Operational Solution of Non-Integer Ordinary and Evolution-Type Partial Differential Equations
Date
2016
Authors
Zhukovsky, Konstantin V.
Srivastava, H.M.
Journal Title
Journal ISSN
Volume Title
Publisher
Axioms
Abstract
A method for the solution of linear differential equations (DE) of non-integer order and of partial differential equations (PDE) by means of inverse differential operators is proposed. The solutions of non-integer order ordinary differential equations are obtained with recourse to the integral transforms and the exponent operators. The generalized forms of Laguerre and Hermite orthogonal polynomials as members of more general Appèl polynomial family are used to find the solutions. Operational definitions of these polynomials are used in the context of the operational approach. Special functions are employed to write solutions of DE in convolution form. Some linear partial differential equations (PDE) are also explored by the operational method. The Schrödinger and the Black–Scholes-like evolution equations and solved with the help of the operational technique. Examples of the solution of DE of non-integer order and of PDE are considered with various initial functions, such as polynomial, exponential, and their combinations.
Description
Keywords
inverse operator, derivative, differential equation, special functions, Hermite and Laguerre polynomials
Citation
Zhukovsky, K.V. & Srivastava, H.M. (2016). Operational Solution of Non-Integer Ordinary and Evolution-Type Partial Differential Equations. Axioms, 5(4), 29. https://doi.org/10.3390/axioms5040029