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APPLICATION
APPLICATION OFOF ADOMIAN
ADOMIAN
METHOD
METHOD TOTO NONLINEAR
NONLINEAR
PARTIAL
PARTIAL DIFFERENTIAL
DIFFERENTIAL
EQUATIONS
EQUATIONS OF
OF ARBITRARY
ARBITRARY
ORDER
ORDER
By
Ahmed Mohamed Abdullah
Under supervision of
Prof. Dr. Salah Behiry
Assoc. Prof. Dr. Hany Hashish
Dr. Ibrahim Al Kalla
Objective
Fractional
History Method ADM-Fourier Nonlinear
Diffusion
1
Conditions
1
u v L (Ru ) L (f (u ))
u u n f (u ) A n
n 0 n 0
1d n
A n n [f ( u i )]
i
n d i 0 0
u
n 0
n v L R un L
1
n 0
1
A
n 0
n
u0 v
1 1
u 1 L Ru 0 L A 0
u 2 L 1Ru1 L 1A1
u0 v
1 1
u k 1 L Ru k L A k k 0
n
S n uk
k 0
New nonlinear algorithm
Adomian polynomials f (u )
A 0 f (u 0 )
A1 u1f (1)
(u 0 )
1 2
A 2 u 2f (1)
(u 0 ) u1 f (2)
(u 0 )
2
1 3
A 3 u 3f (1)
(u 0 ) u1u 2 f (2)
(u 0 ) u1 f (3)
(u 0 )
3
A 0 f (u 0 )
1 2 (2) 1 3 (3)
A1 u 1f (u 0 ) u1 f (u 0 ) u1 f (u 0 )
(1)
2 3
1 2
A 2 u 2 f (u 0 ) (u 2 2u1u 2 )f (u 0 )
(1) (2)
2
1
(3(u12u 2 u 1u 22 ) u 23 )f (3) (u 0 )
3
1 2
A 3 u 3f (u 0 ) (u 3 2u1u 3 2u 2u 3 )f (u 0 )
(1) (2)
2
1 3
(u 3 3u 3 (u1 u 2 ) 3u 3 (u1 u 2 ) )f (u 0 )
2 2 (3)
3
By Taylor expansion:
A 0 f (u 0 )
A1 f (u 0 u1 ) f (u 0 ) f (u 0 u1 ) A 0
A2 f (u 0 u1 u 2 )f (u 0 u1 )
f (u 0 u1 u 2 ) A 0 A1
A3 f (u 0 u1 u 2 u 3 )A0 A1 A2
A n f (S n ) f (S n 1 ) n 1
A 0 f (u 0 )
n 1
A n f (S n ) Ai n 1
i 0
1d n
A n n [f ( u i )]
i
n d i 0 0
u0 v
1 1
u1 L Ru 0 L f (u 0 )
for i=1:n-1
u 0new u 0 u1
1 1
u1 L Ru 0new L f (u 0new )
end
u 1k 1 u 1 u 2 u 3 u k
S n u 0 u1
Convergence &Error estimate of
the Algorithm
Theorem 1:
Ru Rv k R u v
f (u ) f (v ) k f u v
n
kR kf n
T
m
:Theorem 2 u (t ) S m max u1 (t )
1 t J
Exact Solution to Linear Riesz FPDEs
•* Anomalous diffusion
•* ADM-Fourier approach
•* Exact solution & Continuation Theorem
•* Examples
R : Riesz fractional derivative in space
x
[D u (x ) D u (x )]
R u (x )
x
0 2 1
2 cos( 2)
d 1
W u (x ) 0 1
dx
D u (x ) 2
d W 2u (x )1 2
dx 2
x
1
1
W u (x )
( x z ) u (z )dz
( )
1
1
W u (x )
( x z ) u (z )dz
( ) x
Riesz Definition in Caputo Sense
[ D f (t ) D f (t )]
C C
C
R f (t )
t
2 cos( 2)
0 2 1
1 d
W dt f (t ) 0 1
C
D f (t )
d 2
W 2
f (t ) 1 2
dt 2
Lemma
C
R f (x ) R f (x )
x x
fractional diffusion equation
C
0 Dt u (x t ) R u (x t ) x t 0
x
u (x 0) f (x ) 1 2 and 0 1
C
0 D : Caputo fractional derivative in time
t
1 t f ( )d
(n )
C
0 Dt f (t )
( 1) 0 (t )
x
1
( ) 0
1
J f (x )
x ( x ) f ( )d 0 x 0
u (x t ) f (x ) J t (R u (x t ))
x
u 0 u (x 0) f (x )
u k 1 J t (R x u k ) k 0
Lemma: Let (0, 2), 1, f ( x ) be piecewise continuous
f (x ) L1 (, ), then
R (sin( x )) sin( x )
x
R (cos( x )) cos( x )
x
k (1) k
k
z
E (z ) 0
k 0 (1 k )
Solution Continuation
lim u (x t ) u 2 (x t )
2
2
C
Dt u (x t ) 2 u (x t ) x t 0
x
lim u 2 (x t ) u 21 (x t )
1
2
u (x t ) 2 u (x t ) x t 0
t x
Example f (x ) (x )
1
(x ) cos( x )d
0
1
u (x t ) E ( t ) cos( x )d
0
2
1 2
u 2 ( x t )
0 E ( t ) cos( x )d
1
1 x 2
u 21 (x t ) e 4t
2 t
Example
Dt u (x t ) R u (x t ) u x t 0
x
u 0 u (x 0) cos( x )
u k 1 J t (u R x u k ) k 0
u (x t ) cos( x )E ((1 )t )
2
u 2 (x t ) cos( x )E ((1 )t )2
1
(1 2 )t
u 21 (x t ) cos( x )e
Fractional Wave Equation
C
Dt u (x t ) R u (x t ) x t 0
x
1 2 and 1 2
u (x 0) q1 (x )
u (x 0) q 2 (x )
t
1
u (x t ) [ Cs 2 (t )q1 (v ) cos( (x v ))d dv
0
Sc 2 (t )
q 2 (v ) cos( (x v ))d dv ]
0
2
Cs (z ) E 2 1 (z )
2
Sc (z ) zE 2 2 (z )
Solution Continuation
lim u (x t ) u 2 (x t )
2
2
C
Dt u (x t ) 2 u (x t ) x t 0
x
lim u 2 (x t ) u 22 (x t )
2
2
2
u (x t ) 2 u (x t ) x t 0
t 2
x
Example u (x 0) sin( x )
u (x 0) sin( x )
t
u (x t ) u k
k 0
u t a (u ) xx bf (u ) g
n
u t (d (u )u x ) x f (u ) g
u t au u xx g
porous medium equations or heat equations
with a source
Example consider the nonlinear
diffusion equation
sin(10x ) 2
u t uR u
x t cos (10x )
2
10
u (x 0) 0 1 2 x R t 0
3
sin(10x ) t
u0 t (1 cos(20x ))
10 6
sin(10x )
u (x t ) t
10
Example: Consider the nonlinear
curve shortening equation
u t u R u u cos(20x ) 399t cos (20x )
2
x
3 3 3
1 2 x R t 0
u (x 0) 0
u (x t ) cos(20x )t
Kuramuto Sivashinsky
u t uu x u xx u xxxx 0
u t uu x R u u xxxx 0 1 2
x
Example
u t uu x R u 00475u xxxx 0 1 2
x
u tt u xx sin u 0
u tt R u sin u 0 1 2
x
u tt Hu x sin u 0
Example u (x 0) cos( x )
u t (x 0) 0
Using MADM u 0 f 1
f f 1 f 2
u1 f 2 L 1
tt
R u L
x
0
1
tt A0
u0
u1 cos( x ) L 1
tt R L sin( )
x
1
tt
cos( x )
1 2
u 2 t ( 1) cos( x )
2
1 4
u3 t ( 1) 2 cos( x )
24
1.99
Example u (x 0) a a cos( n x )
8
0
n 1
n
100
u t (x 0) 0
where ai are Fourier cosine series coefficients for a periodic
f (x ) 3Sech (02x ) with period 2T 200
1.99
Conclusion
Conclusion
New nonlinear algorithm
increase in computations
Conclusion
ADM Fourier-Linear case
Taylor expansion
Exact solution
Conclusion
ADM-Fourier nonlinear case
Approximate solution
Modifications