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Adugna
Adugna
Adugna
DEPARTMENT OF MATHEMATICS
project title: Solving system of first and second order ordinary differential
equation by differential transform method
By:
Bedasa Adugna
Debeli Abera
February 2023
Bonga, Ethiopia
CHAPTER ONE..........................................................................................................................................1
1. INTRODUCTION...................................................................................................................................1
1.1 Background of the Study...................................................................................................................1
1.2 Statement of the Problem.................................................................................................................3
1.3 Objectives of Study............................................................................................................................4
1.3.1 General Objective.......................................................................................................................4
1.3.2 Specific Objectives.....................................................................................................................4
1.4 Significance of the Study....................................................................................................................4
1.5 Delimitation of the study...................................................................................................................4
1.6 Limitation of Study................................................................................................................................5
CHAPTER TWO.........................................................................................................................................6
2. PRELIMINARIES...................................................................................................................................6
2.1 Differential Equations and system of Ordinary Differential Equations..............................................6
2.2 Differential Transform Method..........................................................................................................8
CHAPTER THREE...................................................................................................................................11
3. METHODOLOGY................................................................................................................................11
3.1 Study Area and Period.....................................................................................................................11
3.2 Study Design...................................................................................................................................11
3.3 Source of Information......................................................................................................................11
3.4 Method of data collection...............................................................................................................11
3.5 Method of Data Analysis..................................................................................................................11
3.6 Ethical Consideration.......................................................................................................................12
CHAPTER FOUR.....................................................................................................................................13
4. WORKPLAN AND BUDGET BREAK DOWN..........................................................................................13
4.1 Work plan breakdown.....................................................................................................................13
4.2 Budget Breakdown..........................................................................................................................14
REFERENCE............................................................................................................................................15
ii
ACKNOWLEDGEMENT
First and for most, I would like to express my deepest gratitude to GOD who makes all things
possible and gives me desire, ability, opportunity and motivation to complete my activities on
time. Secondly, I would like to express deepest gratitude to my Advisor Mr. Getasew Alene
(MSC) for his assistance, guide and constructive comments beginning from proposal
development to the accomplishment of this thesis work. Thirdly, I would like to thank my
parents for their continuous support. Lastly, I would like to thank Bonga University for giving
ABSTRACT
iii
In this study, the differential transform method was applied for solving system of linear ordinary
differential equations subject to initial conditions. The approximate solution of the system of
equations was computed in the series form. Some systems of order ordinary differential
equations with initial values were solved as numerical examples. Then, analysis and discussion
of the result obtained by the method was made. Moreover, conclusion of the result was written
iv
CHAPTER ONE
1. INTRODUCTION
Partial differential equations (PDEs) are a mathematical equation that involves two or more
independent variables, an unknown function (dependent on those variables), and certain partial
derivatives of the unknown function with respect to the independent variables. They describe all
types of physical phenomena in engineering and science, ranging from transient heat conduction
through vibrations of strings and plates to fluid flow and the behavior of electric and magnetic
fields. While ordinary differential equations are differential equations which involves a
derivative of a dependent variable with respect to a single independent variable. There are
several references related to the existence and uniqueness of solution of ordinary differential
equations (Kreysing, 1972)[3].
Ordinary differential equations (ODEs) arise in many contexts of mathematics; social and natural
sciences. Mathematical descriptions of change use differentials and derivatives. Various
differentials, derivatives, and functions become related via equations, such that a differential
equation is a result that describes dynamically changing phenomena, evolution, and variation.
Often, quantities are defined as the rate of change of other quantities (for example, derivatives of
displacement with respect to time), or gradients of quantities, which is how they enter differential
equations.
1
Due to their wide applications in applied science and engineering applications systems of
ordinary differential equations has been considered by several researchers. They have put much
effort to solve these problems numerically and developed some efficient and accurate methods.
Usually a given differential equation has an infinite number of solutions, so it is natural to ask
which one we want to use. To choose one solution, more information is needed. Some specific
information that can be useful is an initial value, which is an ordered pair that is used to find a
particular solution. A differential equation together with one or more initial values is called an
initial-value problem. The general rule is that the number of initial values needed for an initial-
value problem is equal to the order of the differential equation.
[6] According to Inç, M., & Evans, D. J. (2004) a great deal of interest has been concentrated on
the applications of differential transformation method (DTM) to solve various scientific models.
The concept of the differential transform method is first proposed by Zhou [1986],who solved
linear and non-linear initial value problems in electric circuit analysis[8]. The differential
transform method (DTM) is a semi analytical numerical method that uses Taylor series for the
solution of differential equation. It is an iterative procedure for obtaining the Taylor series
solution of the given differential equation and is promising for various other types of differential
equation. By application of the method, it is possible to obtain highly accurate results or exact
solutions for differential equation.
A differential equation (DE) is an equation containing the derivatives of one or more dependent
variables, with respect to one of more independent variables (Zill, 1997).Equations in which the
2
unknown function or the vector function appears under the sign of the derivative or the
differentials are called differential equations (Elsgolts, 1970)[2].A differential equation is an
equation that relates in a nontrivial way an unknown function & one or more of the derivatives or
differentials of an unknown function with respect to one or more independent variables (Ross,
2008)[1].
The differential transform method (DTM) solves ordinary differential equation, partial
differential equation and integral equations. The differential transform method is developed
based on the Taylor series expansion.
Later, many researchers used the differential transform method(DTM) to solve various types of
linear and nonlinear problems. [7]Naharil and Avinash [2014] applied differential transform
method (DTM) to system of linear differential equations. [5]Hassan. H A [2008] compared series
solution obtained by differential transform method (DTM) with decomposition method for linear
and nonlinear initial value problems and proves that differential transform method (DTM) is a
reliable tool to find the numerical solutions. The transform method can be used to evaluate the
approximating solution by the finite Taylor series and by an iteration procedure described by the
transformed equations obtained from the original equation using the operations of differential
transform. The main advantage of this method is that it can be applied directly to nonlinear
ordinary differential equations without requiring linearization, discretization, or perturbation.
Another important advantage is that this method is capable of greatly reducing the size of
computational work while still accurately providing the series solution with fast convergence
rate. A specific advantage of this method over any purely numerical method is that it offers
smooth, functional form of the solution over a time step.
System of ordinary differential equations of both first and second order has various applications
in various science and engineering fields. Due to this reason, we will be interested to employ
differential transform method for solving system of ordinary differential equations. Hence, this
study will answer the following questions:
3
How can we express system of ordinary differential equations?
What are the basic definitions of differential transform?
What are the fundamental principles of differential transform?
How can solve system of ordinary differential equation using the differential transform
method?
Due to the scarcity of time this project work was delimited to only solving system of linear first
and second order ordinary differential equations by the differential transform method.
4
1.6 Limitation of Study
This project work was limited to only solving system of linear first and second order ordinary
differential equation by differential transform method.
The following are some of the limitations that face to us in conducting this study:
5
CHAPTER TWO
2. PRELIMINARIES
Calculus is the mathematics of change, and rates of change are expressed by derivatives. Thus,
one of the most common ways to use calculus is to set up an equation containing an unknown
function y f ( x) and its derivative, known as a differential equation. Solving such equations
often provides information about how quantities change and frequently provides insight into how
and why the changes occur. Techniques for solving differential equations can take many
different forms, including direct solution, use of graphs, or computer calculations.
A system of ordinary differential equation is two or more equations involving the derivatives of
two or more unknown functions of a single independent variable. Systems of ordinary
differential equation are a combination of two or more ordinary differential equations subject to
one or more initial conditions. Thus, a number of coupled differential equations form a system of
equations.
n n−1
d y d y dy
a n (x) +a n−1 ( x) a ( x) +a0(x)y=g(x)......(1)
n−1 +.....+ 1
dx
n
dx dx
6
the dependent variable y and all its derivatives y (1),y(2),.....,y(n)are the first degree that is the power
of each term involving y is 1.The coefficients a 0,a1,...,an of y, y(1),....,y(n) depend at most on the
independent variable x.
Definition1: [7]n× n system of first order linear ordinary differential equation(ODEs) is a set of n
differential equations involving n unknown function x1,....,xm of the form:
dy1
a11 (t ) x1 (t ) a12 (t ) x2 ... a1n (t ) xn (t ) g1 (t )
dt
dy2
a21 (t ) x1 (t ) a22 (t ) x2 ... a2 n (t ) xn (t ) g2 (t )
dt
.
.
.
dyn
an1 (t ) x1 (t ) an 2 (t ) x2 ... ann (t ) xn (t ) gn (t )
dt
(2)
This is called the standard form of system first order ordinary differential equations. System is
homogeneous if each of the function g1(t),…,gn(t) is zero.
Definition: Taylor series or Taylor expansion of a function is an infinite sum of terms that are
expressed in terms of the function's derivatives at a single point.
7
n −1 n
f (c )
f ( x ) =∑ (x−a)n
k=0 n!
The differential transform method (DTM) is an iterative procedure to obtain the analytical Taylor
series solutions of differential equations and it gives exact values of the k-th derivative of an
analytical function at a point based on known and unknown initial boundary conditions in series
form.
Differential transform method is very useful to solve equation in ordinary differential equation. It
is also applied to solve boundary value problems.
The differential transform of the function u(x) for the k th of a function with one variable is as
follow:[4]
1 d k u ( x)
U (k )
k ! dx k x x0
at
(4)
Where u(x) is the original function and U (K) is the transformed function and the differential
inverse transformation U (K) defined by[4]
k
u ( x) U (k ) x x0
k
k 0
(5)
k=∞
Where x 0=0 the function u ( x )= ∑ U (k )¿ ¿ implies that the concept of the one dimensional
k=0
differential transform method is almost as the same as the one dimensional Taylors series
expansion.
8
Some of the basic operational properties of the Differential Transform method (DTM) are listed
in table1 below. When the differential transform of u(x), g(x)and h(x) be U(k), G(k) and
H(k),respectively with β, α, ω are any constant number and δ (k) is the transformed function
Table: 1[4]
1 u ( x ) g ( x ) h( x ) U (k ) G (k ) H (k )
2 u ( x) g ( x) U (k ) G (k )
3 dg ( x) U (k ) (k 1)G (k 1)
u ( x)
dx
4 d 2 g ( x) U (k ) (k 1)(k 2)G (k 2)
u ( x)
dx 2
6 u ( x) 1 U (k ) (k )
7 u ( x) x U (k ) (k 1)
8 u ( x) x m U (k ) (k m) 1,0, kk mm
9 u ( x ) g ( x ) h( x ) k
U (k ) H (m)G (k m)
m 0
10 u ( x) e x k
U (k )
k!
11 u ( x) (1 x) m m(m 1)...(m k 1)
U (k )
k!
9
12 u ( x) sin( x ) k k
U (k ) sin
k! 2
13 u ( x) cos( x ) k k
U (k ) cos
k! 2
14 u ( x) exp( x) k
U (k )
k!
15 u ( x) e x 1
U (k )
k!
CHAPTER THREE
3. Solving system of first and second order ordinary differential equation by differential
transform method
10
The differential transform of the function u(x) for the kth of a function with one variable is as
follow:[4]
1 d k u ( x)
U (k )
k ! dx k x x0
at (1)
Where u(x) is the original function and U (K) is the transformed function and the differential
inverse transformation U (K) defined by[4]
k
u ( x) U (k ) x x0
k
k 0 (2)
k=∞
Where x 0=0 the function u ( x )= ∑ U (k )¿ ¿ implies that the concept of the one dimensional
k=0
differential transform method is almost as the same as the one dimensional Taylors series
expansion.
k
1 d
G( k )= g ( x ) |x=0
(k ) ! d x k
∞
g( x )=∑ ¿ ¿) G( k )
k=0
k
1 d
H( k )= h ( x )|x=0
(k ) ! d x k
11
∞
h( x )=∑ ¿ ¿) H( k )
k=0
k k
1 d 1 d
Now, G( k ) ± H ( k ) = g ( x) ± h (x )
(k ) ! d x k
(k )! d x k
k
1 d
= [ g ( x ) ± h ( x )]
(k ) ! d x k
u ( x )=g( x ) ± h ( x )
k
1 d
G( k ) ± H ( k ) = [u ( x )]
(k ) ! d x k
G( k ) ± H ( k ) = U( k )
∞
g( x )=∑ ¿ ¿) G( k )
k=0
k
( ) 1 d
U k =c [ g ( x )]
( k ) ! d xk
= cG( k )
d
Theorem 3 : If u ( x )= g( x ), then U( k )=(k+1)G( k +1 )
dx
∞
g( x )=∑ ¿ ¿) G( k )
k=0
12
=G( 0 )+x G( 1 )+ x 2 G ( 2 )+ x 3 G ( 3 ) +….
d
g( x )= G( 1 )+2x G( 2 ) +3 x 2 G ( 3 )+ x 3 G ( 3 ) +….
dx
∞
=∑ ¿ ¿)(k+1) G( k +1 )
k=0
d
u ( x )= g( x )
dx
∞
=∑ ¿ ¿)(k+1) G( k +1 )
k=0
n
d ( K +n) !
Theorem 4 : If u ( x )= n g ( x ), then U( k )= G( k + n )
dx k!
∞
g( x )=∑ ¿ ¿) G( k )
k=0
d
g( x )= G( 1 )+2x G( 2 ) +3 x 2 G ( 3 )+ x 3 G ( 3 ) +….
dx
∞
d
g( x )=∑ ¿ ¿) (k+1) G( k +1 )
dx k=0
13
2
d
2
g ( x )=2G( 2 ) +6 x G ( 3 )+…
dx
2 ∞
d
2
g ( x )=∑ ¿ ¿)(k+1)(k+2) G( k + 2 )
dx k=0
n
d
u ( x )= n
g(x)
dx
∞
=∑ ¿ ¿) (k+1) (k+2)… (k+n) G( k + n )
k=0
We have
U( k )=¿(k+1)(k+2)…(k+n) G( k + n )
( K +n) !
U( k )= G( k + n )
k!
k
λ
Theorem 5: If u( x )=e λx, then U( k )=
k!
∞
u( x )=∑ x U( k )
k
k=0
2 3
λ 2 λ 3
1+ λ x + x + x +…= U( 0 )+xU( 1 )+ x 2 U ( 2 ) + x 3 U ( 3 )+….
2! 3!
U( 0 )=1
U( 1 )= λ
14
2
λ
U ( 2 )=
2!
3
λ
U ( 3 )=
3!
k
λ
… U( k )=
k!
k
ω πk
Theorem 6:u ( x )=sin(ωx ), then U( k )= sin( )
k! 2
∞
g( x )=∑ ¿ ¿) G( k )
k=0
3 5 7
(ωx ) (ωx ) (ωx )
we have, ωx − + - +…= G( 0 )+x G( 1 )+ x 2 G ( 2 )+ x 3 G ( 3 ) +….
3! 5! 7!
k ω (2 k +1)
3 5
−ω ω
G( 1 )=ω, G( 3 ) = , G( 5 ) = ,…G( 2 k +1 ) =(−1 ¿ ¿
3! 5! (2 k +1)!
k
ω πk
Thus we get, U( k )= sin( )
k! 2
∞
Theorem 7 : If u ( x )=h ( x ) g ( x ) , then U( k )=¿ ∑ H ( m ) G( k −m )
k=0
∞ ∞
u ( x )=∑ ¿ ¿) H( m ) ∑ ¿ ¿) G( j )
k=0 j=0
∞ k
u ( x )=∑ x k ∑ H ( m )G( k −m )
k=0 m=0
15
∞
U( k )=¿ ∑ H ( m ) G( k −m )
k=0
3.1 Solving system of first order ordinary differential equation by differential transform
method
Definition1: [7]n× n system of first order linear ordinary differential equation(ODEs) is a set of n
differential equations involving n unknown function x1,....,xm of the form:
dy1
a11 (t ) x1 (t ) a12 (t ) x2 ... a1n (t ) xn (t ) g1 (t )
dt
dy2
a21 (t ) x1 (t ) a22 (t ) x2 ... a2 n (t ) xn (t ) g2 (t )
dt
.
.
.
dyn
an1 (t ) x1 (t ) an 2 (t ) x2 ... ann (t ) xn (t ) gn (t )
dt
(2)
This is called the standard form of system first order ordinary differential equations. System is
homogeneous if each of the function g1(t),…,gn(t) is zero.
Examples1: Consider the following system of simultaneous linear first order ordinary
differential equations
y1(1) ( x) y3 ( x) cos( x)
y2 (1) ( x) y3 ( x) e x ,
y3(1) ( x) y1 ( x) y2 ( x)
(6)
(7)
16
Solution: The exact solution of this problem is: (F.Mirzaee)
y ( x) ( y1 ( x), y2 ( x), y3 ( x)) (e x ,sin( x), e x cos( x))
.
By using above theorems or differential transform properties the equations are transformed as
follows:
1 k
(k 1)Y1 (k 1) Y3 (k ) cos
k! 2
1
(k 1)Y2 (k 1) Y3 (k )
k!
(k 1)Y3 (k 1) Y1 (k ) Y2 (k ) 0 (8)
Consequently, using k 0,1, 2,3, 4,5 respectively in Eq. (8) and using Eq. (9) we obtain the
following:
For k = 0, Eq. (8) becomes
1 1
Y1 (1) Y3 (0) cos 0 Y1 (1) Y3 (0) 0! cos 0 2 1 1
0!
1 1
Y2 (1) Y3 (0) Y2 (1) Y3 (0) 2 1 1
0! 0!
Y3 (1) Y1 (0) Y2 (0) 0 Y3 (1) Y1 (0) Y2 (0) 0 1 0 0 1
17
For k=2,Eq.(8) becomes
1 1 1
(2)Y1 (2) Y3 (1) cos (2)Y1 (2) Y3 (1) cos 2Y1 (2) 1 0 Y1 (2)
1! 2 1! 2 2!
1 1
(2)Y2 (2) Y3 (1) (2)Y2 (2) Y3 (1) Y2 (2) 0
1! 1!
(2)Y3 (2) Y1 (1) Y2 (1) 0 (2)Y3 (2) Y1 (1) Y2 (1) Y3 (2) 0
1 2 1 1
3Y1 (3) Y3 (2) 2! cos Y1 (3) 3!
3Y1 (3) Y3 (0) cos
2! 2
1 1 1
3Y2 (3) Y3 (2) 3Y2 (3) Y3 (2) Y2 (3)
2! 2! 3!
3Y3 (3) Y1 (2) Y2 (2) 0 1
3Y3 (3) Y1 (2) Y2 (2) 0 Y3 (3) 3
18
1 4 1 1
5Y1 (5) Y3 (4) 4! cos 2 Y1 (5) 5!
5Y1 (5) Y3 (4) cos
4! 2
1 1 1
5Y2 (5) Y3 (4) 5Y2 (5) Y3 (4) Y2 (5)
4! 4! 5!
5Y3 (5) Y1 (4) Y2 (4) 0 1
5Y3 (5) Y1 (4) Y2 (4) 0 5
1
Y1 (2) , Y2 (2) 0, Y3 (2) 0
2!
1 1 1
Y1 (3) , Y2 (3) , Y3 (3)
3! 3! 3!
1 2
Y1 (4) , Y2 (4) 0, Y3 (4)
4! 4!
1 1 1
Y1 (5) , Y2 (5) , Y3 (5)
5! 5! 5! (6)
19
1 2 1 3 1 4 1 5
y1 ( x) 1 x x x x x ... e x ,
2! 3! 4! 5!
1 1
y2 ( x) x x 3 x 5 ... sin( x),
3! 5!
1 1 1 1
y3 ( x) (1 x x 2 x 3 ...) (1 x 2 x 4 ...) e x cos( x)
2! 3! 2! 4!
(13)
3.2 Solving system of second order ordinary differential equation by differential transform
method
Examples 2: Consider the following system of linear second order ordinary differential
equations:
'' ''
y 1 ( x ) + y 1 ( x )− y 2 ( x ) −4 y 2 ( x )=0
' '
y 1 ( x ) + y 2 ( x )=cos ( x ) +2 cos (2 x) (14)
y1 (0) 0, y1 '(0) 1
y2 (0) 0, y2 '(0) 2 (15)
20
By using above theorems and choosing x o=0 ,equations are transformed as follows:
( k + 2 )( k + 1 ) Y 1 ( k +2 ) +Y 1 ( k ) −( k +2 ) ( k +1 ) Y 2 ( k +2 )−4 Y 2 ( k )=0
( )
k+ 1
( k +1 ) Y 1 ( k +1 ) + ( k + 1 ) Y 2 ( k +1 ) = 1 cos kπ + 2 cos ( kπ ) (16)
k! 2 k! 2
With transformed BCs:
Y 1 ( 0 )=0 ,Y 1 ( 1 )=1
Y 1 ( 4 )=0 , Y 2 ( 4 )=0
1 32
Y 1 ( 5 )= , Y 2 ( 5 )=
5! 5!
1 3 1 5
y 1 ( x ) =x− x + x +…=sin ( x ) ,
3! 5!
8 3 32 5
y 2 ( x ) =2 x− x + x +…=sin ( 2 x ) . (18)
3! 5!
Chapter Four
4. Conclusion
Generally we have studied differential transform method for solving system of linear first and
second order ordinary differential equations. The differential transform method is one of the
21
numerical methods for ordinary differential equations. The differential transform method is very
effective and powerful for solving various kinds of differential equations. Basically, the
differential transform method is a numerical method based on the Taylor series expansion. Some
linear ordinary differential equations are solved as numerical examples. The numerical results
obtained by differential transform method are compared with the exact solutions and it is closer
to each other. The differential transform method is an approximation to exacts solutions which
are differential and it has high accuracy. It may be conclude that differential transform method is
very powerful and efficient in finding analytical as well as numerical solutions for wide classes
22
REFERENCE
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fractional derivatives in the sense of Riemann-Liouville, Caputo and Miller-Ross."Journal
of Automation and Information Sciences 40, no. 6 (2008).
[2] Elsgolts, Lev Ernestovich, and Lev ĖrnestovichĖlʹsgolʹt︠ s︡ . Differential equations and the
calculus of variations.Mir Publishers, 1970.
[3] Ervin, K. (1972). Advanced engineering mathematics.Willey Eastern Limited, New Delhi, Third
US Edition.
[4] Farshid Mirzaee (2011). Differential transform methods for solving linear and non-linear system
of ordinary differential equation.
[5] Hassan H.A., (2008). Comparison of differential transformation technique with Adomain
decomposition method for linear and non-linear initial value problems, Chaos solutions
fractals.
[6] Inç, M., & Evans, D. J. (2004).An efficient approach to approximate solutions of eighth-order
boundary-value problems. International Journal of Computer Mathematics, 81(6), 685-692.
[7] Naharil.,Avinash. (2014) K., Differential transform method for system of linear differential
equations.
[8] Zhou X., (1986).Differential Transformation and its application for Electrical circuits,
Huazhong university press, in Chinese.
[9] Zill, Dennis G. "A First Course in Differential Equations. Brooks." (1997).
[10] Zill, Dennis G. A first course in differential equations with modeling applications. Cengage
Learning, 2012.
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