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Fractional variational iteration method via modified Riemann–Liouville derivative
*Corresponding author. Tel.: +86 2162378473 nfaraz_math@yahoo.com (Naeem Faraz),
-
Received: ,
Accepted: ,
This article was originally published by Elsevier and was migrated to Scientific Scholar after the change of Publisher.
Available online 5 August 2010
Peer-review under responsibility of King Saud University.
Abstract
The aim of this paper is to present an efficient and reliable treatment of the variational iteration method (VIM) for partial differential equations with fractional time derivative. The fractional derivative is described in the Jumarie sense. The obtained results are in good agreement with the existing ones in open literature and it is shown that the technique introduced here is robust, efficient and easy to implement.
Keywords
Variational iteration method
Modified Riemann–Liouville derivative
Mittag–Leffler function
Introduction
Mathematics is the art of giving things misleading names. The beautiful and at first look mysterious name the fractional calculus is just one of those misnomers which are the essence of mathematics. Differential equations of fractional order appear more and more frequently in various research areas and engineering applications. For example nonlinear oscillation of earthquake can be modeled with fractional derivatives (He, 1998), the fluid-dynamic traffic model with fractional derivatives (He, 1999) can eliminate the deficiency arising from the assumptions of continuum traffic flow. Based on experimental data fractional partial differential equations for seepage flow in porous media are suggested in He (1998), and many differential equations and fractional differential equations have recently proved to be valuable tools to the modeling of many physical phenomena (Achouri and Omrani, 2009; Yildirim and Momani, 2010; Koçak and Yildirim, 2009; Yildirim and Gülkanat, 2010; Podlubny, 1999; Diethelm and Ford, 2002; Miller and Ross, 2003; Achouri et al., xxxx; Barari et al., 2008; Ghotbi et al., xxxx; Barari et al., xxxx; Fouladi et al., 2010; Faraz et al., xxxx; Khan, 2009; Khan et al., xxxx; Khan and Austin, 2010). Different fractional partial differential equations have been studied and solved including the space-time fractional diffusion-wave equation (Khan et al., xxxx; Wu and Lee, 2010; Das, 2009), the fractional telegraph equation (Momani, 2005), the fractional Kdv equation (Momani, 2005), the space and time fractional Burgers equations (Mustafa Inc., 2008) and the space-time-fractional Fokker–Planck equation (Yildirim, 2010). In recent times, Jumarie (1993) proposed a new modified Riemann–Liouville left derivative. Jumarie's modified derivative was successfully applied in the stochastic fractional models Jumarie, 2006, fractional Laplace problems (Jumarie, 2009) etc.
He's variational iteration method (He, 1999; He et al., 2010) based on the use of restricted variations, correction functional and Lagrange multiplier technique developed by Inokuti et al. (1978). This method does not require the presence of small parameters in the differential equation, and provides the solution (or an approximation to it) as a sequence of iterates. The method does not require that the nonlinearities be differentiable with respect to the dependent variable and its derivatives. This technique is, in fact, a modifying of the general Lagrange multiplier method into an iteration method, which is called correction functional. The method has been shown to solve effectively, easily, and accurately a large class of nonlinear problems, generally one or two iterations lead to high accurate solutions. In this technique, the equations are initially approximated with possible unknowns. A correction functional is established by the general Lagrange multiplier which can be identified optimally via the variational theory. The method provides rapidly the convergent successive approximations of the exact solution. Besides, the VIM has no restrictions or unrealistic assumptions such as linearization or small parameters that are used in the nonlinear operators.
The basic idea described in this paper is expected to be further employed to solve other linear as well as nonlinear problem in fractional calculus.
Basic definition
We give some basic definitions and properties of the fractional calculus theory which are used further in this letter
Jumarie is defined the fractional derivative (Jumarie, 2009) as the following limit form
This definition is close to the standard definition of derivatives, and as a direct result, the th derivative of a constant, is zero
Fractional integral operator of order
is defined as
The modified Riemann–Liouville derivative (Jumarie, 2009) is defined as
Fractional derivative of compounded functions (Jumarie, 2009) is defined as
The integral with respect to
(Jumarie, 2009) is defined as the solution of the fractional differential equation
Let
denote a continuous function (Jumarie, 2009) then the solution of the Eq. (2.5) is defined as
Assume that the continuous function
,
has a fractional derivative of order
, for any positive integer k and any
; then the following equality holds, which is
Fractional variation iteration method (FVIM)
To describe the solution procedure of the fractional variational iteration method, we consider the following fractional differential equation:
Applications
In this section we shall illustrate the FVIM by following examples.
Consider the following one-dimensional linear inhomogeneous fractional wave equation
Consider the two-dimensional inhomogeneous wave equation
Conclusion
Variational iteration method has been known as a powerful tool for solving many functional equations such as ordinary, partial differential equations, integral equations and fractional differential equations. In this article, we have presented an new form of variational iteration method having integral w.r.t. . The present work shows the validity and great potential of the variational iteration method for solving linear and nonlinear fractional partial differential equations. Both examples show that the results of the variational iteration method having integral w.r.t. are in excellent agreement with those obtained by classical VIM or other methods present in open literature.
Acknowledgement
The authors are highly grateful to the Modern textile Institute of Donghua University for the provision of some excellent research facilities for this work.
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