A new fractional Chebyshev FDM: an application for solving the fractional differential equations generated by optimisation problem

M.M. Khader

International Journal of Systems Science, 2015, vol. 46, issue 14, 2598-2606

Abstract: In this paper, we introduce a new numerical technique which we call fractional Chebyshev finite difference method. The algorithm is based on a combination of the useful properties of Chebyshev polynomial approximation and finite difference method. We implement this technique to solve numerically the non-linear programming problem which are governed by fractional differential equations (FDEs). The proposed technique is based on using matrix operator expressions which applies to the differential terms. The operational matrix method is derived in our approach in order to approximate the Caputo fractional derivatives. This operational matrix method can be regarded as a non-uniform finite difference scheme. The error bound for the fractional derivatives is introduced. The application of the method to the generated FDEs leads to algebraic systems which can be solved by an appropriate method. Two numerical examples are provided to confirm the accuracy and the effectiveness of the proposed method. A comparison with the fourth-order Runge–Kutta method is given.

Date: 2015
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DOI: 10.1080/00207721.2013.874508

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