The Cubic B-Spline Method for a Class of Caputo-Fabrizio Fractional Differential Equations
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摘要: 基于分数阶微积分基本定理和三次B样条理论,构造了求解线性Caputo-Fabrizio型分数阶微分方程数值解的三次B样条方法,利用分数阶微积分基本定理将初值问题转化为关于解函数的表达式,再使用三次B样条函数逼近表达式中积分项的被积函数,进而计算了一类Caputo-Fabrizio型分数阶微分方程的数值解. 给出了所构造的三次B样条方法的误差估计、收敛性和稳定性的理论证明. 数值实验表明,该文数值方法在求解一类Caputo-Fabrizio型分数阶微分方程数值解时具有一定的可行性和有效性,且计算精度和计算效率优于现有的两种数值方法.
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关键词:
- Caputo-Fabrizio分数阶导数 /
- 三次B样条方法 /
- 误差估计 /
- 收敛性 /
- 稳定性
Abstract: Based on the basic theorem of fractional calculus and the cubic B-spline theory, the cubic B-spline method for numerical solution of linear Caputo-Fabrizio fractional differential equations was proposed. The basic theorem of fractional calculus was used to transform the initial value problem into an expression about the solution function, and the cubic B-spline function was used to approximate the integrand function in the expression. Then the numerical solutions of the Caputo-Fabrizio fractional differential equations were calculated. The error estimation, convergence and stability of the constructed cubic B-spline method were given theoretically. Numerical experiments show that, the presented numerical method is feasible and effective in solving a class of Caputo-Fabrizio fractional differential equations, and the computation accuracy and efficiency are better than the 2 existing numerical methods. -
表 1 当α=0.3时,3种数值方法的最大误差和收敛阶(情况1)
Table 1. Maximum errors and convergence orders of 3 numerical methods for α=0.3 (case 1)
N method in ref. [14] rate r CPU time T/s method in ref. [18] rate r CPU time T/s S3 rate r CPU time T/s 4 2.863 3E-4 - 0.000 6 4.244 2E-4 - 0.000 3 4.861 4E-6 - 0.000 1 8 2.181 2E-5 3.714 5 0.001 5 2.634 4E-5 4.001 0 0.001 1 3.039 0E-7 3.999 7 0.000 2 16 1.495 5E-6 3.866 4 0.004 3 1.640 7E-6 4.005 1 0.001 2 1.899 5E-8 3.999 9 0.000 2 32 9.776 7E-8 3.935 1 0.010 7 1.023 6E-7 4.002 6 0.015 7 1.187 2E-9 4.000 0 0.000 4 64 6.247 4E-9 3.968 0 0.046 2 6.391 9E-9 4.001 3 0.033 1 7.420 7E-11 3.999 9 0.002 8 128 3.947 8E-10 3.984 1 0.292 1 4.821 1E-10 3.728 8 0.185 1 4.645 2E-12 3.997 8 0.005 6 表 2 当α=0.7时,3种数值方法的最大误差和收敛阶(情况1)
Table 2. Maximum errors and convergence orders of 3 numerical methods for α=0.7 (case 1)
N method in ref. [14] rate r CPU time T/s method in ref. [18] rate r CPU time T/s S3 rate r CPU time T/s 4 1.498 5E-3 - 0.000 5 2.440 9E-3 - 0.000 3 6.803 8E-5 - 0.000 2 8 1.131 7E-4 3.727 0 0.002 7 1.477 4E-4 4.046 3 0.001 1 4.278 2E-6 3.991 3 0.000 2 16 7.205 3E-6 3.973 3 0.004 1 9.070 8E-6 4.025 7 0.001 5 2.677 9E-7 3.997 8 0.000 3 32 4.431 2E-7 4.023 3 0.021 2 5.616 7E-7 4.013 4 0.016 8 1.674 3E-8 3.999 5 0.000 3 64 3.077 3E-8 3.848 0 0.046 9 3.493 8E-8 4.006 9 0.040 4 1.046 6E-9 3.999 9 0.002 6 128 2.046 0E-9 3.910 8 0.303 5 2.178 4E-9 4.003 5 0.212 4 6.541 1E-11 4.000 0 0.005 5 表 3 当α=0.3时,3种数值方法的最大误差和收敛阶(情况2)
Table 3. Maximum errors and convergence orders of 3 numerical methods for α=0.3 (case 2)
N method in ref. [14] rate r CPU time T/s method in ref. [18] rate r CPU time T/s S3 rate r CPU time T/s 4 1.044 5E-3 - 0.000 8 1.882 9E-3 - 0.000 2 2.909 0E-5 - 0.000 2 8 7.592 6E-5 3.782 0 0.003 5 1.104 9E-4 4.090 9 0.001 2 1.806 0E-6 4.009 7 0.000 3 16 5.354 7E-6 3.825 7 0.004 6 6.649 0E-6 4.054 7 0.001 9 1.127 0E-7 4.002 3 0.000 3 32 3.633 3E-7 3.881 5 0.021 3 4.070 3E-7 4.030 0 0.014 8 7.040 6E-9 4.000 6 0.000 6 64 2.381 4E-8 3.931 4 0.047 4 2.512 5E-8 4.017 9 0.038 2 4.400 3E-10 4.000 0 0.003 8 128 1.319 4E-9 4.173 9 0.300 7 1.338 0E-9 4.231 0 0.269 6 2.753 6E-11 3.998 2 0.007 7 表 4 当α=0.7时,3种数值方法的最大误差和收敛阶(情况2)
Table 4. Maximum errors and convergence orders of 3 numerical methods for α=0.7 (case 2)
N method in ref. [14] rate r CPU time T/s method in ref. [18] rate r CPU time T/s S3 rate r CPU time T/s 4 2.550 6E-3 - 0.000 8 4.181 8E-3 - 0.000 3 2.068 7E-4 - 0.000 2 8 2.102 5E-4 3.600 7 0.003 2 2.302 9E-4 4.182 6 0.001 3 1.256 8E-5 4.041 0 0.000 2 16 1.295 5E-5 4.020 5 0.004 7 1.352 3E-5 4.090 0 0.001 7 7.797 0E-7 4.010 6 0.000 4 32 7.477 9E-7 4.114 7 0.025 8 8.194 8E-7 4.044 6 0.015 6 4.863 9E-8 4.002 7 0.000 6 64 4.419 4E-8 4.080 7 0.050 2 5.043 7E-8 4.022 2 0.035 4 3.038 5E-9 4.000 7 0.004 1 128 2.930 5E-9 3.914 6 0.333 5 3.128 2E-9 4.011 1 0.284 8 1.898 9E-10 4.000 2 0.007 3 表 5 α=0.3, N=10 000时,3种数值方法在不同节点处的绝对误差和相对误差
Table 5. The absolute and relative errors of the 3 numerical methods at different nodes for α=0.3, N=10 000
ti method in ref. [14]
(CPU time T=25.11 s)method in ref. [18]
(CPU time T=23.05 s)S3
(CPU time T=10.91 s)exact solution absolute error ε relative error ε' absolute error ε relative error ε' absolute error ε relative error ε' 100 1.179 7E-6 -2.329 6E-6 1.105 8E-6 -2.183 6E-6 5.867 9E-9 -1.158 8E-8 -0.506 4 200 1.418 9E-6 -1.624 8E-6 1.594 7E-6 -1.826 1E-6 5.127 6E-9 -5.871 5E-9 -0.873 3 300 1.591 7E-6 -1.592 1E-6 1.658 1E-6 -1.658 4E-6 2.809 5E-8 -2.810 0E-8 -0.999 8 400 1.650 6E-6 -1.939 8E-6 1.278 6E-6 -1.502 6E-6 5.670 9E-8 -6.664 6E-8 -0.850 9 500 1.579 2E-6 -3.375 8E-6 5.608 3E-7 -1.198 9E-6 8.309 1E-8 -1.776 2E-7 -0.467 8 600 1.397 3E-6 3.161 3E-5 2.977 0E-7 6.735 3E-6 9.997 6E-8 2.261 9E-6 0.044 2 700 1.154 9E-6 2.123 0E-6 1.060 5E-6 1.949 4E-6 1.027 2E-7 1.888 2E-7 0.544 0 800 9.188 7E-7 1.027 8E-6 1.517 6E-6 1.697 5E-6 9.055 4E-8 1.012 9E-7 0.894 0 900 7.540 9E-7 7.557 5E-7 1.543 1E-6 1.546 5E-6 6.684 1E-8 6.698 8E-8 0.997 8 1 000 7.059 8E-7 8.537 7E-7 1.129 9E-6 1.366 4E-6 3.814 1E-8 4.612 5E-8 0.826 9 表 6 α=0.5, N=10 000时,3种数值方法在不同节点处的绝对误差和相对误差
Table 6. The absolute and relative errors of the 3 numerical methods at different nodes for α=0.5, N=10 000
ti method in ref. [14]
(CPU time T=25.21 s)method in ref. [18]
(CPU time T=21.79 s)S3
(CPU time T=10.72 s)exact solution absolute error ε relative error ε' absolute error ε relative error ε' absolute error ε relative error ε' 100 3.560 3E-6 -7.030 6E-6 -7.030 6E-6 -4.480 6E-6 9.535 4E-8 -1.883 0E-7 -0.506 4 200 4.582 3E-6 -5.247 2E-6 -5.247 2E-6 -3.733 8E-6 9.478 3E-8 -1.085 3E-7 -0.873 3 300 5.143 2E-6 -5.144 3E-6 -5.144 3E-6 -3.374 4E-6 6.810 3E-8 -6.811 6E-8 -0.999 8 400 5.088 5E-6 -5.980 1E-6 -5.980 1E-6 -3.028 3E-6 2.266 0E-8 -2.663 1E-8 -0.850 9 500 4.433 2E-6 -9.476 7E-6 -9.476 7E-6 -2.329 0E-6 2.903 1E-8 -6.205 8E-8 -0.467 8 600 3.357 8E-6 7.596 9E-5 7.596 9E-5 1.535 6E-5 7.273 7E-8 1.645 6E-6 0.044 2 700 2.158 5E-6 3.967 8E-6 3.967 8E-6 4.119 3E-6 9.642 3E-8 1.772 5E-7 0.544 0 800 1.165 4E-6 1.303 6E-6 1.303 6E-6 3.542 4E-6 9.356 7E-8 1.046 6E-7 0.894 0 900 6.520 4E-7 6.534 7E-7 6.534 7E-7 3.208 8E-6 6.495 6E-8 6.509 9E-8 0.997 8 1 000 7.597 7E-7 9.188 2E-7 9.188 2E-7 2.824 8E-6 1.840 6E-8 2.2258E-8 0.826 9 表 7 α=0.7, N=10 000时,3种数值方法在不同节点处的绝对误差和相对误差
Table 7. The absolute and relative errors of the 3 numerical methods at different nodes for α=0.7, N=10 000
ti method in ref. [14]
(CPU time T=26.02 s)method in ref. [18]
(CPU time T=22.70 s)S3
(CPU time T=10.21 s)exact solution absolute error ε relative error ε' absolute error ε relative error ε' absolute error ε relative error ε' 100 1.272 2E-5 -2.512 2E-5 3.742 0E-6 -7.389 4E-6 1.541 5E-6 -3.044 1E-6 -0.506 4 200 1.759 9E-5 -2.015 2E-5 5.318 1E-6 -6.089 7E-6 1.565 8E-6 -1.793 0E-6 -0.873 3 300 1.973 9E-5 -1.974 3E-5 5.409 3E-6 -5.410 4E-6 1.555 0E-6 -1.555 3E-6 -0.999 8 400 1.855 2E-5 -2.180 3E-5 3.990 5E-6 -4.689 7E-6 1.512 1E-6 -1.777 0E-6 -0.850 9 500 1.436 5E-5 -3.070 8E-5 1.452 4E-6 -3.104 7E-6 1.448 9E-6 -3.097 2E-6 -0.467 8 600 8.331 4E-6 1.884 9E-4 1.506 2E-6 3.407 7E-5 1.382 8E-6 3.128 4E-5 0.044 2 700 2.112 3E-6 3.882 8E-6 4.070 5E-6 7.482 5E-6 1.332 0E-6 2.448 5E-6 0.544 0 800 2.579 9E-6 2.885 8E-6 5.534 5E-6 6.190 7E-6 1.310 5E-6 1.465 9E-6 0.894 0 900 4.453 1E-6 4.462 9E-6 5.495 0E-6 5.507 1E-6 1.324 2E-6 1.327 2E-6 0.997 8 1 000 2.991 4E-6 3.617 6E-6 3.962 9E-6 4.792 5E-6 1.369 6E-6 1.656 3E-6 0.826 9 -
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