A New Perturbative Approach To Nonlinear Partial Differential Equations

A new perturbative approach to nonlinear partial differential equations
Carl M. Bender and Stefan Boettcher

Department of Physics, Washington University, St. Louis, Missouri 63130
Kimball A. Milton
Department of Physics and Astronomy, University of Oklahoma, Norman, Oklahoma 73019
(Received 28 December 1990; accepted for publication 20 May 1991)
This paper shows how to solve some nonlinear wave equations as perturbation expansions in
powers of a parameter that expresses the degree of nonlinearity. For the case of the Burgers
equation u, + u2(, = u,, the general nonlinear equation u, + u%, = u, is considered and
expanded in powers of 6. The coefficients of the S series to sixth order in powers of S is
determined and Pad& summation is used to evaluate the perturbation series for large values of
S. The numerical results are accurate and the method is very general; it applies to other well-
studied partial differential equations such as the Korteweg-de Vries equation, u, + UU,
= u,,.
I. INTRODUCTION
In this paper, we will show how to solve a class of non-
linear partial differential equations
u, + u%, = 24, (1.1)
by expanding in powers of 6. To illustrate our perturbative
procedure in the simplest way, we have chosen Gaussian
initial conditions. For such initial conditions, we will find
that the perturbative analysis can be carried out explicitly to
any order in S. Note that for S = 0 ( 1.1) is linear and for
S = 1 ( 1.1) becomes the Burgers equation, a well-known
nonlinear wave equation.
Perturbative expansions of the type we use here have
been studied intensively in recent years. The simplicity and
usefulness of this method is demonstrated in a variety of
fields ranging from ordinary differential equations to quan-
tum field theory. The purpose of the present paper is to show
that this method can be employed to solve nonlinearpartial
differential equations with the same ease and success as ordi-
nary differential equations. The central idea of this method is
to generalize the original nonlinear problem to a family of
problems by introducing a parameter 6 in the exponent such
that for S = 0 the problem becomes linear and solvable
whereas for 6 = 1 the original nonlinear problem is recov-
ered. An expansion in powers of S will then convert the non-
linear problem into an infinite sequence of linear problems
which are all formally solvable.
The underlying philosophy of this approach relies on
the observation that there is a smooth transition in the be-
havior of the solution as S -+ 0 for many nonlinear problems.
That is, what we perceive as the special case of linearity re-
veals itself as just another degree on the nonlinearity scale
which 6 measures.
The following treatment will serve as a demonstration
that this point of view is also valid for a number of known
nonlinear partial differential equations. In Sec. II, we show
how to obtain the zeroth- and first-order solutions in S for
the generalization of Burgers equation in ( 1.1) using Gaus-
sian initial conditions. We then prove by induction that it is
straightforward to calculate any order in perturbation theo-
ry explicitly. In Sec. III, we compare the results of a sixth-
order calculation in S with the exact solution obtained by
numerical integration of the differential equation ( 1.1). For
the chosen times the (3,3)-Pad& of the series in S reaches a
high degree of accuracy globally in the spatial coordinate. In
Sec. IV, we conclude with some remarks concerning the ap-
plication of the perturbative S expansion to the Korteweg-de
Vries equation.
II. PERTURBATIVE &EXPANSION FOR THE BURGERS
EQUATION
We seek a perturbative expansion in powers of S for the
solution u (x,t) of the generalized form of Burgers equation
in (1.1):
#(XJ) = dO(x,t) + Su(X,t) + 62U2(X,t) + - *. .
(2.la)
For the initial conditions, we choose
dO(x,O) = 24(x,0); u()(x,O) = 0 for n>0.(2.lb)
Substituting the formal perturbation series in (2.la) into
( 1.1) and expanding the result in terms of 6 yields
24; + Suj + . ..+u~+Su~+Su~oln(uo)+...
= ug) + sug + * * - .
(2.2)
It is a general feature of this type of expansion that the prob-
lem of a nonlinear differential equation decomposes order by
order in 6 into infinitely many inhomogeneous linear prob-
lems. For each of these linear problems, the associated ho-
mogeneous problem remains the same in any order. The in-
homogeneity of the equation of nth order in S will in general
depend on the solution of all previous n - 1 orders. Of
course, for autonomous equations like ( 1.1)) the zeroth-or-
der equation is always homogeneous.
A. Zeroth-order calculation
Keeping only terms to zeroth order in S, we get, from
(2.21,
ui + u;o - ugt, = 0.
(2.3)
The general solution of (2.3) is
u(-w) = & _ m
-Jm d<qb([) exp( - r(x-~t-12),
(2.4)
3031 J. Math. Phys. 32 (1 I), November 1991 0022-2488191 /I 13031-08$03.00 @ 1991 American Institute of Physics 3031
Downloaded 21 Feb 2003 to 170.140.162.74. Redistribution subject to AIP license or copyright, see http://ojps.aip.org/jmp/jmpcr.jsp
wherefrom (2.lb) #(x) = u~(x,O) = u(x,O) is the initial
condition. For the special case of Gaussian initial conditions,
4(x) = a@Ze- b*, (2.52
we obtain from (2.4)
dO(x,t) = aJGZ3-exp{ - (x - t)/[4f(t) ]I,
(2.6)
where, for convenience, we define
j-(t) = t + l/(46).
Note that b lim 4(x) = a&x).
- m
(2.7)
B. First-order calculation
Choosing only terms of first order in S, (2.2) yields
u:*) + ukl) - ~2) = - ui) ln(u(O)),
(2.8)
Because this equation is linear, it is easy to obtain a general
solution:
t
P(x t) =
dr
9
s s
m dc1(&,7)
f+Gqz7J --m
xexp{- [(x-t) - (~-f)12/Pw--7)lh
(2.9)
where the inhomogeneity is given by
I((x,t) = - U~(x,t)ln[uo(x,t)]. (2.10)
Note that in accordance with (2.lb), u(x,O) ~0. For the
case of the Gaussian initial conditions in (2.5)) (2.10) reads
explicitly
I(x,t) = - --L (x - tj3
V-(t)*
+ ln[4rrft)/a2]
4f(G
(x - t)
1
X [a/$WXlexpC - (x - t)2/[4f(t)lI.
(2.11)
If we insert (2.11) into (2.9) and make the change of vari-
able
5-4 + T + [fc~,/fW 1 (x - 0,
(2.12)
we obtain a simple integral of a Gaussian multiplying a poly-
nomial in f . It is remarkable that the residual exponent after
the shift in (2.12) does not depend on r, but rather repro-
duces U(O) (x,t). Thus, after evaluating the 6 integral, we are
left with trivial integrals of the form
with k,i,m& such that the integrals converge. The final re-
sult is
- -
To prove this observation, we merely need to point out that,
if (2.18) is true, then all (u/#))aCin (2.16b) and conse-
quently Pn [u] are polynomials in (x - f) with coefficients
depending on t, Since
(2.13) and
C, Calculation in nth order
It is quite clear now that to nth order in S we will have to
solve the linear, inhomogeneous partial differential equation
tp + up - ug: = I(n)(x,t). (2.14)
To obtain I() (x,t) we observe that we can rewrite ( 1 rl 1) as
ut+u,-uu,= -u,(u-1). (2.15)
Next we expand U - 1,
u&-l= c w c(lnU),
n=l n!
and substitute (2. la) for U. Reexpanding this series in pow-
ers of 6 gives
u6 - 1 = j, 6 y; ;$I yyJ/,- f
l#n
x c
F, [u]b-FI[u]b
(2.16a)
X:f= ,b,= m
b,!.**LQ!
Zi= ,ib, = f
where the functional F, [u] is given by
F,,[u] = 2 ( - l)k-l(k- l)!
k-1
x c
(U(l)/U(0))l,..(U(~)/u~o))~~
.
L:= ,a? = k
a, ! =*+a,!
z:= ,ro, = n
(2.16b)
Next, wemultiply (2.16a) by u,, where u isgiven by (2.la).
Expanding in powers of S gives the right side of (2.15) :
-
u,(d- 1) = 2 ljnl(n)(x,t), (2.17a)
n=l
with
[m/21 m--l [ln(uO)]-k-I
I(n)(XJ)= - i uy-m) ,go & (m-k-l)f
m=l
kfm
x c
F, [i,bl**t-k[tt]bk
(2.17b)
Z:, ,bi= I
b,!**bk! *
Bf= ,ib, = k
For the case of Gaussian initial conditions (2.5), we
observe now that if, for all i < n, u()(x,t) has the form
I
3i
tP(x,t) = x a:(t) (x - t)k
1
d)(x,t), (2.18)
k=O
then
I(n)(x,t) =
i
2 H:"'(t)(x - igk
I
d(x,t). (2.19)
k=O
In(P) = --J- (x - tp
4f(f)
(2.20)
3032 J. Math. Phys., Vol. 32, No. 11, November 1991 Bender, Boettcher, and Milton 3032
*~rn)=((~),+(~)(~))u(O), (2.21a)
with
u(o)
x
-= --
p)
l (x-t)
VI0
(2.21b)
are also polynomials having this form, then (2.19) follows
from (2.17b). Furthermore, by construction we can prove
that, if (2.19) holds for I(), then u() will be of the form
(2.18). Therefore, the generalization of (2.9) from n = 1 to
arbitrary n > 0 reads
t
P(x,t) =
dr
Jwfw -edI
2 H:n)(7-) (c - ~)%~~(~,r)]
k=O
[(x-t) - (g-7)1*
w(t) --f(dl
(2.22)
or
447$(r) [ 1 -fc~vY-ct) 1
(2.23)
Note that u()(x,O) ~0 in accordance with (2.lb).
Again, shifting g-5 + r + Lf(r)/f(t>] (x - t) as in
(2.12), we obtain
U(n)w) = u0kt) k$o ,i, (;) [Jgq,
s
I
X
drH:(r)f(r)
0 447$(T) [ 1 --fc~)mt> 1
X
Xexp 1
Cl2
- 4f(7)[1 -f(r,/f(t,] I *
Finally, we use
if r odd
= [Ctcr+ 21-(+!-),
if r even
and rearrange the summation to get
d)(x,t) = dO(x,t) a:(t)(x - t)k )
with
3033 J. Math. Phys., Vol. 32, No. 11, November 1991
(2.24)
(2.25)
(2.26)
l(3n- kV21 k
x ( - l)ifift)j-i
s
rd?-H;;:&)f(r)2i-J.
0
(2.27)
This completes the proof.
III. NUMERICAL RESULTS
Before we proceed with the presentation of some nu-
merical results, it is instructive to conduct a dimensional
analysis of ( 1.1) . Related to this is the subject of minimal
sensitivity that we address later. The subsequent numerical
results show that with such a high-order approximation in
the 6 expansion a high degree of accuracy can be reached at
S = 1, even without imposing the condition of minimal sen-
sitivity.
A. Scaling properties of the Burgers equation
To provide ( 1.1) with the physically correct dimen-
sions, we note that since u has dimensions of velocity, we
must introduce a velocity M and a diffusion coefficient Y
such that
24, + M( u/M)%, = vu,.
(3.1)
By making the scale transformations
x= (v/M)X, t= (v/M2)T, u=MU,
(3.2)
we obtain dimensionless quantities X, T, and U and, with
those, we reproduce ( 1.1). Note also that the initial condi-
tions need to be resealed accordingly. For instance, for the
Gaussian initial conditions in (2.5), we need to scale
a = VA, b = (M2/&B, 4 = Ma.
(3.3)
We then obtain
a(X) = A(m)e- Bxz,
(3.4)
where
Q(X) c U(X,O).
(3.5)
Because of (3.3), for any choice of a and b, the perturbative
solution of ( 1.1) will always be implicitly dependent on M
and Y. This dependence can be made explicit by using the
transformations (3.2).
B. Minimal sensitivity
Note that at S = 1, (3.1) is independent of M. However,
the velocity parameter M appears in every finite order of
perturbation theory. Apparently then, as the order of pertur-
bation theory increases, the results should become less and
less sensitive to the value of M when 6 = 1. Thus, if we are
interested in the solution to ( 1.1) at S = 1, in every order in
perturbation theory, it seems reasonable to choose the value
ofM to be the point at which the perturbative solution is least
sensitive to changes in M. Thus, one could compute the de-
rivative with respect to M of the perturbation expansion in
nth order and set the result equal to 0. This gives an algebraic
equation which can, in principle, be solved for M. The result-
ing solution for Mean then be substituted back into the nth-
Bender, Boettcher, and Milton 3033
I5 ., I1 I,.II.,
* nc
i :
o=u.a
n
$

_I n
v \ ~
,,i/. ! , ,!-7-Yj
LO
10
100
lo-
10-z
10-3
lo-
ool
102
IO
100
10-l
10-2
lo-
IO-
lo-
Ill,,r,ll*l
-5 -5 0 0 5 5
x x
15
10
05
0.0
IO0
lo-
lo-
10-1
10-
-5 0 5
x
10-S -
-5 0 5
x
IS., II.I, .,%
R,fl4
t
- ~.Y
!&I)
n
1
1
I \
,
P3,
0.5
_./
1
00
10 ~,I II
6=0.5 (3.3)-Pade
10'
10'
10-1
10-Z
10-a
lo-
FIG. 1. A comparison of the exact solution to the generalized Burgers equation in ( 1.1) for the Gaussian initial conditions in (2.5) with D = 5 and b = 1 and
the first six Pad6 approximants in the diagonal sequence, P y , P I , Ph , P: , P: , Pi, constructed from the 6 expansion at 6 = 1. Both graphs in each of the
upper diagrams display u(x,t) at t = 1. Below each comparison is a plot of the relative error \erC, 1 between the exact solution and Padi approximation.
Observe that except in the vicinity of the poles of the Pad& approximants, the numerical accuracy is good. Poles appear as upward spikes in the relative error
plots. Note that as the order of the 6 expansion increases, the widths of the neighborhoodsof the poles in which the Pad& approximation is inaccurate shrink
rapidly to zero. The downward spikes on the error plots are points where the Pad& approximation happens to cross the exact solution.
order perturbation series. It is interesting that the value of A4 tally when the principle of minimal sensitivity is used.
obtained in this way is actually not a constant as we have However, the resulting equations are complicated and, fur-
assumed all along but rather has a dependence on both space thermore, our high-order perturbation calculations are so
and time. Thus, the principle of minimal sensitivity elevates accurate that we see no reason at this point to discuss the
what was initially a constant to a space-time dependent clas- principle of minimal sensitivity further in this paper. Our
sical field. Some initial experimentation shows that the accu- approach here is simply to take A4 = 1 and proceed with the
racy of a given perturbation calculation increases dramati- calculation.
*O-6-
-s 0 5
x
-s 0 5
x
1.5 1 ( 3 I , 3
6=1.0
i
-5 0 5
x
(2.3)-Pade
:
1
I
---T
v- I.
= I m
-f
-!
Pl 1
II
i
0.5
t /\-II
,,px.;, , ,ii
102 I , I , I I I , I
6=1.0 (3,3)-Pade
100 100
10-l 10-I
10-a 10-a
10-a 10-s
lo- lo-
10-a lo-
-5 0 5 -5 0 5
x Y
FIG. 2. Same as in Fig. 1 except that S = 1. As S increases, the accuracy of the Pad.6 approximation gradually decreases, as expected.
C. Numerical results
The results of the S-expansion calculation for the Gaus-
sian initial conditions in (2.5) with parameters a = 5 and
b = 1 are given in Figs. 1-4. On these figures, we consider
four values of 6: S = l/2, 1 (Burgers equation), 2, and 4.
(Only the case S = 1 is analytically solvable by means of the
Hopf-Cole transformation.3 ) On each of these figures, we
compare the exact solution at t = 1 found numerically with
the first six elements of the diagonal Pad.5 sequence, Py , P i,
P l, P s, P :, and Pi, constructed from the S expansion. We
have used a Pad6 summation here to improve the rate of
convergence of the S perturbation series. We do not know
what the radius of convergence of this series is. However, our
1.5 I * 11 l- :
0.5
6=2 0
IO'
il.2)-Pade
,
4
.F
&=2.0 (3.3)-Pade 1
10-J-
-5 0 5
x
.I
4=2.0 (l,l)-Pade 1
6=2.0
10
(2,2)-Pade q
7
FIG. 3. Same as in Fig. I except that 6 = 2
3036 J. Math. Phys., Vol. 32, No. 11, November 1991 Bender. Boettcher. and Milton 3036
experience has been that the accuracy of the S series is sig-
IV. PERTURBATIVE 6 EXPANSION OF THE
nificantly enhanced by Pad6 summation. We also plot the
KORTEWEG-DE VRIES EQUATION
relative error between the exact solution at t = 1 and the
Padi approximation. Observe that, as one might expect, the To demonstrate the generality of the perturbative S ex-
accuracy of the Pad6 decreases slightly as S increases away pansion, we use it in this section to obtain at least formally
from 0. However, except in the vicinity of poles (zeros of the the solution to a two-parameter class of nonlinear partial
denominator) the Pad6 approximations are good. differential wave equations:
FIG. 4. Same as in Fig. 1 except that 6 = 4.
IO ,
6=4.0 Il2kPade
10
.
I
100
------I
10-I
Ad/ ,
10
10-3
._; 1
if A
lo-
10-J -
-5 0 5
x
1.5 1 , I I I
. 1 ,-s
1
o=t.v
-i A r
! 1
i
lOI- Pzly h, -
IO IO
10 10
100 100
lo- lo-
10 10
10-5 10-5
IO- IO-
10-S
-5 -5 0 0 5 5
x x
I!
6=4.0
, A
i i
i
lo- r
10-J 3 j . a j
-5 0 5
x
1.5,., ll,!l..,,,
E a=4.0 1 4 1
P3
i
10
05 I
I
~ u(x.1) -j
1
i 1
00
,l,,,,I,[
102 1 , I I I 1 I 1 , ,
6=4.0 (3,3)-Pade
10-5
LO-
1 !
lo-st * 4 1 1
-5 0 5
x
3037 J. Math. Phys., Vol. 32, No. I I, November 1991
Bender, Boettcher, and Milton 3037
u, fdu, =a;,, m= 1,2,3 ,....
(4.1)
This class of wave equations contains not only Burgers
equation (S = 1, m = 2), but also the Kortewegde Vries
equation (8 = 1, m = 3). When m = 3, for a Gaussian ini-
tial condition it is easy to get the leading-order term in the
perturbative S expansion explicitly in the form of product of
an Airy function and an exponential.
A. Perturbative S expansion for (4.1)
If we substitute the series (2. la) into (4.1)) the problem
in (4.1) decomposes to
ui + u: - d~rd) = 0, m = 1,2,3 ,..., (4.2a)
uy + up) - d,u = Icn)(x,t), m = 1,2,3 ,...,
(4.2b)
with the appropriate initial conditions given in (2. lb). We
point out that I (x,t) will in general be some complicated
function depending on all previous uCi) (x, t), i < n. The solu-
tion of (4.2a) for general initial conditions
q+(x) = u(x,O) = u(x,O) is
u(O) (x,t) =
s
1, g 5%) J;, $
XexpC( -i)tp+ip[~- (7x--t)lI,
m = 1,2,3 ,... .
(4.3)
The solution of (4.2b) with u()(x,t) =O for n > 0 is
P(x,t) = Id?-
I I
- Lx. I(fJ,T)
0
--Jz;r
X
s
m 4
-exp{( - i)(t - r)pm
-mfi
+&[(c-T)--(x-t)]), m=1,2,3 ,....
(4.4)
An interesting special case is obtained by imposing the Gaus-
sian initial conditions in (2.5). With these initial conditions,
we get for (4.3)
ucO)(x,t) = a - exp{( - i)mtpm
- i(x - t>p)
I
co d<
-
-mJ21;:
Xexp{ - bc2 + ip{), m = 1,2,3 ,... .
(4.5)
Evaluating the Gaussian integral gives
dO(x,t) = es_ dp exp{( - i)tpm
m
- ( 1/4b)pz - i(x - t)p}.
(4.6)
B. Korteweg-de Vries equation
For the particular case of the Korteweg-de Vries equa-
tion, we choose rn = 3 in (4.6) and obtain
u(x,t) =$~~_dpexp[itp~$p-i(x-tf)p].
(4.7)
A shiftp +p - i/( 12bt) eliminates the quadratic term in the
exponent with the result that
- (X - r>/12fir
s
m dp
0
X cos tp3 + i
( [
-$& - (x - t)]P} . (4.8)
We easily identify the above integral as a representation
of the Airy function Ai. Thus,
XAi
I
1/(48b*t) - (x - t)
(3t)/3 1
(4.9)
is the leading term in the solution of the Korteweg-de Vries
equation for Gaussian initial conditions in the perturbative S
expansion.
ACKNOWLEDGMENT
We thank the U.S. Department of Energy for financial
support.
See C. M. Bender, K. A. Milton, S. S. Pinsky, and L. M. Simmons, Jr., J.
Math. Phys. 30, 1447 ( 1989) and references therein. See also B. J. Laur-
enzi, J. Math. Phys. 31,2535 ( 1990). After the completion of this work, it
was pointed out to us by H. P. Greenspan that W. L. Kath and D. S. Cohen
in Adv. App. Math. 67,79 ( 1982) applied techniques similar to those used
in this paper to a nonlinear diffusion equation in which the diffusion con-
stant is a power of the concentration.
H. F. Jones and M. Monoyios, Int, I. Mod. Phys. A 4, 1735 (1989).
3 G. B. Whitham, Linear and Nonlitzear Waws (Wiley, New York, 1974),
p. 97.

A New Perturbative Approach To Nonlinear Partial Differential Equations

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A new perturbative approach to nonlinear partial differential equations

Carl M. Bender and Stefan Boettcher

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