Skip to main content
Log in

Exact and numerical solutions of the fractional Sturm–Liouville problem

  • Research Paper
  • Published:
Fractional Calculus and Applied Analysis Aims and scope Submit manuscript

Abstract

In the paper, we discuss the regular fractional Sturm-Liouville problem in a bounded domain, subjected to the homogeneous mixed boundary conditions. The results on exact and numerical solutions are based on transformation of the differential fractional Sturm-Liouville problem into the integral one. First, we prove the existence of a purely discrete, countable spectrum and the orthogonal system of eigenfunctions by using the tools of Hilbert-Schmidt operators theory. Then, we construct a new variant of the numerical method which produces eigenvalues and approximate eigenfunctions. The convergence of the procedure is controlled by using the experimental rate of convergence approach and the orthogonality of eigenfunctions is preserved at each step of approximation. In the final part, the illustrative examples of calculations and estimation of the experimental rate of convergence are presented.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Q.M. Al-Mdallal, An efficient method for solving fractional Sturm-Liouville problems. Chaos Solitons Fractals 40, No 1 (2009), 183–189; DOi: 10.1016/j.chaos.2007.07.041.

    Article  MathSciNet  Google Scholar 

  2. O.P. Agrawal, M. M. Hasan, X. W. Tangpong, A numerical scheme for a class of parametric problem of fractional variational calculus. J. Comput. Nonlinear Dyn. 7 (2012), # 021005-1–021005-6; DOi: 10.1115/1.4005464.

  3. R. Almeida, A.B. Malinowska, M.L. Morgado, T. Odzijewicz, Variational methods for the solution of fractional discrete/continuous Sturm-Liouville problems. J. of Mechanics of Materials and Structures 12, No 1 (2017), 3–21; DOi: 10.2140/jomms.2017.12.3.

    Article  MathSciNet  Google Scholar 

  4. F.V. Atkinson, Discrete and Continuous Boundary Value Problems. Academic Press, New York, London (1964).

    MATH  Google Scholar 

  5. D. Baleanu, J.H. Asad, I. Petras, Fractional Bateman-Feshbach Tikochinsky oscillator. Commun. Theor. Phys. 61 (2014), 221–225; DOi: 10.1088/0253-6102/61/2/13.

    Article  Google Scholar 

  6. T. Blaszczyk, M. Ciesielski, M. Klimek, J. Leszczynski, Numerical solution of fractional oscillator equation. Appl. Math. Comput. 218 (2011), 2480–2488; DOi: 10.1016/j.amc.2011.07.062.

    MathSciNet  MATH  Google Scholar 

  7. T. Blaszczyk, M. Ciesielski, Numerical solution of fractional Sturm-Liouville equation in integral form. Fract. Calc. Appl. Anal., 17, No 2 (2014), 307–320; DOi: 10.2478/s13540-014-0170-8; https://www.degruyter.com/view/j/fca.2014.17.issue-2/issue-files/fca.2014.17.issue-2.xml.

    Article  MathSciNet  Google Scholar 

  8. T. Blaszczyk, A numerical solution of a fractional oscillator equation in a non-resisting medium with natural boundary conditions. Romanian Reports in Phys. 67, No 2 (2015), 350–358.

    Google Scholar 

  9. T. Blaszczyk, M. Ciesielski, Fractional oscillator equation - transformation into integral equation and numerical solution. Appl. Math. Comput. 257 (2015), 428–435; DOi: 10.1016/j.amc.2014.12.122.

    MathSciNet  MATH  Google Scholar 

  10. L. Bourdin, J. Cresson, I. Greff, P. Inizan, Variational integrator for fractional Euler-Lagrange equations. Appl. Numer. Math. 71 (2013), 14–23; DOi: 10.1016/j.apnum.2013.03.003.

    Article  MathSciNet  Google Scholar 

  11. Ciesielski M., Blaszczyk T., Numerical solution of non-homogenous fractional oscillator equation in integral form. J. of Theoretical and Applied Mechanics 53, No 4 (2015), 959–968.

    Article  Google Scholar 

  12. M. Ciesielski, M. Klimek, T. Blaszczyk, The fractional Sturm-Liouville Problem–Numerical approximation and application in fractional diffusion. J. of Computational and Applied Math. 317, (2017), 573–588; DOi: 10.1016/j.cam.2016.12.014.

    Article  MathSciNet  Google Scholar 

  13. K. Diethelm. The Analysis of Fractional Differential Equations. Lecture Notes in Mathematics Vol. 2004, Springer-Verlag (2010).

    Book  Google Scholar 

  14. M.A. Hajji, Q.M. Al-Mdallal, F.M. Allan, An efficient algorithm for solving higher-order fractional Sturm-Liouville eigenvalue problems. J. Comput. Phys. 272, (2014), 550–558; DOi: 10.1016/j.jcp.2014.04.048.

    Article  MathSciNet  Google Scholar 

  15. A.A. Kilbas, H.M. Srivastava, J.J. Trujillo. Theory and Applications of Fractional Differential Equations. Elsevier, Amsterdam(2006).

    MATH  Google Scholar 

  16. M. Klimek, O.P. Agrawal, On a regular fractional Sturm–Liouville problem with derivatives of order in (0, 1). In. Proc. of the 13th International Carpathian Control Conf., Vysoke Tatry (2012); DOi: 10.1109/CarpathianCC.2012.6228655.

    Google Scholar 

  17. M. Klimek, O.P. Agrawal, Fractional Sturm-Liouville problem. Comput. Math. Appl. 66 (2013), 795–812; DOi: 10.1016/j.camwa.2012.12.011.

    Article  MathSciNet  Google Scholar 

  18. M. Klimek, T. Odzijewicz, A.B. Malinowska, Variational methods for the fractional Sturm-Liouville problem. J. Math. Anal. Appl. 416, No 1 (2014), 402–426; DOi: 10.1016/j.jmaa.2014.02.009.

    Article  MathSciNet  Google Scholar 

  19. M. Klimek, Fractional Sturm-Liouville problem and 1D space-time fractional diffusion problem with mixed boundary conditiond. In. Proc. of the ASME 2015 Internat. Design Engineering Technical Conf. (IDETC) and Computers and Information in Engineering Conf. (CIE), Boston (2015); DOi: 10.1115/DETC2015-46808.

    Google Scholar 

  20. M. Klimek, A.B. Malinowska, T. Odzijewicz, Applications of the fractional Sturm-Liouville problem to the space-time fractional diffusion in a finite domain. Fract. Calc. Appl. Anal. 19, No 2 (2016), 516–550; DOi: 10.1515/fca-2016-0027; https://www.degruyter.com/view/j/fca.2016.19.issue-2/issue-files/fca.2016.19.issue-2.xml.

    Article  MathSciNet  Google Scholar 

  21. A.B. Malinowska, D.F.M. Torres. Introduction to the Fractional Calculus of Variations. Imperial College Press, London (2012).

    Book  Google Scholar 

  22. A.B. Malinowska, T. Odzijewicz, D.F.M. Torres. Advanced Methods in the Fractional Calculus of Variations. Springer Internat. Publ., London (2015).

    Book  Google Scholar 

  23. M. d’Ovidio, From Sturm-Liouville problems to to fractional and anomalous diffusions. Stochastic Process. Appl. 122 (2012), 3513–3544; DOi: 10.1016/j.spa.2012.06.002.

    Article  MathSciNet  Google Scholar 

  24. I. Podlubny. Fractional Differential Equations. Academic Press, San Diego (1999).

    MATH  Google Scholar 

  25. I. Podlubny, Matrix approach to discrete fractional calculus. Fract. Calc. Appl. Anal. 3, No 4 (2000), 359–386.

    MathSciNet  MATH  Google Scholar 

  26. J.D. Pryce, Numerical Solution of Sturm-Liouville Problems. Oxford Univ. Press, London (1993).

    MATH  Google Scholar 

  27. F. Riewe, Nonconservative Lagrangian and Hamiltonian mechanics. Phys. Rev. E 53 (1996), 1890–1899; DOi: 10.1103/PhysRevE.53.1890.

    Article  MathSciNet  Google Scholar 

  28. M. Rivero, J.J. Trujillo, M.P. Velasco, A fractional approach to the Sturm-Liouville problem. Cent. Eur. J. Phys. 11, No 10 (2013), 1246–1254; DOi: 10.2478/s11534-013-0216-2.

    Google Scholar 

  29. J. Siedlecki, M. Ciesielski, T. Blaszczyk, The Sturm-Liouville eigen-value problem - a numerical solution using the control volume method. J. Appl. Math. Comput. Mech. 15, No 2 (2016), 127–136; DOi: 10.17512/jamcm.2016.2.14.

    Article  MathSciNet  Google Scholar 

  30. Y. Xu, O.P. Agrawal, Models and numerical solutions of generalized oscillator equations. J. Vib. Acoust. 136, No 5 (2014), Article ID 050903; DOi: 10.1115/1.4027241.

    Google Scholar 

  31. M. Zayernouri, G.E. Karniadakis, Fractional Sturm–Liouville eigen-problems: theory and numerical approximation. J. Comput. Phys. 252 (2013), 495–517; DOi: 10.1016/j.jcp.2013.06.031.

    Article  MathSciNet  Google Scholar 

  32. M. Zayernouri, M. Ainsworth, G.E. Karniadakis, Tempered fractional Sturm–Liouville eigenproblems. SIAM J. Sci. Computing 37, No 4 (2015), A1777–A1800; DOi: 10.1137/140985536.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Malgorzata Klimek.

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Klimek, M., Ciesielski, M. & Blaszczyk, T. Exact and numerical solutions of the fractional Sturm–Liouville problem. FCAA 21, 45–71 (2018). https://doi.org/10.1515/fca-2018-0004

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1515/fca-2018-0004

MSC 2010

Key Words and Phrases

Navigation