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Research Proposal for JRF Position on Wavelet Methods for Nonlinear

Fractional Partial Differential Equations with Engineering Applications
(NBHM sponsored project)

Research Proposal · May 2017

DOI: 10.13140/RG.2.2.15643.16163

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 Research Proposal
for
Jrf Position
on
Wavelet Methods for Nonlinear Fractional
Partial Differential Equations with
Engineering Applications
(nbhm sponsored project)
Sonu Lamba
May 25, 2017

Contents
1 Motivation Paragraph 2
1.1 Research Involvement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

2 General Introduction 3
2.1 Partial Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.1.1 Need of Wavelet Methods . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.2 Wavelets [3] . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.3 Wavelet Transform [2] . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.4 Multiresolution Analysis (MRA) [5] . . . . . . . . . . . . . . . . . . . . . . . . . 5

3 Key Research Objective & Methodology 6

3.1 Research Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
3.2 Methodology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.2.1 To Observe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.2.2 To Analyse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.2.3 To Apply . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.2.4 To Conclude . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

4 Tentative Time-Table 7

References 8

1
1 Motivation Paragraph
My interest in Mathematics started when I was at the senior high school. Due to this interest,
I decided to continue my studies to further explore my potential in Mathematics.

I have deep interest in differential equations (ODE/PDE) and their Applications, Control
Theory and other parts of applied mathematics. My interest was further enhanced when I
got an opportunity sponsored by DST (Govt. of India) to do a internship under National
Program on Differential Equations- Theory, Computation and Application (NPDE TCA-2015)
at Department of Mathematics, IIST Trivandrum. After this, I have done many programmes
and workshops related to differential equations and applications in various institutions of India.
The Science Academies’ Refresher Course on Differential Equations and their Applications in
Science & Engineering (DEASE-2016) held at IIT (ISM) Dhanbad triggered me towards re-
search in this field. Moreover, currently I got an opportunity sponsored by NBHM to attend an
Advanced Workshop on Partial Differential Equations and Applications (AWPDE-2017), which
is going to be held at Central University of Tamil Nadu. I hope it would be a great opprotunity
for me to learn more about Partial Differential Equations and thier Application from renowned
mathematicians there. I must have to use this opportunity to boost my research abilities.

In todays rapidly progressing Science and Technology, the field of Differential Equations
is at forefront of the creative interplay of Mathematics, Engineering and Computer Science.
During my M.Sc. Program, I have studied Ordinary Differential Equations (ODE), Partial
Differential Equations (PDE), Integral Equations, Special Functions and some other parts of
Applied Mathematics with an approach of research.

The Interest I developed in Mathematics helps me to recognize the importance of Math-

ematics in shaping the National Identity and in solving our everyday problems. It will also
helpful to apply the special techniques in solving various kinds of problems that arise in the
field of Science and Engineering.

Therefore, if I may have opportunity to work then I must have to do my best work in the
field of Differential Equations and its Applications to sharp and enhance my research skills in
applied mathematics.

1.1 Research Involvement

My research interests and contributions are in the areas of Mathematical Modelling and Con-
trol Systems. During my M.Sc. Program, I have been motivated to do research in the field
of applied mathematics. Therefore, I shaped my research interests which includes majorly the
following areas:

Mathematical Control Theory Mathematical Modelling, Control Systems,

Nonlinear Dynamical Systems, Observability, Stability.

Fractional Calculas Fractional Differential Equations and Solution Techniques,

Wavelet Methods for Nonlinear Differential Equations.

Other Areas Partial Differential Equations and Applications,

Numerical Analysis, Computational Mathematics.

2
2 General Introduction
2.1 Partial Differential Equations
Partial differential equations (PDEs) are of widespread interest because of their connection
with phenomena in the physical world. These are useful tool for describing the natural phe-
nomena of science and engineering models. For instance, in physics, the heat flow and the
wave propagation phenomena are well described via PDEs. Many engineering applications are
simulated mathematically as partial differential equations with initial and boundary conditions.
The diffusion of neutrons in nuclear reactor dynamics, population models, the dispersion of a
chemically reactive material and many physical phenomena of fluid dynamics, quantum me-
chanics, electricity etc. are governed by PDEs.

Partial differential equations are originated from the study of solution of a wide variety of
problems in mechanics. Even though the foundation of nonlinear partial differential equations
is very ancient, they have undergone remarkable new developments during the last half of the
twentieth century. Scientists and methematicians have become actively involved in the study
of countless problems offered by PDEs. The primary reason for this research was that it plays a
vital role in modern mathematical sciences, mainly in applied physics, mathematical modelling
and engineering.

2.1.1 Need of Wavelet Methods

With the development of PDEs, several methods such as the characteristics method, spectral
methods and perturbation techniques have been employed to evaluate the solution of nonlinear
problems. But, there is no general method of finding analytical solutions of nonlinear partial
differential equations. Hence new numerical techniques are required for finding solutions of
nonlinear equations. Therefore, it becomes increasingly important to be familiar with all tra-
ditional and recently developed methods for solving PDEs and the implementations of these
methods.

In this context, a relatively new and emerging area in mathematical research with a variety
of applications in engineering disciplines; viz. wavelets theory have attracted the focus of
researchers in the field of science and engineering. Wavelets are very successfully used in signal
analysis for wave form demonstration and segmentations, time frequency analysis, medical
diagnostics, geophysical signal processing, statistical analysis, pattern recognition, and fast
algorithms for easy execution.

2.2 Wavelets [3]

The word “wavelet” has been derived from the French word “ondelette”, which means “small
wave”. An oscillatory function ψ(x) ∈ L2 (R) with zero mean and compact support is a wavelet
if it has the following desirable characteristics:

1. Smoothness: ψ(x) is n times differentiable and their derivatives are continuous.

2. Localization: ψ(x) is well localized both in time and frequency domains, i.e. ψ(x) and
its derivatives must decay rapidly. For frequency localization ψ̂(ω) must decay sufficiently
fast as ω → ∞ and that ψ̂(ω) becomes flat in the neighborhood of ω = 0.

3
 The flatness is associated with number of vanishing moments of ψ(x) i.e.,
Z ∞
dk
xk ψ(x)dx = 0 or equivalently ψ̂(ω) = 0 for k = 0, 1, ..., n.
−∞ dω k
in the sense that larger the number of vanishing moments more is the flatness when ω is
small.

3. The admissibility condition

∞
|ψ̂(ω)|
Z
dω < ∞
−∞ |ω|
suggests that |ψ̂(ω)| decay at least as |ω|−1 or |x|−1  > 0.

Although most of the numerical methods have been successfully applied for many linear and
nonlinear differential equations, they have also some drawbacks in regions where singularities
or sharp transitions occur. In those cases the solutions may be oscillating and for accurate
representation of the results adaptive numerical schemes must be used which complicates the
solution. To overcome the above difficulty wavelet transform methods are quite useful.

2.3 Wavelet Transform [2]

Morlet and Grossmann first introduced the concept of wavelets in early 1980s. Since then, a
lot of researchers were involved in development of wavelets. Some notable contributors include
Morlet and Grossmann for formulation of continuous wavelet transform (CWT), Stromberg for
early works on discrete wavelet transform (DWT), Meyer and Mallat for multi-resolution anal-
ysis using wavelet transform, and Daubechies for proposal of orthogonal compactly supported
wavelets. Thereafter, a lot of work has been done both on development and application of
wavelet analysis on a wide variety of problems like signal and image processing, data conden-
sation and solution of differential equations.

In 1982, Jean Morlet, a French geophysical engineer, first introduced the concept of wavelets
as a family of functions constructed from dilation and translation of a single function known
as the “mother wavelet” ψ(t). They are defined by

1 t − b

ψa,b (t) = p ψ , a, b ∈ R, a 6= 0 (1)
|a| a

where a is called a scaling parameter which measures the degree of compression or scale, and
b is a translation or shifting parameter that determines the location of the wavelet. if |a| < 1,
the wavelet (1) is the compressed version of the mother wavelet and corresponds mainly to
higher frequencies. On the other hand, when |a| > 1, ψa,b (t) has larger time width than ψ(t)
and corresponds to lower frequencies. Thus, wavelets have time-widths adapted to their fre-
quencies, which is the main reason for the success of the Morlet wavelets in signal processing
and time-frequency signal analysis.

Wavelet techniques enable us to divide a complicated function into several simpler ones and
study them separately. This property, along with fast wavelet algorithm makes these tech-
niques very attractive for analysis and synthesis. Unlike Fourier-based analyses that use global
(nonlocal) sine and cosine functions as bases, wavelet analysis uses bases that are localized in
time and frequency to more effectively represent nonstationary signals. As a result, a wavelet

4
representation is much more compact and easier for implementation. Using the powerful mul-
tiresolution analysis, one can represent a function by a finite sum of components at different
resolutions so that each component can be adaptively processed based on the objectives of
the application. This capability of representing functions compactly and in several levels of
resolutions is the major strength of the wavelet analysis.

2.4 Multiresolution Analysis (MRA) [5]

In 1989, Stephane Mallat and Yves Meyer introduced the idea of multiresolution analysis
(MRA). The fundamental idea of MRA is to represent a function as a limit of successive
approximations, each of which is a “smoother” version of the original function.

The successive approximations corresponds to different resolutions, which leads to the name
multiresolution analysis as a formal approach to construct orthogonal wavelet bases utilising
a definite set of rules. It also provides the existence of so-called scaling functions and scaling
filters which are then used for construction of wavelets and fast numerical algorithms. In appli-
cations, it is an effective mathematical framework for hierarchical decomposition of a signal or
an image into componenets of different scales represented by a sequence of function spaces on R.

Any wavelet, orthogonal or semi-orthogonal, generates a direct sum decomposition of L2 (R).

For each j ∈ Z, let us consider the closed subspace

Vj = ... ⊕ Wj−2 ⊕ Wj−1 , j∈Z

of L2 (R). A set of subspace {Vj }j∈Z is said be MRA of L2 (R) if it possess the following
properties;

1. Vj ⊂ Vj+1 ∀j ∈ Z.

Vj is dense in L2 (R).
S
2.
j∈Z
T
3. Vj = {0}.
j∈Z

4. Vj+1 = Vj ⊕ Wj .

5. f (t) ∈ Vj ⇔ f (2t) ∈ Vj+1 , ∀j ∈ Z.

In recent years, there have been many developments and new applications of wavelet analysis
for describing complex algebraic functions and analyzing empirical continuous data obtained
from many kinds of signals at different scales of resolurions. The wavelet based approxima-
tions of ordinary and partial differential equations have been attracting the attention, since
the contribution of orthonormal bases of compactly supported wavelet by Daubechies and mul-
tiresolution analysis based Fast Wavelet transform algorithm by Beylkin gained momentum to
make wavelet approximations attractive.

In order to solve partial differential equations by numerical methods, the unknown solution
can be represented by wavelets of different resolutions, resulting in a multigrid representation.
The dense matrix resulting from an integral operator can be sparsified using wavelet based
thresholding techniques to attain an arbitrary degree of solution accuracy. The main feature
of wavelets is its ability to convert the given differential and integral equations to a system of
linear or nonlinear algebraic equations that can be solved by numerical methods.

5
3 Key Research Objective & Methodology
The subject of fractional calculus has gained considerable popularity and importance during the
past three decades or so, mainly due to its demonstrated applications in numerous seemingly
diverse and widespread fields of science and engineering. It deals with derivatives and integrals
of arbitrary orders. The fractional derivative has been occurring in many physical problems,
such as frequency-dependent damping behavior of materials, motion of a large thin plate in
a Newtonian fluid, creep and relaxation functions for viscoelastic materials, the Proportional
Intergral Derivative (PID) controller for the control of dynamical systems etc. Phenomena
in electromagnetics, acoustics, viscoelasticity, electrochemistry, control theory, neutron point
kinetic model, anomalous diffusion, Brownian motion, signal and image processing, fluid dy-
namics and material science are well described by differential equations of fractional order.

3.1 Research Objectives

Generally, nonlinear partial differential equations of fractional order are difficult to solve. So
for the last few decades, a great deal of attention has been directed towards the solution (both
exact and numerical) of these problems.

During this project, our key research objectives will be:

1. To present an extensive study of different wavelet methods for obtaining

numerical solutions of mathematical problems occurring in disciplines of
science and engineering.

2. To provides a comprehensive foundation of different wavelet methods com-

prising Haar wavelet method, Legendre wavelet method, Legendre multi-wavelet methods,
Chebyshev wavelet method, Hermite wavelet method and Petrov-Galerkin method.

3. The intension is also to examine the accuracy of various wavelet methods and
their efficiency for solving nonlinear fractional differential equations.

4. With the widespread applications of wavelet methods for solving difficult problems in
diverse fields of science and engineering such as wave propagation, data compression,
image processing, pattern recognition, computer graphics and in medical technology, these
methods have been implemented to develop accurate and fast algorithms for solving
integral, differential and integro-differential equations, especially those whose solutions
are highly localized in position and scale. The main feature of wavelets is its ability to
convert the given differential and integral equations to a system of linear or nonlinear
algebraic equations, which can be solved by numerical methods. Therefore, our main
focus will be; to analyze the application of wavelet based transform methods
for solving the problem of fractional order partial differential equations.

5. To make this subject popular and acceptable to engineering and science com-
munity to appreciate the universe of wonderful mathematics, which is in be-
tween classical integer order differentiation and integration, which till now is not much
acknowledged, and is hidden from scientists and engineers.

Therefore, our main goal is to encourage the reader to appreciate the beauty as well as the use-
fulness of these numerical wavelet based techniques in the study of nonlinear physical systems.

6
3.2 Methodology
Throughout this project, my methodology will be dependent on following four factors;

3.2.1 To Observe
1. The basic idea of various analytical and numerical methods viz. Variational Iteration
Method (VIM), Homotopy Perturbation Method (HPM), Homotopy Analysis Method
(HAM), First Integral Method (FIM), Optimal Homotopy Asymptotic Method (OHAM),
Haar Wavelet Method, Legendre Wavelet Method, Chebyshev Wavelet Method and Her-
mite Wavelet Method.

2. The mathematical modeling and simulation of systems and processes, based on the de-
scription of their properties in terms of fractional derivatives, naturally leads to differential
equations of fractional order and the necessity to solve such equations.

3.2.2 To Analyse
1. Both analytical and numerical approach for solving some particular nonlinear partial
differential equations like Burgers’ equation, modified Burgers’ equation, Huxley equa-
tion, Burgers-Huxley equation and modified KdV equation, which have a wide variety of
applications in physical models.

2. The accuracy and efficiency of the various wavelet methods.

3.2.3 To Apply
1. Various wavelet methods and special techniques in solving various kinds of problems that
arise in the field of Science and Engineering.

2. Various wavelet methods to numerous partial and fractional differential equations in order
to demonstrate the validity and accuracy of these procedures.

3.2.4 To Conclude
1. That the wavelet methods provide worthy numerical solutions for both classical and
fractional order partial differential equations.

2. That the proposed wavelet methods are promising and powerful methods for solving
fractional differential equations in mathematical physics.

3. The applications of various wavelet methods for attaining our key research obejctive.

4 Tentative Time-Table
To attain the research obejective, I shall devote my best work (in department/on working days)
as according to the following time-table & time slots;

1. 9:00-12:00 AM - Discussion with Supervisor (topic studied on previous day).

2. 2:00-5:00 PM - Research (self-study).

3. 6:00-8:00 PM - Research (self-study).

7
 References
[1] Karsten Urban, Wavelet Methods for Elliptic Partial Differential Equations, Oxford Uni-
versity Press, oxford, 2009.

[2] L. Debnath, Wavelet transforms and their applications, Physics Today, April 2003.

[3] A. K. Gupta and S. Saha Ray, Wavelet Methods for Solving Fractional Order Differential
Equations, Mathematical Problems in Engineering, 2014.

[4] P. A. Cioica, S. Dahlke, Adaptive Wavelet Methods for Elliptic Stochastic Partial Differ-
ential Equations, Mathematics Subject Classification, 2010.

[5] S. G. Mallat, Multiresolution Approximations and Wavelet Orthonormal Bases of L2 (R),

Transactions of the American Mathematical Society, vol. 315, no. 1, pp. 69-87, 1989.

******

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