Applied Mathematics and Computation 191 (2007) 218224 www.elsevier.

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Numerical comparison of methods for solving a special fourth-order boundary value problem
Shaher Momani
a b

a,*

, Muhammad Aslam Noor

Department of Mathematics and Physics, Qatar University, Qatar Mathematics Department, COMSATS Institute of Information Technology, Islamabad, Pakistan

Abstract In this paper, we implement relatively new analytical techniques, the dierential transform method, Adomian decomposition, and homotopy perturbation method, for solving a fourth-order boundary value problem. In these schemes, the solution takes the form of a convergent series with easily computable components. This paper will present a numerical comparison between the three methods for solving a fourth-order boundary value problem. The numerical results demonstrates that the new methods are quite accurate and ecient for this kind of problems. 2007 Elsevier Inc. All rights reserved.
Keywords: Boundary value problems; Dierential transform method; Adomian decomposition method; Homotopy perturbation method

1. Introduction In recent years, much attention have been given to solve the fourth-order boundary value problems, which have application in various branches of pure and applied sciences. Several numerical and analytical techniques are being developed for solving these problems both analytically and numerically. In this paper, we use the dierential transform method for solving a special class of fourth-order problems and carry out the comparison with the Adomian decomposition perturbation and homotopy perturbation methods which have been developed for solving linear and nonlinear problems in 1990s. For more details, see [121]. To be more precise, we consider the following fourth-order boundary value problem: 1 u4 x 1 cu00 x cux cx2 1; 2 with the boundary conditions u0 1; u0 0 1; u1 1:5 sinh1; u0 1 1 cosh1:
*

1:1

1:2

Corresponding author. E-mail addresses: shahermm@yahoo.com (S. Momani), noormaslam@hotmail.com (M.A. Noor).

0096-3003/$ - see front matter 2007 Elsevier Inc. All rights reserved. doi:10.1016/j.amc.2007.02.081

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The exact solution for this problem is 1 ux 1 x2 sinhx: 2 We would like to mention that the problem (1.1) can be written in the following equivalent form: & ' 1 fu4 x u00 x 1g c u00 x ux x2 0: 2

1:3

From this it follows that the solution of the second-order problem is also a solution of the fourth-order problem. Consequently, we conclude the solution of the fourth-order problem (1.1) is independent of the parameter c. Prof. Scott [20] has solved the problem (1.1) with boundary conditions (1.2) for very large values of c with the orthonormalization process. It has been shown in [20] that each time the solutions started to lose their linear independence, one has to perform orthonormalization. In fact, as c got bigger it required more normalization. We have also see that the solution obtained by the dierential transform technique is independent of the parameter c for c < 1 000 000. Noor and Mohyud-Din [8] have solved the problem (1.1) with boundary conditions (1.2) by using the variational iteration method. Due to this reason, problem (1.1) is very special form of the fourthorder boundary value problems. It is well known that the fourth-order boundary value problems arise in the mathematical modeling of viscoelastic and inelastic ows [1], deformation of beams [2] and plate deection theory [3]. Several numerical and analytical methods including nite dierence method [4], Adomian decomposition method [5,6], dierential transform method [7], variational iteration method [8] and homotopy perturbation method [9], have been developed for solving general fourth-order boundary value problems. Some of these methods use transformation in order to reduce equation into more simple equation or system of equations and some other methods give the solution in a series form which converges to the exact solution. The paper is organized as follows. We begin by introducing the basic theorems of the one-dimensional differential transform method, then we apply the method to solve the boundary value problem (1.1) and (1.2). In Section 3, we extend the application of the decomposition method to construct our analytical approximate solutions to the special fourth-order boundary value problem (1.1) with boundary conditions (1.2). In Section 4, we implement the homotopy perturbation method to solve problem (1.1). Numerical results are given in the last section. 2. Dierential transform method The dierential transform method was rst applied in the engineering domain by Zhou [10]. In general, the dierential transform method is applied to the solution of electric circuit problems. The dierential transform method is a numerical method based on the Taylor series expansion which constructs an analytical solution in the form of a polynomial. The traditional high order Taylor series method requires symbolic computation. However, the dierential transform method obtains a polynomial series solution by means of an iterative procedure. The method is well addressed in [1013]. In this section we shall give the basic theorems of the one-dimensional dierential transform method. For more details, see the mentioned references. The dierential transform of the kth derivative of the function f(x) is dened as follows: ! 1 dk f x F k 2:1 k! dxk xx0 and the dierential inverse transform of F(k) is dened as follows: 1 X k F kx x0 : f x
k0

2:2

In real applications, the function f(x) is expressed by a nite series and Eq. (2.2) can be written as n X F kx x0 k : f x
k0

2:3

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The following theorems that can be deduced from Eqs. (2.1) and (2.2) are given below [12]: Theorem 2.1. If f x gx hx; then F k Gk H k: Theorem 2.2. If f x cgx; then F k cGk, where c is a constant.
gx Theorem 2.3. If f x d dxn , then F k kn! Gk n: k!
n

Theorem 2.4. If f x gxhx, then F k

k 1 : & 1; k n; Theorem 2.5. If f x xn , then F k dk n, where dk n 0; k 6 n: Theorem 2.6. If f x g1 xg2 x gn1 xgn x, then F k
k n1 k X X k n1 0 k n2 0 k3 k2 XX k 2 0 k 1 0

Pk

k 1 0 Gk 1 H k

G1 k 1 G2 k 2 k 1 Gn1 k n1 k n2 Gn k k n1 :

Applying the above dierential transform theorems to Eq. (1.1), we obtain the following recurrence relation: U k 4 ! 1 cdk 2 dk 1 ck 1k 2U k 2 cU k : k 1k 2k 3k 4 2 2:4 By using Eqs. (1.2) and (2.1), the boundary conditions at x0 = 0 can be transformed as follows: n n X X U k 1:5 sin h1; kU k 1:0 cos h1: U 0 1; U 1 1;
k0 k0

2:5

Utilizing the recurrence relation in Eq. (2.4) and transformed boundary conditions in Eq. (2.5), the following solution, up to n-terms, is obtained: n X U kxk : 2:6 ux
k0

For example, If c = 1, the 9-terms solution is given by ux 1 x ax2 bx3 0:0833333 0:166667ax4 0:00833333 0:1bx5 0:00416667 0:00833333ax6 0:000396825 0:00357143bx7 0:0000992063 0:000198413ax8 8:2672106 0:0000661376bx9 ; where the constants a u00 0=2! U 2 and b u000 0=3! U 3 are evaluated numerically as a 0:5; b 0:166667: 2:7

It is worth mention that the series solution obtained by the dierential transformation technique is independent of the parameter c for less than 1 000 000. This also conrm that the solution of the problem (1.1) is independent of the parameter c. It will be an interesting problem to see whether this is also true for other analytical and numerical techniques. This is open problem. 3. Adomian decomposition method Adomian [14,15] introduced an approximate analytical method that allows the solution of functional equations without linearization or assumption of innitesimally small parameters. Since its discovery, Adomians decomposition method (ADM) has been shown by several investigators [5,6,14,15] to be extremely ecient and versatile. Below we use ADM to solve the boundary value problem (1.1).

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The decomposition method requires that the boundary value problem (1.1) be expressed in terms of operator from as 1 3:1 Lu 1 cu00 x cux cx2 1; 2 4 d where L dx4 . Applying the operator L1, the inverse of the operator L, to both sides of Eq. (3.1) and using the boundary conditions at x = 0, yields   1 2 1 3 1 2 1 00 ux 1 x Ax Bx L 1 cu x cux cx 1 ; 3:2 2! 3! 2 where the constants A u00 0; B u000 0 are to be determined. The Adomians decomposition method [14,15] suggests the solution u(x) be decomposed by the innite series of components 1 X un x: 3:3 ux
n0

Substitution the decomposition series (3.3) into both sides of (3.2) gives ! ! 1 1 1 X X X 1 2 1 3 1 2 1 00 un x 1 x Ax Bx L 1 c un x c un x cx 1 : 2! 3! 2 n0 n0 n0 The components un(x), n P 0 can be elegantly determined by using the recursive relation   1 1 1 u0 x 1 x Ax2 Bx3 L1 cx2 1 ; 2! 3! 2 1 00 un1 x L 1 cun x cun x ; n P 1; and so on for other polynomial. Consequently, the approximation of u(x) is given by ux 1 x Ax2 Bx3 x4 Ax4 cx4 Acx4 Bx5 cx5 Bcx5 x6 Acx6 Bcx7 2 6 24 24 24 24 120 120 120 720 720 5040 cx8 c2 x8 c2 x10 20 160 40 320 3 628 800

3:4

3:5

3:6

It remains to determine approximations to the constants A and B. This can be achieved by imposing the boundary condition at x = 1 on the two-term approximation derived in (3.6). This gives A $ 1 gc; B $ 1 hc; where both g(c)b and h(c) grow rapidly with c. In reality, they should go to zeros as the numbers of terms in the series goes to innity. Table 1 shows the values of A and B for dierent values of the parameter c. It is easy to notice that the approximate solution obtained by the Adomian decomposition technique is in good agreement with the exact solution for the small values of the parameter c and continuously depends on the parameter c.
Table 1 Values of the constants A and B for dierent values of c c=1 A B 0.98280179410 1.07159560426 c = 10 0.95893090267 1.20792709606 c = 100 1.1452147001 0.2377776717 c = 1000 2.78997555 10.55877864 c = 1 000 000 1807.310593 11957.01941

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4. Homotopy perturbation method In recent years, the application of the perturbation techniques in nonlinear problems has been devoted by scientists and engineers. The most perturbation methods are based on the assumption that a small parameter exist, which is too over-strict to nd wide application. Therefore, many new techniques have been proposed to eliminate the small parameter assumption, such as Hes homotopy perturbation method [16,17]. The homotopy perturbation method (HPM) which provides an analytical approximate solution is applied to various linear and nonlinear problems [9,18,19]. For convenience of the reader, we will present a review of the HPM [16,17] then we will apply the method to solve the boundary value problem (1.1). To achieve our goal, we consider the nonlinear dierential equation Lu N u f r; with boundary conditions Bu; ou=on 0; r 2 C; 4:2 where L is a linear operator, while N is nonlinear operator, B is a boundary operator, C is the boundary of the domain X and f(r) is a known analytic function. Hes homotopy perturbation technique [16,17] denes the homotopy vr; p : X 0; 1 ! R which satises Hv; p 1 pLv Lu0 pLv N v f r 0 or Hv; p Lv Lu0 pLu0 pN v f r 0; 4:4 where r 2 X and p 2 0; 1 is an impeding parameter, u0 is an initial approximation which satises the boundary conditions. Obviously, from Eqs. (4.3) and (4.4), we have Hv; 0 Lv Lu0 0; Hv; 1 Lv N v f r 0: 4:5 4:6 4:3 r 2 X; 4:1

The changing process of p from zero to unity is just that of vr; p from u0 to u(r). In topology, this called deformation, Lv Lu0 and Lv N v f r are homotopic. The basic assumption is that the solution of Eqs. (4.3) and (4.4) can be expressed as a power series in p v v0 pv1 p2 v2 : The approximate solution of Eq. (4.1), therefore, can be readily obtained u lim v v0 v1 v2 :
p!1

4:7 4:8

The convergence of the series (4.8) has been proved in [16,17]. In view of the homotopy perturbation method, we can construct the following homotopy for Eq. (1.1): 1 u4 x cx2 1 p1 cu00 x cux; 2 4:9

where p 2 0; 1. Substituting u u0 pu1 p2 u2 into (4.9), we obtain the following set of linear equations: p0 : p1 : p2 : p3 : . . . 1 4 u0 1 cx2 ; u0 0 1; u00 0 1; u00 0 A; u000 0 B; 0 0 2 4 u1 1 cu00 cu0 ; u1 0 0; u01 0 0; u00 0 0; u000 0 0; 0 1 1 u2 1 cu00 cu1 ; 1 u3 1 cu00 cu2 ; 2
4 4

u2 0 0; u3 0 0;

u02 0 0; u03 0 0;

u00 0 0; 2 u00 0 0; 3

u000 0 0; 2 u000 0 0: 3

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Solving the above equations, we obtain A B 1 c u0 x 1 x x2 x3 x4 x6 ; 2! 3! 4! 6!     A 4 B 5 1 6 c 8 1 4 1 5 A 6 B 7 1 8 c x x x x c x x x x x x10 ; u1 x c 1 4! 5! 6! 8! 4! 5! 6! 7! 8! 10 . . . So, the homotopy solution u u0 u1 for Eq. (1.1) is given by ux 1 x Ax2 Bx3 x4 Ax4 cx4 Acx4 Bx5 cx5 Bcx5 x6 2 6 24 24 24 24 120 120 120 720 Acx6 Bcx7 cx8 c2 x8 c2 x10 : 720 5040 20 160 40 320 3 628 800

4:10

So, the homotopy solution u u0 u1 for Eq. (1.1) is the same solution obtained using the decomposition method. 5. Numerical results Tables 2 and 3 show the numerical results for small and large values of c, respectively. Our approximate solutions obtained using DTM are in good agreement with the exact solution when the parameter c is less than
Table 2 Numerical values when c = 1 and 10 c=1 x 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
a

c = 10 E(ADM)a 0.0000 7.4E5 2.5E4 4.6E4 6.5E4 7.6E4 7.5E4 6.1E4 3.8E4 1.3E4 0.0000 E(HPM) 0.0000 7.4E5 2.5E4 4.6E4 6.5E4 7.6E4 7.5E4 6.1E4 3.8E4 1.3E4 0.0000
a

Analytical solution 1.0000000000 1.1051667500 1.2213360025 1.3495202934 1.4907523258 1.6460953055 1.8166535821 2.0035837018 2.2081059822 2.4315167257 2.6752011936

E(DTM)a 0.0000 1.7E9 5.8E9 1.1E8 1.6E8 2.1E8 2.2E8 2.0E8 1.4E8 5.6E8 0.0000

E(DTM)a 0.0000 1.2E9 4.3E9 8.2E9 1.2E8 1.5E8 1.6E8 1.5E8 1.1E8 4.5E9 0.0000

E(ADM)a 0.0000 1.7E4 5.7E4 1.0E3 1.4E3 1.6E3 1.6E3 1.2E3 7.6E3 2.5E3 0.0000

E(HPM)a 0.0000 1.7E4 5.7E4 1.0E3 1.4E3 1.6E3 1.6E3 1.2E3 7.6E3 2.5E3 0.0000

E = analytical solution numerical solution.

Table 3 Numerical values when c = 100, 1000, and 1 000 000 c = 100 x 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
a

c = 1000 E(ADM)a 0.0000 6.5E4 2.6E3 6.3E3 1.2E2 1.8E2 2.4E2 2.6E2 2.0E2 8.6E3 0.0000 E(HPM)a 0.0000 6.5E4 2.6E3 6.3E3 1.2E2 1.8E2 2.4E2 2.6E2 2.0E2 8.6E3 0.0000 E(DTM)a 0.0000 1.5E14 2.9E13 3.1E12 1.9E11 7.4E11 2.0E10 3.9E10 5.1E10 3.4E10 5.8E12 E(ADM)a 0.0000 1.3E2 1.1E1 3.9E1 9.4E1 1.6E0 2.3E0 2.6E0 2.1E0 9.1E1 0.0000 E(HPM)
a

c = 1 000 000 E(DTM)a 0.0000 1.5E10 3.7E8 9.0E7 8.5E6 4.8E5 1.9E4 6.4E4 1.7E3 4.2E3 9.2E3 E(ADM)a 0.0000 6.5E+3 8.8E+4 3.6E+5 9.1E+5 1.6E+6 2.3E+6 2.6E+6 2.1E+6 9.1E+5 0.0000 E(HPM)a 0.0000 6.5E+3 8.8E+4 3.6E+5 9.1E+5 1.6E+6 2.3E+6 2.6E+6 2.1E+6 9.1E+5 0.0000

E(DTM)a 0.0000 1.2E11 4.0E11 8.5E11 1.6E10 2.9E10 5.1E10 7.4E10 8.1E10 4.7E10 0.0000

0.0000 1.3E2 1.1E1 3.9E1 9.4E1 1.6E0 2.3E0 2.6E0 2.1E0 9.1E1 0.000

E = analytical solution numerical solution.

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1 000 000, while the approximate solutions obtained using ADM and HPM are in good agreement with the exact solution for small values of c only. From the numerical results in Tables 2 and 3, it is easy to conclude that these approximate solutions obtained using the ADM and HPM continuously depend on the parameter c. Acknowledgement The research of Prof. Dr. Muhammad Aslam Noor is supported by the Higher Education Commission, Pakistan, through Grant No. 1-28/HEC/HRD/2005/90. References
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