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http://dx.doi.org/10.4134/JKMS.2015.52.5.1069

GEGENBAUER WAVELETS OPERATIONAL MATRIX METHOD FOR FRACTIONAL DIFFERENTIAL EQUATIONS  

UR REHMAN, MUJEEB (School of Natural Sciences National University of Sciences and Technology)
SAEED, UMER (School of Natural Sciences National University of Sciences and Technology)
Publication Information
Journal of the Korean Mathematical Society / v.52, no.5, 2015 , pp. 1069-1096 More about this Journal
Abstract
In this article we introduce a numerical method, named Gegenbauer wavelets method, which is derived from conventional Gegenbauer polynomials, for solving fractional initial and boundary value problems. The operational matrices are derived and utilized to reduce the linear fractional differential equation to a system of algebraic equations. We perform the convergence analysis for the Gegenbauer wavelets method. We also combine Gegenbauer wavelets operational matrix method with quasilinearization technique for solving fractional nonlinear differential equation. Quasilinearization technique is used to discretize the nonlinear fractional ordinary differential equation and then the Gegenbauer wavelet method is applied to discretized fractional ordinary differential equations. In each iteration of quasilinearization technique, solution is updated by the Gegenbauer wavelet method. Numerical examples are provided to illustrate the efficiency and accuracy of the methods.
Keywords
Gegenbauer polynomials; Gegenbauer wavelets; operational matrices; fractional differential equations; convergence analysis; quasilinearization;
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