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Bhrawy and Alghamdi Boundary Value Problems 2012, 2012:62 http://www.boundaryvalueproblems.com/content/2012/1/62 RESEARCH Open Access A shifted Jacobi-Gauss-Lobatto collocation method for solving nonlinear fractional Langevin equation involving two fractional orders in different intervals Ali H Bhrawy 1,2* and Mohammed A Alghamdi 1 * Correspondence: [email protected] 1 Department of Mathematics, Faculty of Science, King Abdulaziz University, Jeddah 21589, Saudi Arabia 2 Department of Mathematics, Faculty of Science, Beni-Suef University, Beni-Suef, Egypt Abstract In this paper, we develop a Jacobi-Gauss-Lobatto collocation method for solving the nonlinear fractional Langevin equation with three-point boundary conditions. The fractional derivative is described in the Caputo sense. The shifted Jacobi-Gauss-Lobatto points are used as collocation nodes. The main characteristic behind the Jacobi-Gauss-Lobatto collocation approach is that it reduces such a problem to those of solving a system of algebraic equations. This system is written in a compact matrix form. Through several numerical examples, we evaluate the accuracy and performance of the proposed method. The method is easy to implement and yields very accurate results. Keywords: fractional Langevin equation; three-point boundary conditions; collocation method; Jacobi-Gauss-Lobatto quadrature; shifted Jacobi polynomials 1 Introduction Many practical problems arising in science and engineering require solving initial and boundary value problems of fractional order differential equations (FDEs), see [, ] and references therein. Several methods have also been proposed in the literature to solve FDEs (see, for instance, [–]). Spectral methods are relatively new approaches to pro- vide an accurate approximation to FDEs (see, for instance, [–]). In this work, we propose the shifted Jacobi-Gauss-Lobatto collocation (SJ-GL-C) method to solve numerically the following nonlinear Langevin equation involving two fractional orders in different intervals: D ν ( D μ + λ ) u(x)= f ( x, u(x) ) , < μ , < ν , x I = [, L], () subject to the three-point boundary conditions u() = s , u(x )= s , u(L)= s , x ], L[, () where D ν u(x) u (ν) (x) denotes the Caputo fractional derivative of order ν for u(x), λ is a real number, s , s , s are given constants and f is a given nonlinear source function. © 2012 Bhrawy and Alghamdi; licensee Springer. This is an Open Access article distributed under the terms of the Creative Com- mons Attribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and repro- duction in any medium, provided the original work is properly cited.

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  • Bhrawy and Alghamdi Boundary Value Problems 2012, 2012:62http://www.boundaryvalueproblems.com/content/2012/1/62

    RESEARCH Open Access

    A shifted Jacobi-Gauss-Lobatto collocationmethod for solving nonlinear fractionalLangevin equation involving two fractionalorders in different intervalsAli H Bhrawy1,2* and Mohammed A Alghamdi1

    *Correspondence:[email protected] of Mathematics,Faculty of Science, King AbdulazizUniversity, Jeddah 21589, SaudiArabia2Department of Mathematics,Faculty of Science, Beni-SuefUniversity, Beni-Suef, Egypt

    AbstractIn this paper, we develop a Jacobi-Gauss-Lobatto collocation method for solving thenonlinear fractional Langevin equation with three-point boundary conditions. Thefractional derivative is described in the Caputo sense. The shiftedJacobi-Gauss-Lobatto points are used as collocation nodes. The main characteristicbehind the Jacobi-Gauss-Lobatto collocation approach is that it reduces such aproblem to those of solving a system of algebraic equations. This system is written ina compact matrix form. Through several numerical examples, we evaluate theaccuracy and performance of the proposed method. The method is easy toimplement and yields very accurate results.

    Keywords: fractional Langevin equation; three-point boundary conditions;collocation method; Jacobi-Gauss-Lobatto quadrature; shifted Jacobi polynomials

    1 IntroductionMany practical problems arising in science and engineering require solving initial andboundary value problems of fractional order differential equations (FDEs), see [, ] andreferences therein. Several methods have also been proposed in the literature to solveFDEs (see, for instance, [–]). Spectral methods are relatively new approaches to pro-vide an accurate approximation to FDEs (see, for instance, [–]).In this work, we propose the shifted Jacobi-Gauss-Lobatto collocation (SJ-GL-C)

    method to solve numerically the following nonlinear Langevin equation involving twofractional orders in different intervals:

    Dν(Dμ + λ

    )u(x) = f

    (x,u(x)

    ), < μ ≤ , < ν ≤ ,x ∈ I = [,L], ()

    subject to the three-point boundary conditions

    u() = s, u(x) = s, u(L) = s, x ∈ ],L[, ()

    where Dνu(x) ≡ u(ν)(x) denotes the Caputo fractional derivative of order ν for u(x), λ is areal number, s, s, s are given constants and f is a given nonlinear source function.

    © 2012 Bhrawy and Alghamdi; licensee Springer. This is an Open Access article distributed under the terms of the Creative Com-mons Attribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and repro-duction in any medium, provided the original work is properly cited.

    http://www.boundaryvalueproblems.com/content/2012/1/62mailto:[email protected]://creativecommons.org/licenses/by/2.0

  • Bhrawy and Alghamdi Boundary Value Problems 2012, 2012:62 Page 2 of 13http://www.boundaryvalueproblems.com/content/2012/1/62

    The existence and uniqueness of solution of Langevin equation involving two fractionalorders in different intervals ( < μ ≤ , < ν ≤ ) have been studied in [], and for otherchoices of ν and μ, see [, ].Fractional Langevin equation is one of the basic equations in the theory of the evolution

    of physical phenomena in fluctuating environments and provides a more flexible modelfor fractal processes as compared with the usual ordinary Langevin equation. Moreover,fractional generalized Langevin equation with external force is used to model single-filediffusion. This equation has been the focus of many studies, see, for instance, [–].Due to high order accuracy, spectral methods have gained increasing popularity for

    several decades, especially in the field of computational fluid dynamics (see, e.g., []and the references therein). Collocation methods have become increasingly popular forsolving differential equations; also, they are very useful in providing highly accurate so-lutions to nonlinear differential equations [–]. Bhrawy and Alofi [] proposed thespectral shifted Jacobi-Gauss collocation method to find the solution of the Lane-Emdentype equation. Moreover, Doha et al. [] developed the shifted Jacobi-Gauss collocationmethod for solving nonlinear high-order multi-point boundary value problems. To thebest of our knowledge, there are no results on Jacobi-Gauss-Lobatto collocation methodfor three-point nonlinear Langevin equation arising in mathematical physics. This par-tially motivated our interest in such a method.The advantage of using Jacobi polynomials for solving differential equations is obtaining

    the solution in terms of the Jacobi parameters α and β (see [–]). Some special casesof Jacobi parameters α and β are used for numerically solving various types of differentialequations (see [–]).The main concern of this paper is to extend the application of collocation method to

    solve the three-point nonlinear Langevin equation involving two fractional orders in dif-ferent intervals. It would be very useful to carry out a systematic study on Jacobi-Gauss-Lobatto collocation method with general indexes (α,β > –). The fractional Langevinequation is collocated only at (N – ) points; for suitable collocation points, we use the(N – ) nodes of the shifted Jacobi-Gauss-Lobatto interpolation (α,β > –). These equa-tions together with the three-point boundary conditions generate (N + ) nonlinear alge-braic equations which can be solved usingNewton’s iterativemethod. Finally, the accuracyof the proposed method is demonstrated by test problems.The remainder of the paper is organized as follows. In the next section, we introduce

    some notations and summarize a few mathematical facts used in the remainder of thepaper. In Section , the way of constructing the Gauss-Lobatto collocation technique forfractional Langevin equation is described using the shifted Jacobi polynomials; and in Sec-tion the proposed method is applied to some types of Langevin equations. Finally, someconcluding remarks are given in Section .

    2 PreliminariesIn this section, we give some definitions and properties of the fractional calculus (see, e.g.,[, , ]) and Jacobi polynomials (see, e.g., [–]).

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    Definition . The Riemann-Liouville fractional integral operator of order μ (μ ≥ ) isdefined as

    Jμf (x) =

    �(μ)

    ∫ x(x – t)μ–f (t)dt, μ > ,x > ,

    Jf (x) = f (x).()

    Definition . The Caputo fractional derivative of order μ is defined as

    Dμf (x) = Jm–μDmf (x) =

    �(m –μ)

    ∫ x(x – t)m–μ–

    dm

    dtmf (t)dt,

    m – < μ ≤ m,x > ,()

    wherem is an integer number and Dm is the classical differential operator of orderm.

    For the Caputo derivative, we have

    Dμxβ =

    ⎧⎪⎨⎪⎩, for β ∈N and β < �μ�,

    �(β + )�(β + –μ)

    xβ–μ, for β ∈N and β ≥ �μ� or β /∈N and β > �μ.()

    We use the ceiling function �μ� to denote the smallest integer greater than or equal toμ and the floor function �μ to denote the largest integer less than or equal to μ. AlsoN = {, , . . .} and N = {, , , . . .}. Recall that for μ ∈ N , the Caputo differential operatorcoincides with the usual differential operator of an integer order.Let α > –, β > – and P(α,β)k (x) be the standard Jacobi polynomial of degree k. We have

    that

    P(α,β)k (–x) = (–)kP(α,β)k (x), P

    (α,β)k (–) =

    (–)k�(k + β + )k!�(β + )

    ,

    P(α,β)k () =�(k + α + )k!�(α + )

    .()

    Besides,

    DmP(α,β)k (x) = –m �(m + k + α + β + )

    �(k + α + β + )P(α+m,β+m)k–m (x). ()

    Let w(α,β)(x) = ( – x)α( + x)β , then we define the weighted space Lw(α,β) (–, ) as usual,equipped with the following inner product and norm:

    (u, v)w(α,β) =∫ –u(x)v(x)w(α,β)(x)dx, ‖v‖w(α,β) = (v, v)

    w(α,β) .

    The set of Jacobi polynomials forms a complete Lwα,β (–, )-orthogonal system, and

    ∥∥P(α,β)k ∥∥w(α,β) = h(α,β)k = α+β+�(k + α + )�(k + β + )(k + α + β + )�(k + )�(k + α + β + ) . ()

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    Let L > , then the shifted Jacobi polynomial of degree k on the interval (,L) is definedby P(α,β)L,k (x) = P

    (α,β)k (

    xL – ).

    By virtue of (), we have that

    P(α,β)L,j () = (–)j �(j + β + )�(β + ) j!

    . ()

    Next, letw(α,β)L (x) = (L–x)αxβ , then we define the weighted space Lw(α,β)L(,L) in the usual

    way, with the following inner product and norm:

    (u, v)w(α,β)L=

    ∫ L

    u(x)v(x)w(α,β)L (x)dx, ‖v‖w(α,β)L = (v, v)w(α,β)L

    .

    The set of shifted Jacobi polynomials is a complete Lw(α,β)L

    (,L)-orthogonal system. More-

    over, due to (), we have

    ∥∥P(α,β)L,k ∥∥w(α,β)L =(L

    )α+β+h(α,β)k = h

    (α,β)L,k . ()

    For α = β one recovers the shifted ultraspherical polynomials (symmetric shifted Jacobipolynomials) and for α = β = ∓ , α = β = , the shifted Chebyshev of the first and secondkinds and shifted Legendre polynomials respectively; and for the nonsymmetric shifted Ja-cobi polynomials, the two important special cases α = –β = ± (shifted Chebyshev poly-nomials of the third and fourth kinds) are also recovered.

    3 Shifted Jacobi-Gauss-Lobatto collocationmethodIn this section, we derive the SJ-GL-C method to solve numerically the following modelproblem:

    Dν(Dμ + λ

    )u(x) = f (x,u), < μ ≤ , < ν ≤ ,x ∈ I = (,L), ()

    subject to the three-point boundary conditions

    u() = s, u(x) = s, u(L) = s, x ∈ ],L[, ()

    where Dνu(x) ≡ u(ν)(x) denotes the Caputo fractional derivative of order ν for u(x), λ is areal number, s, s, s are given constants and f (x,u) is a given nonlinear source function.For the existence and uniqueness of solution of ()-(), see [].The choice of collocation points is important for the convergence and efficiency of the

    collocation method. For boundary value problems, the Gauss-Lobatto points are com-monly used. It should be noted that for a differential equation with the singularity at x = in the interval [,L] one is unable to apply the collocation method with Jacobi-Gauss-Lobatto points because the two assigned abscissas and L are necessary to use as a twopoints from the collocation nodes. Also, a Jacobi-Gauss-Radau nodes with the fixed nodex = cannot be used in this case. In fact, we use the collocation method with Jacobi-Gauss-Lobatto nodes to treat the nonlinear Langevin differential equation; i.e., we collo-cate this equation only at the (N – ) Jacobi-Gauss-Lobatto points (,L). These equations

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    together with three-point boundary conditions generate (N +) nonlinear algebraic equa-tions which can be solved.Let us first introduce some basic notation that will be used in the sequel. We set

    SN (,L) = span{P(α,β)L, (x),P

    (α,β)L, (x), . . . ,P

    (α,β)L,N (x)

    }. ()

    We next recall the Jacobi-Gauss-Lobatto interpolation. For any positive integerN , SN (,L)stands for the set of all algebraic polynomials of degree at most N . If we denote byx(α,β)N ,j (x

    (α,β)L,N ,j), ≤ j ≤ N , and � (α,β)N ,j (� (α,β)L,N ,j ), ( ≤ i ≤ N ), to the nodes and Christoffel num-

    bers of the standard (shifted) Jacobi-Gauss-Lobatto quadratures on the intervals (–, ),(,L) respectively. Then one can easily show that

    x(α,β)L,N ,j =L(x(α,β)N ,j +

    ), ≤ j ≤ N ,

    �(α,β)L,N ,j =

    (L

    )α+β+�

    (α,β)N ,j , ≤ j ≤ N .

    For any φ ∈ SN+(,L),

    ∫ L

    w(α,β)L (x)φ(x)dx =(L

    )α+β+ ∫ –( – x)α( + x)βφ

    (L(x + )

    )dx

    =(L

    )α+β+ N∑j=

    �(α,β)N ,j φ

    (L(x(α,β)N ,j +

    ))

    =N∑j=

    �(α,β)L,N ,j φ

    (x(α,β)L,N ,j

    ).

    ()

    We introduce the following discrete inner product and norm:

    (u, v)w(α,β)L ,N=

    N∑j=

    u(x(α,β)L,N ,j

    )v(x(α,β)L,N ,j

    )�

    (α,β)L,N ,j , ‖u‖w(α,β)L ,N =

    √(u,u)w(α,β)L ,N

    , ()

    where x(α,β)L,N ,j and �(α,β)L,N ,j are the nodes and the corresponding weights of the shifted Jacobi-

    Gauss-quadrature formula on the interval (,L) respectively.Due to (), we have

    (u, v)w(α,β)L ,N= (u, v)w(α,β)L

    , ∀uv ∈ SN–. ()

    Thus, for any u ∈ SN (,L), the norms ‖u‖w(α,β)L ,N and ‖u‖w(α,β)L coincide.Associating with this quadrature rule, we denote by IP

    (α,β)L

    N the shifted Jacobi-Gauss in-terpolation,

    IP(α,β)L

    N u(x(α,β)L,N ,j

    )= u

    (x(α,β)L,N ,j

    ), ≤ k ≤ N .

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    The shifted Jacobi-Gauss collocation method for solving ()-() is to seek uN (x) ∈SN (,T), such that

    Dμ+νuN(x(α,β)L,N–,k

    )+ λDνuN

    (x(α,β)L,N–,k

    )= f

    (x(α,β)L,N–,k ,uN

    (x(α,β)L,N–,k

    )), k = , , . . . ,N – .

    ()

    uN () = s, uN (x) = s, uN (L) = s, x ∈ ],L[. ()

    We now derive an efficient algorithm for solving ()-(). Let

    uN (x) =N∑j=

    ajP(α,β)L,j (x), a = (a,a, . . . ,aN )T . ()

    We first approximate u(x),Dμ+νu(x) and Dμu(x), as Eq. (). By substituting these approx-imations in Eq. (), we get

    N∑j=

    aj(Dμ+νP(α,β)L,j (x) + λD

    μP(α,β)L,j (x))= f

    (x,

    N∑j=

    ajP(α,β)L,j (x)

    ). ()

    Here, the fractional derivative of order μ in the Caputo sense for the shifted Jacobi poly-nomials expanded in terms of shifted Jacobi polynomials themselves can be representedformally in the following theorem.

    Theorem . Let P(α,β)L,j (x) be a shifted Jacobi polynomial of degree j, then the fractionalderivative of order ν in the Caputo sense for P(α,β)L,j (x) is given by

    DνP(α,β)L,j (x) =∞∑i=

    Qν(j, i,α,β)P(α,β)L,i (x), j = �ν�, �ν� + , . . . , ()

    where

    Qν(j, i,α,β) =j∑

    k=�ν�

    (–)j–kLα+β–ν+�(i + β + )�(j + β + )�(j + k + α + β + )hi�(i + α + β + )�(k + β + )�(j + α + β + )�(k – ν + )(j – k)!

    ×i∑

    l=

    (–)i–l�(i + l + α + β + )�(α + )�(l + k + β – ν + )�(l + β + )�(l + k + α + β – ν + )(i – l)!l!

    .

    Proof This theorem can be easily proved (see Doha et al. []).In practice, only the first (N + )-terms shifted Jacobi polynomials are considered, with

    the aid of Theorem . (Eq. ()), we obtain from () that

    N∑j=

    aj

    ( N∑i=

    Qμ+ν(j, i,α,β)P(α,β)L,i (x) + λN∑i=

    Qμ(j, i,α,β)P(α,β)L,i (x)

    )

    = f

    (x,

    N∑j=

    ajP(α,β)L,j (x)

    ).

    ()

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    Also, by substituting Eq. () in Eq. () we obtain

    N∑j=

    ajP(α,β)L,j () = s,

    N∑j=

    ajP(α,β)L,j (x) = s,

    N∑j=

    ajP(α,β)L,j (L) = s.

    ⎫⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎬⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎭

    ()

    To find the solution uN (x), we first collocate Eq. () at the (N –) shifted Jacobi-Gauss-Lobatto notes, yields

    N∑j=

    aj

    ( N∑i=

    Qμ+ν(j, i,α,β)P(α,β)L,i(x(α,β)L,N–,k

    )+ λ

    N∑i=

    Qμ(j, i,α,β)P(α,β)L,i(x(α,β)L,N–,k

    ))

    = f

    ((x(α,β)L,N–,k

    ),

    N∑j=

    ajP(α,β)L,j(x(α,β)L,N–,k

    )), ≤ k ≤ N – .

    ()

    Next, Eq. (), after using () and (), can be written as

    N∑j=

    (–)j�(j + β + )�(β + )j!

    aj = s,

    N∑j=

    ( j∑i=

    (–)j–i�(j + β + )�(j + i + α + β + )

    �(i + β + )�(j + α + β + )(j – i)!i!Lixi

    )aj = s,

    N∑j=

    ( j∑i=

    (–)j–i�(j + β + )�(j + i + α + β + )

    �(i + β + )�(j + α + β + )(j – i)!i!

    )aj = s.

    ⎫⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎬⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎭

    ()

    The scheme ()-() can be rewritten as a compact matrix form. To do this, we intro-duce the (N + )× (N + ) matrix A with the entries akj as follows:

    akj =

    ⎧⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎨⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎩

    N∑i=

    Qμ+ν(j, i,α,β)P(α,β)L,i(x(α,β)L,N–,k

    ),

    ≤ k ≤ N – , �μ + ν� ≤ j ≤ N ,(–)j

    �(j + β + )�(β + )j!

    , k =N – , ≤ j ≤ N ,j∑

    i=

    (–)j–i�(j + β + )�(j + i + α + β + )

    �(i + β + )�(j + α + β + )(j – i)!i!Lixi, k =N – , ≤ j ≤ N ,

    j∑i=

    (–)j–i�(j + β + )�(j + i + α + β + )

    �(i + β + )�(j + α + β + )(j – i)!i!, k =N , ≤ j ≤ N ,

    , otherwise.

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    Also, we define the (N + )× (N + ) matrix B with the entries:

    bkj =

    ⎧⎪⎪⎨⎪⎪⎩

    N∑i=

    Qμ(j, i,α,β)P(α,β)L,i(x(α,β)L,N–,k

    ), ≤ k ≤N – , �μ� ≤ j ≤ N ,

    , otherwise,

    and the (N – )× (N + ) matrix C with the entries:

    ckj = P(α,β)T ,j(x(α,β)T ,N–,k

    ), ≤ k ≤ N – , ≤ j ≤ N .

    Further, let a = (a,a, . . . ,aN )T , and

    F(a) =(f(x(α,β)T ,N–,,uN

    (x(α,β)T ,N–,

    )), . . . , f

    (x(α,β)T ,N–,N–,uN

    (x(α,β)T ,N–,N–

    )), s, s, s

    )T ,where uN (x(α,β)T ,N–,k) is the kth component of Ca. Then we obtain from ()-() that

    (A + λB)a = F(a),

    or equivalently

    a = (A + λB)–F(a). ()

    Finally, from (), we obtain (N + ) nonlinear algebraic equations which can be solvedfor the unknown coefficients aj by using any standard iteration technique, like Newton’siteration method. Consequently, uN (x) given in Eq. () can be evaluated. �

    Remark . In actual computation for fixed μ, ν and λ, it is required to compute (A +λB)– only once. This allows us to save a significant amount of computational time.

    4 Numerical resultsTo illustrate the effectiveness of the proposedmethod in the present paper, two test exam-ples are carried out in this section. Comparison of the results obtained by various choicesof Jacobi parameters α and β reveal that the present method is very effective and conve-nient for all choices of α and β .We consider the following two examples.

    Example Consider the nonlinear fractional Langevin equation

    D

    (D

    +

    )u(x) =

    (tan– u(x) + cosx

    ), in I = (, ), ()

    subject to three-point boundary conditions:

    u() = , u(.) = , u() = . ()

    The analytic solution for this problem is not known. In Table we introduce the ap-proximate solution for ()-() using SJ-GL-C method at α = β = and N = . The

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    Table 1 Approximate solution of ()-() using SJ-GL-C method for N = 12

    x Approximate solution

    0.1 0.008374370.2 0.01013560.3 0.008114270.4 0.004308770.5 –9.994× 10–20

    x Approximate solution

    0.6 –0.003646020.7 –0.005853570.8 –0.006157270.9 –0.004212871.0 6.098× 10–19

    Figure 1 Comparing the approximate solutions at N = 4,6, 8, 16, for Example 1.

    approximate solutions at α = β = – and a few collocation points (N = ,, , ) of thisproblem are depicted in Figure . The approximate solution atN = agrees very well withthe approximate solution at N = ; this means the numerical solution converges fast asN increases.

    Example In this example we consider the following nonlinear fractional Langevin dif-ferential equation

    Dν(Dμ +

    )u(x) = u(x) + eu(x) + g(x), ν ∈ (, ),μ ∈ (, ), ()

    subject to the following three-point boundary conditions:

    u() = , u(

    )=

    ,

    –(

    )–μ–ν, u() = , ()

    where

    g(x) = –ex–x–xμ+ν –(x – x – xμ+ν

    ) + x–μ–ν�( –μ – ν)

    –,x–μ–ν

    �( –μ – ν)

    –xμ�( + μ + ν)

    �( +μ)+

    (x–ν

    �( – ν)–,x–ν

    �( – ν)–xμ�( + μ + ν)

    �( + μ)

    ).

    The exact solution of this problem is u(x) = –xν+μ + x – x.

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    Table 2 Maximum absolute error of u – uN using SJ-GL-C method for α = β = 0

    N α β ν = 1.5, μ = 0.5 ν = 1.8, μ = 0.8 ν = 1.999, μ = 0.999

    8 0 0 2.09× 10–4 4.91× 10–5 1.07× 10–716 1.39× 10–5 4.02× 10–7 3.99× 10–1024 3.25× 10–6 5.87× 10–8 2.33× 10–11

    Table 3 Maximum absolute error of u – uN using SJ-GL-C method for α = β = –1/2

    N α β ν = 1.5, μ = 0.5 ν = 1.8, μ = 0.8 ν = 1.999, μ = 0.999

    8 –12–12 3.64× 10–4 1.15× 10–4 2.83× 10–7

    16 9.66× 10–6 1.16× 10–6 1.01× 10–924 1.99× 10–6 8.35× 10–8 7.15× 10–11

    Figure 2 Approximate solution for ν = 1.2, 1.4, 1.6, 1.8, 2, μ = 1 with 14 nodes and the exact solutionat ν = 2 and μ = 1, for Example 2.

    Numerical results are obtained for different choices of ν ,μ, α, β , andN . In Tables and we introduce the maximum absolute error, using the shifted Jacobi collocation methodbased on Gauss-Lobatto points, with two choices of α, β , and various choices of ν , μ,and N .The approximate solutions are evaluated for ν = ., ., ., ., , μ = , α = β =

    and N = . The results of the numerical simulations are plotted in Figure . In Fig-ure , we plotted the approximate solutions at fixed ν = , and various choices of μ =., ., ., ., with α = β = andN = . It is evident fromFigure and Figure that, asν andμ approach close to and , the numerical solution by shifted Jacobi-Gauss-Lobattocollocation method with α = β = for fractional order differential equation approaches tothe solution of integer order differential equation.In the case of < ν ≤ , μ = with α = β = , and N = , the results of the numerical

    simulations are shown in Figure . In Figure , we plotted the approximate solutions forν = , < μ ≤ with α = β = , andN = . In fact, the approximate solutions obtained bythe present method at < ν ≤ , < μ ≤ with N = are shown in Figure and Figure to make it easier to show that; as ν and μ approach to their integer values, the solution offractional order Langevin equation approaches to the solution of integer order Langevindifferential equation.

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    Figure 3 Approximate solution for μ = 0.2, 0.4, 0.6, 0.8, 1, ν = 2 with 14 nodes and the exact solutionat ν = 2 and μ = 1, for Example 2.

    Figure 4 Approximate solution for 1 < ν ≤ 2, μ = 1 with 12 nodes, for Example 2.

    5 ConclusionAn efficient and accurate numerical scheme based on the Jacobi-Gauss-Lobatto colloca-tion spectral method is proposed for solving the nonlinear fractional Langevin equation.The problem is reduced to the solution of nonlinear algebraic equations. Numerical ex-amples were given to demonstrate the validity and applicability of themethod. The resultsshow that the SJ-GL-C method is simple and accurate. In fact, by selecting a few colloca-tion points, excellent numerical results are obtained.

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    Figure 5 Approximate solution for 0

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    doi:10.1186/1687-2770-2012-62Cite this article as: Bhrawy and Alghamdi: A shifted Jacobi-Gauss-Lobatto collocation method for solving nonlinearfractional Langevin equation involving two fractional orders in different intervals. Boundary Value Problems 20122012:62.

    http://www.boundaryvalueproblems.com/content/2012/1/62http://dx.doi.org/10.1016/j.camwa.2011.12.050http://dx.doi.org/10.1016/j.apm.2011.12.031

    A shifted Jacobi-Gauss-Lobatto collocation method for solving nonlinear fractional Langevin equation involving two fractional orders in different intervalsAbstractKeywords

    IntroductionPreliminariesShifted Jacobi-Gauss-Lobatto collocation methodNumerical resultsConclusionCompeting interestsAuthors' contributionsAcknowledgementsReferences