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Approximate Solutions to System of Nonlinear Partial Differential Equations Using Homotopy Perturbation Method
Marwan Alquran1 , Mahmoud Mohammad
1
Department of Mathematics and Statistics, Jordan University of Science and Technology, Irbid 22110, Jordan
(Received 13 September 2011, accepted 26 November 2011)
Abstract: In this paper, the homotopy perturbation method (HPM) is applied to obtain approximate solutions to three systems of nonlinear wave equations, namely, two component evolutionary system of a homogeneous KdV equations of order 3 (type I) as well as (type II), and the generalized coupled Hirota Satsuma KdV. The numerical results show that this method is a powerful tool for solving systems of nonlinear PDEs. Keywords: Homotopy perturbation method (HPM); systems of nonlinear PDEs
Introduction
Homotopy perturbation method was established in 1999 by J. H. He [1], and was further developed and improved by him [24]. The method is a powerful and efcient technique to solve many types of linear and nonlinear problems. The coupling of the perturbation method and homotopy method is called the homotopy perturbation method. This method can take the advantages of the perturbation method while eliminating its restrictions. HPM has been applied by many authors [5, 6, 13, 14], to solve many types of linear and non-linear equations in science and engineering. The investigation of exact or approximate solutions to partial differential equations help us to understand physical phenomena better. In this method, the solution is considered as the sum of an innite series, which rapidly converges to accurate solutions. Using the homotopy technique in topology, a homotopy is constructed with an embedding parameter p [0, 1], which is considered as a small parameter. In this work, we solve three systems of nonlinear wave equations, these systems can be seen in [8]. In mathematical physics, they play a major role in various elds, such as plasma physics, uid mechanics, optical bers, solid state physics, geochemistry, and so on. One of these systems is the generalized coupled Hirota Satsuma KdV system given by u t t t = 1 3u u 3u +3 ; 2 x3 x x x 3 = 3 + 3u ; x x 3 = 3 + 3u , x x
subject to u(x, 0) = 1 + 2 tanh2 (x), (x, 0) = tanh(x), (x, 0) = 8 tanh(x). The generalized coupled Hirota 3 3 Satsuma KdV system investigated by many authors using different methods such as the extended tanh method [9, 11], differential transform method [7] and trig-hyperbolic function method [10]. The other two systems are called component evolutionary systems of homogeneous KdV equations of order 3 (type I), (type II) respectively given by u u 3 u u = 0, t x3 x x
Corresponding
author.
E-mail address: marwan04@just.edu.jo c CopyrightWorld Academic Press, World Academic Union IJNS.2011.12.31/566
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and
u 3 u u 2 u = 0, t x3 x x u u = 0, t x
subject to x 1 1 x u(x, 0) = tanh( ), (x, 0) = tanh2 ( ). 6 2 3 3 In [9, 11] the extended tanh method is used to obtain soliton solutions of the above two systems.
To illustrate the basic idea of this method, we consider the following nonlinear differential equation
where A is a general differential operator, B is a boundary operator, f (r) is a known analytical function, and is the boundary of the domain . The operator A can be divided into two parts, which are L and N , where L is the linear, and N is the nonlinear operator. Therefore, (1) can be written as follows: L(u) + N (u) f (r) = 0, r . (3)
By the homotopy technique, we construct a homotopy (r, p) : [0, 1] R, which satises H(, p) = (1 p)[L() L(u0 )] + p[A() f (r)] = 0, which is equivalent to, H(, p) = L() L(u0 ) + p[L(u0 ) + N () f (r)] = 0, (5) where p [0, 1] is an embedding parameter, u0 is an initial approximation solution of (1), which satises the boundary conditions. Obviously, from (4) and (5) we obtain H(, 0) = L() L(u0 ) = 0, H(, 1) = A() f (r) = 0. Changing the process of p from zero to unity is just a change of (r, p) from u0 (r) to u(r). In topology, this is called homotopy. According to the HPM, we can rst use the embedding parameter p as a small parameter, and assume that the solutions of equations (4) and (5) can be written as a power series in p: = 0 + p1 + p2 2 + p3 3 + . Setting p = 1, gives the solution of (1) u = lim = 0 + 1 + 2 + 3 + .
p 1
(4)
(6)
(7)
To study the convergence of the method [12], we rewrite the equation (5) in the following form L() = L(u0 ) + p[f (r) L(u0 ) N ()], (8)
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applying the inverse operator L1 , to both sides of equation (8), we obtain = u0 + p[L1 f (r) L1 N () u0 ], substituting (6) into the right-hand side of equation (9), we get the following form
= u0 + p[L1 f (r) (L1 N )( pi i ) u0 ]. i=0
(9)
lim
i=0
L1 f (r) (L1 N )(
i )
= L1 f (r)
The series (7) is convergent for most cases. However the following suggestions has been made by He [1] to nd the convergence rate on nonlinear operator: (1) The second derivative of N () with respect to must be small because the parameter may be relatively large, i.e., p 1. (2) The norm of L1 N must be smaller than one so that the series converges.
3.1
System I
u 3 u u u = 0, t x3 x x 3 +2 3 +u = 0, t x x
Consider a two component evolutionary system of a homogeneous KdV equations of order 3 (type I) (10) (11)
subject to
x x u(x, 0) = 3 6 tanh2 ( ), (x, 0) = 3 2 tanh2 ( ). 2 2 By HPM, the homotopy construction of system (10), (11) is 3u u u + p( 3 u ) = 0, t x x x 3 + p(2 3 + u ) = 0. t x x Suppose that the solution of system (10), (11) has the form u = u0 + pu1 + p2 u2 + p3 u3 + = 0 + p1 + p2 2 + p3 3 + .
(12)
(13) (14)
(15) (16)
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Substituting (15), (16) in (13), (14), respectively; and comparing the coefcients of identical degrees of p, we obtain p0 p0 : : u0 = 0, t 0 = 0, t
(17)
p1 p1
: :
u1 u0 0 3 u0 u0 0 = 0, t x x3 x 3 1 0 0 + u0 + 2 3 = 0, t x x
(18)
p2 p2
: :
(19)
The solutions of (17) can be obtained by using (12) u0 0 Hence, the solution of (18) is u1 u0 3 u0 0 + + 0 dt 3 x x x 0 x = 48t csch3 (x)(sinh4 ( ) 2 t 3 0 0 = 2 3 dt u0 x x 0 x x x x = t(9 2sech2 ( ) tanh( ) 12 2sech4 ( ) tanh( ) 2 2 2 2 3 x 2 x 12 2sech ( ) tanh ( )). 2 2 = u0
t
Considering the rst eight terms of (15), (16), then the approximate solution of the system (10), (11) by setting p = 1 is uapp (x, t) =
7 i=0
ui
app (x, t)
x x = 3 6 tanh2 ( ) 48t csch3 (x)(sinh4 ( ) + 2 2 7 = i x x x = 3 2 tanh2 ( ) + t(9 2sech2 ( ) tanh( ) 2 2 2 x x 4 x 2 x 12 2sech ( ) tanh( ) 12 2sech ( ) tanh3 ( )) + . 2 2 2 2
i=0
The exact solution of (10), (11) is u(x, t) (x, t) = = 3 6 tanh2 ( t+x ) 2 t+x 3 2 tanh2 ( ). 2
(20)
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Table 1: Absolute error | u(x, t) uapp (x, t) | for system I with n=7 t x -6 -4 -2 2 4 6 0.05 8.9 10 1.3 1015 2.7 1014 2.8 1014 4.4 1016 8.9 1016
16
0.1 1.8 10 3.5 1013 6.9 1012 6.9 1012 3.4 1013 1.8 1015
15
0.15 6.6 10 9 1012 1.8 1010 1.8 1010 8.7 1012 5.2 1014
14
0.2 6.8 10 9.1 1011 1.7 109 1.8 109 8.7 1011 4.8 1013
13
0.25 4.2 10 5.5 1010 1 108 1 108 5.1 1010 2.7 1012
12
0.3 1.9 1011 2.4 109 4.4 108 4.5 108 2.2 109 1.1 1011
The absolute errors with respect to uapp (x, t), app (x, t), are shown respectively in Table 1 and Table 2.
Table 2: Absolute error | (x, t) app (x, t) | for system I with n=7 t x -6 -4 -2 2 4 6 0.05 8.9 1016 8.9 1016 1.9 1014 2 1014 4.4 1016 8.9 1016 0.1 8.9 1016 2.4 1013 4.9 1012 4.9 1012 2.4 1013 8.9 1016 0.15 4.5 1014 6.4 1012 1.2 1010 1.2 1010 6.2 1012 3.6 1014 0.2 4.8 1013 6.4 1011 1.2 109 1.2 109 6.1 1011 3.4 1013 0.25 3 1012 3.9 1010 7.3 109 7.4 109 3.6 1010 1.9 1012 0.3 1.3 1011 1.7 109 3.1 108 3.2 108 1.6 109 7.9 1012
Also, the absolute errors with respect to uapp (x, t), app (x, t) are shown respectively in Figure 1 in the region 10 x 10 and 0 t 0.5.
3.2
System II
u 3 u u 2 u = 0, t x3 x x u u = 0, t x
Consider a two component evolutionary system of a homogeneous KdV equations of order 3 (type II) (21) (22)
subject to x u(x, 0) = tanh( ), 3 The homotopy construction of (21), (22) is 1 1 x (x, 0) = tanh2 ( ). 6 2 3 (23)
u 3u u + p( 3 2 u ) = 0, t x x x u + p(u ) = 0. t x Suppose that the solution of system (21), (22) has the form u = u0 + pu1 + p2 u2 + p3 u3 +
(24) (25)
(26)
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Figure 1: The absolute errors with respect to uapp (x, t), app (x, t) are shown respectively, 10 x 10, and 0 t 0.5, for system I with n=7.
= 0 + p1 + p2 2 + p3 3 + . Substituting (26), (27) in (24), (25), respectively; and comparing the coefcients of identical degrees of p, we obtain p0 p0 p1 p1 p2 p2 : : u0 = 0, t 0 = 0, t u1 u0 0 3 u0 20 u0 = 0, t x x x3 u0 1 u0 = 0, t x u2 u0 u1 0 1 3 u1 21 20 u1 u0 = 0, t x x x x x3 u0 u1 2 u1 u0 = 0. t x x
(27)
(28)
: :
(29)
: :
(30) The solutions of (28) can be obtained by using (23) u0 0 x = u(x, 0) = tanh( ) 3 1 1 x = (x, 0) = tanh2 ( ), 6 2 3
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Considering the rst nine terms of (26), (27), then the approximate solution of (21), (22) by setting p = 1 is uapp (x, t) = = app (x, t) = = The exact solution of (21), (22) is u(x, t) = (x, t) = t + x tanh( ) 3 1 1 t + x tanh2 ( ). 6 2 3
8 i=0
ui
x 1 x tanh( ) + t sech2 ( ) + 3 3 3 8 i
i=0
(31)
(32)
Behavior of u(x, t), uapp (x, t), are shown in Figures 2, 4 and the behavior of (x, t), app (x, t) are shown in Figures 3, 5 in the regions 10 x 10 and 0 t 0.5.
Figure 2: u(x, t), uapp (x, t) are shown respectively, 10 x 10, and 0 t 0.5, for system II with n=8.
3.3
System III
(33)
(34)
(35)
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Figure 3: (x, t), app (x, t) are shown respectively, 10 x 10, and 0 t 0.5, for system II with n=8.
Figure 4: u(x, ti ), uapp (x, ti ) are shown respectively, 5 x 5, for different value of t, t = 0.1, 0.2, 0.3, 0.4, 0.5, for system II with n=8.
Figure 5: (x, ti ), app (x, ti ) are shown respectively, 5 x 5, for different value of t, t = 0.1, 0.2, 0.3, 0.4, 0.5, for system II with n=8.
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By HPM, the homotopy construction of system (33)-(35) is u 1 3u u + p( 3 ( )) = 0, + 3u 3 t 2 x x x 3 + p( 3 3u ) = 0, t x x 3 + p( 3 3u ) = 0. t x x Suppose that the solution of (33)-(35) has the form u = u0 + pu1 + p2 u2 + p3 u3 + = 0 + p1 + p2 2 + p3 3 + = 0 + p1 + p2 2 + p3 3 + . (36) (37) (38)
Substituting (39) - (41) in (36) - (38), respectively; and comparing the coefcients of identical degrees of p, we obtain p0 p0 p0 p1 p1 p1 p2 : : : u0 = 0, t 0 = 0, t 0 = 0, t u1 u0 0 0 1 3 u0 + 3u0 30 30 = 0, t x x x 2 x3 3 1 0 0 3u0 + = 0, t x x3 1 0 3 0 3u0 + = 0, t x x3
(42)
: : : :
(43)
p2 p2
The solution of (42) can be obtained by using u0 0 0 = u(x, 0) = 1 + 2 tanh2 (x) 3 = (x, 0) = tanh(x) 8 = (x, 0) = tanh(x), 3
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and hence the solution of equations in (43) is t u0 1 3 u0 0 0 u1 = 3u0 + 30 + 30 + dt x x x 2 x3 0 = 4tsech 2 (x) tanh(x) 1 =
0 t
3u0
0 3 0 dt x x3
Considering the rst seven terms of (39)-(41), then the approximate solution of (33)-(35) by setting p = 1 is uapp (x, t) = = app (x, t) = = app (x, t) = = The exact solution of (33)-(35) is 1 + 2 tanh2 (t + x) 3 (x, t) = tanh(t + x) 8 (x, t) = tanh(t + x). 3 u(x, t) =
6 i=0
ui
(44)
Behavior of u(x, t), uapp (x, t) are shown in Figures 6, 9, behavior of (x, t), app (x, t), are shown in Figures 7, 10 and the behavior of (x, t), app (x, t), are shown in Figures 8, 11 in the regions 10 x 10, and 0 t 0.5.
Conclusion
Homotopy perturbation method has widely been used in solving nonlinear problems. It requires small size of computations and rapid convergence, the homotopy perturbation method is more reliable and conrms the power and ability as an easy device for computing the solution of partial differential equations PDEs. In this work, HPM was successful implemented in approximating the solutions of nonlinear systems of PDEs.
References
[1] J. H. He. Homotopy perturbation technique. Comput. Methods Appl. Mech. Eng. 178(1999):257-262.
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Figure 6: u(x, t), uapp (x, t) are shown respectively, 10 x 10, and 0 t 0.5, for system III with n=6.
Figure 7: (x, t), app (x, t) are shown respectively, 10 x 10, and 0 t 0.5, for system III with n=6.
Figure 8: (x, t), app (x, t) are shown respectively, 10 x 10, and 0 t 0.5, for system III with n=6.
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Figure 9: u(x, ti ), uapp (x, ti ) are shown respectively, 5 x 5, for different value of t, t = 0.1, 0.2, 0.3, 0.4, 0.5, for system III with n=6.
Figure 10: (x, ti ), app (x, ti ) are shown respectively, 5 x 5, for different value of t, t = 0.1, 0.2, 0.3, 0.4, 0.5, for system III with n=6.
Figure 11: (x, ti ), app (x, ti ) are shown respectively, 5 x 5, for different value of t, t = 0.1, 0.2, 0.3, 0.4, 0.5, for system III with n=6.
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