CHIN.PHYS.LETT.

Vol. 25, No. 2 (2008) 589

Solutions of Heat-Like and Wave-Like Equations with Variable Coecients by Means of the Homotopy Analysis Method
A. K. Alomari , M. S. M. Noorani, R. Nazar
School of Mathematical Sciences, University Kebangsaan Malaysia, 43600 UKM Bangi, Selangor, Malaysia

(Received 25 October 2007)

We employ the homotopy analysis method (HAM) to obtain approximate analytical solutions to the heat-like and wave-like equations. The HAM contains the auxiliary parameter h, which provides a convenient way of controlling the convergence region of series solutions. The analysis is accompanied by several linear and nonlinear heat-like and wave-like equations with initial boundary value problems. The results obtained prove that HAM is very eective and simple with less error than the Adomian decomposition method and the variational iteration method.

PACS: 44. 05. +e, 44. 20. +b, 44. 27. +g In various elds of science and engineering, many physical problems can be described by initial boundary value problems (IBVP) with variable coecients.[1] All physical problems must start from some values of time (generally called t = 0), so we must specify the physical apparatus at this time which is the initial condition. Also, all of these problems have some kinds of boundaries, so we must describe mathematically what goes on there in order to adequately describe the problem by using the equation model and the initial values under boundary conditions, and thus we have initial boundary value problems (IBVPs). Heat-like and wave-like equations play important roles in these problems. Not only earthquake stresses but also non-homogeneous elastic waves in soils may obey a wave-like equation.[2] Furthermore, slowly decaying long current loops, along with the other known eects in the at superconducting cables subjected to the time-dependent magnetic eld, can be described in the frame of a single wave-like equation.[3] The most celebrated NavierStokes equations can be converted into various heat-like equations in some special cases.[4] The approximate analytical solutions to heat and wave-like equations were presented by Wazwaz and Gorguis[1] using the Adomian decomposition method (ADM) and Shou and He[4] using the variational iteration method (VIM). Another powerful and more convenient analytical technique, called the homotopy analysis method (HAM) was proposed by Liao in his Ph.D. thesis,[6] is a powerful analytic method for nonlinear problems. A systematic and clear exposition on HAM is given in Ref. [7]. HAM contains a certain auxiliary parameter h . In this Letter, we present a reliable algorithm based on the HAM to obtain the exact and/or approximate analytical solutions of the heat-like and wave-like models. We will see the eectiveness of using dierent
To

values of h to obtain the accurate analytical solutions, and we will also give the value of h, showing that ADM and VIM are special cases of HAM. In addition, the error in the HAM solution is less than the errors in the ADM and VIM solutions, which means that HAM is more general and more eective than ADM and VIM. For the basic ideas of HAM, see Ref. [7]. The general solution by using HAM is in the form um (r , t) = L1 [ hRm (um1 )] + m um1 (r , t). (1)

To nd how we can obtain L, Rm and m , see Ref. [7]. Eq. (1) is linear since L is linear so it can be easily solved by the symbolic computation softwares such as Maple and Mathematica. Then the solution will be u(r , t) = u0 (r , t) + u1 (r , t) + u2 (r , t), . (2)

We will apply the HAM to four physical examples, i.e. two examples each for heat-like and wave-like equations, respectively, to illustrate the strength of the method and to establish the exact solutions for these problems. We make comparisons with the ADM[1] and VIM.[4] Heat-like equation We successfully apply HAM into two examples of dierent dimensions for the heat-like equation. In all of the examples for the heat-like equation we consider the linear operator L[(r , t; q )] = with the property L[c1 (r)] = 0, where c1 (r) is the integral constant determined by using the initial condition. Example 1 First we present analytical solutions for one-dimensional IBVP, ut = 1 2 x uxx , 2 0 < x < 1, t > 0, (3) (r , t; q ) , t

whom correspondence should be addressed. Email: abdomari80@yahoo.com c 2008 Chinese Physical Society and IOP Publishing Ltd

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subject to the boundary and the initial conditions u(0, t) = 0, u(1, t) = et , u(x, 0) = x2 . (4)

To solve Eqs. (5)(7) by means of HAM, we choose the initial approximation u0 (x, t) = x4 y 4 z 4 t. Furthermore, Eq. (5) suggests that we dene the nonlinear operator as (x, y, z, t; q ) N [(x, y, z, t; q )] = + x4 y 4 z 4 t 1 ( 2 2 (x, y, z, t; q ) x 36 x2 ) 2 2 (x, y, z, t; q ) 2 (x, y, z, t; q ) + y2 + z , y 2 z 2 so um1 (x, y, z, t) + x4 y 4 z 4 Rm (um1 ) = t 1 ( 2 2 um1 (x, y, z, t) x 36 x2 ) 2 2 um1 (x, y, z, t) 2 um1 (x, y, z, t) + y2 + z . y 2 z 2 When we apply Eq. (1) for all m 1 with zero the initial condition in Eq. (6), we successively obtain u1 (x, y, z, t) = u2 (x, y, z, t) = 1 4 4 4 2 hx y z t , 2!

To solve Eqs. (3)(4) by means of the HAM, we choose the initial approximation u0 (x, t) = x2 . Furthermore, Eq. (3) suggests that we dene the nonlinear operator as N [(x, t; q )] = so Rm (um1 ) = um1 (x, t) 1 2 2 um1 (x, t) x . t 2 x2 (x, t; q ) 1 2 2 (x, t; q ) x , t 2 x2

When we apply Eq. (1) for all m 1 with the initial condition zero, we successively obtain u1 (x, t) = hx2 t, 1 2 2 2 h x t hx2 t h2 x2 t, u2 (x, t) = 2! 1 3 2 3 u3 (x, t) = h x t + h3 x2 t2 + h2 x2 t2 3! hx2 t 2 h2 x2 t h3 x2 t, etc. Taking h = 1 and using Eq. (2), the solution must be u(x, t) ( ) t2 t3 x2 1 + t + + + , 2! 3!

1 4 4 4 2 x hy z t ( ht 3 h 3), 3! 1 4 4 4 2 2 2 u3 (x, y, z, t) = hx y z t ( h t 4! 8 ht 8 h2 t + 12 h2 + 24 h + 12), etc. Taking h = 1 and using Eq. (2), the solution must be un (x, y, z, t) ( t2 t3 tn+1 ) = x4 y 4 z 4 t + + + + , 2! 3! (n + 1)! and this will, in the limit of innitely many terms, yield the closed-form exact solution (7), so ADM and VIM are the special cases of HAM at h = 1. Wave-like equation We consider two examples in different dimensions of the wave-like equation. In all of these examples we dene the linear operator as L[(r , t; q )] = with the property 2 (r , t; q ) , t2

and this will, in the limit of innitely many terms, yield the closed-form solution u(x, t) = x2 et , which is the same as the solution obtained by ADM[1] and VIM.[4] Therefore, ADM and VIM are special cases of HAM. Example 2 Consider the following three-dimensional non-homogeneous IBVP: ut = x4 y 4 z 4 + ) 1( 2 x uxx + y 2 uyy + z 2 uzz , 36 0 < x, y, z < 1, t > 0, (5)

subject to the Neumann boundary conditions and the initial condition as follows: u(0, y, z, t) = 0, u(x, 0, z, t) = 0, u(x, y, 0, t) = 0, u(x, y, z, 0) = 0, whose exact solution was found to be[1,4] u(x, y, z, t) = x4 y 4 z 4 (et 1). (7) u(1, y, z, t) = y 4 z 4 (et 1), u(x, 1, z, t) = x4 z 4 (et 1), u(x, y, 1, t) = x4 y 4 (et 1), (6)

L[c1 (r )t + c2 (r )] = 0, where ci (r ) (i = 1, 2) are the integral constants that can be determined by using the initial conditions. Example 1 Firstly, consider the one-dimensional IBVP 1 2 x uxx , 0 < x < 1, t > 0, (8) 2 subject to the boundary and the initial conditions utt = u(0, t) = 0, u(x, 0) = x, u(1, t) = 1 + sinh t, ut (x, 0) = x2 , (9)

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whose exact solution was found to be[1,4] u(x, t) = x + x2 sinh t. (10)

ut (x, y, z, 0) = x2 + y 2 z 2 , whose exact solution was found to be

(12)

According to HAM, the initial approximation of Eq. (8) is u0 (x, t) = x + x2 t. Furthermore, Eq. (8) suggests that we dene the nonlinear operator as N [(x, t; q )] = so Rm (um1 ) = um1 (x, t) 1 2 um1 (x, t) x . t2 2 x2
2 2

u(x, y, z, t) = (x2 + y 2 )(et 1) + z 2 (et 1). (13) To solve Eqs. (11) and (12) by means of HAM, we choose the initial approximation u0 (x, y, z, t) = (x2 + y 2 )t z 2 t. Furthermore, Eq. (11) suggests that we dene the nonlinear operator as 2 (x, y, z, t; q ) x2 y 2 z 2 N [(x, y, z, t; q )] = t2 1 ( 2 2 (x, y, z, t; q ) x 2 x2 2 (x, y, z, t; q ) 2 (x, y, z, t; q ) ) + y2 + z2 , 2 y z 2 so um1 (x, y, z, t) x2 y 2 z 2 Rm (um1 ) = t 1 ( 2 2 um1 (x, y, z, t) x 2 x2 2 um1 (x, y, z, t) 2 um1 (x, y, z, t) ) + y2 + z2 . 2 y z 2 Applying Eq. (1) for all m 1 with the zeros initial conditions in Eq. (12), we obtain 1 3 2 1 3 2 1 3 2 ht x ht y + ht z 3! 3! 3! 1 1 1 hx2 t2 hy 2 t2 hz 2 , t2 2! 2! 2! 1 1 1 u2 (x, y, z, t) = t5 h2 x2 + t5 h 2 y 2 t5 h2 z 2 5! 5! 5! 1 1 1 + t4 h2 x2 + t4 h 2 y 2 + t4 h2 z 2 4! 4! 4! 1 1 1 t3 hx2 t3 hy 2 + t3 hz 2 6 6 6 1 1 1 t3 h2 x2 t3 h 2 y 2 + t3 h2 z 2 6 6 6 1 1 1 hx2 t2 hy 2 t2 hz 2 t2 2 2 2 1 1 1 h2 x2 t2 h 2 y 2 t2 h2 z 2 , t2 2 2 2 u1 (x, y, z, t) = etc. Taking h = 1 and using Eq. (2) so the solution must be ) ( t3 t4 t2 un (x, y, t) = (x2 + y 2 ) t + + + 2! 3! 4! ) ( t3 t4 t2 2 + z t + + , 2! 3! 4! and this will, in the limit of innitely many terms, yield the closed-form exact solution (13).

2 (x, t; q ) 1 2 2 (x, t; q ) x , t2 2 x2

Applying Eq. (1) for all m 1 with the zeros initial conditions in Eq. (9), we obtain u1 (x, t) = u2 (x, t) = 1 h x 2 t3 , 3!

1 h x2 t3 ( ht2 20 20 h), 5! 1 u3 (x, t) = h x2 t3 (t4 h2 84t2 h2 7! 84 ht2 + 840 h2 + 840 + 1680 h), etc. Taking h = 1 and using Eq. (2) so the solution must be ) ( t5 t3 u(x, t) x + x2 t + + + , 3! 5! and this will, in the limit of innitely many terms, yield the closed-form solution, u(x, t) = x + x2 sinh(t), which is the same as the solution obtained by ADM[1] and VIM,[4] so ADM and VIM are the special cases of HAM at h = 1. Example 2 Finally, we consider the following threedimensional non-homogeneous IBVP: 1 utt = x2 + y 2 + z 2 + (x2 uxx + y 2 uyy + z 2 uzz ), 2 0 < x, y, z < 1, t > 0, (11) subject to the Neumann boundary conditions u(0, y, z, t) = y 2 (et 1) + z 2 (et 1), u(1, y, z, t) = (1 + y 2 )(et 1) + z 2 (et 1), u(x, 0, z, t) = x2 (et 1) + z 2 (et 1), u(x, 1, z, t) = (1 + x2 )(et 1) + z 2 (et 1), u(x, y, 0, t) = (x2 + y 2 )(et 1), u(x, y, 1, t) = (x2 + y 2 )(et 1) + (et 1), u(x, y, z, 0) = 0,

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Fig. 1. Characteristics of h of the 15th-order approximation for examples 1 and 2 of the heat-like equation and examples 1 and 3 of the wave-like equation with x = 0.9, y = 0.9, z = 0.9 and t = 1.

Fig. 2. Error curves for example 1 of the (a) heat-like equation (b) the wavelike equation at dierent values of h with x = 0.8.

The series solutions of all the four examples contain the auxiliary parameter h which ensures that this assumption can be satised. In general, by means of the so-called h-curve, it is straightforward to choose a proper value of h, which ensures that the series solution is convergent. According to these h-curves, Fig. 1. describes the analytic 15th-order approximation solutions of Eqs. (3), (5), (8) and (11) by the HAM. It should be pointed out that it is easy to discover the valid regions of h , which correspond to the line segments nearly parallel to the horizontal axis. From these regions, we select h = 1 for the series solutions of the four examples which are coinciding with the exact solutions. Fig. 2. presents the errors between the exact solution and the HAM solutions at dierent values of h . It is shown in Fig. 2. that when h = 1, they are the ADM and VIM solutions. Therefore, ADM and VIM are the special cases of HAM in all examples of the heat-like equation, as well as in the rst example of the wave-like equation. However, in the second example of the wave-like equation, the

series converge faster than ADM[1] and VIM.[4] The main advantage of HAM is the capability to overcome the diculties arising in nding Adomian polynomials and also the calculations in HAM are very simple and straightforward. It has also been shown that HAM is a promising tool for solving heat-like and wave-like equations in dierent dimensions.

References
[1] Wazwaz A M and Gorguis A 2004 Appl. Math. Comput. 149 15 [2] Manolis G D and Rangelov T V 2006 Soil Dynamics Earthquake Engng. 26 952 [3] Akhmetov A A 2006 Cryogenics 43 317 [4] Shou D and He J H 2007 Phys. Lett. A (in press) doi:10.1016/j.physleta.2007.07.011. [5] Liao S J 1992 PhD Dissertation (Shanghai: Shanghai Jiao Tong University) [6] Liao S J 2003 Beyond Perturbation: Introduction to Homotopy Analysis Method (Boca Raton, FL: Chapman and Hall/CRC)