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A Reliable Modification of The Adomian Decomposition Method For Higher-Order Nonlinear Differential Equations
A Reliable Modification of The Adomian Decomposition Method For Higher-Order Nonlinear Differential Equations
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K
42,2 A reliable modification of the
Adomian decomposition method
for higher-order nonlinear
282
differential equations
Randolph Rach
Hartford, Michigan, USA
Abdul-Majid Wazwaz
Department of Mathematics, Saint Xavier University,
Chicago, Illinois, USA, and
Jun-Sheng Duan
College of Sciences, Shanghai Institute of Technology,
Shanghai, People’s Republic of China
Abstract
Purpose – The purpose of this paper is to propose a new modification of the Adomian decomposition
method for resolution of higher-order inhomogeneous nonlinear initial value problems.
Design/methodology/approach – First the authors review the standard Adomian decomposition
scheme and the Adomian polynomials for solving nonlinear differential equations. Next, the
advantages of Duan’s new algorithms and subroutines for fast generation of the Adomian polynomials
to high orders are discussed. Then algorithms are considered for the solution of a sequence of first-,
second-, third- and fourth-order inhomogeneous nonlinear initial value problems with constant system
coefficients by the new modified recursion scheme in order to derive a systematic algorithm for the
general case of higher-order inhomogeneous nonlinear initial value problems.
Findings – The authors investigate seven expository examples of inhomogeneous nonlinear initial
value problems: the exact solution was known in advance, in order to demonstrate the rapid
convergence of the new approach, including first- through sixth-order derivatives and quadratic,
cubic, quartic and exponential nonlinear terms in the solution and a sextic nonlinearity in the
first-order derivative. The key difference between the various modified recursion schemes is the choice
of the initial solution component, using different choices to partition and delay the subsequent parts
through the recursion steps. The authors’ new approach extends this concept.
Originality/value – The new modified decomposition method provides a significant advantage for
computing the solution’s Taylor expansion series, both systematically and rapidly, as demonstrated in
the various expository examples.
Keywords Cybernetics, Differential equations, Adomian decomposition method,
Modified decomposition methods, Adomian polynomials,
Higher-order nonlinear ordinary differential equations
Paper type Research paper
Kybernetes
Vol. 42 No. 2, 2013
pp. 282-308
q Emerald Group Publishing Limited
0368-492X
This work was supported in part by the Innovation Program of the Shanghai Municipal
DOI 10.1108/03684921311310611 Education Commission (No. 11YZ225).
1. Introduction Adomian
The Adomian decomposition method (Adomian, 1983, 1986, 1989, 1994) and its decomposition
modifications (Wazwaz, 1997, 2002b, 2009, 2011) are techniques that are thoroughly
used in the literature for solving a variety of linear and nonlinear equations, ordinary method
and partial differential equations or integral equations. The Adomian decomposition
method and the modified decomposition methods (Duan and Rach, 2011a; Wazwaz, 1999;
Wazwaz and El-Sayed, 2001) provide efficient algorithms for analytic approximate 283
solutions and numeric simulations for real-world applications in cybernetics analysis, the
applied sciences and engineering, e.g. as exhibited in the literature of cybernetics such
as Garcı́a-Olivares (2003), Guellal et al. (2000), Hadizadeh and Maleknejad (1998), Lesnic
(2007), Manseur and Cherruault (2005) and N’Dour and Cherruault (1997). We believe that
the paradigm of cybernetics is better framed in the shorthand of mathematical symbols
to model the complex interactions of cybernetic systems.
Our objective is to not only to qualify but to quantify possible outcomes. Most often the
cyberneticist is confronted with forecasting performance parameters of dynamic system
models, where the interactions involve stochastic, nonlinear or even nonlinear stochastic
effects. All solution procedures for systems analysis involve approximations of various
kinds, where the solution is obtained as an analytic approximation, i.e. a continuous function
with respect to time and possibly other state variables, or as a numerical approximation,
i.e. a discrete set of values, except for several well-known elementary classes of linear
deterministic problems such as the wave equation. Generally we will not know the exact
solution in advance. The paramount issue is when to introduce or accept approximations in
our modeling. The Adomian decomposition method is an analytic approximation method,
which does not require accepting a priori assumptions in our cybernetics models that
drastically alter the outcomes so that they do not faithfully replicate reality. We retain the
full nonlinear features in our solution algorithms using the Adomian decomposition
method. It permits us to solve both nonlinear initial value problems and boundary value
problems without unphysical restrictive assumptions such as required by linearization,
perturbation, ad hoc assumptions, guessing the initial term or a set of basis functions,
and so forth, most of which would change the physical behavior of the problem.
Furthermore, the Adomian decomposition method and its modifications do not
require the use of Green’s functions, which would complicate such analytic calculations
since Green’s functions are not easily determined in most cases. The accuracy of the
analytic approximate solutions obtained can be verified by direct substitution.
Advantages of the Adomian decomposition method over Picard’s iterated method were
demonstrated in Rach (1987). More advantages of the Adomian decomposition method
over the variational iteration method were presented in Wazwaz and Rach (2011). A key
notion is the Adomian polynomials, which are tailored to the particular nonlinearity to
solve nonlinear operator equations, and for which new, more efficient and convenient
algorithms have been proposed (Duan, 2010a, b, 2011). For a comprehensive bibliography
featuring many new engineering applications and a modern review of the Adomian
decomposition method (Rach, 2012; Duan et al., 2012).
Let us first recall the basic principles of the Adomian decomposition method and
two of the modified decomposition methods. Consider an ordinary differential equation
in Adomian’s operator-theoretic form:
Lu þ Ru þ Nu ¼ gðxÞ; ð1Þ
K where L is the highest order differential operator, R is the remainder linear part
containing the lower order derivative terms, N represents an analytic nonlinear
42,2 operator and g(x) is the specified analytic input function.
We assume that the p-fold differential operator is invertible, and therefore the p-fold
integral operator L 2 1 from 0 to x exists and is defined by:
Z x Z x
284 21
L ð·Þ ¼ · · · ð · Þdx· · ·dx:
|fflfflffl{zfflfflffl} ð2Þ
0 0
|fflfflfflfflffl{zfflfflfflfflffl} p-fold
p-fold
This in turn means:
L 21 LuðxÞ ¼ uðxÞ 2 FðxÞ; ð3Þ
where F(x) is determined by using the given initial values. Applying L 2 1 to both sides
of equation (1) leads to:
uðxÞ ¼ FðxÞ þ L 21 ð gðxÞ 2 RuðxÞ 2 NuðxÞÞ: ð4Þ
The Adomian decomposition method defines the unknown function representing the
solution by an infinite decomposition series:
X1
uðxÞ ¼ un ðxÞ; ð5Þ
n¼0
and defines the nonlinear term by an infinite decomposition series of the Adomian
polynomials (Adomian and Rach, 1983a, b; Duan, 2010a, b, 2011; Rach, 1984, 2008;
Wazwaz, 2000):
X1
NuðxÞ ¼ Aðu0 ðxÞ; . . . ; un ðxÞÞ; ð6Þ
n¼0
where the solution components un(x), n $ 0, of the solution u(x) will be determined
recursively, and the Adomian polynomials An(x), n $ 0, are generated for any analytic
nonlinearity (Adomian, 1981; Adomian and Rach, 1983a, 1984, 1985a, b, c, 1986a, b;
Duan and Rach, 2011a, b; Wazwaz, 2002a, 2005).
C 1n ¼ un ; n $ 1;
1X
n2k ð14Þ
C kn ¼ k21
ð j þ 1Þujþ1 C n212j ; 2 # k # n;
n j¼0
from which we can calculate the first (M þ 1) Adomian polynomials. We list the
corresponding MATHEMATICAw code AP2[f, M] for Duan’s Corollary 3 algorithm in
Appendix 2, which generates the first 30 Adomian polynomials within 0.90s. We remark
that it has been timed in speed tests to be one of the fastest on record using a
commercially available laptop computer (Duan, 2011).
Adomian and Rach (1983b) also published the definitional formula of the Adomian
polynomials for the multi-variable differential nonlinearity:
NuðxÞ ¼ f ðuðxÞ; u ð1Þ ðxÞ; . . . ; u ð p21Þ ðxÞÞ; ð15Þ
as used in pth-order nonlinear differential equations, where f is assumed to be
analytic, as:
1 ›n
An ðxÞ ¼ f uðx; lÞ; u ð1Þ
ðx; lÞ; . . . ; u ð p21Þ
ðx; lÞ ; n $ 0; ð16Þ
n! ›l n
l¼0
where:
›i
u ði Þ ðx; lÞ ¼ uðx; lÞ; 0 # i # p 2 1; ð17Þ
›x i
X 1
uðx; lÞ ¼ l n un ðxÞ; ð18Þ
n¼0
X
1
u ði Þ ðx; lÞ ¼ l n uðin Þ ðxÞ; 0 # i # p 2 1; ð19Þ
n¼0
and:
X1
f uðx; lÞ; u ð1Þ ðx; lÞ; . . . ; u ð p21Þ ðx; lÞ ¼ l n An ðxÞ: ð20Þ
n¼0
We observe that this has the same form as the case of multi-variable nonlinearities
f(u1(x), u2(x), . . . , um(x)) as used in systems of m-coupled nonlinear differential
equations, where the uk’s are the unknown solution functions for 1 # k # m. Thus, we Adomian
can simply replace the u (k2 1)’s with the uk’s, i.e. by the correspondence uk $ u (k2 1),
k ¼ 1, 2, . . . , m, where the corresponding definitional formula for the multi-variable
decomposition
Adomian polynomials for m-coupled nonlinearities is: method
1 ›n
An ðxÞ ¼ f u1 ðx; lÞ; u2 ðx; lÞ; . . . ; um ðx; lÞ ; n $ 0; ð21Þ
n! ›l n l¼0 287
where:
X
1
uk ðx; lÞ ¼ l n uk;n ðxÞ; k ¼ 1; 2; . . . ; m; ð22Þ
n¼0
and:
X1
f u1 ðx; lÞ; u2 ðx; lÞ; . . . ; um ðx; lÞ ¼ l n An ðxÞ: ð23Þ
n¼0
In what follows we briefly outline the basic steps of the Adomian decomposition
method and the two valuable modifications developed in Wazwaz (1999) and Wazwaz
and El-Sayed (2001).
u0 ðxÞ ¼ g0 ðxÞ;
u1 ðxÞ ¼ g 1 ðxÞ 2 L 21 ðRu0 ðxÞ þ A0 ðxÞÞ; ð28Þ
21
unþ2 ðxÞ ¼ 2L ðRunþ1 ðxÞ þ Anþ1 ðxÞÞ; n $ 0:
Consequently, the new modified recursion scheme can be set in the form:
u0 ðxÞ ¼ g0 ðxÞ;
ð30Þ
unþ1 ðxÞ ¼ gnþ1 ðxÞ 2 L 21 ðRun ðxÞ þ An ðxÞÞ; n $ 0:
It is to be noted that these two modifications (Wazwaz, 1999; Wazwaz and El-Sayed,
2001) were developed to facilitate the computational work although both modified
recursion schemes introduce a slight variation to the standard Adomian decomposition
method (Adomian, 1983). In point of fact, the Adomian decomposition series is found to
be a computationally advantageous rearrangement of the Banach-space analog of the
Taylor expansion series about the initial solution component function (Duan and Rach,
2011a; Rach, 2008), which permits solution by recursion. Furthermore, convergence of
the Adomian decomposition method is not limited to cases when only the fixed-point
theorem applies, which is far too restrictive for most physical applications (Duan and
Rach, 2011a; Rach, 2008).
It is the purpose of this work to introduce a new reliable modification of the Adomian
decomposition method. We aim to examine higher-order inhomogeneous nonlinear
differential equations, with constant system coefficients, in order to compute the
solution’s Taylor expansion series about the initial point without using differentiation Adomian
operators in the modified recursion schemes. decomposition
2. Analysis of the new reliable modification method
We illustrate the steps of our new modification by considering the first-order initial
value problem (IVP), second-order IVP, third-order IVP, fourth-order IVP, and move to
generalize to the pth-order IVP. 289
2.1 First-order inhomogeneous nonlinear IVP
We first consider the first-order inhomogeneous nonlinear differential equation:
or equivalently:
where:
d
L¼ ð · Þ; RuðxÞ ¼ a0 uðxÞ; NuðxÞ ¼ bf ðuðxÞÞ: ð33Þ
dx
We assume that g(x) is analytic, and hence has the Taylor expansion series:
X
1
xn
gðxÞ ¼ gn : ð34Þ
n¼0
n!
Assuming that the differential operator L is invertible, and hence the inverse operator
L 2 1 exists and is given by:
Z x
21
L ð·Þ ¼ ð · Þdx: ð35Þ
0
Notice that:
and:
Z !
x X
1
xn X1
x nþ1 X
1
xn
21
L gðxÞ ¼ gn dx ¼ gn ¼ g n21 : ð37Þ
0 n¼0
n! n¼0
ðn þ 1Þ! n¼1 n!
Applying the onefold integral operator L 2 1 to both sides of equation (32) and using
equations (34)-(36), we obtain:
X
1 Z x Z x
xn
uðxÞ ¼ C 0 þ g n21 2 a0 uðxÞdx 2 b f ðuðxÞÞdx: ð38Þ
n¼1
n! 0 0
K Using equations (5) and (6), equation (38) becomes:
42,2 X1 X1 Z xX 1 Z xX1
xn
un ðxÞ ¼ C 0 þ g n21 2 a0 un ðxÞdx 2 b An ðxÞdx: ð39Þ
n¼0 n¼1
n! 0 n¼0 0 n¼0
that gives:
X
1
lim f ðxÞ ¼
m!1 mþ1
un ðxÞ ¼ u * ðxÞ: ð42Þ
n¼0
In the sequel, whenever a nonlinearity involves derivatives of the solution, then the
nonlinearity is decomposed according to formulas (62) and (66) based on our new
paradigm.
Applying the twofold integral operator L 2 1 to both sides of equation (44) and using
equations (46)-(47), we obtain: 291
X1 Z x
xn
uðxÞ ¼ C 0 þ ða1 C 0 þ C 1 Þx þ g n22 2 a1 uðxÞdx
n¼2
n! 0
Z xZ x Z xZ x ð49Þ
0
2 a0 uðxÞdxdx 2 b f ðuðxÞ; u ðxÞÞdxdx:
0 0 0 0
Using equations (5) and (6), equation (49) becomes:
X1 X1 Z xX 1
xn
un ðxÞ ¼ C 0 þ ða1 C 0 þ C 1 Þx þ g n22 2 a1 un ðxÞdx
n¼0 n¼2
n! 0 n¼0
Z xZ xX 1 Z xZ xX
1
ð50Þ
2 a0 un ðxÞdxdx 2 b An ðxÞdxdx:
0 0 n¼0 0 0 n¼0
Proceeding as before, we can establish the following new modified recursion scheme:
u0 ðxÞ ¼ C 0 ;
u1 ðxÞ ¼ C 1 x;
x2
u2 ðxÞ ¼ C 2 ;
2!
x3
u3 ðxÞ ¼ C 3 ;
3!
Z x Z xZ x
x nþ4
unþ4 ðxÞ ¼ g n 2 a3 unþ3 ðxÞdx 2 a2 unþ2 ðxÞdxdx
ðn þ 4Þ!
Z xZ xZ x 0 Z0 x Z0 x Z x Z x
2 a1 unþ1 ðxÞdxdxdx 2 a0 un ðxÞdxdxdxdx ð57Þ
Z 0x Z 0x Z 0x Z x 0 0 0 0
2b An ðxÞdxdxdxdx; n $ 0;
0 0 0 0
X p22 Z x Z x
x nþp
unþp ðxÞ ¼ g n 2 ap212n · · · unþp212n ðxÞ dx· · ·dx
|fflfflffl{zfflfflffl}
ðn þ pÞ! n¼0 0 0
|fflfflfflfflffl{zfflfflfflfflffl} ðnþ1Þ-fold
ðnþ1Þ-fold
Z x Z x Z x Z x
2 a0 · · · un ðxÞ dx· · ·dx
|fflfflffl{zfflfflffl} 2 b · · · An ðxÞ dx· · ·dx; n $ 0:
|fflfflffl{zfflfflffl}
0 0 0 0
|fflfflfflfflffl{zfflfflfflfflffl} p-fold |fflfflfflfflffl{zfflfflfflfflffl} p-fold
p-fold p-fold
that gives:
X
1
lim f ðxÞ ¼
m!1 mþ1
un ðxÞ ¼ u * ðxÞ: ð61Þ
n¼0
Notice that our motivation is to generate the Taylor series for the solution of higher-order
inhomogeneous nonlinear differential equations by our new modified recursion scheme
for the sake of trivial integrations, where we have designed the pattern as:
X
1
uðxÞ ¼ cn x n ;
n¼0
ð62Þ
X
1
ði Þ
u ðxÞ ¼ cðin Þ x n ;
n¼0
294 Thus, the one-variable Adomian polynomials, for the case of first-order inhomogeneous
nonlinear IVPs with constant system coefficients a0, a1, . . . , ap2 1 and b comprise the
simple nonlinearity as:
X
1
f ðuðxÞÞ ¼ x n An ðc0 ; c1 ; . . . ; cn Þ; ð64Þ
n¼0
from applying our new modified recursion scheme for higher-order inhomogeneous
nonlinear differential equations. Thereby we have rederived the Adomian-Rach Theorem
for the nonlinear transformation of series (Adomian and Rach, 1991, 1992) in this special
case. We also obtain similar results for multi-variable differential nonlinearities for
pth-order inhomogeneous nonlinear differential equations with constant system
coefficients as:
An ðxÞ ¼ An u0 ðxÞ; u1 ðxÞ; . . . ; un ðxÞ; . . .; uð0 p21Þ ðxÞ; uð1 p21Þ ðxÞ; . . . ; uðnp21Þ ðxÞ
¼ An c0 ; c1 x; . . . ; cn x n ; . . .; cð0 p21Þ ; cð1 p21Þ x; . . . ; cðnp21Þ x n ð65Þ
¼ x n An c0 ; c1 ; . . . ; cn ; . . .; cð0 p21Þ ; cð1 p21Þ ; . . . ; cðnp21Þ ;
and:
f uðxÞ; u ð1Þ ðxÞ; . . . ; u ð p21Þ ðxÞ
X1 ð66Þ
¼ x n An c0 ; c1 ; . . . ; cn ; . . .; cð0 p21Þ ; cð1 p21Þ ; . . . ; cðnp21Þ ;
n¼0
di
uðin Þ ðxÞ :¼ unþi ðxÞ;
dx i
a new paradigm, hence:
di
uðin Þ ðxÞ :– un ðxÞ;
dx i
to compute the solution’s Taylor expansion series through our new modified recursion
scheme.
To generate the Taylor series for the solution of higher-order inhomogeneous
nonlinear differential equations for multi-variable nonlinearities for systems of
m-coupled higher-order inhomogeneous nonlinear differential equations with constant
system coefficients, we have designed the pattern as:
X
1
Adomian
uk ðxÞ ¼ ck;n x n ; ð67Þ
n¼0 decomposition
method
for 1 # k # m, where the notation ck,n designates coefficients distinct from the cn. Since
we have delayed the various contributions and concomitantly decelerated the potential
rate of convergence as a compromise, then we always achieve the following
computationally convenient advantage: 295
An ðxÞ ¼ An u1;0 ðxÞ; u1;1 ðxÞ; . . . ; u1; n ðxÞ; . . .; um;0 ðxÞ; um;1 ðxÞ; . . . ; um; n ðxÞ
¼ An c1;0 ; c1;1 x; . . . ; c1;n x n ; . . .; cm;0 ; cm;1 x; . . . ; cm;n x n ð68Þ
n
¼ x An ðc1;0 ; c1;1 ; . . . ; c1; n ; . . .; cm;0 ; cm;1 ; . . . ; cm;n Þ;
3. Numerical examples
In what follows, we will illustrate the new reliable modification of the Adomian
decomposition method for higher-order inhomogeneous nonlinear differential equations
that we previously established in this work. The following expository examples confirm
the strength of the new modified recursion scheme.
Example 1. Consider the first-order inhomogeneous nonlinear IVP with a
quadratic nonlinearity:
We note that:
a 0 ¼ 21;
b ¼ 1; ð71Þ
C 0 ¼ 1;
X
1
xn
gðxÞ ¼ 2n : ð72Þ
n¼0
n!
Note also that the first few Adomian polynomials for the nonlinear term u 2(x) are
given by:
K A0 ðxÞ ¼ u20 ðxÞ;
42,2 A1 ðxÞ ¼ 2u0 ðxÞu1 ðxÞ;
A2 ðxÞ ¼ 2u0 ðxÞu2 ðxÞ þ u21 ðxÞ; ð73Þ
A3 ðxÞ ¼ 2u0 ðxÞu3 ðxÞ þ 2u1 ðxÞu2 ðxÞ;
296 ..
.:
u0 ðxÞ ¼ C 0 ¼ 1;
Z x Z x
x1
u1 ðxÞ ¼ þ ð1Þdx 2 ð1Þdx ¼ x;
1! 0 0
Z x Z x
x2 x2
u2 ðxÞ ¼ 2 þ ðxÞdx 2 ð2xÞdx ¼ ;
2! 0 0 2! ð74Þ
3 Z x 2 Z x
x x x3
u3 ðxÞ ¼ 4 þ dx 2 ð2x 2 Þdx ¼ ;
3! 0 2! 0 3!
Z x 3 Z x 3
x4 x 8x x4
u4 ðxÞ ¼ 8 þ dx 2 dx ¼ ;
4! 0 3! 0 3! 4!
and so on for other subsequent solution components. Using the Adomian assumption
for u(x), we find:
x2 x3 x4
uðxÞ ¼ 1 þ x þ þ þ þ · · ·; ð75Þ
2! 3! 4!
which converges to the exact solution:
uðxÞ ¼ e x : ð76Þ
Example 2. Consider the forced Duffing equation with a cubic nonlinearity:
a0 ¼ 21;
a1 ¼ 0;
b ¼ 2; ð78Þ
C 0 ¼ 1;
C 1 ¼ 0;
and the inhomogeneous term:
gðxÞ ¼ 2sinðxÞsinð2xÞ; ð79Þ
where the first few coefficients gn, n $ 0, are given by: Adomian
g 0 ¼ 0;
decomposition
method
g 1 ¼ 0;
g 2 ¼ 24; ð80Þ
g 3 ¼ 0; 297
g 4 ¼ 40:
Note also that the first few Adomian polynomials for the nonlinear term u 3(x) are given
by:
u0 ðxÞ ¼ C 0 ¼ 1;
u1 ðxÞ ¼ C 1 x ¼ 0;
Z xZ x Z xZ x
x2
u2 ðxÞ ¼ ð1Þdxdx 2 2 ð1Þdxdx ¼ 2 ;
0 0 0 0 2! ð82Þ
u3 ðxÞ ¼ 0;
Z xZ x 2 Z xZ x 2
x4 x x x4
u4 ðxÞ ¼ 24 2 dxdx þ 6 dxdx ¼ ;
4! 0 0 2! 0 0 2! 4!
and so on for subsequent solution components. Using the Adomian assumption for
u(x), we find:
x2 x4
uðxÞ ¼ 1 2 þ 2 · · ·; ð83Þ
2! 4!
which converges to the exact solution:
u ðivÞ ðxÞ 2 uðxÞ ¼ 4sinðxÞ; uð0Þ ¼ u0 ð0Þ ¼ 1; u00 ð0Þ ¼ 21; u000 ð0Þ ¼ 23: ð101Þ
We note that:
a0 ¼ 21;
a1 ¼ a2 ¼ a3 ¼ 0;
b ¼ 0;
ð102Þ
C 0 ¼ C 1 ¼ 1;
C 2 ¼ 21;
C 3 ¼ 23;
and:
gðxÞ ¼ 4sinðxÞ; ð103Þ
hence:
g n ¼ g ðnÞ ð0Þ; ð104Þ
that gives the first few coefficients:
g 0 ¼ 0;
g 1 ¼ 4;
g 2 ¼ 0;
ð105Þ
g 3 ¼ 24;
g 4 ¼ 0;
g 5 ¼ 4:
Applying the new modified recursion scheme (57) gives:
u0 ðxÞ ¼ C 0 ¼ 1;
u1 ðxÞ ¼ C 1 x ¼ x;
x2 x2
u2 ðxÞ ¼ C 2 ¼2 ;
2! 2!
3
x x3
u3 ðxÞ ¼ C 3 ¼ 2 ;
3! 2!
Z xZ xZ xZ x
x4
u4 ðxÞ ¼ ð1Þdxdxdxdx ¼ ;
0 0 0 0 4!
Z xZ xZ xZ x
x5 x5 Adomian
u5 ðxÞ ¼ 4 þ ðxÞdxdxdxdx ¼ ;
5! 0 0 0 0 4! decomposition
method
Z xZ xZ xZ x 2
x x6
u6 ðxÞ ¼ 2 dxdxdxdx ¼ 2 ; ð106Þ
0 0 0 0 2! 6! 301
Z xZ xZ xZ x 3
x7 x x7
u7 ðxÞ ¼ 24 2 dxdxdxdx ¼ 2 ;
7! 0 0 0 0 2! 6!
and so on for subsequent solution components. Using the Adomian assumption for
u(x), we find:
x2 x3 x4 x5 x6 x7
uðxÞ ¼ 1 þ x 2 2 þ þ 2 2 þ · · ·; ð107Þ
2! 2! 4! 4! 6! 6!
or equivalently:
x2 x4 x6
uðxÞ ¼ ð1 þ xÞ 1 2 þ 2 þ · · · ; ð108Þ
2! 4! 6!
We note that:
aj ¼ 0;
0 # j # 4;
b ¼ 224;
C 0 ¼ 1;
ð111Þ
C 1 ¼ e 21 ;
C 2 ¼ 2e 22 ;
C 3 ¼ 2e 23 ;
C 4 ¼ 26e 24 ;
K and:
42,2 gðxÞ ¼ 0; g n ¼ 0; n $ 0: ð112Þ
Applying the new modified recursion scheme (59) gives:
u0 ðxÞ ¼ C 0 ¼ 1;
302 u1 ðxÞ ¼ C 1 x ¼ e 21 x;
x2 x2
u2 ðxÞ ¼ C 2 ¼ 2e 22 ;
2! 2
x3 x 3
u3 ðxÞ ¼ C 3 ¼ e 23 ;
3! 3 ð113Þ
x4 x4
u4 ðxÞ ¼ C 4 ¼ 2e 24 ;
4! 4
Z xZ xZ xZ xZ x
x5
u5 ðxÞ ¼ 24 ðe 25 Þdxdxdxdxdx ¼ e 25 ;
0 0 0 0 0 5
Z xZ xZ xZ xZ x
x6
u6 ðxÞ ¼ 24 ð25e 26 xÞdxdxdxdxdx ¼ 2e 26 ;
0 0 0 0 0 6
and so on for subsequent solution components. Using the Adomian assumption for
u(x), we find:
x2 x3 x4 x5 x6
uðxÞ ¼ 1 þ e 21 x 2 e 22þ e 23 2 e 24 þ e 25 2 e 26 þ · · ·; ð114Þ
2 3 4 5 6
and this converges to the exact solution:
uðxÞ ¼ lnðe þ xÞ: ð115Þ
Example 7. In this example we consider the sixth-order inhomogeneous nonlinear
IVP with a sextic nonlinearity in the first-order derivative u0 (x) and an exponential
nonlinearity in the solution u(x):
d
u0n ðxÞ :¼ unþ1 ðxÞ;
dx
thus:
d 6
A0 ðxÞ ¼ dx u1 ðxÞ
;
d 5 d
A1 ðxÞ ¼ 6 dx u1 ðxÞ dx u2 ðxÞ ;
d 5 d d 4 d 2
A2 ðxÞ ¼ 6 dx u1 ðxÞ dx u3 ðxÞ þ 15 dx u1 ðxÞ dx u2 ðxÞ ;
d 5 d d 4 d d ð121Þ
A3 ðxÞ ¼ 6 dx u1 ðxÞ dx u4 ðxÞ þ 30 dx u1 ðxÞ dx u2 ðxÞ dx u3 ðxÞ
d 3 d 3
þ20 dx u1 ðxÞ dx u2 ðxÞ ;
..
.:
Note that the first few Adomian polynomials for the nonlinear term e u(x) are
given by:
A0 ðxÞ ¼ e u0 ðxÞ ;
A1 ðxÞ ¼ u1 ðxÞe u0 ðxÞ ;
A2 ðxÞ ¼ u2 ðxÞe u0 ðxÞ þ 2!1 ðu1 ðxÞÞ2 e u0 ðxÞ ;
ð122Þ
u0 ðxÞ u0 ðxÞ 1 3 u0 ðxÞ
A3 ðxÞ ¼ u3 ðxÞe þ u1 ðxÞu2 ðxÞe þ 3! ðu1 ðxÞÞ e ;
..
.:
K Applying the generalized modified recursion scheme (59) gives:
42,2 u0 ðxÞ ¼ 0;
u1 ðxÞ ¼ 2x;
x2
u2 ðxÞ ¼ 2 ;
2
304 x3
u3 ðxÞ ¼ 2 ; ð123Þ
3
x4
u4 ðxÞ ¼ 2 ;
4
x5
u5 ðxÞ ¼ 2 ;
5
where the solution components u0(x) through u5(x), inclusively, are computed from
the specified initial conditions. Continuing, we readily compute additional solution
components:
Z xZ xZ xZ xZ xZ x
x6
u6 ðxÞ ¼ ð1Þ 2 ð120Þ ð21Þ6 dxdxdxdxdxdx
6! 0 0 0 0 0 0
Z xZ xZ xZ xZ xZ x
x6
2 ð1Þ ð1Þdxdxdxdxdxdx ¼ 2 ;
0 0 0 0 0 0 6
7 Z xZ xZ xZ xZ xZ x
x
u7 ðxÞ ¼ ð21Þ 2 ð120Þ ð6xÞdxdxdxdxdxdx
7! 0 0 0 0 0 0
Z xZ xZ xZ xZ xZ x
x7
2 ð1Þ ð2xÞdxdxdxdxdxdx ¼ 2 ;
0 7
Z x0Z x0Z x0Z x0Z x0Z x
u8 ðxÞ ¼ 2ð120Þ ð21x 2 Þdxdxdxdxdxdx
0 0 0 0 0 0
Z x Z x Z x Z x Z x Z x
x2 ð2xÞ2 x8
2 ð1Þ 2 ð1Þ þ ð1Þ dxdxdxdxdxdx ¼ 2 ;
0 0 0 0 0 0 2 2 8
ð124Þ
and so on for subsequent solution components. Using the Adomian assumption for
u(x), we find:
x2 x3 x4 x5 x6 x7
uðxÞ ¼ 2x 2 2 2 2 2 2 2 · · ·; ð125Þ
2 3 4 5 6 7
which converges to the exact solution:
uðxÞ ¼ lnð1 2 xÞ: ð126Þ
4. Conclusion
We have developed a new modified recursion scheme for the Adomian decomposition
method to systematically solve homogeneous and inhomogeneous, linear and nonlinear
ordinary differential equations with constant system coefficients. Our new approach Adomian
provides a significant computational advantage for computing the solution’s Taylor decomposition
expansion series without using differentiation operators. We presented the analysis of
several cases beginning from the first-order through the fourth-order inhomogeneous method
nonlinear differential equations, inclusively, seeking a possible pattern so as to develop
the new modified recursion scheme for the general pth-order differential case.
The overall efficiency of our new approach is further enhanced by the efficient 305
algorithms and fast subroutines crafted by Duan (2010a, b, 2011) for easy and convenient
generation of the Adomian polynomials quickly and to high orders. We remark that
because of the usual rapid convergence of the Adomian decomposition series, we often
only require a low-stage approximation for high accuracy (Duan and Rach, 2011a, b).
The new modified recursion scheme yields an analytic, readily verifiable, rapidly
convergent series. We have demonstrated both the practicality and efficiency of the
new modification of the Adomian decomposition method by seven numerical
examples, including homogeneous and inhomogeneous, linear and nonlinear cases.
These illustrative examples, that we examined, show that the new modification is
reliable and efficient over existing techniques.
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Further reading
Bellomo, N. and Riganti, R. (1987), Nonlinear Stochastic System Analysis in Physics and
Mechanics, World Scientific, Singapore.
Cherruault, Y. (1998), “Modèles et méthodes mathématiques pour les sciences du vivant”, Presses
Universitaires de France, Paris, Vol. 119-61, pp. 256-64.
Grzymkowski, R. (2010), “Nieklasyczne metody rozwie˛zywania zagadnień przewodzenia ciepła”,
Wydawnictwo Politechniki Śle˛skiej, Gliwice, pp. 142-87.
Grzymkowski, R., Hetmaniok, E. and Słota, D. (2002), “Wybrane metody obliczeniowe w
rachunku wariacyjnym oraz w równaniach różniczkowych i całkowych”, Wydawnictwo
Pracowni Komputerowej Jacka Skalmierskiego, Gliwice, pp. 173-246.
Serrano, S.E. (2010), Hydrology for Engineers, Geologists, and Environmental Professionals:
An Integrated Treatment of Surface, Subsurface, and Contaminant Hydrology, 2nd revised
edition, HydroScience, Inc., Ambler, PA.
Serrano, S.E. (2011), Engineering Uncertainty and Risk Analysis: A Balanced Approach to
Probability, Statistics, Stochastic Processes, and Stochastic Differential Equations,
2nd revised edition, HydroScience, Inc., Ambler, PA.