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1 s2.0 S0096300302003685 Main
1 s2.0 S0096300302003685 Main
www.elsevier.com/locate/amc
Abstract
In this paper, two-dimensional differential transform method of solution of the initial
value problem for partial differential equations (PDEs) have been studied. New theo-
rems have been added and some linear and nonlinear PDEs solved by using this method.
The method can be easily applied to linear or nonlinear problems and is capable of
reducing the size of computational work. In this work, additionally, analytical form
solutions of two diffusion problems have been obtained and the solutions are compared
very well with those obtained by decomposition method.
Ó 2002 Elsevier Science Inc. All rights reserved.
1. Introduction
In this study, a new transformation method has been used to solve linear
and nonlinear partial differential equations (PDEs). The concept of differential
transform was first introduced by Zhou [1], who solved linear and nonlinear
initial value problems in electric circuit analysis. Chen and Ho [2] developed
this method for PDEs and obtained closed form series solutions for linear and
nonlinear initial value problems. The transformation method, is called two-
dimensional differential transform, is different from the high-order Taylor
series method, which consists of computing the coefficients of the Taylor series
of the solution using the initial data and the partial differential equation
0096-3003/02/$ - see front matter Ó 2002 Elsevier Science Inc. All rights reserved.
doi:10.1016/S0096-3003(02)00368-5
362 F. Ayaz / Appl. Math. Comput. 143 (2003) 361–374
method. But, the Taylor series method requires more computational work for
large orders. Jang [3] states that ‘‘the differential transform is an iterative
procedure for obtaining Taylor series solutions of differential equations’’. This
method reduces the size of computational domain and applicable to many
problems easily.
In the present work, in order to extent applications of the two-dimensional
differential transform method to different problems, new theorems have been
added to the theory and two diffusion problems have been solved and com-
pared with the decomposition method. Additionally, two different initial value
problem has also been considered to demonstrate its feasibility in solving
PDEs.
where wðx; yÞ is the original function and W ðk; hÞ is the transformed function.
The transformation is called T-function and the lower case and upper case
letters represent the original and transformed functions respectively. The dif-
ferential inverse transform of W ðk; hÞ is defined as
X
1 X
1
wðx; yÞ ¼ W ðk; hÞxk y h ; ð2Þ
k¼0 h¼0
The following theorems have been proved in [2] and will only be mentioned
here in order to use in Theorems 8–13.
Theorem 1. If wðx; yÞ ¼ uðx; yÞ vðx; yÞ; then W ðk; hÞ ¼ U ðk; hÞ V ðk; hÞ.
Theorem 2. If wðx; yÞ ¼ kuðx; yÞ, then W ðk; hÞ ¼ kU ðk; hÞ. Here, k is a constant.
Theorem 8. If
ouðx; yÞ ovðx; yÞ
wðx; yÞ ¼ ;
ox ox
then
X
k X
h
W ðk; hÞ ¼ ðr þ 1Þðk r þ 1ÞU ðr þ 1; h sÞV ðk r þ 1; sÞ:
r¼0 s¼0
¼ 3U ð3; 0ÞV ð1; 0Þ þ 4U ð2; 0ÞV ð2; 0Þ þ 3U ð1; 0ÞV ð3; 0Þ; ð8Þ
W ð1; 1Þ ¼ 2U ð2; 1ÞV ð1; 0Þ þ 2U ð2; 0ÞV ð1; 1Þ þ 2U ð1; 1ÞV ð2; 0Þ
þ 2U ð1; 0ÞV ð2; 1Þ; ð10Þ
W ð2; 2Þ ¼ 3U ð3; 2ÞV ð1; 0Þ þ 3U ð3; 1ÞV ð1; 1Þ þ 3U ð3; 0ÞV ð1; 2Þ
þ 4U ð2; 2ÞV ð2; 0Þ þ 4U ð2; 1ÞV ð2; 1Þ þ 4U ð2; 0ÞV ð2; 2Þ
þ 3U ð1; 2ÞV ð3; 0Þ þ 3U ð1; 1ÞV ð3; 1Þ þ 3U ð1; 0ÞV ð3; 2Þ: ð11Þ
In general, we have
k X
X h
W ðk; hÞ ¼ ðr þ 1Þðk r þ 1ÞU ðr þ 1; h sÞV ðk r þ 1; sÞ:
r¼0 s¼0
ð12Þ
Theorem 9. If
ouðx; yÞ ovðx; yÞ
wðx; yÞ ¼ ;
oy oy
then
X
k X
h
W ðk; hÞ ¼ ðh s þ 1Þðs þ 1ÞU ðr; h s þ 1ÞV ðk r; s þ 1Þ:
r¼0 s¼0
¼ U ð0; 1ÞV ð2; 1Þ þ U ð1; 1ÞV ð1; 1Þ þ U ð2; 1ÞV ð0; 1Þ; ð15Þ
W ð0; 1Þ ¼ 2U ð0; 2ÞV ð0; 1Þ þ 2U ð0; 1ÞV ð0; 2Þ; ð16Þ
W ð1; 1Þ ¼ 2U ð0; 2ÞV ð1; 1Þ þ 2U ð0; 1ÞV ð1; 2Þ þ 2U ð1; 2ÞV ð0; 1Þ
þ 2U ð1; 1ÞV ð0; 2Þ; ð17Þ
F. Ayaz / Appl. Math. Comput. 143 (2003) 361–374 365
W ð2; 2Þ ¼ 3U ð0; 3ÞV ð2; 1Þ þ 4U ð0; 2ÞV ð2; 2Þ þ 3U ð0; 1ÞV ð2; 3Þ
þ 3U ð1; 3ÞV ð1; 1Þ þ 4U ð1; 2ÞV ð1; 2Þ þ 3U ð1; 1ÞV ð1; 3Þ
þ 3U ð2; 3ÞV ð0; 1Þ þ 4U ð2; 2ÞV ð0; 2Þ þ 3U ð2; 1ÞV ð0; 3Þ: ð18Þ
In general, we have
k X
X h
W ðk; hÞ ¼ ðh s þ 1Þðs þ 1ÞU ðr; h s þ 1ÞV ðk r; s þ 1Þ:
r¼0 s¼0
ð19Þ
Theorem 10. If
ouðx; yÞ ovðx; yÞ
wðx; yÞ ¼ ;
ox oy
then
X
k X
h
W ðk; hÞ ¼ ðk r þ 1Þðh s þ 1ÞU ðk r þ 1; sÞV ðr; h s þ 1Þ:
r¼0 s¼0
¼ 3U ð3; 0ÞV ð1; 0Þ þ 2U ð2; 0ÞV ð1; 1Þ þ U ð1; 0ÞV ð2; 1Þ; ð22Þ
W ð1; 1Þ ¼ 4U ð2; 0ÞV ð0; 2Þ þ 2U ð2; 1ÞV ð0; 1Þ þ 2U ð1; 0ÞV ð1; 2Þ
þ U ð1; 1ÞV ð1; 1Þ; ð24Þ
366 F. Ayaz / Appl. Math. Comput. 143 (2003) 361–374
W ð2; 2Þ ¼ 9U ð3; 0ÞV ð0; 3Þ þ 6U ð3; 1ÞV ð0; 2Þ þ 3U ð3; 2ÞV ð0; 1Þ
þ 6U ð2; 0ÞV ð1; 3Þ þ 4U ð2; 1ÞV ð1; 2Þ þ 2U ð2; 2ÞV ð1; 1Þ
þ 3U ð1; 0ÞV ð2; 3Þ þ 2U ð1; 1ÞV ð2; 2Þ þ U ð1; 2ÞV ð2; 1Þ: ð25Þ
In general, we have
k X
X h
W ðk; hÞ ¼ ðk r þ 1Þðh s þ 1Þ
r¼0 s¼0
W ð0; 0Þ ¼ ½uðx; yÞvðx; yÞxðx; yÞð0;0Þ ¼ U ð0; 0ÞV ð0; 0ÞXð0; 0Þ; ð27Þ
1 o
W ð1; 0Þ ¼ ½uðx; yÞvðx; yÞxðx; yÞð0;0Þ
1!0! ox
¼ U ð0; 0ÞV ð0; 0ÞXð1; 0Þ þ U ð0; 0ÞV ð1; 0ÞXð0; 0Þ
þ U ð1; 0ÞV ð0; 0ÞXð0; 0Þ; ð28Þ
1 o2
W ð2; 0Þ ¼ ½uðx; yÞvðx; yÞxðx; yÞð0;0Þ
2!0! ox2
¼ U ð0; 0ÞV ð0; 0ÞXð2; 0Þ þ U ð0; 0ÞV ð1; 0ÞXð1; 0Þ
þ U ð0; 0ÞV ð2; 0ÞXð0; 0Þ þ U ð1; 0ÞV ð0; 0ÞXð1; 0Þ
þ U ð1; 0ÞV ð1; 0ÞXð0; 0Þ þ U ð2; 0ÞV ð0; 0ÞXð0; 0Þ; ð29Þ
k X
X kr X
h X
hs
W ðk; hÞ ¼ U ðr; h s pÞV ðt; sÞXðk r t; pÞ:
r¼0 t¼0 s¼0 p¼0
ð33Þ
Theorem 12. If
ovðx; yÞ oxðx; yÞ
wðx; yÞ ¼ uðx; yÞ ;
ox ox
then
X
k X
kr X
h X
hs
W ðk; hÞ ¼ ðt þ 1Þðk r t þ 1Þ
r¼0 t¼0 s¼0 p¼0
k X
X kr X
h X
hs
W ðk; hÞ ¼ ðt þ 1Þðk r t þ 1Þ
r¼0 t¼0 s¼0 p¼0
Theorem 13. If
o2 xðx; yÞ
wðx; yÞ ¼ uðx; yÞvðx; yÞ ;
ox2
then
k X
X kr X
h X
hs
W ðk; hÞ ¼ ðk r t þ 2Þðk r t þ 1Þ
r¼0 t¼0 s¼0 p¼0
1 o o2 xðx; yÞ
W ð1; 0Þ ¼ uðx; yÞvðx; yÞ
1!0! ox ox2 ð0;0Þ
k X
X kr X
h X
hs
W ðk; hÞ ¼ ðk r t þ 2Þðk r t þ 1Þ
r¼0 t¼0 s¼0 p¼0
Some linear and non-linear PDEs are considered and solved by using the
method.
Following two problems related to the slow diffusion processes. The non-
linear diffusion equation with initial condition is given by
ou o ou
¼ DðuÞ ;
ot ox ox ð48Þ
uðx; 0Þ ¼ f ðxÞ:
This process is determined by the diffusion term of the form
DðuÞ ¼ un ; n > 0: ð49Þ
370 F. Ayaz / Appl. Math. Comput. 143 (2003) 361–374
Substituting Eq. (49) into Eq. (48) diffusion processes can be obtained. For
n ¼ 1, as cited in [4], Eq. (48) with Eq. (49) models an isothermal percolation of
a perfect gas through a microporous medium [5–7]. Moreover, for n ¼ 2, the
same equation supports a process of melting and evaporation [5,6] of metals.
Problem 1. In Eq. (48), taking the diffusion term as u with the initial condition
(as shown in IC), the following initial value problem PDE is obtained:
ou ou ou o2 u
¼ þu 2; ð50Þ
ot ox ox ox
1
I:C ðx; 0Þ ¼ x2 ; x > 0; c > 0; arbitrary constant: ð51Þ
c
Taking two-dimensional transform of Eq. (50) we have
X
k X
h
ðh þ 1ÞU ðk; h þ 1Þ ¼ ðr þ 1Þðk r þ 1ÞU ðr þ 1; h sÞ
r¼0 s¼0
k X
X h
U ðk r þ 1; sÞ þ ðk r þ 1Þðk r þ 2Þ
r¼0 s¼0
By applying the initial condition Eq. (51) into Eq. (52) we obtain
U ði; 0Þ ¼ 0; i ¼ 0; 1; 3; . . . ; m; ð53Þ
1
U ð2; 0Þ ¼ : ð54Þ
c
Substituting Eqs. (53) and (54) into Eq. (52), and by recursive method, the
results corresponding to m ! 1 are listed as follows:
6
U ð2; 1Þ ¼ ; ð55Þ
c2
36
U ð2; 1Þ ¼ ; ð56Þ
c3
216
U ð2; 3Þ ¼ : ð57Þ
c4
Substituting all W ðk; hÞ into Eq. (2), we have series solution as follows:
1 6 36 216
uðx; tÞ ¼ x2 þ 2 t þ 3 t2 þ 4 t3 þ : ð58Þ
c c c c
This is the same result with that obtained by decomposition method and a
closed form solution of the equation is given by [4]
F. Ayaz / Appl. Math. Comput. 143 (2003) 361–374 371
1
uðx; tÞ ¼ x2 : ð59Þ
c 6t
Problem 2. In Eq. (48), taking the diffusion term as u2 , the following PDE is
obtained as:
ou ou ou o2 u
¼ 2u þ u2 2 ; ð60Þ
ot ox ox ox
ðx þ hÞ
I:C ðx; 0Þ ¼ pffiffiffi ; where h and c > 0; are arbitrary constants;
2 c
ð61Þ
with the initial condition Eq. (61). Taking the two-dimensional transform of
Eq. (60), we have
k X
X kr X
h X
hs
ðh þ 1ÞU ðk; h þ 1Þ ¼ 2 ðt þ 1Þðk r t þ 1Þ
r¼0 t¼0 s¼0 p¼0
By applying the initial condition Eq. (61) into Eq. (62), we obtain
ðx þ hÞ
U ð0; 0Þ ¼ pffiffiffi ; ð63Þ
2 c
1
U ð1; 0Þ ¼ pffiffiffi ; ð64Þ
2 c
U ði; 0Þ ¼ 0; i ¼ 2; 3; . . . ; m: ð65Þ
Substituting Eqs. (63)–(65) into Eq. (62), and by recursive method, the results
corresponding to m ! 1 are listed as follows:
ðx þ hÞ 1
U ð0; 1Þ ¼ pffiffiffi ; ð66Þ
2 c 2c
ðx þ hÞ 3
U ð0; 2Þ ¼ pffiffiffi ; ð67Þ
2 c 8c2
ðx þ hÞ 5
U ð0; 3Þ ¼ pffiffiffi : ð68Þ
2 c 16c3
372 F. Ayaz / Appl. Math. Comput. 143 (2003) 361–374
Substituting all U ðk; hÞ into Eq. (2), we obtain the series form solution as
ðx þ hÞ 1 3 5 3
uðx; tÞ ¼ pffiffiffi 1 þ t þ 2 t2 þ t þ : ð69Þ
2 c 2c 8c 16c3
This is also the same result with that obtained by decomposition method and in
a closed form solution is given by [4]
1
uðx; tÞ ¼ ðc tÞð1=2Þ ðx þ hÞ: ð70Þ
2
ð73Þ
and from Eq. (72),
U ð0; 0Þ ¼ 1; ð74Þ
U ð1; 0Þ ¼ 2; ð75Þ
U ði; 0Þ ¼ 0; i ¼ 2; 3; . . . ; m: ð76Þ
are obtained. Substituting Eqs. (74)–(76) into Eq. (73), and by recursive
method, the result are listed as follows:
U ð0; 1Þ ¼ 3; ð77Þ
U ð0; 2Þ ¼ 5; ð78Þ
U ð1; 0Þ ¼ 2; ð79Þ
U ð1; 1Þ ¼ 4; ð80Þ
U ð1; 2Þ ¼ 16; ð81Þ
U ð2; 1Þ ¼ 6: ð82Þ
Substituting all U ðk; hÞ into Eq. (2), we obtain the series solution as
uðx; tÞ ¼ 1 þ 3t þ 2x þ 5t2 þ 4tx þ 6tx2 þ 16t2 x þ ð83Þ
This result is also same as the result in [8].
F. Ayaz / Appl. Math. Comput. 143 (2003) 361–374 373
Problem 4. Consider the following linear partial differential equation with the
initial condition by Eqs. (85) and (86):
o2 u o2 u o2 u
2
3 þ ¼ 0; ð84Þ
ox oxot ot2
I:C1 ðx; 0Þ ¼ x2 ; ð85Þ
ouðx; 0Þ
I:C2 ¼ ex : ð86Þ
ot
Taking two-dimensional transform of Eq. (84), we obtain
ðk þ 1Þðk þ 2ÞU ðk þ 2; hÞ 3ðk þ 1Þðh þ 1ÞU ðk þ 1; h þ 1Þ
4ðk þ 1Þðk þ 2ÞU ðk þ 2; hÞ ¼ 0; ð87Þ
from Eq. (85),
U ð0; 0Þ ¼ 0; ð88Þ
U ð1; 0Þ ¼ 0; ð89Þ
U ð2; 0Þ ¼ 1; ð90Þ
U ði; 0Þ ¼ 0; i ¼ 3; 4; . . . ; n; ð91Þ
and from Eq. (86),
U ð0; 1Þ ¼ 1; ð92Þ
U ð1; 1Þ ¼ 1; ð93Þ
2
U ð2; 1Þ ¼ ; ð94Þ
2!
2
U ði; 1Þ ¼ ; i ¼ 3; 4; . . . ; n: ð95Þ
n!
Substituting Eqs. (88)–(95) into Eq. (87) and by recursive method, the results
corresponding to n ! 1 are listed as
1
U ð0; 2Þ ¼ ; ð96Þ
8
13
U ð0; 3Þ ¼ ; ð97Þ
96
U ð1; 1Þ ¼ 1; ð98Þ
1
U ð2; 1Þ ¼ : ð99Þ
2
Substituting all U ðk; hÞ into Eq. (2), we obtain the series solution form as
follows:
374 F. Ayaz / Appl. Math. Comput. 143 (2003) 361–374
1 13 1
uðx; tÞ ¼ t t2 þ t3 þ x2 þ xt þ x2 t þ ð100Þ
8 96 2
and the analytical solution of the problem is given by [9] as follows:
4 ðxþðt=4ÞÞ 1
uðx; tÞ ¼ e eðxtÞ þ x2 þ t2 : ð101Þ
5 4
When Eqs. (100) and (101) are compared, it can be seen that these two results
are quite compatible for small values of t. For example, for x ¼ 0:5 and t ¼ 0:01
analytic solution is 0.26645 and transform solution is 0.26624. For x ¼ 0:5 and
t ¼ 0:05 analytic solution is 0.33154 and transform solution is 0.33095.
4. Conclusion
References
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