Perturbation Methods To Solve

Differential Equations

A project report
submitted by

Ravi Kumar Bhoi

(2022PMA5510)

under the supervision of

Dr Kushal Sharma

in partial fulfillment of
the requirements for the degree of
Master of Science (Mathematics)

to the

Department of Mathematics
Malaviya National Institute of Technology Jaipur
10 December 2023
 MALAVIYA NATIONAL INSTITUTE OF TECHNOLOGY JAIPUR
DEPARTMENT OF MATHEMATICS

DECLARATION

I hereby declare that the work reported in the project titled “Perturbation
Methods To Solve Differential Equations” submitted for the partial fulfillment
of M.Sc. degree at the Department of Mathematics, Malaviya National Institute of
Technology Jaipur, is record of my work carried out under the supervision of Dr
Kushal Sharma.

Ravi Kumar Bhoi,

(M.Sc. Final)
Department of Mathematics
Malaviya National Institute of Technology Jaipur
December 2023.

2
 MALAVIYA NATIONAL INSTITUTE OF TECHNOLOGY JAIPUR
DEPARTMENT OF MATHEMATICS

CERTIFICATE

It is certified that Ravi Kumar Bhoi has submitted project under my supervision
for partial fulfillment of M.Sc. degree in Mathematics on the topic “Perturbation
Methods To Solve Differential Equations”.It is further certified that the above
candidate has carried out the project work under my guidance during the academic
session 2022-2024 at the Department of Mathematics, Malaviya National Institute of
Technology Jaipur.

Dr Kushal Sharma
Assistant Professor
Department of Mathematics
Malaviya National Institute of Technology Jaipur, Jaipur- 302017.

3
 ACKNOWLEDGEMENT

I would like to express my sincere gratitude to Dr Kushal Sharma for his invaluable
guidance and support throughout the course of this project, Without their active
guidence ,help, cooperation and encouragement, I would not have been able to present
the project on time, I also thank my parents for their continuous support, I also thank
our PhD scholar Renu Di for giving a lot of support for making project.

Ravi Kumar Bhoi

(2022PMA5510)

4
Contents

1 Introduction 2

2 Perturbation Theory 3
2.1 Regular Perturbation Theory . . . . . . . . . . . . . . . . . . . . . . 3
2.2 Singular Perturbation Theory . . . . . . . . . . . . . . . . . . . . . . 5

3 Homotopy Perturbation Method(HPM) 8

3.1 Basic Idea Of HPM . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
3.2 Burger Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

4 Application Of HPM 13
4.1 Application of Homotopy Perturbation Method . . . . . . . . . . . . 13

5 Convergence Of HPM 18
5.1 A Convergence Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 18
5.2 Error Estimate And Convergence . . . . . . . . . . . . . . . . . . . . 22
5.3 Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
5.4 Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
5.4.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
5.5 Limitation oF HPM . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

6 Homotopy Analysis Method(HAM) 27

6.1 Basic Idea of HAM . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
6.2 Example of HAM . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
6.2.1 Linear Case: . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

1
Chapter 1

Introduction

In this research project report, we aim to focus on some advanced analytical methods
for solving linear and nonlinear differential equation.
In our environment, nonlinear phenomena are primarily characterized by nonlinear
equations, Various method therefore were proposed to find approximate solution of
nonlinear problem, Any nonlinear problem can be solved using numerical approaches,
But Numerical approaches have some limitation such as they cannot say about unique-
ness, existence and One of the most popular technique which is combination of classical
perturbation method and the homotopy concept used in topology. Homotopy pertur-
bation method neither requires small or large parameter in the equation,a homotopy
is constructed with an embedding parameter p ∈ [0, 1].
Nonlinear problems can be solved analytically using techniques like perturbation
methods,The fundamental basis of these techniques is the presence of a tiny or large
parameter, known as the perturbation quantity, in the equation but we known that a
small or large parameter may not exist in the equation always so we cannot apply al-
ways perturbation method like regualar perturbation, Singular perturbation method.

A nonlinear problem can be converted into an infinite number of sublinear prob-

lems using perturbation quantities and perturbation procedures. In chapter 2 we
study about perturbation techniques, and In the chapter 3 we study about homotopy
perturbation method and in chapter 4 we study application of homotopy perturbation
method. In chapter 5 we study convergence of homotopy perturbation method.

2
Chapter 2

Perturbation Theory

This section is included to provide information on perturbation theory, Regular per-

turbation theory and singular perturbation theory are our primary areas of interest,
The perturbation series, which quantify the divergence from the precisely solvable
problem , provide us with an equation for the desired solution in terms of formal
power series in tiny parameter α , According to perturbation theory, Consider Per-
turbation series:
y = y0 + αy1 + α2 y2 + ...,

Here y0 , is the known as leading order term of perturbation series, y1 , y2 ... are the
higher order terms called perturbation solution or approximation.

Perturbation methods are mathematical techniques used to approximate solutions

to complex equations or system of equations by introducing small parameter.

2.1 Regular Perturbation Theory

This method is often useful when there is small parameter in the problem.
When given problem involves large parameter, then rewrite problem by introducing
small parameter.
The solutions are expanded in power series of α and terms beyond a certain order are
neglected, The method is applicable to both ordinary differential equation and partial
differential equation.

3
This method is useful to ODEs, PDEs, algebraic equation and integral equation.

This method is considered successful if the approximation is uniform i.e difference

between the approximate solution and exact solutions converges to zero at some de-
fined rate as α → 0

EXAMPLE Consider the equation

x2 + 2αx − 3 = 0, (2.1)

Assume the series solution of equation (2.1) is x = x0 + αx1 + α2 x2 + ......,

Now putting this value in equation (2.1) we get :

(x0 + αx1 + α2 x2 + ....)2 + 2α(x0 + αx1 + α2 x2 + .....) − 3 = 0, (2.2)

Which gives

x20 − 3 + α(2x0 x1 + 2x0 ) + α2 (x21 + 2x0 x2 + 2x1 ) + O(α3 ) = 0, (2.3)

Solving each powers of α gives:

√
x0 = ± 3, x1 = −1, x2 = ± 2√1 3 ,

Then approximate solution are:

√ α 2
x= 3−α+ √ ,
2 3

√ α 2
x=− 3−α− √ ,
2 3

Now quadratic formula gives exact solution of equation (2.1)

√
x = −α ± 3 + α2 , (2.4)

Now expanding (2.4) by binomial expansion which gives:

√ 2
x = −α ± 3 ± 2α√3 + ........,

4
 Now if we take α = 0.1 then the exact and approximation solution are :
√
x = −0.1 + 3.01 = 1.634935157,
√ √
,xa = 3 − 0.1 + 0.01/2 3 = 1.634937560,
√
and x = −0.1 ± − 3.01 = −1.834935157,

√ √
,xa = 3 − 0.1 + 0.01/2 3 = −1.742079675,

2.2 Singular Perturbation Theory

The singular perturbation method arise when regular perturbation method is fails,
When there are multiple time or space scales, When small parameter is multiplied by
higher order derivative in the equation.
EXAMPLE consider the equation

αy ′′ + 2y ′ − y = 0, (2.5)

With initial condition

y(0) = 0, y(1) = 1,

5
 Analytical Solution;
let y = emx ,
Now equation (2.5) gives:

(αm2 + 2m − 1)emx = 0,

√
−2± 4+4α
→m= 2α
,

√ √
−1+ 1+α −1− 1+α
→ m1 = 2
, m2 = 2
,
Now solution is y = Aem1 x + Bem2 x , y(0) = 0 → A = −B
y(1) = 1 → Aem1 + bem2 = 1,

1
→A= em1 −em2
,B = −A,

Approximation Method

Let homotopy perturbation series after neglecting all higher order term is:

y = y0 + αy1 , (2.6)

From the equation(2.5) and (2.6) we have

→ αy0′′ + .... + 2y0′ + 2αy1′ + ..... − y0 − αy1 .... = 0, (2.7)

Initial Condition

y0 (0) = 0, y0 (1) = 1, y1 (0) = 0, y1 (1) = 0,

Equating lowest degree coefficient of (2.7) we get,

x−1
2y0′ − y0 = 0, Using initial condition y0 (1) = 1 , we get, y0 = e 2 ,

Now y0′′ + 2y1′ − y1 = 0, Using value of y0 and initial condition we get,

6
 1−x x−1
y1 = 2
e 2 ,

x−1 x−1
Hence y = e 2 + α 1−x
2
e 2 .
Rescale The Coordinates,
αy ′′ + 2y ′ − y = 0, y(0) = 0, y(1) = 1,

Let x = αa X,

α1−2a Y ′′ + 2α−a Y ′ − Y = 0,

Which gives a = 1, a = 12 , But only for a = 1, The higher order term exists.Putting
a = 1, in the equation we get,

α−1 Y ′′ + 2α−1 Y ′ − Y = 0, Which gives Y ′′ + 2Y ′ = 0,

→ Y = A + Be−2X , (2.8)

since
x
X= , Y (0) = 0,
α

→ A + B = 0,

Y (X → ∞) = y0 (x → 0),

Which implies:

1
A = e− ,
2
From equation (2.8)
We have Y (x) = e− 12 (1 − e−2X ), Where X = αx ,

7
Chapter 3

Homotopy Perturbation
Method(HPM)

Numerous differential equation problems have been solved using the homotopy per-
turbation method. It was suggested by ”Ji-Huan He” in 1999 and utilized to resolve
the subsequent equations:

1 Light hill equation

2 Duffing equation

3 Nonlinear wave equation

4 Boundary value problem

5 Quadratic Riccati differential equation

.
In homotopy perturbation technique. We will first propose a new perturbation
technique coupled with the homotopy technique, In topology two continuous function
f and g from one topological space to another is called ”homo-topic” formally a ho-
motopy between two continuous function f and g from a topological space X to Y is
defined to continuous function.

8
 H : X ∗ [0, 1] → Y

such that H(x, 0) = f (x), and H(x, 1) = g(x) ∀x

There is no dependence of the homotopy perturbation method on the small param-

eter in the equation, Topological concept is homotopy, With the embedding parameter
p ∈ [0, 1],

3.1 Basic Idea Of HPM

The homotopy perturbation method does not depend upon small parameter in the
equation, By homotopy techniques in topology a homotopy constructed with an em-
bedding parameter p∈[0,1], which is considered as small parameter.

Consider the nonlinear differential equation A(u)-f(r)=0, r∈Ω (domain)

∂u
with boundary condition B(u, ∂n )=0,
Now general operator A is divided into two parts L and N where L is linear and N is
nonlinear.
→ (L + N )u − f (r) = 0,

→ L(u) + N (u) − f (r) = 0,

By the homotopy techniques we construct a homotopy V(r,p);Ω*[0,1]→ R,

Which satisfies

   
H(v, p) = (1 − p) L(v) − L(uo ) + p A(v) − f (r) = 0, (3.1)

where uo is the initial approximation.which satisfies the boundary condition

From equation (3.1) H(v, 0) = L(v) − L(uo ) = 0, H(v, 1) = A(v) − f (r) = 0,

9
 As p moves from ’0’ to ’1’, u(r, p) moves from u0 (r) to u(r), In topology this is
called deformation, L(v) − L(uo ), and A(v) − f (r), are called homotopic.

Assume the solution of given equation can be written as a power series of p

v = vo + pv1 + p2 v2 + .......,

Setting p = 1, results gives the approximate solution of given equation:

u = limp→1 v = vo + v1 + v2 + ......,

The series is convergent for most cases, however the convergent rate depends upon
the nonlinear operator N(v).

3.2 Burger Equation

Burger equation is a fundamental partial differential occurring in various area of ap-
plied mathematics such as fluid mechanics and traffic flow.

∂u ∂u ∂ 2u 1

+u = v 2 , (x, t) ∈ R × [0, , (3.2)
∂t ∂x ∂x 2
u(x, 0) = 2x,

2x
Given exact solution is u(x, t) = 1+2t
,

By homotopy perturbation method we constructed homotopy:

(1 − p)[L(v) − L(u0 )] + p[A(v) − f (r)] = 0,

∂u0 ∂2v
 ∂v   ∂v ∂v

→ (1 − p) ∂t
− ∂t
+p ∂t
+ v ∂x − ∂2x
= 0,

10
 ∂v ∂u0  ∂ 2v ∂v ∂u0 
→ − =p − v − , (3.3)
∂t ∂t ∂x2 ∂x ∂t
Suppose solution of equation (3.2) has form

v = v0 + pv1 + p2 v2 + ......, (3.4)

Now putting value from equation (3.4) into equation (3.3) and comparing the co-
efficients of p we get:

∂v0 ∂u0
For p0 : ∂t
− ∂t
= 0,
∂v1 ∂u0 ∂ 2 v0
For p1 : ∂t
+ ∂t
+ v0 ∂v
∂x
0
− ∂x2
= 0, v1 (x, 0) = 0,
∂v2 ∂ 2 v1
For p2 : ∂t
+ v1 ∂v
∂x
0
+ v0 ∂v
∂x
1
− ∂x2
= 0, v2 (x, 0) = 0,
..
.
∂vj Pj−1 ∂vj−k−1 ∂ 2 vj−1
For pj : ∂t
+ k=0 vk ∂x
− ∂x2
= 0, vj (x, 0) = 0,

For simplicity, let v0 (x, t) = u0 (x, t) = 2x, The recurrent relation for vj is given
R t  ∂ 2 vj−1 Pj−1 ∂vj−k−1 
by: vj = 0 ∂x2
− k=0 vk ∂x dt, j = 1, 2, 3, . . . .,

The solution for each term uj (x, t) is obtained as follows: v1 (x, t) = −4xt,
v2 (x, t) = 8xt2 ,
v3 (x, t) = −16xt3 ,
v4 (x, t) = 32xt4 ,
v5 (x, t) = −64xt5 ,

Now putting these value in v=v0 + pv1 + p2 v2 + ......,

Setting p=1 then

v = 2x ∞ n n n
P
n=0 (−1) 2 t ,

Since t ∈ [0, 21 ] So series is convergent also series sum is v = 2x

1+2t
, Which is exact
solution of differential equation.

11
12
Chapter 4

Application Of HPM

In this chapter we will solve system of linear and nonlinear differential equation by
homotopy perturbation method.

4.1 Application of Homotopy Perturbation Method

HPM can be applied in many area of research which are following:
Nonlinear Mechanics: HPM can be applied to problems in nonlinear mechan-
ics, such as the motion of nonlinear oscillators, beam vibrations, and other structural
dynamics.

Fluid Mechanics: It can be used to solve nonlinear equations governing fluid

flow problems, like Navier-Stokes equations, boundary layer flows, and heat transfer
in fluid systems.

Nonlinear Heat Conduction: HPM can be employed to analyze heat conduc-

tion problems in materials with nonlinear thermal properties.

Quantum Mechanics: HPM can be applied to problems in quantum mechanics,

such as the Schrodinger equation, to find analytical solutions for the wave functions.

Reaction-Diffusion Equations: HPM can be applied to problems involving

chemical reactions and diffusion processes in chemical engineering. Biology:

13
 Population Dynamics: HPM can be used to model and analyze nonlinear pop-
ulation dynamics, predator-prey interactions, and other ecological systems.

Nonlinear Economic Models: HPM can be employed to solve nonlinear eco-

nomic models, including those involving dynamic systems and feedback loops

Nonlinear Differential Equations: HPM is particularly effective in solving a

wide range of nonlinear differential equations and system of equation that arise in
various mathematical models.

Nonlinear Control Systems: HPM can be used to analyze and design con-
trollers for nonlinear systems, providing insights into the stability and performance
of the system.

Machine Learning Models: HPM can be applied to analyze and solve certain
nonlinear equations arising in machine learning models, providing insights into the
behavior and stability of the models. Finance:
Example Consider the following system of differential equation with initial con-
dition y1 (0) = 1, y2 (0) = 0, and y3 (0) = 2,

y1′ = y3 − cosx,

y2′ = y3 − ex ,

y3′ = y1 − y2 ,

If two term approximation is sufficient we will obtain:

v1 = v1,0 + pv1,1 + p2 v1,2 + ...,

v2 = v2,0 + pv2,1 + p2 v2,2 + ....,

14
 v3 = v3,0 + pv3,1 + p2 v3,2 + ...,

Where vi,J , i, j = 1, 2, 3, ..., are function to be determined

since

P3
y1 (x) = limp→1 v1 (x) = k=0 v1,k (x),

P3
y2 (x) = limp→1 v2 (x) = k=0 v2,k (x),

P3
y3 (x) = limp→1 v3 (x) = k=0 v3,k (x),

According to the HPM we constructed a homotopy of system as follow:

(1 − p)(v1′ − u1,0 )′ + p(v1′ − 2v22 ) = 0,

(1 − p)(v2′ − u2,0 )′ + p(v2′ − e−X v1 ) = 0,

(1 − p)(v3′ − u3,0 )′ + p(v3′ − V2 − v3 ) = 0,

Now initial condition as follow:

v1.0 (0) = y1 (0) = 1,

v2,0 (0) = y2 (0) = 1,

v3,0 (0) = y3 (0) = 0,

Now putting the value of v1 , v2 , v3 in constructed homotopy series and rearranged

based on power of p we have :

′ 2 ′ ′
v1,0 + p(v1,1 − 2v2,0 ) + (v1,2 − 4v2,0 v2,1 )p2 + (v1,3 2
− 4v2,0 v2,2 − 2v2,1 )p3 + ... = 0,

15
 ′ ′
v2,0 + (V2,1 − v1,1 e−x )p + (v2,2
′
− v1,2 e−x )p2 + (v2,3
′
− v1,3 e−x )p3 + .. = 0,

′ ′ ′ ′
v3,0 + (v3,1 − v2,0 − v3,0 )p + (v3,2 − v2,1 − v3,1 )p2 + (v3,3 − v2,2 − v3,2 )p3 + ... = 0,

In order to obtain the unknown vi,j , i, j = 1, 2, 3..., we compare lowest power of p

then we get following differential equation:

′
v1,0 = 0,

′ 2
v1,1 − 2v2,0 = 0,

′ 2
v1,3 − 4v2,0 v2,2 − 2v2,1 = 0,

′
v2,0 = 0,

′
v2,1 − v1,1 e−x = 0,

′
v2,2 − v1,2 e−x = 0,

′
v2,3 − v1,3 e−x = 0,

′
v3,0 = 0,

′
v3,1 − v2,0 − v3,0 = 0,

′
v3,2 − v2,1 − v3,1 = 0,

′
v3,3 − v2,2 − v3,2 = 0,
′
v1,2 − 4v2,0 v2,1 = 0,

Solving these and using initial condition we get:

16
v1,0 (x) = 2x + 1,

x2
v1,1 (x) = −sinx + 2
,

x2
v1,2 (x) = sinx + ex − 2
− 2x − 1,

v2,0 (x) = 2x,

x2
v2,1 (x) = −ex + 2
+ 1,

x2
v2,2 (x) = sinx + ex − 2
− 2x − 1,

v3,0 (x) = 2,

v3,1 (x) = x,

v3,2 (x) = cosx + ex − x − 2,

Hence
y1 (x) = ex ,

y2 (x) = sinx,

y3 (x) = cosx + ex ,

17
Chapter 5

Convergence Of HPM

5.1 A Convergence Theorem

with the above-mentioned methodology, the homotopy perturbation method is now
applied to close to a couple hundred problems. But even now, there is still no expla-
nation for the fundamental query of why the series produced by setting p = 1 should
be convergent.

Theorem 1.
Suppose that X and Y are Banach spaces, and N : X → Y is a contraction
nonlinear mapping, i.e.,

∀v, ṽ ∈ X; ∥N (v) − N (ṽ)∥ ≤ γ∥v − ṽ∥,

where 0 < γ < 1. According to Banach’s fixed point theorem, there exists a fixed
point u such that N (u) = u. The sequence generated by the homotopy perturbation
method is defined as

n−1
X
Vn = N (Vn−1 ), Vn−1 = ui , n = 1, 2, 3, . . . ,
i=0

and suppose that V0 = v0 = u0 ∈ Br (u), where Br (u) = {u∗ ∈ X | ∥u∗ − u∥ < r}.
Then, we have the following statements:
1.∥Vn − u∥ ≤ γ n ∥v0 − u∥,

18
 2. Vn ∈ Br (u),

3.limn→∞ Vn = u
Proof
(i) By induction on n: For n = 1, we get

∥V1 − u∥ = ∥N (V0 ) − N (u)∥ ≤ γ∥v0 − u∥.

Assume that ∥Vn−1 − u∥ ≤ γ n−1 ∥v0 − u∥ as an induction hypothesis, then

∥Vn − u∥ = ∥N (Vn−1 ) − N (u)∥ ≤ γ∥Vn−1 − u∥ ≤ γγ n−1 ∥v0 − u∥ = γ n ∥v0 − u∥.

(ii) Using (i), we get

∥Vn − u∥ ≤ γ n ∥v0 − u∥ ≤ γ n r < r =⇒ Vn ∈ Br (u).

(iii) Because ∥Vn − u∥ ≤ γ n ∥v0 − u∥, and limn→∞ γ n = 0, we have

lim ∥Vn − u∥ = 0, that is, lim Vn = u.

n→∞ n→∞

EXAMPLE
(Schrodinger Equation). The Schrodinger equation can be used in different
areas of physics such as mechanics,nonlinear optics, etc.

∂z 1 ∂ 2z
i =− − |z|2 z, (x, t) ∈ R × [0, 2] (5.1)
∂t 2 ∂x2
The exact solution is :

t
z(x, t) = ei(x+ 2 )

we know that |z|2 = z z̄ and z̄ is the conjugate of z. The initial condition is given
by:
z(x, 0) = eix , (5.2)

19
 We use homotopy perturbation method to solve equation (5.2) first of all we con-
struct homotopy:

1 ∂ 2v
   
∂v ∂z0 ∂v 2
(1 − p) − +p −i − iv v̄ = 0, (5.3)
∂t ∂t ∂t 2 ∂x2

Consider the solution of equation (5.2) is of the form:

v = v0 + pv1 + p2 v2 + . . . , (5.4)

Substituting (5.5) in (5.4) and equating the coefficient of p to zero we get:

∂v0 ∂z0
p0 : − = 0,
∂t ∂t
∂v1 ∂z0 1 ∂ 2 v0
p1 : + −i + v02 v̄0 = 0, v1 (x, 0) = 0,
∂t ∂t 2 ∂x2
1 1−n
2 ∂v2 1 ∂ 2 v1 X X
p : −i + vn vm v̄1−m−n = 0, v2 (x, 0) = 0,
∂t 2 ∂x2 n=0 m=0
..
.
j−1 j−n−1
j ∂vj 1 ∂ 2 vj−1 X X
p : −i + vi vm v̄j−m−n−1 = 0, vj (x, 0) = 0.
∂t 2 ∂x2 n=0 m=0

Let initial condition is v0 = z0 = eix , then

t j−1 j−n−1
1 ∂ 2 vj−1 X X
Z
vj = i + vi vm v̄j−m−n−1 dt, j = 1, 2, 3, . . . , (5.5)
0 2 ∂x2 n=0 m=0

Solving these equations using the initial condition we get:

 
1 1 1
v1 (x, t) = iteix = it eix ,
2 1! 2
 2
1 2 ix 1 1
v2 (x, t) = − t e = it eix ,
8 2! 2
 3
1 3 ix 1 1
v3 (x, t) = − it e = it eix ,
48 3! 2
..
.
 n
1 1
vn (x, t) = it eix .
n! 2

20
 Suppose N : R × [0, 2] → C × C, Xn = N (Xn−1 ), and X0 = v0 = u0 ,

n Z t j j−i
X 1 ∂ 2 vj X X
Xn = − i + vi vk v̄j−k−i−1 dt, n = 1, 2, . . . . (5.6)
j=0 0 2 ∂x2 i=0 k=0

Thus,
1
∥X0 − z∥ = ∥1 − e 2 it ∥, (5.7)
1
1 1 1 1 + 12 it − e 2 it
∥X1 − z∥ = 1 + it − e 2 it ≤ 1 − e 2 it 1 , (5.8)
2 1 − e 2 it
t2 1
1 t2 1 1 1 1 + 12 it − − e 2 it
∥X2 − z∥ = 1 + it − − e 2 it ≤ 1 + it − e 2 it 8
1 , (5.9)
2 8 2 1 + 21 it − e 2 it
2 1
1 1 t2 1 1 t2 1 1 + 12 it − 1 3
it − t8 − e 2 it
∥X3 −z∥ = 1+ it− it3 − −e 2 it ≤ 1+ it− −e 2 it 48
2 1
2 48 8 2 8 1+ 1
it − t8 − e 2 it
2
(5.10)
But, for all t ∈ [0, 2],

1
1 + 12 it − e 2 it
1 ≤ γ = 0.507 < 1, (5.11)
1 − e 2 it

therefore,
∥X1 − u∥ ≤ γ∥v0 − u∥, (5.12)

∥X2 − u∥ ≤ γ 2 ∥v0 − u∥, (5.13)

∥X3 − u∥ ≤ γ 3 ∥v0 − u∥, (5.14)

and so on. Therefore,

∥Xn − u∥ ≤ γ n ∥v0 − u∥ (5.15)

Since norm is a continuous function so taking n → ∞ Then we get:

1
lim Xn = u = ei(x+ 2 t) , (5.16)
n→∞

which is an exact solution of the given equation.

21
5.2 Error Estimate And Convergence
First of all theorem state above is depend on Banach contraction mapping ,it is not
always simple to show this property of operator,also as clearly noticed from the pre-
sented example to show the convergence exact solution is demanded,which is impossi-
ble in most of nonlinear problem,So we study of error analysis of resulting homotopy
series approximation.

5.3 Theorem
Statement Suppose that X ⊂ R is a Banach space equipped with a suitable norm
∥ · ∥ (depending on the physical problem considered), over which the sequence uk (t)
of is defined. Assume also that the initial approximation u0 (t) remains inside the ball
of the solution u(t). Taking c ∈ R to be a constant, the following statements hold true

(i) If ∥vk+1 (t)∥ ≤ c∥vk (t)∥ for all k, given some 0 < c < 1, then the series solu-
tion u(t, p) = ∞ k
P
k=0 uk (t)p , converges absolutely at p = 1 over the domain of

definition of t.

(ii) If ∥vk+1 (t)∥ ≥ c∥vk (t)∥ for all k, given some c > 1, then the series solution
u(t, p) = ∞ k
P
k=0 uk (t)p , diverges at p = 1 over the domain of definition of t.

Proof
To proof series is convergent we will prove that sequence of partial sum is Cauchy
since X is Banach space So every Cauchy sequence Converges in X If Sn (t) denotes the
sequence of partial sum of the series we need to show that Sn (t) is a Cauchy sequence

22
in X, consider:

∥Sn+1 (t) − Sn (t)∥,

= ∥un+1 (t)∥ ,
(5.17)
≤ c∥un (t)∥,

≤ c2 ∥un−1 (t)∥ ≤ . . . ≤ cn+1 ∥u0 (t)∥,

Now
∥Sn (t) − Sm (t)∥,
≤ ∥Sn (t) − Sn−1 (t)∥ + ∥Sn−1 (t) − Sn−2 (t)∥ + . . . + ∥Sm+1 (t) − Sm (t)∥,

= cm [c + c2 + ..... + cn−m ]∥u0 (t)∥

 
1−cn−m
= cm+1 1−c
∥u0 (t)∥

Since 0 < c < 1, we get,

lim ∥Sn (t) − Sm (t)∥ = 0.

n,m→∞

Therefore, Sn (t) is a Cauchy sequence in the Banach space X, and this implies that
the series solution is convergent.

(ii) According to ratio test for the power series in p ,it is clear that series is diverges
for p = 1

vk+1 (t)
since limk→∞ vk (t)
=l≥c>1

5.4 Theorem
Statement
Assume that the series solution ∞
P
n=0 un (t) is convergent to the solution u(t). If
Pk
the truncated series n=0 un (t) is used as an approximation to the solution u(t) then

23
an upper bound for the error Ek (t) is determined as following:

ck+1
Ek (t) ≤ ∥u0 (t)∥.
1−k

Proof
let
k
X
Sk = un (t),
n=0

Now Error,
Ek (t) = ∥u(t) − Sk (t)∥,

Where ,
∞
X n
X
u(t) = un (t) = lim uk (t)
n→∞
n=0 k=0

Now Error

∞
X
∥u(t) − Sk (t)∥ = ∥ uk (t)∥.
k+1

1 − cn−k
→ lim ∥sn (t) − sk (t)∥ ≤ lim ck+1 ∥u0 (t)∥
n→∞ n→∞ 1−c

ck+1
→ ∥u(t) − sk (t)∥ ≤ ∥u0 (t)∥
1−c
This Complete the Proof

5.4.1 Example

Fourth order parabolic differential Equation

∂ 2u
  4   4   4
β+γ ∂ u γ+α ∂ u α+β ∂ u
+ −1 + −1 + −1 = 0, (5.18)
∂t2 2cosα ∂α 4 2cosβ ∂β 4 2cosγ ∂γ 4

subject to the initial conditions

24
 ∂u
u(α, β, γ, 0) = − (α, β, γ, 0) (5.19)
∂t
= α + β + γ − (cos α + cos β + cos γ) , (5.20)

The exact solution is given by:

u(α, β, γ, t) = (α + β + γ − cos α − cos β − cos γ)e−t .

For solving Eq. (5.18) using the homotopy perturbation method, we construct a
homotopy v(r, p) : Ω × [0, 1] → R4 which satisfies
  4   4   4 
β+γ ∂ v α+β ∂ v γ+α ∂ v
L(v)−L(u0 )+pL(u0 )+p −1 4
+ −1 4
+ −1 = 0.
2cosα ∂α 2cosγ ∂γ 2cosβ ∂β 4
(5.21)
P∞ k
Suppose the solution of Eq.(5.18) has the form v = k=0 p vk (t), then after

putting this value in equation (5.27) and comparing the coefficient of p we get:

∂ 2 v0 ∂ 2 u0
p0 : − = 0,
∂t2 ∂t2
∂ 2 v1
 4   4   4
β+γ ∂ v0 α+β ∂ v0 γ+α ∂ v0
p1 : 2
=− −1 4
− −1 4
− −1
∂t 2cosα ∂α 2cosγ ∂γ 2cosβ ∂β 4
(5.22)
2
∂ u0
− ,
∂t2
∂ 2 v2
  4   4   4
β+γ ∂ v1 α+β ∂ v1 γ+α ∂ v1
p2 : =− −1 − −1 − −1 ,
∂t2 2cosα ∂α 4 2cosγ ∂γ 4 2cosβ ∂β 4
..
.
∂ 2 vj
  4   4   4
β+γ ∂ vj−1 α+β ∂ vj−1 γ+α ∂ vj−1
pj : =− −1 − −1 − −1 .
∂t2 2cosα ∂α 4 2 cos γ ∂γ 4 2 cos β ∂β 4
(5.23)

For simplicity, let v0 = u0 = (α + β + γ − cos α − cos β − cos γ)(1 − t). Then,

25
corresponding terms are given by:

t2 t3
 
u1 (α, β, γ, t) = (α + β + γ − cos α − cos β − cos γ) − ,
2 3!
 4
t5

t
u2 (α, β, γ, t) = (α + β + γ − cos α − cos β − cos γ) − ,
4! 5!
 6
t7

t
u3 (α, β, γ, t) = (α + β + γ − cos α − cos β − cos γ) − ,
6! 7!
..
.
 2n
t2n+1

t
un (α, β, γ, t) = (α + β + γ − cos α − cos β − cos γ) − .
(2n)! (2n + 1)!

t2n+2 t2n+3
 
un+1 = (α + β + γ − cosα − cosβ − cosγ) − , (5.24)
(2n + 2)! (2n + 3)!
Now
un+1
limn→∞ =0
un
Hence homotopy series is convergent to exact solution for all value of t and exact
solution is sum of the homotopy series.

5.5 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 param-
eter 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.

26
Chapter 6

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.

6.1 Basic Idea of HAM

Consider the following nonlinear differential equation:

N [u(x)] = m(x), (6.1)

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

known function, and m(x) is an analytic function. For simplicity, we ignore all bound-
ary 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)}, (6.2)

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

eter, 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

27
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), (6.3)

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 , (6.4)
m=1

where
1 ∂ m v(x; q)
um = , (6.5)
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 (6.4) converges at q = 1 and
we have
∞
X
u(x) = v(x; 1) = u0 (x) + um (x), (6.6)
m=1

which must be one of the original non-linear equations, as proved by Liao . If h = −1,
Equation (6.2) becomes

(1 − q)L[v(x; q) − u0 (x)] + q{N [v(x; q)] − m(x)} = 0, (6.7)

which is used mostly in the HPM .

According to Equation (6.5), the governing equations can be deduced from the
zeroth-order deformation Equations (6.2). We define the vectors

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

Differentiating Equation (6.2) 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 ), (6.8)

28
where
1 ∂ m−1 {N [v(x; q)] − m(x)}
βm (um−1 ) = , (6.9)
(m − 1)! ∂q m−1 q=0

and 
0, m ≤ 1,

χm = (6.10)
1, m > 1.


It should be observe that um (x) (m ≥ 1) are obtained by the linear equation (6.8) with
the linear boundary conditions , which can be easily solved by symbolic computation
software such as Maple and Mathematica.

6.2 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, (6.11)

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 (6.11) by standard HAM, we first choose the initial approxima-
tions:

uo (x) = α + xβ (6.12)

and the linear operator:

∂ 2 v(x; q)
L[v(x; q)] = , (6.13)
∂x2
with the property:

L[c1 + c2 x] = 0, (6.14)

where c1 and c2 are constants of integration. Furthermore, Equation (6.11) sug-

gests that we define the nonlinear operator as:

29
 ∂ 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
(6.15)
we construct the zeroth-order deformation equation and the mth-order deforma-
tion equation using equation (6.2) and (6.3) for m ≥ 1 is:

L[vm (x) − χm vm−1 (x)] = hRm (vm−1 ), (6.16)

with the initial conditions:

′
vm (0) = 0, vm (0) = 0, (6.17)

where:

′′ ′ ′
Rm (vm−1 ) = vm + g(vm−1 , vm ) + k 2 vm−1 − λf (x, vm−1 , vm ). (6.18)

Now, the solution of the mth-order deformation Equation (6.16) for m ≥ 1 is:

∂ 2 {vm (x) − χm vm−1 (x)}

= hRm (um−1 )(x)
∂x2

Now double integration both side from o to ’x’ we get,

Z x Z x
vm (x) = χm vm−1 (x) + h Rm (vm−1 ) dx dx, (6.19)
0 0

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

∞
X
v(x) = v0 (x) + vm (x). (6.20)
m=1

6.2.1 Linear Case:

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

30
Case 1

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

From Equation (6.19), the iterations are determined in the following way:

u0 (x) = x,

 hx2 (55x − 6) ,

x < 21
3
u1 (x) =
 h (180x3 + 36x2 − 30x + 5) , x ≥ 1

12 2

275 2 5 3
h x − 145 h2 x4 + hx3 (55 + 53h) − 2hx2 (1 + h), 1



 3 12
x< 2


u2 (x) = 75h2 x5 + 115 h2 x4 + hx3 (15 − 77 h) + hx2 3 + 271 h


 4 3 12


 − 5 hx 1 + 35 h + 5 h 1 + 17 h , 1



x≥

2 12 12 8 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 p1 (x), x <
 1
2
X
u(x) = u0 (x) + um (x) =
m=1 p2 (x), x ≥
 1
2

143 4 584 5 2819 6 592757 7 252943 8

where p1 (x) = x + 2x2 − 19x3 − 12
x + 360
x + 120
x − 2520
x − 20160
x +
19842881 9
60480
x − 34234343
1814400
x10 − 5918629957
19958400
x11 + 3114021419
79833600
x12 + 52956448313
283046400
x13 − 1516727357143
43589145600
x14 −
18911788595719 15
217945728000
x + 41681620300291
2092278988800
x16 + 10930256954423
355687428096
x17 − 18736423525
2280047616
x18 − 32512931860625
3801409387776
x19 +
1790227609375 20 25453049921875 21
691165343232
x + 13304932857216 x − 35542462890625
54882848036016
x22 − 2509960937500
7172190368343
25589599609375 24
x23 + 194200846896672 x +
33294677734375 25
631152752414184
x

p3 (x), if x <
 1
2
By help of mapple software the exact solution is : uExact (x) =
p4 (x), if x ≥
 1
2

31
 Figure 6.1: Enter Caption

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 − 21 x 399 51 − 12 x 399 51 1
p4 (x) = 57000
e sin 2
x − 1000
e cos 2
x − 1000 + 10 x
 √  √  √ 
1 − 12 x+ 14 399 − 12 x+ 41
+ 500
e cos 399 4
(2x − 1) − 199 199500
e sin 3994
(2x − 1)

Table 6.1: Comparison of uExact (x), +HAM, and 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

32
Bibliography

[1] J.Biazar and H.Ghazvini”Convergence of the homotopy perturbation method for

partial differential equations”,Nonlinear Analysis,Real World Application,(2009).

[2] J. Biazar and H. Ghazvini, Exact solutions for nonlinear Schrodinger equa-
tions by He homotopy perturbation method by He’s homotopy perturbation
method,Physics Letters A 366 (2006),

[3] M.Turkyilmazoglu,”Convergence of the Homotopy Perturbation Method”, Inter-

national Journal of Nonlinear Science and Numerical Simulation,(2011)

33