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The applications of non-polynomial spline to the numerical solution for


fractional differential equations

Conference Paper in AIP Conference Proceedings · March 2021


DOI: 10.1063/5.0042319

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The applications of non-polynomial spline
to the numerical solution for fractional
differential equations
Cite as: AIP Conference Proceedings 2334, 060014 (2021); https://doi.org/10.1063/5.0042319
Published Online: 02 March 2021

Faraidun K. Hamasalh, and Mizhda Abbas Headayat

AIP Conference Proceedings 2334, 060014 (2021); https://doi.org/10.1063/5.0042319 2334, 060014

© 2021 Author(s).
The Applications of Non-Polynomial Spline to the Numerical
Solution for Fractional Differential Equations
Faraidun K. Hamasalh1,a) and Mizhda Abbas Headayat2,b)
1 University of Sulaimani- Kurdistan Region- Iraq.
2 Institute of Training and Educational Development in Sulaimani.
a) faraidun.hamasalh@univsul.edu.iqr
b) Corresponding author: mizhda.abas@yahoo.com

Abstract. This paper presents a computation and discuss on non-polynomial spline of fractional order to solve the differential
equations with Caputo fractional derivative. Taylor series is applied to discretize the time derivative of the function. Several exam-
ples are considered to confirm the accuracy of the spline method and to show the completion of non-polynomial spline. In addition,
we discuss the numerical computations provident and can be used to solve complex problems, also the results are obtained to be in
a nice error estimation with known exact solutions.
Keywords: Spline approximation, fractional derivative, convergence analysis, error bound.
PACS: 06.20.Dk,02.60.Ed.

INTRODUCTION

Analytical and numerical methods for the solution of fractional differential problems have been studied by many au-
thors. Fractional spline functions method and its applications to fractional differential problems has been investigated
by many scientists (see, e.g., [1]-[13] and the references given therein).
The present paper is devoted to study of computation and discuss on non-polynomial spline of fractional order
to solve the differential equations with Caputo fractional derivative. Taylor series is applied to discretize the time
derivative of the function. Several examples are considered to confirm the accuracy of the spline method and to show
the completion of non-polynomial spline. In addition, we discuss the numerical computations provident and can be
used to solve complex problems, also the results are obtained to be in a nice error estimation with known exact
solutions.

PRELIMINARIES AND BASIC DEFINITIONS

Definition 2.1 [15].Suppose that α > 0, x > a, α, a, x ∈ R. Then the Caputo fractional derivative of order α > 0 is
defined by the following fractional operator
  x f (n) (s)
Γ(n−α) a (x−s)α+1−n ds, n − 1 < α < n , n ∈ N,
1
Dαa f (x) =
dn
dxn f (x) , α = n, n ∈ N.

Definition 2.2 [14, 15]. Suppose that α > 0, x > a, α, a, x ∈ R. Then the Riemann-Liouville fractional derivative of
order α > 0 is defined by the following fractional operator

dn  x f (s)
Γ(n−α) dxn a (x−s)α+1−n ds, n − 1 < α < n , n ∈ N,
1
Dαa f (x) = n
dxn f (x) , f or α = n, n ∈ N.
d

Fourth International Conference of Mathematical Sciences (ICMS 2020)


AIP Conf. Proc. 2334, 060014-1–060014-8; https://doi.org/10.1063/5.0042319
Published by AIP Publishing. 978-0-7354-4078-4/$30.00

060014-1
Definition 2.3[15, 16]. Suppose that Dkαa f (x) ∈ C [a, b] for k = 0, 1, ..., n + 1 and 0 < α ≤ 1 then we have the Taylor
series expansion about x = τ
 
(n+1)α
n
(x − τ)iα iα Da f (ξ )
f (x) = ∑ Da f (τ) + (x − τ)(n+1)α with a ≤ ξ ≤ x,
i=0 Γ (iα + 1) Γ ((n + 1) α + 1)

α α α
a = Da .Da ...Da (k times) .
f or all x ∈ [a, b] where Dkα
Definition 2.4 [17]. The modulus of continuity of a function f continuous on a segment [a, b], f ∈ C[a, b] is a function
ω(t) = ω( f ,t) defined for t ∈ [0, b − a] by the relation

ω(t) = ω( f ,t : δ ) = max | f (t) − f (x)| .


|t−x|≤δ

'(6&5,37,212)12132/<120,$/63/,1()81&7,210(7+2'
Letusconsiderameshwithnodalpointsthat(xi , yi )aren+1distinctpoints,suchthat

a=x0 <x1 <· · ·<xn =b,

where h= b−a


n , xi =a+ih, for i=0, 1, . . . , n. For each segment [xi−1 , xi ] ,k=1, . . . , n,we will formulate a non-
polynomialsplinefunctionwithfractionalboundaryderivativesinequation
5 7
S (x) = ai + (x − xi ) bi + (x − xi )2 ci + (x − xi )3 di + (x − xi ) 2 ei + (x − xi ) 2 fi (1)

as S(x) ∈ C4 [a, b],where ai , bi , ci , di , ei , fi are unknowns and also i = 0, 1, . . . , n − 1, let y(x) be the given function,
and let Si be an approximation to yk get by the part of Si (x) passing through the nodes (xi+1 , Si+1 ). The non-polynomial
spline of fractional order that satisfy the boundary conditions as follows:

S (x) = Si (x) , x ∈ [xi , xi+1 ] f or i = 1, 2, ..., n − 1

S (x) ∈ C4 [a, b] .
To evaluate the coefficients ai , bi , ci , di , ei , f i, we first define the following conditions:

S (xi ) = yi , S (xi+1 ) = yi+1 ,


(1)
S( 2 ) (x ) = y 2 , S(1) (x ) = y ,
1 (1)
i+1 i+1 i i (2)
(1) (2)
S(1) (xi+1 ) = yi+1, S(2) (xi ) = yi , where i = 0, 1, 2, ..., n.
Using the conditions of equation (2) and the Caputo derivative, the coefficients in equation (1) are determined as
(1) (2)
ai = yi, bi = yi , ci = 12 yi ,
di = 325π−1024 −175π
h−3 yi+1 + 325π−1024 h−3 yi + −225π+640 −2 (1) −825π+2560 −1 (2)
325π−1024 h yi + 1950π−6144 h yi
175π
√ −5 ( 2 )
1
−320 π (1)
+ 325π−1024 h 2 yi+1 + 325π−1024
50π
h−2 yi+1 ,
−5 −350π+1024 −3 (1) −1050π+3584 −5
ei = 1050π−3584
325π−1024 h yi+1 + 325π−1024 h yi+1 + 325π−1024 h yi
2 2 2

−3 (1) −1 (2) 160 π ( 1
)
+ −700π+2240 −525π+1664 2
325π−1024 h yi + 975π−3072 h yi + 325π−1024 h yi+1 ,
2 −2 2


−3 y( 2 ) + 300π−1024 h −5
1
−7 160 π (1)
fi = −900π+2560
325π−1024 h 2 yi+1 +
325π−1024 h i+1 325π−1024
2 y
i+1
−7 −5 (1) 450π−1408 −3 (2)
+ 900π−2560
325π−1024 h 2 yi + 600π−1856 h 2 y
325π−1024 i + 975π−3072 h 2 y
i .
The following consistency relation is derived by applying the one half fractional derivatives continuities at knots, i.e.

(ρ) (ρ) 3
Si (xi ) = Si−1 (xi ) , ρ = .
2

060014-2
Then, we get
   
(1) (1) (1) (1)
yi−1 − 2yi + yi+1 = αh yi − yi−1 + β h yi+1 − yi
   1
(2) (2) −1 (2) (1) (3)
+γ1 h yi − yi−1 + γ2 h
2 2 yi+1 − yi 2 .

Let
−5120+3690π−656.25π 2 2
α= 3080π−984.375π 2
, β = 1040π−328.125π 2,
3080π−984.375π √
−8192+5700π−984.375π 2 −825π+2560 π
γ1 = 18480π−5906.25π 2
, γ 2 = 3080π−984.375π 2
,

where i = 0, 1, . . . , n.

12132/<120,$/63/,1(62/87,216
From the equation (3), which are Caputo derivatives, can be written in the following:
1 (1) (1) (1) (2)
yi−1 − 2yi + yi+1 = −αh 2 yi−1 + (α − β ) hyi + β hyi+1 − γ1 h2 yi−1
(2) 1 (1) 1 ( 12 )
(4)
+γ1 h2 yi − γ2 h 2 yi 2 + γ2 h 2 yi+1 .

Suppose
   
(1) (1) (1) T (2) (2) (2) T
Y (x) = [y1 , y2 , ..., yn ]T , Ȳ (x) = y1 , y2 , ..., yn , Ŷ (x) = y1 , y2 , ..., yn ,
 1 T
( ) ( ) 1
( )
1
Ỹ (x) = y1 2 , y2 2 , ..., yn 2

are column vectors with dimension n, the system of equations presented by equation (4) can be expressed in matrix
from as:
AY (x) = BȲ (x) +C Ŷ (x) + DỸ (x) , (5)

where A, B,C and D are square matrices of order n such that.


⎛ ⎞ ⎛ ⎞
1 −2 1 0 0 ··· 0 −α α −β β 0 0 ··· 0
⎜ 0 1 −2 1 0 ··· 0 ⎟ ⎜ 0 −α α −β β 0 ··· 0 ⎟
⎜ ⎟ ⎜ ⎟
⎜ 0 0 1 −2 1 ··· 0 ⎟ ⎜ 0 0 −α α −β β ··· 0 ⎟
⎜ .. . . .. .. ⎟ ⎜ .. .. .. .. ⎟
A=⎜
⎜ . . . . ⎟,B = ⎜
⎟ ⎜ . . . . ⎟,

⎜ ⎟ ⎜ ⎟
⎜ 0 0 0 ··· 1 −2 1 ⎟ ⎜ 0 0 0 ··· −α α −β β ⎟
⎝ 0 0 0 ··· 0 1 −2 ⎠ ⎝ 0 0 0 ··· 0 −α α −β ⎠
0 0 0 ··· 0 0 1 0 0 0 ··· 0 0 −α

⎛ ⎞ ⎛ ⎞
−γ1 γ1 0 0 0 ··· 0 −γ2 γ2 0 0 0 ··· 0
⎜ 0 −γ1 γ1 0 0 ··· 0 ⎟ ⎜ 0 −γ2 γ2 0 0 ··· 0 ⎟
⎜ ⎟ ⎜ ⎟
⎜ 0 0 −γ1 γ1 0 ··· 0 ⎟ ⎜ 0 0 −γ2 γ2 0 ··· 0 ⎟
⎜ .. .. .. .. ⎟ ⎜ .. .. .. .. ⎟
C=⎜
⎜ . . . . ⎟,D = ⎜
⎟ ⎜ . . . . ⎟.

⎜ ⎟ ⎜ ⎟
⎜ 0 0 0 ··· −γ1 γ1 0 ⎟ ⎜ 0 0 0 ··· −γ2 γ2 0 ⎟
⎝ 0 0 0 ··· 0 −γ1 γ1 ⎠ ⎝ 0 0 0 ··· 0 −γ2 γ2 ⎠
0 0 0 ··· 0 0 −γ1 0 0 0 ··· 0 0 −γ2
Theorem 1. The system of equation (5) has a unique solution.
Proof. We must be show that the coefficient of matrix A is invertible, for the system of equation (5), such as of the
diagonalizable matrix A has the determinate not zero. We will take in some proper elementary convert to A in order
to confirm determinate of A is not zero. Also using technique of Theorem 1 in [13] can be shown that A is invertible,
and then the theorem is proven.

060014-3
CONVERGENCE ANALYSIS OF THE METHOD
Let us consider the system of equation (4) with expanding Taylor series in terms S(xi ) and its fractional derivatives.
Let us give the following theorem.
Theorem 2. Suppose that S(x) is the non-polynomial with fractional order spline defined in equation (1) S(x) ∈ C4
[0, 1]. Thus, for any x ∈ [0, 1], we have the following truncation errors:
⎧ √ 7

⎪ 16105 πh 2 ωθ (h) , ϕ = 0,






⎨ 16h ωθ (h) , ϕ = 2 ,
3 1
  ⎪
 (ϕ) (ϕ) 
S (xi+1 ) − yi  ≤ ,

⎪ √ 5

⎪ 815 πh 2 ωθ (h) , ϕ = 1,





⎩ √ 3
43 πh 2 ωθ (h) , ϕ = 2
 7 
 
Here, ωθ (h) = S( 2 ) (βa ) − y( 2 ) (αa ) , βa , αa ∈ [0, 1] and θ is the order of truncation errors.
7

Moreover, we have that


Theorem 3. Let S(x) be the non-polynomial with fractional order spline defined in equation (1) S(x) ∈ C4 [0, 1]. Thus,
for any x ∈ [0, 1] we have the following truncation errors:
⎧  1   3 
⎪  (2)   (2)  1 2

⎪ a 1 y (λ )  + b1 y (λ ) + 2 h ωθ (h) , ϕ = 32 ,

⎪  1   3 
  ⎪ ⎨ a2    
y( 2 ) (λ ) + b2 y( 2 ) (λ ) + hωθ (h) , ϕ = 52 ,
 (ϕ) (ϕ)     
S (xi+1 ) − yi  ≤  1   3  √ 1 ,


⎪ a3 y( 2 ) (λ ) + b3 y( 2 ) (λ ) + 2 πh 2 ωθ (h) , ϕ = 3,

⎪  1   3 

⎩ a4    
y( 2 ) (λ ) + b4 y( 2 ) (λ ) + ωθ (h) , ϕ = 72 .

Here,
−5
a1 = 3600 − 1143.75π325π − 1024h−1 , a2 = 20520−6525π −2
325π−1024 h , a3 =
67200−21345π

325π π−1024 π
√ h 2 ,
12862.5π−33600 −3 4000−1275π −1
a4 = 325π−1024 h , b1 = −975π3072 , b2 = 325π−1024 h ,
1472−468.75π

√ h 2 , b4 = −2887.5π+8960 h−2 ,αa , βa ∈ (a, b) .


3
b3 = 325π
17920−5695π

π−1024 π 325π−1024

NUMERICAL ILLUSTRATIONS
To illustrate the application of the non-polynomial fractional order spline scheme (1) and (2), we consider the fol-
lowing test examples to show the accuracy of the reproducing Caputo fractional derivative method. The numerical
simulation has been executed in MAPLE 16.
Example 1. Consider the initial value problem for the fractional differential equation [2]
1 3 24
Dα y (x) = x4 − x3 − x3−α + x4−α − y (x) , 0 < α < 1 , x ∈ (0, 1) , y (0) = 0
2 Γ (4 − α) Γ (5 − α)

with exact solution y (x) = x4 − 12 x3 .


Example 2. Consider the boundary value problem for the fractional differential equation [11]

y(4) (x) + 0.05Dα y (x) = g (x) , x ∈ (0, 1) , y (0) = 0, y (1) = 0, y(2) (0) = 0, y(2) (1) = 8

with exact solution y (x) = x5 − x4 . Here, g (x) = 120x − 24 + Γ(6−α)


6
x5−α − Γ(5−α)
1.2
x4−α .

The maximum absolute error in [2] with 1000 steps −8


 is analyzed in two cases which have these results 74.1286×10
−7  ( 12 ) ( 1
)  −6 −6
and 14.1960 × 10 ; and forS (x) − y 2 (x) in [2] with 1000 steps is 14.8702×10 and 12.1447×10 ; and

060014-4
 
 
forS(1) (x) − y(1) (x) in [2] with 1000 steps is 36.5918×10−5 and 40.8441×10−5 , while the maximum absolute error,
using our method, which is presented in Table 1. Numerical results of this problem show that our method converges
exponentially and is more accurate than the method [2] in table 3 and 4 from their paper.

 1   
   
2 (x)= S( 2 ) (x) − y( 2 ) (x) and e(1) (x) = S(1) (x) − y(1) (x) when
),*85(e(x)=themaximalabsoluteerror,e()
1 1

α=0.5andh=0.001forexample1.

060014-5
7$%/(Theabsoluteerrorswithderivativesforexample1

 1   1 
 (2)   (2) 
s (x) − y( 2 ) (x) s (x) − y( 2 ) (x)
1 1
h L∞ − error L1 − error L2 − error
0.01 35.9352×10−10 18.6955×10−8 33.7531×10−7 53.9358×10−10 85.1624×10−4
0.02 57.4963×10−9 21.1516×10−7 27.0025×10−6 86.2974×10−9 17.0324×10−3
0.03 29.1075×10−8 87.4306×10−7 91.1335×10−6 43.6880×10−8 25.5487×10−3
0.04 91.9942×10−8 23.9303×10−6 21.6020×10−5 13.8075×10−7 34.0649×10−3
0.001 35.9352×10−14 59.121×10−12 33.7531×10−10 53.9358×10−14 85.1624×10−5
0.002 57.4963×10−13 66.8874×10−11 27.0025×10−9 86.2974×10−13 17.0324×10−4
0.003 29.1075×10−12 27.6480×10−10 91.1335×10−9 43.6880×10−12 25.5487×10−4
0.004 91.9942×10−12 75.6744×10−10 21.6020×10−8 13.8075×10−11 34.0649×10−4

 1   
   
7$%/(L1, L2, L∞, S( 2 ) (x) − y( 2 ) (x) , S(1) (x) − y(1) (x)errors for example 2
1

 1   
 (2)   (1) 
S (x) − y( 2 ) (x)
1
h L∞ − error S (x) − y(1) (x) L1 − error L2 − error
0.01 1.7824×10−10 1.5944×10−7 2.8786×10−6 2.6755×10−9 6.7506×10−3
0.02 6.3200×10−8 1.4927×10−6 1.9056×10−5 4.3347×10−8 1.3996×10−2
0.03 6.2546×10−7 4.8836×10−6 5.0905×10−5 3.5011×10−7 2.3668×10−2
0.04 2.9423×10−6 9.8458×10−6 8.8878×10−5 1.6447×10−6 3.4606×10−2
0.001 3.2163×10−13 5.8251×10−11 3.3256×10−9 5.1182×10−13 8.3948×10−4
0.002 4.5426×10−12 6.4919×10−10 2.6207×10−8 7.7485×10−12 1.6533×10−3
0.003 1.9942×10−11 2.6427×10−9 8.7111×10−8 3.6996×10−11 2.4392×10−3
0.004 5.3371×10−11 7.1220×10−9 2.0320×10−7 1.0987×10−10 3.1943×10−3

 1   
   
7$%/(L1, L2, L∞,S( 2 ) (x) − y( 2 ) (x) , S(1) (x) − y(1) (x)errors for example 2
1

 1   
 (2)   (1) 
S (x) − y( 2 ) (x)
1
n L∞ − error S (x) − y(1) (x) L1 − error L2 − error
10 3.4124×10−4 2.7869×10−4 1.5911×10−3 2.2143×10−4 1.2025×10−1
20 9.5408×10−6 1.3811×10−5 1.1151×10−4 5.5529×10−5 4.7503×10−2
40 2.2796×10−7 2.9197×10−6 3.3339×10−5 1.3401×10−7 1.8676×10−2

The maximum absolute error in [11] with 40 steps is analyzed in which has result 2.1281×10−4 while the maximum
absolute error, using our method, which is presented in Table 2 and Table 3. Numerical results of this problem show

060014-6
that our method converges exponentially and is more accurate than the method [11] in table 1

 1   
),*85(e(x)=themaximalabsoluteerror,e()    
2 (x)= S( 2 ) (x) − y( 2 ) (x) and e(1) (x) = S(1) (x) − y(1) (x) when
1 1

α=0.5andh=0.001forexample2.

CONCLUSION
In this paper, we used non-polynomial spline of fractional order function to develop an approximate solution for
solving fractional differential equations associated with Caputo derivative. The results obtained show that the preferred
method preserves good accuracy, two examples are presented and the formatted our results by figures and tables.

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060014-7
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