Lie Group Analysis and Invariant Solutions for Nonlinear Time-Fractional Diffusion-Convection Equations
Chen Cheng, Jiang Yao-Lin
School of Mathematics and Statistics, Xi’an Jiaotong University, Xi’an 710049, China

 

† Corresponding author. E-mail: chencheng1012@stu.xjtu.edu.cn yljiang@mail.xjtu.edu.cn

Supported by the Natural Science Foundation of China under Grant Nos. 11371287 and 61663043

Abstract
Abstract

On the basis of Lie group theory, (1 + N)-dimensional time-fractional partial differential equations are studied and the expression of is given. As applications, two special forms of nonlinear time-fractional diffusion-convection equations are investigated by Lie group analysis method. Then the equations are reduced into fractional ordinary differential equations under group transformations. Therefore, the invariant solutions and some exact solutions are obtained.

1 Introduction

The fractional partial differential equations (FPDEs) can describe many nonlinear phenomena in physics, chemistry, biology, engineering and other areas science. So the FPDEs have been widely concerned in recent years. To seek the solutions of FPDEs is an important aspect of scientific research. At present some effective methods have been put forward, such as the variational iteration method,[13] differential transform method,[45] Adomian decomposition method,[6] the sub-equation method,[78] invariant subspaces method[911] and so on. Lie group analysis method is also one of the effective methods.

It is well known that Lie group analysis method plays a significant role in the analysis of differential equations.[1215] And Lie group analysis method has been extended to fractional differential equations by Gazizov et al. in Ref. [16], who were the earliest. Then some scholars apply Lie group analysis method to study the fractional differential equations and some results[1727] have been gotten.

In this paper, we study nonlinear time-fractional diffusion-convection equations with the help of Lie group analysis method. The diffusion-convection equations are widely used in science and engineering as mathematical models for computational simulations, such as in oil reservoir simulations, transport of mass and energy and global weather production, etc. Recently, Sahadevan and Prakash[9] have used invariant subspaces method to derive the solutions of two special forms of nonlinear time-fractional diffusion-convection equation:

where t is time; x is depth (positive downwards); u(x, t) is volumetric soil water content; f(u) is the soil water diffusivity; g(u) is the hydraulic conductivity. The functions f(u) and g(u) yield physically reasonable analytic moisture characteristics. Soil moisture diffusivity f(u) is one of the important parameters to characterize soil water dynamics, which reflects the soil porosity, pore size distribution, water conductivity and influences the movement of soil moisture. Hydraulic conductivity g(u) is a comprehensive proportional parameter that indicates the permeability of porous medium. The saturated hydraulic conductivity g(u) is a constant for the given soil and unsaturated hydraulic conductivity is a variable.

The two special forms[9] of Eq. (1) are f(u) = βu, g(u) = (γ/2)u2 and f(u) = βu2 + γu, g(u) = K = constant, respectively. The corresponding equations are as follows

where β, γ are constants, respectively.

When α = 1, Eq. (1) can be reduced to the general nonlinear diffusion-convection equation, which have been studied in Refs. [2830] et al.

In this paper, we adopt Riemann–Liouville fractional partial derivative, which is defined by

where Γ(⋅) is the Euler gamma function. The more details and properties of Riemann–Liouville fractional derivative can be seen in Refs. [3132].

Some useful formulas and properties of Riemann–Liouville fractional derivative, which will be used in the following sections, are as follows.

The generalized Leibniz rule:

where is total fractional derivative operator and

If f = 1, g = ψ*(x*, t), we get[26]

The generalized chain rule:

The paper is organized as follows. In Sec. 2, we study the (1 + N)-dimensional time-fractional partial differential equations by Lie group theory and the expression of is given. In Sec. 3, two special forms of nonlinear time-fractional diffusion-convection equations are analyzed using Lie group analysis method. Under the corresponding group transformation the equations are reduced into fractional ordinary differential equations and invariant solutions are obtained. Some conclusions are presented at the end of the paper.

2 Lie Group Analysis of (1 + N)-Dimensional Time-Fractional Partial Differential Equations

In this section, we first consider the following (1 + N)-dimensional time-fractional partial differential equations:

where u = u(t, x) and x = (x(1), x(2), x(3), …, x(N)).

According to Lie group theory, Eq. (4) admits a group of one-parameter ε continuous transformations:

The infinitesimal generator of the one-parameter Lie group (5) can be expressed in the following vector form

where

The invariance condition τ(t, x, u)|t = 0 = 0, is necessary to the transformations (5), because of the conservative property of fractional derivative operator.

The prolongation of infinitesimal generator should be considered in the form:

where

here D denotes total derivative operator, and i, j = 1, 2, …, N.

Then we focus on the expression of .

3 Lie Group Analysis of (1 + 1)-Dimensional Time-Fractional Diffusion-Convection Equations

Since Eqs. (2) and (3) have two independents t, x, one dependent u and have at most second-order derivatives, the second prolongation of infinitesimal generator should be considered in the form:

where

According to Theorem 1 and in combination with the generalized chain rule for a composite function,[3132] we obtain the explicit form of for Eqs. (2) and (3):

with

With regard to the specific details of , the reader can refer to Refs. [21,2627].

3.1 Group Analysis and Invariant Solutions of Eq. (2)

(i) Group analysis of Eq. (2)

According to the criterion of invariance, if we apply Eq. (8) to Eq. (2), then

which gives us the following equation

where Eq. (9) is invariance condition.

Substituting expressions of , ηx, ηxx into Eq. (9), we get a polynomial in terms of dependent variable u and derivatives of dependent variables. This gives the following over-determined system of equations

Solution of this system is as follows

where a1, a2 are arbitrary constants. Thus we can get the corresponding infinitesimal operator

Then we can obtain two-dimensional Lie algebras

whose communication relation is given [V1, V2] = 0, where [Vi, Vj] = ViVjVjVi, (i, j = 1, 2) is the commutator for Lie algebra.

In what follows, we consider two cases: β = 0, γ ≠ 0 and β ≠ 0, γ = 0.

(ii) Invariant Solutions

For Eq. (2):

We perform similarity reduction under the linear combination a1(/∂t) + a2(/∂x). Integration of the invariant surface condition

gives invariant solution u = ϕ(z), where z = (a1/a2)xt, a2 ≠ 0.

Substituting invariant solution u = ϕ(z) into Eq. (2), it leads to the reduced ODE

where the prime denotes differentiation with respect to z.

For Eq. (10):

Considering the generator V2 = t(/∂t) − αu(/∂u), we obtain invariant solution u = ϕ(z)tα, where z = x. Then Eq. (10) is reduced to

The exact solution of Eq. (10) is as the following

where C is the integral constant.

For the generator V3 = x(/∂x) + u(/∂u), we have u = ϕ(z)x, where z = t. Equation (10) is reduced to

Then we obtain the exact solution of Eq. (10)

For Eq. (11):

For the generator V2 = (2/α)t(/∂t) + x(/∂x), we get u = ϕ(z)x with z = xtα/2. Substituting invariant solution u = ϕ(z)x into Eq. (11), we have

where the prime denotes differentiation with respect to z.

3.2 Group Analysis and Invariant Solutions of Eq. (3)

(i) Group Analysis of Eq. (3)

Similarly, applying Eq. (8) to Eq. (3), we obtain Eq. (13), which is acquired by Eq. (12)

Substituting expressions of , ηx, ηxx into Eq. (13), a polynomial in terms of dependent variable u and derivatives of dependent variables is obtained. Thus we get the following over-determined system of equations

We find the three-parameter Lie group of transformation which can be shown as Eq. (14)

where a1, a2 are arbitrary constants. We can obtain the corresponding two-dimensional Lie algebras

whose communication relations is given by [V1, V2] = V1.

Here we consider two cases: β ≠ 0, γ = 0 and β = 0, γ ≠ 0.

(ii) Invariant Solutions

Subsequently, we will find invariant solution of Eq. (3) corresponding to Lie group of transformation.

For Eq. (3):

For the generator V2 = x(/∂x) + (2/α)t(/∂t), according to the invariant surface condition

the invariant solution has the form u = ϕ(z) with z = xtα/2, where ϕ(z) satisfies the equation

where the prime denotes differentiation with respect to z.

For Eq. (15):

For the generator V2 = t(/∂t) − (α/2)u(/∂u), we have invariant solution u = ϕ(z)tα/2, where z = x. Then Eq. (15) is reduced to

where the prime denotes differentiation with respect to z.

For the generator V3 = x(/∂x) + u(/∂u), we obtain u = (z), z = t.

Substituting invariant solution u = (z), z = t into Eq. (15), it leads to the reduced ODE

which gives

where Eα, α(z) is the Mittag–Leffler function.[3132]

For Eq. (16):

For the generator V2 = x(/∂x) + (2/α)t(/∂t), we obtain invariant solution u = ϕ(z), where z = xtα/2. Then Eq. (16) is reduced to

4 Conclusions

In this paper, on the basis of Lie group theory the (1 + N)-dimensional time-fractional partial differential equations are analyzed and the expression of is given. As applications, two special forms of nonlinear time-fractional convection-diffusion equation are studied. Using the obtained group transformation, the equations are reduced into fractional ordinary differential equations and invariant solutions, some exact solutions are obtained. The exact solution and the conservation laws of some more complex nonlinear fractional partial differential equations should be studied.

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