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Approximate solutions of a sum-type fractional integro-differential equation by using Chebyshev and Legendre polynomials
Advances in Difference Equations volume 2017, Article number: 351 (2017)
Abstract
We investigate the existence of solutions for a sum-type fractional integro-differential problem via the Caputo differentiation. By using the shifted Legendre and Chebyshev polynomials, we provide a numerical method for finding solutions for the problem. In this way, we give some examples to illustrate our results.
1 Introduction
In 1969, Reinermann investigated some problems by using approximate fixed point property ([1]). In 1976, Yamamoto and Ohtsubo published a paper on subspace iteration accelerated by using Chebyshev polynomials for eigenvalue problems ([2]). There has been published some work about different fractional integro-differential equations by using Chebyshev polynomials ([3, 4] and [5]) or by using Legendre wavelets ([6–8] and [9]). Recently, different techniques for solving some fractional integro-differential equations have been used (see [6, 10–19]). In this paper by using an approximate fixed point result and the shifted Legendre and Chebyshev polynomials, we investigate the existence of solutions for a sum-type fractional integro-differential problem.
As is well known, the Caputo fractional derivative of order β for a continuous function \(f:(0,\infty)\to\mathbb{R}\) is defined by \({}^{c}D^{\beta}f(t)=\frac{1}{\Gamma(n-\beta)}\int_{0} ^{t}\frac{f^{(n)}(s)}{(t-s)^{\beta-n+1}}\,ds\), where \(n=[\beta]+1\) ([20, 21]). The fractional integral of order β for a function \(f:(0,\infty)\to\mathbb{R}\) is defined by \(I^{\beta }f(t)=\frac{1}{ \Gamma(\beta)}\int_{0}^{t}(t-s)^{\beta-1}f(s)\,ds\) ([20, 21]). Let \((X,d)\) be a metric space, T a selfmap on X and \(\alpha: X \times X\to[0,\infty)\) a map. We say that T is α-admissible whenever \(\alpha(x, y) \geq1\) implies \(\alpha(Tx,Ty) \geq1\). Also, T is called α-contraction whenever there exists \(\lambda\in(0,1)\) such that \(\alpha(x,y)d(Tx,Ty) \leq\lambda d(x,y)\) for all \(x,y\in X\). We say that T has approximate fixed point property whenever there exists a sequence \(\{x_{n}\}_{n \geq1}\) in X such that \(d(x_{n},Tx_{n})\to0\). We need the following results.
Lemma 1.1
([21])
Let \(q>0\), \(n=[q]+1\) and \(v\in C([0,1],\mathbb{R})\). Then the fractional differential equation \({}^{c}D^{q} x(t)=v(t)\) has a solution in the form
Lemma 1.2
([22])
Let \((X, d)\) be a metric space and T an α-contractive and α-admissible selfmap on X such that \(\alpha(x_{0},Tx_{0}) \geq1\) for some \(x_{0} \in X\). Then T has the approximate fixed point property. If X is complete and T is continuous, then T has fixed point.
2 Main result
Now, we are ready to study the existence of solution of the sum-type fractional integro-differential equation
with boundary value conditions \(\sum_{i=1}^{n} (a_{i}{}^{c}D ^{\beta_{i}}x(1) )=\alpha_{1}x'(1)\) and \(\sum_{i=1}^{n} (b_{i}I^{\beta_{i}}x(1) )=\alpha_{2}x'(0)\), where \(1< q<2\), \(a_{1},\dots,a_{n},b_{1},\dots,b_{n}\in\mathbb{R}\) and \(f,g:[0,1] \times\mathbb{R}^{n+2}\to\mathbb{R}\) are two maps.
Lemma 2.1
Let \(1< q<2\) and \(v \in C(I,\mathbb{R})\). Then the unique solution for the fractional differential equation \({}^{c}D^{q}x(t)=v(t)\) with boundary conditions \(\sum_{i=1}^{n} (a_{i}{}^{c}D^{\beta _{i}}x(1) )=\alpha_{1}x'(1)\) and \(\sum_{i=1}^{n} (b_{i}I ^{\beta_{i}}x(1) )=\alpha_{2}x'(0)\) is given by
where \(\alpha_{1}\), \(\alpha_{2}\), \(a_{1},\dots,a_{n}\), \(b_{1},\dots,b_{n}\) are some real numbers.
Proof
By using Lemma 1.1, general solution for the equation \({}^{c}D^{q}x(t)=v(t)\) is given by \(x(t)=\frac{1}{\Gamma(q)} \int _{0}^{t}(t-s)^{q-1}v(s)\,ds+c_{0}+c_{1}t\), where \(c_{0}, c_{1}\in \mathbb{R}\). By applying the boundary condition \(\sum_{i=1} ^{n} (a_{i}{}^{c}D^{\beta_{i}}x(1) )=\alpha_{1}x'(1)\), we get
and by using the boundary condition \(\sum_{i=1}^{n} (b_{i}I ^{\beta_{i}}x(1) )=\alpha_{2}x'(0)\), we get
This implies
and
Hence,
and
Thus,
One can check that the given \(x(t)\) is a solution for the problem \({}^{c}D^{q}x(t)=v(t)\) with the boundary conditions. This completes our proof. □
Let \(\mathcal{X}= \{x: x, {}^{c}D^{\beta_{1}}x,{}^{c} D^{\beta _{2}}x,\ldots,{}^{c}D^{\beta_{n}} x\in C(I,\mathbb{R}) \}\) be endowed with the metric
It is clear that \((\mathcal{X},d)\) is a complete metric space (see [23]). By using Lemma 2.1, a function \(x\in\mathcal{X}\) is a solution for the fractional differential equation (2.1) whenever it satisfies the boundary conditions and there exist functions \(v,v'\in L^{1}[0,1]\) such that \(v(t)=f (t,x(t),{}^{c}D^{\beta_{1}}x(t), \ldots,{}^{c}D^{\beta_{n}}x(t) )\), \(v'(t)=g (t,x(t),I^{\beta _{1}}x(t),\ldots, I^{\beta_{n}}x(t) )\) and
for all \(t\in I\).
Theorem 2.2
Let \(\xi:\mathbb{R}^{2(n+1)}\to\mathbb{R}\) be a map, \(\lambda \in(0,1)\) and \(f,g:[0,1]\times\mathbb{R}^{n+2}\to\mathbb{R}\) two functions such that
for all \(t\in I=[0,1]\) and \(x_{1},\dots,x_{n},y_{1},\dots,y_{n} \in\mathbb{R}\) with
where
Assume that
implies
where the operator \(T:\mathcal{X}\rightarrow\mathcal{X}\) is defined by
for all \(t\in I\). If there exists \(u_{1}\in\mathcal{X}\) such that
for all \(t\in[0,1]\), then the problem (2.1) has an approximate solution.
Proof
We define \(\alpha:\mathcal{X}\times\mathcal{X}\to[0,\infty)\) by
We show that T is an α-admissible and α-contractive selfmap on \(\mathcal{X}\). Let \(u,v\in\mathcal{X}\) be such that \(\xi (u(t),{}^{c}D^{\beta_{1}} u(t),\ldots,{}^{c}D^{\beta_{n}}u(t),v(t), {}^{c}D^{\beta_{1}} v(t),\ldots,{}^{c}D^{\beta_{n}}v(t) )\geq0\) for all \(t\in[0,1]\). Then we have
Let \(j\in\{1,2,\ldots,n\}\) be given. Then we have
Thus, we get
for all \(u,v\in\mathcal{X}\). This implies that T is α-contraction. Let \(u,v\in\mathcal{X}\) be such that \(\alpha(u,v)\geq1\). Then \(\xi (u(t),{}^{c}D^{\beta_{1} }u(t), \ldots,{}^{c}D^{\beta_{n}}u(t),v(t),{}^{c}D^{\beta_{1}} v(t),\ldots ,{}^{c}D^{\beta_{n}} )\geq0\) Hence, \(\xi (Tu(t),{}^{c}D^{\beta _{1}}Tu(t), \ldots,{}^{c}D^{\beta_{n}}Tu(t),Tv(t),{}^{c}D^{\beta_{1}}Tv(t), \ldots,{}^{c}D^{\beta_{n}}Tv(t) )\geq0\) for all \(t\in[0,1]\) and so \(\alpha(Tu,Tv)\geq1\). It means that T is α-admissible. Finally, it is easy to check that \(\alpha(u_{1},Tu_{1})\geq1\). Now by using Lemma 1.2, T has approximate fixed point which is an approximate solution for the problem (2.1). □
By using Lemma 1.2, one can easily check that the sum-type fractional integro-differential equation (2.1) has at least one exact solution whenever the functions f, g are continuous.
3 Numerical method
In this section, we use the Chebyshev and Legendre polynomials for finding approximate solutions of the problem (2.1). The shifted Chebyshev polynomials be defined on \([0,1]\) by \(T^{*}_{n+1}(x)=2(2x-1)T ^{*}_{n}(x)-T^{*}_{n-1}(x)\) for all \(n\geq1\), where \(T^{*}_{1}(x)=2x-1\) and \(T^{*}_{0}(x)=1\) ([24]). The analytical form of the shifted Chebyshev polynomials \(T^{*}_{n}(x)\) is given by \(T^{*}_{n}(x)=n \sum_{i=0}^{n}(-1)^{n-i} \frac{2^{2i}(n+i-1)!}{(2i)!(n-i)!}x ^{i}\) for all \(n\geq1\) ([24]). We have the orthogonality condition \(\int_{0}^{1}\frac{T^{*}_{n}(x)T^{*}_{m}(x)}{\sqrt{x-x ^{2}}}\,dx=0\) whenever \(m\neq n\), \(\int_{0}^{1}\frac{T^{*}_{n}(x)T^{*} _{m}(x)}{\sqrt{x-x^{2}}}\,dx=\frac{\pi}{2}\) whenever \(m=n\neq0\) and \(\int_{0}^{1}\frac{T^{*}_{n}(x)T^{*}_{m}(x)}{\sqrt{x-x^{2}}}\,dx= \pi\) whenever \(m=n=0\) ([24]). Every function \(u\in L^{2}([0,1])\) can be expressed by the shifted Chebyshev polynomials as \(u(x)= \sum_{i=0}^{\infty}c_{i} T^{*}_{i}(x)\), where \(c_{0}=\frac{1}{ \pi}\int_{0}^{1}\frac{u(t)T^{*}_{0}(t)}{\sqrt{t-t^{2}}}\,dt\) and \(c_{i}=\frac{2}{\pi}\int_{0}^{1}\frac{u(t)T^{*}_{i}(t)}{\sqrt{t-t ^{2}}}\,dt\) for all \(i\geq1\) ([22]). Denote the first \((m+1)\)-terms of the shifted Chebyshev polynomials by \(u_{m}(x)=\sum_{i=0} ^{m} c_{i} T^{*}_{i}(x)\) for all \(m\geq1\) ([22]).
Theorem 3.1
Let \(\alpha>0\) be given. Then we have \({}^{c}D^{\alpha}(u_{m}(x))= \sum_{i=\lceil\alpha\rceil}^{m}\sum_{k=\lceil\alpha\rceil}^{i} c_{i}w_{i,k}^{(\alpha)}x^{k- \alpha}\) and \(I^{\alpha}(u_{m}(x))=\sum_{i=0}^{m}\sum_{k=0}^{i} c_{i}\Theta_{i,k}^{(\alpha)}x^{k+\alpha}\), where \(\Theta_{i,k}^{(\alpha)}=(-1)^{i-k}\frac{2^{2k}i(i+k-1)!\Gamma (k+1)}{(i-k)!(2k)! \Gamma(k+1+\alpha)}\), \(\Theta_{0,0}^{(\alpha)}=\frac{1}{\Gamma( \alpha+1)}\) and \(w_{i,k}^{(\alpha)}=(-1)^{i-k}\frac{2^{2k}i(i+k-1)! \Gamma(k+1)}{(i-k)!(2k)!\Gamma(k+1-\alpha)}\).
Proof
By using the linear properties of the Caputo fractional derivative, we get
Since \({}^{c}D^{\alpha}(x^{k})=0\) whenever \(k=0,1,\ldots,\lceil\alpha \rceil-1\) and \({}^{c}D^{\alpha}(x^{k})=\frac{\Gamma(k+1)}{\Gamma(k+1- \alpha)}x^{k-\alpha}\) whenever \(k\geq\lceil\alpha\rceil\), we have
Also by using the linear properties of the Riemann-Liouville fractional integral, we get
Since \(I^{\alpha}x^{k}=\frac{\Gamma(k+1)}{\Gamma(k+1+\alpha)}x ^{k+\alpha}\), we obtain
This completes the proof. □
For solving the problem (2.1) by using the Chebyshev method, we approximate \(x(t)\) by
By substituting the estimates (3.1) in (2.1) and applying Theorem 3.1, we obtain
In equation (3.2) for \(t=x_{p}\) and \(p=0,\ldots,m+1-\lceil q \rceil\), we obtain
For calculating the unknowns \(c_{0},\dots,c_{m}\), we consider the roots of \(T^{*}_{m+1-\lceil q\rceil}(t)\) and use the \(\sum_{j=1} ^{n} (a_{j}{}^{c}D^{\beta_{j}}x(1) )=\alpha_{1}x'(1)\) and \(\sum_{j=1}^{n} (b_{j}I^{\beta_{j}}x(1) )=\alpha_{2}x'(0)\). Then we get
and
Note that equations (3.3) and (3.4) and (3.5) generate \(m+1\) nonlinear equations which can be solved by using the Newton iterative method. Thus, we can find the unknowns \(c_{0},\dots,c_{m}\) and so one can calculate \(x(t)\). Similarly, the shifted Legendre polynomials on \([0,1]\) defined by \(L^{*}_{n+1}(x)= \frac{(2n+1)(2x-1)}{n+1}L^{*}_{n}(x)-\frac{n}{n+1} L^{*}_{n-1}(x)\) for all \(n\geq1\), where \(L^{*}_{0}(x)=1\) and \(L^{*}_{1}(x)=2x-1\) ([25]). In fact, \(L^{*}_{n}(x)=\sum_{i=0}^{n}(-1)^{n+i} \frac{(n+i)!}{(n-i)!(i!)^{2}}x^{i}\) for all \(n\geq1\), \(\int_{0}^{1}L ^{*}_{n}(x)L^{*}_{m}(x)\,dx=0\) whenever \(m\neq n\) and \(\int_{0}^{1}L ^{*}_{n}(x)L^{*}_{m}(x)\,dx=\frac{1}{2m+1}\) whenever \(m=n\) ([25]). Every function \(u\in L^{2}([0,1])\) can be expressed by the shifted Legendre polynomials by \(u(x)=\sum_{i=0}^{\infty}c_{i} L^{*} _{i}(x)\), where \(c_{i}=(2i+1)\int_{0}^{1}u(t)L^{*}_{i}(t)\,dt\) for \(i\geq1\) ([25]). Denote the first \((m+1)\)-terms shifted Legendre polynomials by
By applying a similar proof of Theorem 3.1, one can prove next result.
Theorem 3.2
Let \(\alpha>0\) be given. Then we have \({}^{c}D^{\alpha}(u_{m}(x))= \sum_{i=\lceil\alpha\rceil}^{m}\sum_{k=\lceil\alpha\rceil}^{i}c_{i} \mathcal{A}_{i,k}^{(\alpha )}x^{k-\alpha}\) and \(I^{\alpha}(u_{m}(x))=\sum_{i=0}^{m} \sum_{k=0}^{i}c_{i}\mathcal{B}_{i,k}^{(\alpha)}x^{k+\alpha}\), \(\mathcal{A}_{i,k}^{(\alpha)}=(-1)^{i+k}\frac{(i+k)!}{(i-k)!(k)! \Gamma(k+1-\alpha)}\) and
Now, we approximate \(x(t)\) by
By using estimates (3.7) in the problem (2.1) and applying Theorem 3.2, we obtain
Now, we collocate (3.8) at \(m+1-\lceil q\rceil\) points \(x_{p}\) (\(p=0,\ldots,m+1-\lceil q\rceil\)) as
where \(x_{p}\) (\(p=0,\ldots,m+1-\lceil q\rceil\)) are roots of the polynomial \(P^{*}_{m+1-\lceil q\rceil}(t)\). Also by substituting equation (3.7), Theorem 3.2 and the conditions \(\sum_{j=1}^{n} (a_{j}{}^{c}D^{\beta_{j}}x(1) )=\alpha _{1}x'(1)\) and \(\sum_{j=1}^{n} (b_{j}I^{\beta_{j}}x(1) )=\alpha_{2}x'(0)\), we get
and
Note that equations (3.9) and (3.10) and (3.11) generate \(m+1\) nonlinear equations which can be solved by using the Newton iterative method to obtain the unknown \(d_{0},\dots,d_{m}\). Thus, one can calculate the solution \(x(t)\) of the problem. Here, we provide two examples to illustrate our numerical methods. There is much work which provides some methods for numerical solutions of some types fractional differential equations (see [11, 14] and [18]). Our aim is not to introduce a method that can be answered with greater accuracy and speed. The following examples illustrate our main results and we show that numerical approximations could be exact sometimes.
Example 1
Consider the fractional differential equation
with the boundary conditions \({}^{c}D^{\frac{1}{2}}x(1)+{}^{c}D^{ \frac{1}{3}}x(1)=x'(1)\) and \(I^{\frac{1}{2}}x(1)+I^{\frac{1}{3}}x(1)=x'(0)\). Consider the function \(f(t,x_{1},x_{2},x_{3})=[10t+\sin(t)]+\ln(\vert \sinh(t)\vert +1)+\frac{x _{1}}{20}+ [ x_{2}+0.5 ] +\frac{x_{3}}{20}\), \(g(t,x_{1},x_{2},x _{3})=0\) and \(\xi ((x_{1},x_{2},x_{3}),(y_{1},y_{2},y_{3}) )= 1\) whenever \(x_{2}=0\) and \(y_{2}=0\) almost everywhere and \(\xi ((x _{1},x_{2},x_{3}),(y_{1},y_{2},y_{3}) )=-1\) otherwise. Put \(n=2\), \(\lambda=0.9\), \(\alpha_{1}=\alpha_{2}=a_{1}=a_{2}=b_{1}=b_{2}=1\), \(\beta_{1}=\frac{1}{2}\), \(\beta_{2}=\frac{1}{3}\) and \(q= \frac{3}{2}\). One can check that the problem (3.12) satisfy the conditions of Theorem (2.2), where, thus, the problem (3.12) has an approximate solution. Check Tables 1 and 2 and Figure 1.
One can find the coefficients \(c_{i}\) and \(d_{i}\) by using the explained Chebyshev and Legendre methods as in Table 1. Also, one can find difference of the numerical approximate solutions in Figure 1 and Table 2. Here, we denote the numerical solutions of the Chebyshev and Legendre methods by x̃ and x̂, respectively.
Example 2
Consider the fractional integro-differential equation
with boundary conditions \(-{}^{c}D^{\frac{1}{2}}x(1)+{}^{c}D^{ \frac{1}{3}}=2x'(1)\) and \(2I^{\frac{1}{2}}x(1)-3I^{ \frac{\sqrt{3}}{2}}x(1)=x'(0)\). Consider the continuous functions
and \(g(t,x_{1},x_{3},x_{3},x_{4})=\ln(t^{2}+1)+\frac{1}{30} ( t ^{5}x_{1}-\frac{2x_{3}x_{2}}{2\vert x_{3}\vert +3}+\frac {\sqrt[5]{t}x_{3}}{9}-\frac{x _{4}}{2} ) \). Define the map \(\xi ((x_{1},x_{2}, x_{3},x_{4}),(y _{1},y_{2},y_{3},y_{4}) )=1\) for all \(x_{1},\dots,x_{4},y_{1}, \dots,y_{4}\in\mathbb{R}\). Put \(n=3\), \(\lambda=0.9\), \(a_{1}=-1\), \(a_{2}=1\), \(a_{3}=0\), \(b_{1}=2\), \(b_{2}=0\), \(b_{3}=-3\), \(\alpha_{1}=2\), \(\alpha_{2}=1\), \(\beta_{1}=\frac{1}{2}\), \(\beta_{2}=\frac{1}{3}\), \(\beta_{3}=\frac{\sqrt{3}}{2}\) and \(q=\frac{\sqrt{6}}{2}\). Thus by using Theorem 2.2, the problem (3.13) has an exact solution. Check Tables 3 and 4 and Figure 2. We present the coefficients \(c_{0}, c_{1},\dots,c_{6}\) and \(d_{0},d_{1},\dots,d_{6}\) (for \(m=6\)) by using the Chebyshev and Legendre methods in Table 3. As one easily sees, the difference of the numerical approximate solutions by the Chebyshev and Legendre methods (which has been provided in Figure 2) is inconsiderable. Denote the numerical solutions of the Chebyshev and Legendre methods by x̃ and x̂, respectively. In Table 4, we show that the difference of the approximate solutions obtained by Chebyshev and Legendre methods is negligible.
4 Conclusions
We first prove the existence of approximate solutions for a sum-type fractional integro-differential problem via Caputo differentiation. By using the shifted Legendre and Chebyshev polynomials, we provide a numerical method for finding solutions for the problem. Also, we give two examples to illustrate our results from a numerical point of view. Our aim is not to introduce a method that can be answered with greater accuracy and speed.
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The authors would like to thank the esteemed referees for their important comments, which improved the final version of this manuscript. The research of the authors was supported by Azarbaijan Shahid Madani University.
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Akbari Kojabad, E., Rezapour, S. Approximate solutions of a sum-type fractional integro-differential equation by using Chebyshev and Legendre polynomials. Adv Differ Equ 2017, 351 (2017). https://doi.org/10.1186/s13662-017-1404-y
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DOI: https://doi.org/10.1186/s13662-017-1404-y