Abstract
The main purpose of this paper is to present a new approach to achieving analytical solutions of parameter containing fractional-order differential equations. Using the nonlinear self-adjoint notion, approximate solutions, conservation laws and symmetries of these equations are also obtained via a new formulation of an improved form of the Noether’s theorem. It is indicated that invariant solutions, reduced equations, perturbed or unperturbed symmetries and conservation laws can be obtained by applying a nonlinear self-adjoint notion. The method is applied to the time fractional-order Fokker–Planck equation. We obtained new results in a highly efficient and elegant manner.
Keywords:
lie point symmetry analysis; approximate conservation laws; approximate nonlinear self-adjointness; perturbed fractional differential equations MSC:
22E10; 35L65; 47A05; 26A33
1. Introduction
Fractional partial differential equations are a generalization of classical ordinary calculus with utilizations of integrals and derivatives with an arbitrary order. In the last decade, these equations were employed in various scientific and engineering phenomena including fluid mechanics, gas dynamics, nonlinear acoustics, biology, control theory, earthquake modeling, traffic flow models. There are several different types of fractional-order derivative and integral operators including the Riesz, Riemann–Liouville, Grünwald–Letnikov and Caputo fractional derivatives [1].
We are concerned with approximations using a small parameter of the Caputo and Riemann–Liouville type fractional derivative operators. Using this approximation, a fractional-order differential equation may be converted into an integer-order equation [2,3,4,5,6,7].
By the Lie symmetry techniques [8,9,10], we can obtain analytical solutions of many perturbed differential equations. Noether’s theorem which was introduced by Emmy Noether in 1918 describing general concepts related to symmetry groups and conservation laws is a useful tool in the solutions of perturbed differential equations, see, e.g., [11,12,13]. Finding approximate symmetries of perturbed partial dofferential equations was first introduced by Fushchich, Shtelen and Baikov [14,15]. Because of the importance of perturbed systems to describe the natural phenomena, they generalized the Noether’s theorem to approximated version. This generalization helps to find approximate conservation laws of a given system including the related topics [16,17]. For a system, approximate conservation laws is determined by approximate formal Lagrange and nonlinear self-adjointness for approximate equations [18]. We present conservation laws of fractional partial differential equations [19,20] with an effective method based on nonlinear self-adjointness.
The Fokker–Planck equations play an important role in fluid mechanics, control theory, astrophysics and quantum [21,22]. We are concerned with the perturbed fractional-order Fokker–Planck equation
In which a, b are constants and is fractional derivative of order .
2. Approximation of Fractional-Order Operators
Definition 1.
The left and right-sided Riemann–Liouville fractional partial derivatives are defined as
Respectively in which denotes the Gamma function and .
Definition 2.
The left and right-sided Caputo type fractional partial derivative are defined as
Respectively in which denotes the Gamma function and .
For the natural numbers, let be the function of we consider an fractional differential equation in the form of
.
The partial derivative of u is denoted as
If the orders of fractional differential Equation (6) are all nearly integers, then it is possible to approximate Equation (6):
In which . Assuming or in Equation (7), we can turn the right and left-sided Riemann–Liouville fractional partial derivatives into a Taylor expansion having arbitrarily small parameter,
Supposing the existence of each derivative or at arbitrary point , we have
Here, is the digamma function and is a binomial coefficient.
For the Caputo fractional derivative
In which
Proposition 1.
Let F be a continuously differentiable function with respect to and . Then, for or , we can approximate Equation (7) as follows:
in which for and for .
3. Lie Group Analysis
We consider a differential operator of first order defined as
in which
Calculating the solutions of
exact symmetries of the perturbed Equation (7) can be achieved.
with
are group of Lie point transformations under the group conditions
by .
4. Classification of Group-Invariant Solution
We present the optimal system of approximate Fokker–Planck equation symmetries [23] by employing the fact that every s-dimensional subalgebra is equivalent to a unique member of the optimal system with an adjoint representation. If we know the infinitesimal adjoint action of a Lie algebra on itself, we can reconstruct the adjoint representation of the underlying Lie group.
with solution
where
It is clear that is the usual commutator and is a parameter.
Optimal System and Exact Solutions
Consider the perturbed fractional-order Fokker–Planck equation
In order to calculate the approximate symmetries of the perturbed fractional equation, we apply the extension of Equation (8) to Equation (16). Setting , we can write Equation (16) as
We get symmetries of perturbed equation Equation (17) using the Maple software.
where the Kummer functions, and solve the differential equation .
By the possession of infinitesimal generators (18), a number of adjoint representations are given as
Suppose that and are the most general element. Eventually, we will obtain one-dimensional optimal system of Equation (18). The following symmetries are just a few members of optimal system of the perturbed Fokker–Planck equation
Case 1:
For the symmetry of , corresponding characteristic equation is given as:
integration of Equation (19) yields the following similarity variable and function
thus we have
Substituting Equations (20) and (21) into Equation (17), we can get the reduced equation:
where solution of unperturbed part of reduced equation will be in the form
Case 2:
For , using the corresponding characteristic equation and change of variables, we write
We reduce the perturbed equation Equation (17) to a first order equation:
is a solution of unperturbed equation .
Case 3:
For , the reduced equation is:
where is a solution of unperturbed equation.
5. Approximate Conservation Laws
We consider approximate nonlinear self-adjointness for a system of perturbed PDEs, see, e.g., [24,25] for details. In the rest of this section, we present a formal Lagrange of perturbed Equation (12) and obtain conservation laws.
5.1. Basic Definitions for Constructing Conservation Laws
Let be the formal Lagrange of Equation (12):
hence, the adjoint equations of Equation (12) are defined as
where represents all -order derivatives of variable v with respect to x, is the variational derivative written in terms of the total derivative operator :
indicates the operator of total differentiation with respect to :
If we consider
we have
and if it satisfies the nonlinear self adjoint condition:
In which and are to be determined coefficients.
Any approximate symmetry Equation (13) of Equation (12) leads to a conservation law
where the components are obtained by
In which , .
5.2. Approximate Conservation Laws for pfPE
By choosing approximate formal Lagrange
where
we obtain adjoint equation using Equation (23) as:
It is easy to achieve an approximate formal Lagrange by placing Equation (29) into Equation (30), and solving characteristic equation of the Equation (25) with the Maple software, we have
and
where
Here, and b are arbitrary constants. Applying the formula Equations (26) and (27), we perform all computations to approximate conservation laws. Finally, we obtain
where
- For , we have , the components of approximate conservation laws are:
- For , and , we have:
- For , and , we have:
- For , and , therefore:
- For , and , so we have:
- For , and , we have:
- For , and , we have:
- For , and , we have:
- For , and , we have:
- For , and , we have:
- For , and , we have:
- For , and, we have:
6. Conclusions and Outlook
We presented a new approach for calculating new exact analytical solutions of parameter containing fractional-order equations. Using the nonlinear self-adjoint notion, approximate solutions, conservation laws and symmetries for these equations are obtained. Computational results indicate the strength of new method. We will apply the method to fractional-stochastic differential equations in a future work.
Author Contributions
Formal analysis, E.L.; Funding acquisition, Y.-M.C.; Investigation, N.K.; Supervision, M.I.; Writing—original draft, M.A.A. All authors have read and agreed to the published version of the manuscript.
Funding
The work was supported by the Natural Science Foundation of China (Grant Nos. 61673169, 11301127, 11701176, 11626101, 11601485).
Conflicts of Interest
The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper.
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