Hostname: page-component-cd9895bd7-mkpzs Total loading time: 0 Render date: 2024-12-29T08:55:28.207Z Has data issue: false hasContentIssue false

A Collocation Method for Solving Fractional Riccati Differential Equation

Published online by Cambridge University Press:  03 June 2015

Mustafa Gülsu
Affiliation:
Department of Mathematics, Faculty of Science, Mugla Sitki Kocman University, Mugla, Turkey
Yalçın Öztürk*
Affiliation:
Department of Mathematics, Faculty of Science, Mugla Sitki Kocman University, Mugla, Turkey
Ayşe Anapali
Affiliation:
Department of Mathematics, Faculty of Science, Mugla Sitki Kocman University, Mugla, Turkey
*
*Corresponding author. Email: [email protected]
Get access

Abstract

In this article, we have introduced a Taylor collocation method, which is based on collocation method for solving fractional Riccati differential equation. The fractional derivatives are described in the Caputo sense. This method is based on first taking the truncated Taylor expansions of the solution function in the fractional Riccati differential equation and then substituting their matrix forms into the equation. Using collocation points, the systems of nonlinear algebraic equation is derived. We further solve the system of nonlinear algebraic equation using Maple 13 and thus obtain the coefficients of the generalized Taylor expansion. Illustrative examples are presented to demonstrate the effectiveness of the proposed method.

Type
Research Article
Copyright
Copyright © Global-Science Press 2013

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1]Munkhammar, J. D., Fractional calculus and the Taylor-Riemann series, Undergrad J. Math., 6(1) (2005).Google Scholar
[2]Podlubny, I., Fractional Differential Equations, New York, Academic Press, 1999.Google Scholar
[3]He, J. H., Nonlinear oscillation with fractional derivative and its applications, in: International Conference on Vibrating Engineering, Dalian, China, 1998.Google Scholar
[4]He, J. H., Some applications of nonlinear fractional differential equations and their approximations, Bull. Sci. Technol., 15(2) (1999), pp. 8690.Google Scholar
[5]Ahmad, W. M. and El-Khazali, R., Fractional-order dynamical models of love, Chaos Solitons Fractals, 33 (2007), pp. 13671375.CrossRefGoogle Scholar
[6]Bagley, R. L. and Torvik, P. J., On the appearance of the fractional derivative in the behavior of real materials, J. Appl. Mech., 51 (1984), pp. 294298.Google Scholar
[7]Diethelm, K. and Ford, N. J., The numerical solution of linear and nonlinear fractional differential equations involving fractional derivatives of several orders, Numerical Analysis Report 379, Manchester Center for Computational Mathematics, 2001.Google Scholar
[8]He, J. H., A new approach to nonlinear partial differential equations, Commun. Nonlinear Sci. Numer. Simul., 2 (1997), pp. 230235.Google Scholar
[9]He, J. H., Approximate analytical solution for seepage flow with fractional derivatives in porous media, Comput. Methods Appl. Mech. Eng., 167 (1998), pp. 5768.Google Scholar
[10]Anderson, B. D. and Moore, J. B., Optimal Control-Linear Quadratic Methods, Prentice-Hall, New Jersey, 1990.Google Scholar
[11]Diethelm, K., Ford, J. M., Ford, N. J. and Weilbeer, W., Pitfalls in fast numerical solvers for fractional differential equations, J. Comput. Appl. Math., 186 (2006), pp. 482503.Google Scholar
[12]Gorenflo, R., Afterthoughts on interpretation of fractional derivatives and integrals, in: Ru-sev, P., Dimovski, I., Kiryakova, V. (Eds.), Transform Methods and Special Functions, Varna 96, Bulgarian Academy of Sciences, Institute of Mathematics and Informatics, Sofia, 1998.Google Scholar
[13]Keskin, Y., Karaolu, O., Servi, S. and Oturan, G., The approximate solution of high-order linear fractional differential equations with variable coefficients in terms of generalized Taylor polynomials, Math. Comput. Appl., 16(3) (2011), pp. 617629.Google Scholar
[14]Odibat, Z. and Momani, S., Modified homotopy perturbation method: Application to quadatic Riccati differential equation of fractional order, Chaos Solitons Fractals, 36 (2008), pp. 167174.Google Scholar
[15]Momani, S. and Shawagfeh, N., Decomposition method for solving fractional Riccati differential equations, Appl. Math. Comput., 182 (2006), pp. 10831092.Google Scholar
[16]Gülsu, M. and Sezer, M., A Taylor polynomial approach for solving differential difference equations, J. Comput. Appl. Math., 186 (2006), pp. 349364.Google Scholar
[17]Sezer, M., Taylor polynomial solution of Volterra integral equations, Int. J. Math. Ed. Sci. Technol., 25(5) (1994), pp. 625633.CrossRefGoogle Scholar
[18]Karamete, A. and Sezer, M., A Taylor collocation method for the solution of linear integro-differential equations, Int. J. Comput. Math., 79(9) (2002), pp. 9871000.CrossRefGoogle Scholar
[19]M.Gülsu, and Sezer, M., Approximations to the solution of linear Fredholm integro-differential-difference equation of high order, J. Franklin Inst., 343 (2006), pp. 720737.Google Scholar
[20]Sezer, M. and Gülsu, M., Polynomial solution of the most general linear Fredholm-Volterra integro differential-difference equations by means of Taylor allocation method, Appl. Math. Comput., 185 (2007), pp. 646657.Google Scholar
[21]Gülsu, M., Öztürk, Y. and Sezer, M., A new collocation method for solution of mixed linear integro-differential-difference equations, Appl. Math. Comput., 216 (2011), pp. 21832198.Google Scholar
[22]Gülsu, M., Öztürk, Y. and Sezer, M., On the solution of the Abel equation of the second kind by the shifted Chebyshev polynomials, Appl. Math. Comput., 217 (2011), pp. 48274833.Google Scholar
[23]Daolu, A. and Yaslan, H., The solution of high-order nonlinear ordinary differential equations by Chebyshev polynomials, Appl. Math. Comput., 217(2) (2011), pp. 56585666.Google Scholar
[24]Chen, W., Ye, L. and Sun, H., Fractional diffusion equations by the Kansa method, Comput. Math. Appl., 59 (2010), pp. 16141620.CrossRefGoogle Scholar
[25]Fu, Z. J., Chen, W. and Yang, H. T., Boundary particle method for Laplace transformed time fractional diffusion equations, J. Comput. Phys., 235 (2013), pp. 5266.Google Scholar
[26]Brunner, H., Ling, L. and Yamamoto, M., Numerical simulations of 2D fractional subdiffusion problems, J. Comput. Phys., 229 (2010), pp. 66136622.CrossRefGoogle Scholar
[27]Odibat, Z. and Shawagfeh, N. T., Generalized Taylor’s formula, Appl. Math. Comput., 186(1) (2007), pp. 286293.Google Scholar