1. Introduction
The modeling of numerous phenomena in diverse scientific fields leads us to consider conventional or fractional time-dependent differential equations in the modeling domain. In general, finding analytic solutions of these modeled problems is a difficult task, or even not possible. Hence, numerical methods are needed, such as the latest approaches [
1,
2].
In 1984, in [
3], the fractional derivative was shown to arise naturally for the description of certain motions of a Newtonian fluid. Further, the authors found that a fractional derivative relationship can be identified in the solution to a classic problem in the motion of viscous fluids, and they proposed the fractional differential equation which was after called the Bagley–Torvik equation. Recently, the fractional Bagley–Torvik equations with variable coefficients using the Riemann–Liouville fractional operator
where
,
and
are the given functions, were considered in [
4]. The uniqueness of the solution was investigated by converting the above equation to a Volterra integral equation. To prove the uniqueness of the solution, a contraction operator was used. Also, a piecewise Taylor series expansion method was employed for the solution. Further, in [
5] a variable coefficient generalized Bagley–Torvik equation with a fractional integral boundary condition was studied. The Riemann–Liouville fractional derivative operation was employed, and the Fredholm integral equations of the second kind were derived. For the approximate solution, a piecewise Taylor series expansion method was used.
Additionally, fractional calculus has been used in studies of transient electric circuit analysis and electrical impedance spectroscopy to the resistor–capacitor (RC) circuit as well as in many fields of sciences and engineering, including rheology, diffusive transport, electromagnetic theory, probability, and so on; see [
6,
7]. Recently, some studies were conducted on the existence and uniqueness of the solutions to models of fractional Cauchy–Euler equations (FrC-E), also known as Euler-type equations. Next, we mention some existing analytic methods for the solutions of FrC-E type equations given in the literature. Euler-type fractional differential equations were given in [
8] with the left and right Liouville derivatives of the fractional order as follows:
with real constants
. In their method, two linear non-homogeneous ordinary differential equations were studied using the direct and inverse Mellin integral transforms (see [
9] for Mellin integral transform). They gave a general approach to deduce the solution of Euler-type equations. The solution of specific cases were given in terms of the Euler psi functions, Gauss hypergeometric function, and of the generalized Wright functions.
Later, ref. [
10] proposed an analytic method for solving the homogeneous fractional differential equation of the Euler-type equation
for
and with the fractional derivatives
and complex coefficient
on the positive half-line
.
is the left Riemann–Liouville fractional derivative of the complex order
,
. The solution of the homogeneous differential equation of the Euler type was found by applying the Mellin integral transform under some conditions on the exact solution
y.
In [
11], the solution in closed form of the linear non-homogeneous differential equations
was given, with
and complex
on a positive half-axis
. One-dimensional direct and inverse Mellin integral transform
and
were used with the residue theory to establish explicit solutions in terms of special cases of the generalized wright function
, generalized hypergeometric function
, and Euler psi function; see details in [
12]. An analytic solution of the Euler-type equation
was given in [
13] with complex
on the positive half axis
=
. Further, general solutions were investigated using the direct and inverse Mellin transforms, the residue theory, and the properties of fractional derivatives and the Euler psi function.
The main contribution of this research is that we give a model of the fractional Cauchy–Euler (FrC-E)-type problem, constituting a class of examples of the Cauchy problem of the Bagley–Torvik equation with variable coefficients as follows:
where
,
are the given constants, and
,
is the Caputo fractional derivative defined as
also,
and
and
. Further,
f is a given continuous function. The proposed problem also extends the classical Cauchy–Euler equation [
14] to the Caputo fractional model problem. Additionally, we prove the existence and uniqueness of the solution of the given problem by using the contraction mapping principle. Some exhaustive studies on the existence of solutions to boundary value problems include [
15,
16,
17], and related recent works on fractional model problems include [
18,
19,
20].
In accordance with applications of fractional Cauchy–Euler’s equations, some examples are as follows:
Engineering: They are often used in structural engineering to model the behavior of beams and columns under load, where the stiffness of the material varies with position.
Physics: In quantum mechanics and wave propagation, Cauchy–Euler equations can describe the behavior of systems with varying potentials or media properties.
Control systems: They are applied in control theory to design systems with variable parameters, enhancing the stability and response of control systems.
Fluid dynamics: These equations can model fluid flow where the fluid properties change with position, such as in varying temperature or pressure conditions.
Economics: In financial mathematics, they can be used to model economic systems with time-varying interest rates or other dynamic parameters.
These applications demonstrate the versatility and importance of Cauchy–Euler equations in modeling and solving complex, real-world problems across various disciplines. The classical Cauchy–Euler problem may be solved by using variable transformation that reduces the problem to linear differential equation with constant coefficients. However, variable transformation for (
1) may lead to more complicated equations because the Caputo fractional derivative does not certify the classical Leibniz rule. Moreover, the computational cost of the analytic solution is very high even if it is evaluated at a few discrete points. Therefore, numerical approximations of (
1) are inevitable, and this motivated us to established a numerical method for the solution. It is well known that collocation methods are continuous methods that produce approximations at discrete points, but many discrete methods cannot be used to obtain continuous approximations such as extrapolation and finite difference methods, and many Runge–Kutta methods. For this reason, they are inefficient for problems requiring globally continuous differentiable functions as approximations of the unknown solution; see [
21]. Furthermore, in general, collocation methods are simple and easy to code. Some of the recent studies on collocation methods are [
22,
23].
Motivated by the above, the second aim of the research is to provide a collocation method and an algorithm for the numerical solution of (
1). Hence, the research is organized as follows: In
Section 2, the existence and uniqueness of the solution to the given (FrC-E) problem (
1) is given. In
Section 3, a collocation method and an algorithm are developed for the approximate solution of (
1). Also, the accuracy and convergence analysis are studied in
Section 4. It is proved that if the exact solution
, where
and
m is the number of collocation parameters that we have considered
for the realization, then the numerical solution is of
order of accuracy. In
Section 5, the numerical simulation of the proposed method and the algorithm are given on several constructed examples. The numerical results prove to be consistent with the theoretical results and demonstrate the efficiency and applicability of the method. Finally, in
Section 6, the conclusion and some expected future work are given.
3. The Numerical Method and Algorithm
Let
be a given uniform mesh on
and set
and
, for
. The solution
y of the problem (
1) will be approximated by an element
, where
. Also,
presents the space of all real polynomials of a degree not exceeding
. Let
and
being the collocation parameters, the collocation solution
satisfies the following collocation problem:
Let
, then on each subinterval
, the collocation solution
satisfying (
10) and (11) is given by
We present
as follows:
In a similar way, we have
By Equations (
14) and (
15), we write Equation (
13) as follows:
We mention that the papers [
22,
24,
25,
26,
27,
28,
29] studied the different applications of collocation methods. First, we give the analogue of the collocation method for the numerical solution of the proposed model of the fractional Cauchy–Euler (FrC-E) problem by applying the operator (
16) on the collocation function
of (
12) for
when
, for which we obtain
Here,
is the Gauss Hypergeometric function. Also,
Evaluating (
12), (
17) and (
18) at
and substituting into (
10) gives
Next, we rewrite Equation (
19) in matrix representation as
where
and
with entries given as
for
. We remark from the above that at
, the vector
is known from the initial conditions and is given as follows:
Similarly, vectors
and
are defined by
For
, the continuity condition on
, which gives the relationship between the known vectors
and the unknown vector
, is given by
where
See [
22,
30,
31,
32] for details and the references therein. Analogously, when
, the following system is obtained from Equation (
10) when evaluated at
,
Writing Equation (
26) in matrix form, we have
where
is the same matrix as given in (
21) and
and
The entries of
and
are as follows:
. Next, we give Algorithm 1 for finding the solution of problem (
1) as follows:
Algorithm 1 A numerical approach for finding the solution of problem (1) |
Let G-LP be the Gauss points which are the zeros of the (shifted) Legendre polynomial and also, let M-CP be the mean Chebyshev-type points, and for . Case : We choose the collocation parameters either as G-LP or M-CP. Step 1: For - (i)
is computed using the initial conditions in Equation ( 24). - (ii)
We compute using Equation (23). - (iii)
Using Equations ( 20)–(23) and the result in (i) and (ii) in conjunction with the LU decomposition method, we compute
Step 2: Substituting the results from Step 1 into Equation ( 12), we find the solution of the initial value problem on the interval . Step 3: For - (i)
is computed using Equation ( 25) and the result in Step 1 (i) and (iii). - (ii)
Using Equations ( 20)–(23) and the results obtained in Step 1, we compute the vector . Repeating Step 1 (iii) for , we find the value of . - (iii)
Substituting the results from Step 3 (i) and (ii) into Equation ( 12) again, we find the collocated solution which presents the local solution of the initial problem on the interval .
Step 4: Step 3 is repeated for , resulting in systems of algebraic linear equations which give the solution of the initial value problem on , , respectively. Case : We choose the collocation parameters either as G-LP or M-CP. The algorithm is analogous but in Step 1 part (ii), we compute using Equation (29), and in Step 1 part (iii) and Step 3 part (ii), instead of Equations ( 20)–(23), we use ( 26)–(29).
|
5. Applications
All the computations in this section are carried out on an HP Laptop (notebook) with properties 8 GB RAM INTEL 17 and 1255U 3.5 GHZ and 512 GB NVME M.2SSD and using Wolfram Mathematica 13.3 and MATLAB R2024a in double precision. For the ease of implementation, we take the number of collocation parameters to be . The following notations are used in tables and figures.
The Gauss hypergeometric function
is defined in the unit disk as the sum of the hypergeometric series [
33]
where
;
;
and
is the Pochhammer symbol. The error function is defined as [
34]
where
y is the exact solution, and
is the approximate solution that defines the absolute error function:
are the square
norm error and the maximum absolute error, respectively. Also, the local and global order of convergence are defined by
Example 1. This is an example where the regularity parameter , being a fractional number, is not fixed. We considerwith the exact solution and non-homogeneous term as given below: In this problem, for the application of the given Algorithm 1, we take
and the regularity parameter
.
Table 1 shows the maximum absolute error
and square
norm error
and the order of convergence
and
by using the mean Chebyshev points (M-CP) for Example 1 with respect to several values of
N. Additionally,
Table 2 presents the analogous quantities for the same values of the parameters
obtained by using the Gauss–Legendre points (G-LP). Furthermore, the last columns of both
Table 1 and
Table 2 show the determinant of the matrix
. These tables justify that the local and global orders of convergence are at least
when the exact solution
.
Figure 1 shows the approximate solution
, and
Figure 2 illustrates the absolute error function
for Example 1 when
with respect to
using the M-CP as collocation parameters.
Figure 3 gives the graph of the approximate solution
depending on
, while
Figure 4 presents the graph of
with respect to
, both by using the G-LP and
for Example 1. We see from
Figure 2 and
Figure 4 that the
is higher when the regularity parameter is taken as 5/2 and 7/2.
Example 2. This is an example where the fractional order α is not fixed, i.e., , and the exact solution y is smooth:is subject towhere the exact solution and the non-homogeneous term are In this example, the proposed Algorithm 1 is also applied for
.
Table 3 gives the
,
, and the ratios
,
and the determinant of matrix
for various values of
N and
when M-CP is used. A close look at the ratios indicates that the numerical method gives third-order convergence
, remarking that
and
. The analogous quantities are presented in
Table 4 for G-LP.
Figure 5 shows the graph of the approximate solution
, and
Figure 6 demonstrates the absolute error
both with respect to
for Example 2 when
using the M-CP. Further, the functions
and
with respect to
for the same parameters are shown in
Figure 7 and
Figure 8, respectively, using the G-LP. We view from
Figure 6 and
Figure 8 that the absolute error is higher near the corner
. These figures justify a good approximation of the exact solution.
Example 3. This is an example in which the exact solution is unknown. Consider the following problem:where
, and the exact solution
y is unknown, and
The problem in Example 3 reduces to the classical Cauchy–Euler problem for
with the exact solution
.
Table 5 shows the approximate solution
of the problem in Example 3 at some mesh points obtained by using the G-LP when
, for
and
.
Table 5 also presents the exact solution when
. Further,
Table 6 gives the approximate solution
, for
and the convergence order when
and
for Example 3 for
by using G-LP for collocation. In
Table 6, na means the order is not available at that point since the error is 0. Additionally,
Table 7 presents the total computational time required for applying the algorithm for Example 3 when G-LP and M-CP points are used as collocation parameters. It can be concluded from this table that the total computational time varies linearly with respect to
N. Finally,
Figure 9 illustrates the graph of the approximate solution
for
,
for Example 3 using the G-LP for collocation.
6. Conclusions
A fractional Cauchy–Euler problem in the Caputo sense is studied. The existence and uniqueness of the solution are investigated using the contracting mapping principle. Further, a collocation method and an algorithm is given for the numerical solution. Additionally, convergence analyses are provided, and the developed method is applied on some constructed fractional Cauchy–Euler (FrC-E) problems. The simulations justify the theoretical results.
In future research, the authors may consider discussing the potential extension of their method, specifically the application of the proposed numerical approach to higher-dimensional Caputo fractional Cauchy–Euler problems. This could be advantageous for addressing more complex systems. The authors can also conduct an error analysis to pinpoint possible sources of numerical inaccuracies and enhance the algorithm for improved precision and stability.
Moreover, they will consider the effectiveness of their method using different types of fractional derivatives operators, such as the Riemanns–Liouville or Grunwald–Letnikov derivatives.