World Applied Programming, Vol (3), Issue (3), March 2013.

85-92
ISSN: 2222-2510
2013 WAP journal. www.waprogramming.com

Numerical Solution of Nonlinear Multi-order Fractional

Differential Equations by Operational Matrix of
Chebyshev Polynomials
Mahnaz Seifollahi

Ali Salimi Shamloo

Department of
Mathematics, Shabestar
Branch, Islamic Azad
University, Shabestar,
Iran.
Ma.seifollahi@yahoo.com

Department of
Mathematics, Shabestar
Branch, Islamic Azad
University, Shabestar,
Iran.
ali-salimi@iaushab.ac.ir

Abstract: In this paper we use operational matrices of shifted Chebyshev polynomials on the interval [0,1] to
solve nonlinear Multi-order fractional Differential Equations. The fractional derivatives are described by the
Caputo definition. The main feature of this method is to convert the nonlinear multi-order fractional differential
equations to a system of linear equations.
Keywords: Fractional differential equation, Caputo fractional derivative, Operational matrix, Shifted
Chebyshev polynomial.

I.

INTRODUCTION

Fractional calculus has been used in physical model and engineering processes that are best described by fractional
differential equations. There are many works on fractional calculus such as[3-6].Most fractional differential equations do
not have exact solutions, so approximation and numerical techniques must be used.

Definition1: The Caputo fractional derivative operator D

of order

is defined as follows:

D f (x)

1
f (m) (t)
dt,
(m ) 0 (x 1)m 1

where m 1 m,

m N, x 0

From the Caputo derivative we have[2]:

D c o
0

(n 1)
D x
xn
(n 1 )

for n N0 and n

We use the ceiling function

(1)

for n N0 and n

to denote the smallest integer greater than or equal to . Also N0 {0,1,2,...}.Recall

that for N The Caputo differential operator coincides with the usual differential operator of integer order. The
Caputo fractional derivative appears to be more favored in the physical sciences[1].

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M. Seifollahi and A. Salimi Shamloo,World Applied Programming, Vol (3), No (3), March 2013.

II.

CHEBYSHEV OPERATIONAL MATRIX OF THE FIRST DERIVATIVE

The well known Chebyshev polynomials on the interval[-1,1] and can be determined with the aid of the following
recurrence formulae:

T0 ( z ) 1
T1 ( z ) z

Ti1 ( z ) 2 zTi ( z ) Ti 1 ( z ) i 1,2,...

In order to use these polynomials on the interval [0,1], we define the shifted Chebyshev polynomials by introducing the
*

change of variable z 2x 1. Then Ti ( x)

can be obtained as follows:

2 x (b a )

T 0* ( x) 1
T1* ( x)

ba

2 x (b a ) *
*
*
Ti1 ( x) 2(
)Ti ( x) Ti 1 ( x )
i 1,2,...
ba

If x [0,1]

x [ a, b]

( 2)

, Ti ( x) can be obtained as follows:

T0* ( x) 1
T1* ( x) 2 x 1
T2* ( x) 8 x 2 8 x 1

T3* ( x) 32 x 3 48 x 2 18 x 1
T4* ( x) 128 x 4 256 x 3 160 x 2 32 x 1
The orthogonality condition is

i j
0
*
*
T
(
x
)
T
(
x
)

(3)

0 i j
2 i j 0, 4 i j 0
see[7]A function u(x) , square integrable in [0,1],can be expressed in terms of the shifted Chebyshev polynomials as:
1

u ( x) c jT j* ( x)
j 0

where the coefficients c j are given by

2 1
*
u ( x)T j ( x) dx
0
cj 1
4 u ( x)T * ( x) dx
j
0

j 0
j0

In practice, only the first (m+1)-terms shifted Chebyshev polynomials are considered. Then we have

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M. Seifollahi and A. Salimi Shamloo,World Applied Programming, Vol (3), No (3), March 2013.

u m ( x) ciTi* ( x) c T ( x)
i 0

where the shifted Chebyshev coefficient vector c and the shifted Chebyshev vector

cT [c0 ,...,cm ],(x) [T0* (x),...,Tm* (x)]T

(4)

In the following theorem, we will define the derivative of the vector

Theorem: The derivative of the vector

d ( x )
(1) ( x)
dx
(1)

where

(x) are given by:

(x)

(x) can be expressed by:

(5)

is the (m 1)(m 1) operational matrix of derivative ,for example, for m=4 we have:

0 0 0 0

2 0 0 0
2

0 8 0 0
16 x 8
2

6 0 12 0
96 x 96 x 18

3
2
512 x 768 x 320 x 32 0 16 0 16

0
0
0
0

2x 1

8x 2 8 x 1

32 x 3 48 x 2 18 x 1

4
3
2
128x 256 x 160 x 32 x 1

By using equation (5),for n N , we have:

d n ( x)
((1) ) n ( x)
dx n

n 1,2,3,...

Consider the nonlinear multi-order fractional differential equation:

D u ( x) F ( x, u ( x), D S 1u ( x),..., D Sk u ( x))

(6)
(0)
with initial conditions:
u (0) di , i 0,...,n (7)
where

n n 1
And

0 1 2 ... k

D denotes the Caputo fractional derivative of order .

To solve problem (6) and (7) we approximation u(x) , D u(x) and D u(x) for i 1,...,k by the shifted Chebyshev
polynomials as:
m

u ( x) ciTi* ( x) cT ( x)

(8)

i 0

D u( x) cT D( )( x) cT ( )( x)

(9)

D Sj u ( x) c T D Sj ( x) c T Sj ( x) , j 0,..., k

(10)

Where vector c [c0 ,..., cm ] an unknown vector. By substituting these equations in Equation(7) we obtain:

u (0) c T (0) d 0

u ( i ) (0) c T (i ) (0) d i , i 0,..., n (11)

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M. Seifollahi and A. Salimi Shamloo,World Applied Programming, Vol (3), No (3), March 2013.

These equations generate m linear equation with m+1 unknown vector C.

III.

ILLUSTRATIVE EXAMPLES

We apply the presented method in the following examples.

Example 1. Consider
5

D 3u ( x ) D 2 u ( x ) u 2 ( x ) x 4

(12)

with initial conditions u ( 0) u ' (0) 0

u ( 2) (0) 2 (13)

We solve this example, by our technique with m=3, approximate solution as follows:
3

u ( x) ciTi* ( x) c T ( x)
i 0

Here, we have

0
2
(1)
0

0
0

0
0

0
0 0

0 ( 2 ) 0 0

16 0
8 0 0

0 12 0
0 96

0 0
0

0 0 ( 3) 0

0
0 0

0 0
192

0 0 0
c0

c
0 0 0
C 1
c2
0 0 0

0 0 0
c3

By using Equation (11) we get:

u (0) c T (0) c0 c1 c2 c3 0
u (1) (0) c T (1) (0) 2c1 8c2 18c3 0
u ( 2) ( 0) c T ( 2) (0) 16c2 96c3 2
The systems of equation have, three equations with four unknowns and AX Y 0

c0 c1 c2 c3 0

2c1 8c2 18c3 0

16c 96c 2
2
3

3
u ( x) c T ( x)
8

1
2

2x 1
1

x2
0
2

8
8
x

8
x

3
2
32 x 48 x 18 x 1

The find solution satisfies in equation (12).

Example2. Consider
4

7
2

D u ( x) D u ( x) u 3 ( x) x 9

(14)

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M. Seifollahi and A. Salimi Shamloo,World Applied Programming, Vol (3), No (3), March 2013.

with initial conditions u ( 0) u ' (0) u" (0) 0

u ( 3) (0) 6 (15)

We consider m=4, approximate solution as follows:

4

u ( x) ciTi* ( x) c T ( x)
i 0

Here we have:

0 0 0 0
2 0 0 0

1 0 8 0 0
6 0 12 0

0 16 0 16
0
0

4 0
0

3072

0
0 0 0
0

0
0 0 0
0
0 2 16 0 0 0
0 96 0 0
0

0
128 0 19 20

0
0
0

0
0
0
0 3 0
0

0
192
0

0
0 1536

0 0 0
0 0 0
0 0 0
0 0 0

0 0 0

0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0

0 0 0 0

using

u(0) c T (0) d 0
u ( i ) ( 0) c T (i ) (0) d i , i 0,..., n
u ( 0) c T (0) c0 c1 c2 c3 c4 0
u (1) (0) c T (1) (0) 2c1 8c2 18c3 32c4 0
u ( 2) ( 0) c T ( 2 ) (0) 16c2 96c3 320c4 0

u ( 3) (0) c T ( 3) (0) 192c3 1536c4 6

Then we have:

c0 c1 c2 c3 c4 0

2c1 8c2 18c3 32c4 0

16c2 96c3 320c4 0

192c3 1536c4 6

5
u ( x) cT ( x)
16

15 3
32 16

2x 1

3
0
x
8 x 2 8x 1
32

32 x 3 48 x 2 18 x 1

4
3
2
128x 256 x 160 x 32 x 1

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M. Seifollahi and A. Salimi Shamloo,World Applied Programming, Vol (3), No (3), March 2013.

By substituting u (x) with Equation (14) we see that the find solutions satisfy in equation.
7

D 4 u ( x) D 2 u ( x) u 3 ( x) x 9

D 4 u ( x) D 4 x 3 0
7

D 2 u ( x) D 2 x 3 0 ( by The Caputo fractional derivative)

Example3. Consider
9

D 5u ( x) D 2 u ( x) u 4( x) x16

(17)

with initial conditions u ( 0) u ' (0) u" (0) u

(3 )

(0) 0,

u ( 4 ) (0) 24

We consider m=5, approximate solution as follows:

5

u ( x) ciTi* ( x) c T ( x)
i 0

Here we have:

0 0 0 0 0
2 0 0 0 0

0 8 0 0 0
(1)

6 0 12 0 0

0 16 0 16 0
10 0 20 0 20

( 3)

0
0
0
0
0
0

0
0
0

192
0
0

1536
0
0
2880
0
3840

( 5)

0
0

0
61440

0
0
0
0
0

0
0
0
0
0
0 ( 2) 16
0
0
0

0
0
96
0
0

0
128 0 192 0
0 480 0 320
0

0 0 0
0
0

0 0 0
0
0
0 0 0 ( 4 ) 0
0

0 0 0
0
0

0 0 0
0
3072

0 0 0
30720
0

0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0

0 0 0 0 0
0 0 0 0 0

Using

u (0) c T (0) d 0

u ( i ) (0) c T (i ) (0) d i , i 0,..., n

90

0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0

0 0 0 0
0 0 0 0

0 0
0 0
0 0
0 0

0 0
0 0

M. Seifollahi and A. Salimi Shamloo,World Applied Programming, Vol (3), No (3), March 2013.

u (0) c T (0) c0 c1 c2 c3 c4 c5 0
u (1) (0) cT (1) (0) 2c1 8c2 18c3 32c4 30c5 0

u ( 2) (0) cT ( 2) (0) 16c2 96c3 320c4 800c5 0

u ( 3) (0) c T ( 3) (0) 192c3 1536c4 6720c5 0
u ( 4) (0) cT ( 4 ) (0) 3072c4 30720c5 24
Then we have

c0 c1 c2 c3 c4 c5 0
2c 8c 18c 32c 30c 0
1
2
3
4
5

16c2 96c3 320c4 800c5 0

192c3 1536c4 6720c5 0

3072c4 30720c5 0

5
19
u ( x) cT ( x)
128 16

2x 1

7
1
1

x4
8x 2 8x 1
0
3
2

32 16 128
32
x

48
x

18
x

128x 4 256 x 3 160 x 2 32 x 1

5
4
3
2
512 x 1280 x 1120 x 16400x 50 x 1

We see that u (x) satisfies in equation.

9

D 5u ( x) D 2 u ( x) u 4 ( x) x16

D 5u ( x ) D 5 x 4 0
9

D 2 u ( x) D 2 x 4 0

by the Caputo fractional derivative)

IV.

CONCLUSION

Fractional calculus has been used in physical models and engineering processes. This paper deals with the approximate
solution of a class of multi-order fractional differential equations. The main characteristic behind the approach using this
technique is that it reduces problems of solving a system of algebraic equations, thus greatly simplifying the problem.
The fractional derivatives are described in the Caputo sense. The solution obtained using the suggested method shows
that this approach can solve the problem effectively. Moreover, only a small number of shifted Chebyshev polynomials
are needed to obtain a satisfactory result.

REFERENCES
[1] Paul Williams, Fractional Calculus of Schwartz Distributions,2007.
[2] Podlubny, Fractional Differential Equations,ACADEMIC Press,New York,1999.

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M. Seifollahi and A. Salimi Shamloo,World Applied Programming, Vol (3), No (3), March 2013.

[3] M.M. Khader, Numerical Solution of Nonlinear Multi-order Fractional Differential Equations by Implementation of the
Operational Matrix of Fractional Derivative, Studies in Nonlinear Sciences 2 (1): 05-12, 2011
[4] A. Salimi Samloo and E. Babolian, Numerical Solution of Fractional Differential, Integral and Integro-differential Equations
by Using Piecewise Constant Orthogonal Functions, Proc. Appl. Math. Mech. 7, 20201392020140,2007.
[5] Saadatmandi, M. Dehghan, A new operational matrix for solving fractionalorder differential equations, Computers and
Mathematics with Applications, Volume 59 (2010) Pages 13261336.
[6] Shaher Momani and Ziad Odibat, Homotopy perturbation method for nonlinear partial differential equations of fractional
order, Physics Letters A, Vol. 365, (2007) 345-350
[7]

S.Gh.Hosseini and F.Mohammadi,A New Operational Matrix of Derivative for Chebyshev Wavelets and Its Applications in
Solving Ordinary Differential Equations with Non Analytic Solution, Applied Mathematical Sciences, Vol. 5, no. 51, 2537
2548, 2011.

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