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Perturbation Methods To Solve Differential Equations

Supervisor: Presented By:


Dr. Kushal Sharma Ravi Kumar Bhoi
(2022pma5510)

Department of Mathematics
Malaviya National Institute of Technology Jaipur

March 04, 2024

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Proposed work

Basic Idea of HPM


Solution of Berger Equation by HPM
Convergence of HPM
Schrodinger Equation

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Outlines

1 Limitation of HPM

2 Homotopy Analysis Method (HAM)

3 Basic Idea of HAM

4 Example of HAM

5 Future work

6 References

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Limitation of HPM

Limitation of HPM

While HPM has its advantages, it also has some drawbacks and limitations. Here
are some of the drawbacks associated with the Homotopy Perturbation Method:
Convergence Issue: Convergence of the series generated by HPM is not
guaranteed for all problems. The method relies on the assumption that the
perturbation parameter is small, and the series converges rapidly. However, in
some cases, the series may converge slowly or may not converge at all, leading to
unreliable results.
Dependence on Initial Guess: The accuracy of the solution obtained using
HPM is highly dependent on the choice of the initial guess. Choosing an
inappropriate initial guess can lead to divergence or inaccurate result
Not Suitable for Singular Problem: HPM may face difficulties when dealing
with problems that involve singularities or discontinuities. It may fail to provide
accurate solutions for equations with such features.

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Homotopy Analysis Method (HAM)

Homotopy Analysis Method (HAM)

HAM is an analytic approximation method for highly nonlinear problem proposed


in 1992 by Shijun Liao during his Ph.d. it is independent of any small or large
physical parameters in the equation.Based on the homotopy in topology. It
provides us extremely large freedom to choose any initial guess and base function
satisfies given equation. it is applicable to both weakly and strongly nonlinear
problems, and it can handle problems with various types of nonlinearities.

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Basic Idea of HAM

Basic Idea of HAM


Consider the following nonlinear differential equation:

N [u(x)] = m(x), (1)

where N is a nonlinear operator, x denotes the independent variable, u(x) is an


unknown function, and m(x) is an analytic function. For simplicity, we ignore all
boundary or initial conditions, we assume initial condition which satisfies given
equation. Now constructs the so-called zero-order deformation equation,

(1 − q)L[v(x; q) − u0 (x)] = qhH(x){N [v(x; q)] − m(x)}, (2)

where q ∈ [0, 1] is an embedding parameter, h ̸= 0 is a non-zero auxiliary


parameter, H(x) ̸= 0 is an auxiliary function we take H(x) as one for simplicity, L
is an auxiliary linear operator, u0 (x) is an initial guess of u(x), and v(x; q) is an
unknown function,Which we want to find. one has great freedom to choose
auxiliary parameter such as h and L in the HAM. when q = 0 and q = 1, then

v(x; 0) = u0 (x) and v(x; 1) = u(x), (3)

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Basic Idea of HAM

Thus, as q increases from 0 to 1, the solution v(x; q) varies continuously from the
initial guess u0 (x) to the solution u(x). Expanding v(x; q) in a Taylor series with
respect to q, we get

X
v(x; q) = u0 (x) + um (x)q m , (4)
m=1

where
1 ∂ m v(x; q)
um = , (5)
m! ∂q m q=0

If the auxiliary linear operator, the initial guess, the auxiliary parameter h, and the
auxiliary function are chosen properly, then the series (4) converges at q = 1 and
we have
X∞
u(x) = v(x; 1) = u0 (x) + um (x), (6)
m=1

which must be one of the original non-linear equations, as proved by Liao . If


h = −1, Equation (2) becomes

(1 − q)L[v(x; q) − u0 (x)] + q{N [v(x; q)] − m(x)} = 0, (7)

which is used mostly in the HPM .


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Basic Idea of HAM

According to Equation (5), the governing equations can be deduced from the
zeroth-order deformation Equations (2). We define the vectors

ui = {u0 (x), u1 (x), . . . , ui (x)}.

Differentiating Equation (2) m times with respect to the embedding parameter q


and then setting q = 0 and finally dividing them by m!, we have the so-called
m-th-order deformation equation

L[um (x) − χm um−1 (x)] = hβm (um−1 ), (8)

where
1 ∂ m−1 {N [v(x; q)] − m(x)}
βm (um−1 ) = , (9)
(m − 1)! ∂q m−1 q=0

and (
0, m ≤ 1,
χm = (10)
1, m > 1.
It should be observe that um (x) (m ≥ 1) are obtained by the linear equation (8)
with the linear boundary conditions , which can be easily solved by symbolic
computation software such as Maple and Mathematica.
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Example of HAM

Example of HAM
Consider the general IVP of the second order with discontinuous function

v ′′ + g(v, v ′ ) + k 2 v = λf (x, v, v ′ ), 0 ≤ x ≤ T, v(0) = α, v ′ (0) = β, (11)


where k, λ, α, and β are real constants, g is a (possibly) nonlinear function of v
and v ′ , and f is a function with some discontinuity.
To solve Equation (11) by standard HAM, we first choose the initial
approximations:

uo (x) = α + xβ (12)
and the linear operator:

∂ 2 v(x; q)
L[v(x; q)] = , (13)
∂x2
with the property:

L[c1 + c2 x] = 0, (14)
where c1 and c2 are constants of integration.
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Example of HAM

Furthermore, Equation (11) suggests that we define the nonlinear operator as:

∂ 2 v(x; q)
   
∂v(x; q) 2 ∂v(x; q)
N [v(x; q)] = +g v(x; q), +k v(x; q)−λf x, v(x; q),
∂x2 ∂x ∂x
(15)
we construct the zeroth-order deformation equation and the mth-order
deformation equation using equation (2) and (3) for m ≥ 1 is:

L[vm (x) − χm vm−1 (x)] = hRm (vm−1 ), (16)


with the initial conditions:

vm (0) = 0, vm (0) = 0, (17)
where:
′′ ′ ′
Rm (vm−1 ) = vm + g(vm−1 , vm ) + k 2 vm−1 − λf (x, vm−1 , vm ). (18)

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Example of HAM

Now, the solution of the mth-order deformation Equation (16) for m ≥ 1 is:

∂ 2 {vm (x) − χm vm−1 (x)}


= hRm (um−1 )
∂x2
Now double integration both side from o to ’x’ we get,
Z xZ x
vm (x) = χm vm−1 (x) + h Rm (vm−1 ) dx dx, (19)
0 0

Thus, the approximate solution in a series form is given by:



X
v(x) = v0 (x) + vm (x). (20)
m=1

Linear Case: Let g(v, v ′ ) = v ′ , α = 0, and β = 1.


Case 1 If we take λ = 10, k = 10, and the function f (x, v) is continuous but not
differentiable, for example
(
x − 12 , x ≥ 12
f (x, v) =
−x + 2 , x < 12
1

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Example of HAM

From Equation (19), the iterations are determined in the following way:

u0 (x) = x,
(
hx2 1
3 (55x − 6) , x< 2
u1 (x) = h
 1
12 180x3 + 36x2 − 30x + 5 , x≥ 2
hx3

275 2 5 145 2 4 2 1
 3 h x − 12 h x + 3 (55 + 53h) − 2hx (1 + h),  x <
 2
u2 (x) = 75h2 x5 + 115 2 4 3 77
4 h x + hx (15 − 3 h) + hx2 3 + 271
12 h
5 35 5 17 1
 
− 2 hx 1 + 12 h + 12 h 1 + 8 h , x≥

2
..
.

And so on, in this manner the all of the iterations can be obtained. Thus, the
approximate solution in a series form when h = −1 is
15
(
X p1 (x), x < 12
u(x) = u0 (x) + um (x) =
m=1
p2 (x), x ≥ 12

Ravi Kumar Bhoi Perturbation Methods To Solve Differential Equations March 3, 2024 12 / 18
Example of HAM

where
143 4 584 5 2819 6 592757 7 252943 8
p1 (x) = x + 2x2 − 19x3 − x + x + x − x − x
12 360 120 2520 20160
19842881 9 34234343 10 5918629957 11 3114021419 12
+ x − x − x + x
60480 1814400 19958400 79833600
52956448313 13 1516727357143 14 18911788595719 15
+ x − x − x
283046400 43589145600 217945728000
41681620300291 16 10930256954423 17 18736423525 18
+ x + x − x
2092278988800 355687428096 2280047616
32512931860625 19 1790227609375 20 25453049921875 21
− x + x + x
3801409387776 691165343232 13304932857216
35542462890625 22 2509960937500 23 25589599609375 24
− x − x + x
54882848036016 7172190368343 194200846896672
33294677734375 25
+ x
631152752414184

Ravi Kumar Bhoi Perturbation Methods To Solve Differential Equations March 3, 2024 13 / 18
Example of HAM

28489448970108521138596665947 2178307263376990695691557083
p2 (x) = − + x
226349107039736370036316569600 1951285405514968707209625600
1186572886359572970648017 2 33376213227737153324107 3
+ x − x
366782970961460283310080 1852439247280102440960
78674566012860119002187 4 7041702063821037891364399 5 5498955935759
− x + x +
3503708621552410951680 74453808207988732723200 930672602599
33087191796820586109271 7 392978766117540050705 8 24561706457102794
− x − x +
141624091699978567680 5149966970908311552 7376767051530240
306846492148853223323 11 17826687959696195557 12 5040047320353920797
− x − x +
998290120065638400 1331053493420851200 254466109036339200
549653451307296101 14 104497168922928132917 15 4425289676013881327
− x − x + x
80966489238835200 1113289227033984000 508932218072678400
17404262491512559 17 23600088137477575 18 20901216917575625 19
+ x − x − x
511943651315712 4991450600328192 2155399122868992
682160726359375 20 5546125344453125 21 96575453125000 22 64433608
+ x + x − x −
391890749612544 2514632310013824 216101214141813 142009369
3135924072265625 24 212506103515625 25
+ x + x
22721499086910624 5680374771727656
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Example of HAM

(
1
p3 (x), if x < 2
By help of mapple software the exact solution is : uExact (x) = 1
p4 (x), if x ≥ 2
where

√ √ ! √ !
307 399 − 1 x 399 51 − 1 x 399 51 1
p3 (x) = e 2 sin x − e 2 cos x + − x,
57000 2 1000 2 1000 10
√ √  √ 
307 399 − 12 x 39951 − 21 x 399 51
p4 (x) = 57000 e sin − 1000
2 x e cos 2 x − 1000 +
√  √  √ 
1 1 − 12 x+ 14 399 199 399 − 12 x+ 41 399
10 x+ 500 e cos 4 (2x − 1) − 199500 e sin 4 (2x − 1)

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Example of HAM

Table: Comparison of uExact (x), +HAM, for λ = 10 and k = 10.

x uExact (x) +HAM


0.0 0.000000000 0.000000000
0.1 0.100782334 0.100782334
0.2 0.138716799 0.13871679
0.3 0.077844715 0.077844715
0.4 −0.027921565 −0.027921565
0.5 −0.090520718 −0.090520718
0.6 −0.064945725 −0.064945725
0.7 0.023844667 0.023844566
0.8 0.100898402 0.100896153
0.9 0.108664846 0.108638517
1.0 0.055691769 0.055659061

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Future work

Figure: Comparision between Exact solution and HAM solution

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Future work

Future work

In this semester,we will work on the followings:


Solution of nonlinear differential equation by HAM,
Solution of system of nonlinear differential equation,

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References

References

1 Biazar.J”Covergence of the Homotopy Perturbation method for partial


differential equations”,Nonlinear Analysis Real World Application,(2009).
2 J. Biazar and H. Ghazvini, Exact solution for nonlinear Schrodinger equation by
He homotopy perturbation method.
3 M.Turkyilmazoglu,”Convergence Of the Homotopy perturbation Method”,
International Journal of Nonlinear Science and Numerical Simulation,(2011).
4 Application of the regular perturbation method for the solving of first order
initial value problem.
5 Nayfeh,A.H,Introduction to perturbation technique,Wiley,New York,(1981)

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