Solving a fractional differential equation numerically

In summary, the conversation discusses a research problem involving a fractional differential equation for a viscoelastic solid. The equation relates strain and stress and the goal is to solve for the stress. The conversation also mentions a numerical approach using the Grünwald-Letnikov definition and an analytical approach. The conversation also includes a detailed MATLAB code for solving the problem. There are some questions about the validity of the approach and the interpretation of the fractional derivative. The person is seeking assistance and is open to solving the problem analytically.
  • #1
ajptech
2
0

Homework Statement



This is a research problem that I imagine is very similar to a homework problem. I am a PhD student in biology, and I lack the mathematical background needed to make sense of the topic.

I would like to find the solution to the fractional differential equation that describes the behavior of a viscoelastic solid. The behavior can be described by a spring in series with a fractional-order dashpot (a "spring-pot").

I have the input strain ([itex]\varepsilon[/itex] below) defined for each of my time points, t. I calculate the fractional derivative of the strain ([itex]D^{\alpha}\varepsilon[/itex] below) using a numerical method according to the Grünwald-Letnikov definition.

I want to solve for the stress ([itex]\sigma[/itex] below).

Homework Equations



The differential equation that describes the relationshp between strain ([itex]\varepsilon[/itex]) and stress ([itex]\sigma[/itex]) is:

[tex]D^{\alpha}\varepsilon=\frac{\sigma}{\eta}+\frac{1}{E}D^{\alpha}\sigma[/tex]

Where
  • [itex]\sigma[/itex] is the viscoelastic stress, which is what I want to solve for.
  • [itex]\alpha[/itex] is the order of the differentiation (I have this value).
  • [itex]\varepsilon[/itex] is the viscoelastic strain (I have these value).
  • [itex]\eta[/itex] is the viscosity of the spring-pot (I have this value).
  • [itex]E[/itex] is the spring constant (I have this value).

The Attempt at a Solution



My naive approach was to rearrange the equation to yield:

[tex]D^{\alpha}\sigma=E\left(D^{\alpha}\varepsilon-\frac{\sigma}{\eta}\right)[/tex]

Then, for each time point, I calculate the change in the stress by:

[tex]D^{\alpha}\sigma\left(t\right)=E\left(D^{\alpha} \varepsilon \left(t\right)-\frac{\sigma\left(t-1\right)}{\eta}\right)[/tex]

And integrate with:

[tex]\sigma\left(t\right)=\sigma\left(t-1\right)+D^{\alpha}\sigma\left(t\right)[/tex]

I suspect there may be two problems with this approach, but I am not certain:
  • First, the calculation of the fractional derivative uses [itex]\sigma\left(t-1\right)[/itex] instead of [itex]\sigma\left(t\right)[/itex]. Is this a valid approach for a numerical approximation, or is this a total no-no? If this is invalid, how can I approach the problem differently?
  • Second, does it make sense to integrate the fractional derivative [itex]D^{\alpha}\sigma[/itex] to yield the resulting stress [itex]\sigma[/itex]? I am not sure if this is a correct way to interpret a fractional derivative.

I would really appreciate some assistance! If it would make more sense to solve the problem analytically, that would suit me just fine... I just don't have the slightest clue how to do this, unfortunately.
 
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  • #2
More details...

To provide just a bit more detail about what I am attempting to do, here is the MATLAB code I am using (excluding the definitions of the variables for the time vector, strain vector, and constants):

Code:
% Preallocate result vector
stress = zeros(size(t));

% Calculate fractional derivative of strain
DStrain = fderiv(alpha, strain, dt);

% Calculate stress step-by-step
for i = 2:numel(t);
    DStress(i) = E*(DStrain(i)-stress(i-1)/eta);
    stress(i) = stress(i-1) + DStress(i);
end

In the above code, fderiv() is a function found on MATLAB File Exchange: http://www.mathworks.com/matlabcentral/fileexchange/13858-fractional-differentiator/content/fderiv.m
 
Last edited by a moderator:

1. What is a fractional differential equation?

A fractional differential equation is an equation that involves fractional derivatives, where the order of the derivative is a non-integer value. These types of equations are commonly used in mathematical modeling to describe phenomena that exhibit non-local behavior, such as diffusion and wave propagation.

2. Why is it necessary to solve fractional differential equations numerically?

Unlike ordinary differential equations, there are no general analytical methods for solving fractional differential equations. Therefore, numerical methods are needed to approximate the solutions. These methods involve breaking the equation into smaller pieces and using an iterative process to find an approximate solution.

3. What are some common numerical methods for solving fractional differential equations?

Some common numerical methods include the Grünwald-Letnikov method, the Caputo method, and the Adams-Bashforth-Moulton method. These methods involve using discrete approximations of the fractional derivatives to solve the equation.

4. How accurate are the solutions obtained from numerical methods?

The accuracy of the solution depends on several factors, such as the choice of numerical method, the size of the time or spatial step used, and the complexity of the equation. In general, the solutions obtained from numerical methods can be very accurate, but they may also contain some error due to the approximation process.

5. Are there any limitations to solving fractional differential equations numerically?

One limitation is that numerical methods can be computationally intensive, especially for complex equations or systems of equations. Additionally, the choice of numerical method and the size of the time or spatial step used can affect the accuracy and stability of the solution. It is important to carefully select the appropriate method and parameters for each specific problem.

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