On the Approximation of Fractional-Order Differential Equations Using Laplace Transform and Weeks Method

Abstract

Differential equations of fractional order arising in engineering and other sciences describe nature sufficiently in terms of symmetry properties. In this article, a numerical method based on Laplace transform and numerical inverse Laplace transform for the numerical modeling of differential equations of fractional order is developed. The analytic inversion can be very difficult for complex forms of the transform function. Therefore, numerical methods are used for the inversion of the Laplace transform. In general, the numerical inverse Laplace transform is an ill-posed problem. This difficulty has led to various numerical methods for the inversion of the Laplace transform. In this work, the Weeks method is utilized for the numerical inversion of the Laplace transform. In our proposed numerical method, first, the fractional-order differential equation is converted to an algebraic equation using Laplace transform. Then, the transformed equation is solved in Laplace space using algebraic techniques. Finally, the Weeks method is utilized for the inversion of the Laplace transform. Weeks method is one of the most efficient numerical methods for the computation of the inverse Laplace transform. We have considered five test problems for validation of the proposed numerical method. Based on the comparison between analytical results and the Weeks method results, the reliability and effectiveness of the Weeks method for fractional-order differential equations was confirmed.