Abstract
In this paper, the solvability of nonlinear fractional partial differential equations (FPDEs) with mixed partial derivatives is considered. The invariant subspace method is generalized and is then used to derive exact solutions to the nonlinear FPDEs. Some examples are solved to illustrate the effectiveness and applicability of the method.
Keywords:
Caputo fractional derivative; the fractional partial differential equation; Laplace transform method; invariant subspace method MSC:
26D10
1. Introduction
In recent years, fractional order calculus has been one of the most rapidly developing areas of mathematical analysis. In fact, a natural phenomenon may depend not only on the time instant but also on the previous time history, which can be successfully modeled by fractional calculus. Fractional-order differential equations are naturally related to systems with memory, as fractional derivatives are usually nonlocal operators. Thus fractional differential equations (FDEs) play an important role because of their application in various fields of science, such as mathematics, physics, chemistry, optimal control theory, finance, biology, engineering and so on [1,2,3,4,5,6,7].
It is of importance to find efficient methods for solving FDEs. More recently, much attention has been paid to the solutions of FDEs using various methods, such as the Adomian decomposition method (2005) [8], the first integral method (2014) [9], the Lie group theory method (2012, 2015) [10,11], the homotopy analysis method (2016) [12], the inverse differential operational method (2016) [13,14,15], the F-expansion method (2017) [16], M-Wright transforms (2017) [17], exponential differential operators (2017, 2018) [18,19], and so on. In reality, the finding of exact solutions of the FDEs is hard work and remains a problem.
Recently, investigations have shown that a new method based on the invariant subspace provides an effective tool to find the exact solution of FDEs. This method was initially proposed by Galaktionov and Svirshchevskii (1995, 1996, 2007) [20,21,22]. The invariant subspace method was developed by Later Gazizov and Kasatkin (2013) [23], Harris and Garra (2013, 2014) [24,25], Sahadevan and Bakkyaraj (2015) [26], and Ouhadan and El Kinani (2015) [27].
In 2016, R. Sahadevan and P. Prakash [28] showed how the invariant subspace method could be extended to time fractional partial differential equations (FPDEs) and could construct their exact solutions.
where is a fractional time derivative in the Caputo sense, and is a nonlinear differential operator of order k.
In 2016, S. Choudhary and V. Daftardar-Gejji [29] developed the invariant subspace method for deriving exact solutions of partial differential equations with fractional space and time derivatives.
where is the linear/nonlinear differential operator; and are Caputo time derivatives and Caputo space derivatives, respectively; and .
In 2017, K.V. Zhukovsky [30] used the inverse differential operational method to obtain solutions for differential equations with mixed derivatives of physical problems.
Motivated by the above results, in this paper, we develop the invariant subspace method for finding exact solutions to some nonlinear partial differential equations with fractional-order mixed partial derivatives (including both fractional space derivatives and time derivatives).
where , is a linear/nonlinear differential operator; and are Caputo time derivatives and Caputo space derivatives, respectively; is the Caputo mixed partial derivative of space and time; , and .
Using the invariant subspace method, the FPDEs are reduced to the systems of FDEs that can be solved by familiar analytical methods.
The rest of this paper is organized as follows. In Section 2, the preliminaries and notations are given. In Section 3, we develop the invariant subspace method for solving fractional space and time derivative nonlinear partial differential equations with fractional-order mixed derivatives. In Section 4, illustrative examples are given to explain the applicability of the method. Initial value problems are considered. Finally in Section 5, we give conclusions.
2. Preliminaries and Notation
In this section, we recall some standard definitions and notation.
Definition 1.
(See [7]) The Riemann–Liouville fractional integral of order α and function f is defined as
Definition 2.
(See [7]) The Caputo fractional derivative of order α and function f is defined as
The Riemann–Liouville fractional integral and the Caputo fractional derivative satisfy the following properties [3]:
Definition 3.
(See [7]) A two-parametric Mittag–Leffler function is defined as
noting that .
Derivatives of the Mittag–Leffler function are given as
The Laplace transform of the th order Caputo derivative is
where
The Laplace transform of the function is as follows [9]:
We let be the n-dimensional linear space over R. It is spanned by n linearly independent functions :
We let M be a differential operator; if , then a finite-dimensional linear space is invariant with respect to a differential operator M.
3. Invariant Subspace Method; Fractional Partial Differential Equations with Fractional-Order Mixed Partial Derivative
The FPDE with fractional-order mixed partial derivative is as follows:
where
Here, ; and ; are Caputo time derivatives and Caputo space derivatives respectively; is the Caputo mixed partial derivative of space and time; , and .
Theorem 1.
Suppose is a finite-dimensional linear space, and it is invariant with respect to the operators and ; then FPDE (1) has an exact solution as follows:
where satisfies the following system of FDEs:
Here are the expansion coefficients of with respect to ; are the expansion coefficients of with respect to .
Proof.
Using Equation (2) and the linearity of Caputo fractional derivatives, we obtain
Further, as is an invariant space under the operator and , there exist functions ; such that
where are the expansion coefficients of with respect to ; are the expansion coefficients of with respect to .
In view of Equations (2), (5) and (6),
Equations (4) and (7) are substituted in Equation (1) to obtain
Using Equation (8) and the fact that are linearly independent, we have the system of FDEs that follows:
where . ☐
If FPDE (1) satisfies the conditions of Theorem 1, then FPDE (1) has a particular solution given by Equation (2).
We consider the following FPDE:
where is a linear/nonlinear differential operator; ; and ; are Caputo time derivatives and Caputo space derivatives, respectively; , and .
Theorem 2.
Suppose is a finite-dimensional linear space, and it is invariant with respect to the operator and ; then FPDE (10) has an exact solution as follows:
where satisfy the following system of FDEs:
Here, are the expansion coefficients of with respect to ; are the expansion coefficients of with respect to .
Proof.
Using Equation (11) and the linearity of Caputo fractional derivatives, we obtain
Further, as is an invariant space under the operator and , there exist functions ; such that
where are the expansion coefficients of with respect to ; are the expansion coefficients of with respect to .
In view of Equations (11), (14) and (15),
Equations (13) and (16) are substituted into Equation (10), to obtain
Using Equation (17) and the fact that are linearly independent, we have the system of FDEs as follows:
here . ☐
Remark: Theorems 1 and 2 in [27] are special cases of our results for .
4. Illustrative Examples
In this section, we give several examples to illustrate Theorems 1 and 2.
Example 1.
The fractional diffusion equation is as follows:
where constant.
Diffusion is a process in which molecules move around until they are evenly spread out in the area. For , the phenomenon is referred to as super-diffusion, and for , it is called normal diffusion, whereas describes subdiffusion.
We consider two cases of Equation (19): case 1: ; case 2: .
Case 1: .
The subspace is invariant under and as
It follows from Theorem 1 applied to Equation (19) that Equation (19) has the exact solution that follows:
where and satisfy the system of FDEs as follows:
Solving the above FDE (22), we obtain
Substituting Equations (23) and (25) into Equation (19), we obtain Equation (19) with the solution as follows:
where a and b are arbitrary constants.
It is clearly verified that the subspace is invariant under and as
We let Equation (19) have the exact solution that follows:
where and satisfy the system of FDEs as follows:
Similarly, Equation (28) yields
Thus, Equation (19) has the following solution:
where and are arbitrary constants.
It can be easily verified that is also an invariant subspace with respect to and , as
We consider the exact solution of the form
where and satisfy the following system of FDEs:
Clearly, . Solving Equation (33) with the Laplace transform method, we obtain the following:
If ,
We find that Equations (26), (31) and (34) are distinct particular solutions of Equation (19) under distinct invariant subspaces. Subspace is invariant under and , as
Thus we obtain infinitely many invariant subspaces for Equation (19), which in turn yield infinitely many particular solutions.
Case 2: .
Clearly, subspace is an invariant subspace under and , as
We look for the exact solution that follows:
where and are unknown functions to be determined; and satisfy the system of FDEs as follows:
Solving Equations (35)–(37), we obtain
Then, we obatin the exact solution of Equation (19) as
where and are arbitrary constants.
When and are other numbers, we can similarly obtain the exact solution of Equation (19).
Next, we find the closed-form solutions of FPDEs satisfying initial conditions using the invariant subspace method.
Example 2.
We have the following FPDE with the initial condition as follows:
The subspace is invariant under and , as
We consider the exact solution that follows:
where and are unknown functions to be determined.
By substituting Equation (40) into Equation (38) and equating coefficients of different powers of x, we obtain the following system of FDEs:
We obtain , and Equation (42) takes the following form:
If ,
Then using the Laplace transform technique, we obtain
Using the inverse Laplace transform, we obtain
which leads to the exact solution of Equation (38) that follows:
where a and b are arbitrary constants.
Example 3.
The fractional wave equation is used as an example to model the propagation of diffusive waves in viscoelastic solids. We considered the fractional wave equation with a constant absorption term as follows:
Clearly, the subspace is invariant under and , as
By an application of Theorem 2, we know that Equation (43) has the exact solution as follows:
where and satisfy the system of FDEs as follows:
Solving Equations (45) and (46) we obtain the following:
Case 1: when :
Thus Equation (43) has the exact solution that follows:
where and are arbitrary constants.
By the initial conditions of Equation (44), we obtain and .
Hence the exact solution of Equations (40) and (41) is
Case 2: when :
Thus Equation (43) has the exact solution that follows:
where and are arbitrary constants.
Substituting the initial conditions of Equation (44), we obtain and .
Thus the exact solution of Equations (43) and (44) is
We consider the following fractional generalization of the wave equation with a constant absorption term:
We know that the subspace is invariant from the above. In view of Theorem 1, Equation (47) has the exact solution that follows:
where and satisfy the system of FDEs as follows:
Solving the system of FDEs (48) and (49), we obtain
Therefore Equation (47) has the exact solution that follows:
where and are arbitrary constants.
Example 4.
The Korteweg–de Vries (KdV) equation describes the evolution in time of long, unidirectional, nonlinear shallow water waves. We considered the fractional KdV equation that follows:
is an invariant subspace under and , as
We consider an exact solution that follows:
where and are unknown functions to be determined. It follows from Theorem 1 applied to Equation (47) that and satisfy the FDEs as follows:
Solving Equation (53), we obtain .
Similarly, we obtain
Example 5.
The fractional version of the nonlinear heat equation is as follows:
Clearly, the subspace is invariant under and , as
It follows from Theorem 1 that we consider the exact solution of Equation (54) as follows:
such that
Solving Equations (55) and (56), we obtain
We obtain an exact solution as follows:
where a and b are arbitrary constants.
Next, we consider the integer-order differential equations in [30]. We can obtain some new different solutions using the invariant subspace method.
Example 6.
The modified hyperbolic heat conduction equation with the mixed derivative term is as follows ([30]):
where const.
Clearly, the subspace is an invariant subspace under and , as
We let the exact solution be as follows:
where are unknown functions to be determined, and and satisfy the system of differential equations as follows:
Solving Equation (60), we obtain
Then, we obtain the exact solution of Equation (57) as
where and are arbitrary constants.
When has linear dependence on x, Equations (57) and (58) have the partial solution
where
When is not linearly dependent on x, Equations (57) and (58) do not have the form of the solution given by Equation (61).
The subspace is invariant under and , as
Thus we obtain infinitely many invariant subspaces for Equation (57), which in turn yield infinitely many solutions. If is a polynomial, we can obtain an exact solution of Equations (57) and (58).
Example 7.
The Fokker–Planck equation is the following ([30]):
where const.
Clearly, the subspace is an invariant subspace under and , as
We suppose the exact solution that follows:
where and are unknown functions to be determined; and satisfy the system of differential equations as follows:
Case 1: when :
Thus Equation (62) has the exact solution that follows:
where and are arbitrary constants.
Case 2: when :
Thus Equation (62) has the exact solution that follows:
where and are arbitrary constants.
Case 3: when :
Thus Equation (62) has the exact solution that follows:
where and are arbitrary constants.
The subspace is invariant under and , as
Thus we obtain infinitely many invariant subspaces for Equation (62), which in turn yield infinitely many solutions.
5. Conclusions
The present article develops the invariant subspace method for solving certain fractional space and time derivative nonlinear partial differential equations with fractional-order mixed partial derivatives. Using the invariant subspace method, FPDEs are reduced to systems of FDEs; then they are solved by known analytic methods. In general, FPDEs admit more than one invariant subspace, each of which that has the exact solution. In fact, FPDEs admit infinitely many invariant subspaces. The invariant subspace method is used to derive closed-form solutions of fractional space and time derivative nonlinear partial differential equations with fractional-order mixed partial derivatives along with certain kinds of initial conditions. Thus, the invariant subspace method represents an effective and powerful tool for exact solutions of a wide class of linear/nonlinear FPDEs.
The bases of invariant subspaces usually are orthogonal polynomials, Mittag–Leffler functions, trigonometric functions, and so on. What kinds of spaces are the invariant subspaces of one FPDE? At present we can only try one by one. Although we have found some invariant subspaces of the equations examples above, are there any more invariant subspaces of the equations? We hope to find a simple discriminant method for finding the correct invariant subspaces for FPDEs.
Acknowledgments
This research is partially supported by the Doctoral Fund of Education Ministry of China (20134219120003) and the National Natural Science Foundation of China (61473338).
Author Contributions
All authors made equal contribution to this paper.
Conflicts of Interest
The authors declare no conflict of interest.
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