IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v10y2022i12p2071-d839439.html
   My bibliography  Save this article

Dynamical Analysis of Fractional Integro-Differential Equations

Author

Listed:
  • Taher S. Hassan

    (Department of Mathematics, College of Science, University of Ha’il, Ha’il 2440, Saudi Arabia
    Department of Mathematics, Faculty of Science, Mansoura University, Mansoura 35516, Egypt
    Section of Mathematics, International Telematic University Uninettuno, Corso Vittorio Emanuele II, 39, 00186 Roma, Italy)

  • Ismoil Odinaev

    (Department of Automated Electrical Systems, Ural Power Engineering Institute, Ural Federal University, 620002 Yekaterinburg, Russia)

  • Rasool Shah

    (Department of Mathematics, Abdul Wali Khan University Mardan, Mardan 23200, Pakistan)

  • Wajaree Weera

    (Department of Mathematics, Faculty of Science, Khon Kaen University, Khon Kaen 40002, Thailand)

Abstract

In this article, we solve fractional Integro differential equations (FIDEs) through a well-known technique known as the Chebyshev Pseudospectral method. In the Caputo manner, the fractional derivative is taken. The main advantage of the proposed technique is that it reduces such types of equations to linear or nonlinear algebraic equations. The acquired results demonstrate the accuracy and reliability of the current approach. The results are compared to those obtained by other approaches and the exact solution. Three test problems were used to demonstrate the effectiveness of the proposed technique. For different fractional orders, the results of the proposed technique are plotted. Plotting absolute error figures and comparing results to some existing solutions reveals the accuracy of the proposed technique. The comparison with the exact solution, hybrid Legendre polynomials, and block-pulse functions approach, Reproducing Kernel Hilbert Space method, Haar wavelet method, and Pseudo-operational matrix method confirm that Chebyshev Pseudospectral method is more accurate and straightforward as compared to other methods.

Suggested Citation

  • Taher S. Hassan & Ismoil Odinaev & Rasool Shah & Wajaree Weera, 2022. "Dynamical Analysis of Fractional Integro-Differential Equations," Mathematics, MDPI, vol. 10(12), pages 1-13, June.
  • Handle: RePEc:gam:jmathe:v:10:y:2022:i:12:p:2071-:d:839439
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/10/12/2071/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/10/12/2071/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
    2. Deng, W.H. & Li, C.P., 2005. "Chaos synchronization of the fractional Lü system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 61-72.
    3. Samia Bushnaq & Shaher Momani & Yong Zhou, 2013. "A Reproducing Kernel Hilbert Space Method for Solving Integro-Differential Equations of Fractional Order," Journal of Optimization Theory and Applications, Springer, vol. 156(1), pages 96-105, January.
    4. Kamsing Nonlaopon & Muhammad Naeem & Ahmed M. Zidan & Rasool Shah & Ahmed Alsanad & Abdu Gumaei & Muhammad Imran Asjad, 2021. "Numerical Investigation of the Time-Fractional Whitham–Broer–Kaup Equation Involving without Singular Kernel Operators," Complexity, Hindawi, vol. 2021, pages 1-21, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Antonio Rubia & Trino-Manuel Ñíguez, 2006. "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 439-458.
    2. Jonas Mockus, 2010. "On simulation of optimal strategies and Nash equilibrium in the financial market context," Journal of Global Optimization, Springer, vol. 48(1), pages 129-143, September.
    3. Claudio Morana, 2010. "Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks," ICER Working Papers - Applied Mathematics Series 36-2010, ICER - International Centre for Economic Research.
    4. Claudio Morana, 2014. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks," Working Papers 273, University of Milano-Bicocca, Department of Economics, revised May 2014.
    5. Luis Gil-Alana, 2004. "Forecasting the real output using fractionally integrated techniques," Applied Economics, Taylor & Francis Journals, vol. 36(14), pages 1583-1589.
    6. Nielsen, Morten Orregaard & Shimotsu, Katsumi, 2007. "Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach," Journal of Econometrics, Elsevier, vol. 141(2), pages 574-596, December.
    7. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022. "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, vol. 63(5), pages 2331-2355, November.
    8. Hassler, U. & Marmol, F. & Velasco, C., 2006. "Residual log-periodogram inference for long-run relationships," Journal of Econometrics, Elsevier, vol. 130(1), pages 165-207, January.
    9. Haldrup, Niels & Nielsen, Morten Orregaard, 2006. "A regime switching long memory model for electricity prices," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 349-376.
    10. Pierre Perron & Zhongjun Qu, 2007. "An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts," Boston University - Department of Economics - Working Papers Series wp2007-044, Boston University - Department of Economics.
    11. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers tep20021, Trinity College Dublin, Department of Economics.
    12. Li, Changpin & Yan, Jianping, 2007. "The synchronization of three fractional differential systems," Chaos, Solitons & Fractals, Elsevier, vol. 32(2), pages 751-757.
    13. Geoffrey Ngene & Ann Nduati Mungai & Allen K. Lynch, 2018. "Long-Term Dependency Structure and Structural Breaks: Evidence from the U.S. Sector Returns and Volatility," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 1-38, June.
    14. Youwei Li & Xue-Zhong He, 2005. "Long Memory, Heterogeneity, and Trend Chasing," Computing in Economics and Finance 2005 113, Society for Computational Economics.
    15. Ra l De Jes s Guti rrez & Lidia E. Carvajal Guti rrez & Oswaldo Garcia Salgado, 2023. "Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 467-480, July.
    16. Karlis, Alexandros & Galanis, Girogos & Terovitis, Spyridon & Turner, Matthew, 2017. "Heterogeneity and Clustering of Defaults," Economic Research Papers 270011, University of Warwick - Department of Economics.
    17. Baillie, Richard T. & Kapetanios, George & Papailias, Fotis, 2014. "Bandwidth selection by cross-validation for forecasting long memory financial time series," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 129-143.
    18. Christos Christodoulou-Volos & Fotios Siokis, 2006. "Long range dependence in stock market returns," Applied Financial Economics, Taylor & Francis Journals, vol. 16(18), pages 1331-1338.
    19. Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho, 2012. "The Deaton paradox in a long memory context with structural breaks," Applied Economics, Taylor & Francis Journals, vol. 44(25), pages 3309-3322, September.
    20. Gadea, Maria Dolores & Sabate, Marcela & Serrano, Jose Maria, 2004. "Structural breaks and their trace in the memory: Inflation rate series in the long-run," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(2), pages 117-134, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:12:p:2071-:d:839439. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.