1.
Introduction
Many different areas of mathematics and applied sciences can benefit from Chebyshev polynomials (CPs). For example, the area of approximation theory frequently employs CPs. Moreover, they are very helpful in numerical analysis. Spectral methods can utilize CPs and their various combinations as basis functions to obtain numerical solutions for various differential equations. These methods have the potential to achieve both rapid convergence and highly efficient solutions. For some articles that employ different types of CPs, see, for example, [1,2,3,4,5].
Fractional differential equations (FDEs) are crucial in different disciplines of the applied sciences. In fact, they describe many phenomena that cannot be described by ordinary differential equations. This is due to their ability to model complex phenomena involving memory and hereditary properties. For example, they model several biological and physiological processes, such as tumor growth and the behavior of neurons (see [6]). These equations are also used to simulate anomalous diffusion, wave propagation in complex media and electromagnetic phenomena (see [7]). In addition, the complicated mechanical reaction of viscoelastic materials under stress or strain has been frequently modeled using FDEs (see [8]). The use of fractional calculus has been seen in the domain of signal processing, namely in the areas of denoising, filtering and feature extraction; see, for example, [9].
Due to the importance of partial FDEs and the non-availability of solving them analytically in most cases, a lot of effort has been put into creating trustworthy numerical and analytical methods for treating these types of equations. Researchers have presented various methods, such as the Adomian decomposition method [10], the operational matrix methods [11,12] and the splines method [13], to solve different partial FDEs.
The various types of time-FDEs have been studied by many researchers. For example, the authors in [14] employed a finite difference method for treating the time-fractional diffusion equation. In [15], the authors followed an approach for treating the time-fractional Fisher's equations. The authors in [16] followed another approach for treating some types of time-fractional PDE. An integral method was followed in [17] for treating some time-FDEs. In [18], the authors treated other space-time FDEs. The authors in [19] combined the dual reciprocity method and the Laplace transformation approach with the singular boundary method to obtain solutions to anomalous heat conduction issues in functionally graded materials. In [20], the authors introduced a novel localized collocation method utilizing fundamental solutions to analyze long-term anomalous heat conduction in functionally graded materials. In [21], the authors followed a quadratic spline collocation method for the time fractional subdiffusion equation. Another approach is followed in [22] to handle the fractional-diffusion equation. In [23], the authors followed a certain collocation method for the time tempered fractional diffusion equation.
Among the important time-FDEs is TFHE. Researchers have utilized different numerical algorithms to solve this equation. For instance, the authors in [24] utilized an implicit difference scheme to handle the TFHE. The authors of [25] followed an approach for treating the TFHE. In [26], the authors employed another collocation algorithm to treat the same equation. Because the Caputo derivative is not local, solving TFHE is notoriously hard and takes a long time. For this reason, fast and parallel numerical solutions for these kinds of TFHEs are desirable [27,28].
Various types of DEs, including PDEs, can be treated numerically using different versions of spectral methods due to their high accuracy and versatility. When compared to other numerical approaches used to solve PDEs, spectral methods have many benefits. They provide high precision and efficient solutions since the error drops exponentially as you add more terms to the proposed expansion. In these methods, the numerical solution is expressed as combinations of different special functions, which are called basis functions. The choice of suitable basis functions depends on the spectral method that will be applied. For some books regarding the different spectral methods and their applications, one can be referred to [29,30,31,32,33]. There are three celebrated spectral approaches. The Galerkin method has some restrictions on choosing the basis functions; see, for example, [34,35,36,37,38], where such restrictions do not exist when collocation and tau methods are applied; see, for example, [39,40,41,42,43].
In this paper, we will introduce a new type of polynomial that generalizes the first and second kinds of CPs. These polynomials are new and differ from the existing generalizing polynomials of CPs, such as Gegenbauer and Jacobi polynomials. This motivates us to study and employ such polynomials. Furthermore, we have two advantages to using these polynomials:
● Several solutions can be obtained if these polynomials are used as basis functions due to the presence of two parameters.
● If these polynomials are used to treat TFHE, it will be shown that the Chebyshev first and second kinds of approximations are not always the best among the other approximations. This demonstrates the benefit of introducing such polynomials.
The article's primary aims can be summed up as follows:
(i) We introduce a new type of polynomials, named unified Chebyshev polynomials (UCPs), that unify CPs of the first and second kinds.
(ii) We implement some new formulas related to the UCPs and the shifted ones that are essential for our suggested algorithms.
(iii) We utilize the introduced polynomials along with the collocation and tau spectral methods to treat the TFHE.
The rest of the paper is organized as follows: The next section gives an overview of CPs and a new set of UCPs, as well as some definitions of fractional calculus. In Section 3, we present new formulas for the UCPs and the shifted ones that are necessary for our proposed algorithms. In Section 4.1, we employ the spectral tau method to treat the TFHE. In Section 4.2, we employ another collocation procedure to solve the same type of equation. In Section 5, we deeply discuss convergence and error analysis. In Section 6, we present several numerical examples that involve tables, figures and comparisons. Finally, Section 7 reports some conclusions.
2.
Some fundamentals and preliminaries
In this section, the fractional differential operator in the Caputo sense is presented, and some useful properties are utilized throughout the paper. In addition, some essentials regarding the CPs are presented.
2.1. Some definitions of fractional calculus
Definition 2.1. [6,8] The fractional differential operator in Caputo sense is defined as
where n−1≤ν≤n,n∈N.
Here are some properties that are satisfied by Dν for n−1≤ν≤n,
where ⌈ν⌉ denotes the smallest integer greater than or equal to ν. For more properties of fractional derivatives, see, for example, [44].
2.2. An overview on CPs as a type of new UCPs
It is well known that the well-known four kinds of CPs are all particular types of Jacobi polynomials (see, [45]). All of these polynomials satisfy the following recurrence relation:
but with the following different initial values:
where Ti(θ),Ui(θ),Vi(θ) and Wi(θ) denote, respectively, the four kinds of CPs, each of degree i.
Among the important properties of CPs is that ϕ−j(θ),j≥0 can be expressed in terms of ϕj(θ). In fact, we have
In this paper, we will introduce a new type of polynomials that unify the first- and second-kinds of CPs. These polynomials will be referred to as "Unified Chebsyhev polynomials (UCPs)". The sequence of UCP, GA,Bk(θ),A,B>0, may be constructed using the recurrence relation:
The first few UCPs GA,Bk(θ),k=2,3,…,7, are:
Remark 2.1. It is evident that the UCPs are generalizations of both the first- and second-kind CPs. We have
3.
Some new formulas concerned with UCPs
In this section, we will establish some new formulas concerned with UCPs and their shifted polynomials on [0,ℓ] that will be employed in the next section to derive our proposed algorithms.
3.1. Some new results for the UCPs
We are going to state and prove a basic theorem regarding the UCPs. The UCPs can be expressed as a combination of two terms of CPs of the second kind, as we will demonstrate. The following theorem exhibits this important result.
Theorem 3.1. The following expression for the UCPs is valid
Proof. Consider the polynomial:
It is easy to see that ξ0(θ)=GA,B0(θ) and ξ1(θ)=GA,B1(θ). Now, we are going to prove that ξn(θ)=GA,Bn(θ), ∀ n≥2. We will prove that they have the same recursive formula. That is, we will prove that
We have
Using the well-known formula
we see that
Theorem 3.1 is now proved. □
Theorem 3.2. The analytic form of GA,Bn(θ) is:
Proof. Formula (3.2) can be obtained directly from the expression in (3.1) along with the analytic form of Ui(θ) given by
□
The following theorem gives the connection formula between the second-kind CPs Un(θ) and the UCPs.
Theorem 3.3. For every non-negative integer j, the following expression for Uj(θ) holds
where
Proof. The proof can be easily accomplished by induction on j. □
Now, we will give the inversion formula to GA,Bn(θ) in the following theorem.
Theorem 3.4. For every non-negative integer m, the following formula holds
where
Proof. The proof is based on making use of the inversion formula of Uj(θ) given by
along with the connection formula that is given by (3.4). □
3.2. Some formulas of the shifted UCPs
In this paper, it is useful to define the so-called shifted UCPs on [0,ℓ] as
According to this definition, it is easy to see from (3.1) that GA,Bn,ℓ(x) can be expressed in terms of the shifted second-kind CPs as in the following corollary:
Corollary 3.1. For every positive integer n, one has
where Un,ℓ(x)=Un,1(2xℓ−1) is the shifted CPs of second kind.
Proof. Formula (3.9) is a direct consequence of (3.1) by replacing x by (2xℓ−1). □
The following two corollaries are of interest hereafter. They are regarding the analytic and inversion formulas of the shifted polynomials GA,Bn,ℓ(x).
Theorem 3.5. Let n be a positive integer. GA,Bn,ℓ(x) has the following analytic formula
where
Proof. Using the analytical expansion of Un,ℓ(x):
together with (3.9), formula (3.10) can be obtained. □
In the following theorem, we give the inversion formula of GA,Bn,ℓ(x) which will play a pivotal role in investigating the convergence analysis of the proposed expansion.
Theorem 3.6. For every positive integer m, the following inversion formula holds
where
and cp is as defined in (3.5).
Proof. The proof is based on making use of the inversion formula of the shifted second kind of CPs Uj,ℓ(x) on [0,ℓ] given by
along with the connection formula
which can be obtained form (3.4) only if (2xℓ−1) is substituted instead of x. □
Remark 3.1. It is worth mentioning here that when B=2A, we get
while when B=A, we get
The following two theorems are pivotal in deriving our proposed numerical algorithms. They consist of the integer and fractional derivatives of GA,Bj,ℓ(x).
Theorem 3.7. The qth derivative of GA,Bj,ℓ(x) can be expressed as:
where
Proof. The proof is a direct consequence of Theorems 3.5 and 3.6. □
Theorem 3.8. Let α be a positive real number. We have
where
Proof. The proof of (3.18) can be obtained by applying the fractional derivative Dα to (3.10) and using (2.2), relation (3.13) leads to (3.18) and the proof of theorem is complete. □
3.3. Some useful integral formulas involve the UCPs
In this part, we will develop some useful formulas that will be utilized in the derivation of our proposed algorithms.
Lemma 3.1. For every real positive real number β, and positive integers n and m, the following integral formula holds:
with
and in general
where
Proof. First, we prove (3.20) by induction. It is easy to see that this formula holds for n=0. Now, suppose that (3.20) holds for all n<m, and we need to show that it holds at n=m. Making use of the recurrence relation
we get
By using the induction hypothesis, we obtain
Substitution of (3.21) into (3.24) and performing some calculations lead to (3.20). Now, to prove (3.22), we make use of the well-known linearization formula
along with (3.20). □
Corollary 3.2. For every real positive real number β, and positive integers n and m, the following integral formula holds:
where
Proof. Formula (3.25) is a direct result of Lemma 3.1 along with the expression in (3.9). □
4.
Tau and collocation solutions for TFHE
This section is concerned with analyzing two numerical algorithms for handling TFHE, providing a detailed explanation of the proposed algorithms, namely, the unified shifted Chebyshev tau method (USCTM) and the unified shifted Chebyshev collocation method (USCCM) that will be used for the following TFHE (see [24,26,46]):
governed by the nonlocal conditions
and
In this instance, the known functions are z(x,t) and f(x), whereas the unknown function is given by y(x,t). Now, consider the space:
and suppose that y(x,t)∈Ω may be approximately represented as
To be able to apply both tau and collocation methods, we sholud first get the residual of Eq (4.1). This residual may be obtained using the following formula:
4.1. Tau approach for treating TFHE
This section provides a detailed explanation of the algorithm (USCTM) that will be used to handle TFHE (4.1) using tau spectral method. The tau method's main goal is to identify yN(x,t) such that
where ˜ω(x,t)=ωℓ1(x)ωℓ2(t).
Now, to be able to compute the integral in the left-hand side of (4.6), use the explicit representation of the fractional derivatives DαGA,Bn,ℓ(x) in (3.18) to obtain the following two important integrals for a positive integer q and a positive real number α
with
and
with
where ˜h(α)k,m and J(k,j,0,ℓ) can be computed from (3.19) and (3.26), respectively.
The nonlocal conditions (4.2) and (4.3) give
and
where xi and tj,i,j=0,…,M, are the zeros of GA,Bn,ℓ1(x) and GA,Bm,ℓ2(t), respectively. The integrals in (4.7) and (4.8) enable one to write (4.6)–(4.11) as follows:
and
where
and
The system (4.12) and (4.13) consists of (N+1)2 equations in (N+1)2 unknowns, c0,0,…,c0,N,…,cN,0,…,cN,N.
4.2. The collocation approach for treating TFHE
This section provides a detailed explanation of the algorithm (USCCM) that will be used to handle TFHE (4.1) using collocation spectral method as follows:
Suppose that y(x,t)∈Ω may be approximately represented as (4.4). The Collocation method's main goal is to identify yN(x,t) such that
which gives
where
and xi,ti(0≤i≤N) are choosen to be either the zeros of GA,BN+1,ℓ(x) or xi,ti=i+1N+2(0≤i≤N), in addition to Eq (4.15) which provide us (N+1)2 equations in the (N+1)2 unknowns, c0,0,…,c0,N,…,cN,0,…,cN,N.
Remark 4.1. Attempting to demonstrate how to use the two algorithms—USCTM and USCCM—presented. While the stages for solving the TFHE using Algorithm 1 are expressed using the USCTM notation, Algorithm 2 uses the USCCM notation. The Mathematica application, version 13.1, is used to do the necessary computations.
5.
Investigation of convergence and error analysis
In this part, we extensively examine the suggested expansion's convergence and error analysis (4.4). The following lemmas are necessary to continue with our investigation.
Lemma 5.1. The polynomials GA,Bn,ℓ(x) satisfy the following inequality
where
such that rn is defined as
where ρ=max{|B−2A|,B}.
Proof. According to Remark 3.1 and formula (3.1), it is easy to prove (5.1). □
Lemma 5.2. The coefficients Fp,m that appear in the inversion formula (3.13) satisfy the following inequality
Proof. Formula (3.14) leads to the following inequality:
where
By using computer algebra algorithms, especially Zeilberger's algorithm (see, [47]), Sp,m are able to meet the first-order recurrence relation shown below:
The exact solution to this recurrence relation has the form
Inserting (5.7) into (5.5) yields (5.4). The lemma's proof is now complete. □
Theorem 5.1. Let y(x,t) be an infinitely differentiable function at the origin with |∂i+jy∂xi∂tj(0,0)|<M. Then it has the following expansion
where
These expansion coefficients satisfy the following inequalities
The inequalities in (5.9) can be combined to give the following expression
where ≲ means that a generic constant d exists such that |Yi,j|≤dℓi1ℓj2i!j!4i4j. The series in (5.8) converges uniformly to y(x,t).
Proof. First, we expand y(x,t) as
This expansion can be written in the form:
where
Inserting (3.13) into (5.12) enables one to write
Expanding the right hand side of (5.14), and rearranging the similar terms, the following expansion is obtained
Now, we have
Inserting (3.13) into (5.16) and following the same procedures enables one to write
Substituting (5.17) for (5.15) immediately proves (5.8). The first part of Theorem is now proved.
Now, we need to prove (5.9). Using Lemma 5.2, one can write
Using (2n)!=22nn!(1/2)n, we obtain
Using (1/2)pp!≤1,p≥0, it is easy to see that
and
Using ℓpp!<eℓ,p≥0, the three relations (5.19), (5.21) and (5.22) take respectively the forms
and
Then by using (a)n+k=(a)k(a+k)n and Chu-V Gauss formula [48], one can get
Again, using (2n)!=22nn!(1/2)n, leads to
Hence the three relations (5.23)–(5.25) take respectively the forms
and
At this point, the second part of the theorem is now proved.
Now, in view of Lemma 5.1, we can see that
where C is a constant depending on the two constants A and B. This shows that the series in (5.8) converges uniformly to y(x,t). The theorem's proof is complete. □
Theorem 5.2. If y(x,t) satisfies the hypothesis of Theorem 5.1, and if
then the following error estimate is satisfied:
Proof. The truncation error may be written as:
we have ρi has the forms λ, λi or λ(i+1), where λ is a constant. So, we have three cases:
Case 1: ρi=λ
Case 2: ρi=λi
Case 3: ρi=λ(i+1) By the same way, it can be proven that
□
Error stability is further emphasized in the following theorem through an estimation of error propagation.
Theorem 5.3. For any two successive approximations of y(x,t), we get:
Proof. In view of (5.33), it is not difficult to obtain (5.38). □
6.
Numerical examples
To demonstrate the effectiveness, high accuracy and application of the two suggested algorithms, this part focuses on the presentation of some numerical results followed by comparisons with certain numerical findings from the literature. The error is measured using the maximum absolute error (MAE) in the tests that follow, namely:
where
Example 6.1. Consider the following fractional initial value problem:
If USCTM or USCCM are applied with N=2, then the following nine coefficients are obtained:
and consequently y2(x,t)=x(1−x)t, which is the exact solution.
If USCTM and USCCM are applied to the following three TFHEs (6.5)–(6.7) using some different values of N, then the obtained numerical results are presented in Tables 1–12 and they affirm that compared to other approaches, the suggested methods provide more accurate findings. Additionally, Figures 1–10 show that the exact and approximate solutions to the given problems agree very well. They also show how error depends on N and how the solutions to Examples 6.2–6.5 converge when USCTM and USCCM are used. Furthermore, the stability of solutions is demonstrated.
Example 6.2. Consider the following TFHE:
where the exact solution is y(x,t)=t2sin(2πx). Table 1 presents MAE for Example 6.2 for different N,A,B and α=0.5 using the two proposed numerical methods, while Table 2 presents a comparison with some other methods. The results of this table show that our methods are more accurate.
Example 6.3. Consider the following TFHE:
where the exact solution is y(x,t)=tβ(1−x)sinx.
Remark 6.1. It is known that the exact solution of TFHE has a weak singularity near the initial time point, i.e., the exact solution is nonsmooth near the initial time t=0 (see [49]). Table 6 presents the numerical solutions obtained for the TFHE Eq (6.6) (for α=0.5), whose exact solution is a nonsmooth solution for values of β,0<β<1. These results show that our algorithm still provides accurate solutions.
Example 6.4. Consider the following TFHE:
where the exact solution is y(x,t)=t2ln(1+x−x2).
Example 6.5. Consider the following TFHE:
where the function z(x,t) is chosen such that the exact solution is
where the functions
are the Gaussian error function and the generalized Mitta-Leffler function, respectively.
Remark 6.2. The results of Table 1 show that the first and second kinds of Chebyshev approximations are not always the best, along with other approximations for the UCPs. This, of course, clarifies the importance of our generalization to the CPs in this paper.
7.
Conclusions
In order to solve TFHE in non-local conditions, this work developed spectral tau and collocation methods. To choose appropriate sets of basis functions, UCPs, and their shifted polynomials were employed. An approximate solution can be obtained by solving the given system of algebraic equations using an appropriate solver. We emphasize the benefit of using the properties of second-kind CPs, which help us calculate some of the computational formulas. In Section 6, we illustrated the accuracy and usefulness of our methods by comparing them to other methodologies in the literature. To the best of our knowledge, this is the first time that this type of polynomial has been utilized in numerical analysis. It is shown that the first- and second-kinds are not always the best among other Chebyshev approximations. In addition, in future work, we aim to employ these polynomials to treat other types of differential equations.
Use of AI tools declaration
The authors declare that they have not used artificial intelligence tools in the creation of this article.
Acknowledgment
This work was funded by the University of Jeddah, Jeddah, Saudi Arabia, under grant No. (UJ-23-DR-202). Therefore, the authors thank the University of Jeddah for its technical and financial support.
Conflict of interest
The authors declare that they have no competing interests.