Basic ideas

of the homotopy analysis method

Shijun LIAO
Dept of Math., UCF , April 2007
Consider the nonlinear differential equation:

f ' ' ' f f ' '  f '2  0

f (0)  0, f ' (0)  1, f ' ()  0
Using the transform ation
g ( )  f ( ),    ,
the problem becomes
λ g'''  g g''   g '2  0,
g (0)  0,  g ' (0)  1, g ' ()  0
where the constant   0 is unknown
Physically , most visco us flows decay exponentia lly
at infinity. So, considerin g the boundary condition
g ' ()  0,
it is reasonable tp express the solution in the florm

g ( )   ak e  k
k 0

where ak is a constant coefficien t. This gives us the

so - called solution expression

Our purpose is to give a convergent series

in above expression
Define a nonlinear operator :
2
G
3
G2
 G 
N [G ( ; q ),  (q)]   (q)  G    
 3
 2
  
Let L denote an auxiliary linear operator, q  [0,1] the embedding parameter,
  0 an auxiliary parameter, we have one - parameter family of equation,
namely the zeroth - order deformatio n equation
(1  q) LG ( ; q)  g 0 ( )  q  N G ( ; q ),  (q ), q  [0,1]
subjext to the boundary conditions
G ( ; q )
G (0; q )  0,  0 as   

and
 G ( ; q )   G ( ; q) 
(1  q) 0  1  q  (q)  1
     
where g 0 ( ) is an initial guess of g ( ).
when q  0, we have
G ( ;0)  g 0 ( ),
where g 0 ( ) is an initial guess of g ( ), subject to
the boundary conditions :
g 0 (0)  0, g 0 ' ()  0, 0 g 0 ' (0)  1.
Considerin g the solution expression and the above
boundary conditions , we choose
g 0 ( )  (1  e  ) / 0
When q  1, since   0, it holds
2
 G ( ;1)
3
 G ( ;1)
2
 G ( ;1) 
 (1)  G ( ;1)   0
 3
 2
  
subject to the boundary conditions
G ( ;1)
G ( ;1)  0,  (1)  1, at   0

G ( ;1)
 0 as   

The above equations are exactly th e same as the
original ones, provided
G ( ;1)  g ( ),  (1)  
Therefore, as q increases from 0 to 1,

(A) G ( ; q ) varies from the initial guess g 0 ( ) to

the solution g ( ) of the original equation

(B)  (q ) varies from the initial approximat ion 0

to the correct va lue of scale parameter 
Expanding G ( ; q), (q) into Taylor series respect to the embedding
parameter q, one has

G ( ; q)  g 0 ( )   g k ( ) q k ,
k 1

(q )  0   k q k
k 1

Note that the convergenc e of the above series is determined by L and .

Assume that they are correctly chosen so that the above series are
convergent at q  1, we have, using
G ( ;1)  g ( ), (1)  
that

g ( )  g 0 ( )   g k ( ) ,
k 1

  0   k
k 1
High-order deformation equation
Substituti ng
 
G ( ; q)   g k ( ) q , k
 ( q )   k q k
k 0 k 0

into the zeroth - order deformatio n equation, and equating the coefficien t
of the like - power of q, we have the high - order deformatio n equation
Lg m ( )   m 1 g m 1 ( )   Rm ( )
subject to the boundary conditions
g m (0)  0, g m ' ()  0,
 m 1 
0 g m ' (0)   m 1 g 'm 1 (0)    k g 'm 1 k (0)  (1   m )
 k 0 
where
0, m 1
m  
1, m2
High-order deformation equation
where
m 1
Rm   k g ' ' 'm 1 k  g k g ' 'm 1 k  g 'k g 'm 1 k 
k 0

For details, please refer to :

Liao, S.J. and Tan, Y., " A general approach t o give
series solution of nonlinear differenti al equations" ,
( Appendix A and B), J. of Applied Mathematic s,
in press
Choice of auxiliary linear operator
Let g m* denote a special solution of the high - order
deformatio n equation, i.e.
L[ g m* ( )]   Rm ,
and w1 ( ), w2 ( ), w3 ( ) are three solutions of Lu  0, i.e.
L[ w1 ( )]  0, L[ w2 ( )]  0, L[ w3 ( )]  0
Then, the common solution of the high - order
deformatio n equation reads
g m ( )   m 1 g m 1 ( )  g m* ( )  C1w1 ( )  C2 w2 ( )  C3 w3 ( )
where C1 , C2 , C3 are integral constants
Choice of auxiliary linear operator
According to the solution expression

g ( )  a0   ak e  k
k 1

it is natural to choose
w1  1, w2  e  , w3  e  2 .
However, in this case, the boundary condition g m ' ()  0 is
automatica lly satisfied so that ther e are an infinite number of
solutions. To avoid this, we can choose
w1  1, w2  e  , w3  e  .
Then, C3  0 and C1 , C2 are determined by the two boundary
conditions at   0.
Choice of auxiliary linear operator
The original equation is 3rd order. So, it is natural to write
Lu  u ' ' 'b2 ( )u ' 'b1 ( )u 'b0 ( )u ,
Using
L[ w1 ]  0, L[ w2 ]  0, L[ w3 ]  0
where
w1  1, w2  e  , w3  e 
we have
b0 ( )  0, b1 ( )  1, b2 ( )  0,
which gives us the auxiliary linear operator
Lu  u ' ' 'u '
 Equation for m1
Using the initial guess of g 0 ( ) , we have
R1 ( )  A1e   A2 e  2
where A1  1  0 2 , A2  20 2 . Obviously, if A1  0,
the solution of the 1st - order deformatio n equation

g1 ' ' ' g1 '   A1e   A2 e  2 
contains the term e  , which however disobeys the

so - called solution expression g ( )   ak e  k .
k 0

To avoid this, we had to enforce A1  0, i.e.

A1  1  0 2  0,
which gives 0  1. Similarly, we can determine m 1
from the mth - order deformatio n equation
Choice of the auxiliary parameter

The auxiliary parameter  must be properly chosen so that

the series converge. For simplicity , we consider first of all
the convergenc e of the series for  and g ' ' (0).

For example, in case of   1, we have the curves

   and g ' ' (0)   as follows
Choice of the auxiliary parameter
The 10th-order approximations

2


1.5

0.5

 -2 -1.5 -1 -0.5

-0.5
f ' ' ( 0)
-1

-1.5

-2
 Choice of the auxiliary parameter
Get convergent series when  0.8    0

1.4

1.2

1
Green line: 10th-order
0.8
approximation given by   3 / 4
0.6

0.4 Red line: exact solution

0.2

2 4 6 8 10