ADMOdinary Diff

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    Solution of the system of ordinarydifferential equations by Adomian

    decomposition method

    J. Biazar a, E. Babolian b, R. Islam c,*

    a Guilan University, P.O. Box 1914, Rasht, Iranb Teacher Training University, P.C. 15618, Tehran, Iran

    c Department of Civil Engineering, Dalhousie University, D510, 1360 Barrington Street,

    P.O. Box 1000, Halifax Nova Scotia B3J 2X4, Canada

    Abstract

    In this article we use Adomian decomposition method, which is a well-knownmethod for solving functional equations now-a-days, to solve systems of differential

    equations of the first order and an ordinary differential equation of any order by con-

    verting it into a system of differential of the order one. Theoretical considerations are

    being discussed, and convergence of the method for theses systems is addressed. Some

    examples are presented to show the ability of the method for linear and non-linear

    systems of differential equations.

    2002 Elsevier Inc. All rights reserved.

    Keywords:Adomian decomposition method; Systems of ordinary differential equations

    1. Introduction

    A system of ordinary differential equations of the first order can be con-

    sidered as:

    *Corresponding author.

    E-mail address: [email protected](R. Islam).

    0096-3003/$ - see front matter 2002 Elsevier Inc. All rights reserved.

    doi:10.1016/S0096-3003(02)00806-8

    Applied Mathematics and Computation 147 (2004) 713719

    www.elsevier.com/locate/amc

    http://mail%20to:%[email protected]/http://mail%20to:%[email protected]/
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    y01 f1x;y1;. . .;yny0

    2 f

    2x;y

    1;. . .;y

    n

    .

    .

    .

    y0n fnx;y1;. . .;yn

    8>>>>>: 1

    where each equation represents the first derivative of one of the unknown

    functions as a mapping depending on the independent variable x, and n un-

    known functions f1;. . .;fn.Since every ordinary differential equation of order n can be written as a

    system consisting ofn ordinary differential equation of order one, we restrict

    our study to a system of differential equations of the first order.

    2. Using Adomian decomposition method to solve (1)

    We can present the system (1), by using the ith equation as:

    Lyi fix;y1;. . .;yn i 1; 2;. . .; n 2

    where L is the linear operator d=dx with the inverse L1 Rx

    0: dx. Applying

    the inverse operator on (2) we get the following canonical form, which is

    suitable for applying Adomian decomposition method.

    yi yi0

    Z x0

    fix;y1;. . .;yn dx i 1; 2;. . .; n 3

    As usual in Adomian decomposition method the solution of Eq. (3) is

    considered to be as the sum of a series:

    yi X1j0

    fi;j 4

    And the integrand in the Eq. (3), as the sum of the following series:

    fix;y1;. . .;yn X1j0

    Ai;jfi;0;fi;1;. . .;fi;j 5

    where Ai;jfi;0;fi;1;. . .;fi;n are called Adomian polynomials. Substituting (4)and (5) into (3) we get:

    X1j0

    fi;j yi0

    Z x0

    Xnj0

    Ai;jfi;0;. . .;fi;j

    yi0 X

    1

    j0

    Z x

    0

    Ai;jfi;0;. . .;fi;j 6

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    From which we define:

    fi;0 yi0

    fi;n1

    Z x0

    Ai;nfi;0;. . .;fi;n dx n 0; 1; 2;. . . 7

    3. Convergence of the method

    Since after the first step of the mentioned procedure we derive the Eq. (3),

    which is a system of Volterra integral equations of the second kind, for theconvergence of the method, we refer the reader to [1] in which the problem of

    convergence has been discussed briefly.

    4. Numerical examples

    In this part we present three examples. The first and the second examples are

    considered to illustrate the method for linear and non-linear systems of ordi-

    nary differential equations of order one. While in third example we solve a

    differential equation of order three by transforming it into a system of differ-

    ential equations of the first order.

    Example 1.Consider the following system of differential equations, with initial

    values y10 1, y20 0, and y30 2.

    y01 y3 cosx

    y02 y3 ex

    y03 y1 y2

    8

    Using the inverse operator L1 Rx

    0: dx we get:

    y1 1

    Z x0

    cosx dx

    Z x0

    y3 dx

    y2

    Z x0

    ex dx

    Z x0

    y3 dx

    y3 2

    Z x0

    y1;n y2;n dx

    Using the alternate algorithm for computing the Adomian polynomials

    [2,3], the Adomian procedure would be as the following:

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    y1;0 1 sinx y1;n1 Z x

    0

    y3;n dx

    y2;0 1 ex y2;n1

    Z x0

    y3;n dx

    y3;0 2 y3;n1

    Z x0

    y1;n y2;n dx

    n 0; 1; 2;. . .

    After two steps we get the exact solutions y1 ex, y2 sinx, y3 e

    x cosx.

    Example 2. In this example we solve the following non-linear system of

    differential equations, with exact solutionsy1 e2x, y2x e

    x, andy3x xex.

    y01 2y22

    y02 exy1

    y03 y2 y3

    8>: 9

    Applying the inverse operator L

    1

    Rx

    0 : dx, we get:

    y1 1 2

    Z x0

    y22dx

    y2 1

    Z x0

    exy1 dx

    y3

    Z x0

    y2 y3 dx

    10

    Computing the Adomian polynomials by the algorithm presented in [2],

    Adomian method leads to the following scheme:

    y1;0 1 y1;n1 2

    Z x0

    Xnk0

    y2;ky2;nk

    !dx

    y2;0 1 y2;n1

    Z x0

    exy1;n dx

    y3;0 0 y2;n1Z

    x

    0

    y2;n y3;n dx

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    Approximations to the solutions with five terms are as follows:

    y1x 426x 31ex 4x2 16x 15e2x

    3:11111e3x 58:6666x 134:888

    y2x 48x 7ex 82x 5e2x

    0:11111112x 13e3x 11:5555

    y3x 12x 3ex 2x 7:5e2x

    0:111111e3x 0:00833333x5

    0:0833333x4 0:5x3 x2 4:66666x 10:3888

    Some numerical values of these solutions are presented in Table 1.

    Example 3.Consider the following non-linear ordinary differential equation of

    order 3, with the initial conditions y0 0, y00 1 and y000 2, and theexact solution yx xex.

    y000 1

    x

    yy0 11

    Considering three functions, y1x yx, y2x y0x, and y3x y

    00x,we can convert (11) into the following non-linear system of three differential

    equation of order one.

    y01 y2

    y02 y3

    y031

    xy1 y3

    12

    As in the previous examples if we apply the inverse operator, and using the

    alternate algorithm for computing Adomian polynomials [2], we would have

    the following scheme:

    Table 1

    Numerical values of the solutions of Example 2

    xi y1xi ey1xi y2xi ey2xi y3xi ey3xi

    0 1.00008 0 1 0 0 0

    0.1 1.22132 1.65353E-5 1.10516 2.93237E-6 0.110517 0

    0.2 1.49186 5.33750E-5 1.22139 1.12113E-5 0.244275 0

    0.3 1.82161 5.97402E-4 1.34974 1.14097E-4 0.404906 5.11652E-5

    0.4 2.22249 3.13158E-3 1.49125 5.72981E-4 0.59456 2.73288E-4

    0.5 2.70702 1.13417E-2 1.64676 1.95913E-3 0.823372 9.88533E-4

    0.6 3.28813 3.20685E-2 1.81686 5.24972E-3 1.09046 2.80769E-3

    0.7 3.97860 7.66600E-2 2.00184 1.19097E-2 1.40286 6.76093E-3

    0.8 4.79050 1.62539E-1 2.20161 2.39291E-2 1.76603 1.14401E-2

    0.9 5.73528 3.14450E-1 2.41576 4.38414E-2 2.18568 2.79635E-2

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    y1;0 0 y1;n1 Z x

    0

    y2;n dx

    y2;0 1 y2;n1

    Z x0

    y3;n dx n 0; 1;. . .

    y3;0 2 y3;n1

    Z x0

    1

    xy1;n

    y3;n

    dx

    13

    Let yp y1;0 y1;1 y1;p is a notation for an approximation to thesolution with p 1 term. From (12) some computed approximations are asfollows:

    y3 x 1

    x x2

    3

    y4 x 1

    x

    x2

    2

    x3

    12

    y5 x 1

    x

    x2

    2

    x3

    6

    x4

    60

    y6 x 1

    x

    x2

    2

    x3

    6

    7x4

    180

    x5

    360

    y7 x 1

    x x2

    2 x3

    6 x4

    24 31x5

    4320 x7

    2520

    y8 x 1

    x

    x2

    2

    x3

    6

    x4

    24

    x5

    120

    167x7

    151; 200

    x8

    20; 160

    .

    .

    .

    It seems to be reasonable to conclude the exact solution, yx xex.

    5. Conclusion

    Adomian decomposition method has been known to be a powerful device

    for solving many functional equations as algebraic equations, ordinary and

    partial differential equations, integral equations and so on. Here we used this

    method for solving systems of differential equations. It is demonstrated that

    this method has the ability of solving systems of both linear and non-linear

    differential equations. In Example 1, the system was a linear system and we

    derived the exact solutions. There is another linear example in which we ob-

    tained an exact solution. For non-linear systems, we usually derive a very good

    approximations to the solutions, as in Example 2, and some times the exact

    solutions can be found, as in Example 3. Extension of the method for solving

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    systems of partial differential equations offers an excellent oppurtunity for

    future research.

    Acknowledgements

    This study was possible due to funding provided by NSERC Operating

    Grant and a joint NSERC/ACPI CRD research grant. This funding is grate-

    fully acknowledged.

    References

    [1] E. Babolian, J. Biazar, Solution of a system of nonlinear Volterra integral equations of the

    second kind, Far East J. Math. Sci. 2 (6) (2000) 935945.

    [2] J. Biazar, E. Babolian, A. Nouri, R. Islam, An alternate algorithm for computing Adomian

    decomposition method in special cases, Appl. Math. Comput. 138 (2003) 17.

    [3] J. Biazar, M. Tango, E. Babolian, R. Islam, Solution of the kinetic modeling of lactic acid

    fermentation using Adomian decomposition method, Appl. Math. Comput. 139 (2003) 249258.

    J. Biazar et al. / Appl. Math. Comput. 147 (2004) 713719 719