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Original articles

Numerical solutions to systems of fractional Voltera Integro differential equations, using Chebyshev wavelet method

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Pages 584-591 | Received 21 Sep 2017, Accepted 04 Jan 2018, Published online: 25 Aug 2018

ABSTRACT

The Chebyshev Wavelet Method (CWM) is applied to evaluate the numerical solutions of some systems of linear fractional Voltera integro differential equations (FVIDEs). The applicability and validity of the proposed method is ensured by discussing some illustrative examples. The numerical results obtained by this technique are compared with the exact solutions of the problems. The error analysis reveals that the accuracy of the present method is higher than any existing numerical method.

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1. Introduction

The theory and applications of fractional calculus can be observed in many fields of science and engineering such as nonlinear oscillation of earth quakes [Citation1], fluid dynamic traffic [Citation2] and signal processing [Citation3].

Due to precious contribution of fractional calculus in various fields of science and engineering, the researchers have shown great interest to study fractional calculus. In this regard as in many cases, it is very difficult to find the exact or analytical solutions of fractional differential and integral equations. The numerical methods have gained importance to avoid this difficulty. Initially, the authors have used different numerical techniques to find the approximate solution of fractional differential and integral equations such as Adomian Decomposition Method (ADM) [Citation4], Spline Collocation Method (SCM) [Citation5], Fractional Transform Method (FTM) [Citation6], Homotopy Perturbation Method (HPM) [Citation7], Operational Tau Method (OTM) [Citation8], Shifted Chebyshev Polynomial Method (SCPM) [Citation9], Rationalized Haar Functions Method (RHFM) [Citation10] and Reproducing Kernel Hilbert Space (RKHSM) [Citation11,Citation12].

Besides these methods, most of the authors have applied a comparatively new numerical techniques based on wavelets [Citation13–16]. The methods based on Chebyshev wavelets have gained much importance during the last decade because of its simple, effective and straightforward implementation. Therefore, the mathematician paid great attention to these methods for solving problems in different fields of science and engineering. Examples are Chebyshev Wavelet Operational Matrix (CWOM) [Citation17], Chebyshev Finite Difference Method (CFDM) [Citation18], Shifted Chebyshev Polynomial Method (SCPM) [Citation9] and Chebyshev Wavelet Method (CWM) [Citation19,Citation20].

The solution to fractional system of differential equations is also a point of investigation for many researchers. Therefore, they introduced and extended many numerical techniques for solving these fractional systems of differential equations. Examples are Adomian Decomposition Method (ADM) [Citation21] and B-Spline method [Citation22].

In this paper, we approximate the solution of fractional systems of Volterra Integro Differential Equations using an efficient Chebyshev Wavelet method (CWM). The simulations are done by the present method and a very useful Chebyshev Wavelet algorithm is developed. The numerical results found by the present method are compared with exact solution of the problem, showing the greatest degree accuracy.

2. Preliminaries and definitions

In this section, we present some definitions and other mathematical preliminaries for the completion of the current work.

Definition 2.1:

The Riemann fractional integral operator Iμ of order γ on the usual Lebesgue space L1[a,b] is given by (1) (Iμg)(t)=1Γ(μ)0t(tξ)μ1g(ξ)dξ,γ>0,(1) (I0g)(t)=g(t). This integral operator has the following properties

  1. IμIη=Iμ+η,

  2. IμIη=IηIμ,

  3. Iμ(ta)υ=Γ(υ+1)Γ(μ+υ+1)(ta)μ+υ

where L1[a,b], α, μ0, and υ>1,

Definition 2.2:

The Caputo definition of fractional differential operator is given by (Dμg)(t)=1Γ(nμ)0t(tξ)nμ1g(n)(ξ)dξ,n1μn, where t>0, n is an integer

It has the following two basic properties

  1. (DμIμg)(t)=g(t) ,

  2. (IμDμg)(t)=(g)(t)(x+a)n=k=0nf(k)(0+)(ta)kk!,t>0

3. Properties of the Chebyshev wavelets

Wavelets consist of family of functions generated from the dilation m and translation l of a single function ψ(x) called the mother wavelet. When the dilation a and translation b change continuously, then we get the following continuous family of Wavelet [Citation19] ψl,m(x)=|a|12ψxlm,l,mR,m0, If we restrict the parameters l and m to discrete values as m=a0k,l=nb0a0k,a0>1,b0>1. We have the following family of discrete wavelets ψk,n(x)=|a|k2ψ(a0kxnb0),k,nZ, where ψk,n form a wavelet basis for L2(R). Especially when a0=2 and b0=1, then ψk,n(x) forms an orthogonal basis.

The second kind of Chebyshev wavelets is constituted of four parameters, ψn,m(x)=ψ(k,n,m,x), where n=1,2,,2k1, k is any positive integer, m is the degree of the second Chebyshev polynomial. The Chebyshev wavelets are defined on the interval 0x<1 as ψn,m(x)=2k/2T~(2k2n+1),n12xn+120,otherwise where (2) Tm~(x)=2πTm(x),m=0,1,2,.,M1(2)

Here, Tm(x) are the second Chebyshev polynomials of degree m with respect to the weight function w(x)=1x2 on the interval [−Citation1,Citation1], and satisfying the following recursive formula T0(x)=1,T1(x)=2x, Tm+1(x)=2xTm(x)Tm1(x),m=1,2,3,,

Lemma 3.1:

If the Chebyshev Wavelet expansion of a continuous function f(x) converges uniformly, then the Chebyshev Wavelet expansion converges to the function f(x).

Proof:

See [Citation23].

Theorem 3.2:

A function f(x)L2[0,1], with bounded second derivative, say |f′′(x)|N, can be expanded as an infinite sum of Chebyshev wavelets, and the series converges uniformly to f(x), that is, f(x)=n=1m=0cnmψn,m(x)

Proof:

See [Citation23].

4. Chebyshev wavelet method (CWM)

In this paper, we consider the fractional systems of Volterra integro differential equations y(m)(x)=f(x)+0xk(x,t,y1(m),y2(m),y3(m),,yn(m))dt, where f(x)=[f1(x),f2(x),,fn(x)]T And (3) y(m)(x)=[y1(m),y2(m),y3(m),,yn(m)]T,k=[k1,k2,,kn]T,m=1,2,,(3) with the initial conditions y(m)(0)=bm. The solution to system (3) can be expended by Chebyshev wavelets series as (4) y1(x)=n=1m=0cn,mψn,m(x),y2(x)=n=1m=0dn,mψn,m(x),yn(x)=n=1m=0en,mψn,m(x),(4)(4) where ψn,m(x) is given by Equation Equation(1). The series in Equation Equation(4) are truncated as (5) y1k,M(x)=n=12k1m=0M1cn,mψn,m(x),y2k,M(x)=n=12k1m=0M1dn,mψn,m(x),ynk,M(x)=n=12k1m=02k1en,mψn,m(x),(5) This implies that there are 2k1M×2k1Mntime×2k1M conditions to determine 2k1M×2k1Mntime×2k1M coefficients ci,j, di,j, … , ei,j. We put these coefficients in Equation Equation(5) to obtain the approximate solution by Chebyshev Wavelet method (CWM).

In this article, we considered fractional volterra systems of order one or less than one, two or less than two and three or less than three.

First, we consider system of order one or less than one, which consists of two equations and two unknowns. dy1dx=1+x13x3+0x((xt)y1(t)+(xt)y2(t))dt, dy2dx=1x112x4+0x((xt)y1(t)(xt)y2(t))dt with initial conditions y1(0)=0,dy1dx=1,y2(0)=0,dy2dx=1. The procedure is as follows, the initial conditions for both y1 and y2 are approximated as (6) y1k,M(0)=n=12k1m=0M1cn,mψn,m(0)=α0,(6) (7) y2k,M(0)=n=12k1m=0M1cn,mψn,m(0)=β0,(7) (8) dy1k,M(0)dx=ddxn=12k1m=0M1cn,mψn,m(0)=α1,(8) (9) dy2k,M(0)dx=ddxn=12k1m=0M1cn,mψn,m(0)=β1.(9)

The remaining 2k1M×2k1M4 conditions can be obtain by substituting Equation Equation(4) in Equation Equation(3), by taking n=2,m=1, and 0<α1, we get (10) dαdxαn=12k1m=0M5cn,mψn,m(xi)=f(x)+0xkx,t,n=12k1m=0M5cn,mψn,m(xi),×n=12k1m=0M5dn,mψn,m(xi)dt,(10) (11) dαdxαn=12k1m=0M5dn,mψn,m(xi)=g(x)+0xkx,t,n=12k1m=0M5cn,mψn,m(xi),×n=12k1m=0M5dn,mψn,m(xi)dt.(11)

Assume that Equations (10) and (11) are exact at 2k1M4 points. Then xi points are calculated by the following formula xi=i0.52k1Mfori=1,2,3,2k1M4. The combination of Equations (6), (7), (8), (9), (10) and (11) forms the linear system of 2k1M×2k1M linear equations. The unknown ci,j and di,jare calculated through the solution of this system.

The same procedure can be repeated for other initial value fractional systems of Volterra Integro differential equations.

5. Numerical examples

Example 5.1 :

Consider the following fractional system of Volterra Integro differential equation of order, 0<α1 dαy1dxα1x+13x30x((xt)y1(t)+(xt)y2(t))dt, dαy2dxα1+x+112x40x((xt)y1(t)(xt)y2(t))dt, with initial conditions y1(0)=0,dy1dx(0)=1,y2(0)=0,dy2dx(0)=1. The exact solution of the system is y1(x)=x+x22 and y2(x)=xx22.

In Table , the exact solution and Chebyshev wavelet method approximations are shown for the system solution y1(x) andy2(x). The approximate solutions are represented by y1 (CWM) and y2 (CWM). The corresponding errors are represented by Error y1 and Error y2 associated with y1 and y2, respectively. The method is applied for M=19,K=1. The absolute errors between the exact and approximate solutions are measured. The error investigation from the table shows that the proposed method has higher accuracy.

Table , analysed the approximate solutions for Example 5.1 for different values of α such that 0<α1. This investigation shows that as the value of α increases from 0.75 to 1, the accuracy is increasing and attained its maximum accuracy at α=1.

Table 1. The numerical results of Example 5.1.

Table 2. Numerical results of Example 5.1, for different fractional order 0<α1.

Figure 1. The solution graph of Example 5.1, for y1(x) at different fractional order.

Figure 1. The solution graph of Example 5.1, for y1(x) at different fractional order.

Figure 2. The solution graph of Example 5.1, for y2(x) at different fractional order.

Figure 2. The solution graph of Example 5.1, for y2(x) at different fractional order.

In Table , Errory1(0.75), Error y1(0.99) and Error y1(0.99999) show the respective errors of y1 at α=0.75, 0.99 and 0.99999. Similarly, Error y2(0.75), Error y2(0.99) and Error y2(0.99999) are the errors generated with y2 for α=0.75, 0.99 and 0.99999. The error analysis again investigates that solutions at different values of α converges to integer order solutions (Figures and ).

Table 3. Errors of Example 5.1, for different fractional order 0<α1.

Example 5.2:

Consider the following fractional system of Volterra integro differential equation of order, 1<α2 dαy1dxα+x3+x40x(3y2(t)+4y3(t))dt=0, dαy2dxα2x2+x40x(4y3(t)2y1(t))dt=0, dαy3dxα6x+x2x30x(2y1(t)3y2(t))dt=0. With the initial conditions are y1(0)=0,y2(0)=0,y3(0)=0,dy1dx(0)=1,dy2dx(0)=0,dy3dx(0)=0.

The exact solution of the system is y1(x)=x, y2(x)=x2, y3(x)=x3

Table  explained the numerical results of Example 5.2. The exact solutions for y1,y2 and y3 are given by y1 (exact), y2 (exact) and y3 (exact), respectively. The approximate solutions obtained by Chebyshev wavelet method, for y1,y2 and y3, are y1 (CWM), y2 (CWM) and y3 (CWM), respectively.

Table 4. The numerical solutions of Example 5.2.

Table  analysed the errors associated with the solutions y1, y2 and y3 forα=2. These errors are denoted by Error y1, Error y2 and Error y3. The absolute error between the exact and approximate solution is obtained which shows the desired degree of accuracy. The numerical simulations are handled by using k=1 and M=19 in the current method.

Table 5. The errors of Example 5.2 for α=2.

In Table , the numerical solutions of Example 5.2 for y1, y2 and y3 are given at different fractional orders α such that 1<α2. Here, 1.94=1.9999, 1.97=1.9999999 and 1.912=1.999999999999.

Table 6. Numerical results of Example 5.2 for different orders 1<α2.

Table  emphasizes on error analysis. The errors for all y1, y2 and y3 are computed at different fractional orders. This error analysis shows the error decreases as the fractional order approaches to integer order (Figures ).

Figure 3. Solution graph of Example 5.2 for y1(x) at different fractional order.

Figure 3. Solution graph of Example 5.2 for y1(x) at different fractional order.

Figure 4. Solution graph of Example 5.2 for y2(x) at different fractional order.

Figure 4. Solution graph of Example 5.2 for y2(x) at different fractional order.

Figure 5. Solution graph of Example 5.2 for y3(x) at different fractional order.

Figure 5. Solution graph of Example 5.2 for y3(x) at different fractional order.

Table 7. The error analysis of Example 5.2 for different orderα=1.94,1.97,1.912.

Example 5.3:

Consider the following fractional system of Volterra Integro differential equation of order, 2<α3 dαdxαy1+2x+2x3+25x50x(y12(t)+y22(t))dt=0, dαdxαy2+23x3+15x50x(xt)(y12(t)y22(t))dt=0, with the initial conditions y1(0)=1,dy1dx(0)=1,d2y1dx2(0)=2,y2(0)=1,dy2dx(0)=1,d2y2dx2(0)=2. The exact solution of the system is y1(x)=1+x+x2,y2(x)=1x+x2.

Table  displayed the numerical results of Example 5.3 using Chebyshev wavelet method. The exact solutions for y1 and y2 are represented by y1 (exact) and y2 (exact). The Chebyshev approximate solutions are denoted by y1 (CWM) and y2 (CWM). The absolute of the errors between the exact and approximate solutions are measured which shows the highest degree of accuracy.

Table 8. Numerical results for Example 5.3.

Table  expresses the error analysis of Example 5.3 for different fractional orders. The error analysis shows that there is a very small change between the numerical solution at fractional order as compared to integer order (Figures ).

Figure 6. The graph of y1(exact) and y1(CWM) of Example 5.3.

Figure 6. The graph of y1(exact) and y1(CWM) of Example 5.3.

Figure 7. The solution graph of y2(exact) and y2(CWM).

Figure 7. The solution graph of y2(exact) and y2(CWM).

Figure 8. The error graph of Errory1(x) and for other fractional orders.

Figure 8. The error graph of Errory1(x) and for other fractional orders.

Figure 9. The error graph of y2(x) for different fractional order α, where 0α2.

Figure 9. The error graph of y2(x) for different fractional order α, where 0≤α≤2.

Table 9. The numerical results of Example 5.3, for fractional orders,2<α3.

6. Conclusion

In this work, we have fully attempted to find the numerical solution of the fractional system of Volterra Integro differential equations by using Chebyshev wavelet method. The numerical procedure and methodology are done in a very straight forward and effective manner. The numerical accuracy is also a point of interest. During numerical simulations, we observed that the current method has the highest degree of accuracy. On the bases of current work, the researchers can extended this technique to some other fractional systems of ordinary and partial differential equations.

Disclosure statement

No potential conflict of interest was reported by the authors.

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