EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS Vol. 17, No. 1, 2024, 372-384 ISSN 1307-5543 – ejpam.com Published by New York Business Global Solving Fractional Riccati Differential equation with Caputo- Fabrizio fractional derivative Eman Abuteen Department of Basic Scientific Sciences, Faculty of Engineering Technology, Al-Balqa Applied University, Jordan Abstract. This article offers an analytical solution for the fractional Riccati differential equation in three distinct cases. These cases are determined by the discriminant and the analytical solution based on the properties of the Caputo-Fabrizio fractional derivative and integral. Several examples were tested using this analytical solution. It is noteworthy that various methods have yielded related results as indicated in the literature. 2020 Mathematics Subject Classifications: 34A08, 26A33, 34A34, 65L05 Key Words and Phrases: Caputo-Fabrizio fractional operator, Riccati differential equation, Fractional differential equation 1. Introduction Fractional calculus serves as a smooth extension of classical calculus, exploring inte- grals and derivatives of non-integer order [19],[34],[2]. This extension opens the door to a multitude of applications and real-world phenomena. In various disciplines, including en- gineering, physics, chemistry, biology, economics, control theory, and other different fields, Fractional calculus has evolved into a pivotal tool. It achieves this by transforming com- plex problems in these domains into mathematical models using fractional orders. Despite these advancements, challenges persist in solving several models that employ fractional differential operators. Recent progress in the theory and applications of fractional calcu- lus has been observed, introducing analytical methods for resolving fractional differential equations, such as Adomain decomposition method [9], variational iteration method [44], the continuous and discrete symmetry methods [17],[41],[15],[16]. Numerous fractional operators find usage in the literature, some are more widely adopted, such as Riemann-Liouville and Caputo operators . The integral kernel of commonly uti- lized fractional operators is characterized by singularity. To tackle the singularity challenge and attain efficient and dependable modeling results in recent times, Caputo and Fabrizio DOI: https://doi.org/10.29020/nybg.ejpam.v17i1.5013 Email address: dr.eman.abuteen@bau.edu.jo (E. Abuteen) https://www.ejpam.com 372 © 2024 EJPAM All rights reserved. E. Abuteen / Eur. J. Pure Appl. Math, 17 (1) (2024), 372-384 373 have introduced an effective fractional order Caputo-Fabrizio derivative featuring a non- singular kernel. A comprehensive presentation of the essential traits of the Caputo-Fabrizio derivative is provided in [31],[14],[29],[13],[12]. Later, many authors turned to the Caputo- Fabrizio derivative to model diverse engineering problems [14],[29],[13],[3],[10],[13],[39]. The Riccati differential equation is employed across diverse disciplines like physics, en- gineering, biology, control theory, signal processing, and finance [25],[6],[20]. The frac- tional Riccati equation holds significance in numerous physics and engineering contexts [36],[33],[43],[40],[8],[11],[23],[35],[45]. Many investigators have examined the numerical so- lution of this problem [24],[22],[21],[30],[42],[5],[7].More convenientreferences for this equa- tion can be found in [18],[37],[1],[30],[38],[27]. This article is organized as follows: Section 2 reviews some concepts and properties of the Caputo-Fabrizio fractional derivative along with its corresponding integral. An an- alytical solution of any nonhomogeneous fractional differential equation is presented. In detail, solutions of the fractional Riccati differential equation for different cases by using the solution of the Caputo-Fabrizio fractional nonhomogeneous differential equation are presented in the third section. Section 4 is dedicated to conducting various numerical problems. 2. Preliminaries In this section, we introduce some basic definitions and theorems related to Caputo- Fabrizio fractional derivative and integral. Definition 1. [14] The Caputo-Fabrizio fractional derivative for a smooth function f : [a,∞) → R is defined by Dαf(t) = 1 1− α ∫ t a e ( −α 1− α (t−s) ) f ′(s)ds, (1) were a, α ∈ R and α ∈ (0, 1). Definition 2. [14] The Caputo-Fabrizio fractional integral for a smooth function f : [a,∞) → R is defined by Iαf(t) = (1− α)(f(t)− f(a)) + α ∫ t a f(s)ds, (2) were a, α ∈ R and α ∈ (0, 1). Theorem 1. [28] Let a, α ∈ R with α ∈ (0, 1).Then we have (DαIαf(t)) = f(t)− e ( −α 1− α (t−a) ) f(a), (3) E. Abuteen / Eur. J. Pure Appl. Math, 17 (1) (2024), 372-384 374 Theorem 2. [28] Let a, α ∈ R with α ∈ (0, 1). For a smooth function, f : [a,∞) → R the equality (Dαf(t))′ = 1 1− α f ′(t)− α 1− α Dαf(t) (4) Corollary 1. Let a, α ∈ R with α ∈ (0, 1).For a smooth function f : [a,∞) → R we have∫ t a Dαf(s)ds = 1 α (f(t)− f(a))− 1− α α Dαf(t) (5) Proof. Integrate both sides of the equation (4) in theorem 2, we get Dαf(t) = 1 1− α (f(t)− f(a))− α 1− α ∫ t a Dαf(s)ds Therefore, we have ∫ t a Dαf(s)ds = 1 α (f(t)− f(a))− 1− α α Dαf(t). Theorem 3. [32] Let a, α ∈ R with α ∈ (0, 1).Then we have Iα(Dαf(t)) = f(t)− f(a), (6) Proof. Using the definition of CF integral, we have Iα(Dαf(t)) = (1− α)Dαf(t) + α ∫ t a Dαf(s)ds Applying equation (5), we get Iα(Dαf(t)) = (1− α)Dαf(t) + α ( 1 α (f(t)− f(a))− 1− α α Dαf(t) ) = f(t)− f(a). Now we apply the definitions and properties of Caputo-Fabrizio fractional derivative and integral on the nonhomogeneous fractional differential equation Dαf(t) = g(t) (7) Derive both sides and use theorem2, we get −α 1− α Dαf(t) + 1 1− α f ′(t) = g′(t) (8) Integrate equation (8) and use the previous properties of Caputo-Fabrizio fractional deriva- tive. The solution of the nonhomogeneous fractional differential equation (7) is f(t) = (1− α)(g(t)− g(a)) + α ∫ t a g(s)ds+ f(a) (9) E. Abuteen / Eur. J. Pure Appl. Math, 17 (1) (2024), 372-384 375 3. Solution of Fractional order Riccati differential equation The typical format for the general form fractional Riccati differential equations is as follows: Dαy(t) = Ay2(t) +By(t) + C, 0 < α ≤ 1. (10) With the initial condition, y(0) = y0. Using equation (9), the solution of fractional Riccati differential equation (10) is y(t)−y(0) = (1−α) ( (Ay2 +By + C)− (A(y(0))2 +By(0) + C) ) +α ∫ t 0 (Ay2(s)+By(s)+C)ds (11) By deriving both sides, we get y′(t) = (1− α) (2Ay(t)y′(t) +By′(t)) + α(Ay2(t) +By(t) + C) (12) which is equivalent to y′(t) Ay2(t) +By(t) + C − (1− α) (2Ay(t)y′(t) +By′(t)) Ay2(t) +By(t) + C = α (13) To find a general solution for Fractional order Riccati differential equation, we analyze the equation Ay2(t) +By(t) + C, under 3 distinct cases Case 1: Assume that the discriminant △ = B2 − 4AC > 0 The fractional Riccati differential equations can be reformulated as Dαy(t) = Ay2 +By + C = (a1y + b1)(a2y + b2) (14) Using equation (13), we have y′(t) (a1y + b1)(a2y + b2) − (1− α) (2Ay(t)y′(t) +By′(t)) Ay2(t) +By(t) + C = α Using partial fractions, we get y′(t) ( A1 a1y + b1 − A2 a2y + b2 ) − (1− α) (2Ay(t)y′(t) +By′(t)) Ay2(t) +By(t) + C = α (15) Where A1 = a1 b2a1 − b1a2 and A2 = a2 b1a2 − b2a1 The solution of the fractional Riccati differential equation will be ln|a1y + b1| A1 a1 −(1−α) + ln|a2y + b2| A2 a2 −(1−α) = αt+ c (16) So, we have the solution is |a1y + b1| 1 b2a1 − b1a2 −(1−α) |a2y + b2| 1 b1a2 − b2a1 −(1−α) = ceαt (17) E. Abuteen / Eur. J. Pure Appl. Math, 17 (1) (2024), 372-384 376 Case 2: If the discriminant △ = B2 − 4AC = 0 The fractional Riccati differential equation (10)takes the form Dαy(t) = (ay(t) + b)2, 0 < α ≤ 1. (18) With the initial condition, y(0) = y0. Using equation (13) we have y′(t) (ay(t) + b)2 − (1− α) (2Ay(t)y′(t) +By′(t)) Ay2(t) +By(t) + C = α (19) Integrate equation (19), the solution will have the following form |ay + b|2(α−1) = ce 1 ay + b eαt, y ̸= −b a (20) Case 3: If the discriminant △ = B2 − 4AC < 0 The fractional Riccati differential equation (10) Dαy(t) = Ay2 +By + C, 0 < α ≤ 1. The equation Ay2 +By + C is irreducible, so by integrating equation (13), we get 1 A tan−1 2Ay +B√ 4AC −B2 = (1− α)ln|Ay2 +By + C|+ αt+ c (21) 4. Numerical examples We employ the general solution of the fractional Riccati differential equation in all three cases to analyze the following examples and contrast them with alternative methods. Example 1. Consider the following fractional logistic differential equation Dαy(t) = y − y2, y(0) = 1 2 (22) This differential equation is classified under case 1 and by applying equation (17), we find that the solution to be |y|α|1− y|α−2 = ( 1 4 )2α−2 eαt (23) If α = 1, then the solution is y = 1 e−t + 1 (24) E. Abuteen / Eur. J. Pure Appl. Math, 17 (1) (2024), 372-384 377 This solution agrees with several solutions for fractional logistic differential equations see [24],[5],[7],[32],[4]. Comparisons for different values of α are shown in Figure 1. Figure 1: Solutions of the fractional differential equation (22) for different values of α. Example 2. Consider the following fractional differential equation Dαy(t) = −y2 + 2y + 1, y(0) = 0 (25) Based on positive discriminant, this equation is associated with case 1. By applying equa- tion (17), the solution is characterized by |y − (1− √ 2)| 1 2 √ 2 −1+α |(1 + √ 2)− y| α−1− 1 2 √ 2 = (√ 2− 1√ 2 + 1 ) 1 2 √ 2 eαt (26) Substituting α = 1 in equation (26), we obtain the solution as y = e2 √ 2t − 1 ( √ 2− 1)e2 √ 2t + ( √ 2 + 1) (27) E. Abuteen / Eur. J. Pure Appl. Math, 17 (1) (2024), 372-384 378 This solution is equivalent to y = 1 + √ 2tanh ( √ 2t+ 1 2 ln (√ 2− 1√ 2 + 1 )) (28) Which is compatible with the one found in [36],[33],[43],[40], [35], [26]. Figure 2: Solutions of the fractional differential equation (25) for different values of α. Example 3. Consider the following fractional differential equation Dαy(t) = y2 + 4y + 4, y(0) = 0 (29) This example is classified as case 2. Therefore, the solution for this case follows the pattern of equation (20), and thereafter, the solution is |y + 2|2(α−1) = 22(α−1)e αt+ 1 y + 2 − 1 2 (30) Where the exact solution for α = 1 is y = 4t 1− 2t (31) E. Abuteen / Eur. J. Pure Appl. Math, 17 (1) (2024), 372-384 379 Figure 3: Solutions of the fractional differential equation (29) for different values of α. Example 4. Consider the following fractional differential equation Dαy(t) = y2 + 1, y(0) = 0 (32) We notice that this example is categorized under case 3. Therefore, according to the equation (21), the solution comes out to be tan−1y = (1− α)ln(y2 + 1) + αt (33) The exact solution for α = 1 is y = tan(t) We can see that the exact solution agrees with our solution. For comparisons with this solution and figures see [1] Figure 4 shows a comparison of different values of α. REFERENCES 380 Figure 4: Solutions of the fractional differential equation (32) for different values of α for 0 ≤ t ≤ 1 5. Conclusion In this paper, we categorize the fractional Riccati differential equation under three cases and apply Caputo-Fabrizio fractional derivative and integral properties on these cases to find analytical solutions of these equations. 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