A fractional variational iteration method for solving fractional nonlinear differential equations

Recently, fractional differential equations have been investigated by employing the famous variational iteration method. However, all the previous works avoid the fractional order term and only handle it as a restricted variation. A fractional variational iteration method was first proposed in [G.C. Wu, E.W.M. Lee, Fractional variational iteration method and its application, Phys. Lett. A 374 (2010) 2506–2509] and gave a generalized Lagrange multiplier. In this paper, two fractional differential equations are approximately solved with the fractional variational iteration method.     

A one-step subregion method for delay differential equations

We study a one-step method for delay differential equations, which is equivalent to an implicit Runge-Kutta method. It approximates the solution in the whole interval with a piecewise polynomial of fixed degree n. For an appropiate choice of the mesh points, it provides uniform convergence 0(hⁿ⁺¹) and the superconvergence 0(h²ⁿ) at the nodes.     

An efficient fractional-order wavelet method for fractional Volterra integro-differential equations

In this paper, an efficient and robust numerical technique is suggested to solve fractional Volterra integro-differential equations (FVIDEs). The proposed method is mainly based on the generalized fractional-order Legendre wavelets (GFLWs), their operational matrices and the Collocation method. The main advantage of the proposed method is that, by using the GFLWs basis, it can provide more efficient and accurate solution for FVIDEs in compare to integer-order wavelet basis. A comparison between the achieved results confirms accuracy and superiority of the proposed GFLWs method for solving FVIDEs. Error analysis and convergence of the GFLWs basis is provided.     

Solving fractional pantograph delay differential equations via fractional-order Boubaker polynomials

In the current study, we introduce fractional-order Boubaker polynomials related to the Boubaker polynomials to achieve the numerical result for pantograph differential equations of fractional order in any arbitrary interval. The features of these polynomials are exploited to construct the new fractional integration and pantograph operational matrices. Then these matrices and least square approximation method are used to reorganize the problem to a nonlinear equations system which can be resolved by means of the Newton’s iterative method. The brief discussion about errors of the used estimations is deliberated and, finally, some examples are included to demonstrate the validity and applicability of our method.

     

The Grünwald-Letnikov method for fractional differential equations

This paper is devoted to the numerical treatment of fractional differential equations. Based on the Grünwald-Letnikov definition of fractional derivatives, finite difference schemes for the approximation of the solution are discussed. The main properties of these explicit and implicit methods concerning the stability, the convergence and the error behavior are studied related to linear test equations. The asymptotic stability and the absolute stability of these methods are proved. Error representations and estimates for the truncation, propagation and global error are derived. Numerical experiments are given.     

An effective method for solving nonlinear fractional differential equations

A new technique based on beta functions is applied to compute the exact formula for the Riemann–Liouville fractional integral of the fractional-order generalized Chelyshkov wavelets. An approximation method based on the wavelets is proposed to effectively solve nonlinear fractional differential equations. Illustrative examples show that the proposed method gives solutions with less errors in comparison with the previous methods.

     

Existence and uniqueness of mild solutions for abstract delay fractional differential equations

In this paper, by means of solution operator approach and contraction mapping theorem, the existence and uniqueness of mild solutions for a class of abstract delay fractional differential equations are obtained.     

Approximate solution of fractional integro-differential equations by Taylor expansion method

In this paper, Taylor expansion approach is presented for solving (approximately) a class of linear fractional integro-differential equations including those of Fredholm and of Volterra types. By means of the mth-order Taylor expansion of the unknown function at an arbitrary point, the linear fractional integro-differential equation can be converted approximately to a system of equations for the unknown function itself and its m derivatives under initial conditions. This method gives a simple and closed form solution for a linear fractional integro-differential equation. In addition, illustrative examples are presented to demonstrate the efficiency and accuracy of the proposed method.     

Uniform numerical method for singularly perturbed delay differential equations

This paper deals with the singularly perturbed initial value problem for a linear first-order delay differential equation. A numerical method is constructed for this problem which involves an appropriate piecewise-uniform mesh on each time subinterval. The difference scheme is shown to converge to the continuous solution uniformly with respect to the perturbation parameter. Numerical results are presented.     

分数阶非线性方程精确解的新方法

将分数阶复变换方法和[(G/G)]方法相结合得到了一种辅助方程方法,用来求解分数阶非线性微分方程。利用该方法并借助于软件Mathematica的符号计算功能求解了分数阶Calogero KDV方程,得到了该方程新的精确解。     

Solutions of delay differential equations by using differential transform method

Differential transform method (DTM) is extended for delay differential equations. By using DTM, we manage to obtain the numerical, analytical, and exact solutions of both linear and nonlinear equations. In comparison with the existing techniques, the DTM is a reliable method that needs less work and does not require strong assumptions and linearization.     

Stability of 2h-step spline method for delay differential equations

In this paper we consider a linear test equation to study the stability analysis of 2h-step spline method for the solution of delay differential equations. We prove that, this method is P-stable for cubic spline.     

Neural network method: delay and system of delay differential equations

In the present article, delay and system of delay differential equations are treated using feed-forward artificial neural networks. We have solved multiple problems using neural network architectures with different depths. The neural networks are trained using the extreme learning machine algorithm for the satisfaction of delay differential equations and associated initial/boundary conditions. Further, numerical rates of convergence of the proposed algorithm are reported based on variation of error in the obtained solution for different number of training points. Emphasis is on analysing whether deeper network architectures trained with extreme learning machine algorithm can perform better than shallow network architectures for approximating the solutions of delay differential equations.

     

Operational method for solving fractional differential equations using cubic B-spline approximation

In the present paper we construct the cubic B-spline operational matrix of fractional derivative in the Caputo sense, and use it to solve fractional differential equation. The main characteristic of the approach is that it overcomes the computational difficulty induced by the memory effect. There is no need to save and call all historic information, which can save memory space and reduce computational complexity. Numerical results demonstrate the validity and applicability of the method to solve fractional differential equation. The results from this method are good in terms of accuracy.     

Variational Lyapunov method and stability analysis for impulsive delay differential equations

In the paper, employing the variational Lyapunov method, stability and instability properties in terms of two measures for impulsive delay differential equations with fixed moments of impulsive effects are discussed. Some stability and instability criteria are obtained. These results much generalize the known ones. Some examples are given to illustrate the advantages of them as well.     

The improved split-step backward Euler method for stochastic differential delay equations

A new, improved split-step backward Euler method is introduced and analysed for stochastic differential delay equations (SDDEs) with generic variable delay. The method is proved to be convergent in the mean-square sense under conditions (Assumption 3.1) that the diffusion coefficient g(x, y) is globally Lipschitz in both x and y, but the drift coefficient f(x, y) satisfies the one-sided Lipschitz condition in x and globally Lipschitz in y. Further, the exponential mean-square stability of the proposed method is investigated for SDDEs that have a negative one-sided Lipschitz constant. Our results show that the method has the unconditional stability property, in the sense, that it can well reproduce stability of the underlying system, without any restrictions on stepsize h. Numerical experiments and comparisons with existing methods for SDDEs illustrate the computational efficiency of our method.     

Legendre wavelet Galerkin method for solving ordinary differential equations with non-analytic solution

In this article, the Legendre wavelet operational matrix of integration is used to solve boundary ordinary differential equations with non-analytic solution. Although the standard Galerkin method using Legendre polynomials does not work well for solving ordinary differential equations in which at least one of the coefficient functions or solution function is not analytic, it is shown that the Legendre wavelet Galerkin method is very efficient and suitable for solving this kind of problems. Several numerical examples are given to illustrate the efficiency and performance of the presented method.     

A three-step wavelet Galerkin method for parabolic and hyperbolic partial differential equations

A three-step wavelet Galerkin method based on Taylor series expansion in time is proposed. The scheme is third-order accurate in time and O(2^?jp ) accurate in space. Unlike Taylor–Galerkin methods, the present scheme does not contain any new higher-order derivatives which makes it suitable for solving non-linear problems. The compactly supported orthogonal wavelet bases D6 developed by Daubechies are used in the Galerkin scheme. The proposed scheme is tested with both parabolic and hyperbolic partial differential equations. The numerical results indicate the versatility and effectiveness of the proposed scheme.