A. and Cornetti, P., A fractional calculus approach to the description of stress and strain
localization. Chaos, Solitons Fractals, 13, 85-94
(2002).
[3] Magin, R.L., Fractional Calculus in Bioengineering. Begell House Publishers, Inc, Connecticut
(2006).
[4] Mainardi, F., Fractional calculus: Some basic
problems in continuum and statistical mechanics.
In: A. Carpinteri and F. Mainardi, eds. Fractals
and Fractional Calculus in Continuum Mechanics.
Springer, Wien, pp. 291-348 (1997).
[5] Mainardi, F., Applications of fractional calculus
in mechanics. In: P. Rusev, I. Dimovski and
V. Kiryakova, eds. Transform Methods and Special
Functions. Bulgarian Academy of Sciences, Sofia,
pp. 309-334 (1998).
[6] Metzler, R. and Klafter, J., The random walks
guide to anomalous diffusion: a fractional dynamics approach. Phys. Rep., 339, 1-77 (2000).
[7] Metzler, R. and Klafter, J., The restaurant at the
end of the random walk: recent developments in
the description of anomalous transport by fractional dynamics. J. Phys. A: Math. Gen., 37, R161R208 (2004).
[8] Povstenko, Y.Z., Fractional heat conduction equation and associated thermal stress. J. Thermal
Stresses, 28, 83-102 (2005).
[9] Rabotnov, Yu.N., Creep of Structural Elements,
Nauka, Moscow (1966). (In Russian).
[10] Rabotnov Yu.N., Elements of Hereditary Solid Mechanics. Mir, Moscow (1980).
[11] Rossikhin, Yu.A. and Shitikova, M.V., Applications of fractional calculus to dynamic problems of
linear and nonlinear hereditary mechanics of solids.
Appl. Mech. Rev., 50, 15-67 (1997).
[12] Uchaikin, V.V., Method of Fractional Derivatives.
Artishock, Ulyanovsk (2008). (In Russian).
[13] West, B.J., Bologna, M. and Grigolini P., Physics
of Fractal Operators. Springer, New York (2003).
[14] Zaslavsky, G.M., Chaos, fractional kinetics, and
anomalous transport. Phys. Rep., 371, 461-580
(2002).
[15] Kilbas, A., Srivastava, H.M. and Trujillo, J.J.,
Theory and Applications of Fractional Differential
Equations. Elsevier, Amsterdam (2006).
[16] Povstenko, Y.Z., Time-fractional radial diffusion
in a sphere. Nonlin. Dyn., 53, 55-65 (2008).
[17] Herzallah, M.A.E., El-Sayed, A.M.A. and Baleanu,
D., On the fractional-order diffusion-wave process.
Romanian J. Phys., 55, 274-284 (2010).
[18] Miller, K.S. and Ross B., An Introduction to
the Fractional Calculus and Fractional Differential
Equations. John Wiley & Sons, New York (1993).
[19] Podlubny, I., Fractional Differential Equations.
Academic Press, San Diego (1999).
[20] Klimek, M., On Solutions of Linear Fractional Differential Equations of a Variational Type. Czestochowa University of Technology (2009).
[21] B
aleanu, D., Mustafa, O.G. and Agarwal, R.P., On
the solution set for a class of sequential fractional
differential equations. J. Phys. A: Math. Theor.,
43, 385209 (7pp) (2010).
[22] B
aleanu, D., Agarwal, R.P., Mustafa, O.G. and
Cosilschi, M., Asymptotic integration of some nonlinear differential equations with fractional time
derivative. J. Phys. A: Math. Theor., 44, 055203
(9pp) (2011).
[23] Gorenflo, R. and Mainardi, F., Fractional calculus:
integral and differential equations of fractional order. In: A. Carpinteri and F. Mainardi, eds. Fractals and Fractional Calculus in Continuum Mechanics. Springer, Wien, pp. 223-276 (1997).
[24] Gorenflo, R. and Mainardi, F., Fractional calculus
and stable probability distributions. Arch. Mech.,
50, 377-388 (1998).
[25] Mainardi, F. and Gorenflo, R., On Mittag-Lefflertype functions in fractional evolution processes. J.
Comput. Appl. Math., 118, 283-299 (2000).
[26] Jiang, X.Y. and Xu, M.Y., The time fractional
heat conduction equation in the general orthogonal
curvilinear coordinate and the cylindrical coordinate systems. Physica A, 389, 3368-3374 (2010).
[27] Lenzi, E.K., da Silva, L.R., Silva, A.T., Evangelista, L.R. and Lenzi, M.K., Some results for a
fractional diffusion equation with radial symmetry in a confined region. Physica A, 388, 806-810
(2009).
[28] Lenzi, E.K., Rossato, R., Lenzi, M.K., da Silva,
L.R. and Goncalves, G., Fractional diffusion equation and external forces: solutions in a confined
region. Z. Naturforsch. A, 65, 423-430 (2010).
[29] Narahari Achar, B.N. and Hanneken, J.W., Fractional radial diffusion in a cylinder. J. Mol. Liq.,
114, 147-151 (2004).
[30] Ozdemir,
N., Agrawal, O.P., Karadeniz, D. and
Iskender,
B.B.,
Axis-symmetric fractional
diffusion-wave problem:
Part I - Analysis,
[31]
[32]
[33]
[34]
[35]
[36]
[37]
[38]
[39]
[40]
[41]
[42]
[43]
[44]
[45]
[46]
[47]
[48]
[49]
In: 6th Euromech Nonlinear Dynamics Conference (ENOC-2008), Saint Petersburg, Russia, 30
June-4 July 2008.
Ozdemir,
N., Agrawal, O.P., Karadeniz, D. and
Iskender, B.B., Fractional optimal control problem
of an axis-symmetric diffusion-wave propagation.
Phys. Scr. T, 136, 014024 (5pp) (2009).
Ozdemir,
N. and Karadeniz, D., Fractional
diffusion-wave problem in cylindrical coordinates.
Phys. Lett. A, 372, 5968-5972 (2008).
Ozdemir,
N., Karadeniz, D. and Iskender, B.B.,
Fractional optimal control problem of a distributed
system in cylindrical coordinates. Phys. Lett. A,
373, 221-226 (2009).
Povstenko, Y.Z., Stresses exerted by a source of
diffusion in a case of a non-parabolic diffusion
equation. Int. J. Eng. Sci., 43, 977-991 (2005).
Povstenko, Y.Z., Two-dimensional axisymmetric stresses exerted by instantaneous pulses and
sources of diffusion in an infinite space in a case
of time-fractional diffusion equation. Int. J. Solid
Struct., 44, 2324-2348 (2007).
Povstenko, Y.Z., Fractional radial diffusion in a
cylinder. J. Mol. Liq., 137, 46-50 (2008).
Povstenko, Y.Z., Fractional heat conduction equation and associated thermal stresses in an infinite
solid with spherical cavity. Quart. J. Mech. Appl.
Math., 61, 523-547 (2008).
Povstenko, Y.Z., Fundamental solutions to threedimensional diffusion-wave equation and associated diffusive stresses. Chaos Solitons Fractals, 36,
961-972 (2008).
Povstenko, Y.Z., Fundamental solutions to central
symmetric problems for fractional heat conduction
equation and associated thermal stresses. J. Thermal Stresses, 31, 127-148 (2008).
Povstenko, Y.Z., Fractional radial diffusion in an
infinite medium with a cylindrical cavity. Quart.
Appl. Math., 67, 113-123 (2009).
Povstenko, Y., Evolution of the initial box-signal
for time-fractional diffusion-wave equation in a
case of different spatial dimensions. Physica A,
389, 4696-4707 (2010).
Povstenko, Y., Dirichlet problem for timefractional radial heat conduction in a sphere and
associated thermal stresses. J. Thermal Stresses,
34, 51-67 (2011).
Qi, H., Liu, J., Time-fractional radial diffusion in
hollow geometries. Meccanica, 45, 577-583 (2010).
Debnath, L. and Bhatta, D., Integral Transforms and Their Applications. 2nd ed. Chapman
& Hall/CRC, Boca Raton (2007).
Doetsch, G., Anleitung zum praktischen Gebrauch der Laplace-Transformation und der ZTransformation. Springer, M
unchen (1967).
Galitsyn, A.S. and Zhukovsky, A.N., Integral
Transforms and Special Functions in Heat Conduction Problems. Naukova Dumka, Kiev (1976).
(In Russian).
sik, M.N., Heat Conduction. John Wiley and
Ozi
Sons, New York (1980).
Sneddon, I.N., The Use of Integral Transforms.
McGraw-Hill, New York (1972).
Erdelyi, A., Magnus, W., Oberhettinger, F. and
Tricomi, F., Higher Transcendental Functions, vol.
3. McGraw-Hill, New York (1955).
15