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2022-08-25
Begosew Maru
http://ir.bdu.edu.et/handle/123456789/14065
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BAHIR DAR UNIVERSITY
COLLEGE OF SCIENCE
DEPARTMENT OF MATHEMATICS
A PROJECT REPORT
ON
BY
JULY, 2022
JUNE, 2022
BAHIR DAR, ETHIOPIA
Declaration
I the undersigned solemnly declare that the project report “APPLICATION OF
DIFFERENTIAL TRANSFORM METHOD FOR SOLVING NONLINEAR DIFFUSION
LIKE EQUATIONS”, is based on my own work carried out during the course of our study
under the supervision of Dr. Birilew Belayneh.
I assert the statements made and conclusions drawn are an outcome of my research work. I
further certify that the work contained in the report is original and has been done by me under the
general supervision of my supervisor.
I hereby certify that I have supervised, read and evaluated this project entitled “Application of
Differential Transform Method for solving Nonlinear Diffusion like Equations” by Begosew
Maru prepared under my guidance. I recommend that the project is submitted for oral defense.
We hereby certify that we have examined this project entitled “Application of Differential
Transform Method for solving Nonlinear Diffusion like equations ” by Begosew Maru. We
recommend that this project is approved for the degree of Master of Science in mathematics.
Board of Examiners
Primarily, I would thank God for being able to complete this project with success. Then I will
thank my advisor Dr. Birilew Belayneh, Department of Mathematics, Bahir Dar University,
under whose guidance I learned a lot about this project. His suggestions and directions have
helped in the completion of this project.
Finally, I would like to thank my parents and friends who have helped me with their valuable
suggestions and guidance and have been very helpful in various stages of project completion.
Without their help, completing this project would have been very difficult.
Table of Contents
ABSTRACT ................................................................................................................................................ 6
Acknowledgment........................................................................................................................................ 7
CHAPTER ONE......................................................................................................................................... 9
REFERENCES .........................................................................................................................................34
CHAPTER ONE
The diffusion equation is a partial differential equation that describes the variation of
temperature in a given region over a period of time. Heat equation was first formulated by
Fourier in a manuscript presented in 1807, followed by his book. The theory of the heat equation
was first developed by joseph Fourier in 1822 for the purpose of modeling how a quantity such
as heat diffuses through a given region [2].
= + + ⋯+ ,
The heat equation is one of the most famous parabolic partial differential equations. It has great
importance not only in physics but also in many other fields. The heat-like equation can be a
mathematical modeling for temperature changes of the composite materials. The heat-like
equations can be found in a wide variety of engineering and scientific applications.
In recent years, numerous works have focused on the development of more advanced and
efficient methods for solving heat-like equations such as the Adomian decomposition method
[22], variational iteration method [23] and the Adomian decomposition sumudu transform
method [24].
= ( ( ) ) + ( ) + ( ) + ( , ), =( , ,⋯ ) ℝ , ≥ 0, (1.1)
There are several well-known nonlinear diffusion equations, which are applicable in different
disciplines.
The Advection-diffusion equation is a combination of the diffusion and advection (convection)
equations, and describes physical phenomena where particles, energy, or other physical
quantities are transferred inside a physical system due to two processes: diffusion and advection
[25]. Depending on the context, the same equation can be called the convection-diffusion
equation.
=( ( ) ) − ( ) + ( ), (1.2)
where
ß is concentration gradient.
The right-hand side of the equation (1.2) is the sum of three contributions.
ß ( ) describes diffusion.
ß − ( ) describes convection or advection.
ß ( ) describes the creation (source) or destruction (sink) of the quantity.
An equation (1.2) with no C(u) term is called one dimensional advection –diffusion equation. In
particular, when we choose ( ) = , ( ) = and ( ) = 0, we have a well-known
equation called Burger’s equation.
+ = , ∈ ℝ , > 0, (1.3)
These equations used to describe the behaviour of a large range of chemical processes where
diffusion of material competes with the production of that material by some form of chemical
reaction [26]. Equation(1.2) with out advection term is called reaction diffusion equation given
by
= + ( ), (1.4)
where is the diffusion coefficient, and ( ) is a nonlinear function representing reaction term.
Inparticular, if ( ) = (1 − ),we have a well-known Reaction equation called Fisher's
equation.
= + (1 − ), (1.5)
This equation used to describe the spreading of biological populations.
Jang et.al stated that the differential transform is an iterative technique for obtaining Taylor
series solutions of differential equations. Although, the Taylor series method requires more
computational work for large orders, the present method reduces the size of computational
domain and is applicable to many problems easily [29].
Definition 1.3.1 The one-dimensional differential transform of the kth differentiable function
( ) at = is defined by
1 ( )
( )= , (1.6)
!
where ( ) is the original function and ( ) is the transformed function. The corresponding
inverse transform is defined by
( )= ( )( − ) (1.7)
1 ( )
( )= ( − ) .
!
Definition 1.3.2 For analytic and continuously differentiable function ( , ) in the domain of
interest, the two-dimensional differential transform(TDDT) at ( , ) is given by
1 ( , )
( , )= , (1.8)
! ! ( , ) ( , )
where ( , ) is the original function and ( , ) is the transformed function, which is also
called the T-function. The corresponding inverse transform of ( , ) is defined as
( , )= ( , )( − ) ( − ) . (1.9)
1 ( , )
( , )= ( − ) ( − ) . (1.10)
! ! ( , ) ( , )
1 ( , ,⋯ )
( , ,⋯ )=
! !⋯ ! ⋯ ( , ⋯ ) ( , ⋯ )
where
ß = + +⋯+ ,
ß ( , ⋯ ) is the original function,
ß ( , ,⋯ ) is the transformed function.
( , ⋯ )= ⋯ ( , ,⋯ )( − ) ( − ) ⋯( − ) .
Property 1: Linearity
If ( , )= ( , )± ( , ), then ( , ℎ) = ( , ℎ) ± ( , ℎ)
1 ( , ) 1 ( ( , )± ( , ))
( , ℎ) = =
! ℎ! ( , ) ( , )
! ℎ! ( , ) ( , )
By property of derivatives
1 ( , ) ( , )
( , ℎ) = ±
! ℎ! ( , ) ( , )
( , ) ( , )
= ±
! ℎ! ( , ) ( , )
! ℎ! ( , ) ( , )
Therefore,
( , ℎ) = ( , ℎ) ± ( , ℎ).
Property 2: Differential Transform of derivatives
( , )
If ( , )= then,
( )!( )!
( , ℎ) = ( + ,ℎ + )
! !
( , )
Proof: Suppose ( , )= then, by definition of DT
1 ( , )
( , ℎ) =
! ℎ! ( , ) ( , )
( , )
1
=
! ℎ!
( , ) ( , )
( ) ( )
1 ( , )
= ( ) ( )
! ℎ! ( , ) ( , )
( + )! (ℎ + )!
= ( + ,ℎ + )
! ℎ!
Therefor
( + )! (ℎ + )!
( , ℎ) = ( + ,ℎ+ )
! ℎ!
If ( , ) = ( , ) ( , ) then,
ℎ
( , ℎ) = ( , ℎ − ) ( − , ).
=0 =0
1 ( , ) ( , )
( , ℎ) =
! ℎ! ( , ) ( , )
1 ( , ) ( , )
= ( , ) + ( , )
! ℎ! ( , ) ( , )
1 ( , ) ( , )
(1,0) = ( , ) + ( , )
1! 0! ( , ) ( , )
1 ( , ) ( , )
(2,0) = = (2,0) (0,0) + (1,0) (1,0) + (0,0) (2,0),
2! 0! ( , ) ( , )
(1,2) = (1,2) (0,0) + (1,1) (0,1) + (1,0) (0,2) + (0,2) (1,0) + (0,1) (1,1)
+ (0,0) (1,2),
In general, we have
ℎ
( , ℎ) = ( , ℎ − ) ( − , ).
=0 =0
If ( , )= then,
( , ℎ) = ( − ) (ℎ − ),
where
1, = ℎ=
( − ) (ℎ − ) = .
0, ℎ
1 ( )
=
! ℎ! ( , ) ( , )
1 1
=
! ℎ!
= ( − ) (ℎ − ),
where
1, = 1, ℎ =
( − )= and (ℎ − ) =
0, ≠ 0 ℎ≠
Therefor
( , ℎ) = ( − ) (ℎ − ),
where
1, = and ℎ =
( − ) (ℎ − ) =
0, ≠ and ℎ ≠
If ( , )= then,
( , ℎ) = .
! ℎ!
Proof: By definition, we have
1 ( , )
( , ℎ) =
! ℎ! ( , ) ( , )
1
=
! ℎ! ( , ) ( , )
1
=
! ℎ!
=
! ℎ!
Therefor
( , ℎ) =
! ℎ!
Property 6: Differential transform of Trigonometric functions
If ( , )= sin( + ) then,
ℎ
( , ℎ) = ( − ) sin + .
ℎ! 2
Proof: By definition, we have
1 ( , )
( , ℎ) =
! ℎ! ( , ) ( , )
1 sin( + )
=
! ℎ! ( , ) ( , )
1 1 sin( + )
=
! ℎ!
ℎ
= ( − ) sin +
ℎ! 2
Therefore
ℎ
( , ℎ) = ( − ) sin +
ℎ! 2
CHAPTER TWO
2.1. Introduction
In this chapter, the Differential Transform method will be applied to solve the nonlinear
diffusion equations, which arise in describing many problems of engineering and physics. We
consider well-known diffusion like equation; namely, advection-diffusion equation, reaction-
diffusion equation and advection- reaction-diffusion equation.
The Differential transform, whose definition and properties are presented in the first chapter
plays great roles in solving different initial value problems of differential equations. The
concept of differential transform method has been introduced to solve linear and nonlinear initial
value problems in electric circuit analysis. The differential transform method (DTM) is a semi-
numerical–analytic technique that formalizes the Taylor series in a totally different manner. The
Taylor series method is computationally time-consuming for large orders. With this technique,
the given partial differential equation and related initial conditions are transformed into a
recurrence equation, that finally leads to the solution of a system of algebraic equations as
coefficients of a power series solution[27,28].
=( ( ) ) + ( ) + ( ) + ( , ), (2.1)
( , 0) = ( ) (2.2)
Step 1: Apply the Differential Transform to both sides of (2.2) gives
( , 0) = ( ), (2.3)
where
( ) is differential transform of ( ) at = 0.
Step 2: By applying the Differential Transform to both sides of (2.1) and rearranging terms, we
obtain a recurrence formula for the unknown ( , ℎ).That is
(ℎ + 1) ( , ℎ + 1) = ( , ℎ) + ( , ℎ) + ( , ℎ) + ( , ℎ) (2.4)
where
Step 3:Use the transformed initial conditions (2.3)and the recurrence formula (2.4)to determine
the unknown ( , ℎ) for some , ℎ = 0,1,2, … ,
Step 4: Use the Differential invers transform formula (1.9) to obtain an approximation solution
( , ) as
( , )= ( , ℎ) .
+ − = ( , ), 0≤ ≤ 1, > 0, (2.5)
( , 0) = ( ), 0≤ ≤ 1. (2.6)
⎧ ⎡ ( + 2)! ⎤
( + 2, ℎ)
⎪
⎪ 1 ⎢ ! ⎥
( , ℎ + 1) = ⎢ ⎥
ℎ + 1⎢ ⎥ (2.7)
⎨ ⎢− ( − + 1) ( , ℎ − ) ( − + 1, + ⎥
⎪
⎪ ⎣ ⎦
⎩ ( , 0) = ( )
where
+ − =0
( , 0) = ( ) = 2
( , 0) = ( ) = 2 ( − 1)
2, =1
= (2.8)
0, ≠1
Then for , ℎ = 0,1,2, … , , and from the recurrence formula (2.7), we get
( + 2)!
( , 1) = ( + 2,0) − ( − + 1) ( , 0) ( − + 1,0)
!
−4 , =1
=
0, ≠1
( + 2)!
⎡ ( + 2,1) ⎤
1⎢ ! ⎥
( , 2) = ⎢ ⎥
2
⎢− ( − + 1) ( , 1 − ) ( − + 1, )⎥
⎣ ⎦
8 , =1
=
0, ≠1
( + 2)!
⎡ ( + 2,2) ⎤
1⎢ ! ⎥
( , 3) = ⎢ ⎥
3
⎢− ( − + 1) ( , 2 − ) ( − + 1, )⎥
⎣ ⎦
−16 , =1
=
0, ≠1
In the same manner, the rest of the components were obtained by using the recursive formula
of (2.7).
( )
( , ℎ) = (−1) 2 , =1
0, otherwise
( , )= ( , ℎ) = (1, ℎ)
= (−1) 2( )
( , )=2 −4 +8 − 16 + 32 −⋯
( , ) = 2 (1 − 2 +4 −8 + 16 − ⋯)
=2 (−2 )
This is a geometric series with first term 1, and common ratio −2 . Therefore, the exact
solution in closed form is given by
2 −1
( , )= , ≠ .
1+2 2
+ − =
, (2.9)
( , 0) = ( ) = 2
( , ℎ + 1)
⎡ ( + 2)! ⎤
( + 2, ℎ)
1 ⎢ ! ⎥
= ⎢ ⎥ , (2.10)
ℎ + 1⎢ ⎥
⎢− ( − + 1) ( , ℎ − ) ( − + 1, + ( − 1) (ℎ − 1)⎥
⎣ ⎦
Then for , ℎ = 0,1,2, … , , and from the recurrence formula (2.10), we get
( + 2)!
( , 1) = ( + 2,0)
!
− ( − + 1) ( , 0) ( − + 1,0) + ( − 1) (ℎ − 1)
−4 , =1 ℎ≠1
=
0, otherwise
( + 2)!
⎡ ( + 2,1) ⎤
1⎢ ! ⎥
( , 2) = ⎢ ⎥
2
⎢− ( − + 1) ( , 1 − ) ( − + 1, ) + ( − 1) (ℎ − 1)⎥
⎣ ⎦
( + 2)!
⎡ ( + 2,1) ⎤
1⎢ ! ⎥
( , 2) = ⎢ ⎥
2
⎢− ( − + 1) ( , 1 − ) ( − + 1, ) + ( − 1) (ℎ − 1)⎥
⎣ ⎦
8 + 1, = 1, ℎ = 1
=
0, ≠1
( + 2)!
⎡ ( + 2,2) ⎤
1⎢ ! ⎥
( , 3) = ⎢ ⎥
3
⎢− ( − + 1) ( , 2 − ) ( − + 1, ) + ( − 1) (ℎ − 1)⎥
⎣ ⎦
−16 , = 1, ℎ ≠ 1
=
0, otherwise
In the same manner, the rest of the components were obtained by using the recursive formula
of (2.10).
( , )= ( , ℎ)
( , ) =2 −4 + (8 + 1) − 16 + 32 −⋯
= + 2 (1 − 2 +4 −8 + 16 − ⋯)
From I, we get
2
2 (1 − 2 +4 −8 + 16 −⋯) =
1+2
2 −1
( , )= + , ≠
1+2 2
2.3.2 Solving Reaction-Diffusion equations
A reaction-diffusion equation comprises a reaction term and a diffusion term. In this section, we
consider some initial value problem for nonlinear reaction-diffusion type Fishers equation in
order to show the application of differential transform method.
= ( ) + (1 − ) + ( , ), (2.11)
( , 0) = ( ), 0≤ ≤ 1. (2.12)
1
( , ℎ + 1) = + ( , ℎ) − ( ,ℎ − ) ( − , ) + , (2.13)
ℎ+1
( , 0) = ( ),
= + (1 − ),
(2.14)
( , 0) = 2
( , 0) = 2 ( − 1)
2, =1
= (2.15)
0, ≠1
⎡ ( − + 2)!
( , ℎ − ) ( − + 2, )⎤
1 ⎢ ( − )! ⎥
( , ℎ + 1) = ⎢ ⎥ (2.16)
ℎ + 1⎢ ⎥
⎢+ ( , ℎ) − ( ,ℎ − ) ( − , ) ⎥
⎣ ⎦
For , ℎ = 0,1,2, … , , from (2.16),we get
(2,1) = 12 (0,0) (4,0) + 6 (1,0) (3,0) + 2 (2,0) (2,0) + (2,0) − (2 (0,0) (2,0)
+ (1,0) (1,0)) = −4
(3,1) = 20 (0,0) (5,0) + 12 (1,0) (4,0) + 8 (2,0) (3,0) + (3,0) − 2 (0,0) (3,0)
− 2 (1,0) (2,0) = 0
1
(0,2) = (2 (0,0) (2,1) + 2 (0,1) (2,0) + (0,1) − 2 (0,0) (0,1)) = 0
2
1
(1,2) = (6[ (0,0) (3,1) + (0,1) (3,0)] + 2[ (1,1) (2,0) + (1,0) (2,1)] + (1,1)
2
− 2 [ (0,1) (1,0) + (0,0) (1,1)]) = −8
In the same manner, the rest of the components were obtained by using the recursive formula
of (2.16).
( , )= ( , ℎ)
Therefore,
( , )=2 +2 −4 +( −8 ) + ⋯.
= + (1 − ) + sin( )
, (2.17)
( , 0) = 2
Taking differential transform to (2.17), we get
( , ℎ + 1)
⎡ ( − + 2)! ⎤
( , ℎ − ) ( − + 2, )
1 ⎢ ( − )! ⎥
= ⎢ ⎥, (2.18)
ℎ + 1⎢ 1 ℎ ⎥
⎢+ ( , ℎ) − ( ,ℎ − ) ( − , )+ ( − 1) sin ⎥
⎣ ℎ! 2 ⎦
Then for , ℎ = 0,1,2, … , , and from the recurrence formula (2.18), we get
(2,1) = 12 (0,0) (4,0) + 6 (1,0) (3,0) + 2 (2,0) (2,0) + (2,0) − (2 (0,0) (2,0)
+ (1,0) (1,0)) = −4
(3,1) = 20 (0,0) (5,0) + 12 (1,0) (4,0) + 8 (2,0) (3,0) + (3,0) − 2 (0,0) (3,0)
− 2 (1,0) (2,0) = 0
1
(0,2) = (2 (0,0) (2,1) + 2 (0,1) (2,0) + (0,1) − 2 (0,0) (0,1)) = 0
2
1
(1,2) = (6[ (0,0) (3,1) + (0,1) (3,0)] + 2[ (1,1) (2,0) + (1,0) (2,1)] + (1,1)
2
− 2 [ (0,1) (1,0) + (0,0) (1,1)]) = −8 +1
In the same manner, the rest of the components were obtained by using the recursive formula
of (2.18).
( , )= ( , ℎ)
Therefore,
( , )=2 +2 −4 +( − 8 + 1) + ⋯.
=( ( ) ) − ( ) + ( ) + ( , ), (2.19)
( , 0) = ( ), 0≤ ≤1 (2.20)
1
( , ℎ + 1) = − + + , (2.21)
ℎ+1
( , 0) = ( ). (2.22)
= + + ( − )
, (2.23)
( , 0) =
1
( , 0) = .
!
By virtue of (2.21), we have
( , ℎ + 1)
( + 2)!
( + 2, ℎ) + ( − + 1) ( , ℎ − ) ( − + 1, )
1 ⎛ ! ⎞
= ⎜ ⎟ (2.24)
(ℎ + 1) ⎜ ⎟
+ ( , ℎ) − ( ,ℎ− ) ( − , )
⎝ ⎠
1
(0,2) = 2 (2,1) + (0,1) (1,0) + (0,0) (1,1) + (0,1) − 2 (0,1) (0,0) = 3
2
1
(1,2) = (12 (3,1) + 2 (0,0) (2,1) + 2 (1,1) (1,0) + (1,1) − 2 (0,1) (1,0)
2
7
− 2 (0,0) (1,1)) =
2
In the same manner, the rest of the components were obtained by using the recursive formula
of (2.24).
( , )= ( , ℎ)
3 7
( , ) =1+2 +3 +2 + + +⋯
2 2
II. If ( , ) = , then the problem (2.19)-(2.20) becomes
= + + ( − )+
, (2.25)
( , 0) =
( , ℎ + 1)
( + 2)!
( + 2, ℎ) + ( − + 1) ( , ℎ − ) ( − + 1, )
1 ⎛ ! ⎞
= ⎜ ⎟ (2.26)
(ℎ + 1) ⎜ ⎟
+ ( , ℎ) − ( , ℎ − ) ( − , ) + (ℎ − 1)
⎝ ⎠
1
(0,2) = (2 (2,1) + (0,1) (1,0) + (0,0) (1,1) + (0,1) − 2 (0,1) (0,0) + 1) = 4
2
1
(1,2) = (12 (3,1) + 2 (0,0) (2,1) + 2 (1,1) (1,0) + (1,1) − 2 (0,1) (1,0)
2
9
− 2 (0,0) (1,1) + 1) =
2
In the same manner, the rest of the components were obtained by using the recursive formula
of (2.26).
3 9
( , ) =1+2 +4 +2 + + +⋯
2 2
SUMMARY
In this project, we have shown applications of the differential transform method for solving
nonlinear diffusion like equations. This method is better than numerical methods, since it is free
from rounding off error, and does not require large computer power. Therefore, this method can
be applied to many nonlinear differential equations without linearization, discretization or
perturbation.
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