Journal of the Egyptian Mathematical Society (2015) 23, 424–428

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ORIGINAL ARTICLE

On the convergence of Homotopy perturbation

method
a,* b
Zainab Ayati , Jafar Biazar

a
Department of Engineering Sciences, Faculty of Technology and Engineering East of Guilan, University of Guilan,
PC 44891-63157 Rudsar-Vajargah, Iran
b
Faculty of Mathematical Science, University of Guilan, Department of Applied Mathematics, P.O. Box 41635-19141,
PC 4193-833697 Rasht, Iran

Received 24 September 2013; revised 5 June 2014; accepted 18 June 2014

Available online 30 July 2014

KEYWORDS Abstract In many papers, Homotopy perturbation method has been presented as a method for
Homotopy perturbation solving non-linear equations of various kinds. Using Homotopy perturbation method, it is possible
method; to find the exact solution or a closed approximate to the solution of the problem. But, only a few
Functional equation; works have been considered the problem of convergence of the method. In this paper, convergence
Convergence of Homotopy perturbation method has been elaborated briefly.

2000 MATHEMATICS SUBJECT CLASSIFICATION: 65k10; 65N12; 65Q05

ª 2014 Production and hosting by Elsevier B.V. on behalf of Egyptian Mathematical Society.

1. Introduction many other subjects [2–6]. Homotopy perturbation method

Mathematical modeling of many physical systems leads to
functional equations, in various fields of physics and engineer-
ing. There are some methods to obtain approximate solutions
of this kind of equations. One of them is Homotopy perturba-
tion method. The method introduced by He in 1998 [1] has
been developed and improved by himself. He applied it to
boundary value problems, non-linear wave equations, and
* Corresponding author. Tel.: +98 1313233509.
E-mail address: zainab.ayati@guilan.ac.ir (Z. Ayati).
Peer review under responsibility of Egyptian Mathematical Society.
Production and hosting by Elsevier
1110-256X ª 2014 Production and hosting by Elsevier B.V. on behalf of Egyptian Mathematical Society.
http://dx.doi.org/10.1016/j.joems.2014.06.015
can be considered as a universal method capable of solving
various kinds of non-linear functional equations. For example,
it was also applied to non-linear Schrodinger equations [7], to
systems of Volterra integral equations of the second kind [8],
to generalized Hirota–Satsuma coupled KdV equation [11],
and to many other equations [2–12].
In this method the solution is considered as the summa-
tion of an infinite series which usually converge rapidly to
the exact solution. This method continuously deforms, the
difficult problems under study into a simple problem, easy
to solve. Almost all perturbation methods are based on the
assumption of the existence of a small parameter in the equa-
tion. But most non-linear problems have not such a small
parameter. This method has been proposed to eliminate the
small parameters. In this paper, a proof of convergence of
the HPM is presented.
On the convergence of Homotopy perturbation method 425

2. Basic idea of homotopy perturbation method Then

! !!
X
1 X1
1 @n Xn

To illustrate the basic concept of homotopy perturbation N vi pi ¼ N vi pi pi : ð13Þ

i¼0 n¼0
n! @pn i¼0
method, consider the following non-linear functional equation p¼0

AðuÞ  fðrÞ ¼ 0 ; r 2 X; ð1Þ We set

!!
with boundary conditions; 1 @n Xn
Hn ðv0 ; v1 ; . . . ; vn Þ ¼ N vi pi ; n ¼ 0; 1; 2; . . . ;
Bðu; @u=@nÞ ¼ 0 ; r 2 C; ð2Þ n! @pn i¼0 p¼0

where A is a general functional operator, B is a boundary oper- ð14Þ

ator, f(r) is a known analytic function, and C is the boundary where Hn s are the so-called He’s polynomials [13]. Then;
of the domain X. Generally speaking, the operator A can be !
divided into two parts L and N, where L is a linear, while N X1 X1
i
N vi p ¼ Hi pi : ð15Þ
is a non-linear operator. Eq. (1), therefore, can be rewritten
i¼0 n¼0
as follows;
Substituting (15) into (10), we drive;
LðuÞ þ NðuÞ  fðrÞ ¼ 0: ð3Þ " #
X1 X
1
We construct a homotopy v(r, p):X · [0, 1] fi R which satisfies Lðvi Þ  Lðu0 Þ ¼ p fðrÞ  Lðu0 Þ  i
Hi p : ð16Þ
i¼0 n¼0
Hðv; pÞ ¼ ð1  pÞ½LðvÞ  Lðu0 Þ þ p½AðvÞ  fðrÞ ¼ 0; ð4Þ
By equating the terms with the identical powers in p:
or
8 0
Hðv; pÞ ¼ LðvÞ  Lðu0 Þ þ pLðu0 Þ þ p½NðvÞ  fðrÞ ¼ 0; ð5Þ > p : Lðv0 Þ  Lðu0 Þ ¼ 0;
>
> 1
>
> p : Lðv1 Þ ¼ fðrÞ  Lðu0 Þ  H0 ;
>
>
where p 2 [0, 1] is an embedding parameter, and u0 is an initial >
> p2 : Lðv2 Þ ¼ H1 ;
>
<
approximation for the solution of Eq. (1), which satisfies the
boundary conditions. According to HPM, we can first use the .. ð17Þ
>
> .
embedding parameter p as a small parameter, and assume that >
>
>
> p3 : Lðvnþ1 Þ ¼ Hn ;
the solution of Eq. (5) can be written as a power series in p: >
>
>
>
: ..
X
1 .
v ¼ v0 þ v1 p þ v2 p2 þ    ¼ vi pi : ð6Þ
i¼0 So we derive
8
Considering p = 1, the approximate solution of Eq. (2) will be > v0 ¼ u0 ;
>
>
obtained as follows; >
> v1 ¼ L1 ½fðrÞ  u0  L1 ðH0 Þ;
>
>
>
> 1
u ¼ limv ¼ v0 þ v1 þ v2 þ    ð7Þ >
< v2 ¼ L ðH1 Þ;
p!1
. ð18Þ
> ..
>
>
>
>
> vnþ1 ¼ L1 ðHn Þ;
3. Convergence of the method >
>
>
>.
: ..
Let’s rewrite the Eq. (5) as the following;
LðvÞ  Lðu0 Þ ¼ p½fðrÞ  Lðu0 Þ  NðvÞ: ð8Þ
Theorem 3.1. Homotopy perturbation method used the solution
Substituting (7) into (8) leads to; of Eq. (1) is equivalent to determining the following sequence;
! " !#
X
1 X
1
sn ¼ v1 þ . . . þ vn ;
i i
L vi p  Lðu0 Þ ¼ p fðrÞ  Lðu0 Þ  N vi p : ð9Þ ð19Þ
i¼0 i¼0
s0 ¼ 0;

So by using the iterative scheme:

" !#
X
1 X
1 snþ1 ¼ L1 Nn ðsn þ v0 Þ  u0 þ L1 ðfðrÞÞ; ð20Þ
Lðvi Þ  Lðu0 Þ ¼ p fðrÞ  Lðu0 Þ  N vi pi : ð10Þ
i¼0 i¼0 where
P  !
According to Maclaurin expansion of N 1 i X
n X
n
i¼0 vi p with respect
Nn vi ¼ Hi ; n ¼ 0; 1; 2; . . . : ð21Þ
to p, we have; i¼0 n¼0
! !!
X1 X1
1 @n X1
i i
N vi p ¼ n
N vi p Pi : ð11Þ Proof. For n = 0, from (20), we have;
i¼0 n¼0
n! @p i¼0 p¼0
s1 ¼ L1 N0 ðs0 þ v0 Þ  u0 þ L1 ðfðrÞÞ;
From [13], we get ð22Þ
¼ L1 ðH0 Þ  u0 þ L1 ðfðrÞÞ:
!! !!
@n X1
@n Xn
Then
i
N vi p ¼ N vi pi : ð12Þ
@pn @pn
i¼0 p¼0 i¼0 p¼0 v1 ¼ L1 ðH0 Þ  u0 þ L1 ðfðrÞÞ: ð23Þ
426 Z. Ayati, J. Biazar

For n = 1: lim snþ1 ¼ L1 lim Nn ðsn þ v0 Þ  u0 þ L1 ðfðrÞÞ

x!1 x!1
!
s2 ¼ L1 N1 ðs1 þ v0 Þ  u0 þ L1 ðfðrÞÞ X n
1
¼ L1 ðH0 þ H1 Þ  u0 þ L1 ðfðrÞÞ; ð24Þ ¼ L lim Nn vi  u0 þ L1 ðfðrÞÞ:
x!1
i¼0
1
¼ L ðH1 Þ þ v1 : X
n ð34Þ
1
s ¼ L lim Hi  u0 þ L1 ðfðrÞÞ
According to s2 = v1 + v2 , we get; x!1
i¼0
1
v2 ¼ L ðH1 Þ: ð25Þ X
1
1
¼ L Hi  u0 þ L1 ðfðrÞÞ:
This theorem will be proved by strong induction. Let’s assume i¼0

that vk+1 = L1(Hk), for k = 1, 2, . . . , n  1, so But by Eqs. (21) and (15) for p = 1, we drive;
snþ1 ¼ L1 Nn ðsn þ v0 Þ  u0 þ L1 ðfðrÞÞ !
! X1 X1

X n Hi ¼ N vi : ð35Þ
¼ L1 Hi  u0 þ L1 ðfðrÞÞ; i¼0 i¼0
n¼0
So
X
n
!
¼  L1 ðHi Þ  u0 þ L1 ðfðrÞÞ ¼ v1 þ v2 þ . . . þ vn X
1
1
n¼0 s ¼ L N vi  u0 þ L1 ðfðrÞÞ;
1
 L ðHn Þ: i¼0 
1 1
ð26Þ s ¼ L Nðs þ v0 Þ  u0 þ L ðfðrÞÞ:

Then, from (19) , it can be driven;

Lemma 1. Eq. (29) is equivalent to;
vnþ1 ¼ L1 ðHn Þ: ð27Þ
Which is the same as the result of (18) from HPM, and the LðuÞ þ NðuÞ  fðrÞ ¼ 0: ð36Þ
theorem is proved. h
Proof. We rewrite Eq. (29) as fallows;
Theorem 3.2. Let B be a Banach space.
s þ u0 ¼ L1 Nðs þ v0 Þ þ L1 ðfðrÞÞ: ð37Þ
P1
(a) i¼0 vi obtained by (18), convergence to s 2 B, if By applying the operator L to Eq. (36) we derive;
9ð0 6 k < 1Þ; s:t ð8n 2 N ) kvn k 6 kkvn1 kÞ: ð28Þ
Lðs þ u0 Þ ¼ Nðs þ v0 Þ þ ðfðrÞÞ:
P
(b) s ¼ 1 n¼1 vn , satisfies in But u0 = v0 , then;
s ¼ L1 Nðs þ v0 Þ  u0 þ L1 ðfðrÞÞ: ð29Þ
Lðs þ v0 Þ þ Nðs þ v0 Þ ¼ ðfðrÞÞ: ð38Þ
P1
By considering u ¼ s þ v0 ¼ n¼0 vi , Eq. (36), has been derived
Proof. which is the original equation. Then solution of Eq. (29) is the
same as solution of A(u)  f(r) = 0. h
(a) we have
ksnþ1  sn k ¼ kvnþ1 k 6 kkvn k 6 k2 kvn1 k 6    Definition 1. for every i 2 N, we define;
nþ1
6k kv0 k: ð30Þ (
kviþ1 k
kvi k
; kvi k–0;
For any n, m 2 N, n P m, we drive; ki ¼
0 kvi k ¼ 0:
ksn  sm k ¼ kðsn  sn1 Þ þ ðsn1  sn2 Þ þ  þ ðsmþ1  sm Þk; P1
In Theorem 3.2, n¼0 vi converges to exact solution, when
6 ksn  sn1 k þ ksn1  sn2 k þ  þ ksmþ1  sm k;
  0 6 ki < 1. If vi and v0i are obtained by two different homoto-
6 kn kv0 k þ kn1 kv0 k þ  þ kmþ1 kv0 k 6 kn þ kn1 þ  þ kmþ1 kv0 k; py, and ki < k0i for each
 mþ1  P P1 i 20 N, the rate of convergence of
6 k þ  þ kn þ  kv0 k 6 kmþ1 ð1 þ k þ  þ kn þ Þkv0 k; 1
is higher than
n¼0 vi n¼0 vi .
kmþ1
6 kv0 k:
1k Example 1. Consider the Lane–Emden equation in the follow-
ð31Þ ing form
So
2
lim ksn  sm k ¼ 0: ð32Þ u00 þ u0 þ u ¼ x5 þ 30x3 ; uð0Þ ¼ 0; u0 ð0Þ ¼ 0: ð39Þ
n;m!1 x

Then {sn}, is Cauchy sequence in Banach space, and it is con- With the exact solution u(x) = x5.
vergent, i.e., To solve Eq. (39) by homotopy perturbation method, we
X
1 construct the following Homotopy;
9s 2 B; s:t lim sn ¼ vn ¼ s: ð33Þ 2
n!1
n¼1 u00  U000 ¼ pðx5 þ 30x3  u0  u  u000 Þ: ð40Þ
x
(b) From Eq. (20), we have; Let’s consider the solution u as the summation of a series;
On the convergence of Homotopy perturbation method 427

X
1
v1 ¼ 561 x7 þ x5 ;
u¼ ui : ð41Þ 1
i¼0 v2 ¼  5040 x9  561 x7 ;
1 1
Substituting (41) into (40) leads to; v3 ¼ 665280 x11 þ 5040 x9 ;
1 13 1
v4 ¼  121080960 x  665280 x11 ;
X1
2X 1 X1
u00i  U000 ¼ pðx5 þ 30x3  u0i  ui  u000 Þ: v5 ¼ 29059430400 x þ 121080960 x13 ;
1 15 1

i¼0
x i¼0 i¼0
Then;
Beginning with u0 = 0, we get ;
k1 ¼ 0:0177387914; k2 ¼ 0:0110722610;
u1 ¼ 421 x7 þ 32 x5 ;
11 7
k3 ¼ 0:00756010906; k4 ¼ 0:00548724954;
u2 ¼  252 x  34 x5  4024
1
x9 ;
25
k5 ¼ 0:00416293765; k6 ¼ 0:00326590091:
u3 ¼ 36288 x9 þ 216
7
x7 þ 38 x5 þ 332640
1
x11 ;
137 By comparison between the obtained results in Example 3.2.1,
u4 ¼  19958400 x11  435456
271
x9  9072
179 7
x  163 x5  51891840
1
x13 ;
it can be concluded that the rate of convergence of homotopy
u5 ¼ 148262400 x þ 1197504000 x þ 5225472 x þ 54432 x þ 323 x5
7 13 8419 11 2245 9 601 7
(42) is higher than homotopy (41) (see Fig. 1).
1
þ 10897286400 x15 ;
By considered kfðxÞk ¼ max jfðxÞj, we have; 4. Conclusion
06x61
k1 ¼ 0:5210503471; k2 ¼ 0:5139910140;
The Homotopy perturbation method is a simple and powerful
k3 ¼ 0:5093374003; k4 ¼ 0:5062439696; tool for obtaining the solution of functional equations. In this
k5 ¼ 0:5041785188; k6 ¼ 0:5027965117: article, we have proved convergence for Homotopy perturba-
tion method. As a result from this paper, under assumption
If the linear part of equation is consider as follows;
  of Theorem 3.2, homotopy perturbation method is conver-
00 2 0 2 d 2 du gence to exact solution of the problem. The problem of study
Lu ¼ u þ u ¼ x x :
x dx dx of convergence conditions for differential equations, integral
equations, integro-differential equations and theirs systems is
Then we construct the following homotopy
    also under study in our research group.
2 0 2 0
v þ v  u0 þ u0 ¼ pðx5 þ 30x3  v  u000
00 00
x x
2 Acknowledgement
 u00 Þ; ð42Þ
x
I appreciate the referee for his close attention and the time that
where spend to read my article in details. The reviewer’s precise
Z x Z x comments was insightful for making this paper more
L1 ðuÞ ¼ x2 x2 uðxÞdx dx: comprehensive.
0 0

Suppose u = v0 + pv1 + p2v2 +   , and v0 = u0 = 0. So;

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