Solusi Persamaan Diferensial Fraksional Riccati Menggunakan Adomian Decomposition Method dan Variational Iteration Method
Abstract
Abstrak. Pada umumnya orde dari persamaan diferensial adalah bilangan asli, namun orde pada persamaan diferensial dapat dibentuk menjadi orde pecahan yang disebut persamaan diferensial fraksional. Paper ini membahas persamaan diferensial fraksional Riccati dengan orde diantara nol dan satu, dan koefisien konstan. Metode numerik yang digunakan untuk mendapatkan solusi dari persamaan diferensial fraksional Riccati adalah Adomian Decomposition Method (ADM) dan Variational Iteration Method (VIM). Tujuan dari paper ini adalah untuk memperluas penerapan ADM dan VIM dalam menyelesaikan persamaan diferensial fraksional Riccati nonlinear dengan turunan Caputo. Perbandingan solusi yang diperoleh menunjukkan bahwa VIM adalah metode yang lebih sederhana untuk mencari solusi persamaan diferensial fraksional Riccati nonlinier dengan orde antara nol dan satu, kemudian hasil yang diperoleh disajikan dalam bentuk grafik.
Kata kunci: diferensial, fraksional, riccati, adomian dekomposisi
The solution of Riccati Fractional Differential Equation
using Adomian Decomposition method
Abstract. Generally, the order of differential equations is a natural numbers, but this order can be formed into fractional, called as fractional differential equations. In this paper, the Riccati fractional differential equations with order between zero and one, and constant coefficient is discussed. The numerical methods used to obtain solutions from Riccati fractional differential equations are the Adomian Decomposition Method (ADM) and Variational Iteration Method (VIM). The aim of this paper is to expand the application of ADM and VIM in solving nonlinear Riccati fractional differential equations with Caputo derivatives. The comparison of the obtained solutions shows that VIM is simpler method for finding solutions to Riccati nonlinear fractional differential equations with order between zero and one. The obtained results are presented graphically.
Keywords: riccati, fractional, differential, adomian, decomposition
Full Text:
PDF (Bahasa Indonesia)References
K. B. Oldham, J. Spanier, The Fractional Calculus, Academic Press, New York, 1974.
I. Podlubny, Fractional Differential Equations, Academic Press, New York, 1999.
A. A. Kilbas, H. M. Srivastava, J. J. Trujillo, Theory and Applications of Fractional Differential Equations, Elsevier, Amsterdam, 2006.
I. Podlubny, Fractional Differential Equations, Academic Press, San Diego, 1999.
M. Caputo, Linear models of dissipation whose Q is almost frequency independent, part II, Geophysical Journal International, vol. 13, no. 5, pp. 529–539, 1967.
G. A. Einicke, L. B. White, R. R. Bitmead, The use of fake algebraic Riccati equations for cochannel demodulation, IEEE Transactions on Signal Processing, vol. 51, no. 9, pp. 2288–2293, 2003.
M. Gerber, B. Hasselblatt, D. Keesing, The riccati equation: pinching of forcing and solutions, Experimental Mathematics, vol. 12, no. 2, pp. 129–134, 2003.
R. E. Kalman, Y. C. Ho, K. S. Narendra, Controllability of linear dynamical systems, Contributions to Differential Equations, vol. 1, pp. 189–213, 1963.
S. Bittanti, P. Colaneri G. De Nicolao, The periodic Riccati equation, in The Riccati Equation, Communications and Control Engineering, pp. 127–162, Springer, Berlin, 1991.
S. Bittanti, P. Colaneri, G. O. Guardabassi, Periodic solutions of periodic Riccati equations, IEEE Transactions on Automatic Control, vol. 29, no. 7, pp. 665–667, 1984.
H. Aminikhah, M. Hemmatnezhad, An efficient method for quadratic Riccati differential equation, Communications in Nonlinear Science and Numerical Simulation, vol. 15, no. 4, pp. 835–839, 2010.
S. Abbasbandy, Homotopy perturbation method for quadratic Riccati differential equation and comparison with Adomian’s decomposition method, Applied Mathematics and Computation, vol. 172, no. 1, pp. 485–490, 2006.
S. Abbasbandy, Iterated He’s homotopy perturbation method for quadratic Riccati differential equation, Applied Mathematics and Computation, vol. 175, no. 1, pp. 581–589, 2006.
Y. Tan and S. Abbasbandy, Homotopy analysis method for quadratic Riccati differential equation, Communications in Nonlinear Science and Numerical Simulation, vol. 13, no. 3, pp. 539–546, 2008.
S. Abbasbandy, A new application of He’s variational iteration method for quadratic Riccati differential equation by using Adomian’s polynomials, Journal of Computational and Applied Mathematics, vol. 207, no. 1, pp. 59–63, 2007.
N. A. Khan, A. Ara, M. Jamil, An efficient approach for solving the Riccati equation with fractional orders, Computers and Mathematics with Applications, vol. 61, no. 9, pp. 2683–2689, 2011.
H. Jafari and H. Tajadodi, He’s variational iteration method for solving fractional Riccati differential equation, International Journal of Differential Equations, vol. 2010, Article ID 764738, 8 pages, 2010.
S. Momani, N. Shawagfeh, Decomposition method for solving fractional Riccati differential equations, Applied Mathematics and Computation, vol. 182, no. 2, pp. 1083–1092, 2006.
G. Nhawu, P. Mafuta, J. Mushanyu, The Adomian Decomposition Method for Numerical Solution of First-Order Differential Equations, J. Math. Comput. Sci., vol. 6, no. 3, 307-314, 2016.
I. Javed, A. Ahmad, M. Hussain, S. Iqbal, Some Solutions of Fractional Order Partial Differential Equations Using Adomian Decomposition Method, 2017.
S. Momani, An explicit and numerical solutions of the fractional KdV equation, Mathematics and Computers in Simulation, vol. 70, 110-118, 2005.
J. H. He, Variational iteration method—a kind of non-linear analytical technique: some examples, International Journal of Non-Linear Mechanics, vol. 34, no. 4, pp. 699–708, 1999.
J. H. He and X. H. Wu, Variational iteration method: new development and applications, Computers and Mathematics with Applications, vol. 54, no. 7-8, pp. 881–894, 2007.
J. H. He, Some applications of nonlinear fractional differential equations and their approximations, Bulletin of Science, Technology & Society, vol. 15, no. 2, pp. 86–90, 1999.
M. D. Johansyah, J. Nahar, A. K. Supriatna, S. Supian, Kajian Dasar Integral dan Turunan Fraksional Riemann-Liouville, 8th Industrial Research Workshop and National Seminar Politektik Negeri Bandung, Juli 26, 2017.
M. D. Johansyah, J. Nahar, F. H. Badruzzaman, Analisis Turunan dan Integral Fraksional Fungsi Pangkat Tiga dan Fungsi Eksponensial, Jurnal Matematika Vol 16 No 2 2017
DOI: https://doi.org/10.29313/jmtm.v18i1.4931
Refbacks
- There are currently no refbacks.
Copyright (c) 2019 Matematika
ISSN : 1412-5056 | E-ISSN 2598-8980
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Indexed by: