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An efficient computational technique for solving the Fokker-Planck equation with space and time fractional derivatives
?Corresponding author. Tel.: +91 9790618865. mathsaran@gmail.com (A. Saravanan),
-
Received: ,
Accepted: ,
This article was originally published by Elsevier and was migrated to Scientific Scholar after the change of Publisher.
Peer review under responsibility of King Saud University.
Abstract
This paper presents numerical solutions of the linear and nonlinear Fokker-Planck partial differential equations [FPPDEs] with space and time fractional derivatives through analytical solutions. These are treated by two analytical methods, namely, fractional reduced differential transform method [FRDTM] and fractional variational iteration method [FVIM] followed by some examples. Numerical results obtained by both FRDTM and FVIM are compared with some existing methods in the literature. This comparison shows the supremacy of FRDTM over FVIM and existing methods in terms of accuracy, simplicity and reliability.
Keywords
Fractional reduced differential transform method
Fractional Fokker-Planck partial differential equations
Caputo fractional derivative
Modified Riemann-Liouville derivative
Fractional correction functional
Fractional variational iteration method
Introduction
The Fokker-Planck equation was first introduced by Fokker and Planck to describe the Brownian motion of particles (Risken, 1989), that is, it expresses the change of probability of a random function in space and time, hence it is used to explain solute transport. Phenomena such as anomalous diffusion, continuous random walk, wave propagation, polymeric networks, charge carrier transport in amorphous semiconductors, DNA and RNA polymerases, the motion of ribosomes along mRNA and pattern formation are modeled by FPPDEs with space and time fractional derivatives (see Heinsalu et al., 2006; Yang et al., 2009; Zhuang et al., 2006/07 and references therein). These applications of FPPDE with space and time fractional derivatives have attracted us to make a study on it.
In the present investigation, we consider the numerical solution of FPPDE with space and time fractional derivatives of the form:
Qualitative properties like stability and convergence of (1) have been studied by the Yang et al. (2010). Various existing analytical and numerical methods have been used to solve (1) Garg and Manohar, 2011; Odibat and Momani, 2007; Ray and Gupta, 2014; Vanani and Aminataei, 2012; Yan, 2013; Yang et al., 2009; Yildrim, 2010. However, these analytical and numerical methods are not simple to apply and need tedious works and knowledge.
The differential transform method [DTM] is an analytical method which was first proposed by Zhou (1986) and its main applications therein are to solve both linear and nonlinear initial value problems in electric circuit analysis. Later, DTM has been used to solve partial differential equations (Soltanalizadeh, 2011; Soltanalizadeh and Yildirim, 2012). Another analytical version of DTM is the reduced differential transform method [RDTM]. Recently, the RDTM has been shown to be effective and reliable for handling linear and nonlinear partial differential equations and integral equations (one can refer Abazari and Kiliçman, 2013; Abazari and Soltanalizadeh, 2013; Saravanan and Magesh, 2013). This method has been developed by Keskin and Oturanc (2010) to solve the fractional partial differential equations with some modifications and it is named as fractional reduced differential transform method [FRDTM]. FRDTM has been successfully applied to solve many types of fractional partial differential equations (Gupta, 2011; Ray, 2013; Sohail and Mohyud-Din, 2012) and higher dimensional problems too (Srivastava et al., 2014). This literature survey shows that FRDTM has been used to solve the time fractional derivative problems but not on both space and time fractional derivatives. Here, we are the first to propose FRDTM for solving space and time fractional partial differential equations of the type (1).
The fractional variational iteration method [FVIM] was first proposed by Wu and Lee (2010). This technique is based on the modified Riemann-Liouville derivative. Recently, there are many interesting works that have been considered to solve various fractional differential equations (Elbeleze et al., 2013; Faraz et al., 2011; Song et al., 2013; Wu and Lee, 2010). A correction functional is constructed by the general Lagrange multiplier which can be found optimally through the variational theory. However, the general Lagrange multiplier cannot be identified directly by using integration by parts as in classical variational iteration method. To get this Lagrange multiplier, we need to use fractional integration by parts , which is mysterious to non mathematicians and it requires the complete knowledge of variational theory. Further, it leads to complicated computation and more time is consumed. But such a type of complicated computation will not occur in FRDTM. Inspiration behind the proposed FRDTM is to exhibit a solution scheme which is easy to understand. It is interesting to note that both FRDTM and FVIM provide the analytical solutions. Here, in this paper, the numerical solutions are obtained through the analytical solution. To show the supremacy of FRDTM over the other existing methods in the literature, the numerical results are compared for assessing the accuracy, simplicity and reliability.
Preliminaries
Fractional reduced differential transform method
In this section, we give some basic definitions and properties of the FRDTM which are used further in this paper.
Keskin and Oturanc (2010) Let
be an analytic function that is continuously differentiable with respect to time t and space x in the domain of interest then,
The differential inverse transform of
is defined as,
The fundamental theorems of the FRDTM are derived from the fractional power series and the generalized Taylor series and they are given in the Table 1 (see Keskin and Oturanc, 2010 as follows:)
S. No
Original function
Transformed function
1
2
(c is constant)
3
4
5
6
7
Further information about fractional derivatives and its properties can be found in Jumarie (2009) and Odibat and Momani (2007).
Description of the methods
In this section, we give the solution procedure of FRDTM and FVIM to solve (1).
(a) Fractional reduced differential transform method:
Applying the reduced differential transform on both sides of (1) and (2), we obtain,
(b) Fractional variational iteration method:
To solve (1) by means of FVIM, rewrite it in the form,
Illustrative examples
Two different examples are considered in this section, to show the effectiveness of RDTM.
Consider, the linear space-time fractional Fokker-Planck partial differential equation (Yan, 2013),
Case (i): FRDTM: By taking the reduced differential transform on both sides of (16) and (17) and then applying appropriate results given in Table 1, the following recurrence relations are obtained,
Case (ii): FVIM:
According to the formula (14), the iteration formula of (16) is given by,
When , Eqs. (21) and (23) are reduced to which is the exact solution of (16).
Table 2 shows the comparison of exact solutions with the approximate solutions of different methods ADM, VIM, HWM, ILTM, FVIM and FRDTM for various values of x and t when . Given numerical results of ADM, VIM and HWM in Table 2 have been taken from Ray and Gupta (2014) and the numerical results of ILTM, FVIM and FRDTM have been constructed for first three terms of the analytical solution by using the Matlab version 1.0.0.1. It is found that the solutions obtained by the present method are better than the ADM, VIM, HWM, ILTM and coincide with FVIM as well as exact solution. Accuracy wise, FRDTM shows better performance over the other techniques.
ADM uses complicated Adomian polynomial and noise term phenomena, VIM involves estimation of the Lagrange multiplier and noise term phenomena, HWM involves reduction of fractional PDE to system of equations added complexity to the respective techniques while such complexities are not occured in the solution procedure of FRDTM. It shows the simplicity of FRDTM.
In Vanani and Aminataei (2012), the authors took seven iterations to show the ability of their method but here we consider only first three iterations. It shows the rate of convergence, constancy and reliability of the FRDTM. In addition, Tables 3 and 4 are given for further reference.
Consider, the nonlinear space-time fractional Fokker-Planck partial differential equation (Yan, 2013; Yang et al., 2009),
Case (i): FRDTM:
By taking the reduced differential transform on both sides of (24) and (25) and then applying appropriate results given in Table 1, the following recurrence relations are obtained.
t | x | ADM | VIM | HWM | ILTM | FVIM | FRDTM | EXACT | |
---|---|---|---|---|---|---|---|---|---|
0.2 | 0.25 | 0.069062 | 0.069062 | 0.0689468 | 0.0693 | 0.0691 | 0.0691 | 0.0691 | |
0.50 | 0.276259 | 0.27625 | 0.274611 | 0.2771 | 0.2763 | 0.2763 | 0.2763 | ||
0.75 | 0.621563 | 0.621563 | 0.619337 | 0.6234 | 0.6216 | 0.6216 | 0.6217 | ||
0.4 | 0.25 | 7.63E?02 | 7.63E?02 | 0.0753937 | 0.0771 | 0.0762 | 0.0762 | 0.0763 | |
0.5 | 0.305 | 0.305 | 0.299222 | 0.3083 | 0.305 | 0.305 | 0.3054 | ||
0.75 | 0.68625 | 0.68625 | 0.676175 | 0.6938 | 0.6863 | 0.6863 | 0.687 | ||
0.6 | 0.25 | 0.084062 | 0.084063 | 0.0818405 | 0.0859 | 0.0841 | 0.0841 | 0.0844 | |
0.50 | 3.36E?01 | 3.36E?01 | 0.323833 | 0.3438 | 0.3362 | 0.3362 | 0.3375 | ||
0.75 | 0.756562 | 0.756562 | 0.733012 | 0.7734 | 0.7566 | 0.7566 | 0.7593 |
t | x | a | b | c | d | e | f |
---|---|---|---|---|---|---|---|
0.2 | 0.25 | 3.8E?05 | 3.8E?05 | 0.0001532 | 0.0002 | 0 | 0 |
0.50 | 4.1E?05 | 5E?05 | 0.001689 | 0.0008 | 0 | 0 | |
0.75 | 0.000137 | 0.000137 | 0.002363 | 0.0017 | 1E?04 | 1E?04 | |
0.4 | 0.25 | 5E?05 | 5E?05 | 0.0009063 | 0.0008 | 0.0001 | 0.0001 |
0.5 | 0.0004 | 0.0004 | 0.006178 | 0.0029 | 0.0004 | 0.0004 | |
0.75 | 0.00075 | 0.00075 | 0.010825 | 0.0068 | 0.0007 | 0.0007 | |
0.6 | 0.25 | 0.000338 | 0.000337 | 0.0025595 | 0.0015 | 0.0003 | 0.0003 |
0.50 | 0.00125 | 0.00125 | 0.013667 | 0.0063 | 0.0013 | 0.0013 | |
0.75 | 0.002738 | 0.002738 | 0.026288 | 0.0141 | 0.0027 | 0.0027 |
( ) | t | x | ADM | VIM | OTM | HWM | ILTM | FVIM | FRDTM |
---|---|---|---|---|---|---|---|---|---|
(0.5,0.5) | 0.2 | 0.25 | 0.06044 | 0.06111 | 0.061929 | 0.0601168 | 0.0605 | 0.0604 | 0.0604 |
0.50 | 0.244329 | 0.24618 | 0.248365 | 0.244247 | 0.2446 | 0.2443 | 0.2443 | ||
0.75 | 0.559866 | 0.56056 | 0.562348 | 0.559936 | 0.5609 | 0.5599 | 0.5599 | ||
0.4 | 0.25 | 5.96E?02 | 6.00E?02 | 6.14E?02 | 0.0591215 | 0.0597 | 0.0596 | 0.0596 | |
0.5 | 0.242066 | 0.24303 | 0.246833 | 0.241821 | 0.2426 | 0.2421 | 0.2421 | ||
0.75 | 0.558992 | 0.55902 | 0.562276 | 0.558771 | 0.5611 | 0.559 | 0.559 | ||
0.6 | 0.25 | 0.059004 | 0.05898 | 0.060883 | 0.0583544 | 0.0591 | 0.059 | 0.059 | |
0.50 | 2.40E?01 | 2.40E?01 | 2.45E?01 | 0.239941 | 0.2411 | 0.2404 | 0.2404 | ||
0.75 | 0.558407 | 0.55777 | 0.562273 | 0.557834 | 0.5615 | 0.5584 | 0.5584 | ||
(0.75,0.75) | 0.2 | 0.25 | 0.063002 | 0.062922 | 0.06292 | 0.0633685 | 0.0631 | 0.063 | 0.063 |
0.50 | 0.258161 | 0.256856 | 0.256782 | 0.256326 | 0.2587 | 0.2582 | 0.2582 | ||
0.75 | 0.592855 | 0.58779 | 0.588104 | 0.595415 | 0.5946 | 0.5929 | 0.5929 | ||
0.4 | 0.25 | 6.33E?02 | 6.33E?02 | 6.33E?02 | 0.063968 | 0.0636 | 0.0634 | 0.0634 | |
0.5 | 0.264157 | 0.262868 | 0.262916 | 0.260722 | 0.2658 | 0.2642 | 0.2642 | ||
0.75 | 0.615589 | 0.610213 | 0.611786 | 0.618446 | 0.6205 | 0.6156 | 0.6156 | ||
0.6 | 0.25 | 0.063713 | 0.063642 | 0.063669 | 0.0644986 | 0.0641 | 0.0637 | 0.0637 | |
0.50 | 2.70E?01 | 2.69E?01 | 2.69E?01 | 0.264632 | 0.2726 | 0.2697 | 0.2697 | ||
0.75 | 0.636878 | 0.631709 | 0.634637 | 0.639038 | 0.6458 | 0.6369 | 0.6369 |
Case (ii): FVIM:
According to the formula (14), the iteration formula of (24) is given by,
It is noticed that the coefficient of in (31) is not exact one. This noise term occurred while calculating . So, we have to take this term in to the next approximation to get the exact one, which leads to repeated calculations. Due to this, it consumes more time to converge. This kind of disadvantages did not appear while using FRDTM. The values of is the only case for which we know the exact solution .
Tables 5 and 6 show the comparison of exact solutions with the approximate solutions of different methods HPTM, ADM, VIM, ILTM, FVIM and FRDTM for various values of x and t when
. Given numerical results of HPTM, ADM and VIM in Tables 5 and 6 have been taken from Yang et al. (2009) and the numerical results of ILTM, FVIM and FRDTM have been constructed for first three terms of the analytical solution by using the Matlab version 1.0.0.1. Also from Table 6, it is found that the solutions obtained by the present method are better than the HPTM, ADM, VIM, ILTM, FVIM and identical with the exact solution. It shows the better accuracy of the FRDTM.
t
x
HPTM
ADM
VIM
ILTM
FVIM
FRDTM
EXACT
0.06
0.25
0.066367
0.066367
0.066363
0.0663
0.0662
0.0664
0.0664
0.50
0.265468
0.265468
0.26545
0.2654
0.2653
0.2655
0.2655
0.75
0.597303
0.597303
0.597262
0.5972
0.5971
0.5973
0.5973
1
1.06197
1.06197
1.0618
1.0617
1.0617
1.0618
1.0618
0.2
0.25
0.076417
7.64E?02
7.63E?02
0.0761
0.0761
0.0762
0.0763
0.5
0.305667
0.305667
0.305
0.3048
0.305
0.305
0.3054
0.75
0.68775
0.68775
0.68625
0.6862
0.686
0.6863
0.687
1
1.22267
1.22267
1.22
1.219
1.219
1.22
1.2214
0.4
0.25
0.093833
0.093833
0.0925
0.0923
0.0924
0.0925
0.093239
0.50
0.37533
3.75E?01
3.70E?01
0.368
0.367
0.37
0.373
0.75
0.8445
8.45E?01
8.33E?01
0.8321
0.8319
0.8325
0.8392
1
1.50133
1.50133
1.48
1.478
1.477
1.48
1.4918
t
x
a
b
c
d
e
f
0.2
0.25
3.3E?05
3.3E?05
3.7E?05
0
0
0
0.50
3.2E?05
3.2E?05
5E?05
0
0
0
0.75
3E?06
3E?06
3.8E?05
0
0
0
1
0.00017
0.00017
0
0
0
0
0.4
0.25
0.000117
0.000116
5E?05
0.0001
0.0001
0.0001
0.5
0.000267
0.000267
0.0004
0.0004
0.0004
0.0004
0.75
0.00075
0.00075
0.00075
0.0007
0.0007
0.0007
1
0.00127
0.00127
0.0014
0.0014
0.0014
0.0014
0.6
0.25
0.000594
0.000594
0.000739
0.000739
0.000739
0.000739
0.50
0.00233
0.00233
0.003
0.003
0.003
0.003
0.75
0.0053
0.0053
0.0067
0.0067
0.0067
0.0067
1
0.00953
0.00953
0.0118
0.0118
0.0118
0.0118
Now for non-linear FPPDE, HPTM which is a hybrid method involving Laplace transform and homotopy perturbation methods, ADM uses complicated Adomian polynomial and noise term phenomena and VIM involves estimation of the Lagrange multiplier and noise term phenomena which added complexity to the respective techniques while such complexities are not occured in the solution procedure of FRDTM. It shows the simplicity of the FRDTM.
In Yang et al. (2009), the author has mentioned that the VIM took fifteen iterations but here we consider only first three iterations. Also, from Table 6 we can see the rate of convergence, constancy and reliability of the FRDTM.
Conclusions
We have applied FRDTM and FVIM to solve the linear and nonlinear FPPDEs with space and time fractional derivatives. Numerical solution has been obtained through analytical solution. Comparison has been made with FVIM and the existing methods in the literature and it reveals that FRDTM overcomes the complexity like noise term phenomena, calculation of complicated Lagrange multiplier and redundant calculations. It has been shown that FRDTM is far better than FVIM and the existing methods by means of accuracy, simplicity and reliability.
Acknowledgement
The authors would like to express their sincere thanks to the referees for their valuable suggestions which lead to an improved version.
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