Accepted Manuscript

Lagrange interpolation and modified cubic B-spline differential

quadrature methods for solving hyperbolic partial differential
equations with Dirichelet and Neumann boundary conditions

Ram Jiwari

PII: S0010-4655(15)00120-4
DOI: http://dx.doi.org/10.1016/j.cpc.2015.03.021
Reference: COMPHY 5608

To appear in: Computer Physics Communications

Received date: 27 July 2014

Revised date: 5 March 2015
Accepted date: 30 March 2015

Please cite this article as: R. Jiwari, Lagrange interpolation and modified cubic B-spline
differential quadrature methods for solving hyperbolic partial differential equations with
Dirichelet and Neumann boundary conditions, Computer Physics Communications (2015),
http://dx.doi.org/10.1016/j.cpc.2015.03.021

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 Lagrange interpolation and modified cubic B-spline differential quadrature methods
for solving hyperbolic partial differential equations with Dirichelet and Neumann
boundary conditions

Ram Jiwari

Department of Mathematics, Indian Institute of Technology Roorkee, Roorkee-247667, India

Email: ram1maths@gmail.com

Abstract: In this article, the author proposed two differential quadrature methods to find the
approximate solution of one and two dimensional hyperbolic partial differential equations
with Dirichlet and Neumann’s boundary conditions. The methods are based on Lagrange
interpolation and modified cubic B-splines respectively. The proposed methods reduced the
hyperbolic problem into a system of second order ordinary differential equations in time
variable. Then, the obtained system is changed into a system of first order ordinary
differential equations and finally, SSP-RK3 scheme is used to solve the obtained system. The
well known hyperbolic equations such as telegraph, Klein-Gordon, sine-Gordon, Dissipative
non-linear wave, and Vander Pol type non-linear wave equations are solved to check the
accuracy and efficiency of the proposed methods. The numerical results are shown in
L∞ , RMS and L2 errors form.

Keywords: Hyperbolic Equation, Lagrange Based Differential Quadrature Method, Modified

Cubic B-spline Based Differential Quadrature Method, SSP-RK3 Scheme, Errors.

1. Introduction:

In this article, the author focuses on the numerical solution of one and two dimensional
second order hyperbolic partial differential equations. Generally, (n + 1) dimensional second
order hyperbolic partial differential equations can be defined as

utt ( X , t ) = Δu ( X , t ) + ϕ ( x, u ( X , t ), ut ( X , t ), u x ( X , t )),
(1)
X = ( x1 , x2 ,..., xn ) ∈ Ω, t ≥ 0

where n is a positive integer, Δ is the Laplacian operator in n spatial dimensions and

Ω = [a1 , b1 ] × [a2 , b2 ] × ... × [an , bn ] ⊆ ℜ n . The initial conditions associated with equation (1)
are given by

⎧u ( X ,0 ) = f1 ( X ),
⎨ (2)
⎩ut ( X ,0 ) = f 2 ( X ), X ∈ Ω,

The Dirichlet and Neumann boundary conditions are given by

u ( X , t ) = g1 ( X , t ), X ∈ ∂Ω , (3)
 u( X , t )
= g 2 ( X , t ), X ∈ ∂Ω . (4)
∂η

where f1 (.) , f 2 (.) are the wave modes or kinks and velocity functions respectively, g1 , g 2 are
sufficiently smooth functions over the domain Ω and ∂Ω is the boundary of the domain Ω .

The hyperbolic partial differential equations are encountered in most fields of science and
engineering. The hyperbolic partial differential equations model the vibrations of structures
(e.g., buildings, beams, and machines) and they are the basis for fundamental equations of
atomic physics. There are many well known hyperbolic equations such as telegraph, Klein-
Gordon, sine-Gordon equations etc. The telegraph equation is important for modeling several
relevant problems such as signal analysis [1], wave propagation [2], random walk theory [3],
etc. The equation (1.1) also referred as models mixture between diffusion and wave
propagation by introducing a term that accounts for effects of finite velocity to standard heat
or mass transport equation [4]. However, equation (1.1) is commonly used in signal analysis
for transmission and propagation of electrical signals [5] and also has applications in other
fields [6]. So, the equation (1.1) has great importance in science and engineering. The Klein-
Gordon equation arises in relativistic quantum mechanics and field theory, which is of great
importance for the high energy physicists [7], and is used to model many different
phenomena, including the propagation of dislocations in crystals and the behavior of
elementary particles. The Klein-Gordon equation plays a significant role in many scientific
applications such as solid state physics, nonlinear optics and quantum field theory [8] and
mathematical physics [9, 10]. The equation has attracted much attention in studying solitons
and condensed matter physics [11], in investigating the interaction of solitons in collisionless
plasma, the recurrence of initial states, and in examining the nonlinear wave equations [12].
The sine-Gordon equation appears in the propagation of fluxons in Josephson junctions [13]
between two superconductors, and in many scientific fields such as the motion of a rigid
pendulum attached to a stretched wire [14], solid state physics, nonlinear optics, and the
stability of fluid motions. It also appears in dislocations in crystals, where sin (u) is due to the
periodic structure of rows of atoms [14]. The term sin (u) is the Josephson current across an
insulator between two superconductors [15].
In recent years, much attention has been given in the literature to the development of
numerical schemes for the second order hyperbolic equations such as high order difference
methods [16-18,56], interpolating scaling functions [19], high order compact method [20],
Chebyshev cardinal functions [21], Chebyshev Tau method [22], Legendre spectral method
[23], Fourth-order compact method [24], He’s variational iteration method [25], radial basis
functions [26], dual reciprocity boundary integral equation technique [27], collocation and
finite difference-collocation methods [28], differential quadrature method [29], two energy
conserving numerical schemes [30], collocation and radial basis functions based method [31],
boundary integral equation approach [32], product approximation [33], variational iteration
method [34], method of lines [35], linearized scheme [36], predictor-corrector scheme [37],
fourth order numerical scheme [38], differential quadrature algorithm[39], radial basis
functions [53], meshless local Petrov-Galerkin [54] etc.
In this article, a different technique based on modified cubic-B-spline functions is
proposed to find the weighting coefficients of differential quadrature method than the
traditional technique of Lagrange interpolation [43]. Then, the both techniques are applied to
solve second order hyperbolic equations. Some well known hyperbolic equations such as
telegraph, Klein-Gordon, sine-Gordon, Dissipative non-linear wave, and Vander Pol type
non-linear wave equations are solved to check the accuracy and efficiency of the proposed
methods. The techniques give negligible L∞ , RMS and L2 errors.

2. Description of Differential Quadrature Methods

This section explains the one and two dimensional differential quadrature methods based on
Lagrange interpolation and modified cubic B-Spline functions.

2.1: One Dimensional Differential Quadrature Methods

Differential quadrature method is a numerical technique for solving differential

equations. By this method, we approximate the spatial derivatives of unknown function at
any grid points using weighted sum of all the functional values at certain points in the whole
computational domain. Since the weighting coefficients are dependent only the spatial grid
spacing, we assume N grid points x1 < x 2 < ... < x N on the real axis with step length
h = xi − xi −1 . The differential quadrature discretization of the first and the second derivatives
at a point xi is given by the following equations

u x ( xi , t ) = ∑ wij(1) u (x j , t ),
N
i = 1,2,...N (5)
j =1

u x x ( xi , t ) = ∑ wij( 2 ) u (x j , t ),
N
j = 1,2,...N (6)
j =1

where wij(1) and wij( 2) are unknown and represent the weighting coefficients of the first and
the second derivatives. There are many approaches to find these weighting coefficients such
as Bellman’s approaches [40], Quan and Chang’s approach [41-42], and Shu’s approach [43].
Shu’s approach is very general approach and in recent years most of the differential
quadrature methods using various test functions such as Legendre polynomials, Lagrange
interpolation polynomials, spline functions, Lagrange interpolated cosine functions, etc. are
based on this approach. These days in literature, the most frequently used differential
quadrature methods are based on Lagrange interpolation polynomials and sine-cosine
expansion. Korkmaz and Dag [44-45] proposed sinc differential quadrature method and
cosine expansion based differential quadrature method for many nonlinear partial differential
equations while Mittal et al. [46-50,55] have used polynomial based differential quadrature
method for numerical solutions of some nonlinear partial differential equations. Here, the
author proposed one more approach based on modified cubic B-spline functions to find the
weighting coefficients except the above approaches.

2.1.1: Lagrange Interpolation Based Polynomial Differential Quadrature Method

(PDQM)

In this method to find the weighting coefficients wij(1) and wij( 2) , the following base functions
are used
 L( x )
g k (x ) = , k = 1,2,..., N (7)
(x − xk ) L(1) (xk )
where

L( x ) = ( x − x1 )( x − x2 )...( x − x N ). (8)

N
L(1) ( xi ) = ∏ (x i − xk ) (9)
k =1, k ≠i

using the set of base functions given in equation (7), the weighting coefficients of the first
order derivative are found as [40]

L(1) ( xi )
wij(1) =
(xi − x j ) L(1) (x j ) , k = 1,2,..., N , i ≠ j (10)

N
wii( i ) = − ∑w
j =1, j ≠i
(1)
ii , i = 1,2,..., N (11)

and for weighting coefficients of the second order derivative, the formula is [40]

⎛ 1 ⎞⎟
wij( 2 ) = 2 wij(1) ⎜ wii(1) − , i, j = 1,2,..., N , i ≠ j (12)
⎜ xi − x j ⎟⎠
⎝
N
wii( 2 ) = − ∑w
j =1, j ≠i
( 2)
ij , i = 1,2,..., N (13)

2.1.2: Modified Cubic B-Spline Based Differential Quadrature Method (MCB-DQM)

In this method, modified cubic B-spline functions are used to find the weighting coefficients
wij(1) and wij( 2) . The cubic B-spline basis functions at the knots are defined as follows

⎧(x − x j −2 )3 [
x ∈ x j −2 , x j −1 )
⎪
⎪(x − x j −2 )3 − 4(x − x j −1 )3 x ∈ [x , x )
j −1 j
1 ⎪⎪
B j (x ) = 3 ⎨(x j + 2 − x ) − 4(x j +1 − x ) x ∈ [x , x )
3 3
j j +1 (14)
h ⎪
⎪(x j + 2 − x ) x ∈ [x , x )
3
j +1 j+2
⎪0 j = 0,1,..., N + 1
⎪⎩

where { B0 (x ), B1 (x ),..., BN (x ), BN +1 (x ) } forms a basis over the domain Ω . The values of

cubic B-splines and its derivatives at the nodal points are tabulated in Table 2.1. The cubic B-
spline basis functions are modified in such way that the resulting matrix system of equations
is diagonally dominant. The modified cubic B-spline basis functions at the knots are defined
as follows [51]
 Φ1 ( x ) = B1 ( x ) + 2 B0 ( x )
Φ 2 ( x ) = B2 ( x ) − B0 (x )
Φ j (x ) = B j ( x ), j = 3,4,..., N − 2 (15)
Φ N −1 ( x ) = BN −1 ( x ) − 2 BN +1 ( x )
Φ N ( x ) = BN (x ) + 2 BN +1 ( x )

In the same way, the functions Φ j ( x ), j = 1,2,..., N forms a basis over the domain Ω .

Table 2.1: value of Bm, k ( x ) and its first derivatives at the nodal points
x j −2 x j −1 xj x j +1 x j +2

B j (x ) 0 1 4 1 0
3 −3
B 'j ( x ) 0 0 0
h h
6 − 12 6
B '' j ( x ) 0 0
h2 h2 h2

(16)
2.2.1 To determine the weighting coefficients
To find the weighting coefficients wij(1) and wij( 2 ) , put the functions Φ j ( x ), j = 1,2,..., N in
equation (5), we have

Φ 'k ( xi ) = ∑ wij(1) Φ k (x j ),
N
i = 1,2,...N (17)
j =1

For any arbitrary choice of k, we have the following algebraic system of equations

⎡Φ1,1 Φ1, 2 ⎤ ⎡ wi(11) ⎤ ⎡ Φ1' , i ⎤

⎢ ⎥ ⎢ (1) ⎥ ⎢ ' ⎥
⎢Φ 2,1 Φ 2, 2 Φ 2,3 ⎥ ⎢ wi1 ⎥ ⎢ Φ1, i ⎥
⎢ Φ Φ 3, 3 Φ 3, 4 ⎥ ⎢. ⎥ ⎢ . ⎥
⎢ 3, 2
⎥ ⎢ ⎥=⎢ ⎥ (18)
⎢ .. .. .. ⎥ ⎢. ⎥ ⎢ . ⎥
⎢ ⎥ ⎢ (1) ⎥ ⎢ ' ⎥
⎢ .. Φ N −1, N −2 Φ N −1, N −1 Φ N −1, N ⎥ ⎢ wi N −1 ⎥ ⎢ Φ N −1, i ⎥
⎢ . Φ N , N −1 Φ N , N ⎥⎦ ⎢ w(1) ⎥ ⎢ Φ ' ⎥
⎣ ⎣ i N ⎦ ⎣ N ,i ⎦

The equation (18) are systems of tridiagonal system of equations for each i, which can
solved by well known “Thomas algorithm” and whose solution provides the coefficients
weighting coefficients of first order derivative wij(1) . For example, let i = 1 , we the following
tridiagonal system of equations
 ⎤ ⎡ w11 ⎤ ⎡− 6 / h⎤
(1)
⎡6 1
⎢0 4 1 ⎥ ⎢ w12(1) ⎥ ⎢6 / h ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ 1 4 1 ⎥ ⎢ . ⎥ ⎢ 0 ⎥
⎢ ⎥ ⎢ . ⎥=⎢ . ⎥ (19)
⎢ ⎥ ⎢ (1) ⎥ ⎢ ⎥
⎢ 1 4 0⎥ ⎢ w1N −1 ⎥ ⎢ 0 ⎥
⎢ ⎥ ⎢ (1) ⎥ ⎢ ⎥
⎣ 1 6⎦ ⎢ w ⎥ ⎣⎢ 0 ⎦⎥
⎣ 1N ⎦

After solving the system (19) by using “Thomas algorithm”, we get the weighting
coefficients w11(1) , w12(1) ,..., w1(1N) . In the same way, we can find the weighting coefficients for
i = 2,3,..., N . The second order and higher order derivatives can be calculated by the
recurrence formula [40]

⎡ wij( r −1) ⎤
wij( r ) = r ⎢aij wii( r −1) − ⎥, for i ≠ j
⎢⎣ xi − x j ⎥⎦
for i , j = 1,2,..., N ; r = 2,3,..., N − 1 (20)

N
wii( r ) = − ∑w
j =1, j ≠i
(r )
ij , for i = j (21)

2.2: Two Dimensional Differential Quadrature Methods

In two dimensional DQM, the first step is to discretize the domain

D = { ( x, y ) : a ≤ x ≤ b; c ≤ y ≤ d } as D1 = {(xi , y j ), i = 1,2,..., N ; j = 1,2,..., M } by taking step
length Δx = xi − xi −1 in x-axis direction and Δy = y j − y j −1 in y-axis direction. According to
this method, the first order partial derivative with respect to x of the dependent function
u ( x, y , t ) (by keeping the point y j fixed) is approximated at point xi as follows

u x (xi , y j , t ) = ∑ ωi(k1)u (xk , y j , t ),

N
i = 1,2,..., N (22)
k =1

Similarly, the first order partial derivative with respect to y of the dependent function
u ( x, y , t ) ( by keeping the point xi fixed) can be approximated at point y j as follows

u y (xi , y j , t ) = ∑ ω j k u (xi , yk , t ),
M
(1)
j = 1,2,..., M (23)
k =1

(1)
where ωij(1) and ω j k are unknown and represent the weighting coefficients of the first order
partial derivatives w. r. t. x and y.
Remark: (i) It is obvious from linear algebra that if ri ( x ), i = 1,2,..., N are base vectors of N
dimensional linear polynomial vector space VN and s j ( y ), j = 1,2,..., M are base vectors of
M dimensional linear polynomial vector space VM , then Tij ( x, y ) = ri ( x ) s j ( y ) constitute the
base vectors of N × M dimensional linear polynomial vector space VN × M .
(ii) Similarly, Tij ( x, y ) = Φ i ( x )Φ j ( y ) constitute the base vectors of N × M dimensional linear
polynomial vector space VN × M , where Φ i ( x ), Φ j ( y ) are modified cubic B-spline basis
functions defined in equation (15).

2.2.1 Modified Cubic B-Spline Based Differential Quadrature Method

From the properties of a linear vector space, we know that if all the base polynomials Tij (x, y )
(defined in remark (ii)) satisfy the linear equations (22) and (23), so does any polynomial in
substitute Tij ( x, y ) = Φ i ( x )Φ j ( y ) in
(1)
VN × M . To find the weighting coefficients ωij(1) , ω j k
equations (22) and (23), we have
N
Φ 'j ( xi ) = ∑ ωik(1) Φ j ( xk ), i, j = 1,2,..., N (24)
k =1
N
Φ 'j ( yi ) = ∑ ω ik Φ j ( yk ),
(1)
i, j = 1,2,..., M (25)
k =1

where Φ 'j ( xi ) represents the first order derivative of Φ j ( x ) at xi and Φ 'j ( yi ) represents the
first order derivative of Φ j ( y ) at yi . From equations (24, 25), it is obvious that ωij(1) or ω j k
(1)

is related to Φ j ( x ) or Φ j ( y ) . Hence the formulation of the one dimensional case can be

directly extended to the two dimensional case.
The system (24) and (25) are similar to system of equations (17). We can make tri-diagonal
algebraic system of equations similar to (18) and which can be solved by well known
algorithm “Thomas algorithm”. The solutions of the systems provide the coefficients
(1)
weighting coefficients of first order derivatives ωij(1) , ω j k .
The weighting coefficients of second order and higher order derivatives in two dimensions
can be calculated by following recurrence formulas [13]

⎡ ωij( r −1) ⎤
ωij( r ) = r ⎢ωij(1)ωii( r −1) − ⎥, for i ≠ j
⎣⎢ xi − x j ⎦⎥ (26)
i , j = 1,2,..., N ; r = 2,3,..., N − 1
N
ωii( r ) = − ∑ω
j =1, j ≠i
(r)
ij , for i = j (27)

(r ) ⎡ (1) ( r −1) ω ij( r −1) ⎤

ω ij = r ⎢ω ij wii − ⎥, for i ≠ j
⎢⎣ yi − y j ⎥⎦ (28)
i , j = 1,2,..., N ; r = 2,3,..., N − 1
 N

∑ω
(r ) (r )
ω ii = − ij , for i = j (29)
j =1, j ≠i

where ωij( r −1) and ωij(r ) are weighting coefficients of (r − 1)th and (r )th order partial derivatives
( r −1)
with respect to x and ω ij and ω ij are weighting coefficients of (r − 1)th and (r )th order
(r )

partial derivatives with respect to y.

3. Differential Quadrature Methods for One and Two Dimensional Hyperbolic

Equations

3.1 One Dimensional Problem: The one dimensional form of hyperbolic equation (1) is as
follow

∂2 u ∂2 u ⎛ ∂u ∂u ⎞
2
= 2 + ϕ ⎜⎜ x, u, , ⎟⎟, x ∈ [a, b], t ≥ 0 (30)
∂t ∂x ⎝ ∂t ∂ x ⎠

with initial conditions

⎧u ( x,0 ) = f1 (x )
⎨ (31)
⎩ut ( x,0 ) = f 2 ( x )

The Dirichlet and Neumann boundary conditions are given by

⎧u (a, t ) = g1 (t )
⎨ (32)
⎩u (b, t ) = g 2 (t )

⎧u x (a, t ) = g 3 (t )
⎨ (33)
⎩u x (b, t ) = g 4 (t )

The space derivatives in the hyperbolic equation (30) are approximated by the differential
quadrature methods discussed in Section 2. The equation (30) changed into a system of
second order differential equations in time

d 2u ( xi , t ) N ( 2) ⎛ du( xi , t ) N (1) ⎞
2
= ∑ wij u (x j , t ) + ϕ ⎜⎜ x, u ( xi , t ), , ∑ wij u (x j , t )⎟⎟, xi ∈ [a, b], t ≥ 0 (34)
dt j =1 ⎝ dt j =1 ⎠

with initial conditions

⎧u ( xi ,0 ) = f1 ( xi )
⎨ (35)
⎩ut ( xi ,0 ) = f 2 ( xi )

and with the Dirichlet and Neumann boundary conditions given by (32)-(33).
Now let

du d2 u
(xi , t ) = z (xi , t ), then 2
(xi , t ) = d z (xi , t ), (36)
dt dt dt

Using the assumptions of equation (36) into the equation (34), the equation (34) changed into
a system of first order differential equations as follow

du
(xi , t ) = z (xi , t ), (37)
dt

dz ( xi , t ) N ( 2 ) ⎛ ⎞
= ∑ wij u (x j , t ) + ϕ ⎜⎜ x, u ( xi , t ), z ( xi , t ), ∑ wij(1)u (x j , t )⎟⎟,
N
xi ∈ [a, b], t ≥ 0
dt j =1 ⎝ j =1 ⎠ (38)
i = 1,2,..., N

with initial conditions

⎧u ( xi ,0 ) = f1 ( xi )
⎨ (39)
⎩ z ( x i ,0 ) = f 2 ( x i )

and with the Dirichlet and Neumann boundary conditions give by (32)-(33).

3.1.1 Implementation of Dirichlet boundary conditions

The Dirichlet boundary conditions are directly applied in the DQM and gives numerical
solutions on boundary in the following way

u1 = g1 (t ), u N = g 2 (t ), t ≥ 0 (40)

3.1.2 Implementation of Neumann boundary conditions

The Neumann boundary conditions (33) at x = a and x = b can be approximated as

N

∑w
j =1
(1)
1j u j =g3 (t ), (41)

∑w
j =1
(1)
N j u j =g 4 (t ), (42)

The equations (41) and (42) can be written as follows

N −1
w11(1) u1 + w1(1N) u N = g 3 (t ) − ∑ w1(1j) u j (43)
k =2

N −1
wN(1),1 u1 + wN(1), N u N = g 4 (t ) − ∑ wN(1)j u j (44)
k =2
Solving the equations (43)-(44) for u1 and u N , we get

w1(1,N) (g 4 (t ) − S 2 ) − wN(1), N (g 3 (t ) − S1 )
u1 = ,
(
w1(1,N) wN(1),1 − w1(1,1)wN(1), N) (45)

wN(1),1 ( g 3 (t ) − S1 ) − w1(1,1) (g 4 (t ) − S 2 )
uN =
( )
w1(1,N) wN(1),1 − w1(1,1)wN(1), N
(46)

N −1 N −1
where S1 = ∑ w1(1,j) u j , S 2 = ∑ wN(1), j u j .
k =2 k =2

Now, applying the boundary conditions on the system of first order differential equations
(37)-(38), we have

du
(xi , t ) = z (xi , t ), (47)
dt
dz ( xi , t ) N −1 ( 2 ) ⎛ N −1 ⎞
= ∑ wij u (x j , t ) + ϕ ⎜⎜ xi , u ( xi , t ), z ( xi , t ), ∑ w u (x , t )⎟⎟,
(1)
ij j xi ∈ Ω, t ≥ 0
dt j =2 ⎝ j =2 ⎠ (48)
i = 2,3..., N − 1

with initial conditions (39). The above system can be written as follows

d {U }
= [I ] {Z },
dt
(49)
d {Z }
= [ A] {U } + {s}
dt

where {U } = {u 2 , u3 ,..., u N −1 }, {Z } = {z 2 , z 3 ,..., z N −1 } , [A], [I ] are full matrix and identity

matrix of order N − 1 × N − 1 . Keeping in mind the stability criteria, we preferred the
optimal four-stage, order three strong stability-preserving time-stepping Runge–Kutta (SSP-
RK43) scheme [52] to solve the system of ODE (49) with initial conditions.

3.2 Two Dimensional Problem: The two dimensional form of hyperbolic equation (1) is as
follow

∂2 u ∂2 u ∂2 u ⎛ ∂u ∂u ∂u ⎞
= + + ϕ ⎜⎜ x, y, u, , , ⎟, (x, y ) ∈ [a, b] × [c, d ], t ≥ 0 (50)
∂ t 2 ∂ x2 ∂ y 2 ⎝ ∂ t ∂ x ∂ y ⎟⎠

with some initial and boundary conditions.

The space derivatives in the hyperbolic equation (50) are approximated by the differential
quadrature methods discussed in Section 2. The equation (50) changed into a system of
second order differential equations in time
d 2 ui j N M
(2 ) ⎛ du N M
(1) ⎞
2
= ∑ ωi(,2k) uk j + ∑ ω j , k ui k + ϕ ⎜⎜ xi , y j , ui j , i j , ∑ ωi(,1k) uk j , ∑ ω j , k ui k ⎟⎟,
dt k =1 k =1 ⎝ dt k =1 k =1 ⎠ (51)
i = 1,2,..., N , j = 1,2,..., M , (xi , y j )∈ [a, b] × [c, d ], t ≥ 0

The equation (51) is a system of second order nonlinear ordinary differential equations which
is solved as the system (34) and the boundary conditions are implemented as in ref. [49].

4. Application of the Proposed Methods

In this section, the proposed methods applied on one and two dimensional problems of
hyperbolic types. The methods applied on some well known hyperbolic equations such as
telegraph, sine-Gordon, Klein-Gordon, Dissipative non-linear wave, and Vander Pol type
non-linear wave equations to check the applicability, accuracy and efficiency of the methods.
The numerical computations have been done with the help of software DEV C++ and
MATLAB. In numerical experiments L2 , L∞ and root mean square (RMS) errors are
calculated by the formulas
1/ 2 1/ 2
⎛ N ⎞ ⎛ N e2 ⎞
L2 = ⎜ ∑ ei2 ⎟ ; L∞ = max ei ; RMS = ⎜⎜ ∑ i ⎟⎟ (52)
⎝ i =1 ⎠ 1≤i ≤ N
⎝ i =1 N ⎠

( )
where ei = ui − u i , u i are approximated solutions and u i are exact solutions.

Example 4.1 (Telegraph equation with Dirichlet boundary conditions): In this example,
we consider the telegraph equation [20]

∂ 2u 2

2
(x, t ) + 2α ∂u (x, t ) + β 2u (x, t ) = ∂ u2 (x, t ) + g (x, t ), (x, t ) ∈ [0,1]× [0, T ],
∂t ∂t ∂x

with the following initial and boundary conditions

u ( x,0 ) = sin( x ), u t ( x,0 ) = 0 ; u (0, t ) = 0, u (1, t ) = cos( t ) sin(1), t≥0

The known function and exact solutions are given by

g ( x, t ) = − 2 α sin (t )sin( x ) + β 2 cos(t )sin ( x ) ; u ( x, t ) = cos (t )sin( x ).

The numerical results of problem are shown in Table 4.1 and Figure 4.1. The Table shows
L∞ , RMS and L2 errors of the PDQM and MCB-DQM at different times for α = 10, β = 5 .
The Figure compares the numerical results with the exact one for α = 20, β = 10 in 3D form.
Example 4.2 (Klein-Gordon equation with Neumann boundary conditions): Consider the
nonlinear Klein-Gordon equation [9]

∂ 2u ∂ 2u
2
+ α 2 + β u + γ u 3 = f ( x, t ), x ∈ [0, 1],
∂t ∂x

with initial and boundary conditions are given by

⎧ 2 ⎛ −1 ⎞
⎪u ( x,0) = tan⎜⎜ 2
x ⎟⎟, 0 ≤ x ≤1
⎪ 3 ⎝ 2c − 5 ⎠
⎨
⎪ −2 ⎛ −1 ⎞
⎪ut (x,0) = c 3 2 c 2 − 5 sec ⎜ 2 c 2 − 5 x ⎟, ,
2
⎜ ⎟ 0 ≤ x ≤1
⎩ ( )
⎝ ⎠

⎧ −2 ⎛ −1 ⎞
⎪u x (0, t ) = sec2 ⎜⎜ (c t )⎟⎟
⎪ ( 2
3 2c − 5 ) 2
⎝ 2c − 5 ⎠
⎨
⎪ −2 ⎛ −1 ⎞
(1, ) = sec 2
⎜ (1 + ) ⎟,
⎪
⎩
u x t
3 (
2 c 2
− )
5 ⎜ 2c − 5
⎝
2
c t ⎟
⎠

The analytical solution is given by [9]

2 ⎛ −1 ⎞
u ( x, t ) = tan ⎜⎜ 2
(x + c t )⎟⎟
3 ⎝ 2c − 5 ⎠

The results are computed with α = −2.5, β = 1, γ = 1.5, c = 0.5 and the right-hand side
function have taken f (x, t ) = 0 . Table 4.2 compares the L∞ , RMS and L2 errors of PDQM,
MCB-DQM and [26]. Figure 4.2 depicts a comparison of numerical and exact solutions at
different times in form of 3D graph.

Example 4.3 (Klein-Gordon equation with Neumann boundary conditions): We consider

the nonlinear Klein-Gordon equation ut t − α 2u x x + α u − β u 3 = 0, x ∈ [− 10, 10], with initial
and Neumann boundary conditions

⎧ α
⎪u ( x,0 ) = tanh (κ x )
⎪ β
⎨
⎪u ( x,0 ) = −c κ α sec h 2 (κ x )
⎪ t β
⎩

⎧ α
⎪u x (− 10, t ) = κ sec h 2 (κ (− 10 − ct )),
⎪ β
⎨
⎪u (10, t ) = κ α sec h 2 (κ (10 − ct )),
⎪ x β
⎩
 α
where κ= and α , β , c2 − α 2 > 0 . The exact solution is
2(c 2
−α 2
)
α
u ( x, t ) = tanh (κ ( x − ct )) .
β

The results of the problem are presented in Table 4.3 and Figure 4.3. Table 4.3 shows the
accuracy of the computed solutions with the variations of grid points in space and
α = 0.2, β = 1, c = 0.3 at time t=1.0 and compares the errors of PDQM, MCB-DQM and
[29]. The accuracy is improved when the number of grid points in space direction is
increased. Figure 4.3 delineates the space-time graph of numerical and exact solutions which
are very similar and behave like a kink wave.

Example 4.4 (Sine-Gordon equation with Dirichlet boundary conditions): Consider the
one-dimensional sine-Gordon nonlinear hyperbolic equation utt = u xx − sin u , x ∈ [− 1, 1] with
the initial conditions

⎧ ⎛ ⎛ x ⎞⎞
⎪u ( x,0 ) = 4 tan −1 ⎜⎜ exp⎜⎜ ⎟⎟
2 ⎟⎟
⎪ ⎝ ⎝ 1 − c ⎠⎠
⎪
⎪ ⎛ x ⎞
⎨ exp⎜⎜ ⎟
2 ⎟
⎪u (x,0 ) = −4c ⎝ 1− c ⎠
⎪ t ⎛ ⎛ ⎛ ⎞⎞
2
⎞
1 − c 2 ⎜⎜1 + ⎜ exp⎜⎜ ⎟
⎪ x
⎟⎟
⎪ ⎜ ⎜⎝ 2 ⎟⎟ ⎟⎟
⎩ ⎝ ⎝ 1− c ⎠⎠ ⎠

⎛ ⎛ x − ct ⎞⎞
The exact solution is given by u ( x, t ) = 4 tan −1 ⎜ exp⎜⎜ ⎟⎟ .
⎟⎟
⎜ 2
⎝ ⎝ 1− c ⎠⎠

The Dirichelt boundary conditions are taken from the exact solution. The numerical results of
problem are shown in Table 4.4 and Figure 4.4. The Table shows L∞ , RMS and L2 errors of
the PDQM and MCB-DQM at different times. The Figure compares the numerical results
with the exact one in 3D form time upto t=2.0.

Example 4.5 (Dissipative non-linear wave equation): Consider the one-dimensional

Dissipative non-linear wave equation

( )
utt = u xx − 2 uut + π 2 − 1 − 2 sin(π x ) sin (t ) sin(π x ) cos(t ), x ∈ [0, 1]

with the initial conditions

⎧u ( x,0 ) = sin (π x )
⎨
⎩ut ( x,0 ) = 0

The exact solution is given by u ( x, t ) = sin (π x ) cos (t ) .

The Dirichlet boundary conditions are taken from the exact solution. Table 4.5 shows the
L∞ , RMS and L2 errors of the PDQM and MCB-DQM at different times while the Figure
4.5 delineates the space-time graph of numerical and exact solutions which are very similar to
each other.

Example 4.6 (Vander Pol type non-linear wave equation): Consider the one-dimensional
Vander Pol type non-linear wave equation

( ) ( )
utt = u xx + γ u 2 − 1 ut + π 2 + γ 2 e −2γ t sin 2 (π x ) e −γ t sin(π x ), x ∈ [0, 1]

with the initial conditions

⎧u ( x,0 ) = sin (π x )
⎨
⎩ut ( x,0 ) = −γ sin (π x )

and Neumann boundary conditions

⎧⎪u x ( x,0 ) = π e −γ t
⎨
⎪⎩ut ( x,0) = −π e −γ t

The exact solution is given by u (x, t ) = e −γ t sin (π x ) .

The numerical results of problem are shown in Table 4.6 and Figure 4.6. The Table shows
L∞ , RMS and L2 errors of the PDQM and MCB-DQM at different times for γ = 1.0 . The
Figure compares the numerical results with the exact one for γ = 2.0 in 3D form and
concluded that solutions are very similar to each other.

Example 4.7: Consider the two dimensional sin-Gordon equation as follows [54]

∂ 2u ∂u ∂ 2 u ∂ 2 u
+ β = + − sin(u ), − 7 ≤ x, y ≤ 7, t > 0,
∂t 2 ∂t ∂x 2 ∂y 2
with initial conditions
u ( x, y,0) = 4 tan −1 (exp( x + y )), − 7 ≤ x, y ≤ 7,
4 exp( x + y )
u t ( x , y ,0 ) = − , − 7 ≤ x , y ≤ 7,
1 + exp(2 x + 2 y )
and Neumann boundary conditions

∂u 4 exp( x + y + t )
= , for x = −7 and x = 7, − 7 ≤ y ≤ 7, t > 0
∂ x exp(2 t ) + exp(2 x + 2 y )
∂u 4 exp( x + y + t )
= , for y = −7 and y = 7, − 7 ≤ x ≤ 7, t > 0
∂ y exp(2 t ) + exp(2 x + 2 y )
The exact solution of the problem with parameter β = 0 is given by
u ( x, y, t ) = 4 tan −1 (exp( x + y − t )) .
The Results of the Example are presented in Table 4.7 and Figure 4.7. Table 4.7 presents a
comparison of L2 , L∞ and RMS errors with schemes developed in [53, 54, 55]. The Table
shows that present scheme gives better accuracy than the other schemes [53, 54, 55]. Figure
4.7 shows the approximate and exact solutions for t = 3.0 s and t = 5.0 s are very similar.

Example 4.8: In this problem, the author considered a nonlinear hyperbolic wave equation
with variable coefficients over the region [0,1]× [0, 1], t > 0

( ) ( )
utt = 1 + x 2 u xx + 1 + y 2 u yy + γ u (u x + u y + ut )
( )
+ γ e −t (cosh( x )cosh( y ) − sinh( x + y )) − 1 − x 2 − y 2 e −t cosh( x )cosh( y ),

The initial and Dirichlet boundary conditions are given by

⎧u ( x, y ,0 ) = cosh( x ) cosh( y ),
⎨
⎩u t ( x, y,0 ) = − cosh( x ) cosh( y ),

⎧u (0, y, t ) = e − t cosh ( y ), 0 ≤ y ≤ 1, x = 0,
⎪
⎪u (1, y, t ) = e cosh (1)cosh ( y ), 0 ≤ y ≤ 1, x = 1,
−t

⎨
⎪u ( x,0, t ) = e cosh ( x ),
−t
0 ≤ x ≤ 1, y = 0,
⎪u ( x,1, t ) = e −t cosh ( x )cosh (1), 0 ≤ x ≤ 1, y = 1.
⎩
The exact solution of the nonlinear hyperbolic wave equation is given
u ( x, y , t ) = e − t cosh ( x )cosh ( y ) .

The numerical results of the Example 4.8 are presented in Table 4.8 in form of max absolute
errors. Table 4.8 compares the max absolute errors with [56] at different values of γ and
found that the present scheme gives better results than the scheme developed in [56]. The
Figure 4.8 shows the numerical and exact solutions at time t = 1.0 and shows that the
numerical results are in good agreements with the exact solution.

5. Conclusion and Discussion

In this paper, the author has proposed two differential quadrature methods based on Lagrange
interpolation and modified cubic B-splines to find the approximate solution of one and two
dimensional well known hyperbolic equations such as telegraph, sine-Gordon, Klein-Gordon,
Dissipative non-linear wave, and Vander Pol type non-linear wave equations. The
L∞ , RMS and L2 errors are presented in Tables with time step length Δt = 0.001 . The main
focus of the paper is to develop new technique to find the weighting coefficients of
differential quadrature method than the traditional technique of Lagrange interpolation [43]
and check the accuracy of the method. Finally, the author concludes that the proposed
methods give very accurate and similar results to the exact solutions by choosing less number
of grid points. Secondly, the methods give better accuracy than [26, 29, 53-56] by choosing
less number of grid points. Also, the methods can be applicable for the problems arise in
biological, physical and chemical phenomena.
Acknowledgements: The work is supported by Indian Institute of Technology Roorkee
under Faculty Initiation Grant (IITR/SRIC/940/FIG). Also, the author is very grateful to the
reviewers for their valuable suggestions to improve the quality of the paper.

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Table 4.1: A comparison of L∞ , RMS and L2 errors of Example 4.1 for α = 10, β = 5 at
different times.

T L∞ RMS L2
PDQM [39] MCB-DQM PDQM [39] MCB-DQM PDQM [39] MCB-DQM
0.2 2.2171E-05 4.5448E-05 3.9207E-06 1.3837E-05 1.8389E-05 6.3408E-05
0.5 1.4183E-05 4.0346E-05 1.1930E-05 1.3992E-05 1.3237E-05 6.4117E-05
1.0 6.9111E-05 7.0809E-05 1.3460E-05 1.5817E-05 2.9863E-05 7.2485E-05
1.5 2.1615E-06 8.3936E-05 1.0135E-05 2.4718E-05 7.0385E-05 1.1327E-04
2.0 2.2171E-05 7.6513E-05 2.1234E-05 3.2224E-05 8.5432E-05 1.4766E-04

Table 4.2: Comparison of L∞ , RMS and L2 errors of Example 4.2 at different time with
c = 0 .5 .
Errors Schemes t = 1.0 t = 2.0 t = 3.0 t = 4.0
PDQM 5.7579E-05 6.1644E-05 9.1261E-05 7.4117E-04
L∞ MCB-DQM 2.8325E-05 3.6172E-05 7.3428E-05 6.5180E-04
[26] 5.9964E-06 2.1973E-05 9.0893E-04 8.2945E-04
PDQM 2.8522E-05 4.1110E-05 7.7897E-05 7.5981E-04
RMS MCB-DQM 1.9410E-05 3.6713E-05 5.6249E-05 2.3693E-04
[26] 4.0559E-06 1.5691E-05 6.4470E-05 5.3306E-04
PDQM 6.4583E-05 6.9897E-05 5.2671E-05 9.9821E-05
L2 MCB-DQM 4.3087E-05 4.8957E-05 4.5161E-05 9.3353E-05
[26] 4.0761E-05 1.5769E-04 6.4920E-04 5.3572E-03

Table 4.3: Comparison of L∞ , RMS and L2 errors of Example 4.3 at time t = 1.0 with
α = 0.2, β = 1, c = 0.3 .
N [29] PDQM MCB-DQM
L∞ RMS L∞ RMS L∞ RMS
16 1.13E-02 4.42E-03 1.64E-03 9.53E-04 1.25E-04 4.15E-05
32 3.12E-03 9.40E-04 8.13E-04 6.15E-04 8.72E-06 2.11E-06
64 1.55E-04 4.10E-05 1.37E-04 3.13E-05 5.31E-07 1.53E-07
128 1.71E-07 6.72E-08 1.61E-07 4.36E-08 4.71E-08 1.56E-08
 Table 4.4: Comparison of L∞ , RMS and L2 errors of Example 4.4 at different time with
c = 0.5 .
T L∞ RMS L2
PDQM MCB-DQM PDQM MCB-DQM PDQM MCB-DQM
0.5 7.9844E-05 9.9096E-05 4.5455E-05 5.1088E-05 2.0830E-04 4.5695E-04
1.0 7.7722E-05 1.0129E-04 5.6492E-05 7.2270E-05 2.5888E-04 6.4641E-04
1.5 1.4487E-05 1.4982E-04 8.6545E-05 1.2224E-04 3.9660E-04 1.0038E-03
2.0 1.5634E-04 2.1183E-04 1.2111E-04 1.7761E-04 5.5501E-04 1.1233E-03
3.0 7.1418E-05 9.7804E-05 5.3121E-05 4.7451E-05 2.4343E-04 3.0010E-04
5.0 9.0363E-05 1.9119E-04 6.5932E-05 8.4694E-05 3.0213E-04 5.3565E-04

Table 4.5: Comparison of L∞ , RMS and L2 errors of Example 4.5 at different time.
T L∞ RMS L2
PDQM MCB-DQM PDQM MCB-DQM PDQM MCB-DQM
0.5 2.1590E-05 1.8456E-05 1.0952E-06 1.3926E-05 5.1369E-06 8.9175E-05
1.0 2.4990E-05 5.1236E05 1.4125E-05 4.0262E-05 6.6235E-05 2.5781E-04
1.5 5.1547E-05 6.6557E-05 2.8934E-05 4.4421E-05 1.3571E-04 2.8440E-04
2.0 4.9415E-05 2.9501E-05 2.7809E-05 1.8364E-05 1.3043E-04 1.1758E-04
3.0 3.2599E-05 4.8800E-05 1.8304E-05 3.4132E-05 8.5855E-05 2.1855E-04
5.0 1.0936E-04 8.9658E-05 6.1819E-05 5.6574E-05 2.8996E-04 3.6225E-04

Table 4.6: Comparison of L∞ , RMS and L2 errors of Example 4.6 at different time with
γ = 1.0 .
T L∞ RMS L2
PDQM MCB-DQM PDQM MCB-DQM PDQM MCB-DQM
0.5 3.4671E-05 5.1986E-05 1.9518E-05 3.6423E-05 9.1548E-05 2.3322E-04
1.0 3.1996E-05 5.0633E-05 1.7904E-05 3.9220E-05 8.3977E-05 2.5113E-04
1.5 3.8527E-06 4.3283E-06 2.1687E-06 2.0375E-06 1.0172E-05 1.3046E-05
2.0 9.2444E-06 1.3944E-05 5.1221E-06 1.0842E-05 2.4024E-05 6.9425E-05
3.0 9.7857E-06 1.5383E-05 5.4591E-06 1.1749E-05 2.5605E-05 7.5230E-05
5.0 3.3773E-06 5.2185E-06 1.8823E-06 3.9760E-06 8.8288E-05 2.5459E-05

Table 4.7: A comparison of L2 , L∞ and RMS errors of Example 4.7 at different time t.
T L2 -error L∞ -error RMS-error
[53] [54] PDQM MCB- [53] [54] PDQM MCB- [54] PDQM MCB-
[55] DQM [55] DQM [55] DQM
1 0.7221 0.2860 0.0005 2.90E-04 0.0350 0.0670 0.0027 3.96E-04 0.0050 0.0005 5.12E-05
3 0.7877 0.5872 0.0005 4.02E-04 0.0431 0.0834 0.0020 5.12E-04 0.0103 0.0005 8.15E-05
5 0.5167 0.8288 0.0007 7.17E-04 0.0404 0.1015 0.0033 8.34E-04 0.0145 0.0007 1.96E-04
7 0.6531 1.0706 0.0010 1.02E-03 0.0353 0.1516 0.0059 1.13E-03 0.0187 0.0011 3.89E-04
10 -------- -------- 0.0014 1.12E-03 ......... ……. 0.0112 4.56E-03 ……. 0.0014 5.87E-04
Table 4.8: Comparison of max absolute errors of Example 4.8 at different number of grid points at
T=1.0.
N=M [56] PDQM MCB-DQM
γ = 1.0 γ = 2.0 γ = 5.0 γ = 1.0 γ = 2.0 γ = 5.0 γ = 1.0 γ = 2.0 γ = 5.0
04 7.78E-04 9.22E-04 2.32E-02 4.84E-05 7.43E-04 5.77E-03 4.12E-05 7.32E-04 5.40E-03
08 4.41E-05 6.07E-05 1.27E-03 3.06E-05 4.26E-05 5.56E-04 3.52E-05 4.02E-05 5.51E-04
16 2.22E-06 3.66E-06 8.81E-05 1.21E-06 2.14E-06 1.85E-05 2.56E-06 2.10E-06 1.75E-05

Exact Solution
0.5
Numerical Solution

0.5

0
0

-0.5
-0.5 2
2
1.5 1
1.5 1 0.8
0.8 1 0.6
1 0.6
0.4 0.5 0.4
0.5 0.2
0.2
0 0 t 0 0
t x x

Figure 4.1: Numerical (MCB-DQM) (Left) and exact (Right) solutions of Example 4.1 up to
t = 2.0 s with α = 20, β = 10 , in space-time graph form.

0.7 0.7

0.6 0.6

0.5 0.5
Numerical Solution

Exact Solution

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
1 1
0.8 10 0.8 10
0.6 8 0.6 8
0.4 6 0.4 6
4 4
0.2 0.2
2 2
0 0 0 0
x x
t t

Figure 4.2: Numerical (MCB-DQM) (Left) and exact (Right) solutions of Example 4.2 up to
t = 10 s , in space-time graph form.
 0.4 0.4

0.3 0.3

0.2 0.2
Numerical Solution

0.1 0.1

Exact Solution
0 0

-0.1 -0.1

-0.2 -0.2

-0.3 -0.3

-0.4 -0.4
0 0

2 2

4 10 4 10
6 5 6 5
0 0
8 8
-5 -5
10 -10 10 -10
t x t x

Figure 4.3: Numerical (MCB-DQM) (Left) and exact (Right) solutions of Example 4.3 up to
t = 10 s , in space-time graph form.

6
6
5
5
Numerical Solution

4
Exact Solution

4
3
3
2
2
1 1
0 0
2 2
1.5 1 1.5 1
1 0.5 0.5
1
0 0
0.5 -0.5 0.5 -0.5
t 0 -1 0 -1
x t x

Example 4.4: Numerical (MCB-DQM) (Left) and exact (Right) solutions of Example 4.4 up
to t = 2.0 s , in space-time graph form.

1
Numerical Solution

0.5
Exact Solution

0.5

0
0

-0.5
2 -0.5
2
1.5 1
0.8 1.5 1
1 0.6 0.8
1 0.6
0.5 0.4 0.4
0.2 0.5
0.2
t 0 0 0 0
x t x

Example 4.5: Numerical (MCB-DQM) (Left) and exact (Right) solutions of Example 4.5 up
to t = 2.0 s , in space-time graph form.
 1
1
0.8
0.8

Exact Solution
Numerical Solution

0.6
0.6
0.4
0.4
0.2
0.2

0
0 2
2
1.5 1
1.5 1 0.8
0.8 1
1 0.6 0.6
0.4 0.5 0.4
0.5 0.2
0.2
0 0 t 0 0
t x x

Example 4.6: Numerical (MCB-DQM) (Left) and exact (Right) solutions of Example 4.6 up
to t = 2.0 s with γ = 2.0 , in space-time graph form.

t=3.0
t=3.0

10
10

8
8
Numerical Solution

Exact Solution

6
6

4
4

2 2

0 0
10 10

5 10 5 10
5 0 5
0
0 0
-5 -5
-5 -5
-10 -10 -10 -10
y y x
x

Example 4.7: Numerical (MCB-DQM) (Left) and exact (Right) solutions of Example 4.7 at
t = 3.0 .

1 1

0.9 0.9

0.8 0.8
Numerical Solution

Exact Solution

0.7 0.7

0.6 0.6

0.5 0.5

0.4 0.4

1 1
0.8 1 0.8 1
0.6 0.8 0.6 0.8
0.4 0.6 0.4 0.6
0.4 0.4
0.2 0.2
0.2 0.2
0 0 0 0
y y
x x

Figure 4.8: Numerical (MCB-DQM) (Left) and exact (Right) solutions of Example 4.8 with
time step length Δt = 0.001, γ = 1 at t = 1.0 .