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World Academy of Science, Engineering and Technology 67 2012

Lagrange’s Inversion Theorem and Infiltration


Pushpa N. Rathie, Prabhata K. Swamee, André L. B. Cavalcante, Luan Carlos de S. M. Ozelim

Abstract—Implicit equations play a crucial role in Engineering. At this point, one of the most famous principles which
Based on this importance, several techniques have been applied to relates causes and effects in natural sciences has to be evoked:
solve this particular class of equations. When it comes to practical the Pareto’s Principle. The principle named after the Italian
applications, in general, iterative procedures are taken into account.
economist Vilfredo Pareto is also known as the 80-20 rule and
On the other hand, with the improvement of computers, other
numerical methods have been developed to provide a more states that, for some events, nearly 80% of the consequences
straightforward methodology of solution. Analytical exact approaches come from just 20% of the causes. In social sciences this
seem to have been continuously neglected due to the difficulty principle has a straightforward application in which it is easily
inherent in their application; notwithstanding, they are indispensable verified that 20% of the richest people in the world control
to validate numerical routines. Lagrange’s Inversion Theorem is a 82.7% of the world's income.
simple mathematical tool which has proved to be widely applicable to
In exact sciences, such as engineering and Mathematics, this
engineering problems. In short, it provides the solution to implicit
equations by means of an infinite series. To show the validity of this principle is also applicable. It can be expressed as the idea that
method, the tree-parameter infiltration equation is, for the first time, the majority of the solution process follows by means of
analytically and exactly solved. After manipulating these series, simple methods and only a small share is due to complex
closed-form solutions are presented as H-functions. procedures.
In this sense, simple methods may be applied showing great
Keywords—Green-Ampt Equation, Lagrange’s Inversion success in solving hard problems. This is the case of
Theorem, Talsma-Parlange Equation, Three-Parameter Infiltration
Lagrange’s Inversion Theorem, which is a powerful tool to
Equation
solve implicit equations and has been known for a long time by
I. INTRODUCTION mathematicians.
In the present paper, Lagrange’s Inversion Theorem is going
N UMERICAL methods have been widely applied to solve
all classes of equations present in engineering. Due to the
improvement of computers, this methodology has been
to be briefly discussed and applied to analytically and exactly
solve the tree-parameter infiltration equation.
Finally, the series obtained by means of Lagrange’s
continuously enhanced, producing results once never thought Inversion Theorem are manipulated in order to obtain the
to be achieved. solution in a closed-form fashion. This compact representation
This unquestionable effectiveness of numerical routines, is in terms of the H-Function, a mathematical special function
sometimes, implies engineers to put aside analytical exact which has been greatly developed over the last years.
approaches since the application of the latter is generally
harder than the former. One must, on the other hand, keep in II.LAGRANGE’S INVERSION THEOREM
mind that such routines are validated by means of analytical
solutions, making them dependent in some way. A. Theorem Statement
In fact, engineering has evolved to such stage that even Let y be defined as the following function of constant  ,
Mathematics has not always given an answer to the questions
function φ, and a parameter δ:
asked. This can be easily seen when highly nonlinear partial
differential equations are taken into account. In some other
y     ( y)  (1)
cases, Mathematics has the answers but the application of the
methodologies developed is unpractical for engineering
purposes. Then any function ζ(y) is expressed as the following power
series in δ [1]:


 n d n 1  d ( x ) %
P. N. Rathie is Senior Research Collaborator with the Department of ( y)  ( )   n  1  n
(x)& (2)
Statistics, University of Brasilia, Brasilia, DF 70910-900, Brazil (e-mail: n 1 n ! dx  dx ' x
pushpanrathie@yahoo.com).
P. K. Swamee is at JM-46 Shankar Nagar, Bhopal 462 016, Madhya
Pradesh, India (e-mail: swameefce@yahoo.com). It can be noticed that the right hand side of (2) contains y
A. L. B. Cavalcante is with the Department of Civil and Environmental through δ defined in (1).
Engineering, University of Brasilia, Brasilia, DF 70910-900, Brazil (e-mail: It is evident that the convergence issues concerning the
abrasil@unb.br)
L. C. de S. M. Ozelim is with the Department of Civil and Environmental series in (2) have to be taken into account for consistency of
Engineering, University of Brasilia, Brasilia, DF 70910-900, Brazil (e-mail: the solution.
luanoz@gmail.com). (presenting author)

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World Academy of Science, Engineering and Technology 67 2012

Besides, it is worth noticing that the right hand side of (2) which is the exact formulation proposed in [5]. Thus, the lower
does not depend on y, this way if one takes ζ(y) = y, the once boundary of the interval corresponds to Green-Ampt case.
implicit function y is now explicit. On the other hand, when the transition parameter is taken as
In the presented paper, in order to use Lagrange’s Inversion the highest value possible, i.e, α = 1, the following relation can
Theorem, a special function is needed. The gamma function is be obtained by means of standard techniques of finding limits:
quite popular to scientists, notwithstanding, its definition and
some properties are described below.   1  (1   ) ex p (   I * ) " %
  ln   #$ 
B. Euler’s Gamma Function t *  I *  lim  
&
The gamma function can be defined by means of the
x1
 (1   ) 
following integral [2]:  '
(7)
  
ex p (   I * )  I * ex p (   I * )(  1) " %
 I *  lim   #& 
( z )   t z 1 e  t d t (3) x1
   (1  (1   ) ex p (   I * )) $ '
 
1  (  1) ex p (   I * ) " %
0

 lim   #&
   (1  (1   ) ex p (   I * )) $ '
x1
The integral above is valid for Re (z) > 0. By means of
integration by parts, the following important property is  I *  ex p (  I * )  1
demonstrated:
which is the formulation proposed in [6]. It has been shown
( z  1)  z ( z ) (4)
that the upper boundary of the interval corresponds to Talsma-
Parlange case.
III. APPLICATION OF LAGRANGE’S INVERSION THEOREM TO Both (6) and (7) have exact explicit solutions by means of
INFILTRATION EQUATIONS Lambert W function [8], which is a special function with great
A. Problem Statement applicability in many branches of science. Notwithstanding,
this function fails to provide the solution to (5), impelling
Theoretical equations for predicting infiltration rate and
engineers to ask if there exists an solution for α  (0,1). In
cumulative infiltration are necessary in situations where
order to provide the sought solution, one shall apply
infiltration into porous materials is considered. Specially, if
Lagrange’s Inversion Theorem.
one considers one-dimensional vertical infiltration, the
development of such equations has a wide background [3]. It B. Problem’s Solution
has been shown in [4] that infiltration behavior is located Consider the following alternative representation of (5):
between two limiting cases, namely: a soil following Green-
Ampt formula [5] and a soil which follows Talsma-Parlange T   hT  a  0 (8)
hypothesis [6]. This way, [7] proposed an equation which
interpolates between the two limiting cases by means of a in which T = exp(I*); h = αexp(t*(α – 1)); and a = α – 1.
transition parameter α. The general equation is expressed in Consider now the variable change T -1 = i, this way (8)
terms of nondimensional cumulative infiltration (I*) and becomes:
nondimensional time (t*) as follows:
a i 1
  " i  1   (9)
t *  I *  (1   )  1 ln  (5) h h
#
 1  (1   ) ex p (   I )
* $

By applying a new variable change s = i α – 1, it is easy to get:


The transition parameter α pertains the interval [0,1]. For

the lower extreme of the interval, by applying L’Hopital rule
to (5) one gets: a s  1 1 (10)
s 
h h
   " %
t *  I * lim  (1   )  1 ln  #& Note that in (10) s is implicitly defined, this way, by
0
  1  (1   ) ex p (   I * ) $ ' applying Lagrange’s Inversion Theorem with ζ(s) = s1/(1 – α), the
  1 " % (6) following series is obtained:
 I *  lim  ln  #&
0
  ( I *  1  I * ) ex p (   I * ) $ ' n
1

a / h d n 1  1 1
1

n %
(11)
 1 "
 I *  ln 
T  (h)  1
  n! d x n 1

1  
x 1  x  1 &
# n 1  '
 I*  1 $ x  1/ h

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World Academy of Science, Engineering and Technology 67 2012

By undoing the variable changes, the value of the represented by gamma function. One must find a way to
nondimensional cumulative infiltration can be explicitly transform the gamma function ratio in (14) to another one in
obtained in terms of the nondimensional time as: which negative integers are not the arguments.
It is known that the quotient of gamma functions in (14) can
 " be rewritten as:
1
I *  t *  ln  1 #
 # n  2  2n  2 
  (1   ) $#
1 
(12)  (  1) n  1 (15)
 2n  3  n  1
 n  n 1  "
  (  1)
  
 1 1 #
 ln     ! 1 #
The conversion presented in (15) is only valid when n is
 n  0    1

 n 2  n !#
   ex p [ t * ] !   greater or equal to 2, thus, by taking out the first two terms of
   1 1  ! #$
the summation, from (14) and (15) one obtains:

The ratio test for the convergence of series in (12) provides n



 e  t* / 2   2 n  2  1 "
0 < α < 1. This way, the solution has been obtained by the aid I *  t *  ln  4  2 e  t* / 2
 8  # (16)
of Lagrange’s Inversion Theorem. It is worth noticing that the  n2  4 !  n  1 n !#
$
desired number of terms of the series in (12) will depend on
the precision required. On the other hand, the duplication formula for gamma
C.Comparison to Known Results function provides:
Some other efforts have been made in order to solve (5)
analytically. Recently, [3] proposed a curve-fitting solution  1
( z  1)  z 
which is fully applicable to practical situations since the errors  2! (17)
( 2 ( z  1))  3 2 z
inherent in their solution is less than 3%. Reference [9], on the 2 
other hand, applied Householder’s method to numerically
solve (5). The latter approach provided an iterative formula By successive application of (4) the following relation is
whose first iteration could be set as accurate as desired. The obtained:
error, in this case, has to be evaluated for each case since an
initial guess is required by the methodology. While  1 2  2n ! (18)
considering theoretical and refined application to real-world n  n 
 2! 4 n !(1  2 n )
problems, the solution provided here is more effective since if
one takes more terms, the solution is at some point virtually This way, from (17) and (18) one gets:
exact.
In order to check the consistency of (12), a particular
situation when α = ½ is going to be explored. In [8] it has been
(2 n  2 )

 2n ! (19)
shown that, only for this case, (5) can be manipulated in order ( n  1) 4 (1  2 n ) n !
to obtain the solution explicitly in terms of elementary
functions. The solution itself is presented as: The combination of (16) and (19) provides:

n
  1/ 2   2n ! "
 t  "
t
 *
  t*  (20)
I *  t *  2 ln 1   1  ex p   * # (13) I *  t *  ln  4  2 e 2  2   e 2 2
#
! 4 (1  2 n )  n !
n
   2 ! ! $#  n2  #$

By letting α = ½ in (12) one easily obtains: Finally, by adding and diminishing the first two terms of the
summation inside the logarithm in (20), the following is
   (1 / 2 ) 2  n   n  2  1 " obtained:
I *  t *  ln  8   # (14)
 n  0  ex p [ t * / 2 ] !   2 n  3  n ! #$ n
 t
 *
  t*   2n ! "
I *  t *  ln  2  e 2  2   e 2 # (21)
2
Next we show that (14) is an alternate form to (13). Note  n0  ! 4 n
(1  2 n )  n ! #$
that, according to the singularities of the gamma function, the
formula above is consistent only for the first two terms of the At this point one shall consider the following MacLaurin
summation since if n is greater, negative integers appear as series of the shifted square root function:
gamma functions arguments, which is unacceptable. This kind
n  2n ! 1
1 x   x n (22)
of concernment arises when one intends to alternate between 4 (1  2 n ) ( n !) 2
n0
the classic factorial function and the generalized factorial,

475
World Academy of Science, Engineering and Technology 67 2012

q p
It is clear from the comparison of (21) and (22) that: (26)
  B j 1
j   Aj
j 1
1/ 2
  t    t  "
I *  t *  ln  2  ex p   *  2  1  ex p   * # (23)
  2!   2 ! ! #$ (ii)   0 and 0  | z | D  1 where

p q
By taking the power inside the logarithm in (13), it is easy Aj Bj (27)
to see that:
D  j 1
Aj B
j 1
j

 1/ 2
"
2
% The values of H function does not depend on the choice of
   t*    L.
I *  t *  ln  1   1  ex p   # &
    2 !! $# ' (24) The H function can be represented in a computable form,
1/ 2
depending on the kinds of the poles of its Gamma functions, in
  t    t  % other words:
 t *  ln  2  ex p   *  2  1  ex p   * &
  2!   2 !! ' (*)When the poles of  m ( b j  B j s ) are simple:
j 1

This finally proves that the solution obtained by means of  m


 b  
Lagrange’s Inversion Theorem is, in fact, the correct solution  m  bj  Bj h
Bh !
to the problem. H pm,.qn ( z )    
j 1 h 
h 1   0
 q
 b  
D.Alternative Representation In Terms of H-Function 

 1  b j  B j h
Bh ! (28)
j  m 1 
In order to give the alternative representation, one shall n
 bh    "
define H-function. The H-function is defined by means of a  1  a  Aj #
j
Mellin–Barnes type integral in the following manner [10]: j 1  B h ! (  1) z ( bh  ) / B h #
p
 b    ! Bh #
 ( a 1 , A1 ), ..., ( a n , A n ), ( a n  1 , A n  1 ), ..., ( a p , A p ) "   a j  Aj h
B
#
H m ,n
 z#  j  n 1  h ! $#
p ,q
 ( b1 , B1 ), ..., ( b m , B m ), ( b m  1 , B m  1 ), ..., ( b q , B q ) #$ (25)
n

1 
m
j 1
(b j  B j s )
n
j 1
(1  a j  A j s ) s
(**)When the poles of  j 1
(1  a j  A j s ) are simple

2  i*  q p
z ds
L  j  m 1
(1  b j  B j s )  j  n 1
(a j  A j s)
 n
 1  ah   
n   1  a j  A j
Ah
where: H pm,.qn ( z )    
j 1 h  !
 p
 1  ah   
(a) i*   1 ; h 1   0


  a j  Aj A (29)
(b) z ( 0) is a complex variable; j  n 1  h !
1  a h 
(c) z s  ex p ( s (ln | z |  i* arg z )) ;  "
m
1  ah    1 Ah
(d) An empty product is interpreted as unity;  bj  Bj
A
(  1) #
#
j 1  h ! z!
(e) m, n, p and q are non-negative integers satisfying #
q
 1  ah     ! Ah
#
0 n p , 0 m q (both n and m are not zeros);  1  b j  B j A #
(f) Aj (j=1,…,p) and Bj (j=1,…,q) are assumed to be positive j  m 1  h ! $
quantities; As exemplified in (15), gamma function quotients can be
(g) aj (j=1,…,p) and bj (j=1,…,q) are complex numbers such rearranged in order to change the signal of its arguments. This
that none of the poles of ( b j  B j s ) (j = 1,…,m) coincide procedure was taken into account while deriving the series
with the poles of (1  a j  A j s ) (j = 1,…,n) i.e. representation for α = ½ and must be considered in order to
proper manipulate the series in (12). In general, the following
A k ( b n   )  B h ( a k    1) for  ,   0,1, ... ; h = 1,…,m; relation holds:
k=1,…,n;
(h) The contour L runs from  i* to  i* such that the poles x  n  x  1 (30)
 (  1) n
of ( b j  B j s ) (j = 1,…,m) lie to the left of L and the poles of x  x  n  1
(1  a j  A j s ) (j = 1,…,n) lie to the right of L. It is clear that (30) only holds when all gamma function
arguments are not negative integers, this way, the series in (12)
For convergence issues, in [10] it has been demonstrated
can be rearranged as:
that the H function is consistent in the following two cases:
(i)   0, z  0 , where

476
World Academy of Science, Engineering and Technology 67 2012

 n 1   n 1 
   
 1 1 !  (  1) n  1  1     1 ! (31)   e  t*  3, 2  " (  s ) (2 s  2 ) e  t* s
H 1,1,12  (36)
 n 2   n   #  ds

  1

1 

1  

 1!  4 (0,1),  2,1  $# L
2  i* ( s  1)(  4 ) s
 ! 
By means of (17) it is easy to see that:
Note that (31) holds only when n  2, thus the first two
terms of the series in (12) have to be taken out. This way, the
latter takes the form:  1   t* s
  e  t*  3, 2  " ( s )  s  e
1,1  2!
H 1, 2  #  ds
 n  4 (0,1),  2,1  $# 2  i* 2 3  2 s  (  4 ) s
1 
  L
(  1) 2 1    1!
1    lim   1   t * s
n 0  n   ( s )  s  e (37)
   1 ex p [ t * ]   (32)  2!
1  1!  
L 2  i* 8  (  1) s
ds
n  n 1 

    1   t   3 / 2,1  "
(1   ) 1  1! 1
 
1,1
 H 1,1 e * #

n0   n   n! 8   (0,1) $#

 1
ex p [ t * ] !  
1  1!
On the other hand, the following relation is given in [10]:
By comparing (32) to (28), it is easy to see that the series in
(32) corresponds to:   1   ,1  "
1,1
H 1,1 z

#  ( )(1  z ) , z  1 (38)
   2 1  "  (0,1) $#
  , #
 (  1)   1 1 ! # (33)
 H 1,1,12 In the case of (37), by taking    1 / 2 and noticing that
  1  1  #
 ex p [ t * ] (0,1),  , # (  1 / 2 )   2  , one gets:
 1 1 !$

1   t   3 / 2,1  "
Finally, (12) turns to:  1,1
H 1,1 e * # 1  e  t * (39)
2   (0,1) #$
   
 1 sin 
(   1)  1! This way, from (35), (37) and (39) one may get:
I *  t *  ln  1   1
 1    ex p [ t * ]    1 
 sin  
  1! I *  t *  ln  2  e  t*  2 1  e  t* " (40)
 $
   2 1  "" (34)
  , ##
 (  1)   1 1 ! ## Note that (40) is equal to (13), which confirms the
H 1,1,12 
  1  1  # # correctness of (34).
 ex p [ t * ] (0,1),  , ##
 1 1 !$ # E. Evaluation of The Solutions Presented
 1 # It is worth noticing that the H-Function is not implemented
 1 
(  1) #
# in computational softwares, such as Maple and Mathematica.
# On the other hand, when the Aj (j=1,…,p) and Bj (j=1,…,q) are
# rational numbers, it is possible to convert the H-Function to
#$
Meijer G-function, being the latter easily evaluated by the
commercial softwares cited.
One may notice that (34) is the closed-form solution of (12)
Sometimes when implementing the solutions in Maple or
in terms of H-function.
Mathematica, the gamma function ratio in (12) may destabilize
In order to compare (34) to (13), let us take α = ½ in the
the numerical routine. This drawback, on the other hand, can
former. The following is obtained:
be overcome by using the Pochhammer notation, which is
better evaluated by the softwares.
  e  t*  3, 2  "" Let the Pochhammer notation be stated as [10]:
I *  t *  ln  2  e  t*  8 H 1,1,12  ## (35)
  4 (0,1),  2,1  #$ #
$
(x  n) (41)
( x)n 
(x)
In order to give (35) in terms of elementary function,
consider the H-function in (35) given in its integral form (25):

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World Academy of Science, Engineering and Technology 67 2012

This way, (12) can be rewritten as: Anais do VII Simpósio Brasileiro de Solos Não Saturados. Goiânia,
Editora Kelps, v. 1, 2011, p. 209-213.
[10] A. M. Mathai, R. K. Saxena, H. J. Haubold, The H-Function: Theory
 " and Applications. Springer, New York, 2010, pp. 2-23.
1
I *  t *  ln  1 #
 #
  1   (1   ) #$ (42)
 n  n 2  "
  (  1) e  t*   1  1 #
 ! n 1 #
 ln 1   

 
n 1

n! #
    1 ! #
 $

Computation is much smoother with (42) than with (12)


since the softwares internally interpret argument problems and
give the correct result.

IV. CONCLUSIONS
A simple but powerful method, the Lagrange’s Inversion
Theorem, has been applied to solve the implicit tree-parameter
infiltration equation. The solution provided is in terms of an
infinite summation, this way, according to the accuracy
desired, one may take as many as needed terms of the series.
The solution reduces to well-known cases, which
corroborates to its validity. Besides, for the first time, the
explicit exact solution to the tree-parameter infiltration
equation can be stated for the whole domain of the
interpolation variable α.
Besides the series form, a compact form of the solution is
given in terms of H-Function, making the manipulation of the
results easier.
Due to the importance of implicit equations in engineering,
Lagrange’s Inversion Theorem shows its value as a powerful
problem solver.

ACKNOWLEDGMENT
The author L. C. de S. M. O. would like to thank the
research grant agency DEG/UnB, Brasilia for financial support
to present this research paper.

REFERENCES
[1] E. T. Whittaker , G. N. Watson, A Course of Modern Analysis. 4th
Edition, Cambridge Univ. Press, Cambridge, U.K.,1990; pg. 133.
[2] E. Artin, The Gamma Function. Rinehart and Winston, NY: Holt, New
York, 1964.
[3] P. K. Swamee, P. N. Rathie, L. C. de S. M. Ozelim, “Explict equations
for infiltration,” Journal of Hydrology, 426–427, 2012, pp. 151–153.
[4] R. E. Smith, J. Y. Parlange, “A parameter-efficient hydrologic
infiltration model,” Water Resour. Res., 14 (3), 1977, pp. 533–538.
[5] W. H. Green, G. A. Ampt, 1911. “Studies in soil physics I: the flow of
air and water through soils,” J. Agric. Sci., 4 (1), 1911, pp. 1–24.
[6] T. Talsma, J. Y. Parlange, “One-dimensional vertical infiltration,” Aust.
J. Soil Res., 10 (2), 1972, pp. 143–150.
[7] J. Y. Parlange, I. Lisle, R. D. Braddock, R. E. Smith, “The three
parameter infiltration equation,” Soil Sci., 133 (6), 1982, pp. 337–341.
[8] J. Y. Parlange, D. A. Barry, R. Haverkamp, “Explicit infiltration
equations and the Lambert W-function,” Adv. Water Resour., 25 (8–12),
2002, pp. 1119–1124.
[9] L. C. de S. M. Ozelim, A. L. B. Cavalcante, P. K. Swamee, P. N. Rathie,
“Métodos Numéricos Iterativos Aplicados a Equações de Infiltração,”
In: VII Simpósio Brasileiro de Solos Não Saturados, 2011, Pirenópolis.

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