Documente Academic
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Abdon Atangana
13.1 Introduction
Many real-world problems can be modeled with partial differential equations called
hyperbolic equations with integer- and non-integer-order derivatives. In general,
hyperbolic partial differential equation with order m is a partial differential equation
with a well-posed initial value problem in particular for the first m − 1 derivatives
in local concept [1–6]. In mechanic, many mathematical models are hyperbolics.
Thus the study of hyperbolic equation is of substantial contemporary interest.
There are approaches to solve these equations: on one hand, one can use analytical
methods to provide their exact solutions. On the other hand, one can rely on
numerical methods. We shall point out that the upwind numerical scheme has been
recognized as a powerful numerical method to solve more accurately hyperbolic
equations [6–8]. However, this numerical scheme has not yet been developed for
the concept of fractional differentiation; although there exist many fractional hyper-
bolic equations that model real-world problem, there is no upwind approximation
for fractional differentiation. In computational methods for physical problem, in
particular hyperbolic partial differential equations, the upwind numerical scheme
denotes a class of numerical discretization approaches for solving hyperbolic PDE.
Upwind schemes employ a modified- or solution-sensitive finite difference stencil
to numerically replicate the directive of spray of information in the flow field.
This numerical approximation approach attempt to approximate hyperbolic partial
differential equations by employing differencing biased in the directive determined
by the sign of the characteristic speeds. The available information in the literature
revealed that the genesis of upwind methods can be traced back to the work done
A. Atangana ()
Faculty of Natural and Agricultural Sciences, Institute for Groundwater Studies, University of the
Free State, Bloemfontein, South Africa
by Courant, Isaacson, and Rees who suggested the CIR method [1–4]. Considering
the flow direction, the upwind approximation differencing scheme overcomes that
inability of the central differencing scheme. Reputed analysis like the well-known
level set that uses the level set equations that can be handled numerically, however,
requires sophisticated techniques. Simple finite difference methods fail quickly.
Upwinding methods, such as the Godunov method, fare better [9–15]. In this
paper, we provided using the upwind approach the Riemann-Liouville and Caputo
fractional derivative were discretized for first and second approximation. Combining
the Crank-Nicolson approach and the upwind, a new numerical approximation was
developed.
1 ∂
RL α
0 Dx f (x, t) = F (x, t) (13.1)
(1 − α) ∂x
x
1 ∂
= f (τ , t) (x − τ )−α dτ .
(1 − α) ∂x
0
1 F (xn+1 , ti ) − F (xn , ti )
RL α
0 Dx f (xn , ti ) = . (13.2)
(1 − α) x
where
xn
Fα (xn , ti ) = f (τ , ti ) (xn − τ )−α dτ (13.3)
0
n−1 k+1
x
= f (xk , ti ) (xn − τ )−α dτ
k=0 xk
(x)1−α
n−1
= f (xk , ti ) (n − k)1−α − (n − k − 1)1−α ,
1−α
k=0
13 A New Numerical Approximation of Fractional Differentiation: Upwind. . . 195
(x)1−α
n−1
Fα (xn , ti ) = f (xk , ti ) (n − k)1−α − (n − k − 1)1−α (13.4)
(1 − α)
k=0
1−α
n−1
(x)
= f (xk , ti )δ αn,k .
(1 − α)
k=0
Thus
n
(x)−α
n−1
RL α
0 Dx f (xn , ti ) = f (xk , ti )δ n+1,k −
α α
f (xk , ti )δ n,k . (13.5)
(2 − α)
k=0 k=0
where
(x)1−α
n−1
F (xn , ti ) = f (xk , ti )δ αn,k , (13.9)
(1 − α)
k=0
1−α
n−3
(x)
F (xn−2 , ti ) = f (xk , ti )δ αn−2,k ,
(1 − α)
k=0
(x)1−α
n−2
F (xn−1 , ti ) = f (xk , ti )δ αn−1,k .
(1 − α)
k=0
196 A. Atangana
So we have
⎧ ⎫
⎪
n−1
⎪
⎪
⎪ 2 f (xk , ti )δ n,k ⎪
α ⎪
⎪
⎪
⎪
⎪ ⎪
⎪
⎪
⎪
k=0 ⎪
⎪
⎪
⎪
n−2 ⎪
⎪
⎪
⎨ +3 f (xk i n−1,k ⎪
, t )δ α
⎬
(x)−α
RL α
0 Dx f (xn , ti ) = k=0 . (13.13)
6(2 − α) ⎪
⎪
n−3 ⎪
⎪
⎪
⎪ −6 f (x , t )δ α ⎪
n−2,k ⎪
⎪
⎪
k i ⎪
⎪
⎪
⎪ k=0 ⎪
⎪
⎪
⎪
n−4 ⎪
⎪
⎪
⎩ + f (xk , ti )δ α ⎪
⎭
n−3,k
k=0
(α − n − 1) t (xn − y)1−α
Rα ≤ max f (ξ , xi )
(1 − α) 0<x<xn+1 1−α
(n + 1 − α) t
≤ max f (ξ , xi ) xn1−α − (xn − xn+1 )1−α
(2 − α) 0<x<xn+1
(n + 1 − α) (t)2−α
≤ max f (ξ , xi ) n1−α − 1
(2 − α) 0≤x<xn+1
(t)2−α
≤ M1 ,
(2 − α)
198 A. Atangana
thus
n 2−α
R ≤ (t) (M1 − M2 ) , (13.17)
(2 − α)
n 2−α
R ≤ (t) M.
(2 − α)
Let RL α
0 Dx − u be the numerical approximation of Riemann-Liouville using the
0 Dx + u is the forward. If β ∈ [0, 1], then the
upwind backward approach and RL α
x
1 d2
RL α
0 Dx f (x, t) = f (τ , t) (x − τ )1−α dτ (13.19)
(2 − α) dx 2
0
at (xn , ti ).
xn
1 d2
RL α
0 Dx f (xn , ti ) = f (τ , ti ) (xn − τ )1−α dτ (13.20)
(2 − α) dx 2
0
1 −Fn+2
i + 16Fn+1
i
= .
12(2 − α) (x)2 −30Fni + 16Fn−1
i − Fn−2
i
13 A New Numerical Approximation of Fractional Differentiation: Upwind. . . 199
where
xn±k
i
Fn±k = f (τ , ti ) (xn±k − τ )1−α dτ , k ∈ {0, 1, 2} (13.21)
0
n±k j +1
x
= f (xj , ti ) (xn±k − τ )1−α dτ
j =0 xj
xj +1
n±k
= f (xj , ti ) (xn±k − τ )1−α dτ
j =0 xj
n±k −xj
xn±k −xj
xn±k
= f (xj , ti ) Y 1−α dτ
j =0 xn±k −xj +1 xn±k −xj +1
f (xj , ti ) 2−α
n±k
2−α
= xn±k − xj − xn±k − xj +1
(2 − α)
j =0
f (xj , ti ) (x)2
n±k
= (n ± k − j )2−α − (n ± k − j − 1)2−α .
(2 − α)
j =0
Therefore
⎡ ⎤
n+2
⎢ − f (x , t )δ
j i n+2,j ⎥
α
⎢ j =0 ⎥
⎢ ⎥
⎢
n+1 ⎥
⎢ +16 f (xj , ti )δ n+1,j ⎥
α
⎢ ⎥
⎢ j =0 ⎥
−α ⎢
n+1 ⎥
(x) ⎢ −30 f (xj , ti )δ n,j ⎥
α
0 Dx f (xn , ti ) =
RL α
⎢ ⎥. (13.22)
12(3 − α) ⎢ =0 ⎥
⎢ j ⎥
⎢
n−1 ⎥
⎢ +16 f (x , t )δ α ⎥
⎢ j i n−1,j ⎥
⎢ j =0 ⎥
⎢ ⎥
⎣
n−2 ⎦
− f (xj , ti )δ αn−2,j
j =0
200 A. Atangana
−Un+3
i + 4Un+2
i − 5Un+1
i + 2Uni
2 (x)2
or
⎧ ⎫
1 ⎨− −Un+2 + 16Un+1 − 30Un + 16Un−1 − Un−2 ⎬
i+1 i+1 i+1 i+1 i+1
∂U (xn , ti )
= .
∂x 2 2 (x)2 ⎩ + −U i + 16U i − 30U i + 16U i − U i ⎭
n+2 n+1 n n−1 n−2
(13.26)
Using the above, we can find the Upwind-Crank-Nicolson scheme for Riemann-
Liouville derivative with 1 < α ≤ 2.
13 A New Numerical Approximation of Fractional Differentiation: Upwind. . . 201
⎧ ⎫
1 ⎨ −U i+1 + 4U i+1 − 5U i+1 + 2Uni+1 ⎬
n+3 n+2 n+1
RL α
0 Dx U (xn , ti ) = (13.27)
2 (x)2 ⎩ + − U i + 4U i − 5U i + 2U i ⎭
n+3 n+2 n+1 n
where
xn±k
1
i+1
Un±k = u(x, ti+1 ) (xn±k − τ )−α dτ (13.28)
(2 − α)
0
(x)1−α α
n±k
= δ n±k,j U (xj, ti ).
(3 − α)
j =0
x
1
C α
0 Dx f (x, t) = fτ (τ , t) (x − τ )−α dτ . (13.30)
(1 − α)
0
202 A. Atangana
xn
1
C α
0 Dx f (xn , ti ) = fτ (τ , ti ) (xn − τ )−α dτ (13.31)
(1 − α)
0
xj +1
n j +1 j
1 fi − fi
= (xn − τ )−α dτ
(1 − α) x
j =0 xj
xj +1
f n j +1 j
1 − fi
= i
(xn − τ )−α dτ
(1 − α) x
j =0 xj
⎧ ⎫
⎪
⎪ (n − j )1−α ⎪
⎪
⎪ ⎪
− fi ⎨ − (n − j − 1)1−α ⎬
fn j +1 j
1
= i
(x)1−α
(1 − α) x ⎪
⎪ (1 − α) ⎪
⎪
j =0 ⎪
⎩ ⎪
⎭
(x)−α j +1
n
j (n − j )1−α
= fi − fi
(2 − α) − (n − j − 1)1−α
j =0
(x)−α j +1
n
j
= fi − fi δ αn,j .
(2 − α)
j =0
With the above derivation, the second-order upwind for Caputo derivative is given
as in backward approach.
j j −1 j −2
(x)−α 3fi − 4fi
n
+ fi
C α
0 Dx + f (xn , ti ) = δ αn,j . (13.32)
(2 − α) 2
j =0
With the above numerical approximation, we suggest the following compact form
of second-order upwind for space-fractional Caputo derivation that is given as
C α
0 Dx U (xn , ti ) = βC
0 Dx − U (xn , ti ) + (1 − β)0 Dx + U (xn , ti ).
α C α
(13.34)
xn
1 d2
C α
0 Dx f (xn , ti ) = f (τ , ti ) (xn − τ )1−α dτ (13.40)
(2 − α) dτ 2
0
1
= .
12(2 − α) (x)2
x
n j +1
−fn+2
i + 16fn+1
i
(xn − τ )1−α dτ
−30fni + 16fn−1
i − fn−2
i
j =0 xj
1
= .
12(2 − α) (x)2
xj +1
n
−fn+2
i + 16fn+1
i
(xn − τ )1−α dτ
−30fni + 16fn−1
i − fn−2
i
j =0 xj
2−α
(x)
= .
12(2 − α)(2 − α) (x)2
n
−fn+2
i + 16fn+1
i
δ αn,j
−30fni + 16fn−1
i − fn−2
i
j =0
where
Using the other upwind numerical scheme for second-order derivative, we propose
the following approximation of Caputo derivative for 1 < α ≤ 2,:
13 A New Numerical Approximation of Fractional Differentiation: Upwind. . . 205
⎧ ⎛ ⎞ ⎫
⎪
⎪ −f i+1
+ 16f i+1 ⎪
⎪
⎪
⎪ n
⎜ n+2 n+2
⎟ α ⎪ ⎪
⎪
⎪ ⎪
⎪
⎪
⎝ ⎠ δ n,j ⎪⎪
⎪
(x) −α ⎨ j =0 i+1 i+1 i+1
−30fn+1 + 16fn−1 − fn−2 ⎬
C α
D f (x ,
n it ) = ⎛ ⎞ .
0 x
24(3 − α) ⎪
⎪ −fn+2
i + 16fn+2
i ⎪
⎪
⎪
⎪ ⎜
n
⎟ α ⎪ ⎪
⎪
⎪ + ⎝ ⎠ δ n,j ⎪
⎪
⎪
⎪ ⎪
⎪
⎩ j =0 −30f i + 16f i − f i ⎭
n+1 n−1 n−2
(13.44)
In this section, we apply the proposed numerical scheme to solve the linear
advection model which describes a wave propagating along the x−axis with a
velocity. In this section the model is generalized by replacing the space derivative
by the space-fractional derivative in Riemann-Liouville sense then in Caputo sense.
Therefore in Caputo sense, the model has the following form:
x
∂U a dU (τ , t)
+ (x − τ )−α dτ = 0. (13.45)
∂t (1 − α) dτ
0
a (x)−α n
n
Uin+1 − Uin
+ Uj − Ujn−1 δ αn,j = 0forα > 0 (13.46)
t (2 − α)
j =0
and
a (x)−α n
n
Uin+1 − Uin
+ Uj +1 − Ujn δ αn,j = 0ifα < 0. (13.47)
t (2 − α)
j =0
Therefore to take the full axis into account, we have the following compact form. If
we consider
and
Uin − Ui−1
n n − Un
Ui+1 i
Ux − = , Ux + = (13.49)
x x
206 A. Atangana
then
(x)−α n
n
Uxα− = Uj − Ujn−1 δ αn,j , (13.50)
(2 − α)
j =0
(x)−α n
Ux − = Uj +1 − Ujn δ αn,j .
(2 − α)
To obtain a more accurate first-order fractional upwind scheme for the advection
model in space, the following numerical solution is given by using the second-order
fractional upwind scheme:
(x)−α n
n
Uin+1 − Uin
+a 3Uj − 4Ujn−1 + Ujn−2 δ αn,j = 0ifa < 0, (13.52)
t 2(2 − α)
j =0
(x)−α
n
Uin+1 − Uin
+a −3Ujn + 4Ujn+1 − Ujn+2 δ αn,j = 0ifa > 0.
t 2(2 − α)
j =0
Again
(x)−α n
n
Uxα,1
− = 3Uj − 4Ujn−1 + Ujn−2 δ αn,j , (13.53)
2(2 − α)
j =0
(x)−α
n
Uxα,1
+ = −3Ujn + 4Ujn+1 − Ujn+2 δ αn,j .
2(2 − α)
j =0
Using the new numerical scheme proposed in this paper (Crank-Nicholsan upwind
backward scheme) we obtain for second-order approach
⎛ ⎞
(x)−α ⎝ 3U
n+1
Uin+1 − Uin
n − 4Ujn+1
−1 + Ujn+1
−2
+a j ⎠ δ αn,j = 0ifa < 0,
t 4(2 − α) + 3U n − 4U n + U n
j =0 j j −1 j −2
(13.55)
13 A New Numerical Approximation of Fractional Differentiation: Upwind. . . 207
⎛ ⎞
(x)−α ⎝ −3U
n+1 n+1 n+1
Uin+1 − Uin
n + 4Uj +1 − U j +2 ⎠ α
+a j δ n,j = 0ifa > 0.
t 4(2 − α) + −3U n + 4U n − U n
j =0 j j +1 j +2
where
⎛ ⎞
(x)−α ⎝ 3U
n+1
n − 4Ujn+1
−1 + Ujn+1
−2
Uxα,2
− = j ⎠ δ αn,j , (13.57)
4(2 − α) + 3Uj − 4Uj −1 + Uj −2
n n n
j =0
⎛ ⎞
(x)−α ⎝ −3U
n+1 n+1 n+1
n + 4U j +1 − U j +2 ⎠ α
Uxα,2
+ = j δ n,j .
4(2 − α) + −3U n + 4U n − U n
j =0 j j +1 j +2
or
(x)−α
n
Uin+1 − Uin −2Ujn − 3Ujn+1
= −a δ αn,j = 0ifa > 0. (13.59)
t 6(2 − α) +6Ujn+2 − Ujn+3
j =0
13.10 Conclusion
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