ala 20210 on the operational solution of the system of fractional differential equations Đurđica...
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ALA 20210
On the operational solution of the system of fractional differential equations
Đurđica TakačiDepartment of Mathematics and Informatics
Faculty of Science, University of Novi SadNovi Sad, Serbia
djtak@dmi.uns.ac.rs
The Mikusinski operator field
The set of continuous functions with supports in with the usual addition and the multiplication given by the convolution
is a commutative ring without unit element.
By the Titchmarsh theorem, it has no divisors of zero;
its quotient field is called the Mikusinski operator field
C
0
( ) ( ) ( ) , 0t
f g t f t g d t
0, ,
C
The Mikusinski operator field
The elements of the Mikusinski operator field are
convolution quotients of continuous functions,0,, CC gf
g
f
The Mikusinski operator field
The Wright function
The character of the operational function
e s 1
t ,0 t | | 21 , 0 1 , #
, z n 0
zn
n! n . #
se
The matrices with operators
, square matrix, is a given vector,
is the unknown vector
AX B, #
A n n B
X x 1 x 2 x nT
aij a ij1I aij
2, #
bi bi1I bi
2p , #
x i P iQi
, i 1,2, ,n,
Example
1 1 2
2 1
2 1 2
x 1
x 2
x 3
1
2
2
,
2
2 3
2
2 3
3 2
2 3
4 15 11 2 3
7 2 25 11 2 3
2 11 2 85 11 2 3
.X
22 3 4 5
1 2 3
4 1 1 11 70 587 5209 47 234
5 11 2 3 3 9 27 81 243 7291
( )3
x
I
2 3 411 70 587 5209 47 234( )
9 27 81 2 243 3! 729 4!
t t tt
The matrices with operators
, square matrix, is a given vector,
is the unknown vector
AX B, #
A n n B
X x 1 x 2 x nT
aij a ij1I aij
2, #
bi bi1I bi
2p , #
x i P iQi
, i 1,2, ,n,
The matrices with operators
The exact solution of
The approximate solution
Xm x 1m x 2m x nm T, x im k 1
m
x ikk 1 , #
X x 1 x 2 x nT, x i k 1
x ikk 1 #
A X B
Fractional calculus
The origins of the fractional calculus go back to the end of the 17th century, when L'Hospital asked in a letter to Leibniz about the sense of the notation
the derivative of order
Leibniz replied: “An apparent paradox, from which one day useful
consequences will be drawn"
,n
nDDx
n 1/2 1/2
Fractional calculus
The Riemann-Liouville fractional integral operator of
order
Fractional derivative in Caputo sense
,0,)()()(
1)(
0
1
dftxfJ
),()( xfJJxfJJ
0,),(
),(1,
),()(
)(
1
,),(
0
1
mmdxu
tm
mt
txu
t
m
mm
m
m
t
txutxuD
0
Fractional calculus
Basic properties of integral operators
J J ft J ft , 0;
J J ft J J ft;
J t c c 1 c 1
t c,
#
Fractional calculus
Relations between fractional integral and differential operators
1( )
!0
( ) ( );
( ) ( ) (0 ) .k
mk t
kk
D J f t f t
J D f t f t f
fxfJ )(
1
0
1
1
0
1
)0,()(
)0,()(),(
m
k
kk
k
m
k
kmk
kmmm
sxut
xus
sxut
xustxuD
Relations between the Mikusiński and the fractional calculus
On the character of solutions of the time-fractional diffusion equation
to appear in Nonlinear Analysis Series A:
Theory, Methods & Applications
Djurdjica Takači, Arpad Takači, Mirjana Štrboja
The time-fractional diffusion equation
,),(),(
2
2
x
txu
t
txu
0
2
2 10
1( , ) , 0 1,
(1 ) ( )( , )
1( , ) , 1 2.
(1 ) ( )
t
t
du x
tu x t
t du x
t
x R, 0 t T
The time-fractional diffusion equation
with the conditions
),,0(),()0,( lxxxu 0 1
),,0(),()0,(
),()0,( lxxt
xuxxu
1 2
u0, t ft, u1, t gt, t 0, #
,)()(
))()((,),( 1
)(0)1(
1
xsxus
xxsuxutd
t
2
2 1
2 21(2 ) ( )0
2
( , ) , ( ( ) ( ) ( ))
( ) ( )) ( ))
td
tu x s u x s x x
s u x s x s x
,10
1 2
The time-fractional diffusion equation
The time-fractional diffusion equation
In the field of Mikusinski operators the time-fractional diffusion equation has the form
,10
))()()(
),())()(
xsxusxu
xuxsxus
2
2
)()()()(
),()())()(
xsxsxusxu
xuxsxsxus
,21
u0 f, u1 g, #
The time-fractional diffusion equation
The solution is
The character of operational functions The Wright function
/ 2 / 2
1 1( ) ( ),xs xspu x C e C e u x
exs,
.)(!
)(1)(
1
00,
nn
tx
txt
te
nn
n
xs
0,
The time-fractional diffusion equation
The exact solution
ux up0 f k 0
ex 2k 1s /2
k 0
e x 2ks /2
up1 g k 0
e x 2k 1s /2
k 0
ex 2k 1s /2 upx.
#
A numerical example
The exact solution
In the Mikusinski field
ux, t t
2ux, tx 2
2ext2
3 t2ex, 0 1 #
ux, 0 0, # u0, t t2 , u1, t et2 , #
x 0,1,
0 t T.
ux, t t2ex,
ux s ux 2ex3 23 ex. #
u0 23 , u1 2e3 , #
The solution has the form
A numerical example
ux C1exs /2 C2e xs
/2 upx,
upx 2ex3 3 i 0
i . #
A numerical example
The exact solution
ux 23 3 i 0
i 23
k 0
ex 2k 1s /2
k 0
e x 2ks /2
2e3 3 i 0
i 2e3
k 0
e x 2k 1s /2
k 0
ex 2k 1s /2
2ex3 3 i 0
i.
#
A numerical example
ũxn 23 3 i 0
p
i 23 k 0
n
ex 2k 1s /2 k 0
n
e x 2ks /2
2e3 3 i 0
p
i 2e3 k 0
n
e x 2k 1s /2 k 0
n
ex 2k 1s /2
2ex3 3 i 0
p
i.
#
A numerical example
The system of fractional differential equationsInitial value problem (IVP)
1 2
1 2, , ,
n
n
d d d d
dt dt dt dt
, , 1, ,ii
i
ri n
m
1 2
( )( ), (0) [ (0) (0) (0)] , 0T
n
d x tBX t x x x x t a
dt
Caputo fractional derivative, order
1 2 1 2 , 1[ ] , [ ], [ ]
0 1, 1,...,
T n n nn n ij i j
i
x x x x B a R R
i n
1 1
2 2
11 1 1
122 2
1
(0)
(0)
(0)n nnn n
s X s x X
Xs X s x
B
Xs X s x
1
2
11 12 1
21 22 2
1 2 2
,
n
n
n
n n n
a s a a
a a s a
A
a a a s
AX B
1
2
11
12
1
(0)
(0)
(0)nn
s x
s x
B
s x
0 1
1 2 ,
( ) ( ) (0)! ( 1)
1, ( , ,..., ), , 1, ,
i
ckpnijk c
j ii k i
in i
i
A tx t t x
k ck c
rc m lcm m m m i n
m m
The initial value problem (IVP) has a unique continuous solution x
References
Caputo, M., Linear models of dissipation whose Q is almost frequency independent- II, Geophys. J. Royal Astronom. Soc., 13, No 5 (1967), 529-539 (Reprinted in: Fract. Calc. Appl. Anal.,11, No 1 (2008), 3-14.)
Mainardi, F., Pagnini, G., The Wright functions as the solutions of time-fractional diffusion equation, Applied Math. and Comp., Vol.141, Iss.1, 20 August 2003, 51-62.
Podlubny, I., Fractional Differential Equations, Acad. Press, San Diego (1999).
Ross, B., A brief history and exposition of fundamental theory of fractional calculus, In: "Fractional Calculus and Its Applications" (Proc. 1st Internat. Conf. held in New Haven, 1974; Ed. B. Ross), Lecture Notes in Math.
457, Springer Verlag, N. York (1975), pp. 1-37.
Podlubny, I., Fractional Differential Equations, Acad. Press, San Diego (1999).
Ross, B., A brief history and exposition of fundamental theory of fractional calculus, In: "Fractional Calculus and Its Applications" (Proc. 1st Internat. Conf. held in New Haven, 1974; Ed. B. Ross), Lecture Notes in Math. 457, Springer-
Verlag, N. York (1975), pp. 1-37.
Thank you for your attention!
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