Exact Solution of PDE by ADM
Exact Solution of PDE by ADM
www.elsevier.com/locate/amc
Abstract
In this paper, Adomian decomposition method is presented for solving heat-like and
wave-like models with variable coefficients. The method is demonstrated for a variety of
problems in one and higher dimensional spaces where exact solutions are obtained. The
results obtained in all cases show the reliability and the efficiency of this method.
Ó 2003 Elsevier Inc. All rights reserved.
1. Introduction
*
Corresponding author.
E-mail address: [email protected] (A.-M. Wazwaz).
0096-3003/$ - see front matter Ó 2003 Elsevier Inc. All rights reserved.
doi:10.1016/S0096-3003(02)00946-3
16 A.-M. Wazwaz, A. Gorguis / Appl. Math. Comput. 149 (2004) 15–29
respectively. For more details about these models and other physical models
with variable coefficients, the reader is referred to [6] and the references therein.
Several techniques, such as the spectral methods, perturbation techniques,
finite differences method and finite element method have been used to handle
these problems numerically and analytically.
The main goal of this work is the desire to obtain exact solutions to heat-like
and wave-like equations with variable coefficients. Our approach stems mainly
from Adomian decomposition method [7–16] that has been widely used with
promising results. The method is well known in the literature and it has been
used to handle a variety of physical and engineering models. It is interesting to
point out that the method of separation of variables is not always applicable to
these problems. The Adomian decomposition method provides the solution in
a rapidly convergent series with components that are elegantly computed. The
decomposition method provides a direct scheme for solving problems without
any need for linearization or any restrictive assumptions.
The main advantage of the method is that it can be applied directly for all
types of differential and integral equations, linear or nonlinear, homogeneous
or inhomogeneous, with constant coefficients or with variable coefficients.
Another important advantage is that the method is capable of greatly reducing
the size of computational work while still maintaining high accuracy of the
numerical solution. Convergence of Adomian decomposition scheme was es-
tablished in [11] where fixed point theorems were used. The effectiveness and
the usefulness of Adomian method are demonstrated by finding exact solutions
to the models that will be investigated.
2. Analysis
o
Lt ¼ : ð10Þ
ot
Applying the inverse operator L1 t on Eq. (9), and using the initial condition
(8), we find
uðx; y; z; tÞ ¼ /ðx; y; zÞ þ L1
t f ðx; y; zÞuxx þ gðx; y; zÞuyy þ hðx; y; zÞuzz :
ð12Þ
The details of the Adomian decomposition method are well known now in the
literature and can be found in [7–16]. The decomposition method consists of
representing the solution uðx; y; z; tÞ by the decomposition series
X
1
uðx; y; z; tÞ ¼ un ðx; y; z; tÞ; ð13Þ
n¼0
The decomposition method identifies the zeroth component u0 by all terms that
arise from the initial condition and from integrating the source term if exists.
To determine the components un , n P 0 of the solution u, Adomian decom-
position method formally introduces the use the recursive relation
u0 ðx; y; z; tÞ ¼ /ðx; y; zÞ;
ð15Þ
ukþ1 ðx; y; z; tÞ ¼ L1
t f ðu k Þ xx þ gðu k Þ yy þ hðu k Þ zz ; k P 0:
Consequently,
P1 we can recurrently determine every component of the series
n¼0 un . Accordingly, the series solution of u is readily obtained. However, it
was found that the series solution converges rapidly to the exact solution if
such a solution exists. It is interesting to note that the series solution was
obtained by implementing the initial condition only. The prescribed boundary
conditions can be used to justify the obtained solution.
where e
L t is given by
e o2
Lt ¼ 2 : ð20Þ
ot
Assuming e L t is invertible, hence the inverse operator e
L 1
t is given given by the
integral
Z tZ t
e
L 1 ðÞ ¼ ðÞ dt dt: ð21Þ
t
0 0
With this relation, the components un , n P 0 are readily obtained. This in turn
leads to the solution in a series form. However the solution in a closed form
follows immediately if an exact solution exists. Notice that the series solution
was obtained by implementing the initial conditions only, where the given
boundary conditions can be used for justification only.
20 A.-M. Wazwaz, A. Gorguis / Appl. Math. Comput. 149 (2004) 15–29
In this section, three distinct models from each type will be tested by using
the proposed method.
1
ut ¼ x2 uxx ; 0 < x < 1; t > 0; ð26Þ
2
uðx; 0Þ ¼ x2 : ð28Þ
1
Lt u ¼ x2 uxx ; 0 < x < 1: ð29Þ
2
where L1
t is defined above in (11).
Substituting the decomposition series (13) for u into (30) gives
! !
X
1
1 2 X1
2
un ðx; tÞ ¼ x þ L1
t x un ðx; tÞ : ð31Þ
n¼0
2 n¼0 xx
ð51Þ
u0 ðx; y; z; tÞ ¼ x4 y 4 z4 t;
0 ! !
1 1 @ 2 X
1 X
1
2
ukþ1 ðx; y; z; tÞ ¼ Lt x uk þy uk
36 n¼0 n¼0 ð52Þ
xx yy
! !
X
1
þ z2 uk ; k P 0:
n¼0 zz
u0 ðx; y; z; tÞ ¼ x4 y 4 z4 t;
1 t2
u1 ðx; y; z; tÞ ¼ L1 t x2 ðu0 Þxx þ y 2 ðu0 Þyy þ z2 ðu0 Þzz ¼ x4 y 4 z4 ;
36 2!
1 1 2 t3
u2 ðx; y; z; tÞ ¼ Lt x ðu1 Þxx þ y 2 ðu1 Þyy þ z2 ðu1 Þzz ¼ x4 y 4 z4 ; ð53Þ
36 3!
1 1 2 2 2
4 4 4 t
4
u3 ðx; y; z; tÞ ¼ Lt x ðu2 Þxx þ y ðu2 Þyy þ z ðu2 Þzz ¼ x y z ;
36 4!
..
.
follow immediately. Upon summing these iterates, we find that the solution in a
series form is
t2 t3 t4
uðx; y; z; tÞ ¼ x4 y 4 z4 t þ þ þ þ : ð54Þ
2! 3! 4!
follows immediately.
24 A.-M. Wazwaz, A. Gorguis / Appl. Math. Comput. 149 (2004) 15–29
1
utt ¼ x2 uxx ; 0 < x < 1; t > 0; ð56Þ
2
1
Lt u ¼ x2 uxx ; 0 < x < 1; ð59Þ
2
Applying L1
t on (59) and using the initial conditions we obtain
1 2
uðx; tÞ ¼ x þ x2 t þ L1
t x uxx ; ð61Þ
2
where L1
t is defined above in (60).
Substituting the decomposition series (13) for u into (61) gives
! !
X1
1 1 2 X 1
2
un ðx; tÞ ¼ x þ x t þ Lt x un ðx; tÞ : ð62Þ
n¼0
2 n¼0 xx
This leads to
2 2 t2 2 t2
u0 ðx; y; z; tÞ ¼ ðx þ y Þ t þ þz tþ ;
0 2! 2!
! !
1 1 @ 2 X 1
2
X1
ukþ1 ðx; y; z; tÞ ¼ Lt x uk þy uk ð83Þ
2 n¼0 n¼0
! ! xx yy
X1
þ z2 uk ; k P 0:
n¼0 zz
follow immediately. Upon summing these iterates, we find that the solution in a
series form is
t2 t3 t4
uðx; y; z; tÞ ¼ ðx2 þ y 2 Þ t þ þ þ þ
2! 3! 4!
2
t t3 t4
þ z2 t þ þ þ ; ð85Þ
2! 3! 4!
and therefore the exact solution
uðx; y; z; tÞ ¼ ðx2 þ y 2 Þet þ z2 et ðx2 þ y 2 þ z2 Þ; ð86Þ
follows immediately.
4. Discussion
The main goal of this work was to propose a reliable method for solving
heat-like and wave-like equations with variable coefficients. The proposed
equations may not be solved by the method of separation of variables. The
Adomian decomposition method has worked effectively to handle these mod-
els, and this gives it a wider applicability.
The proposed scheme was applied directly without any need for transfor-
mation formulae or restrictive assumptions. The decomposition method is
capable of greatly reducing the volume of computational work compared to
standard methods while still maintaining high accuracy of the numerical so-
lution. This size reduction amounts to the improvement of performance of this
approach.
The approach was tested by employing the method to obtain exact solutions
for six numerical examples, three from each type. The results obtained in all
cases demonstrate the reliability and the efficiency of this method.
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