Abstract
In this paper, we present a robust algorithm to solve numerically a family of two-dimensional fractional integro differential equations. The Haar wavelet method is upgraded to include in its construction the Laplace transform step. This modification has proven to reduce the accumulative errors that will be obtained in case of using the regular Haar wavelet technique. Different examples are discussed to serve two goals, the methodology and the accuracy of our new approach.
1. Introduction
Wavelet on is studied by many mathematicians to construct an orthonormal basis for ; see [1,2,3]. One of the common wavelets is the Haar wavelet on . In approximation theory, once we have these bases, we are ready to find approximate solutions for many of the applied problems such as in [4,5]. Let be a function defined over , and let be a continuous kernel; in addition, assume . In this work, we are interested in solving the two-dimensional fractional Fredholm integro-differential equation of the form:
where is the fractional derivative in the sense of Caputo definition.
Babolian and Shahsavaran [4] obtained a numerical solution of nonlinear Fredholm integral equations of the second kind using Haar wavelets. In addition, Aziz, Fayyaza, and Islama proposed in [6] a new method for the numerical solution of a one-dimensional nonlinear Fredholm and Volterra using Haar wavelets. This method is the extension of Aziz and Islama work in [7]. Moreover, Aziz, Khan, and Islama also found a numerical solution for the two-dimensional nonlinear integral equation by establishing a new method based on Haar wavelet. In addition, Rehman and Khan in [8] solved fractional differential equations using the Legendre wavelet method. Furthermore, Pedas and Tamme, in [9], used spline collocation methods for multi-term fractional differential equations. In [4], Shesha, Savitha, and Nargund used the Haar wavelet method for the numerical solution of a two-dimensional Fredholm integral equation of the second kind. After awhile, Cattani used Shannon wavelets for the solution of integro-differential equations [10].
In [5], Lepik provided a numerical solution for one-dimensional, fractional integral equations using the Haar wavelet method. A similar approach can be done by replacing functions of one variable by functions of two variables. In this paper, we find numerical solutions for the fractional integro-differential Equation (1) using the Haar wavelet method (HWM); then, we use a modified approach with the help of Laplace transform to solve the same equation. The examples we provide show the efficiency of the second method comparing with the HWM.
2. Preliminaries and Basic Concepts
2.1. Fractional Derivative
There are many definitions that describe the fractional derivative. Here, we use Caputo approach which is defined as follows:
Definition 1.
(Caputo derivative). [11] The fractional derivative of in the Caputo sense is defined by
It is worth mentioning that a Caputo derivative allows traditional initial and boundary conditions to be included in the formulation of the problem [12] as well as the derivative of the constant being zero. For more information and properties about Caputo derivative, we encourage the reader to see [11,13,14,15].
2.2. Laplace Transform
Definition 2.
We denote the Laplace transform of a function by , which is defined as
Lemma 1.
The Laplace of the Caputo derivative is given by
Definition 3.
A function f on is said to be exponentially bounded if it satisfies an inequality of the form
for some real constants and c, for all sufficiently large t.
Theorem (3.1) given in [16] shows that one can take the Laplace operator over fractional differential equations if the homogeneous part is exponentially bounded. A modification of this mentioned theorem will be adjusted to fit with the proposed Fredholm equation as follows:
Theorem 1.
[16] Assume Equation (1) has a unique continuous solution . If and are continuous for and exponentially bounded in t, then and its Caputo derivative are exponentially bounded in t, and their Laplace transforms exist in t.
As a corollary of this theorem and the Fubini’s Theorem, we have the following result
Corollary 1.
Let be continuous for and of exponential order in t. If
then the Laplace transform of exists and , where is the Laplace transform of .
2.3. Haar Wavelet
Wavelet analysis is the tool to construct an orthonormal basis for . One of the common wavelet bases is the Haar basis. In fact, for any there are unique and such that . Hence, we define the family by
and
where
The family defines an orthonormal basis for —that is, any in has the expansion . For approximation purposes, the resolution level J is the maximum value for j in . Thus, for given resolution level J, we define the truncated series expansion of by
where , , and . In Table 1, we compute explicitly the corresponding values of j, k, and i for resolution level .
Table 1.
Index computations for Haar basis function at .
Since we are dealing with both of and its derivative in differential equations, we will introduce the integrating Haar functions [5] by
It follows that, if we approximate , then we have
3. Haar Wavelet Method and Laplace Haar Wavelet Method
In this section, we propose the methodology of both the Haar wavelet method and the Laplace Haar wavelet method to find a numerical solution to the suggested two-dimensional integro-differential equation
subject to the initial condition
where , and is the Caputo derivative.
3.1. Haar Wavelet Method (HWM)
We summarize the Haar wavelet approach in the following steps.
Step 1: After we determine the level of resolution J to approximate , we assume
where are to be determined. Using the initial condition in (8) and integrating with respect to t over , one can write
It follows that the integral term can be estimated by
Step 2: Now, to estimate the term , we plug Equation (9) into the definition of to get
Step 3: Use the results of step (1) and (2) to obtain the equation
Use the equally distance nodes and to construct the system:
for .
The wavelet coefficients are obtained by solving the above the system of equations.
3.2. Laplace Haar Wavelet Method (LHWM)
In this section, we summarize the methodology of Laplace Haar wavelet method to the two-dimensional integro-differential Equation (7), where we consider in this approach the more general case, for and initial conditions
which can be reached in the following steps.
Step 1. Determine the level of resolution J.
Step 2. Applying the Laplace transform to Equation (7), use Lemma 1, Corollary 1, and use the initial conditions , ,..., , one gets:
equivalently,
Step 3. Divide by and take inverse Laplace transform
where and .
Step 4. Use the Haar wavelet truncated series to discretize Equation (10):
Step 5. Use the nodes , to construct a system
Then, solve this system to obtain the coefficients
4. Numerical Examples
Here, we discuss some examples to explain the methodology of the proposed methods and conduct some comparison analysis.
Example 1.
Consider the two-dimensional linear fractional Fredholm integro-differential equation:
subject to the initial condition . The exact solution is . In this example, we find a numerical solution using the Haar wavelet method and then use the Laplace Haar wavelet method. In either approach, we consider the level of resolution .
First, Approach:(Haar wavelet Method)
We need to estimate the terms and . Hence, we use
Integrate both sides and use the initial condition to find that
Now, using the equally distance nodes and , and using the estimates in (12) and (13), one can obtain the discrete system
for , where . Use one of the common computer packages (we used Mathematica 11) to compute the Haar coefficients , for Figure 1, Figure 2 and Figure 3 show the exact and approximate solutions for different levels of resolution.
Figure 1.
The exact solution for Example 1.
Figure 2.
The approximate solution for Example 1 at (to the left) and at (to the right) using HWM.
Figure 3.
The approximate solution (blue) and the exact solution (red) for Example 1 at , (to the left) and at , (to the right) using HWM.
Second Approach:(Laplace Haar wavelet Method)
We apply the Laplace transform to Equation (11) to get
or, equivalently,
Now, we take the inverse Laplace transform to obtain
To discretize the above equation, we take the nodes , . By this choice, we have the system
Using the fact that for all , one can write the above system as
Figure 4.
The approximate solution for Example 1 with level of resolution using LHWM.
Figure 5.
The approximate solution (blue) and the exact solution (red) for Example 1 with level of resolution and using LHWM.
Example 2.
Consider the following problem
subject to the initial condition , where is the normalized sinc function. The exact solution is .
When we use the Haar wavelet method at , we discretize Equation (14) by
with , for . We solve the above system to get the approximate solution
The graph of the exact solution and the approximate solution with level of resolution are shown in Figure 6 and Figure 7.
Figure 6.
The exact solution (to the left) and the approximate solution (to the right) at for Example 2.
Figure 7.
The approximate solution (blue) and the exact solution (red) for Example 2 with level of resolution and using HWM.
Now, we use the Laplace Haar wavelet method with the same level of resolution . If we follow the same steps as in Example 1, we get the discrete system
with , for . We solve the above system to get the approximate solution
Figure 8.
The approximate solution for Example 2 with level of resolution using LHWM.
Figure 9.
The approximate solution (blue) and the exact solution (red) for Example 2 with level of resolution and using LHWM.
One of the advantages of the Laplace Haar wavelet method is that one can easily solve higher order fractional integro-differential equations as explained in the methodology. The following example illustrates this benefit.
Example 3.
Consider the following third fractional order problem
subject to the initial condition The exact solution is . We use the Laplace Haar wavelet method at the level of resolution . The required discrete system is given by
with approximate solution
Figure 10.
The exact (to the left) and the approximate (to the right) solutions for Example 3 with using LHWM.
Figure 11.
The approximate solution (blue) and the exact solution (red) for Example 3 with level of resolution and using LHWM.
5. Quadrature Laplace Haar Wavelet Method
This section is designed to apply LHWM for equations involving functions that have no closed Laplace form like . We use the convolution theorem for a product of two Laplace transforms. More precisely, if and are the Laplace transforms for and , respectively, then
Consider the same equation
for and initial conditions
Definition 4.
For , we define for .
Notice that . This fact will be the key of this section. Take the Laplace transform for both sides of Equation (16), and keep in your mind the initial conditions (17), one obtains
Now, take the inverse Laplace transform for both sides of Equation (18) and use the convolution theorem, to find that
where
and
If we use any of the quadrature formulas to estimate these integrals, we obtain the new Fredholm integral equation
where
and
for . We emphasize that one can take any quadrature formula to estimate the above convolutions. Finally, we discretize Equation (20), for desired resolution J as before, to get the approximate solution
Example 4.
Consider the following higher order fractional integro-differential equation
subject to the initial conditions The exact solution is . We use the Laplace Haar wavelet method at the level of resolution . The required discrete system is given by
with approximate solution
Figure 12.
The exact (to the left) and the approximate (to the right) solutions for Example 4 with using LHWM.
Figure 13.
The approximate solution (blue) and the exact solution (red) for Example 4 with level of resolution and using LHWM.
6. Comparison between HWM and LHWM
In this section, we compare the Haar wavelet method and Laplace Haar wavelet method. The Table 2, Table 3, Table 4, Table 5 and Table 6 below show the absolute error in Examples 1–3 in both methods. The tables indicate the accuracy of both methods, whereas the Laplace Haar wavelet method has better approximation. It is worth mentioning that the Laplace wavelet method reduces the computation times significantly (see Table 7).
Table 2.
Exact, approximate, and absolute error for different values of and in Example 1 with resolution using HWM.
Table 3.
Exact, approximate, and absolute error for different values of and in Example 1 with resolution using LHWM.
Table 4.
Exact, approximate, and absolute error for different values of and in Example 2 with resolution using HWM.
Table 5.
Exact, approximate, and absolute error for different values of and in Example 2 with resolution using LHWM.
Table 6.
Exact, approximate, and absolute error for different values of and in Example 3 with resolution using HWM.
Table 7.
Comparison between HWM and LHWM.
7. Conclusions
We started our own work by applying the existing method, Haar wavelet method, to solve two-dimensional fractional integro-differential equations. However, we aspire to get better results in less time. As a result, we proposed the Laplace Haar wavelet method to solve these kinds of equations. Applying the Laplace Haar wavelet method was beneficial. It reduced the error and the computational time significantly.
In conclusion, applying the Laplace Haar wavelet method is advantageous in comparison with the Haar wavelet method.
Author Contributions
Formal analysis, investigation, and writing-original draft preparation A.D., M.A., and K.A. All authors have read and agreed to the published version of the manuscript.
Funding
This research received no external funding.
Acknowledgments
The authors would like to thank the editor and the anonymous referees for their in-depth reading and insightful comments on this paper.
Conflicts of Interest
The authors declare that there is no conflict of interests regarding the publication of this manuscript. The authors declare that they have no competing interests.
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