=Paper=
{{Paper
|id=Vol-2748/Paper62
|storemode=property
|title=Analytical and Numerical Solutions of a Fractional Conformable Derivative of the Modified Burgers Equation Using the Cole-Hopf Transformation
|pdfUrl=https://ceur-ws.org/Vol-2748/IAM2020_paper_62.pdf
|volume=Vol-2748
|authors=Ilhem Mous,Abdelhamid Laouar
|dblpUrl=https://dblp.org/rec/conf/iam/MousL20
}}
==Analytical and Numerical Solutions of a Fractional Conformable Derivative of the Modified Burgers Equation Using the Cole-Hopf Transformation==
Analytical and numerical solutions of a fractional conformable derivative of the modified Burgers equation using the Cole-Hopf transformation1 Ilhem MOUSa,b , Abdelhamid LAOUARb a 20 Aout 1955 University 21000 Skikda, Algeria b Badji Mokhtar University of Annaba, P.O. Box 12 23000 Annaba, Algeria Abstract In this paper, we deal with a study of modified time-fractional Burgers equations. The idea is based on the use of a Cole-Hopf transformation which transforms the time-fractional modified Burgers equations into linear parabolic time fractional equations. To solve the latter, we use the Fourier transformation. Therefore, the solution of the modified time-fractional Burgers equations can be found by using the solution of parabolic equation and the inverse Cole-Hopf transformation. Keywords Cole-Hopf transformation, Conformable derivative, Mod ified Burgersβ equation. 1. Introduction This work considers the following modified Burgers equations [? ] ππΌ π’ + (π + π’)π’π₯ = ππ’π₯π₯ , (1.1) ππ‘ πΌ where π and π are nonnegative parameters, πΌ is the fractional derivative, 0 < πΌ β€ 1, π₯ β [0, π], π‘ > 0, π πΌ π’/ππ‘ πΌ mean conformable derivative of the function π’(π₯, π‘). When π = 0, we get the conformable derivative Burgers equation. So the term ππ’ translates the modifying equation and can provide an interesting improvement concerning the numerical solution. If the viscosity parameter π approaches zero the equation models a inviscid fluid. Subject to the initial and the boundary conditions β§ βͺ π’(π₯, 0) = π’0 (π₯), π₯ β [0, π], βͺ β¨ (1.2) βͺ βͺ β© π’(π₯, π‘) = π (π₯, π‘), π₯ β π([0, π]), π‘ > 0. IAMβ20: Third conference on informatics and applied mathematics, 21β22 October 2020,Guelma, ALGERIA " mousilhem@yahoo.fr (I. MOUS) Β© 2020 Copyright for this paper by its authors. Use permitted under Creative Commons License Attribution 4.0 International (CC BY 4.0). CEUR Workshop Proceedings http://ceur-ws.org ISSN 1613-0073 CEUR Workshop Proceedings (CEUR-WS.org) 2. Preliminaries We briefly recall a definition and some properties of fractional derivatives which can be used in the sequel. ([? ? ]) Given a function π βΆ [0 βΆ β) βΆ β, then the conformable fractional derivative of π of order πΌ is defined by: π (π‘ + ππ‘ 1βπΌ ) β π (π‘) ππΌ (π )(π‘) = lim , (2.1) πβ0 π for all π‘ > 0, πΌ β (0.1). If f is πΌ-differentiable in some (0, π), π > 0, and lim+ π (πΌ) (π‘) exists, then π‘β0 define π (πΌ) (0) = lim+ π (πΌ) (π‘). (2.2) π‘β0 Letβs give some properties which are summarized in the above theorem. ([? ? ]) Let 0 < πΌ β€ 1 and f, g be πΌ-differentiable at a point π‘ > 0. Then, 1. ππΌ (ππ + ππ) = πππΌ (π ) + πππΌ (π), for all π, π β β. 2. ππΌ (π‘ π ) = ππ‘ πβπΌ for all π β β. 3. ππΌ (π) = 0, for all constant functions π (π‘) = π. 4. ππΌ (π π) = π ππΌ (π) + πππΌ (π ). π πππΌ (π ) β π ππΌ (π) 5. ππΌ ( ) = . π π2 ππ 6. If, in addition, π is differentiable, then ππΌ (π )(π‘) = π‘ 1βπΌ (π‘). ππ‘ Note that the Property 6 of Theorem 1 is very important and it will often use in the sequel of this study. 3. A linearized Cole-Hopf transformation In this section, we introduce the Cole-Hopf transformation in order to linearize the modified Burgers equations (??). Using the Property 6 of Theorem 1, we can rewrite Eq.(??) as follows ππ’ π‘ (1βπΌ) + (π + π’)π’π₯ = ππ’π₯π₯ . (3.1) ππ‘ The Cole-Hopf transformation is performed in two steps: First step: Suppose that π’ = ππ₯ thus Eq.(??) becomes: π‘ (1βπΌ) ππ₯π‘ + (π + ππ₯ )ππ₯π₯ = π (ππ₯π₯π₯ ) , (3.2) which can be rewritten as: π 1 π‘ (1βπΌ) ππ₯π‘ + (π + ππ₯ )2 ) = π (ππ₯π₯π₯ ) , (3.3) ππ₯ ( 2 we integrate Eq.(??) with respect to π₯, we obtain: 1 π‘ (1βπΌ) ππ‘ + ( (π + ππ₯ )2 ) = π (ππ₯π₯ ) + π(π‘), (3.4) 2 where π(π‘) is arbitrary function depending of π‘. Second step: Introducing now, the transformation π = β2π ln π, we obtain ππ₯ π’ = β2π . (3.5) π The derivatives of the function π are ππ‘ ππ₯ ππ₯π₯ π2 ππ‘ = β2π , ππ₯ = β2π , ππ₯π₯ = β2π + 2π π₯2 . (3.6) π π π π Substituting the derivatives ππ‘ ,ππ₯ and ππ₯π₯ in Eq.(??) , we obtain ππ‘ 1 ππ₯ ππ₯π₯ π2 π‘ (1βπΌ) β2π + (π β 2π )2 = π β2π + 2π π₯2 + π(π‘). (3.7) ( π ) (2 π ) ( π π ) Eq.(??) can be reduced to : ππΌ π π2 = πππ₯π₯ β ππ π₯ + π + π (π‘)π, (3.8) ππ‘ πΌ 4π βπ(π‘) where π (π‘) = . 2π Letβs give the following theorem which shows that the cancel of function π (π‘) in Eq.(??) has no effect on the solution of Eq. (??). Let π(π₯, π‘) be the solution of Eq.(??), π’(π₯, π‘) is defined in (??), then the solutions π’ is independent of π (π‘). Let 1 π½(π‘) = β« 1βπΌ π (π‘)ππ‘, π‘ then, 1 π½ β² (π‘) = π (π‘). π‘ 1βπΌ Multiply by π βπ½(π‘) to both sides of Eq.(??), yields π πΌ π βπ½(π‘) π 2 βπ½(π‘) π = πππ₯π₯ π βπ½(π‘) β πππ₯ π βπ½(π‘) + ππ + π (π‘)ππ βπ½(π‘) . (3.9) ππ‘ πΌ 4π By using the Property 6 of Theorem 1, Eq.(??) becomes ππ βπ½(π‘) π2 π‘ 1βπΌ π β π (π‘)ππ βπ½(π‘) = πππ₯π₯ π βπ½(π‘) β πππ₯ π βπ½(π‘) + ππ βπ½(π‘) . (3.10) ππ‘ 4π Then, π βπ½(π‘) π2 π‘ 1βπΌ (π π ) = πππ₯π₯ π βπ½(π‘) β πππ₯ π βπ½(π‘) + ππ βπ½(π‘) . (3.11) ππ‘ 4π Let π (π₯, π‘) = π βπ½(π‘) π(π₯, π‘), then π (π₯, π‘) satisfies the following linear parabolic equation ππ π2 π‘ 1βπΌ = ππ β ππ + π . (3.12) ππ‘ 4π According to Property 6, Eq. (??) becomes ππΌ π π2 πΌ = ππ β ππ + π . (3.13) ππ‘ 4π We can see that the difference between the solution of Eq.(??) and Eq.(??) is the factor π βπ½(π‘) . Therefore, we have ππ₯ π βπ½(π‘) ππ₯ ππ₯ π’(π₯, π‘) = = βπ½(π‘) = . (3.14) π π π π It is clear that the solutions π’(π₯, π‘) and is independent of the function π (π‘). In order to simplify the study, we can take π (π‘) = 0 in Eq.(??). Then it is written as ππΌ π π2 = πππ₯π₯ β ππ π₯ + π. (3.15) ππ‘ πΌ 4π Initial and boundary conditions for Eq. (??) In the order to determinat the initial condition (IC) and boundary condition (BC), of the Eq.(??), we use ππ₯ π’(π₯, π‘) = . (3.16) π β2π Integrating both sides of Eq.(??) with respect to π₯, we obtain β1 π₯ π(π₯, π‘) = π(π‘) exp π’(π , π‘)ππ , (3.17) ( 2π β«0 ) where π(π‘) is constant of integration, and at π‘ = 0 in Eq.(??), we obtain then the initial condition β1 π₯ π(π₯, 0) = π(0) exp π’(π , 0)ππ . (3.18) ( 2π β«0 ) From Eq.(??), it is clear that π(0) has not effect on the final solution of System (??). So, we can consider π(0) = 1, it yields β1 π₯ π0 (π₯) = exp π’ (π )ππ . (3.19) ( 2π β«0 0 ) Now, the transformed boundary condition (BC), can reduced to 1 ππ₯ = β π’(π₯, π‘)π(π₯, π‘), (π₯, π‘) β (πΞ© Γ (0, π )). (3.20) 2π Therefore, the time-fractional parabolic equation with the initial and Neumann boundary con- ditions is given by. β§ βͺ ππΌ π π2 βͺ βͺ πΈπ. βΆ = πππ₯π₯ β ππ π₯ + π. βͺ ππ‘ πΌ 4π βͺ βͺ βͺ βͺ β1 π₯ β¨ πΌπΆ βΆ π0 (π₯) = exp π’ (π )ππ . (3.21) βͺ βͺ ( 2π β«0 0 ) βͺ βͺ βͺ βͺ βͺ 1 β© π΅πΆ βΆ βͺ ππ₯ = β 2π π’(π₯, π‘)π(π₯, π‘), (π₯, π‘) β (πΞ© Γ (0, π )). Reformulating the Problem (??) by using the Property 6 of Theorem ??, it yields β§ βͺ ππ π2 βͺ βͺ πΈπ. βΆ π‘ (1βπΌ) = πππ₯π₯ β πππ₯ + π. βͺ ππ‘ 4π βͺ βͺ βͺ βͺ β1 π₯ β¨ πΌπΆ βΆ π0 (π₯) = exp π’ (π )ππ . (3.22) βͺ βͺ ( 2π β«0 0 ) βͺ βͺ βͺ βͺ βͺ 1 β© π΅πΆ βΆ βͺ ππ₯ = β 2π π’(π₯, π‘)π(π₯, π‘), (π₯, π‘) β (πΞ© Γ (0, π )). 4. Analytical solution of the (??) and (??) We introduce the Fourier transform (F.T) +β Μ π₯ , π‘) = β1 π(π πΉ .π π(π₯, π‘)π βπππ₯ π₯ ππ₯, (4.1) 2π β« ββ and the inverse Fourier transformation (F.Tβ1 ) +β 1 πΉ .π β1 Μ π₯ , π‘)π πππ₯ .π₯ πππ₯ . π(π₯, π‘) = β β« π(π (4.2) 2π ββ In first, we apply the F.T to the term ππ₯ , +β 1 ππ βπππ₯ π₯ πΉ .π (ππ₯ ) = β β« π ππ₯, (4.3) 2π ππ₯ ββ Integrating by part with respect to π₯, then we obtain +β 1 |+β 1 πΉ .π (ππ₯ ) = β π(π₯, π‘)|| β β (πππ₯ ) β« π(π₯, π‘)π βπππ₯ π₯ ππ₯, 2π |ββ 2π ββ According to [? ], the boundary conditions for the heat equation on the infinite interval: π = 0 as |π₯| = β, so we get, +β 1 Μ πΉ .π (ππ₯ ) = β(πππ₯ ) β β« π(π₯, π‘)π βπππ₯ π₯ ππ₯ = (πππ₯ )π. (4.4) 2π ββ In same way and by integration twice by part with respect to π₯, we have Μ πΉ .π (ππ₯π₯ ) = βππ₯2 π. (4.5) Substituting the above results into Eq.(??), we obtain π πΌ πΜ Μ π2 Μ Μ + π(πππ₯ π) β π = βπππ₯2 π. (4.6) ππ‘ πΌ 4π Using the Property 6 of Theorem 1, the Eq.(??) becomes π πΜ 2 Μ β π πΜ = βππ 2 π. Μ π‘ (1βπΌ) + π(πππ₯ π) π₯ (4.7) ππ‘ 4π Thus, the solution of Eq.(??) is given by 2 2 πΌ πΜ = π΄(ππ₯ ) π (βπππ₯ π+π /4πβπππ₯ )π‘ /πΌ , (4.8) +β 1 where π΄(ππ₯ ) = πΜ0 (ππ₯ ) = β β« π0 (π¦)π βπππ₯ π₯ ππ¦ is the integration constant. 2π ββ Applying F.Tβ1 to Eq.(??), then we obtain +β 1 2 2 πΌ π(π₯, π‘) = β β« π πππ₯ .π₯ πΜ0 (ππ₯ )π β(πππ₯ πβπ /4π+πππ₯ )π‘ /πΌ πππ₯ 2π ββ +β 1 β‘ 1 +β 2 2 πΌ β€ = β β« π0 (π¦) β’ β β« π βπππ₯ .(π¦βπ₯) β(πππ₯ πβπ /4π+πππ₯ )π‘ /πΌ πππ₯ β₯ ππ¦. (4.9) 2π β’ 2π β₯ ββ β£ ββ β¦ By using the program of Maple, the solution of Eq.(??) is given by +β 1 βπΌ 2 (π₯ β π¦)2 + 2πΌπ‘ πΌ π(π₯ β π¦) π(π₯, π‘) = β πΌ β« exp π (π¦)ππ¦. (4.10) 2 πππ‘ /πΌ [ 4ππΌπ‘ πΌ ] 0 ββ After obtaining the linear time fractional parabolic equations ,the combining of the obtained solution of parabolic equation and the inverse Cole-Hopf transformation will allow us a solu- tion of the modified time-fractional Burgers equations. To calculate the analytical solution of Eq.(??), we calculate first +β 1 βπΌ 2 (π₯ β π¦)2 + 2πΌπ‘ πΌ π(π₯ β π¦) ππ₯ (π₯, π‘) = β π exp π (π¦)ππ¦, (4.11) 2πππ‘ πΌ /πΌ β« [ 4ππΌπ‘ πΌ ] 0 ββ β2πΌ 2 (π₯ β π¦) + 2πΌππ‘ πΌ where π = . 4ππΌπ‘ πΌ Once the functions π(π₯, π‘) and ππ₯ (π₯, π‘) are known and by using (??), therefore the solutions is +β βπΌ 2 (π₯ β π¦)2 + 2πΌπ‘ πΌ π(π₯ β π¦) 1 π¦ β« π β² exp β β« π’0 (π )ππ ππ¦ ββ [ 4ππΌπ‘ πΌ 2π 0 ] π’(π₯, π‘) = +β 2 2 πΌ , (4.12) βπΌ (π₯ β π¦) + 2πΌπ‘ π(π₯ β π¦) 1 π¦ β« exp β β« π’0 (π )ππ ππ¦ ββ [ 4ππΌπ‘ πΌ 2π 0 ] where π β² = [πΌ(π₯ β π¦)π‘ βπΌ β π]. 5. Numerical schemes for (??) We discretize the domain Ξ© by the finite difference method (FDM) into ππ₯, each of length Ξπ₯ = (π β π)/ππ₯ along the x-axis, and define the discrete mesh points (π₯π , π‘π ) by (π + πΞπ₯, πΞπ‘), where π = 0, ..., ππ₯ and π = 0, ..., π . 5.1. An explicit scheme By using a simple forward in time and centered in space discretization at point (π₯π , π‘π ), the explicit scheme for the Eq.(??) is πππ+1 β πππ π π β ππβ1 π π2 π β 2π π + π π ππ+1 π‘π(1βπΌ) = βπ π+1 + πππ + π π πβ1 . Ξπ‘ 2Ξπ₯ 4π ( Ξπ₯ 2 ) So that, for every interior point (π₯π , π‘π ), with π = 1, ..., ππ₯ β 1, we obtain πππ+1 = (πΌ + π½)ππβ1 π + (1 + πΎ β 2π½)πππ β (πΌ β π½)ππ+1 π , (5.1) where πΞπ‘ πΞπ‘ π 2 Ξπ‘ πΌ= (1βπΌ) , π½= (1βπΌ) and πΎ = . Ξπ₯ π‘π Ξπ₯ 2 π‘π 4π π‘π(1βπΌ) Now, let us consider the so-called BC described as π β ππ ππ+1 1 ππ₯ (π₯π , π‘π ) β πβ1 = β π’ππ πππ , (5.2) 2Ξπ₯ 2π which can be rewritten as: Ξπ₯ π π π ππ+1 π = ππβ1π’ π , β (5.3) π π π For π = 0 and π = ππ₯, Eq.(??), respectively becomes Ξπ₯ π π Ξπ₯ π π π1π = πβ1 π β π’ π and π πππ₯+1 π = πππ₯β1 β π’ π (5.4) π 0 0 π ππ₯ ππ₯ Substituting this constraint into Eq.(??) at the boundary points, we obtain respectively Ξπ₯ π π0π+1 = 2π½π1π + 1 + πΎ β 2π½ + (πΌ + π½) π’ ππ , ( π 0) 0 (5.5) π+1 π Ξπ₯ π πππ₯ = 2π½πππ₯β1 + 1 + πΎ β 2π½ + (πΌ β π½) π’ ππ . ( π ππ₯ ) ππ₯ 5.2. An implicit scheme By using a simple forward in time and centered in space discretization at point (π₯π , π‘π ), the implicit scheme for Eq.(??) is πππ+1 β πππ π π+1 β ππβ1 π+1 π2 π+1 β 2π π+1 + π π+1 ππ+1 π‘π(1βπΌ) = βπ π+1 + πππ+1 + π π πβ1 . Ξπ‘ 2Ξπ₯ 4π ( Ξπ₯ 2 ) which can rewrite as π+1 β (πΌ + π½)ππβ1 + πΎ πππ+1 + (πΌ β π½)ππ+1 π+1 = πππ (5.6) where πΞπ‘ πΞπ‘ π 2 Ξπ‘ πΌ= , π½= , πΎ= 1β + 2π½ . 2Ξπ₯π‘π1βπΌ Ξπ₯ 2 π‘π1βπΌ ( 4ππ‘π1βπΌ ) 5.3. Calculating the required solution The calculation of solution to the Eq. (??) can be obtained by the inverse Cole-Hopf transfor- mation. Let π·π₯ πππ denote the derivative of π, at point (π₯π , π‘π ) with respect to π₯. Then, π·π₯ πππ can be calculated from the first order centered difference formula, for π = 1, .., ππ₯ β 1 π β ππ ππ ππ+1 π·π₯ πππ = β πβ1 , (5.7) ππ₯ 2Ξπ₯ Note that the derivatives: π·π₯ π0π and π·π₯ πππ₯ π at the end points are known. Once the approximated values of π and ππ₯ are known at any discrete point (π₯π , π‘π ), then the ap- proximated values of π’ at discrete points can be calculated from the following discrete version of Eq.(??), for π = 1, .., ππ₯, π·π₯ π π π’ππ = β2π π π . (5.8) ππ Figure 1: Numerical and analytical solution of modified Burgerβs equation at π = 0.5, 2, 4 for πΌ = 0.75. 6. Numerical experiment and discussion In this section, we discuss a example to test the performance and accuracy of the method. The numerical results arrived by this method are compared with analytic solution for various values of πΌ, and π . To show the accuracy of the method, both the relative error πΏ1 -norm and πΏβ -norm respectively are given by ||π’π β π’π ||πΏ1 ||πΈππππ’ππ’||πΏ1 = , (6.1) ||π’π ||πΏ1 ||π’π β π’π ||πΏβ ||πΈππππ’ππ’||πΏβ = , (6.2) ||π’π ||πΏβ where π’π represents the analytical solution (??) and π’π represents the computed solution (??) for Eq.(??). We use the Matleb program to calculate the π’π . Considering modified Burgers equation Eq.(??), with the initial conditions: π’(π₯, π‘) = sin(π₯), π₯ β [0, 2π], π‘ > 0, (6.3) and boundary conditions: π’(0, π‘) = π’(2π, π‘) = 0. (6.4) After computing, letβs give in Figure ?? and Figure ?? respectively the graphs of the numerical solution and the exact solution. For simulation, we take the following data, π = 0.1, π = 0.1, πΌ = 0.25, 0.5, 0.75 and 0.9 respectively, It can be see from Figure ??, at different time, there is no difference between the numerical and the exact solution curve. In addition, as the time increases, the solution curve approach the π₯ -axis and the viscosity value becomes smaller. More, from each of the graphs in Figure ??, we can be observe that as πΌ increases, the numerical solution curve are in good agreement with the exact solution curve. 7. Conclusion In this paper, we deal with a study of the modified Burgers equation with fractional conformal derivatives with respect to time. The presence of both the fractional time derivative and the Figure 2: Numerical and analytical solution of modified Burgerβs equation at π = 1 for different value of πΌ. nonlinear term in this equation makes solving the problem more difficult. The idea is to use the Cole-Hopf transform to reduce the modified Burgers equation of temporal fractional con- formable derivative to a modified linear equation of temporal fractional conformable deriva- tive. Then we can solve the latter using the Fourier transformation. Therefore, the solution of the time-fractional conformable modified Burgers equation can be found using both the so- lution of the parabolic equation and the inverse Cole-Ho transformation. For illustration, the experimental simulations are given to show the interest of this approach. References [1] Atangana, A., Baleanu, D., & Alsaedi, A.: New properties of conformable derivative. Open Mathematics 13(1), 1β10(2015) [2] Khalil, R., et al.: A new definition of fractional derivative. J. Comput. Appl. Math.264 65β701 (2014) [3] Mous, I., and Laouar, A.: A Numerical Solution of a coupling system of the conformable time-derivative two-dimentional Burgersβ equation, Paper submitted for publishing in Kragujevac Journal of Mathematics. [4] Zhang Rong-Pi, Yu Xi-Jun and Zhao Guo-Zhong: Modified Burgersβ equation by the local discontinuous Galerkin method. Chin. Phys. B Vol.22, No.3.(2013)