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Fractals, Vol. 31, No. 2 (2023) 2340036 (13 pages)

c The Author(s)
DOI: 10.1142/S0218348X23400364
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NUMERICAL ANALYSIS OF SOME


FRACTIONAL ORDER DIFFERENTIAL
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EQUATIONS VIA LEGENDRE


SPECTRAL METHOD

AZIZ KHAN
Department of Mathematics and Sciences
Prince Sultan University, Riyadh 11586, Saudi Arabia
akhan@psu.edu.sa
HAFSA NAZ∗ and MUHAMMAD SARWAR†
Department of Mathematics
University of Malakand, Chakdara Dir(L)
18000 Khyber Pakhtunkhwa, Pakistan
∗hafsayousafzai56@gmail.com
†sarwarswati@gmail.com

KAMAL SHAH
Department of Mathematics and Sciences
Prince Sultan University, Riyadh 11586, Saudi Arabia
Department of Mathematics
University of Malakand, Chakdara Dir(L)
18000 Khyber Pakhtunkhwa, Pakistan
kamalshah408@gmail.com; kshah@psu.edu.sa


Corresponding author.
This is an Open Access article in the “Special Issue on Applications of Wavelets and Fractals in Engineering Sciences”,
edited by K. S. Nisar (Prince Sattam bin Abdulaziz University, Saudi Arabia), F. A. Shah (University of Kashmir, India),
S. K. Upadhyay (Indian Institute of Technology, BHU, India), P. E. T. Jorgensen (University of Iowa, USA) published by
World Scientific Publishing Company. It is distributed under the terms of the Creative Commons Attribution-NonCommercial-
NoDerivatives 4.0 (CC BY-NC-ND) License which permits use, distribution and reproduction, provided that the original work
is properly cited, the use is non-commercial and no modifications or adaptations are made.

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A. Khan et al.

MANAR A. ALQUDAH
Department of Mathematical Sciences
College of Science, Princess Nourah bint Abdulrahman University
P. O. Box 84428, Riyadh 11671, Saudi Arabia
maalqudah@pnu.edu.sa
THABET ABDELJAWAD‡
Department of Mathematics and Sciences
by UNIVERSITI PUTRA MALAYSIA (UPM) on 04/30/23. Re-use and distribution is strictly not permitted, except for Open Access articles.

Prince Sultan University, Riyadh 11586, Saudi Arabia


Department of Medical Research
China Medical University, Taichung 40402, Taiwan
Department of Mathematics, Kyung Hee University
26 Kyungheedae-ro, Dongdaemun-gu, Seoul 02447, Korea
tabdeljawad@psu.edu.sa

Received January 18, 2022


Accepted August 28, 2022
Published March 4, 2023
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Abstract
In this research paper, we find the numerical solutions of fractional order scalers and coupled
system of differential equations under initial conditions using shifted Legendre polynomials.
By using the properties of shifted Legendre polynomials, we establish operational matrices
of integration and differentiation in order to simplify our considered problems under initial
conditions. In order to check the accuracy of the proposed model, some test problems are solved
along with the graphical representations. For coupled system, we applied the algorithm to the
Pharmacokinetic two-compartment model. As the proposed method is computer-oriented, we
use therefore the MATLAB for required calculations. Numerical results are shown graphically.

Keywords: Operational Matrices; Shifted Legendre Polynomials; Fractional Order Differen-


tial Equations; Initial Conditions; Pharmacokinetic Two-Compartment Model; Scaler Problem;
Coupled System.

1. INTRODUCTION its applicability in a variety of engineering and


Fractional calculus is most in demand and popu- technological fields. In order to model and solve the
lar subject for the researchers in the present era. complex problems of various areas of biological and
From the last few centuries, the applications of physical sciences, the ordinary calculus has failed,
fractional calculus have been in the use for solv- though the complex models of these areas can be
ing diverse and widespread fields of engineering and modeled and can be solved accurately with in the
all other mathematically oriented sciences like bio- domain of fractional calculus. The results obtained
logical population models, optics, signal process- by applications of fractional calculus are more accu-
ing, electro magnetics, viscoelasticity, electrochem- rate than the ordinary calculus because it holds
istry, fluid mechanics, control theory of dynamical greater degree of freedom than the integer order.
systems, probability, statistics, photography, eco- This area is remarkably explored and huge num-
nomics and ecology.1 ber of research articles and several books have been
Scientists and researchers have devoted their published. The usefulness of fractional order frac-
attention to fractional order fractional differential tional differential and integral equations in a range
and integral equations in the 21st century due to of engineering and technology sectors has attracted

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Numerical Analysis of Some Fractional Order Differential Equations Via Legendre Spectral Method

scientists and researchers in the 21st century. So in Definition 1 (Ref. 35). The fractional order
the last few centuries, various numerical schemes derivative of α over [a, b] in Riemann–Liouville sense
have been developed by the researchers. The objec- is given by
tive of these schemes was for the higher rate of  ν
α 1 di
accuracy. All of these methods have their own pros Da+ g(ν) = (ν − ϕ)i−α−1 ρ(ϕ) dϕ,
and cons. For example, Adomian decomposition Γ(i − α) dν i a
method,2 Homotopy analysis methods and various where i = [α] + 1.
iterational methods were developed for the better
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Definition 2 (Ref. 35). Fractional order Caputo


approximation of the solutions.3 Latter-day spectral
derivative of a function g(t) can be defined by the
methods were introduced with operational matri-
following relation:
ces for the solution of real-world problems of bio-  t
logical4 and physical phenomenons.5 The accuracy c α 1
D g(t) = (t − ψ)e−α−1 g(e) (ψ) dψ,
rates were higher as compared to other methods.6,7 Γ(e − α) g
As of late, fractional calculus and fractional differ-
where e = [α] + 1 and [α] represented the integer
ential equations picked up much consideration of
part of α.
the scientists and they give curiously applications in
a various disciplines of science and innovation.8–20 The Legendre polynomial is a type of polyno-
It is noted that differential equations of scaler prob- mial that is used to approximate an analytical
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lem and coupled systems are broadly utilized in function.36 Legendre polynomials have a simpler
various fields of science and engineering.21–32 Some weight function than other orthogonal polynomials.
important gravitational and electromagnetic prob- Because of the simple power function that values 1,
lems are modeled by coupled systems, see, for exam- it eliminates a lot of work, especially when approx-
ple, Refs. 33 and 34. In this research paper, we imating nonlinear integral components.37 However,
have developed operational matrices of integration its definitions’ interval is [−1, 1].38 The shifted Leg-
and differentiation using shifted Legendre polyno- endre polynomial is chosen in this project to better
mials for differential equations under initial condi- approximate the unknown analytical function in the
tions. We considered scaler problem and coupled vast interval.39
system. Using these operational matrices, our con- Its central concept is to utilize shifted Legen-
sidered problem is converted into simple algebraic dre polynomials as the fundamental function to
equation, and the solved using codes of MATLAB- perfectly approximate an unknown analytical func-
16. Scaler problem is of the following form: tion and to display the derivative function using a
C α matrix term. The algebraic equation is derived from
0 Dt V (t) ± V (t) = 0, 0 < α ≤ 1,
the governing equation. After solving the algebraic
t ∈ [0, T ], V (0) = v0 . (1) problem, the parameters of the estimated function
Coupled system is of the following form: are obtained. The numerical answers will be calcu-
⎧ β lated using a carefully determined approximation
c
⎨0 Dt w1 (t) + f1 (t, w1 , w2 ) = 0, 0 < β ≤ 1,
⎪ function.
c D α w (t) + f (t, w , w ) = 0, 0 < α ≤ 1, (2)
⎪ 0 t 2 2 1 2 Definition 3 (Ref. 35). Shifted Legendre poly-

w1 (0) = w0 , w2 (0) = w̄0 , nomials are named after Legendre which had been
where fi (i = 1, 2) : [0, 1] × R × R → R are linear introduced in 1782. It is defined on interval [0, 1] by
continues functions and w0 , w̄0 ∈ R. the following relation:
We develop operational matrices on the basis j
 (−1)j+k Γ(j + k + 1) k
of shifted Legendre polynomials for our considered Lj (t) = t (3)
Γ2 (k + 1)Γ(j − k + 1)
problem to omit descritization of data, which save k=0
time and extra memory. for j = 0, 1, 2, 3, . . .
The first three shifted Legendre polynomials
2. PRELIMINARIES are
In this section, we review some basic definitions and (i) L0 (t) = 1,
results related to fractional calculus, which are use- (ii) L1 (t) = 2t − 1,
ful in developing our algorithm. (iii) L2 (t) = 24t3 − 3t + 1.

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A. Khan et al.

Orthogonality Condition: This is a system already established in Ref. 35, here we recall just
design feature that ensures that changing the tech- for our numerical interpretation.
nical impact generated by a system component does
not cause or propagate side effects to other sys- Lemma 3.1. Assume that L̂N (t) be any func-
tem components. The orthogonality condition of the tion, then integration of fractional α is defined as
shifted Legendre polynomial is given by Iα (LN (t) ≈ LαN ×N L̂N (t), where LαN ×N is the α
order operational matrix of integrals, and is given
 1 below LαN ×N =
Lm (t)Ln (t)dt
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0 2 3
0
X 0
X 0
X 0
X
⎧ 6
⎨ 1 υ0,0,u υ0,1,u ··· υ0,j,u · · · υ0,n,j 7
, where if n = m, 6 7
2n + 1 6 u=0 u=0 u=0 u=0 7
= (4) 6 7
⎩ 6 1 1 1 1 7
6X X X X 7
0 if n = m. 6
6 υ 1,0,u υ1,1,u ··· υ1,j,u ··· υ1,n,j 7
7
6 u=0 u=0 u=0 u=0 7
6 7
In account of above orthogonality condition 6 7
6 .. .. .. .. .. .. 7
6 7
defined in Eq. (4), any function g(x) ∈ [0, 1] can 6
6 s
. . . . . . 7,
7
6X Xs s
X Xs 7
be approximated in terms of shifted Legendre poly- 6
6 υt,0,u υs,1,u ··· υt,j,u ··· υs,n,u 7
7
nomial 6 u=0 u=0 u=0 u=0 7
6 7
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6 7
6 .. .. .. .. .. .. 7
g(t) = QTN LN (t), (5) 6
6 . . . . . . 7
7
6 n 7
6X Xn n
X Xn 7
4 υn,0,u υn,1,u ··· υn,j,u ··· υn,n,u 5
where
u=0 u=0 u=0 u=0

N =n+1 (6)

and L(t) is N terms function vector and QTN is the where


coefficient vector. 
We recall the following error analysis results from (2j + 1) jl=0 (−1)s+j+u+l
Ref. 35. × Γ(s + u + 1)Γ(l + j + 1)
υs,j,u = .
Γ(s − u + 1)Γ(u + 1)Γ(u + α + 1)
Lemma 2.1 (Ref. 35). (i) Let g(t) ∈ DN [0, T ], × Γ(j − l + 1)Γ2 (l + 1)(s + l + α + 1)
then QTN LN (t) is the best approximation of g(t) on
the interval [0, T ] and the error approximation is Lemma 3.2. Assume that L̂N (t) be any function,
1
g(t) − QTN LN (t)2 ≤ 4N N+1 maxt∈[0,1] |g(N +1) (t)| thus α order differentiation of L̂N (t) defined by

(ii) let g(t) ∈ X, then g(t) = nj=0 dj LTj x then α
Dα L̂N (t) ≈ HN ×N L̂N (t) and operational matrix

|dj |  (ϕDi )n gn  and g(t) − nj=0 di LTj (t)2 = α α
HN ×N is HN ×N =
∞ 2
j=n j dj where j = j(j + 1) and dj = 2 3
2i+1
T T
1
X 1
X 1
X 1
X
T 0 z(t)Lj (t)dt where d is constant and is 6
6
Ψ1,1,r Ψ1,2,r ··· Ψ1,j,r · · · Ψ1,n,j 7
7
selected in such a way that z2n ∈ X. 6 r=0
6
r=0 r=0 r=0 7
7
6 2 2 2 2 7
6X X X X 7
6 Ψ Ψ2,2,r ··· Ψ2,j,r ··· Ψ2,n,j 7
6 2,1,r 7
6 r=0 7
3. OPERATIONAL MATRICES 6
6
r=0 r=0 r=0 7
7
6 .. .. .. .. .. .. 7
In different research areas, sometimes the exact ana- 6 . . . . . . 7
6 7,
lytical solution of integral and differential equations 6 s s s s 7
6X X X X 7
6 ··· ··· Ψs,n,r 7
is not available. For this reason, researchers intro- 6 Ψs,1,r Ψi,2,r Ψs,j,r 7
6 r=0 r=0 r=0 r=0 7
duced the scheme of operational matrices. 6 7
6 7
6 .. .. .. .. .. .. 7
In this scheme, the proposed problem is con- 6 7
6 . . . . . . 7
verted to matrix algebraic form to get approximate 6 n 7
6X Xn n
X Xn 7
solution. Different matrices are transformed for 4 Ψn,1,r Ψn,2,r ··· Ψn,j,r ··· Ψn,n,r 5
integration and differentiation of arbitrary order, r=0 r=0 r=0 r=0

which are known as operational matrices which are (7)

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Numerical Analysis of Some Fractional Order Differential Equations Via Legendre Spectral Method

where 4. GENERAL ALGORITHMS


j
(2j + 1) r=[α] (−1)s+j+r+k In this section, we establish our proposed algorithm
× Γ(s + r + 1)Γ(k + j + 1) and will discuss two types of problems. One is scaler
Ψs,j,r = and other is devoted to system of fractional differ-
Γ(s − r + 1)Γ(r + 1)Γ(r − α + 1)
× Γ(j − k + 1)Γ2 (k + 1)(r + k − α + 1) ential equations.

j = 0, 1, 2, . . . .
4.1. Construction of Algorithm
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Lemma 3.3. Let ϕ(t) be any function on [0, 1]


T L̂ (t), then ϕ(t)[ I α V (t)] = for Scaler Problem
and V (t) = KN N 0 1
KN QN ×N L̂N (t) where Qα,ϕ
T α,ϕ
N,N is the operational Case I. The algorithm for the first case of the scaler
α,ϕ problem is established as
matrix and is given as QN ×N =
⎡ ⎤ C α
Ø0,0 Ø0,1 · · · Ø0,j · · · Ø0,n 0 Dt V (t) + V (t) = 0, 0 < α ≤ 1,
⎢Ø ⎥
⎢ 1,0 Ø1,1 · · · Ø1,j · · · Ø1,n ⎥ t ∈ [0, T ], V (0) = v0 . (9)
⎢ ⎥
⎢ .. .. .. .. .. .. ⎥
⎢ . . . . . . ⎥
⎢ ⎥, (8) By approximating the function, we have
⎢Ø · · · · · · ⎥
⎢ s,0 Ø s,1 Ø s,j Ø s,n ⎥
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⎢ ⎥ C α T
⎢ .. .. .. .. .. .. ⎥ 0 Dt V (t) ≈ KN LN (t).
⎣ . . . . . . ⎦
Øn,0 Øn,1 ···
Øn,j · · · Øn,n Then by the application of fractional integration,
1 we have
where Øs,j = (2j + 1)∇s 0 ϕ(t)Lj (t)dt and
α C α
s
 (−1)j+l Γ(s + l + 1) 0 It (0 Dt V (t)) = 0 Itα [KN
T
LN (t)],
∇s = .
Γ(s − l + 1)Γ(l + 1)Γ(α + l) T
V (t) − V (0) = KN [0Itα LN (t)],
l=0
T α
Remark 1. Operational matrices play a very V (t) = v0 + KN HN ×N LN (t). (10)
important role in the approximation of solution of
differential equations. By using the applications of Let
the above established operational matrices, we solve
the following problems. v0 ≈ FNT LN (t).

Fig. 1 Comparability between exact and numerical solution and absolute errors at different scale level.

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A. Khan et al.

So (10) implies Case II. In the same way, we can obtain the fol-
lowing matrix equation:
V (t) = FNT LN (t) + KN
T α
HN ×N LN (t),
T
KN − FNT − KN
T α
HN xN = 0
(9) implies
T
the methodology for the solution is same.
KN LN (t) + FNT LN (t) + KN
T α
HN ×N LN (t) = 0,
T
KN + FNT + KN
T α
HN ×N = 0. (11) 4.2. Numerical Examples for
Problem I
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By using Gauss Elimination method through


MATLAB, we will solve (11) the equation for KN T. In this section, numerical examples are provided
T
After receiving QN and putting the values in (10), for Problem I of Case I and Case II, respec-
we will get the approximate solution. tively, along with the graphs. Also, the efficacy of
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Fig. 2 Comparison between integer order and fractional order solution and absolute errors at fractional order 0.75.

Fig. 3 Comparability between exact and numerical solution and absolute errors at different scale level.

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Numerical Analysis of Some Fractional Order Differential Equations Via Legendre Spectral Method
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Fig. 4 Comparison between integer order and fractional order solution and absolute errors at fractional order 0.75.

the suggested technique is evaluated by comparing equations as follows:


numerical results to exact answers. Here, we provide ⎧ β
c 0 < β ≤ 1,
some examples for scaler problems. ⎪
⎨0 Dt w1 (t) + f1 (t, w1 , w2 ) = 0,
c D α w (t) + f (t, w , w ) = 0, 0 < α ≤ 1, (14)
⎪ 0 t 2 2 1 2
Example 4. We review the following problem: ⎩
 w1 (0) = w0 , w2 (0) = w̄0 ,
D γ V (t) + V (t) = 0, t ∈ [0, 1], 0 < γ ≤ 1,
v(0) = 1. where fi (i = 1, 2) : [0, 1]×R×R → R are linear con-
tinues functions and w0 , w̄0 ∈ R. As previously, we
(12) assumed that the solution of any function be feasi-
The exact solution of this problem at γ = 1 is ble as approximated in terms of selected polynomial
given by by
t β T t α
V (t) = exp(−t). 0 Dc (t) = KN LN (t), 0 Dc (t) = LN
T LN (t). (15)
We approximate the solution at different frac- Apply fractional integration of order α and β
tional order and various scale level in Figs. 1 and 2. order on Eq. (15) correspondingly
Example 5. Consider the following problem: I β [t0 Dcβ (t)] = I β [KN
T
LN (t)],

D γ V (t) − V (t) = 0, t ∈ [0, 1], 0 < γ ≤ 1, I α [t0 Dcα (t)] = I α [LN
T LN (t)]. (16)
v(0) = 1.
We have
(13)
T β
w1 (t) = c1 + KN LN ×N LN (t),
The exact solution of this problem at γ = 1 is
given by w2 (t) = d1 + LTN LαN ×N LN (t). (17)
V (t) = exp(t). We can easily get the values of constants c1 and
We approximate the solution at various fractional d1 by using the given initial conditions, after calcu-
order and different scale level in Figs. 3 and 4. lation, we get c1 = w0 and d1 = w¯0 . So by inserting
these values in Eq. (17), we have
5. ALGORITHM FOR PROBLEM II T β
w1 (t) = w0 + KN LN ×N LN (t),
In this section, the results have been extended to the
considered coupled system of fractional differential w2 (t) = w̄0 + LTN LαN ×N LN (t). (18)

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Now approximate w0 and w̄0 as in terms of to distribution to metabolism and excretion, like a
net balance sheet. The two-compartment PK model
w0 ≈ AN
T LN (t), w̄0 ≈ BTN LN (t). (19)
splits the body into central and peripheral compart-
By inserting this approximation in Eq. (18), we ments for intravenous delivery. The model depicts
have a drug’s rate of distribution as well as its rate of
T β
w1 (t) = ATN LN (t) + KN LN ×N LN (t), removal from the body. The model also assumes
that the medication is delivered to a peripheral
T T α compartment, which is represented by w2 , but
w2 (t) = BN LN (t) + KN LN ×N LN (t). (20)
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is excreted from the central compartment, which


On further simplification, we may write it as
is represented by w1 . The PK two-compartment
T β
w1 (t) = LN (t)[ATN + KN LN ×N ], model is a fractional order differential equation as
follows:
T
w2 (t) = LN (t)[BN T α
+ KN LN ×N ]. (21) ⎧c β

⎪ D w1 (t) = −(k12 + k10 )w1 + k21 w2 ,
Inserting (15) and (21) in (14) gives ⎪0 t
⎨ 0 < β ≤ 1,
T β
KN (t) + f1 (t, LN (t)(ATN + KN LN ×N ), ⎪


c D α w (t) = k w − k w ,
t 2 12 1 21 2 0 < α ≤ 1,
⎩0
T T α w1 (0) = 1, w2 (0) = 1,
LN (t)(BN + KN LN ×N )) = 0,
(23)
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T T α
LN (t) + f2 (t, LN (t)(BN + KN LN ×N ),
where
T β
LN (t)(ATN + KN LN ×N )) = 0. (22) w1 is the quantity of medication in the central
compartment.
Now by solving this system by using MATLAB, w2 is the quantity of medication in the peripheral
we get the approximate solution. compartment.
k12 = 0.04 signifies that the medicine has been
5.1. Numerical Examples for transferred from the central compartment to the
Problem II peripheral compartment.
k21 = 0.005 indicates that the medication has
Example 6 (Pharmacokinetic Compartment been moved from the peripheral to the central com-
Model). The proposed model is the “Pharmacoki- partment.
netic Two-Compartment Model”.35 Pharmacoki- k10 = 0.034 first-order elimination rate, which
netics is a set of mathematical equations describing indicates that the medication is eliminated from the
how a drug moves through the body, from intake central compartment and into the urine.

Fig. 5 Comparison between exact and numerical solutions at different scale level.

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Numerical Analysis of Some Fractional Order Differential Equations Via Legendre Spectral Method
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Fig. 6 Absolute errors at given scale level.


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Fig. 7 Comparability between exact solutions and numerical solutions at different fractional orders and scale level 5.

Fig. 8 Absolute errors at given scale level with fractional order 0.95.
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A. Khan et al.
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Fig. 9 Comparison between exact solutions and numerical solutions at scale level 6.
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Fig. 10 Absolute errors at given at given different scale levels.

Fig. 11 Comparison between integer order solutions and different fractional order solutions at scale level 8.
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Numerical Analysis of Some Fractional Order Differential Equations Via Legendre Spectral Method
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Fig. 12 Absolute errors at various fractional orders and at given scale level = 6.

For α = β = 1 assume that initial conditions are reduced to a simple alge-


braic equation. By using mathematical software like
w1 (t) = et , w2 (t) = e−t .
MATLAB or Mathematica, different examples are
Here, we present graphical presentation of solu- solved on the basis of our proposed algorithm. From
tions and their absolute errors in Figs. 5 and 6. the numerical results, we see that the accuracy of
Further in next Figs. 7 and 8, we provide compar- the proposed method is high and can be used for the
ison between fractional order solution and classical numerical solutions of various differential and inte-
order along with absolute error. gral equations. By selecting higher scale of values,
the efficiency of the proposed method can be further
Here, we give another numerical example for cou- improved. More higher the scale level, more promi-
pled system. nent be the precision and vice versa. Absolute error
Example 7. Consider the coupled system as
is also computed at different values. We have also
⎧C α examined the problem by using different fractional

⎨ D w1 (t) = w2 (t) + w1 (t), 0 < α ≤ 0, arbitrary order to check the results. Hence, from the
C D β w (t) = w (t) + w (t), 0 < β ≤ 1, (24) numerical examples, we conclude that operational
2 1 2

⎩ method based on fractional variable order shifted
w1 (0) = 2, w2 (0) = 3.
Legendre polynomials can also be used as a powerful
The exact solution of the problem at α = β = 2 spectral method to handle fractional order differen-
is given by tial and integral equations for numerical purposes.
For the other examples, we have presented the cor-
w1 (t) = t8 + t6 + t2 , w2 (t) = t9 + t6 + t.
responding graphical presentations in Figs. 9–12.

6. CONCLUSION AND
DISCUSSION ACKNOWLEDGMENTS
In this study, scaler problem and coupled system Manar A. Alqudah acknowledges the fund-
of fractional differential equations of variable order ing from the Princess Nourah bint Abdulrah-
under initial conditions are investigated to calculate man University Researchers Supporting Project
numerical solutions. For the establishment of opera- No. PNURSP2023R14, the Princess Nourah bint
tional matrices, properties of Shifted Legendre poly- Abdulrahman University, Riyadh, Saudi Arabia.
nomials are used. On the basis of the established The authors Aziz Khan, Kamal Shah and Thabet
operational matrices, our considered problems with Abdeljawad would like to thank the Prince Sultan

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A. Khan et al.

university for paying the APC and the support 14. H. Khan, J. F. Gómez-Aguilar, A. Alkhazzan and A.
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