International Journal of Mathematics and Computer Applications Research (IJMCAR) ISSN 2249-6955 Vol.

3, Issue 1, Mar 2013, 193-202 TJPRC Pvt Ltd.

EXPLICIT FINITE DIFFERENCE METHOD FOR THE FRACTIONAL NON-LINEAR WAVE EQUATION WITH THE RIESZ FRACTIONAL DERIVATIVE
N. H. SWEILAM1 & T. A. ASSIRI2
1 2

Department of Mathematics, Faculty of Science, Cairo University, Giza, Egypt

Department of Mathematics, Faculty of Science, Um-Alqura University, Saudi Arabia

ABSTRACT
In this paper, the explicit finite difference method (EFDM) for solving nonlinear fractional wave equation is considered. The stability and convergence of the method are discussed by means of Greschgorin theorem and using the stability matrix analysis. Numerical studies for a model is presented to confirm the accuracy and the effectiveness of the proposed method. The obtained results are compared with exact solutions. It is found that the proposed method is simple and efficient for such nonlinear problem.

KEYWORDS: Explicit Finite Difference Method, Fractional Wave Equation, Riesz Fractional Derivative, Stability
Matrix Analysis, Greschgorin Theorem

INTRODUCTION
Fractional order differential equations (FDE) have been the focus of many studies due to their frequent appearance in various applications especially in the fields of fluid mechanics, viscoelasticity, biology, physics and engineering ([4]-[7], [14], and the references cited therein). Consequently, considerable attention has been given to the solutions of fractional ordinary/partial differential equations of physical interest. Most fractional differential equations do not have exact solutions, so approximation and numerical techniques ([6] - [14]) must be used. In this work the explicit finite difference method (FDM) is presented to study the fractional order wave equation with a nonlinear source term. The fractional derivative is described in Riesz sense. Especial attentions are given to study the stability analysis and the convergence of the method. Numerical test example is presented to show the efficiency of the method. In the following the generalized Riesz fractional derivative definition, when the order 1 < 2, is introduced.

DEFINITION
The Rizes fractional derivative is defined as follows [1]:

R f (x ) =

sec( 2 ) 1 d 2 ( (2 ) 2 dx 2

f ( )d 1 d2 + ( ) ( x ) 1 2 dx 2

( )

f ( )d
( x ) 1

) = x ,

where x (a, b) . THEOREM 1 (Gerschgorin theorem) Let the matrix A = (anm ) has eigenvalues and define the absolute row and column sums respectively by:

rn =

k = 0, k n

an, k ,

cm =

k = 0, k m

ak , m ,

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then each eigenvalue lies in the union of the row circles Rn , n = 1,2,..., N , where

Rn = {z : z ann rn } ,
each eigenvalue lies in the union of the row circles Cm , m = 1,2,..., N , where

Cm = {z : z amm cm }.
PROOF. see ([8]).

DESCRIPTION OF THE NUMERICAL METHODS

Consider the following nonlinear fractional wave equation

2u t 2

= x R u ( x, t ) + f (u, x, t ),
u ( x,0) = ( x ), ut ( x,0) = ( x ) , u (b, t ) = 2 ( x ) , a x b, 0 t T,

(1) (2) (3)

with initial conditions

and boundary conditions u (a, t ) = 1 ( x ), where 1 < < 2.

Let us assume that the function f (u , x, t ) is nonlinear and satisfies the Lipschitz condition i.e.,

f (u1 , x, t ) f (u 2 , x, t ) L u1 u 2 ,
and for simplify , let us assume A = sec(

).

Then using the generalized of the Riesz fractional derivative we can rewrite equation (1) in the following form

2u A d 2 u ( , t )d d 2 u ( , t )d = ( + ) = x + f (u , x , t ) . t 2 (2 ) d 2 ( ) 1 d 2 ( ) 1 a

(4)

In the following, the EFDM notion and the shifted Grnwald formula are introduced. First, the relationship between the Grnwald Letnikov and Riemann - Liouville fractional derivatives [8] to approximate the integrals in Riesz fractional derivative definition is given as follows:
[ h ] 1 d 2 u ( , t )d ( ) = L im h ( 1) j 2 1 h0 j =0 ( 2 ) d a ( )
x a

u ( x jh , t ) ,

(5)

an d
[ b x ] h 1 d 2 b u ( , t )d ( ) = L im h ( 1) j u ( x + jh , t ) . 1 2 j =0 ( 2 ) d ( ) h0 j

(6 )

For the numerical approximation of equations (5), (6), pick an integers m, T > 0, define the space step size

h=

ba m

, and select a time step size . Now, define xi = ih , t j = j , where n = T and

uij = u ( xi , t j ), f i j = f (uij , xi , t j ), Ai j = A( xi , t j ), for i = 0,1,2,..., m and j = 0,1,2,..., n.

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195

From the shifted Grnwald formula [4] for the fractional derivative approximation, we can rewrite equations (5) and (6) in the following forms
1 d 2 ( (2 ) d 2 an d 1 d 2 ( (2 ) d 2

u ( , t )d ) = x i h ( ) 1

i +1

i| + 1 k u ( x i , t j ) ,

(7 )

k =0

u ( , t )d ) = x i +1 h ( ) 1

k = i 1

k ( i 1) u ( x i , t j ) m ,

(8 )

where = ( 1) k . k
j

Substituting equations (7), (8) into (4), and using EFDM we get:
u ij+1 2u ij + u ij1 = A h i+1 k u ij + A h
k =0 i +1

k = i 1

k ( i 1)u ij + f i j ,

(9)

w here i = 1,..., m 1, j = 1,..., n 1.

Put r = in (9), then, we claim: h

u ij+1 = 2u ij u ij1 + Ar i+1 k u ij + Ar k ( i 1)u ij + 2 f i j ,
k =0 k =i 1 i +1 m

(10)

i .e . u ij+1 = 2u ij u ij1 + Ar (i+1 k u ij + ... + 1u ij + 0 )

j + Ar (0 u ij1 + 1u ij + ... + m ( i 1)u m ) + 2 f i j .

(11)

where i = 1,..., m 1,
j j let U j = (u m 1 , um 2 ,..., u1j )T , and

j = 1,..., n 1.

j j Ar0 um + Arm u0j Ar2 um j j Arm 1u0 Ar3 um . . j B = . . + . . j Ar3 u0j Arm 1um j Ar u j + Ar u j Ar2 u0 m m 0 0

j F j = ( 2 f (u m1 , xm 1`, t j ),..., ( 2 f (u1j 1, x1`, t j ))T , 1

1 P j = Ar 0 .

2 1

. 0

0 1 . ...

3 . . . 1 + Ar 2 . . . 2

0 1

.
3

0 ... 0 . . . + 2 I m 1 . ... 2 1

(12)

1 0 From (2), we have ui0 = 1 ( xi ) and ui ui = 2 ( xi ), for i = 0,1,..., N . System (12) can be written in the following matrix form

U 1 = 2 ( xi ) + U 0 , and for j > 1, then we claim:

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N. H. Sweilam & T. A. Assiri

U j +1 = P jU j U j 1 + B j + F j .

(13)

The following lemmas will be used to derive the stability condition of the scheme (13). Lemma 1 The procedure that used to replace the integrals in Riesz definition by finite sums in equations (7), (8) is of order

O (h ) :

i +1 1 d 2 u ( , t )d ( 2 ) = h i+1 k u ( xi , t j ) + O(h) , | 1 = xi ( 2 ) d a ( ) k =0

and
m 1 d 2 b u ( , t ) d ( 2 ) = h k (i 1) u ( xi , t j ) + O (h) . 1 = xi +1 ( 2 ) d ( ) k = i 1

PROOF. see for example [17]. Lemma 2

The coefficients k = (1) k , for 1 < < 2, and k = 0,1,... , satisfy the following conditions: j

0 = 1. 1 < 0 and k > 0 for any k > 1. 1 + 2 + . . . = 0 .

PROOF. see for example [17].

CONVERGENCE AND STABILITY OF THE METHOD

j j Let us denote by U j = (u m 1 , u m 2 ,..., u1j )T , the exact solution of the system (13) and the error vector at level

t = t j +1 is denoted by e j +1 = U

j +1

U j +1, e 0 = 0, Assume that A A and .

THEOREM 2 The system (13) is convergent and u i j u i j = O ( 2 + h ) f o r an y i , j w h en

2
2 h . A ( + )

PROOF

From (13), e j +1 = P j e j e j 1 + Fej + O( 2 | + h), where

j j Fej = ( 2 f (um1 , xm 1`, t j ) 2 f (um1 , xm 1`, t j ),..., ( 2 f (u1j 1, x1`, t j ) ( 2 f (u1j 1 , x1`, t j ))T 1 1 j j j ( 2 f ( Lm 1em 1`,..., 2 L1 e1j )T = F j e j ,

j j when F j = diag (( 2 Lm 1 ,.., 2 L1`)T ). Noting that Lij L, for any i, j. Then

Explicit Finite Difference Method for the Fractional Non-Linear Wave Equation with the Riesz Fractional Derivative

197

Pj

= max ( Arm (i 1) + ... + Ar3 + Ar0 + Ar2 + Ar1 + Ar1 + 2 + Ar2 + Ar0
1 i m 1

+ ... + Ar3 + Ari ).

For h given, we can choose to satisfy the following:

Ar1 + Ar1 + 2 0 i.e. 2 2 /(( Ar1 ) / h + (Ar1 ) / h ).

for any i, j.

From

2h 2 /(( Ar1 ) / h + (Ar1 ) / h ), A ( + )

2 2 /(( Ar1 ) / h + (Ar1 ) / h ),

we have the condition

is holds when

2h . A ( + )

Under this condition, and using the infinite norm definition, we claim
Pj = 2 + Ar i + Ar
i =0 k +1 m ( k 1) i =0

i ,

now using lemma 2, we have:

Pj = 2 + Ar

i + Ar
i=k +2

i 2
i = m ( k 2)

Since

i ,
i=k +2

i 0 , so when 2
i = m ( k 2)

2 h , A ( + )

e j +1

P j + F j (1 + ) e j = s1 e j

ej

+ e j 1

+ C ( 2 + h)

+ e j 1

+ C ( 2 + h)

+ e j 1

+ s2

We have

s1 ( s1 e j 1

+ e j 2

+ s2 ) + e j 1

+ s2
2 + s2 ( s1 + s1 + 2)

3 ( s1 + 2 s1 )( s1 e j 3

+ e j4

2 + s 2 ) + ( s1 + 1) e j 3

.... C k e j k .... C N 1 e1

+ Ck 1 e j k 1 + C N 2 e0

+ s 2 (C k 1 + C k 2 + C k 3 + C k 4 )

+ s2 (C N 1 + C N 2 + C N 3 + C N 4 ).

where Ck = sCk 1 + Ck , Since,

e1 e0 .

k = 0,1,..., N ,

C0 = 1, C1 = s.

Then we have
+ C N 2 e0 + s2 (C N 1 + C N 2 + C N 3 + C N 4 )

e j +1

C N 1 e 0

O ( 2 + h).

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THE STABILITY OF THE METHOD

Let W j +1 and U j +1 be two different numerical solutions of (13) with initial values given by

W 0 and U 0 , respectively.
THEOREM 3 W PROOF
j +1

j +1

C1W

f o r an y j , w h en 2

2 h . A ( + )

Let W j +1 U j +1 = j +1 , from (13) we have j +1 = P j j j 1 + F j ,

where

j j F j = ( 2 f (u m1 , xm 1`, t j ) 2 f (u m1 , xm 1`, t j ),..., ( 2 f (u1j 1 , x1`, t j ) ( 2 f (u1j 1, x1`, t j ))T 1 1 j j j ( 2 f ( Lm 1 m 1`,..., 2 L1 1j )T = F j j .

From the proof of the convergence theorem, we have P j + F j

2h , A ( + )
P j + F
j

( 2 + 2 L), when

2
j +1

Then

( 2 + 2 L)

j 1

Let s = (2 + 2 L), then

j +1

s (s
2

j 1 j 1

+ e j2

) + e j 1

(s + 1 )
3

+s

j 2 2 j 3 0

(s + 2s ) .... Ck

j 2

+ ( s + 1)

j k 1

+ Ck 1 + CN 2

j k 1

.... C N 1

Such that

Ck = sCk 1 + Ck ,

k = 0,1,..., N ,

C0 = 1, C1 = s. 0
, where

since, from the second initial condition we have 1

C = C N 1 + C N 2 .

Then

j +1

C N 1 0

+ CN 2 0

C 0

Therefore, for the system (13), if there is a perturbation in U 0 , the small change would not cause large error in the numerical solution. Then the system (13) is stable when

2h . A ( + )

Explicit Finite Difference Method for the Fractional Non-Linear Wave Equation with the Riesz Fractional Derivative

199

NUMERICAL RESULTS
Example : Consider the following non linear fractional wave equation

2 u ( x, t ) t 2
with = 1.5 , where f (u , x, t ) =

= 0.5 cos( / 2) x R u ( x, t ) + f (u , x, t ),

2u t +1
2

(t 2 + 1)(

16 x 2 6 x 3 ), (3 ) ( 4 )

and u ( x,0) = x 2 (8 x), ut ( x,0) = 0, where 0 x 8, T = 1. let = 1, = 0. The exact solution of the this problem is u ( x, t ) = x 2 (8 x)(t 2 + 1). In the following, a comparison between the numerical and the exact solutions using the method given above with
h = 0.04 and = 0.005 at t = 0.15 is presented in table (1) and it shown in figure(1), and figure(2) the numerical solution

in 3-D.
Table 1: Absolute Error between the Exact the Approximate Solution
x 0.0000 0.4000 0.8000 1.2000 1.6000 2.0000 2.4000 2.8000 3.2000 3.6000 4.0000 4.4000 4.8000 5.2000 5.6000 6.0000 6.4000 6.8000 7.2000 7.6000 8.0000

Absolute Error 0.00000000 0.00023054 0.00101979 0.00220045 0.00369367 0.00541511 0.00727923 0.00920005 0.01109142 0.01286710 0.01444079 0.01572615 0.01663686 0.01708654 0.01698883 0.01625734 0.01480572 0.01254756 0.00939648 0.00526609 0.00000000

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N. H. Sweilam & T. A. Assiri

Figure 1: Comparison between the Exact Solution and Solution and the Approximate Solution

Figure 2: Comparison between the Exact Solution and the Approximate Solution in 3-D

When we take h and so that 2 >

2h that is, the stability condition A ( + )

is not satisfied, the results showed in figure(3), we note that the numerical solution is unstable.

Figure 3

Explicit Finite Difference Method for the Fractional Non-Linear Wave Equation with the Riesz Fractional Derivative

201

Figure 3: (in 3-D)

CONCLUSIONS
In this paper, EFDM with Riesz fractional definition for solving the nonlinear fractional wave equation is presented. The stability and the convergence of the method are proved. Numerical test example is given and the results obtained by the method are compared with the exact solutions. The comparison certifies that EFDM gives good results. Summarizing these results, we can say that EFDM in its general form gives a reasonable calculations, easy to use and can be applied for the nonlinear fractional differential equations . All results obtained by using MATLAB version 7.1 .

REFERENCES
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