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New idea of Atangana‐Baleanu time‐fractional derivative to advection‐

diffusion equation

Article  in  Mathematical Methods in the Applied Sciences · December 2019

DOI: 10.1002/mma.6123

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Received: 26 July 2019
DOI: 10.1002/mma.6123

SPECIAL ISSUE PAPER

New idea of Atangana-Baleanu time-fractional derivative to

advection-diffusion equation

Iskander Tlili1,2 | Nehad Ali Shah3 | Saif Ullah4 | Humera Manzoor3

1
Department for Management of Science
and Technology Development, Ton Duc
Summary
Thang University, Ho Chi Minh City, The analytical study of one-dimensional generalized fractional advection-
Vietnam
diffusion equation with a time-dependent concentration source on the
2
Faculty of Applied Sciences, Ton Duc
boundary is carried out. The generalization consists into considering the
Thang University, Ho Chi Minh City,
Vietnam advection-diffusion equation with memory based on the time-fractional
3
Department of Mathematics, Lahore Atangana-Baleanu derivative with Mittag-Leffler kernel. Analytical solution of
Leads University, Lahore, Pakistan the fractional differential advection-diffusion equation along with initial and
4
Department of Mathematics,
boundary value conditions has been determined by employing Laplace trans-
Government College University Lahore,
Pakistan form and finite sine-Fourier transform. On the basis of the properties of
Atangana-Baleanu fractional derivatives and the properties of Mittag-Leffler
Correspondence
functions, the general solution is particularized for the fractional parameter
Saif Ullah, Department of Mathematics,
Government College University Lahore, α = 1 in order to find solution of the classical advection-diffusion process. The
54000, Pakistan. influence of memory parameter on the solute concentration has been investi-
Email: saifullahkhalid75@yahoo.com
gated using the analytical solution and the software Mathcad. From this analy-
sis, it is found that for a constant concentration's source on the boundary, the
solute concentration is increasing with fractional parameter, and therefore, an
advection-diffusion process described by Atangana-Baleanu time-fractional
derivative leads to a smaller solute concentration than in the classical process.

KEYWORDS
advection, Atangana-Baleanu derivative, diffusion, integral transforms

JEL CLASSIFICATION
26A33

1 | INTRODUCTION

The advection-diffusion equations are popular in modeling physical phenomena; they can describe phenomena includ-
ing nonlinearities and dispersion waves. For example, in aquatic systems or in atmosphere, the pollutants are distrib-
uted through diffusion and advection processes, and mathematical models are used to predict their transport. There are
many transport processes in complex systems, which are controlled by nonexponential relaxation patterns or by non-
Brownian diffusion. These processes are well described by mathematical models based on the fractional calculus. The
fractional advection-diffusion equations can be used to model the transport of various quantities carried by the fluid
flow in porous media.
Fractional calculus is a very old subject having many useful and interesting applications in fields of engineering and
sciences. However, in last few years, many useful and interesting ideas for fractional calculus have been proved, and a
plethora of models have been developed. Most of these models include partial differential equations.

Math Meth Appl Sci. 2019;1–11. wileyonlinelibrary.com/journal/mma © 2019 John Wiley & Sons, Ltd. 1
2 TLILI ET AL.

There are many definitions of fractional integrals and derivatives. The most used fractional operators are as follows:
Riemann-Liouville time-fractional integral operator, defined as1

ðt
1
J αt f ðt Þ = ðh1− α *f Þðt Þ = f ðsÞðt −sÞα− 1 ds; 0 < α < 1, ð1Þ
Γ ðα Þ
0

−α
where hα ðt Þ = Γðt1 −αÞ is the singular power-law kernel and * represents the convolution product. Shah and Zafar2
used the Riemann-Liouville fractional integral operator to study some unidirectional flows of Maxwell fluids with time-
dependent viscosity. Analytical solutions of velocity field have been determined by employing the integral transform
method.
Riemann-Liouville fractional deferential operator defined by1,3

ðt
1 d
RL
Dαt f ðt Þ = ðhα *f Þðt Þ = f ðsÞðt −sÞ − α ds; 0 < α < 1: ð2Þ
Γð1 −αÞ dt
0

Fetecau et al4 used the Riemann-Liouville fractional derivative to analyze the unsteady unidirectional flow of a
Maxwell fluid with the generalized fractional constitutive equation. They have used Fourier-sine and Laplace trans-
forms in order to determine analytical solutions of the governing fractional differential equations of motion.
The time-fractional Caputo derivative is defined by5-7

ðt
1
C
Dαt f ðt Þ = f 0 ðsÞðt −sÞ − α ds = ðhα ðt Þ*u_ ðy, t ÞÞ; 0 ≤ α ≤ 1: ð3Þ
Γð1 − αÞ
0

The Caputo derivative has been extensively used in the modeling of many physical phenomena. This is because
Caputo derivative is an invertible operator; its inverse is given by the Riemann-Liouville fractional integral operator.
Some mathematical models described by fractional differential equations with Caputo time-fractional derivative can be
found in Ahmed et al8 and Shah et al.9
The Caputo-Fabrizio time-fractional derivative is defined as follows10:

ðt  
1 −αðt − sÞ 0
CF
Dαt f ðt Þ = exp f ðsÞds; 0 < α ≤ 1: ð4Þ
1 −α 1 −α
0

The Caputo-Fabrizio fractional derivative has been used by researchers from several practical fields. Shah and
Khan11 studied the heat transfer in a second-grade fluid flowing over an oscillating vertical plate, while Shah et al12
have studied the unsteady free convection flows of viscous fluids.
More recently, in 2016, Atangana and Baleanu13 proposed a more realistic definition of fractional derivatives by
using as kernel the nonlocal and nonsingular Mittag-Leffler functions.
The Atangana and Baleanu fractional derivative in Caputo sense is defined as13

ðt  
1 − αðt − sÞα 0
ABC
Dαt f ðt Þ = Eα f ðsÞds; 0 < α ≤ 1: ð5Þ
1−α 1−α
0

In recent years, many researchers have studied the advection processes described by fractional differential equa-
tions. Arshad et al14 provided a numerical scheme to solve the time-space fractional advection-diffusion equation with
spatial-fractional Riesz derivative and time-fractional Caputo derivative. Povstenko and Kyrylychev15 obtained two frac-
tional forms of the advection-diffusion equation, by generalizing the classical constitutive equations of probability cur-
rent and Fick's law. Mohyud-Din et al16 developed an implicit finite difference scheme to solve the time-fractional
advection-diffusion equation with Caputo fractional derivatives. Hristov17 used Riemann-Liouville derivatives to
TLILI ET AL. 3

present results on spatial-fractional diffusion equation. Mirza et al18 studied fractional advection-diffusion equation
with memory and Robin-type boundary condition. Mirza and Vieru19 studied fundamental solutions to advection-
diffusion equation with time-fractional Caputo-Fabrizio derivative.
Baleanu et al20 have investigated the motion of a particle in a circular cavity by using the classical and fractional
Lagrangian as well as the fractional Hamilton's equations of motion. The mathematical models are formulated in the
sense of Caputo and a new fractional derivative with Mittag-Leffler nonsingular kernel. Authors have obtained numeri-
cal simulations of the fractional Hamilton's equations with both fractional operators using the Euler convolution quad-
rature rule for discretization of the convolution integral.
A numerical scheme based on hybrid Chelyshkov functions to solve a class of fractional optimal control problems
has been developed by Mohammadi et al.21 On the basis of the orthogonal Chelyshkov polynomials, the authors have
constructed a general formulation for operational matrix of the fractional integration in the Riemann-Liouville sense.
Some applications of the developed method to the problems with a nonanalytic dynamic system are investigated.
A mathematical model based on the fractional calculus of the spring pendulum has been studied by Baleanu et al.22
The authors have formulated a generalized fractional form of the classical Lagrangian and derived the fractional Euler-
Lagrange equations in terms of fractional derivatives with singular and nonsingular kernels. Numerical solutions of the
governing equations have been determined and analyzed.
Hajipour et al23 have developed an accurate discretization technique to solve a class of variable-order fractional
reaction-diffusion problems. For the spatial coordinate, the discretization is made using a compact finite difference
operator, while a weighted-shifted Grünwald formula is applied for the temporal discretization of fractional derivatives.
Baleanu and Shiri24 have investigated a system of fractional differential equations involving nonsingular Mittag-
Leffler kernel. The system has been transformed to a type of weakly singular integral equations in which the weak sin-
gular kernel is involved. The regularity and existence of its solution are studied.
The spectral method to solve a system of fractional differential equations within a fractional derivative involving the
Mittag-Leffler kernel is used by Baleanu et al,25 while Shiri and Baleanu26 have studied coupled systems of algebraic, dif-
ferential, and fractional differential equations with different types of fractional derivatives. The time-fractional Gardner
equation with Atangana-Baleanu fractional derivative with Mittag-Leffler kernel has been analyzed by Korpinar et al.27
Abdeljawad and Baleanu28 have studied fractional derivatives with three parameter generalized Mittag-Leffler ker-
nels. Some properties are proved, and the corresponding integral operators are defined. Fernandez and Baleanu29
established the mean value theorem and Taylor's theorem for the fractional differential operators using a Mittag-Leffler
kernel. They have formulated a new model for the fractional Boussinesq equation by using the Taylor series expansion.
The aim of this paper is to determine the analytical solution of one-dimensional generalized fractional
advection-diffusion equation when on the boundary x = L, a time-dependent concentration source of the form
C(L,t) = C0f(t) is given.
The generalization consists into considering the advection-diffusion equation with memory based on the time-
fractional Atangana-Baleanu derivative with Mittag-Leffler kernel.
To determine the analytical solution of fractional differential equation along with initial and boundary value condi-
tions, Laplace transform and finite sine-Fourier transform are employed. By using the properties of Atangana-Baleanu
fractional derivatives and the properties of Mittag-Leffler functions, the general solution is particularized for the frac-
tional parameter α = 1 in order to find solution of the classical advection-diffusion process.
The influence of memory parameter on the solute concentration has been investigated using the analytical solution and
the software Mathcad. From the analysis carried out, the conclusion is drawn that for a constant source at x = L, the solute con-
centration is increasing with fractional parameter; therefore, an advection-diffusion process described by Atangana-Baleanu
time-fractional derivative leads to a smaller solute concentration than in the classical process.
The article is structured as follows: Section 2 deals with the mathematical model of fractional differential equation
of advection-diffusion in the dimensional and nondimensional forms. In Section 3, analytical solutions for the general-
ized model and for classical model are presented. Section 4 is dedicated to discussions of the numerical results pres-
ented by graphical illustrations, and Section 5 presents the important conclusions of the work.

2 | MATHEMATICAL MODEL
Advection and diffusion are processes underlying the transportation of a given chemical species in a medium. Let C be
the species concentration as a function of position (x,y,z) and time t. The partial differential equation of the advection-
diffusion process is15,18
4 TLILI ET AL.

∂C ! 
+ r V C = aΔC, ð6Þ
∂t
!
where V (m/s) is the cross flow velocity and a (m2/s) is the constant diffusion coefficient.
In the present work, we consider one-dimensional advection-diffusion process due to an incompressible flow, ie,
! !
rV = 0, with constant drift velocity V = ðu, 0, 0Þ.
Equation (6) becomes

∂C ðx, t Þ ∂ 2 Cðx, t Þ ∂Cðx,t Þ

=a −u : ð7Þ
∂t ∂x 2 ∂x

Along with the differential Equation (7), we consider the following initial and boundary conditions:

Cðx,0Þ = 0; 0 ≤ x ≤ L, ð8Þ

Cð0, t Þ = 0, CðL, tÞ = C0 f ðt Þ, t≥0, ð9Þ

where C0 is a constant with dimension of concentration, f(t) is a piecewise continuous function of exponential order
at infinity, and f(0) = 0.
Introducing the following nondimensional variables and parameters

x t ut 0 at 0 C
x * = , t * = , u1 = , a1 = 2 , C * = , ð10Þ
L t0 L L C0

to Equations (7) to (9) and dropping the * notation for simplicity, we obtain

∂Cðx,t Þ ∂ 2 Cðx, t Þ ∂C ðx, t Þ

= a1 − u1 , ð11Þ
∂t ∂x 2 ∂x

with dimensionless initial and boundary conditions

C ðx, 0Þ = 0; 0 ≤ x ≤ 1, ð12Þ

C ð0, t Þ = 0, Cð1, t Þ = f ðt Þ, t≥0: ð13Þ

In the present study, we shall consider a generalized form of the advection-diffusion equation (11), namely, the frac-
tional advection-diffusion equation based on the new fractional derivative with Mittag-Leffler kernel defined by
Atangana and Baleanu13

∂ 2 C ðx, tÞ ∂Cðx, t Þ
ABC
Dαt Cðy, tÞ = a1 −u1 , 0 < α < 1: ð14Þ
∂x 2 ∂x

The Atangana-Baleanu time-fractional derivative of the function C(x,t) is given by

ðt  
1 αðt −sÞα
ABC
Dαt Cðx,t Þ = C_ ðx, sÞE α − ds; 0 < α < 1, ð15Þ
1 −α 1−α
0
 P
∞
ðx, tÞ
where C_ ðx, sÞ = ∂C∂t  and E α ðzÞ = zk
Γðαk + 1Þ is the Mittag-Leffler function of one parameter.
t=s k=0
TLILI ET AL. 5

3 | SOLUTION OF THE P ROBLEM

Applying the Laplace transform to Equations (13) and (14), and using initial condition (12), we obtain the transformed
equation

 ðx, pÞ
pα C  ðx, pÞ
∂2 C  ðx, pÞ
∂C
α
= a1 −u1 , ð16Þ
ð1 −αÞp + α ∂x 2 ∂x

C  ð1,pÞ = F ðpÞ,
 ð0,pÞ = 0, C ð17Þ

Ð∞
 ðx, pÞ = Cðx, tÞe −pt dt = LfC ðx, t Þg denotes Laplace transform of function C(x,t) and p is the transform
where C
0
parameter.
Making the change of the unknown function by

 
C  ðx, pÞexp u1 x ,
 ðx, pÞ = ϕ ð18Þ
2a1

 ðx, pÞ,
we obtain the following problem for the function ϕ

 ðx, pÞ 
∂2 ϕ pα

u21 
a1 = + ϕðx, pÞ, ð19Þ
∂ x2 ð1 − αÞpα + α 4a1

along with the boundary conditions

 
  u1
ϕð0, pÞ = 0, ϕð1,pÞ = F ðpÞexp − : ð20Þ
2a1

Applying finite sine-Fourier transform to the differential equation (19) subjected to the boundary condition (20), we
obtain
 
~
 ð −1Þn + 1 ðnπ Þ u1
ϕs ðn,pÞ =  F ðpÞexp − , ð21Þ
AðpÞ + ðnπ Þ2 2a1

 
~ = Ð ϕ
1
α u2
where AðpÞ = a11 ð1− αpÞpα + α + 4a11 and ϕ s
 ðx,pÞsinðnπx Þdx; n = 1, 2,…: denotes the sine-Fourier transform of the

function ϕðx,pÞ. 0

Equation (21) can be written in the following equivalent form:

n+1      
 s ðn, pÞ = ð − 1Þ
~ F ðp Þ u1 ð −1Þn + 1 b5 F ðpÞ 1 u1
ϕ exp − + 1 + b8 α exp − , ð22Þ
nπ 2a1 nπ p + b7 2a1

where b1 = 4a21 ðnπ Þ2 ð1 −αÞ, b2 = 4a21 ðnπ Þ2 α, b3 = 4a1 + u21 ð1 −αÞ, b4 = u21 α, b5 = bb13 , b6 = bb21 , b7 = bb43 , and b8 = b6 − b7.
Taking the inverse Laplace transform of Equation (22), we obtain
   
n+1
ð −1Þn + 1 b5 _  
~ s ðn, t Þ = ð −1Þ
ϕ
f ðt Þ
exp −
u1
+ f ðt Þ* δðt Þ + b8 t α− 1 E α,α ð − b7 t − α Þ exp −
u1
, ð23Þ
nπ 2a1 nπ 2a1

where * represents the convolution product, L −1 fpF ðpÞg = f_ ðt Þ, δ() is Dirac delta function, and
6 TLILI ET AL.

X∞
pa − b zk
L −1 = t b−1
E a,b ð ct a
Þ, E a,b ð z Þ = , ReðaÞ > 0, ReðbÞ > 0, ð24Þ
p −c
a
k=0
Γðak + bÞ

where Ea,b(z) is the Mittag-Leffler function of two parameters.

Now, by taking the inverse sine-Fourier transform of Equation (23), we obtain the temperature field:
 
u1
ϕðy, t Þ = f ðt Þxexp − +
2a1
X ð − 1Þ
∞   ð25Þ
n + 1
b5   u1
+2 sinðnπx Þ f_ ðt Þ* δðt Þ + b8 t α − 1 Eα, α ð − b7 t α Þ exp − :
n=1
nπ 2a1

For the particular case, when α = 1, we have

 
u1
ϕðy,t Þ = f ðt Þxexp − +
2a1
X∞      ð26Þ
n+1 _ u21 u1
2 ð − 1Þ ðnπ Þa1 sinðnπx Þ f ðt Þ* δðt Þ + exp − t exp − :
n=1
4a1 2a1

F I G U R E 1 Profile of dimensionless concentration versus x for

α variation at two values of time t and g(t) = H(t)
TLILI ET AL. 7

The concentration C(x,t) is given by

 
u1 x
C ðx, t Þ = ϕðx, t Þexp : ð27Þ
2a1

4 | N U M E R I C A L D I S C U S S I O N A N D C O N C LU S I O N S

In the present work, one-dimensional fractional advection-diffusion equation with time-dependent source on the
boundary has been considered. The mathematical model with memory is developed by employing the time-fractional
Atangana-Baleanu derivative. This recent definition of fractional derivative has a nonsingular kernel, namely, the one-
parametric Mittag-Leffler function. The closed-form solution of solute concentration is obtained by means of the
Laplace and finite sine-Fourier transforms. The result is expressed in terms of Mittag-Leffler function.
The influence of fractional and physical parameters on the solute concentration is graphically presented in Fig-
ures 1–3. It is pointed out that close to the boundary, where the source of concentration is given, the solute concentra-
tion increases by increasing values of the fractional parameter.
There are several types of fractional derivatives. For this reason, it is useful to make a comparison between solution
of the advection-diffusion equation with Atangana-Baleanu derivative and solution of the advection-diffusion equation
based on the Caputo derivative.

F I G U R E 2 Profile of dimensionless concentration versus x for

α variation at two values of time t and g(t) = H(t)
8 TLILI ET AL.

F I G U R E 3 Spatial profiles of the

dimensionless concentration versus x for g(t) =
H(t)

Proceeding in the same manner as in Section 3, we obtained the following solution of the problem considered with
Caputo derivative:
 
u1
ϕðy, t Þ = f ðt Þxexp − +
2a1
X∞    
ð − 1Þn sinðnπx Þ _ u2 t α u1
2 f ðt Þ* E α,1 ð − bn t α Þ + 1 2 E α,α + 1 ð − bn tα Þ exp − , ð28Þ
n=1
nπ 4a1 2a1
u21
bn = + a1 ðnπ Þ2 :
4a21

FIGURE 4 Profiles of concentration C(x,t) for Atangana-

Baleanu and Caputo derivative
TLILI ET AL. 9

FIGURE 5 Profiles of concentration C(x,t) for Atangana-

Baleanu and Caputo derivative. Comparison with the ordinary
processes corresponding to α = 1

Figures 4 and 5 were plotted to highlight the profiles of the two solutions versus the variable x and the fractional
parameter α for the parameters u1 = 0.01, a1 = 0.07 and the boundary source f(t) = 2sin(t). Basically, in some
advection-diffusion processes, it would be desirable to obtain a high concentration while in others, a small
concentration of a certain substance is pursued. The concentration profiles presented in Figures 4 and 5 could help us
to choose the mathematical model that best describes the problem studied.

5 | C ON C L U S I ON S

A one-dimensional advection-diffusion process with time-dependent source on the boundary has been investigated by
considering a mathematical model with memory based on the time-fractional Atangana-Baleanu derivative. Such
models are suitable to better describing of nonlocal phenomena met in the real world.
Using the integral transform method, the analytical solution of the solute concentration is determined and
particularized to obtain solution for the ordinary advection-diffusion process.
The influence of memory parameter on the solute concentration has been investigated using the analytical
solution and the software Mathcad. From this analysis, it is found that for a constant concentration's source on
the boundary, the solute concentration is increasing with fractional parameter; therefore, an advection-diffusion
process described by Atangana-Baleanu time-fractional derivative leads to a smaller solute concentration than in
the classical process.
The results obtained in this study may be important in describing some complex transport problems. It is known
that the nonlocality of kernels used in Atangana-Baleanu fractional derivative allows better description of the memory
within structure and media with different scales. Also, the new fractional derivative can play a specific role in the study
of macroscopic behavior of some materials, related with nonlocal exchanges.13
In order to have a comparison of our results with other results recently obtained, we mention, for example,
the paper of Yavuz et al.30 They have determined and compared approximate analytical solutions of some types of
time-fractional partial differential equations with singular and nonsingular kernels by using the Laplace
transform coupled with the perturbation method. Also, Avci and Yetim31 obtained fundamental solutions to
the one-dimensional advection-diffusion equation with Atangana-Baleanu derivative for Cauchy and Dirichlet
problems. It is important to note that for f(t) = c0H(t), H(t) being the Heaviside function, our solutions (25) and
(26) become identical with solutions obtained in Baleanu et al25 (see Avci and Yetim,31 equations 37 and 38).
The studied problem is described by linear differential equations, and therefore, the method of integral transform
can be used to determine the analytical solutions. Obviously, the nonlinear advection-diffusion processes are interesting
and challenging. Many researchers developed numerical schemes suitable for such types of problem.32,33 Our future
purpose is to make numerical studies of some nonlinear fractional advection-diffusion equation with different initial
and boundary conditions.
10 TLILI ET AL.

ACK NO WLE DGE MEN TS

The authors are very much thankful to the editor and reviewers for their valuable comments, which have led to the
improvement in clarity and quality of this paper.

CONFLICT OF INTERESTS
This work does not have any conflict of interests with respect to research, authorship, and/or publication.

ORCID
Nehad Ali Shah https://orcid.org/0000-0002-1949-5643
Saif Ullah https://orcid.org/0000-0003-0250-3931

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How to cite this article: Tlili I, Shah NA, Ullah S, Manzoor H. New idea of Atangana-Baleanu time-fractional
derivative to advection-diffusion equation. Math Meth Appl Sci. 2019;1–11. https://doi.org/10.1002/mma.6123

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