Block Pulse Operational Matrix Original PDF
Block Pulse Operational Matrix Original PDF
1. Introduction
Fractional calculus has become the focus of interest for many researchers in different disciplines of science and
technology [1–5]. A great deal of research has shown the advantageous use of the fractional calculus in the modeling and
control of many dynamical systems [1–8]. However, the fractional order systems are represented in the frequency domain
by irrational transfer functions, which correspond to linear time varying differential equations in the time domain. One of
the main difficulties is how to solve the fractional differential equations, so some techniques were proposed to solve them.
The most commonly used ones are Adomian decomposition method (ADM) [9], Variational Iteration Method (VIM) [10],
Fractional Differential Transform Method (FDTM) [11], Operational Matrix Method [12], Homotopy Analysis Method [13,14],
Fractional Difference Method (FDM) [15] and Power Series Method [16]. Also there are some classical solution techniques,
e.g. Laplace Transform Method [17].
It is somewhat surprising that among different solution techniques few papers reported application of the orthogonal
function method for the fractional order differential equations [18–21]. However, through the analysis of the orthogonal
function method, we hold that it should be applicable to solve the fractional order systems.
For an ordinary dynamical system, the orthogonal function method is based on converting the underlying differential
equations into integral equations through integration, approximating various signals involved in the equation by truncated
orthogonal series and using the operational matrix of integration to eliminate the integral operations. Typical examples are
the Walsh functions [22,23], block pulse functions [24–27], Legendre polynomials [28–30], Chebyshev polynomials [31],
Laguerre polynomials [32,33], and Fourier series [34,35].
In this paper, our purpose is to extend the orthogonal function method to solve the fractional linear differential equations.
Similar to the process of using the orthogonal function method to solve the ordinary dynamical systems, for the fractional
systems, we need to convert the underlying fractional differential equations into integral equations through the fractional
integration, expand various signals involved in the equation by block pulse functions and using the operational matrix for
the fractional integration to eliminate the fractional integral operations. So, there are some questions to be answered:
(i) How to derive block pulse operational matrices of the fractional integration and differentiation.
(ii) How to solve the fractional order linear systems via block pulse operational matrices of the fractional integration.
∗ Corresponding author.
E-mail address: [email protected] (Y. Li).
0898-1221/$ – see front matter Crown Copyright © 2011 Published by Elsevier Ltd. All rights reserved.
doi:10.1016/j.camwa.2011.03.032
Y. Li, N. Sun / Computers and Mathematics with Applications 62 (2011) 1046–1054 1047
2. Brief review of block pulse functions (BPFs) and the related operational matrices [36]
A set of BPFs Φm (t ) containing m component functions in the semi-open interval [0, T ) is given by
iT /m ≤ t < (i + 1)T /m
1
ϕi (t ) =
0 otherwise
where i = 0, 1, 2, . . . , (m − 1).
A square integrable time function f (t ) of Lebesgue measure may be expanded into an m-term BPF series in t ∈ [0, T ) as
The matrix Pm performs as an integrator in the BPF domain and it is pivotal in any BPF domain analysis. Thus, approximate
integration of a function f (t ), using Eqs. (2) and (4), is
∫ T
f (t )dt ≈ C T Pm Φm (t ). (5)
0
We now derive the operational matrix for the fractional calculus. Several definitions of a fractional calculus have been
proposed [2,3,5]. we formulate the problem in terms of the Riemann–Liouville fractional integration, which is defined as
∫ t
1 1
(I α f )(t ) = (t − τ )α−1 f (τ )dτ = t α−1 ∗ f (t ), 0 ≤ t < T, (6)
Γ (α) 0 Γ (α)
where α is the order of the integration, Γ (α) is the Gamma function and t α−1 ∗ f (t ) denotes the convolution product of
t α−1 and f (t ). Now if f (t ) is expanded in block pulse functions, as shown in Eq. (2), the Riemann–Liouville fractional integral
becomes
1 1
(I α f )(t ) = t α−1 ∗ f (t ) ≈ C T {t α−1 ∗ Φm (t )}. (7)
Γ (α) Γ (α)
Thus if t α−1 ∗ f (t ) can be integrated, then expanded in block pulse functions, the Riemann–Liouville fractional integral is
solved via the block pulse functions.
1
According to the linear nature of Laplace transform, in order to compute the convolution product C T Γ (α) {t α−1 ∗ Φm (t )},
we only need to compute 1
Γ (α)
t α−1 ∗ ϕi (t ).
For ϕi (t ), applying definition of the convolution, we have
∫ t
α−1
t ∗ ϕi (t ) = τ α−1 · ϕi (t − τ )dτ . (8)
0
1048 Y. Li, N. Sun / Computers and Mathematics with Applications 62 (2011) 1046–1054
0, 0 ≤ t < T /m
(t − T /m)α
, T /m ≤ t < 2T /m
t α−1 ∗ ϕ1 (t ) = α (10)
(t − T /m)α − (t − 2T /m)α
, 2T /m ≤ t < T
α
0, 0 ≤ t < 2T /m
(t − T /m)α
, 2T /m ≤ t < 3T /m
t α−1 ∗ ϕ2 (t ) = α (11)
α α
(t − 2T /m) − (t − 3T /m) , 3T /m ≤ t < T
α
..
.
0, 0 ≤ t < (m − 1)T /m
t α−1
∗ ϕm−1 (t ) = [t − (m − 1)T /m]α (12)
, (m − 1)T /m ≤ t < T .
α
Set
(I α Φm )(t ) ≈ Fα Φm (t ). (13)
Next, we derive Block pulse operational matrix for fractional integration. For (I α ϕ0 )(t ) we have
(I α ϕ0 )(t ) = f11 ϕ0 (t ) + f12 ϕ1 (t ) + · · · + f1m ϕm−1 (t ) (14)
where
b α
tα
∫
m m b 1
f11 = dt = · (15)
b 0 Γ (α + 1) Γ (α + 2)
m
iT /m
α
t α − (t − T /m)α
∫
m b 1
f1i = dt = · [iα+1 − 2 · (i − 1)α+1 + (i − 2)α+1 ],
T (i−1)T /m Γ (α + 1) m Γ (α + 2)
i = 2, . . . , m. (16)
For another (I α ϕi )(t ), i = 1, . . . , m − 1, applying shifting property, we can directly obtain the coefficients expanded by
BPFs.
Finally, we can get
1 ξ1 ξ2 ··· ξm−1
0 1 ξ1 ··· ξm−2
Fα = hα
1 0 0 1 ··· ξm−3
, (17)
..
Γ (α + 2) ..
0 0 0 . .
0 0 0 0 1
where
ξk = (k + 1)α+1 − 2kα+1 + (k − 1)α+1 , (k = 1, 2, . . . , m − 1). (18)
Fα is called the block pulse operational matrix of fractional integration. When α = 1, matrix Fα is equal to matrix Pm , so
matrix Fα is a generalization of the block pulse operational matrix for integration Pm .
Let Dα is the block pulse operational matrix for the fractional differentiation, According to the property of fractional
calculus, Dα Fα = I, we can easily get matrix Dα by inverting the Fα matrix.
According to matrix theory, we know that the inverse matrix of an upper triangular matrix is also upper triangular matrix.
So, we can write
That is
1 ξ1 ξ2 ··· ξm−1 d0 d1 d2 ··· dm−1
0 1 ξ1 ··· ξm−2 0 d0 d1 ··· dm−2
0 0 1 ··· ξm−3
·0
0 d0 ··· dm−3
= Im , (20)
.. ..
.. ..
0 0 0 . . 0 0 0 . .
0 0 0 0 1 0 0 0 0 d0
where Im is the identity matrix of order m × m. After solving the matrix equation of Eq. (20), we get
m−1
−
d0 = 1, d1 = −ξ1 d0 , . . . , dm−1 = − ξk dm−k−1 . (21)
k=1
For example, let α = 0.5, m = 8, T = 1, the operational matrices F0.5 and D0.5 are computed below:
0.2660 0.2203 0.1434 0.1160 0.1001 0.0894 0.0816 0.0755
0 0.2660 0.2203 0.1434 0.1160 0.1001 0.0894 0.0816
0 0 0.2660 0.2203 0.1434 0.1160 0.1001 0.0894
0.2660 0.2203 0.1434 0.1160 0.1001
0 0 0
F0.5 =
0.2660 0.2203 0.1434 0.1160
0 0 0 0
0.2660 0.2203 0.1434
0 0 0 0 0
0 0 0 0 0 0 0.2660 0.2203
0 0 0 0 0 0 0 0.2660
3.7599 −3.1148 0.5527 −0.4178 −0.0091 −0.0998 −0.0442 −0.0460
0 3.7599 −3.1148 0.5527 −0.4178 −0.0091 −0.0998 −0.0442
0 0 3.7599 −3.1148 0.5527 −0.4178 −0.0091 −0.0998
3.7599 −3.1148 0.5527 −0.4178 −0.0091
0 0 0
D0.5 = .
0 0 0 0 3.7599 −3.1148 0.5527 −0.4178
3.7599 −3.1148 0.5527
0 0 0 0 0
0 0 0 0 0 0 3.7599 −3.1148
0 0 0 0 0 0 0 3.7599
The fractional integration and differentiation of the function t was selected to verify the correctness of matrices Fα and
Dα . That is because the fractional integration and differentiation of the function f (t ) = t is easily obtained as following
(2) α+1 Γ (2)
(I α f )(t ) = Γ Γ(α+ 2)
t and (Dα f )(t ) = Γ (2−α) t 1−α , respectively, which is easily used to compare the results obtained by the
proposed method. When α = 0.5, T = 1, m = 32, the comparison results for the fractional integration and differentiation
are shown in Figs. 1 and 2, respectively.
4. Solution of the fractional differential equations by the generalized block pulse operational matrix
In this section, we are concerned with providing a numerical solution to multi-order fractional linear system of the form
n
Dα y(t ) = aj (t )Dβj y(t ) + a0 (t )y(t ) + f (t )
−
(22)
j =1
1050 Y. Li, N. Sun / Computers and Mathematics with Applications 62 (2011) 1046–1054
g (t ) ≈ GT Φm (t ), (27)
α
D z (t ) ≈ C Φm (t )
T
(28)
where G = [g0 , g1 , . . . , gm ]T is a known but C = [c0 , c1 , . . . , cm ]T is an unknown m × 1 column vector.
Similarly, aj (t ) for j = 0, 1, . . . , n, may also be expanded by the BPFs as
aj (t ) ≈ ATj Φm (t ) (29)
where Aj is a known m × 1 column vector.
Using Eq. (28) together with property of fractional calculus, we have
xj1 O
xj2
Φm (t )[Φm (t )]T [Fα−βj ]T C = Φm (t ) = diag (Xj )Φm (t ).
.. (33)
.
O xjm
Using Eq. (33) we can rewrite Eq. (31) as
n
−
C T Φm (t ) = ATj diag (Xj )Φm (t ) + AT0 (diag [Fα ]T C )Φm (t ) + GT Φm (t ) (34)
j=1
or
n
−
C = diag (Xj )Aj + (diag [Fα ]T C )A0 + G. (35)
j =1
Solving the system of algebraic equations, we can obtain the coefficients C T . Then, we can get the output response
z (t ) = C T Fα Φm (t ). (36)
This is a nonlinear system of algebraic equation, we use the ‘‘fsolve’’ in Matlab to solve it.
5. Numerical examples
Table 1
Our results compared to Ref. [11].
t α = 0.5 α = 1.5
Ours FDTM [11] ADM [11] Ours FDTM [11] ADM [11]
Table 2
Absolute error in y(t ) for different values of h.
t h = 0.1 h = 0.05 h = 0.025 h = 0.0125 h = 0.00625
Example 2. Consider the fractional variable coefficient linear differential equation [38]
aD2 y(t ) + b(t )Dα2 y(t ) + c (t )Dy(t ) + e(t )Dα1 y(t ) + k(t )y(t ) = f (t ), t ∈ [0, T ] (44)
y(0) = 2, y′ (0) = 0.
Example 3. Consider the nonlinear fractional differential equation, which has been studied in [9,11].
Table 3
Our results compared to Refs. [9,11].
t α = 0.5 α = 1.5
Ours FDTM [11] ADM [11] Ours FDTM [11] ADM [11]
subject to
yk (0) = 0, k = 0, 1, . . . , m − 1.
It has been studied by using FDTM [11] and ADM [9]. Our results compared to Refs. [9,11] are given in Table 3, where
h = 0.01. Our results are in good agreement with the results in Refs. [9,11].
6. Conclusion
In this paper, we derive a numerical method for the fractional differential equations based on the operational matrix
Fα for the fractional integration and differentiation. A general procedure of forming this matrix Fα is summarized. Several
examples are given to demonstrate the powerfulness of the proposed method. The matrix Fα can also be used to solve
problems such as fractional system identification, fractional order optimal control.
Acknowledgments
The work was supported by the Jiangsu Ordinary University Science Research Project under Grant (08KJD410002,
09KJB510007) and in part by the Foundation of Nanjing University of Information Science & Technology under Grant
(20080305 and 20080256).
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