See discussions, stats, and author profiles for this publication at: https://www.researchgate.

net/publication/257910114

Research paper : Solution of fractional partial differential equations using

iterative method

Article  in  Fractional Calculus and Applied Analysis · December 2012

DOI: 10.2478/s13540-012-0046-8

CITATIONS READS
33 6,059

2 authors:

Chandradeepa Chitalkar Vasant R. Nikam

Marathwada Mitra Mandal's College of Engineering S. P. H. Arts. Science and Commerce College affiliated to Savirtibai Phule Pune Unive…
12 PUBLICATIONS   51 CITATIONS    4 PUBLICATIONS   75 CITATIONS   

SEE PROFILE SEE PROFILE

Some of the authors of this publication are also working on these related projects:

Existence Theory of Fractional Differential Equations View project

All content following this page was uploaded by Chandradeepa Chitalkar on 23 February 2016.

The user has requested enhancement of the downloaded file.

RESEARCH PAPER

SOLUTION OF FRACTIONAL PARTIAL DIFFERENTIAL

EQUATIONS USING ITERATIVE METHOD

Chandradeepa D. Dhaigude 1 , Vasant R. Nikam 2

Abstract
The purpose of this paper is to obtain solutions for both linear and
nonlinear initial value problems (IVPs) for fractional transport equations
and fractional diffusion-wave equations using the iterative method.
MSC 2010 : Primary 26A33; Secondary 31B10
Key Words and Phrases: Caputo fractional derivative, Riemann-Liouville
fractional integral, fractional transport equations, fractional diffusion-wave
equations, iterative method

1. Introduction
Many phenomena in the physical, chemical and biological sciences as
well as in technologies are governed by differential equations. In recent
years, fractional differential equations have attracted researchers’ interest
due to their applications in the field of visco-elasticity, feed back amplifiers,
electrical circuits, electroanalytical chemistry, fractional multipoles, etc.
(see [10], [23], [31]). Consider the general fractional partial differential
equation
n n
 n

α δj βj γ
Dt u(x, t) = aj Dxj u(x, t)+ bj Dxj u(x, t)+ cj Dxjj u(x, t)+A(u(x, t))
j=1 j=1 j=1
m − 1 < α ≤ m, 3 < δj ≤ 4, 1 < βj ≤ 2, 0 < γj ≤ 1, m ∈ N,

c 2012 Diogenes Co., Sofia
pp. 684–699 , DOI: 10.2478/s13540-012-0046-8

Unauthenticated
Download Date | 9/24/15 11:11 PM
 SOLUTION OF FRACTIONAL PARTIAL DIFFERENTIAL . . . 685

where 0 ≤ t ≤ T, x = (x1 , x2 , ...xn ) ∈ Rn , aj , bj , cj are nonnegative real con-

stants and A(u(x, t)) is linear or nonlinear in u(x, t) and ux (x, t). Note that
Dtμ u(x, t) is the μth -order Caputo partial fractional derivative of function
u(x, t) with respect to “t”. These equations appear in many interesting
physical processes such as transportation, diffusion of heat, propagation of
waves, deflection and vibration of plates and membranes. We study the
following fractional transport equation
n
γ
Dtα u(x, t) = cj Dxjj u(x, t) + A(u(x, t)), 0 < α ≤ 1, 0 < γj ≤ 1, (1.1)
j=1
the fractional diffusion-wave equation of fourth order
n
 n

α δj β
Dt u(x, t) = aj Dxj u(x, t) + bj Dxjj u(x, t) + A(u(x, t)) (1.2)
j=1 j=1
and fractional diffusion-wave equation of second order
n
 β
Dtα u(x, t) = bj Dxjj u(x, t) + A(u(x, t)). (1.3)
j=1
Note that for wave propagation in beams and modeling formation of grooves
on a flat surface because of grain require fourth-order space derivative terms
in their formulations [29], [35]. Both second and fourth order diffusion-wave
equations appear in diffusion of heat, deflection and vibration of plates and
membranes and propagation of waves. Also such equations appear in re-
laxation phenomena in complex viscoelastic material [15], propagation of
mechanical waves in viscoelastic media [24], [25], [26], non-Markovian dif-
fusion process with memory [27], electromagnetic acoustic and mechanical
responses [28]. Roman and Alemany [33] investigated a continuous time
random walks on fractals by studying diffusion-wave equations. Transport
phenomena is governed by fractional transport equations.
These types of equations are solved by various methods such as Ado-
main decomposition method [1], [2], [11],[13],[22], homotopy perturbation
method [18], [19], [20], [30], variational iteration method [17], [21], an itera-
tive method [4], [6], [8], [9], [12], finite element method [14], finite difference
method [16], finite sine transform method [3], method of images and Fourier
transform [27], as well as Green’s function method [34].
We need to recall the definition of the Caputo partial fractional deriv-
ative that uses the Riemann-Liouville fractional integral.

Definition 1.1. The (left sided) Riemann-Liouville fractional integral

of order μ (μ > 0) of a function u(x, t) ∈ Cα , α ≥ −1 is denoted by Itμ u(x, t)
and defined as (see e.g. [23], [31])

Unauthenticated
Download Date | 9/24/15 11:11 PM
686 C.D. Dhaigude, V.R. Nikam

 t
1
Itμ u(x, t) = (t − τ )μ−1 u(x, τ )dτ, t > 0.
Γ(μ) 0

Definition 1.2. The (left sided) Caputo partial fractional derivative

of a function u(x, t) ∈ Clm , w.r.t. ”t”, denoted by Dtμ u(x, t), is defined as
(see [23], [31])
 ∂m
μ ∂tm u(x, t), μ = m, m ∈ N,
Dt u(x, t) =
Itm−μ ∂t
∂m
m u(x, t), m − 1 < μ < m, m ∈ N,
where Itμ u(x, t) is Riemann-Liouville fractional integral of order μ, μ > 0.

Note that
m−1
 ∂k u tk
Itμ Dtμ u(x, t) = u(x, t) − u(x, 0) , m − 1 < μ ≤ m, m ∈ N,
∂tk k!
k=0
and
Γ(ν + 1)
Itμ tν = tν+μ .
Γ(μ + ν + 1)
Now we discuss the iterative method developed by Daftardar-Gejji and
Jafari in [8]. It is also called new iterative method. Consider the functional
equation
u(x, t) = f (x, t) + L(u(x, t)) + N (u(x, t)), (1.4)
where f (x, t) is a known function. Note that L and N are linear and
nonlinear operators from a Banach space B → B, respectively. Suppose a
solution u(x, t) of the equation (1.4) has the series form

u(x, t) = ui (x, t) = u0 + u1 + u2 + ... (1.5)
The above series solution converges absolutely and uniformly to a unique
solution of equation (1.4) (for details, see Daftardar-Gejji and Jafari [8]).
Since L is linear,
 ∞ 
L ui (x, t) = L(u0 (x, t)) + L(u1 (x, t)) + L(u2 (x, t)) + ... (1.6)
i=0
Decompose nonlinear operator N as in [8]:
∞  ⎧ ⎛ ⎞ ⎛ ⎞⎫
 ∞ ⎨  i i−1 ⎬
N ui = N (u0 ) + N⎝ uj ⎠ − N ⎝ uj ⎠ . (1.7)
⎩ ⎭
i=0 i=1 j=0 j=0
From equations (1.5) - (1.7), the equation (1.4) is equivalent to

Unauthenticated
Download Date | 9/24/15 11:11 PM
 SOLUTION OF FRACTIONAL PARTIAL DIFFERENTIAL . . . 687

⎧ ⎛ ⎞ ⎛ ⎞⎫
∞
 ∞
 ∞ ⎨
 i i−1
 ⎬
ui = f (x, t) + L(ui ) + N (u0 ) + N⎝ uj ⎠ − N ⎝ uj ⎠ ,
⎩ ⎭
i=0 i=0 i=1 j=0 j=0
(1.8)
u0 + u1 + ... = f + L(u0 ) + L(u1 ) + L(u2 ) + ... + N (u0 )+
[N (u0 + u1 ) − N (u0 )] + [N (u0 + u1 + u2 ) − N (u0 + u1 )]+
[N (u0 + u1 + u2 + u3 ) − N (u0 + u1 + u2 )] + ...
We define the iterations
u0 = f
u1 = L(u0 ) + N (u0 )
u2 = L(u1 ) + [N (u0 + u1 ) − N (u0 )]
u3 = L(u2 ) + [N (u0 + u1 + u2 ) − N (u0 + u1 )]
um+1 = L(um ) + N (u0 + ... + um ) − N (u0 + ... + um−1 ), m = 0, 1, 2, ...
The rest of the paper is organized as follows: Iterative solution of IVP
for general fractional partial differential equation is obtained using the iter-
ative method in Section 2. Some illustrative examples for fractional trans-
port equations, fractional diffusion equations of second and fourth order
and fractional wave equations of second and fourth order are discussed in
the last Section 3.
2. Fractional initial value problems
Consider the general fractional partial differential equations
n
 n
 n

α δj βj γ
Dt u(x, t) = aj Dxj u(x, t)+ bj Dxj u(x, t)+ cj Dxjj u(x, t)+A(u(x, t));
j=1 j=1 j=1
(2.1)
m − 1 < α ≤ m, 3 < δj ≤ 4, 1 < βj ≤ 2, 0 < γj ≤ 1, m ∈ N
with the initial conditions
∂k
u(x, 0) = hk (x), 0 ≤ k ≤ m − 1, m = 1, 2. (2.2)
∂tk
α
Applying It to (2.1) on both sides,
⎛ ⎞ ⎛ ⎞
n n
δ β
Itα Dtα u(x, t) = Itα ⎝ aj Dxjj u(x, t)⎠ + Itα ⎝ bj Dxjj u(x, t)⎠
j=1 j=1
⎛ ⎞
n
  
γ
+ Itα ⎝ cj Dxjj u(x, t)⎠ + Itα A(u(x, t))
j=1

Unauthenticated
Download Date | 9/24/15 11:11 PM
688 C.D. Dhaigude, V.R. Nikam

and using initial conditions (2.2), we get

⎛ ⎞ ⎛ ⎞
m−1
 n n
tk δ β
u(x, t) = hk (x) + Itα ⎝ aj Dxjj u(x, t)⎠ + Itα ⎝ bj Dxjj u(x, t)⎠
k!
k=0 j=1 j=1
⎛ ⎞
 n  
α⎝ γj
+ It cj Dxj u(x, t)⎠ + It A(u(x, t)) . (2.3)
α

j=1

Equation (2.3) has the form of equation (1.4) with

m−1
 tk
f (x, t) = hk (x) ,
k!
k=0
⎛ ⎞ ⎛ ⎞
n n

δ β
L(u(x, t)) = Itα ⎝ aj Dxjj u(x, t)⎠ + Itα ⎝ bj Dxjj u(x, t)⎠
j=1 j=1
⎛ ⎞
n
γ
+ Itα ⎝ cj Dxjj u(x, t)⎠ ,
j=1
 
N (u(x, t)) = Itα A(u(x, t)) ,

and can be solved by the iterative method.

3. Illustrative examples
In this section, we discuss some illustrative examples for time fractional
transport equation, time fractional diffusion equations of second and fourth
order, time fractional wave equations of second and fourth order.
I. Time fractional transport equation:

Example 3.1. Consider time fractional transport equation

Dtα u(x, t) + ∇u(x, t) = 0, t > 0, x = (x1 , x2 , ..., xn ) ∈ Rn (3.1)
with the initial condition

n 
u(x, 0) = exp xk . (3.2)
k=1
The initial value problem (3.1)-(3.2) is a special case of IVP (2.1)-(2.2). It
is equivalent to the integral equation
 
(x1 +x2 +...+xn ) α
u(x, t) = e − It Dx1 + Dx2 + ... + Dxn u(x, t).

Unauthenticated
Download Date | 9/24/15 11:11 PM
 SOLUTION OF FRACTIONAL PARTIAL DIFFERENTIAL . . . 689

Applying the iterative method, we get

−ntα
u0 = e(x1 +x2 +...+xn) , u1 = L(u0 ) = e(x1 +x2 +...+xn) ,
Γ(α + 1)
(−ntα )2
u2 = L(u1 ) = e(x1 +x2 +...+xn) and so on.
Γ(2α + 1)
In general, we have
(−ntα )i
ui = e(x1 +x2 +...+xn) , i = 0, 1, 2, ...
Γ(iα + 1)
The solution of initial value problem (3.1)-(3.2) is
∞
 n ∞ 
n 
(−ntα )i
u(x, t) = ui (x, t) = exp xk = exp xk Eα (−ntα ).
Γ(iα + 1)
i=0 k=1 i=0 k=1

Example 3.2. Consider nonlinear, nonhomogeneous time fractional

transport equation
Dtα u(x, t) + (ux (x, t))2 = 2, t > 0, x ∈ R (3.3)
with the initial condition
u(x, 0) = x (3.4)
The initial value problem (3.3)-(3.4) is a special case of IVP (2.1)-(2.2). It
is equivalent to the integral equation
 
α α 2
u(x, t) = x + It (2) + It − (Dx u(x, t)) .

Applying the iterative method, we get

tα
u0 = x, u1 = L(u0 ) + N (u0 ) = ,
Γ(α + 1)
u2 = L(u1 ) + N (u0 + u1 ) − N (u0 ) = 0, u3 = 0, ...
The solution of the initial value problem (3.3)-(3.4) is
∞
tα
u(x, t) = ui (x, t) = x + .
Γ(α + 1)
i=0

II. Second order time fractional diffusion equation:

Example 3.3. Consider the time fractional diffusion equation

Dtα u(x, t) = Dx21 u(x, t) + Dx22 u(x, t) − u(x, t), (3.5)
0 < α ≤ 1, β = 2, t > 0, x = (x1 , x2 ) ∈ R2 ,

Unauthenticated
Download Date | 9/24/15 11:11 PM
690 C.D. Dhaigude, V.R. Nikam

with the initial condition

u(x, 0) = sin x1 sin x2 + cos x1 cos x2 . (3.6)
The Cauchy problem (3.5)-(3.6) is a special case of IVP (2.1)-(2.2). It is
equivalent to the integral equation

u(x, t) = sin x1 sin x2 + cos x1 cos x2 + Itα (Dx21 + Dx22 − 1)u(x, t).
Applying the iterative method, we get
−3tα
u0 = sin x1 sin x2 + cos x1 cos x2 , u1 = (sin x1 sin x2 + cos x1 cos x2 ) ,
Γ(α+1)
(−3tα )2
u2 = (sin x1 sin x2 + cos x1 cos x2 ) and so on.
Γ(2α+1)
In general, we have
(−3tα )i
ui = (sin x1 sin x2 + cos x1 cos x2 ) , i = 0, 1, 2, ...
Γ(iα + 1)
The solution of Cauchy problem (3.5)-(3.6) is
∞

u(x, t) = ui (x, t) = (sin x1 sin x2 + cos x1 cos x2 ) Eα (−3tα ) .
i=0

Example 3.4. Consider the nonlinear time fractional diffusion equa-

tion
Dtα u(x, t) − Dx2 u(x, t) = u2 (x, t) − (u2x (x, t)), (3.7)
0 < α ≤ 1, β = 2, t > 0, x ∈ R,
with the initial condition
u(x, 0) = ex . (3.8)
The Cauchy problem (3.7)-(3.8) is a special case of IVP (2.1)-(2.2). It is
equivalent to the integral equation
   
x α 2 α 2 2
u(x, t) = e + It Dx u(x, t) + It u (x, t) − (ux (x, t)) .

Applying the iterative method, we get

tα t2α
u0 = ex , u1 = ex , u2 = ex and so on.
Γ(α + 1) Γ(2α + 1)
In general, we have
tiα
ui = ex , i = 0, 1, 2, ...
Γ(iα + 1)
The solution of the Cauchy problem (3.7)-(3.8) is

Unauthenticated
Download Date | 9/24/15 11:11 PM
 SOLUTION OF FRACTIONAL PARTIAL DIFFERENTIAL . . . 691

∞
 ∞

x (tα )i
u(x, t) = ui (x, t) = e = ex Eα (tα ) .
Γ(iα + 1)
i=0 i=0

Figure 1: Graphical representation of the solution

of Example 3.2 and Example 3.4, respectively.

Example 3.5. Consider the following time fractional nonlinear Schrö-

dinger equation
1 ∂2u
iDtα u(x, t) + + |u|2 u = 0, (3.9)
2 ∂x2
for 0 < α ≤ 1, t > 0, with the initial condition
u(x, 0) = eix . (3.10)
The initial value problem (3.9)-(3.10) is solved by the Adomain decompo-
sition method by Rida et al. in [32] which is a special case of the IVP
(2.1)-(2.2). It is equivalent to the integral equation
   2 
ix α 2 α 1∂ u
u(x, t) = e − It |u| u − It .
2 ∂x2
Applying the iterative method, we get
i tα −1 ix (tα )2
u0 = eix , u1 = eix , u2 = e and so on.
2 Γ(α + 1) 4 Γ(2α + 1)
In general, we have
1 ix (itα )n
un = e , n = 0, 1, 2, ...
2n Γ(nα + 1)
The solution of initial value problem (3.9)-(3.10) is
∞  α
ix it
u(x, t) = un (x, t) = e Eα . (3.11)
2
n=0

Unauthenticated
Download Date | 9/24/15 11:11 PM
692 C.D. Dhaigude, V.R. Nikam

Remark 3.1. Observe that the solution of the initial value problem
(3.9)-(3.10) obtained by the Adomain decomposition method [32] is exactly
the same as the solution (3.11) obtained above.

III. Fourth order time fractional diffusion equation:

Example 3.6. Consider the fourth order time fractional parabolic

equation
Dtα u(x, t) = Dx4 u(x, t) + Dx2 u(x, t) + u(x, t), 0 < α ≤ 1, x ∈ R, t > 0, (3.12)
with the initial condition
u(x, 0) = cosh x . (3.13)
The Cauchy problem (3.12)-(3.13) is a special case of the IVP (2.1)-(2.2).
It is equivalent to integral equation
 
u(x, t) = cosh x + Itα Dx4 u(x, t) + Dx2 u(x, t) + u(x, t) .
Applying the iterative method, we get
3tα (3tα )2
u0 = cosh x, u1 = cosh x , u2 = cosh x and so on.
Γ(α + 1) Γ(2α + 1)
In general, we have
(3tα )i
ui = cosh x , i = 0, 1, 2, ...
Γ(iα + 1)
The solution of the IVP (3.12)-(3.13) is
∞ ∞
(3tα )i
u(x, t) = ui = cosh x = cosh x Eα (3tα ).
Γ(iα + 1)
i=0 i=0

Example 3.7. Consider the fourth order time fractional KdV equa-
tion. It is nonlinear equation of parabolic type
Dtα u(x, t)+Dx4 u(x, t)−u(x, t)Dx2 u(x, t)+uux (x, t) = 0, x ∈ R, t > 0, (3.14)
with the initial condition
u(x, 0) = ex . (3.15)
The Cauchy problem (3.14)-(3.15) is a special case of the IVP (2.1)-(2.2).
It is equivalent to integral equation
   
x α 4 α 2
u(x, t) = e + It − Dx u(x, t) + It u(x, t)Dx u(x, t) − u(x, t)ux (x, t) .
Applying the iterative method, we get
tα t2α
u0 = ex , u1 = −ex , u2 = ex and so on.
Γ(α + 1) Γ(2α + 1)

Unauthenticated
Download Date | 9/24/15 11:11 PM
 SOLUTION OF FRACTIONAL PARTIAL DIFFERENTIAL . . . 693

In general, we have
(−tα )i
ui = ex , i = 0, 1, 2, ...
Γ(iα + 1)
The solution of the Cauchy problem (3.14)-(3.15) is
∞
 ∞

x (−tα )i
u(x, t) = ui (x, t) = e = ex Eα (−tα ).
Γ(iα + 1)
i=0 i=0

IV. Second order time fractional wave equation:

Example 3.8. Consider the 2-space dimension time fractional wave

equation
Dtα u(x, t) = Dx21 u(x, t) + Dx22 u(x, t) − 2u(x, t), (3.16)
1 < α ≤ 2, β = 2, t > 0, x = (x1 , x2 ) ∈ R2 ,
with the initial conditions
u(x, 0) = sin x1 sin x2 + cos x1 cos x2 , (3.17)
ut (x, 0) = 0. (3.18)
The initial value problem (3.16)-(3.18) is a special case of the IVP (2.1)-
(2.2). It is equivalent to the integral equation

u(x, t) = sin x1 sin x2 + cos x1 cos x2 + Itα Dx21 u(x, t) + Itα Dx22 u − 2Itα u(x, t).
Applying the iterative method, we get
−4tα
u0 = sin x1 sin x2 + cos x1 cos x2 , u1 = (sin x1 sin x2 + cos x1 cos x2 )
Γ(α+1)
(−4tα )2
u2 = (sin x1 sin x2 + cos x1 cos x2 ) and so on.
Γ(2α+1)
In general, we have
(−4tα )i
ui = (sin x1 sin x2 + cos x1 cos x2 ) , i = 0, 1, 2, ...
Γ(iα + 1)
The solution of the initial value problem (3.16)-(3.18) is
∞

u(x, t) = ui (x, t) = (sin x1 sin x2 + cos x1 cos x2 ) Eα (−4tα ).
i=0

Example 3.9. Consider the 2-space dimension nonlinear time frac-

tional wave equation
Dtα u(x, t) − u(x, t)Δu(x, t) + 2(u(x, t))2 − 4u(x, t) = 0, (3.19)

Unauthenticated
Download Date | 9/24/15 11:11 PM
694 C.D. Dhaigude, V.R. Nikam

for 1 < α ≤ 2, β = 2, t > 0, x = (x1 , x2 ) ∈ R2 , with the initial

conditions
u(x, 0) = ex1 +x2 , (3.20)
ut (x, 0) = 0. (3.21)
The initial value problem (3.28)-(3.30) is a special case of the IVP (2.1)-
(2.2). It is equivalent to the integral equation
   
x1 +x2 α α 2 2 2
u(x, t) = e + It 4u + It uDx1 u + uDx2 u − 2u .
Applying the iterative method, we get
4tα (4tα )2
u0 = ex1 +x2 , u1 = ex1 +x2 , u2 = ex1 +x2 and so on.
Γ(α + 1) Γ(2α + 1)
In general, we have
(4tα )i
ui = ex1 +x2 , i = 0, 1, 2, ...
Γ(iα + 1)
The solution of the initial value problem (3.28)-(3.30) is
∞
 ∞

x1 +x2 (4tα )i
u(x, t) = ui (x, t) = e = ex1 +x2 Eα (4tα ).
Γ(iα + 1)
i=0 i=0

Figure 2: Graphical representation of solution

of Example 3.7 and Example 3.9, respectively.

V. Fourth order time fractional wave equation:

Example 3.10. Consider the fourth order time fractional hyperbolic

equation

Dtα u(x, t) = 3Dx4 u(x, t) + 3Dx2 u(x, t) + 3u(x, t), x ∈ R, t > 0, (3.22)
with the initial conditions

Unauthenticated
Download Date | 9/24/15 11:11 PM
 SOLUTION OF FRACTIONAL PARTIAL DIFFERENTIAL . . . 695

u(x, 0) = sinh x, (3.23)

ut (x, 0) = 0. (3.24)
The initial value problem (3.22)-(3.24) is a special case of the IVP (2.1)-
(2.2). It is equivalent to the integral equation
 
u(x, t) = sinh x + 3Itα Dx4 u(x, t) + Dx2 u(x, t) + u(x, t) .
Applying the iterative method, we get
9tα (9tα )2
u0 = sinh x, u1 = sinh x , u2 = sinh x and so on.
Γ(α + 1) Γ(2α + 1)
In general, we have
(9tα )i
ui = sinh x , i = 0, 1, 2, ...
Γ(iα + 1)
The solution of the IVP (3.22)-(3.24) is
∞ ∞
 (9tα )i
u(x, t) = ui = sinh x = sinh x Eα (9tα ).
Γ(iα + 1)
i=0 i=0

Example 3.11. Consider the fourth order time fractional nonlinear

hyperbolic equation
Dtα u(x, t) = 4Dx4 u(x, t) − u(x, t)Dx u(x, t) − (Dx u(x, t))2 , x ∈ R, t > 0,
(3.25)
with the initial conditions
u(x, 0) = e−x , (3.26)
ut (x, 0) = 0. (3.27)
The initial value problem (3.25)-(3.27) is a special case of the IVP (2.1)-
(2.2). It is equivalent to the integral equation
   
u(x, t) = e−x + 4Itα Dx4 u(x, t) + Itα −u(x, t)Dx u(x, t) − (Dx u(x, t))2 .
Applying the iterative method, we get
e−x 4tα (4tα )2
u0 = e−x , u1 = , u2 = e−x and so on.
Γ(α + 1) Γ(2α + 1)
In general, we have
(4tα )i
ui = e−x , i = 0, 1, 2, ...
Γ(iα + 1)
The solution of IVP (3.22)-(3.24) is
∞
 ∞
(4tα )i
u(x, t) = ui = e−x = e−x Eα (4tα ).
Γ(iα + 1)
i=0 i=0

Unauthenticated
Download Date | 9/24/15 11:11 PM
696 C.D. Dhaigude, V.R. Nikam

Figure 3: Graphical representation of solution

of Example 3.10 and Example 3.11, respectively.

Example 3.12. Consider the 2-dimension fourth-order fractional

wave equation  
Dtα u(x, t) 4 4
= −2 Dx1 u(x, t) + Dx1 u(x, t) , (3.28)

for α ∈ (1, 2), t > 0, x = (x1 , x2 ) ∈ R2 , with the initial conditions

u(x, 0) = cos x1 cos x2 , (3.29)

ut (x, 0) = 0. (3.30)
The initial value problem (3.28)-(3.30) is a special case of the IVP (2.1)-
(2.2). It is equivalent to the integral equation
 
α 4 4
u(x, t) = cos x1 cos x2 − 2It Dx1 u + Dx2 u .

Applying the iterative method, we get

tα (−4tα )2
u0 = cos x1 cos x2 , u1 = −4 cos x1 cos x2 , u2 = cos x1 cos x2 ,
Γ(α+1) Γ(2α+1)
and so on. In general, we have
(−4tα )n
un = cos x1 cos x2 , n = 0, 1, 2, ...
Γ(nα + 1)
The solution of initial value problem (3.28)-(3.30) is
∞
 ∞
(−4tα )n
u(x, t) = un (x, t) = cos x1 cos x2 = cos x1 cos x2 Eα (−4tα ).
n=0 n=0
Γ(nα + 1)

Remark 3.2. It is interesting to note that, solution of initial value

problem (3.28)-(3.30) obtained above is same as that of solution obtained
by Jafari et al., using the Adomain decomposition method in [22].

Unauthenticated
Download Date | 9/24/15 11:11 PM
 SOLUTION OF FRACTIONAL PARTIAL DIFFERENTIAL . . . 697

MATLAB has been used for graphical computations of the solutions in

the present paper.

Acknowledgement
The first author is grateful to the University Grants Commission, New
Delhi, India for financial support under the grant No.F.4-1/2006(BSR)/11-
78/2008(BSR).

References
[1] G. Adomain, Solving Frontier Problems of Physics: The Decomposition
Method. Kluwer, Boston (1994).
[2] G. Adomain, Solution of nonlinear partial differential equations. Appl.
Math. Lett. 11, No 3 (1998), 121–123.
[3] O.P. Agrawal, A general solution for a fourth order fractional diffusion-
wave equation. Fract. Calc. Appl. Anal. 3, No 1 (2000), 1–12; abstract
at http://www.math.bas.bg/∼fcaa.
[4] O.P. Agrawal, A general solution for a fourth order fractional diffusion-
wave equation defined in a bounded domain. Comput. Struct., 79
(2001), 1497–1501.
[5] O.P. Agrawal, Solution for a fractional diffusion-wave equation defined
in a bounded domain. Nonlinear Dynamics 29 (2002), 145–155.
[6] S. Bhalekar, V. Daftardar-Gejji, New iterative method:applications to
partial differential equations. Appl. Math. Comp. 203 (2008), 778–783.
[7] J. Biazar, H. Ghazvini, He’s variational iteration method for fourth-
order parabolic equation. Comp. Math. Appl. 54 (2007), 1047–1054.
[8] V. Daftardar-Gejji, H. Jafari, An iterative method for solving nonlinear
functional equations. J. Math. Anal. Appl. 316 (2006), 753–763.
[9] V. Daftardar-Gejji, S. Bhalekar, Solving fractional diffusion-wave equa-
tion using a new iterative method. Fract. Calc. Appl. Anal. 11, No 2
(2008), 193–202; at http://www.math.bas.bg/∼fcaa.
[10] L. Debnath, Recent applications of fractional calculus to science and
engineering. Int. J. Math. Math. Sci. 00 (2003), 1–30.
[11] D.B. Dhaigude, G.A. Birajdar, Numerical solution of system of frac-
tional partial differential equations by discrete Adomain decomposition
method. J. Fract. Calc. Appl. 3, No 12 (2012), 1–11.
[12] D.B. Dhaigude, C.D. Dhaigude, Linear initial value problems for frac-
tional partial differential equations. Bull. Marathwada Math. Soc. 13,
No 2 (2012), 17–38.
[13] D.B. Dhaigude, G.A. Birajdar, V.R. Nikam, Adomain decomposition
method for fractional Benjamin-Bona-Mahony-Burger’s equation. Int.
J. Appl. Math. Mech. 8, No 12 (2012), 42–51.

Unauthenticated
Download Date | 9/24/15 11:11 PM
698 C.D. Dhaigude, V.R. Nikam

[14] N.J. Ford, J. Xiao, Y. Yan, A finite element method for time
fractional partial differential equations. Fract. Calc. Appl. Anal.
14, No 3 (2011), 454–474; DOI: 10.2478/s13540-011-0028-2; at
http://www.springerlink.com/content/1311-0454/14/3/
[15] M. Giona, S. Cerbelli, H.E. Roman, Fractional diffusion equation relax-
ation in complex viscoelastic materials. Physica A 191 (1992), 449–453.
[16] G. Gurarslan, Numerical modelling of linear and nonlinear diffusion
equations by compact finite difference method. Appl. Math. Comp. 216
(2010), 2472–2478.
[17] J.H. He, Approximate analytical solution for seepage flow with frac-
tional derivatives in porous media. Comput. Meth. Appl. Mech. Eng.
167 (1998), 57–68.
[18] J.H. He, Homotopy perturbation technique. Comput. Meth. Appl.
Mech. Eng. 178 (1999), 257–262.
[19] J.H. He, Homotopy perturbation method: a new nonlinear analytic
technique, Appl. Math. Comp. 135 (2003), 73–79.
[20] J.H. He, Application to homotopy perturbation method too nonlinear
wave equations. Choas, Solitons and Fractals 26, No 3 (2005), 695–700.
[21] J.H. He, X.H. Wu, Variational iteration method: new development and
applications. Comp. Math. Appl. 54 (2007), 881–894.
[22] H. Jafari, M. Dehghan, Kh. Sayevand, Solving a fourth-order frac-
tional diffusion-wave equation in a bounded domain by decomposition
method. Numer. Methods Partial Differential Eq. 24 (2008), 1115–
1126.
[23] A.A. Kilbas, H.M. Srivastava, J.J. Trujillo, Theory and Applications
of Fractional Differential Equations. Elsevier, Amsterdam (2006).
[24] F. Mainardi, Fractional relaxation-oscillation and fractional diffusion
wave phenomena. Chaos, Solitons and Fractals 7, No 9 (1996), 1461–
1477.
[25] F. Mainardi, Yu. Luchko, G. Pagnini, The fundamental solution of the
space-time fractional diffusion equation. Fract. Calc. Appl. Anal. 4, No
2 (2001), 153–192; abstract at http://www.math.bas.bg/∼fcaa.
[26] F. Mainardi, P. Paradisi, Fractional diffusion waves. J. Computational
Acoustics 9, No 4 (2001), 1417–1436.
[27] R. Metzler, J. Klafter, Boundary value problems for fractional diffusion
equations. Physica A 278 (2000), 107–125.
[28] R. Nigmatullin, Realization of the generalized transfer equation in a
medium with fractional geometry. Physica Status (B), Basic Res. 133,
No 1 (1986), 425–430.
[29] K.B. Oldham and J. Spainer, The Fractional Calculus. Academic Press,
New York (1974).

Unauthenticated
Download Date | 9/24/15 11:11 PM
 SOLUTION OF FRACTIONAL PARTIAL DIFFERENTIAL . . . 699

[30] Z. Odibat, S. Momani, Modified homotopy perturbation method: ap-

plication to quadratic Riccati differential equation of fractional order.
Choas, Solitons and Fractals (2006); doi:10.1016/j.chaos.2006.06.041.
[31] I. Podlubny, Fractional Differential Equations. Academic Press, San
Diego (1999).
[32] S.Z. Rida, H.M. El-Sherbiny, A.A.M. Arafa, On the solution of the
fractional nonlinear Schrodinger equation, Phys. Lett. A 372 (2008),
553–558.
[33] H.E. Roman, P.A. Alemany, Continuous time random walks and the
fractional diffusion equation. J. Phys. A: Math. Gen. 27 (1994), 3407–
3410.
[34] W.R. Scneider, W. Wyss, Fractional diffusion and wave equations. J.
Math. Phys. 30, No 1 (1989), 134–144.
[35] I. N. Sneddon, Fourier Transforms. McGraw Hill, New York, (1951).

1Department of Mathematics
Dr. Babasaheb Ambedkar Marathwada University
Aurangabad – 431, 004 – INDIA Received: March 30, 2012
e-mail: cd dhaigude@rediffmail.com Revised: August 3, 2012
2Department of Mathematics
Loknete Vyankatrao Hiray Mahavidyalaya
Panchavati, Nashik – 422, 003 (MS) – INDIA
e-mail: [email protected]

Please cite to this paper as published in:

Fract. Calc. Appl. Anal., Vol. 15, No 4 (2012), pp. 684–699;
DOI: 10.2478/s13540-012-0046-8

Unauthenticated
Download Date | 9/24/15 11:11 PM
View publication stats