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Abstract
A powerful, easy-to-use analytic tool for nonlinear problems in general, namely the
homotopy analysis method, is further improved and systematically described through a
typical nonlinear problem, i.e. the algebraically decaying viscous boundary layer flow
due to a moving sheet. Two rules, the rule of solution expression and the rule of co-
efficient ergodicity, are proposed, which play important roles in the frame of the ho-
motopy analysis method and simplify its applications in science and engineering. An
explicit analytic solution is given for the first time, with recursive formulas for coeffi-
cients. This analytic solution agrees well with numerical results and can be regarded as a
definition of the solution of the considered nonlinear problem.
2002 Elsevier Inc. All rights reserved.
1. Introduction
0096-3003/$ - see front matter 2002 Elsevier Inc. All rights reserved.
doi:10.1016/S0096-3003(02)00790-7
500 S. Liao / Appl. Math. Comput. 147 (2004) 499–513
the d-expansion method [4] and the AdomianÕs decomposition method [5], have
been developed. Different from perturbation techniques, these nonperturbative
methods are independent upon small parameters. However, both of the per-
turbation techniques and the nonperturbative methods themselves can not
provide us with a simple way to adjust or control the convergence region and
rate of given approximate series.
Liao [6] proposed a powerful analytic method for nonlinear problems,
namely the homotopy analysis method [7–13]. Different from all reported
perturbation and nonperturbative techniques mentioned above, the homotopy
analysis method itself provides us with a convenient way to control and adjust
the convergence region and rate of approximation series, when necessary.
Briefly speaking, the homotopy analysis method has the following advantages
• it is valid even if a given nonlinear problem does not contain any small/large
parameters at all;
• it itself can provide us with a convenient way to adjust and control the con-
vergence region and rate of approximation series when necessary;
• it can be employed to efficiently approximate a nonlinear problem by choos-
ing different sets of base functions.
a
X
N
ið1þaÞ
f ðn n0 Þ c01i ci ðn n0 Þ ; ð7Þ
i¼0
where
1j
a¼ ð8Þ
1þj
and the coefficients ci are given by recursive formulas and the coefficients c0 ; n0
are determined by an iterative numerical approach. Thus, rigorously speaking,
KuikenÕs solution is semi-analytic and semi-numerical one. Besides, the above
expression is valid only for n n0 1, because it is singular at n ¼ n0 . To the
best of our knowledge, no one has reported an explicit, purely analytic solution
of (5) and (6), valid in the whole region 0 6 n 6 þ 1.
In this paper the homotopy analysis method is further improved and sys-
tematically described in a usual procedure through a typical example men-
tioned above. Two rules are described, which play important roles in the frame
of the homotopy analysis method and simplify its applications in science and
engineering. An explicit analytic solution of above nonlinear problem is given
for the first time.
The application of the homotopy analysis method starts from the analysis of
asymptotic property of the considered problem, if possible. Due to the
boundary condition (6), F 0 ðnÞ ! 0 as n ! þ1. So, it is important to quali-
tatively analyze the asymptotic property of F ðnÞ at infinity. Does F 0 ðnÞ ! 0
502 S. Liao / Appl. Math. Comput. 147 (2004) 499–513
exponentially or algebraically? Kuiken [14] pointed out that when 0 < j < 1
Eqs. (5) and (6) have solutions with the algebraic property
F ðnÞ na ð9Þ
for large n, where a defined by (8) is obtained by substituting the main term
F na into (5) for large n. Thus, F 0 ðnÞ na1 algebraically decays to zero as
n ! þ1.
The analysis of asymptotic property of a nonlinear problem often provides
us with a lot of valuable information, which often greatly increase convergence
rate of approximate series. However it had to be pointed out that sometimes it
is hard to analyze asymptotic properties of a given nonlinear problem at in-
finity.
Due to the asymptotic property (9) and Eqs. (5) and (6), it is natural to
assume that F ðnÞ can be expressed by the set of base function
a man
fð1 þ nÞ ; 1; ð1 þ nÞ jma n < 0; m P 1 and n P 1 are integersg
ð10Þ
so that F ðnÞ can be expressed by
a
X
þ1 X
þ1
mðanÞ
F ðnÞ ¼ a þ ð1 þ nÞ bm;n ð1 þ nÞ ; ð11Þ
m¼0 n¼1
where a and bm;n are coefficients. This provides us with the rule of solution
expression.
Due to the boundary conditions (6) and the rule of solution expression
described by (11), it is straightforward to choose
ð1 þ nÞa 1
F0 ðnÞ ¼ ð12Þ
a
as the initial approximation of F ðnÞ. Furthermore, due to the boundary con-
ditions (6) and the foregoing rule of solution expression, it is natural to choose
the auxiliary linear operator
o3 Uðn; qÞ
3
2
2 o Uðn; qÞ
L½Uðn; qÞ ¼ ð1 þ nÞ 3
þ 2ð1 aÞð1 þ nÞ
on on2
oUðn; qÞ
að1 aÞð1 þ nÞ ð13Þ
on
S. Liao / Appl. Math. Comput. 147 (2004) 499–513 503
ð1 qÞL½Uðn; qÞ F0 ðnÞ ¼
hqH ðnÞN½Uðn; qÞ; ð17Þ
When q ¼ 1, the zero-order deformation equations (17) and (18) are equivalent
to the original Eqs. (5) and (6) so that
where
1 om Uðn; qÞ
Fm ðnÞ ¼ : ð22Þ
m! oqm q¼0
Assume that the above series is convergent when q ¼ 1, we have due to (20)
that
X
þ1
F ðnÞ ¼ F0 ðnÞ þ Fm ðnÞ: ð23Þ
m¼1
X
m1
000 00
¼ Fm1 ðnÞ þ ½ðj 1ÞFn ðnÞFm1n ðnÞ 2jFn0 ðnÞFm1n
0
ðnÞ ð26Þ
n¼0
and
0; when m 6 1;
vm ¼ ð27Þ
1; when m P 2:
The mth-order deformation equations (24) and (25) are linear and thus can
be easily solved, especially by means of symbolic computation software such as
Mathematica, Maple, MathLab and so on. The value of c in the auxiliary
function H ðnÞ defined by (16) is determined by both of the foregoing rule of
solution expression and the so-called rule of coefficient ergodicity, i.e. all co-
efficients of the solution can be modified when the order of approximation tends to
infinity. Due to the rule of solution expression described by (11), c should be an
integer. It is found that when c P 2 the solution contains the terms ð1 þ nÞaþ1
S. Liao / Appl. Math. Comput. 147 (2004) 499–513 505
Using the auxiliary function (28) and solving first several mth-order defor-
mation equations (24) and (25) for m ¼ 1; 2; 3; . . ., we find that Fm ðnÞ can be
expressed in general by
X
m 2X
mi
Fm ðnÞ ¼ Am þ ð1 þ nÞa Bi;j
m ð1 þ nÞ
iaj
; ð29Þ
i¼0 j¼i
i;j hci;j
Bi;j
m ¼ vm vmþ1i v2mij Bm1 þ
m
ð30Þ
ðia jÞðia j 1Þ½ði þ 1Þa j
for 0 6 i 6 m; i 6 j 6 2m i when i2 þ j2 6¼ 0 and
ðia jÞðia j 1Þ½ði þ 1Þa j 6¼ 0;
where
i;j2
ci;j
m ¼ vmþ1i vji ½ði þ 1Þa j½ði þ 1Þa j þ 1½ði þ 1Þa j þ 2Bm1
X
m1 X
minfn;i1g X
minf2nr;rþjig
Di;j
m ¼
n¼0 r¼maxf0;iþnmg s¼maxfr;iþjþ2n2mrg
ir1;js1
½ði rÞa j þ s½ði rÞa j þ s þ 1Br;s
n Bm1n ; ð33Þ
506 S. Liao / Appl. Math. Comput. 147 (2004) 499–513
X
minfm1i;Qð2mij1Þ=2g
bi;j
m ¼ ½ði þ 1Þa j½ði þ 1Þa j þ 1An Bi;j1
m1n ð34Þ
n¼0
and
Qð2kÞ ¼ Qð2k þ 1Þ ¼ 2k ð35Þ
for integers k P 0. Besides,
Bi;j
m ¼ 0 when ðia jÞðia j 1Þ½ði þ 1Þa j ¼ 0: ð36Þ
Due to the boundary condition (25), we have
X2m X mi
m 2X
j j
B0;0
m ¼ 1 B 0;j
m i þ 1 Bi;j
m; ð37Þ
j¼1
a i¼1 j¼i
a
m 2X
X mi
Am ¼ Bi;j
m: ð38Þ
i¼0 j¼i
Note that the coefficients of above expression are dependent upon the
auxiliary parameter h. Assuming that h is so properly chosen that the above
series converges, we have the explicit analytic solution
" #
XM
a
X
m 2X mi
iaj
i;j
F ðnÞ ¼ lim Am þ ð1 þ nÞ Bm ð1 þ nÞ : ð41Þ
M!þ1
m¼0 i¼0 j¼i
Proof. Due to the definition (27) of vm and the mth-order deformation equation
(24), it holds
X M X
M
hH ðnÞ
Rm ðnÞ ¼ L½Fm ðnÞ vm Fm1 ðnÞ ¼ L½FM ðnÞ:
m¼1 m¼1
Thus, due to the definition (13) of L and above two expressions, we have
X
þ1
hH ðnÞ
Rm ðnÞ ¼ lim L½FM ðnÞ ¼ L lim FM ðnÞ ¼ 0;
M!þ1 M!þ1
m¼1
which gives
X
þ1
Rm ðnÞ ¼ 0
m¼1
because both of the auxiliary parameter h and the auxiliary function H ðnÞ
defined by (28) are nonzero. Substituting the definition (26) of Rm ðnÞ into above
expression, we have
" # " # " #
Xþ1
d3 Xþ1 X
þ1
d2 X þ1
Rm ðnÞ ¼ 3 Fm ðnÞ þ ðj 1Þ Fm ðnÞ Fm ðnÞ
m¼1 dn m¼0 m¼0 dn2 m¼0
" # " #
d X þ1
d Xþ1
2j Fm ðnÞ Fm ðnÞ ¼ 0: ð42Þ
dn m¼0 dn m¼0
Besides, using the boundary conditions (25) and the definition (12) of the
initial guess F0 ðnÞ, we have
X
þ1 X
þ1 X
þ1
Fm ð0Þ ¼ 0; Fm0 ð0Þ ¼ 1; Fm0 ðþ1Þ ¼ 0: ð43Þ
m¼0 m¼0 m¼0
must be an exact solution of equations (5) and (6). This ends the proof.
Note that the solution (41) contains the auxiliary parameter h, which we
have great freedom to choose. The validity of foregoing analytic approach is
based on such an assumption that the series (21) converges at q ¼ 1. It is the
508 S. Liao / Appl. Math. Comput. 147 (2004) 499–513
45
30
F(ξ)
15
0
0 250 500 750 1000
ξ
Fig. 1. Comparison of the exact result (44) of F ðnÞ with the analytic approximations (40) given by
the homotopy analysis method when j ¼ 1=3 and h ¼ 1. Dashed line: 10th-order HAM appro-
ximation; solid line: 20th-order HAM approximation; circle: exact solution (44).
S. Liao / Appl. Math. Comput. 147 (2004) 499–513 509
Table 1
The value of F 00 ð0Þ when j ¼ 1=3 at the nth-order of approximation given by the homotopy
analysis method with h ¼ 1
n F 00 ð0Þ given by the homotopy analysis method
5 )0.56360
10 )0.56158
15 )0.56139
20 )0.56141
25 )0.56143
30 )0.56144
35 )0.56145
40 )0.56145
0.75
0.5
0.25
0
0 5 10 15 20
Fig. 2. Comparison of the numerical results of F 0 ðnÞ with the analytic approximations (40) given by
the homotopy analysis method when h ¼ 1. Dashed line: 10th-order HAM approximation when
j ¼ 1=5; dash-dotted line: 10th-order HAM approximation when j ¼ 2=5; dash-dot-dotted line:
10th-order HAM approximation when j ¼ 3=5; solid line: 20th-order HAM approximation when
j ¼ 4=5; circle: numerical solution when j ¼ 1=5; square: numerical solution when j ¼ 2=5; filled
circle: numerical solution when j ¼ 3=5; filled square: numerical solution when j ¼ 4=5.
3. Homotopy-Padé approach
we have
Pn
o2 Uðn; qÞ i¼0 rn;i q
i
2 P n ; ð49Þ
on n¼0 1 þ i¼1 qn;i qi
which gives due to (20) that
Pn
i¼0 rn;i
F 00 ð0Þ P n ð50Þ
1 þ i¼1 qn;i
by setting q ¼ 1. It is interesting that all of the functions n;i ðnÞ, ln;i ðnÞ and the
constants rn;i , qn;i are independent upon the auxiliary parameter h. Thus, the
results given by the homotopy-Pade approach are independent upon the aux-
iliary parameter h. Besides, it is found that the homotopy-Pade approximant
converges faster than the traditional Pade approximant. The same qualitative
conclusions were reported by Liao and Cheung [13].
It is found that when j ¼ 1=3 the ½n; n homotopy-Pade approximant of
F 00 ð0Þ converges quickly to the exact value F 00 ð0Þ ¼ 0:56144919, as shown in
Table 2. Besides, the corresponding ½5; 5 homotopy-Pade approximant of F ðnÞ
is more accurate than the 10th-order approximation and agrees well with the
exact solution (44), as shown in Fig. 3. Furthermore, it is found that the ho-
motopy-Pade approaches mentioned above are valid for the whole 0 < j < 1
S. Liao / Appl. Math. Comput. 147 (2004) 499–513 511
Table 2
The ½n; n homotopy-Pade approximant of F 00 ð0Þ when j ¼ 1=3
n Homotopy-Pade approximant of F 00 ð0Þ
2 )0.5609771
4 )0.5613269
6 )0.5616108
8 )0.5614565
10 )0.5614483
12 )0.5614489
14 )0.5614449
16 )0.56144923
17 )0.56144921
18 )0.56144923
19 )0.56144919
20 )0.56144919
45
40
35
30
25
F(ξ)
20
15
10
0
0 250 500 750 1000
ξ
Fig. 3. Comparison of the exact solution (44) of F ðnÞ with the homotopy-Pade approximation (47)
when j ¼ 1=3. Dashed line: ½1; 1 homotopy-Pade approximation; dash-dotted line: ½3; 3 homot-
opy-Pade approximation; solid line: ½5; 5 homotopy-Pade approximation; circle: exact solution
(44).
and the corresponding series of F ðnÞ and F 00 ð0Þ converge rather quickly. The
convergent analytic results of F 00 ð0Þ are listed in Table 3, which agree quite well
with KuikenÕs numerical results [14].
512 S. Liao / Appl. Math. Comput. 147 (2004) 499–513
Table 3
The convergent analytic values of F 00 ð0Þ given by the homotopy analysis method
j F 00 ð0Þ
0.1 )0.215052
0.2 )0.381913
0.3 )0.519994
0.4 )0.638989
0.5 )0.744394
0.6 )0.839613
0.7 )0.926891
0.8 )1.007792
0.9 )1.083447
4. Conclusions
Acknowledgements
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