
In this article, reliability estimation for a system of multi-component stress-strength model is considered. Working under progressively censored samples is of great advantage over complete and usual censoring samples, therefore Type-II right progressive censored sample is selected. The lifetime of the components and the stress and strength components are following the power Lomax distribution. Consequently, the problem of point and interval estimation has been studied from different points of view. The maximum likelihood estimate and the maximum product spacing of reliability are evaluated. Also approximate confidence intervals are constructed using the Fisher information matrix. For the traditional methods, bootstrap confidence intervals are calculated. Bayesian estimation is obtained under the squared error and linear-exponential loss functions, where the numerical techniques such as Newton-Raphson and the Markov Chain Monte Carlo algorithm are implemented. For dependability, the largest posterior density credible intervals are generated. Simulations are used to compare the results of the proposed estimation methods, where it shows that the Bayesian estimation method of the reliability function is significantly better than the other methods. Finally, a real data of the water capacity of the Shasta reservoir is examined for illustration.
Citation: Hanan Haj Ahmad, Ehab M. Almetwally, Dina A. Ramadan. A comparative inference on reliability estimation for a multi-component stress-strength model under power Lomax distribution with applications[J]. AIMS Mathematics, 2022, 7(10): 18050-18079. doi: 10.3934/math.2022994
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In this article, reliability estimation for a system of multi-component stress-strength model is considered. Working under progressively censored samples is of great advantage over complete and usual censoring samples, therefore Type-II right progressive censored sample is selected. The lifetime of the components and the stress and strength components are following the power Lomax distribution. Consequently, the problem of point and interval estimation has been studied from different points of view. The maximum likelihood estimate and the maximum product spacing of reliability are evaluated. Also approximate confidence intervals are constructed using the Fisher information matrix. For the traditional methods, bootstrap confidence intervals are calculated. Bayesian estimation is obtained under the squared error and linear-exponential loss functions, where the numerical techniques such as Newton-Raphson and the Markov Chain Monte Carlo algorithm are implemented. For dependability, the largest posterior density credible intervals are generated. Simulations are used to compare the results of the proposed estimation methods, where it shows that the Bayesian estimation method of the reliability function is significantly better than the other methods. Finally, a real data of the water capacity of the Shasta reservoir is examined for illustration.
The ordinary differential equations (ODEs) and partial differential equations (PDEs) are widely used to represent physical phenomena in mathematical language in science and technology. The mathematical form of the physical phenomena easily explains the whole scenario of the phenomena and makes them openly understandable and investigated straightforwardly. Initially, these phenomena were not only modeled accurately by using integer-order differential equations but later on fractional differential equations have over come the deficiencies and comparatively provide the best and adequate modelling of the given problems. Fractional order ODEs and PDEs describe some phenomena more accurately than non-fractional order ODES and PDEs and have numerous applications in applied sciences. It is shown that the fractional-order ODEs and PDEs are non-local and imply that the next state of a system depends on its current state and its previous states. Therefore, the fractional-order derivatives and integration have numerous applications such as the nonlinear oscillation of earth quack is molded with fractional-order derivatives [1], chaos theory [2], fractional diabetes model [3], fractional order Covid-19 Model [4], optics [5], fractional model of cancer chemotherapy [6], effect of fractional order on ferromagnetic fluid [7], the fractional-order fluid dynamic traffic model [2], signal processing phenomena [9], electrodynamics [10], fractional model for the dynamics of Hepatitis B Virus [11], fractional model for tuberculosis [12], fractional-order pine wilt disease model [13], and some others references therein [14,15,16,17,18].
The Korteweg-De Vries (KdV) equation is a mathematical model of waves on shallow water surfaces. It is particularly notable as the prototypical example of an exactly solvable model that is, a non-linear partial differential equation whose solutions can be exactly and precisely specified. KdV can be solved by means of the inverse scattering transform. The mathematical theory behind the KdV equation is a topic of active research. The KdV equation was first introduced by Boussinesq (1877) and rediscovered by Diederik Korteweg and Gustav de Vries (1895) [19].
Among these applications, we have considered Fokker-Planck equations of fractional order of the general from
ψδt(ϑ,τ)=L(ψϑ(ϑ,τ)+ψϑϑ(ϑ,τ))+Nψϑϑ(ϑ,τ), ϑ,τ>0, δ∈(0,1], | (1.1) |
with initial source
ψ(ϑ,0)=ℏ(ϑ). |
The Fokker-Planck equation (1.1) was introduced by Fokker and Planck to describe the brownian motion of partiles [20]. The Fokker-Plank equation represents the change in probability of a random function in time and space, which explain solute transport. Many phenomena, such as wave propagation, continuous random walk, charge carrier transport in amorphous semiconductors, anomalous diffusion, the motion of ribosomes along mRNA and pattern formation, polymeric networks are modelled by PDEs of both time and space fractional order [21].
Gorge Adomian was the first who proposed Adomian Decomposition Method (ADM) 1980. The crucial aspect of the method is employment of the "Adomian polynomials" which allow for solution convergence of the nonlinear portion of the equation, without simply linearizing the system. ADM is a type of method that uses a decomposition technique to generate approximation and even accurate solutions for non-linear systems with valid initial data. ADM have been used effectively for the solution of partial differential equations (PDE's) and fractional partial differential equations (FPDE's). In recent years, more and more researchers have applied this method to solving non-linear systems [24]. ADM is preferred over other techniques because of its simple implementation for wide range of nonlinear systems, including ordinary and partial differential equations with fractional derivatives. Moreover, ADM can easily handle the solutions of nonlinear fractional problems which is not the case with other techniques. It can be extended easily for higher dimensions problems.
The targeted solutions of fractional order ODEs and PDEs are also the main research focus of the mathematicians. There are many techniques that have been used for the solutions of fractional order Fokker-Planck equations such as Generalized finite differences method (GFDM) [22], radial basis functions finite difference (RBF-FD) [23], adomian decomposition method [25], homotopy perturbation transform method [26], iterative Laplace transform method [27], residual power method [28], finite element method [29], fractional variational iteration method [30], fractional reduced differential transform method [31].
In this article, we have implemented new approximate analytical method (NAAM) for the solution these type Fokker-Planck equations of fractional order. The NAAM is a analytical procedure which provide series form solution. The NAAM technique is easy and straight forward approach. The obtained results are fastly convergent towards the exact solution of each problem. The graphical analysis of NAAM solutions are demonstrated which has good agreement with exact solution of the problems.The remaining paper is systematized as Section 2, shows Preliminary concepts. In Section 3, signifies Procedure of NAAM. Section 4, we explained the implementation of NAAM on Fokker-Planck equations. Section 5, we summarized the obtained results.
In this section, the related definitions and preliminary concepts of fractional calculus and the procedure of the NAAM are presented.
The Riemann-Liouuille fractional partial integral denoted by Iδτ, where, δ∈N,δ≥0, which is define as under
Iδτψ(ϑ,τ)={1Γ(δ)∫τ0ψ(ϑ,τ)dτ, ϑ,τ>0,ψ(ϑ,τ), ϑ=0,τ>0, | (2.1) |
where, Γ is represent gamma function.
Let δ,β∈R,∖N, δ,γ>0,ρ>−1, then for the function ψ(ϑ,τ) the operator Iδτ has the following properties.
{Iδτψ(ϑ,τ)Iγtψ(ϑ,τ)=Iδ+γτψ(ϑ,τ),Iδτψ(ϑ,τ)Iγτψ(ϑ,τ)=Iγτψ(ϑ,τ)Iδτψ(ϑ,τ),Iδττρ=Γ(ρ+1)Γ(δ+ρ+1)τδ+ρ. | (2.2) |
Dδτψ(ϑ,τ)=∂δψ(ϑ,τ)∂τδ={In−δ[∂δψ(ϑ,τ)∂τδ], n−1<δ<n, n∈N,∂δψ(ϑ,τ)∂τδ, n=δ. | (2.3) |
Let ϑ,τ∈R, τ>0, and m−1<ρ<m∈N, then
IδτDδτψ(ϑ,τ)=ψ(ϑ,τ)−m−1∑k=0τkk!∂kψ(ϑ,0+)∂τk,DϑτIϑτψ(ϑ,τ)=ψ(ϑ,τ). | (2.4) |
If there exists a constant 0<γ<1suchthat:
||un+1(ϑ,τ)||≤γ||un(ϑ,τ)||, n∈N, ϑ∈I⊂R, 0≤t<R, | (2.5) |
then the sequence of approximate solution converges to the exact solution.
Proof. See [35].
Here, we have analyzed the analytical procedure for the solution of fractional order Fokker-Planck equations by introducing approximate analytical method.
Consider a general form of Fokker-Planck equation as
ψδt(ϑ,τ)=L(ψϑ(ϑ,τ)+ψϑϑ(ϑ,τ))+Nψϑϑ(ϑ,τ), ϑ,τ>0, δ∈(0,1], | (3.1) |
with initial source
ψ(ϑ,0)=ℏ(ϑ), |
where L,N are linear and non-linear operator respectively.
Before computational procedure, we have defined some mandatory procedural results below.
For Lψ(ϑ,τ)=∑∞0γkLψk(ϑ,τ), the linear term Lψ(ϑ,τ) satisfy the following property
Lψ(ϑ,τ)=(L∞∑k=0γkψk(ϑ,τ))=∞∑k=0(γkLψk(ϑ,τ)). | (3.2) |
The nonlinear operator Nψ(ϑ,τ), for the parameter λ, we define ψλ(ϑ,τ)=∑∞0λkψk(ϑ,τ), compensate the following property
N(ψλ)=N(∞∑0λkψk(ϑ,τ))=∞∑0[1n!dndλn[N(∞∑0λkψk(ϑ,τ))]λ=0]λn. | (3.3) |
The polynomial χn=χn(ψ0,ψ1,⋯,ψn), can be calculated as
χn(ψ0,ψ1,⋯,ψn)=1n!dndλn[ℵ(∞∑0λkψk(ϑ,τ))]λ=0 | (3.4) |
For χn=χn(ψ0,ψ1,⋯,ψn), the non-linear term N(ψλ), with using definition (3.4), is represented as
N(ψλ)=∞∑0λkχk | (3.5) |
The following result briefly explain the exitance of NAAM.
Theorem
Let N(ψλ),ψ(ϑ,τ) are define for ϵ−1<δ<ϵ, in (3.1). The Fokker-Planck model (3.1), the unique solution is given as
ψ(ϑ,τ)=ψ(ϑ,0)+∞∑k=1[L−δτ(ψ(k−1))+χ−δ(k−1)t], | (3.6) |
where, L−δτ(ψ(k−1)) and χ−δ(k−1)τ represent the fractional partial integral of order δ for L(ψk−1) and χ(k−1) with respect to τ.
Proof. The solution of Fokker-Planck equation ψ(ϑ,τ), is obtained by substituting the following expansion
ψ(ϑ,τ)=∞∑k=0ψk(ϑ,τ). | (3.7) |
To numerate the Eq (3.1), we can investigate as
ψδτλ(ϑ,τ)=λ[L(ψϑ(ϑ,τ)+ψϑϑ(ϑ,τ))+Nψϑϑ(ϑ,τ)], λ∈(0,1], | (3.8) |
along with initial sources
ψ(ϑ,0)=ℏ(ϑ). | (3.9) |
Additionally, the solution of Eq (3.6) is estimated as
ψλ(ϑ,τ)=∞∑0λkψλ(ϑ,τ), | (3.10) |
using the Caupto-Riemann property on Eq (3.8), we have
ψλ(ϑ,τ)=ψ(ϑ,0)+λ[L(ψϑ(ϑ,τ)+ψϑϑ(ϑ,τ))+Nψϑϑ(ϑ,τ)], | (3.11) |
assuming Eq (3.9), the initial source, Eq (3.11), become as
ψλ(ϑ,τ)=ℏ(ϑ)+λ[L(ψϑ(ϑ,τ)+ψϑϑ(ϑ,τ))+Nψϑϑ(ϑ,τ)]. | (3.12) |
By substituting, Eq (3.10), in Eq (3.12), we get
∞∑k=0λkψλ(ϑ,τ)=ℏ(ϑ)+λIδt[L(∞∑k=0λk(ψϑ(ϑ,τ)+ψϑϑ(ϑ,τ)))+N(∞∑k=0λkψϑϑ(ϑ,τ))], | (3.13) |
with the help of Theorem (3.4), and Lemma (3.1), the Eq (3.13) become as
∞∑k=0λkψλ(ϑ,τ)=ℏ(ϑ)+λIδt[L(∞∑k=0λk(ψϑ(ϑ,τ)+ψϑϑ(ϑ,τ)))]+λIδt[N(∞∑k=0λkχn)], | (3.14) |
the iterative scheme is obtained by comparing the identical power of λ in Eq (3.14), as
{ψ0(ϑ,τ)=ℏ(ϑ),ψ1(ϑ,τ)=L−δτψ0+χ−δτ0,ψk(ϑ,τ)=L−δτψ(k−1)+χ−δτ(k−1), k=2,3,⋯ | (3.15) |
In this section, we have tested the validity and applicability of NAAM by solving some Fokker-Planck equations.
Problem 4.1. Consider a Fokker-Planck equation of time fractional order in the form [36]:
∂δ∂τδ(ψ(ϑ,τ))+∂∂ϑ(ϑ6ψ(ϑ,τ))−∂2∂ϑ2(ϑ212ψ(ϑ,τ))=0, ϑ,τ>0, δ∈(0,1], | (4.1) |
with initial source
ψ(ϑ,0)=ϑ2, |
for special value δ=1, the exact form solution is
ψ(ϑ,τ)=ϑ2expτ2. |
To investigate the solution of the Fokker-Planck equation (21), we compare it with the Eq (6), we get
∂δ∂τδ(ψ(ϑ,τ))=∂∂ϑ(ϑ6ψ(ϑ,τ))−∂2∂ϑ2(ϑ212ψ(ϑ,τ)), ϑ,τ>0, δ∈(0,1], | (4.2) |
the genral NAAM solution of Eq (4.1), is assume as
ψ(ϑ,τ)=∞∑k=0ψk(ϑ,τ). | (4.3) |
For investigating the approximate solution of Eq (4.2), we process as
∂δ∂τδ(ψ(ϑ,τ))=λ[∂∂ϑ(ϑ6ψ(ϑ,τ))−∂2∂ϑ2(ϑ212ψ(ϑ,τ))], δ∈(0,1], | (4.4) |
where the initial condition is given as
ψ(ϑ,0)=ϑ2. | (4.5) |
The assume solution of Eq (4.4), is in the form
ψλ(ϑ,τ)=∞∑k=0λkψk(ϑ,τ). | (4.6) |
Using the Caupto-Riemann property on Eq (3.8), we have
ψλ(ϑ,τ)=ψ(ϑ,0)+λIδt[∂∂ϑ(ϑ6ψ(ϑ,τ))−∂2∂ϑ2(ϑ212ψ(ϑ,τ))], | (4.7) |
assuming the initial condition (3.5), Eq (4.6), become as
ψλ(ϑ,τ)=ϑ2+λIδt[∂∂ϑ(ϑ6ψ(ϑ,τ))−∂2∂ϑ2(ϑ212ψ(ϑ,τ))], | (4.8) |
by substituting Eq (3.10), in Eq (4.8), we get
∞∑k=0λkψk(ϑ,τ)=ϑ2+λIδt[∞∑k=0λk(∂∂ϑ(ϑ6ψk(ϑ,τ)))−∞∑k=0λk∂2∂ϑ2(ϑ212ψk(ϑ,τ))], | (4.9) |
the iterative scheme is obtained by comparing the identical power of λ in Eq (4.9), as
{ψ0(ϑ,τ)=ϑ2,ψ1(ϑ,τ)=Iδt[∂∂ϑ(ϑ6ψ0(ϑ,τ))−∂2∂ϑ2(ϑ212ψ0(ϑ,τ))],ψk(ϑ,τ)=Iδt[∂∂ϑ(ϑ6ψk−1(ϑ,τ))−∂2∂ϑ2(ϑ212ψk−1(ϑ,τ))]. | (4.10) |
Consequently, we get
ψ0(ϑ,τ)=ϑ2, | (4.11) |
ψ1(ϑ,τ)=ϑ2tδ2Γ(δ+1), | (4.12) |
ψ2(ϑ,τ)=ϑ2t2δ8Γ(2δ+1), | (4.13) |
ψ3(ϑ,τ)=ϑ2t3δ8Γ(3δ+1), | (4.14) |
⋮. |
The NAAM solution is
ψ(ϑ,τ)=ψ0(ϑ,τ)+ψ1(ϑ,τ)+ψ2(ϑ,τ)+ψ3(ϑ,τ)+⋯, | (4.15) |
subsisting Eqs (4.11)–(4.14), in Eq (4.15), we get
ψ(ϑ,τ)=ϑ2+ϑ2tδ2Γ(δ+1)+ϑ2t2δ8Γ(2δ+1)+ϑ2t3δ8Γ(3δ+1)+⋯, | (4.16) |
Specifically for δ=1, the solution converted to
ψ(ϑ,τ)=ϑ2+ϑ2t2Γ(2)+ϑ2t28Γ(3)+ϑ2t38Γ(4)+⋯, | (4.17) |
which converge to exact solution as
ψ(ϑ,τ)=ϑ2expτ2. | (4.18) |
Problem 4.2.
Consider a Fokker-Planck equation of time fractional order in the form [36];
∂∂τδ(ψ(ϑ,τ))+∂∂ϑ(ϑψ(ϑ,τ))−∂2∂ϑ2(ϑ22ψ(ϑ,τ))=0, ϑ,τ>0, δ∈(0,1], | (4.19) |
with initial source
ψ(ϑ,0)=ϑ, | (4.20) |
for special value δ=1, the exact form solution is
ψ(ϑ,τ)=ϑexpτ. |
To investigate the solution of the Fokker-Planck equation (4.19), we compare it with the Eq (3.1), we get
∂δ∂τδ(ψ(ϑ,τ))=−∂∂ϑ(ϑψ(ϑ,τ))+∂2∂ϑ2(ϑ22ψ(ϑ,τ)), ϑ,τ>0, δ∈(0,1], | (4.21) |
the general NAAM solution of Eq (4.19), is assume as
ψ(ϑ,τ)=∞∑k=0ψk(ϑ,τ). | (4.22) |
For investigating the approximate solution of Eq (4.20), we process as
∂δ∂τδ(ψ(ϑ,τ))=λ[−∂∂ϑ(ϑψ(ϑ,τ))+∂2∂ϑ2(ϑ22ψ(ϑ,τ))], δ∈(0,1], | (4.23) |
where the initial condition is given as
ψ(ϑ,0)=ϑ. | (4.24) |
The assume solution of Eq (4.23), is in the form
ψλ(ϑ,τ)=∞∑k=0λkψk(ϑ,τ). | (4.25) |
Using the Caupto-Riemann property on Eq (4.23), we have
ψλ(ϑ,τ)=ψ(ϑ,0)+λIδt[−∂∂ϑ(ϑψ(ϑ,τ))+∂2∂ϑ2(ϑ22ψ(ϑ,τ))], | (4.26) |
assuming the initial condition (4.20), Eq (4.26), become as
ψλ(ϑ,τ)=ϑ+λIδt[−∂∂ϑ(ϑψ(ϑ,τ))+∂2∂ϑ2(ϑ22ψ(ϑ,τ))], | (4.27) |
by substituting Eq (4.25), in Eq (4.27), we get
∞∑k=0λkψk(ϑ,τ)=ϑ+λIδt[∞∑k=0λk(−∂∂ϑ(ϑψ(ϑ,τ)))+∞∑k=0λk∂2∂ϑ2(∂2∂ϑ2(ϑ22ψ(ϑ,τ)))], | (4.28) |
the iterative scheme is obtained by comparing the identical power of λ in Eq (4.28), as
{ψ0(ϑ,τ)=ϑ,ψ1(ϑ,τ)=Iδt[−∂∂ϑ(ϑψ0(ϑ,τ))+∂2∂ϑ2(ϑ22ψ0(ϑ,τ))],ψk(ϑ,τ)=Iδt[−∂∂ϑ(ϑψk−1(ϑ,τ))+∂2∂ϑ2(ϑ22ψk−1(ϑ,τ))]. | (4.29) |
Consequently, we get
ψ0(ϑ,τ)=ϑ, | (4.30) |
ψ1(ϑ,τ)=ϑtδΓ(δ+1), | (4.31) |
ψ2(ϑ,τ)=ϑt2δΓ(2δ+1), | (4.32) |
ψ3(ϑ,τ)=ϑt3δΓ(3δ+1), | (4.33) |
⋮ |
The NAAM solution is
ψ(ϑ,τ)=ψ0(ϑ,τ)+ψ1(ϑ,τ)+ψ2(ϑ,τ)+ψ3(ϑ,τ)+⋯, | (4.34) |
subsisting Eqs (4.30)–(4.33), in Eq (4.34), we get
ψ(ϑ,τ)=ϑ+ϑtδΓ(δ+1)+ϑt2δΓ(2δ+1)+ϑt3δΓ(3δ+1)+⋯. | (4.35) |
Specifically for δ=1, the solution converted to
ψ(ϑ,τ)=ϑ+ϑtΓ(2)+ϑt2Γ(3)+ϑt3Γ(4)+⋯, | (4.36) |
which converge to exact solution as
ψ(ϑ,τ)=ϑexpτ. | (4.37) |
Problem 4.3.
Consider a Fokker-Planck equation of time fractional order in the form [36];
∂∂τδ(ψ(ϑ,τ))+∂∂ϑ(4ϑψ2(ϑ,τ))−∂∂ϑ(ϑ3ψ(ϑ,τ))−∂2∂ϑ2(ψ2(ϑ,τ))=0, ϑ,τ>0, δ∈(0,1], | (4.38) |
where initial condition, given as
ψ(ϑ,0)=ϑ2. | (4.39) |
For special value δ=1, the exact form solution is
ψ(ϑ,τ)=ϑ2expτ. |
To investigate the solution of the Fokker-Planck equation (4.38), we compare it with the Eq (3.1), we get
∂δ∂τδ(ψ(ϑ,τ))=∂∂ϑ(ϑ3ψ(ϑ,τ))+N(ψ(ϑ,τ)), ϑ,τ>0, δ∈(0,1], | (4.40) |
where, the non-linear term N(ψ(ϑ,τ))=∂2∂ϑ2(ψ2(ϑ,τ))−∂∂ϑ(4ϑψ2(ϑ,τ)).
The general NAAM solution of Eq (4.38), is assume as
ψ(ϑ,τ)=∞∑k=0ψk(ϑ,τ). | (4.41) |
For investigating the approximate solution of Eq (4.40), we process as
∂δ∂τδ(ψ(ϑ,τ))=λ[∂∂ϑ(ϑ3ψ(ϑ,τ))+N(ψ(ϑ,τ))], δ∈(0,1], | (4.42) |
The assume solution of Eq (4.42), is in the form
ψλ(ϑ,τ)=∞∑k=0λkψk(ϑ,τ). | (4.43) |
Using the Caupto-Riemann property on Eq (4.42), we have
ψλ(ϑ,τ)=ψ(ϑ,0)+λIδt[−∂∂ϑ(ϑψ(ϑ,τ))+∂2∂ϑ2(ϑ22ψ(ϑ,τ))], | (4.44) |
assuming the initial condition 4.39, Eq (4.44), become as
ψλ(ϑ,τ)=ϑ2+λIδt[∂∂ϑ(ϑ3ψ(ϑ,τ))+N(ψ(ϑ,τ))], | (4.45) |
by substituting Eq (4.43), in Eq (4.45), we get
∞∑k=0λkψk(ϑ,τ)=ϑ2+λIδt[∞∑k=0λk(∂∂ϑ(ϑ3ψ(ϑ,τ)))+∞∑k=0λk(N(ψ(ϑ,τ)))], | (4.46) |
the nonlinear operator N(ψ(ϑ,τ)) is evaluated by using definition (3.4).
The iterative scheme is obtained by comparing the identical power of λ in Eq (4.46), as
{ψ0(ϑ,τ)=ϑ2,ψ1(ϑ,τ)=L∂∂ϑτ(ϑ3ψ0(ϑ,τ))+χ−δτ0,ψk(ϑ,τ)=L−δτ∂∂ϑ(ϑ3ψk−1(ϑ,τ))+χ−δτ(k−1), k=2,3,⋯. | (4.47) |
Consequently, we get
ψ0(ϑ,τ)=ϑ2, | (4.48) |
ψ1(ϑ,τ)=ϑ2tδΓ(δ+1), | (4.49) |
ψ2(ϑ,τ)=ϑ2t2δΓ(2δ+1), | (4.50) |
ψ3(ϑ,τ)=ϑ2t3δΓ(3δ+1), | (4.51) |
⋮. |
The NAAM solution is
ψ(ϑ,τ)=ψ0(ϑ,τ)+ψ1(ϑ,τ)+ψ2(ϑ,τ)+ψ3(ϑ,τ)+⋯, | (4.52) |
subsisting Eqs (4.48)–(4.51), in Eq (4.52), we get
ψ(ϑ,τ)=ϑ2+ϑ2tδΓ(δ+1)+ϑ2t2δΓ(2δ+1)+ϑ2t3δΓ(3δ+1)+⋯. | (4.53) |
Specifically for δ=1, the solution converted to
ψ(ϑ,τ)=ϑ2+ϑ2tΓ(2)+ϑ2t2Γ(3)+ϑ2t3Γ(4)+⋯ | (4.54) |
which converge to exact solution as
ψ(ϑ,τ)=ϑ2expτ. | (4.55) |
Problem 4.4.
Consider a Fokker-Planck equation of time fractional order in the form [36];
∂∂τδ(ψ(ϑ,τ))−∂∂ϑψ(ϑ,τ)−∂2∂ϑ2ψ(ϑ,τ)=0,τ>0, δ∈(0,1], | (4.56) |
with initial source
ψ(ϑ,0)=ϑ, | (4.57) |
for special value δ=1, the exact form solution is
ψ(ϑ,τ)=ϑ+τ. |
To investigate the solution of the Fokker-Planck equation (4.56), we compare it with the Eq (3.1), we get
∂δ∂τδ(ψ(ϑ,τ))=∂∂ϑψ(ϑ,τ)+∂2∂ϑ2ψ(ϑ,τ), ϑ,τ>0, δ∈(0,1], | (4.58) |
the general NAAM solution of Eq (4.58), is assume as
ψ(ϑ,τ)=∞∑k=0ψk(ϑ,τ). | (4.59) |
For investigating the approximate solution of Eq (4.59), we process as
∂δ∂τδ(ψ(ϑ,τ))=λ[∂∂ϑψ(ϑ,τ)+∂2∂ϑ2ψ(ϑ,τ)], δ∈(0,1], | (4.60) |
where initial condition, given as
ψ(ϑ,0)=ϑ. | (4.61) |
The assume solution of Eq (4.60), is in the form
ψλ(ϑ,τ)=∞∑k=0λkψk(ϑ,τ). | (4.62) |
Using the Caupto-Riemann property on Eq (4.60), we have
ψλ(ϑ,τ)=ψ(ϑ,0)+λIδt[∂∂ϑψ(ϑ,τ)+∂2∂ϑ2ψ(ϑ,τ)], | (4.63) |
assuming the initial condition (4.57), Eq (4.63), become as
ψλ(ϑ,τ)=ϑ+λIδt[∂∂ϑψ(ϑ,τ)+∂2∂ϑ2ψ(ϑ,τ)], | (4.64) |
by substituting Eq (4.62), in Eq (4.64), we get
∞∑k=0λkψk(ϑ,τ)=ϑ2+λIδt[∞∑k=0λk(∂∂ϑψ(ϑ,τ))+∞∑k=0λk(∂2∂ϑ2ψ(ϑ,τ))], | (4.65) |
the iterative scheme is obtained by comparing the identical power of λ in Eq (4.65), as
{ψ0(ϑ,τ)=ϑ,ψ1(ϑ,τ)=I−δτ[∂∂ϑψ0(ϑ,τ)+∂2∂ϑ2ψ0(ϑ,τ)],ψk(ϑ,τ)=I−δτ[∂∂ϑψk−1(ϑ,τ)+∂2∂ϑ2ψk−1(ϑ,τ)], k=2,3,⋯ | (4.66) |
Consequently, we get
ψ0(ϑ,τ)=ϑ, | (4.67) |
ψ1(ϑ,τ)=tδΓ(δ+1), | (4.68) |
ψ2(ϑ,τ)=0, | (4.69) |
ψ3(ϑ,τ)=0, | (4.70) |
⋮. |
The NAAM solution is
ψ(ϑ,τ)=ψ0(ϑ,τ)+ψ1(ϑ,τ)+ψ2(ϑ,τ)+ψ3(ϑ,τ)+⋯, | (4.71) |
subsisting Eqs (4.67)–(4.70), in Eq (4.71), we get
ψ(ϑ,τ)=ϑ+tδΓ(δ+1)+0+0+⋯. | (4.72) |
Specifically for δ=1, the solution converted to
ψ(ϑ,τ)=ϑ+τΓ(2), | (4.73) |
which converge to exact solution as
ψ(ϑ,τ)=ϑ+τ. | (4.74) |
Problem 4.5.
Consider a Fokker-Planck equation of time fractional order in the form [36];
∂δ∂τδ(ψ(ϑ,τ))−(1−ϑ)∂∂ϑψ(ϑ,τ)−(eτϑ2)∂2∂ϑ2ψ(ϑ,τ)=0, τ>0, δ∈(0,1], | (4.75) |
with initial source
ψ(ϑ,0)=1+ϑ, | (4.76) |
for special value δ=1, the exact form solution is
ψ(ϑ,τ)=expτ(1+ϑ). |
To investigate the solution of the Fokker-Planck equation (4.75), we compare it with the Eq (3.1), we get
∂δ∂τδ(ψ(ϑ,τ))=(1−ϑ)∂∂ϑψ(ϑ,τ)+(eτϑ2)∂2∂ϑ2ψ(ϑ,τ), ϑ,τ>0, δ∈(0,1], | (4.77) |
the general NAAM solution of Eq (4.75), is assume as
ψ(ϑ,τ)=∞∑k=0ψk(ϑ,τ). | (4.78) |
For investigating the approximate solution of Eq (4.77), we process as
∂δ∂τδ(ψ(ϑ,τ))=λ[(1−ϑ)∂∂ϑψ(ϑ,τ)+(eτϑ2)∂2∂ϑ2ψ(ϑ,τ)], δ∈(0,1], | (4.79) |
where initial condition, given as
ψ(ϑ,0)=ϑ+1. | (4.80) |
The assume solution of Eq (4.79), is in the form
ψλ(ϑ,τ)=∞∑k=0λkψk(ϑ,τ). | (4.81) |
Using the Caupto-Riemann property on Eq (4.79), we have
ψλ(ϑ,τ)=ψ(ϑ,0)+λIδt[(1−ϑ)∂∂ϑψ(ϑ,τ)+(eτϑ2)∂2∂ϑ2ψ(ϑ,τ)], | (4.82) |
assuming the initial condition, Eq (4.82), become as
ψλ(ϑ,τ)=1+ϑ+λIδt[(1−ϑ)∂∂ϑψ(ϑ,τ)+(eτϑ2)∂2∂ϑ2ψ(ϑ,τ)], | (4.83) |
by substituting Eq (4.81), in Eq (4.83), we get
∞∑k=0λkψk(ϑ,τ)=1+ϑ+λIδt[∞∑k=0λk((1−ϑ)∂∂ϑψ(ϑ,τ))+∞∑k=0λk((eτϑ2)∂2∂ϑ2ψ(ϑ,τ))], | (4.84) |
the iterative scheme is obtained by comparing the identical power of λ in Eq (4.84), as
{ψ0(ϑ,τ)=1+ϑ,ψ1(ϑ,τ)=I−δτ[(1−ϑ)∂∂ϑψ0(ϑ,τ)+(eτϑ2)∂2∂ϑ2ψ0(ϑ,τ)],ψk(ϑ,τ)=I−δτ[(1−ϑ)∂∂ϑψk−1(ϑ,τ)+(eτϑ2)∂2∂ϑ2ψk−1(ϑ,τ)], k=2,3,⋯ | (4.85) |
Consequently, we get
ψ0(ϑ,τ)=1+ϑ, | (4.86) |
ψ1(ϑ,τ)=(1+ϑ)τδΓ(δ+1), | (4.87) |
ψ2(ϑ,τ)=(1+ϑ)τ2δΓ(2δ+1), | (4.88) |
ψ3(ϑ,τ)=(1+ϑ)τ3δΓ(3δ+1), | (4.89) |
⋮. |
The NAAM solution is
ψ(ϑ,τ)=ψ0(ϑ,τ)+ψ1(ϑ,τ)+ψ2(ϑ,τ)+ψ3(ϑ,τ)+⋯, | (4.90) |
subsisting Eqs (4.86)–(4.89), in Eq (4.90), we get
ψ(ϑ,τ)=1+ϑ+(1+ϑ)tδΓ(δ+1)+(1+ϑ)τ2δΓ(2δ+1)+(1+ϑ)τ3δΓ(3δ+1)+⋯. | (4.91) |
Specifically for δ=1, the solution converted to
ψ(ϑ,τ)=1+ϑ+(1+ϑ)τΓ(2)+(1+ϑ)τ2Γ(3)+(1+ϑ)τ3Γ(4)+⋯, | (4.92) |
which converge to exact solution as
ψ(ϑ,τ)=expτ(1+ϑ). | (4.93) |
Figures 1 and 2 show the comparison of exact and NAAM solutions while Figures 3 and 4 represent the 2D and 3D solutions graphs respectively of Problem 4.1 at different fractional orders. Figures 5 and 6 show the comparison of exact and NAAM solutions while Figures 7 and 8 represent the 2D and 3D solutions graphs respectively of Problem 4.2 at different fractional orders. Figures 9 and 10 show the comparison of exact and NAAM solutions while Figures 11 and 12 represent the 2D and 3D solutions graphs respectively of Problem 4.3 at different fractional orders. Figures 13 and 14 show the comparison of exact and NAAM solutions while Figures 15 and 16 represent the 2D and 3D solutions graphs respectively of Problem 4.4 at different fractional orders. Figures 17 and 18 show the comparison of exact and NAAM solutions while Figures 19 and 20 represent the 2D and 3D solutions graphs respectively of Problem 4.5 at different fractional orders. Table 1, display the solutions comparison of NAAM with HPM, ADM and exact solutions of Problem 4.2. Table 2, display the solutions comparison of NAAM with HPM, ADM and exact solutions of Problem 4.3. Table 3, display the solutions comparison of NAAM with HPM, ADM and exact solutions of Problem 4.4. Table 4, display the solutions comparison of NAAM with HPM, ADM and exact solutions of Problem 4.5.
τ | ϑ | NAAM | HPM [33] | ADM [34] | Exact |
0.2 | 0.25 | 0.305333 | 0.305333 | 0.305333 | 0.305351 |
0.2 | 0.50 | 0.610667 | 0.610667 | 0.610667 | 0.610701 |
0.2 | 0.75 | 0.916000 | 0.916000 | 0.916000 | 0.916052 |
0.2 | 1.00 | 1.221333 | 1.221333 | 1.221333 | 1.221403 |
0.4 | 0.25 | 0.372667 | 0.372667 | 0.372667 | 0.372956 |
0.4 | 0.50 | 0.745333 | 0.745333 | 0.745333 | 0.745912 |
0.4 | 0.75 | 1.118000 | 1.118000 | 1.118000 | 1.118869 |
0.4 | 1.00 | 1.490667 | 1.490667 | 1.490667 | 1.491825 |
0.6 | 0.25 | 0.454000 | 0.454000 | 0.454000 | 0.455530 |
0.6 | 0.50 | 0.908000 | 0.908000 | 0.908000 | 0.911059 |
0.6 | 0.75 | 1.362000 | 1.362000 | 1.362000 | 1.366589 |
0.6 | 1.00 | 1.816000 | 1.816000 | 1.816000 | 1.822119 |
τ | ϑ | NAAM | HPM [33] | ADM [34] | Exact |
0.2 | 0.25 | 0.076333 | 0.076333 | 0.076333 | 0.076338 |
0.50 | 0.305333 | 0.305333 | 0.305333 | 0.305351 | |
0.75 | 0.687000 | 0.687000 | 0.687000 | 0.687039 | |
1.00 | 1.221333 | 1.221333 | 1.221333 | 1.221403 | |
0.4 | 0.25 | 0.093167 | 0.093167 | 0.093167 | 0.093239 |
0.50 | 0.372667 | 0.372667 | 0.372667 | 0.372956 | |
0.75 | 0.838500 | 0.838500 | 0.838500 | 0.839151 | |
1.00 | 1.490667 | 1.490667 | 1.490667 | 1.491825 | |
0.6 | 0.25 | 0.113500 | 0.113500 | 0.11350 | 0 0.113882 |
0.50 | 0.454000 | 0.454000 | 0.454000 | 0.455530 | |
0.75 | 1.021500 | 1.021500 | 1.021500 | 1.024942 | |
1.00 | 1.816000 | 1.816000 | 1.816000 | 1.822119 |
In these research notes, we have applied an analytical procedure known as the new approximate analytical method (NAAM). The NAAM provides power series solutions in the form of convergent series with fractional derivatives. It is more powerful than other analytical methods due to its less computational work. It provides the fractional order solution directly using the Caputo-Riemann property. We have tested some Fokker-Planck equations in linear and non-linear cases. The series form solution and graphical representation reflect the applicability and validity. The main advantage of NAAM is that it significantly minimises the numerical computations required to find an analytical solution with fractional order. The fractional order solutions are also found and verified by 3D and 2D representation. Overall, the NAAM provides series form solution with fractional order, which have good agreement with the exact solutions of the problems.
Researchers Supporting Project number (RSP-2021/401), King Saud University, Riyadh, Saudi Arabia. This research was funded by National Science, Research and Innovation Fund (NSRF), and King Mongkut's University of Technology North Bangkok with Contract no. KMUTNB-FF-65-24.
The authors declare that they have no competing interests.
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1. | Muhammad Imran Liaqat, Adnan Khan, Hafiz Muhammad Anjum, Gregory Abe-I-Kpeng, Emad E. Mahmoud, S. A. Edalatpanah, A Novel Efficient Approach for Solving Nonlinear Caputo Fractional Differential Equations, 2024, 2024, 1687-9120, 10.1155/2024/1971059 | |
2. | Yufeng Zhang, Lizhen Wang, Application of Laplace Adomian decomposition method for fractional Fokker-Planck equation and time fractional coupled Boussinesq-Burger equations, 2024, 41, 0264-4401, 793, 10.1108/EC-06-2023-0275 | |
3. | Qasim Khan, Anthony Suen, Hassan Khan, Application of an efficient analytical technique based on Aboodh transformation to solve linear and non-linear dynamical systems of integro-differential equations, 2024, 11, 26668181, 100848, 10.1016/j.padiff.2024.100848 | |
4. | Zareen A. Khan, Muhammad Bilal Riaz, Muhammad Imran Liaqat, Ali Akgül, Goutam Saha, A novel technique using integral transforms and residual functions for nonlinear partial fractional differential equations involving Caputo derivatives, 2024, 19, 1932-6203, e0313860, 10.1371/journal.pone.0313860 | |
5. | Saad. Z. Rida, Anas. A. M. Arafa, Hussein. S. Hussein, Ismail Gad Ameen, Marwa. M. M. Mostafa, Application of Second Kind Shifted Chebyshev Residual Power Series Method for Solving Time-Fractional Fokker Planck Models, 2025, 11, 2349-5103, 10.1007/s40819-025-01908-8 |
τ | ϑ | NAAM | HPM [33] | ADM [34] | Exact |
0.2 | 0.25 | 0.305333 | 0.305333 | 0.305333 | 0.305351 |
0.2 | 0.50 | 0.610667 | 0.610667 | 0.610667 | 0.610701 |
0.2 | 0.75 | 0.916000 | 0.916000 | 0.916000 | 0.916052 |
0.2 | 1.00 | 1.221333 | 1.221333 | 1.221333 | 1.221403 |
0.4 | 0.25 | 0.372667 | 0.372667 | 0.372667 | 0.372956 |
0.4 | 0.50 | 0.745333 | 0.745333 | 0.745333 | 0.745912 |
0.4 | 0.75 | 1.118000 | 1.118000 | 1.118000 | 1.118869 |
0.4 | 1.00 | 1.490667 | 1.490667 | 1.490667 | 1.491825 |
0.6 | 0.25 | 0.454000 | 0.454000 | 0.454000 | 0.455530 |
0.6 | 0.50 | 0.908000 | 0.908000 | 0.908000 | 0.911059 |
0.6 | 0.75 | 1.362000 | 1.362000 | 1.362000 | 1.366589 |
0.6 | 1.00 | 1.816000 | 1.816000 | 1.816000 | 1.822119 |
τ | ϑ | NAAM | HPM [33] | ADM [34] | Exact |
0.2 | 0.25 | 0.076333 | 0.076333 | 0.076333 | 0.076338 |
0.50 | 0.305333 | 0.305333 | 0.305333 | 0.305351 | |
0.75 | 0.687000 | 0.687000 | 0.687000 | 0.687039 | |
1.00 | 1.221333 | 1.221333 | 1.221333 | 1.221403 | |
0.4 | 0.25 | 0.093167 | 0.093167 | 0.093167 | 0.093239 |
0.50 | 0.372667 | 0.372667 | 0.372667 | 0.372956 | |
0.75 | 0.838500 | 0.838500 | 0.838500 | 0.839151 | |
1.00 | 1.490667 | 1.490667 | 1.490667 | 1.491825 | |
0.6 | 0.25 | 0.113500 | 0.113500 | 0.11350 | 0 0.113882 |
0.50 | 0.454000 | 0.454000 | 0.454000 | 0.455530 | |
0.75 | 1.021500 | 1.021500 | 1.021500 | 1.024942 | |
1.00 | 1.816000 | 1.816000 | 1.816000 | 1.822119 |
τ | ϑ | NAAM | HPM [33] | ADM [34] | Exact |
0.2 | 0.25 | 0.305333 | 0.305333 | 0.305333 | 0.305351 |
0.2 | 0.50 | 0.610667 | 0.610667 | 0.610667 | 0.610701 |
0.2 | 0.75 | 0.916000 | 0.916000 | 0.916000 | 0.916052 |
0.2 | 1.00 | 1.221333 | 1.221333 | 1.221333 | 1.221403 |
0.4 | 0.25 | 0.372667 | 0.372667 | 0.372667 | 0.372956 |
0.4 | 0.50 | 0.745333 | 0.745333 | 0.745333 | 0.745912 |
0.4 | 0.75 | 1.118000 | 1.118000 | 1.118000 | 1.118869 |
0.4 | 1.00 | 1.490667 | 1.490667 | 1.490667 | 1.491825 |
0.6 | 0.25 | 0.454000 | 0.454000 | 0.454000 | 0.455530 |
0.6 | 0.50 | 0.908000 | 0.908000 | 0.908000 | 0.911059 |
0.6 | 0.75 | 1.362000 | 1.362000 | 1.362000 | 1.366589 |
0.6 | 1.00 | 1.816000 | 1.816000 | 1.816000 | 1.822119 |
τ | ϑ | NAAM | HPM [33] | ADM [34] | Exact |
0.2 | 0.25 | 0.076333 | 0.076333 | 0.076333 | 0.076338 |
0.50 | 0.305333 | 0.305333 | 0.305333 | 0.305351 | |
0.75 | 0.687000 | 0.687000 | 0.687000 | 0.687039 | |
1.00 | 1.221333 | 1.221333 | 1.221333 | 1.221403 | |
0.4 | 0.25 | 0.093167 | 0.093167 | 0.093167 | 0.093239 |
0.50 | 0.372667 | 0.372667 | 0.372667 | 0.372956 | |
0.75 | 0.838500 | 0.838500 | 0.838500 | 0.839151 | |
1.00 | 1.490667 | 1.490667 | 1.490667 | 1.491825 | |
0.6 | 0.25 | 0.113500 | 0.113500 | 0.11350 | 0 0.113882 |
0.50 | 0.454000 | 0.454000 | 0.454000 | 0.455530 | |
0.75 | 1.021500 | 1.021500 | 1.021500 | 1.024942 | |
1.00 | 1.816000 | 1.816000 | 1.816000 | 1.822119 |