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# Fractional-order Riccati differential equation: Analytical approximation and numerical results

*Advances in Difference Equations*
**volume 2013**, Article number: 185 (2013)

## Abstract

The aim of this article is to introduce the Laplace-Adomian-Padé method (LAPM) to the Riccati differential equation of fractional order. This method presents accurate and reliable results and has a great perfection in the Adomian decomposition method (ADM) truncated series solution which diverges promptly as the applicable domain increases. The approximate solutions are obtained in a broad range of the problem domain and are compared with the generalized Euler method (GEM). The comparison shows a precise agreement between the results, the applicable one of which needs fewer computations.

## 1 Introduction

In recent years, it has turned out that many phenomena in biology, chemistry, acoustics, control theory, psychology and other areas of science can be fruitfully modeled by the use of fractional-order derivatives. That is because of the fact that a reasonable modeling of a physical phenomenon having dependence not only on the time instant but also on the prior time history can be successfully achieved by using fractional calculus [1]. Fractional differential equations (FDEs) have been used as a kind of model to describe several physical phenomena [2–6] such as damping laws, rheology, diffusion processes, and so on. Moreover, some researchers have shown the advantageous use of the fractional calculus in the modeling and control of many dynamical systems. Besides modeling, finding accurate and proficient methods for solving FDEs has been an active research undertaking. Exact solutions for the majority of FDEs cannot be found easily, thus analytical and numerical methods must be used. Some numerical methods for solving FDEs have been presented and they have their own advantages and limitations.

Many physical problems are governed by fractional differential equations (FDEs), and finding the solution of these equations have been the subject of many investigations in recent years. Recently, there have been a number of schemes devoted to the solution of fractional differential equations. These schemes can be broadly classified into two classes, numerical and analytical. The Adomian decomposition method [7], homotopy perturbation method [8–11], homotopy analysis method [12, 13], Taylor matrix method [14] and Haar wavelet method [15] have been used to solve the fractional-order Riccati differential equation. However, the convergence region of the corresponding results is rather small.

In this work, the nonlinear fractional-order Riccati differential equations will be approached analytically by combining the Laplace transform, the Adomian decomposition method (ADM), and the Padé approximation. The Laplace-Adomian-Padé approximation was proposed by Tsai and Chen [16] for solving Ricatti differential equations. The method was extended by Zeng *et al*. [17] to derive the analytical approximate solutions of fractional differential equations. Khan *et al*. [18] applied the Laplace transformation coupled with the decomposition method in fractional order seepage flow and telegraph equations. We applied the idea of refs. [16, 17] for solving a fractional-order Riccati differential equation. The Laplace-Adomian-Padé method (LAPM) is illustrated by applications, and the results obtained are compared with those of the exact and numerical solutions by the generalized Euler method. Odibat and Momani [19] derived the generalized Euler method that was developed for the numerical solution of initial value problems with Caputo derivatives.

## 2 Definitions and preliminaries

### Caputo’s fractional derivative

Caputo’s fractional derivative of a function $f(t)$ is defined by

The Laplace transform to Caputo’s fractional derivative gives

The Mittag-Leffler function and its generalized forms have played a special role in solving the fractional differential equations. The so-called Mittag-Leffler function with two parameters ${E}_{\alpha ,\beta}(Z)$ was introduced by Agarwal [20]

Its *k* th derivative is given by [20]

We find it convenient to introduce the function

Its Laplace transform was evaluated by Podlubny [4]

Hence

Another convenient property of ${\epsilon}_{k}(t,y:\alpha ,\beta )$, which has been used in this paper, is its simple fractional differentiation

## 3 Implementation of LAPM

Consider the fractional-order Riccati differential equation of the form

subject to the initial condition

The nonlinear term in Eq. (9) is ${y}^{2}$ and $P(t)$, $Q(t)$ and $R(t)$ are known functions. For $\alpha =1$, the fractional-order Riccati equation converts into the classical Riccati differential equation. Applying the Laplace transform on both sides of Eq. (9),

Using the property of the Laplace transform, we get

Using the initial condition from Eq. (10), the outcome is

Equation (13) can be written as

The method assumes the solution as an infinite series:

The nonlinearity ${y}^{2}$ is decomposed as

where ${A}_{n}={A}_{n}({y}_{0},{y}_{1},{y}_{2},{y}_{3},\dots ,{y}_{n})$ are the so-called Adomian polynomials given as

Substituting Eqs. (15) and (17) into Eq. (14), the result is

Matching both sides of Eq. (18) yields the following iterative algorithm:

The aim is to study the mathematical behavior of the solution $y(t)$ for different values of *α*. By applying the inverse Laplace transform to both sides of Eq. (19), the value of ${y}_{0}$ is obtained. Substituting these values of ${y}_{0}$ and ${A}_{0}$ into Eq. (20), the first component ${y}_{1}$ is obtained. The other terms ${y}_{2},{y}_{3},{y}_{4},\dots $ . can be calculated recursively in a similar way by Eqs. (20)-(22). The LAPM solution coincides with the Taylor series solution in the initial value case and diverges rapidly as the applicable domain increases. This goal can be achieved by forming Padé approximants, which have the advantage of manipulating the polynomial approximation into a rational function to gain more information about $y(t)$. It is well known that Padé approximants will converge on the entire real axis, if $y(t)$ is free of singularities on the real axis. To consider the behaviors of a solution for different values of *α*, we will take advantage of Eq. (15) available for $0<\alpha \le 1$.

## 4 Test problems

In this section, we implement LAPM to the nonlinear fractional Riccati differential equations. Two examples of nonlinear fractional Riccati differential equations are solved with real coefficients.

*Test problem 1.* Consider the nonlinear Riccati differential equation

with the initial condition

The exact solution for $\alpha =1$ was found to be

First, applying the Laplace transform on both sides of Eq. (23), we get

Using the property of the Laplace transform, we obtain

Using the initial condition from Eq. (24), it becomes

Substituting Eqs. (15) and (16) into Eq. (28), the result is

Matching both sides of Eq. (29) yields

Applying the inverse fractional Laplace transform to Eq. (30), hence we can write it as

By applying the inverse Laplace transform to Eq. (34), the value ${y}_{0}$ is obtained as

Now, considering the few terms of ${y}_{0}$,

The first Adomian polynomial ${A}_{0}$ is obtained from Eq. (17), then we substitute ${y}_{0}$ and ${A}_{0}$ in Eq. (31). Evaluating the Laplace transform of the quantities on the right-hand side of Eq. (31) and then applying the inverse Laplace transform, the value of ${y}_{1}$ can be obtained. The other terms ${y}_{2},{y}_{3},\dots $ can be computed recursively in a similar calculation. By using LAPM, a power series solution is essentially a truncated series solution. The LAPM solution coincides with the Maclaurin series of the exact solution in the initial value case and diverges rapidly as the applicable domain increases. The next two components of the solution are

Therefore the truncated series solution obtained from LAPM is

The aim is to study the mathematical behavior of the result as the order of the fractional derivative changes. It was formally shown by Khan *et al*. [21] that this goal can be achieved by forming Padé approximants [22] which have the advantage of manipulating the polynomial approximation into a rational function to gain more information about $y(t)$. To consider the behavior of a solution of different values of *α*, we will take advantage of Eq. (40) available for $0<\alpha \le 1$ and consider the following three special cases.

*Case I:* Setting $\alpha =1$ in Eq. (40), we reproduce the approximate solution obtained in Eq. (40), given by the Taylor expansion of $y(t)$ at $t=0$ of the LAPM solution, as follows:

The Taylor expansion of $y(t)$ at $t=0$ of the exact solution (25) is

It indicates that both the Taylor expansions at $t=0$ of the LAPM solution and the exact solution coincide very well. In order to improve the LAPM solution, the Padé approximant is introduced. It is known that there exists the $[\frac{L}{M}]$ Padé approximant which satisfies

By using Mathematica, the $[\frac{15}{15}]$ Padé approximant gives that the rational approximation obtained from the solution in Eq. (42) is determined to be

Figures 1-2 represent the comparisons between the exact solution, the LAM and the LAPM solutions in problem 1. They show that the LAM solutions diverge rapidly after $t=1$. However, they represent that the LAPM solution demonstrates a good convergence through the applicable domain. Table 1 shows the absolute errors of the LAPM solution in comparison with the exact and GEM solutions in problem 1.

*Case II:* Let us examine the case $\alpha =\frac{1}{2}$, the approximate solution obtained in Eq. (40) given by the Taylor expansion of $y(t)$ at $t=0$ has reproduced as

For simplicity, let ${t}^{\frac{1}{2}}=z$, then

Calculating the $[\frac{28}{28}]$ Padé approximation and recalling that $z={t}^{\frac{1}{2}}$, we obtain

Figure 3 represents the LAPM solution in problem 1 for $\alpha =\frac{1}{2}$.

*Case III:* Here, taking $\alpha =\frac{3}{4}$ in Eq. (40), the approximate solution has been replicated by

For simplicity, let ${t}^{\frac{1}{4}}=z$; then

Calculating the $[\frac{59}{59}]$ Padé approximants and recalling that $z={t}^{\frac{1}{4}}$, we achieve

Figure 4 shows the LAPM solution in problem 1 for $\alpha =\frac{3}{4}$.

Table 2 shows the results of the fractional Riccati equation in test problem 1 of the LAPM approximant solution in comparison with the different values of $\alpha =1,\frac{1}{2},\frac{3}{4}$. The technique described above was translated into a Mathematica program and run on a Pentium-4 PC to investigate the effects of various values of $\alpha =1,\frac{1}{2},\frac{3}{4}$ on the fractional Riccati differential equation. The graphical results are in good agreement with the results of the exact solution.

*Test problem 2.* Consider the nonlinear Riccati differential equation

with the initial condition

The exact solution [9] was found to be

First, applying the Laplace transform to both sides of Eq. (51), we get

Using the property of the Laplace transform yields

Utilizing the initial conditions from Eq. (52), it becomes

or

Substituting Eqs. (15) and (16) into Eq. (57), the result is

Matching both sides of Eq. (58) yields the following iterative algorithm:

Applying the inverse fractional Laplace transform to Eq. (59), hence the value ${y}_{0}$ is

Substituting the value of ${y}_{0}$ in Eq. (60), the first Adomian polynomial ${A}_{0}$ is obtained, then substituting ${y}_{0}$ and ${A}_{0}$ in Eq. (60) and proceeding in a similar way, the other terms ${y}_{2},{y}_{3},{y}_{4},\dots $ . can be computed recursively. The first twelve components of the solution are

Therefore the truncated series solution is obtained as

The plan is to study the mathematical performance of the solution of LAPM as the order of the fractional derivative changes. To consider the behavior of a solution of different values of *α*, we will take advantage of the explicit formula Eq. (69) available for $0<\alpha \le 1$ and consider the following three special cases.

*Case I:* Setting $\alpha =1$ in Eq. (69), we reproduce the approximate solution obtained in Eq. (69) given by the Taylor expansion of $y(t)$ at $t=0$ of the LAPM solution as follows:

It is known that there exists the $[\frac{L}{M}]$ Padé approximant which satisfies

By using Mathematica, the Padé approximation gives that the truncated series obtained from the LAPM solution in Eq. (70) is determined to be

From Figure 5, the presented result is in a good agreement with the exact result for $\alpha =1$. Figure 5 represents the comparisons between the exact solution, the LAM, and the LAPM solutions for problem 2. It shows that the LAM solutions diverge rapidly after $t=2$. However, it represents that the LAPM solution demonstrates a good convergence through the applicable domain. Table 3 shows the absolute errors of the LAPM solution in comparison with the exact solution.

*Case II:* Here we examine the case $\alpha =\frac{1}{2}$ in Eq. (69), we replicate the approximate solution obtained in Eq. (69) given by

For simplicity, let ${t}^{\frac{1}{2}}=z$; then

Calculating the $[\frac{13}{12}]$ Padé approximation and recalling that $z={t}^{\frac{1}{2}}$, we get

Figure 6 shows the $[\frac{13}{12}]$ Pade approximants of $y(t)$ in LAM and LAPM for $\alpha =\frac{1}{2}$. Figure 6 illustrates the comparisons between the LAM solution and the LAPM solution in problem 2 for $\alpha =\frac{1}{2}$.

*Case III:* In this case we examine the LAPM when $\alpha =\frac{3}{4}$ in Eq. (69)

For simplicity, let ${t}^{\frac{3}{4}}=z$; then

Calculating the $[\frac{37}{37}]$ Padé approximation and recalling that $z={t}^{\frac{3}{4}}$, we get

Figure 7 shows the $[\frac{37}{37}]$ Padé approximants of $y(t)$ in LAPM for $\alpha =\frac{3}{4}$. Table 4 shows the comparison results of the fractional Riccati equation in test problem 2 of the LAPM solution in comparison with the different values of $\alpha =1,\frac{1}{2},\frac{3}{4}$. The procedure described above was translated into Mathematica program and run on a Pentium-4 PC to investigate the effects of special values of $\alpha =1,\frac{1}{2},\frac{3}{4}$ for the fractional Riccati differential equation. $y(t)$ is evaluated up to $n=12$ and plotted in Figure 8.

## 5 Conclusions

Most of the real physical problems can be best modeled with fractional differential equations. Besides modeling, the solution techniques and their reliabilities are most important to catch critical points at which a sudden divergence or bifurcation starts. Therefore, high accuracy solutions are always needed. Here, we have implemented the Adomian decomposition method coupled with the Laplace transformation and the Padé approximation on the Ricatti differential equation with fractional order. From the test problems considered here, it can be easily seen that LAPM obtains results as accurate as possible. Thus, it can be concluded that the LAPM methodology is very dominant and efficient in finding approximate solutions, and comparison has been made with GEM. This paper can be used as a standard paradigm for other applications. The results of LAPM have been compared with exact solutions and ref. [16] for $\alpha =1$.

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## Acknowledgements

The authors would like to express their sincere gratitude to the referees for their careful assessment and suggestions regarding the initial version of the manuscript. The author Najeeb Alam Khan is highly thankful and grateful to the Dean of Faculty of Sciences, University of Karachi, Karachi-75270, Pakistan for facilitating this research work.

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Khan, N.A., Ara, A. & Alam Khan, N. Fractional-order Riccati differential equation: Analytical approximation and numerical results.
*Adv Differ Equ* **2013, **185 (2013) doi:10.1186/1687-1847-2013-185

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### Keywords

- Adomian decomposition method (ADM)
- Mittag-Leffler function
- Padé approximation
- Riccati equation