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Solving Frontier Problem of Physics by

Adomian Decomposition method

Supervisor: Presented by:


Prof. D Bahuguna Pramod
MSc 161066
Department of Mathematics and Statistics
Indian Institute of technology, Kanpur
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Outline

 Introduction
 Applications of ADM in 2nd order PDE
1. Linear equation
i. Heat Equation
ii. Wave Equation
iii. Laplace Equation
2. Nonlinear equation
 References

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Introduction
Adomian method
 Adomian method all owed solution of exactly nonlinear
functional equations of various kind without discretizing the
equation or approximating the operator

 If solution exist, it contains a rapidly converging series form,


while time and space not discretized

 This method containing special kind polynomials which


converge because it was possible to connect the method to
more well-known formulation classical theorems (fixed point
theorem, substituted series ,. . . . .) could be used

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Application of ADM
General method to linear PDE
• To give explanation of Adomian method, consider a linear differential
equation: 𝐿𝑢 + 𝑅𝑢 = 𝑔 … … … … … … … … … . . (𝑖),
where,
𝐿𝑢is the higher order derivative which is assumed to be invertible
𝑅𝑢is a linear differential operator of order less than 𝐿𝑢
𝑔is a source term
Operating 𝐿−1 in equation (i), we obtain
𝒖 = 𝒇 − 𝑳−𝟏 𝑹𝒖 where 𝑳−𝟏 𝒈 = 𝒇
using relation 𝒖(𝒙, 𝒕) = σ∞
𝒏=𝟎 𝒖𝒏 (𝒙, 𝒕)
∞ ∞
−𝟏
෍ 𝒖𝒏 𝒙, 𝒕 = 𝒇 − 𝑳 𝑹 ෍ 𝒖𝒏 𝒙, 𝒕
𝒏=𝟎 𝒏=𝟎
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Expanding series on both side, we have

𝒖𝟎 + 𝒖𝟏 + 𝒖𝟑 + ⋯ … … … . = 𝒇 − 𝑳−𝟏 𝑹 𝒖𝟎 + 𝒖𝟏 . . . . … … … .
To determine recursive relation, we define

𝒖𝟎 = 𝒇
𝒖𝒌+𝟏 = −𝑳−𝟏 𝑹 𝒖𝒌 𝒌≥𝟎
Applying the values of 𝑢𝑘 in equation (i), we will find the unknown
function 𝑢.

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Heat equation
 Describes the distribution of heat (or variation in temperature)
in a given region over time

 The heat equation also known as diffusion equation.

 The general form of equation is as follows:

𝒖𝒕 = 𝒌𝜵𝒖 in 𝜴 ⊂ 𝑹𝒏
Heat equation (cont.)
• Heat flow in rod can be described by following equation
𝒖𝒕 = 𝒌 σ𝒏𝒊=𝟏 𝒖𝒙𝒊𝒙𝒊 𝟎 < 𝒙𝒊 < 𝑳𝒊 , 𝒕 > 𝟎,

with boundary condition


𝒖 𝟎, 𝒕 = 𝟎 = 𝒖 𝑳𝒊 , 𝒕 , 𝒕 ≥ 𝟎,

& initial condition


𝒖 𝑿, 𝟎 = 𝒇 𝒙 , 𝟎 ≤ 𝒙𝒊 ≤ 𝑳𝒊 , where 𝑿 = (𝒙𝟏 , 𝒙𝟐 . . . 𝒙𝒏 )

𝒖 ≡ 𝒖(𝑿, 𝒕)represents the temperature of the rod at the position


x and time t
k is the thermal diffusivity of the material of rod
Some important Examples
Dimensions Homogeneous Non-Homogeneous

1. 𝒖𝒕 = 𝒖𝒙𝒙 𝟎 < 𝒙 < 𝝅, 𝒕>𝟎 𝒖𝒕 = 𝒖𝒙𝒙 + 𝒔𝒊𝒏𝟐𝒙 𝟎 < 𝒙 < 𝝅, 𝒕>𝟎


𝒖𝒕 𝟎, 𝒕 = 𝟎 = 𝒖 𝝅 , 𝒕 , 𝒕 ≥ 𝟎 𝒖𝒕 𝟎, 𝒕 = 𝟎 = 𝒖 𝝅 , 𝒕 , 𝒕 ≥ 𝟎
𝒖 𝒙, 𝟎 = 𝒔𝒊𝒏𝒙 𝒔𝒊𝒏 𝟐𝒙
𝒖 𝒙, 𝟎 = 𝒔𝒊𝒏𝒙 +
𝟒

2. 𝒖𝒕 = 𝟑 𝒖𝒙𝒙 + 𝒖𝒚𝒚 𝟎 < 𝒙, 𝒚 < 𝝅, 𝒕 > 𝟎 𝒖𝒕 = 𝒖𝒙𝒙 + 𝒖𝒚𝒚 + 𝟐 𝒄𝒐𝒔 𝒙 + 𝒚


𝒖 𝟎, 𝒚, 𝒕 = 𝒖 𝝅, 𝒚, 𝒕 = 𝒆−𝟔𝒕 𝒔𝒊𝒏𝒚 𝒖 𝟎, 𝒚, 𝒕 = 𝒆−𝟐𝒕 𝒔𝒊𝒏𝒚 + 𝒄𝒐𝒔𝒖
𝒖 𝒙, 𝟎, 𝒕 = 𝒖 𝒙, 𝝅, 𝒕 = 𝒆−𝟔𝒕 𝒔𝒊𝒏𝒙 𝒖 𝝅, 𝒚, 𝒕 = −(𝒆−𝟐𝒕 𝒔𝒊𝒏𝒚 + 𝒄𝒐𝒔𝒚)
𝒖 𝒙, 𝒚, 𝟎 = 𝐬𝐢𝐧(𝒙 − 𝒚) 𝒖 𝒙, 𝟎, 𝒕 = 𝒆−𝟐𝒕 𝒔𝒊𝒏𝒙 + 𝒄𝒐𝒔𝒙
𝒖 𝒙, 𝝅, 𝒕 = −(𝒆−𝟐𝒕 𝒔𝒊𝒏𝒙 + 𝒄𝒐𝒔𝒙)
𝒖 𝒙, 𝒚, 𝟎 = 𝒔𝒊𝒏 𝒙 + 𝒚 + 𝒄𝒐𝒔 𝒙 + 𝒚

3. 𝒖𝒕 = 𝒖𝒙𝒙 + 𝒖𝒚𝒚 + 𝒖𝒛𝒛 , 𝟎 < 𝒙, 𝒚, 𝒛 𝒖𝒕 = 𝒌 𝒖𝒙𝒙 + 𝒖𝒚𝒚 + 𝒖𝒛𝒛 + 𝒔𝒊𝒏𝒙, 𝟎


< 𝝅, 𝒕 > 𝟎 < 𝒙, 𝒚, 𝒛 < 𝝅, 𝒕 > 𝟎
𝒖 𝟎, 𝒚, 𝒛, 𝒕 = 𝒖 𝒂, 𝒚, 𝒛, 𝒕 = 𝟎 𝒖 𝟎, 𝒚, 𝒛, 𝒕 = 𝒖 𝝅, 𝒚, 𝒛, 𝒕
𝒖 𝒙, 𝟎, 𝒛, 𝒕 = 𝒖 𝒙, 𝒃, 𝒛, 𝒕 = 𝒆−𝟐𝒕 𝒔𝒊𝒏(𝒚 + 𝒛)
= 𝟎𝒖 𝒙, 𝒚, 𝟎, 𝒕 = 𝒖 𝒙, 𝒚, 𝒄, 𝒕 = 𝟎 𝒖 𝒙, 𝟎, 𝒛, 𝒕 = 𝒔𝒊𝒏𝒙 + 𝒆−𝟐𝒕 𝒔𝒊𝒏 𝒛 ,
𝒖 𝒙, 𝒚, 𝒛, 𝟎 = 𝟐𝒔𝒊𝒏𝒙 𝒔𝒊𝒏𝒚 𝒔𝒊𝒏𝒛 𝒖 𝒙, 𝝅, 𝒛, 𝒕 = 𝒔𝒊𝒏𝒙 − 𝒆−𝟐𝒕 𝒔𝒊𝒏𝒛
𝒖 𝒙, 𝒚, 𝟎, 𝒕 = 𝒔𝒊𝒏𝒙 + 𝒆−𝟐𝒕 𝒔𝒊𝒏 𝒚 ,
𝒖 𝒙, 𝒚, 𝝅, 𝒕 = 𝒔𝒊𝒏𝒙 − 𝒆−𝟐𝒕 𝒔𝒊𝒏 𝒚 ,
𝒖 𝒙, 𝒚, 𝒛, 𝟎 = 𝒔𝒊𝒏𝒙 + 𝒔𝒊𝒏(𝒚 + 𝒛)
Wave equation
 The general form of equation is as follows:
𝒖𝒕𝒕 = 𝒌𝜵𝒖 in 𝜴 ⊂ 𝑹𝒏
 It describes water waves, the vibrations of the string or a
membrane, the propagation of electromagnetic and sound
waves, the transmission of electric signals in a cable
 wave equation contain a term 𝑢𝑡𝑡 which
describes acceleration in vertical direction at point X
Wave equation (cont.)
Vibration in string can be described by following equation
𝒖𝒕𝒕 = 𝒌 σ𝒏𝒊=𝟏 𝒖𝒙𝒊𝒙𝒊 𝟎 < 𝒙𝒊 < 𝑳𝒊 , 𝒕 > 𝟎,

with boundary condition


𝒖 𝟎, 𝒕 = 𝟎 = 𝒖 𝑳𝒊 , 𝒕 , 𝒕 ≥ 𝟎,

& initial condition


𝒖 𝑿, 𝟎 = 𝒇 𝒙 , 𝟎 ≤ 𝒙𝒊 ≤ 𝑳𝒊 , where 𝑿 = (𝒙𝟏 , 𝒙𝟐 . . . 𝒙𝒏 )

𝒖 ≡ 𝒖(𝑿, 𝒕)is displacement of any point of the string at the


position 𝑥 and time 𝑡
𝑢𝑡𝑡 𝑥, 𝑡 is velocity in vertical direction
c is constant related to material of string
Some important Examples
Dimensions Homogeneous Non-Homogeneous

1. 𝒖𝒕𝒕 = 𝒖𝒙𝒙 𝟎 < 𝒙 < 𝝅 , 𝒕 > 𝟎 𝒖𝒕𝒕 = 𝒖𝒙𝒙 + 𝒔𝒊𝒏𝒙 𝟎 < 𝒙 < 𝝅, 𝒕>𝟎
𝒖 𝟎, 𝒕 = 𝟏, 𝒖 𝝅, 𝒕 = 𝟎 𝒕 ≥ 𝟎 𝒖 𝟎, 𝒕 = 𝟎 = 𝒖 𝝅, 𝒕 𝒕 ≥ 𝟎
𝒖 𝒙, 𝟎 = 𝟏 + 𝒙, 𝒖𝒕 𝒙, 𝟎 = 𝒔𝒊𝒏𝒙 𝒖 𝒙, 𝟎 = 𝟐𝒔𝒊𝒏𝒙 , 𝒖𝒕 𝒙, 𝟎 = 𝟎

2. 𝒖𝒕𝒕 = 𝒖𝒙𝒙 + 𝒖𝒚𝒚 𝟎 < 𝒙, 𝒚 < 𝝅 , 𝒕 > 𝟎 𝒖𝒕𝒕 = 𝒖𝒙𝒙 + 𝒖𝒚𝒚 + 𝒔𝒊𝒏𝒙 𝟎 < 𝒙, 𝒚 < 𝝅 , 𝒕
𝒖 𝟎, 𝒚, 𝒕 = 𝟏 + 𝒔𝒊𝒏𝒚 𝒔𝒊𝒏𝒕 , >𝟎
𝒖 𝝅, 𝒚, 𝒕 = 𝟏 + 𝝅 + 𝒔𝒊𝒏𝒚 𝒔𝒊𝒏𝒕 𝒖 𝟎, 𝒚, 𝒕 = 𝒖 𝝅. 𝒚, 𝒕
𝒖 𝒙, 𝟎, 𝒕 = 𝒖 𝒙, 𝝅, 𝒕 = 𝟏 + 𝒙 = 𝒔𝒊𝒏𝒚 𝒔𝒊𝒏𝒕 𝒖 𝒙,
𝒖 𝒙, 𝒚, 𝟎 = 𝟏 + 𝒙, 𝒖𝒕 𝒙, 𝒚, 𝟎 = 𝒔𝒊𝒏𝒚 = 𝒖 𝒙, 𝝅, 𝒕 = 𝒔𝒊𝒏𝒙
𝒖 𝒙, 𝒚, 𝟎 = 𝒔𝒊𝒏𝒙, 𝒖𝒕 𝒙, 𝒚, 𝟎 = 𝒔𝒊𝒏𝒚

3. 𝟏 𝒖𝒕𝒕 = 𝒖𝒙𝒙 + 𝒖𝒚𝒚 + 𝒖𝒛𝒛 − 𝟔,


𝒖𝒕𝒕 = 𝒖 + 𝒖𝒚𝒚 + 𝒖𝒛𝒛 ,
𝟑 𝒙𝒙 𝟎 < 𝒙, 𝒚, 𝒛 < 𝝅, 𝒕>𝟎
𝟎 < 𝒙, 𝒚, 𝒛 < 𝝅, 𝒕>𝟎 𝒖𝒙 𝟎, 𝒚, 𝒛, 𝒕 = 𝟎, 𝒖 𝝅, 𝒚, 𝒛, 𝒕 = 𝟐𝝅
𝒖 𝟎, 𝒚, 𝒛, 𝒕 = 𝒖 𝝅, 𝒚, 𝒛, 𝒕 = 𝟏 𝒖𝒚 𝒙, 𝟎, 𝒛, 𝒕 = 𝟎, 𝒖𝒚 𝒙, 𝝅, 𝒛, 𝒕 = 𝟐𝝅
𝒖 𝒙, 𝟎, 𝒛, 𝒕 = 𝒖 𝒙, 𝝅, 𝒛, 𝒕 = 𝟏 u𝒛 𝒙, 𝒚, 𝟎, 𝒕 = 𝟎, 𝒖 𝒙, 𝒚, 𝝅, 𝒕 = 𝟐𝝅
u 𝒙, 𝒚, 𝟎, 𝒕 = 𝒖 𝒙, 𝒚, 𝝅, 𝒕 = 𝟏
𝒖 𝒙, 𝒚, 𝒛, 𝟎 = 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 + 𝒄𝒐𝒔𝒚,
𝒖 𝒙, 𝒚, 𝒛, 𝟎 = 𝟏, 𝒖𝒕 𝒙, 𝒚, 𝒛, 𝟎 = 𝟎
𝒖𝒕 𝒙, 𝒚, 𝒛, 𝟎 = 𝒔𝒊𝒏𝒙 𝒔𝒊𝒏𝒚 𝒔𝒊𝒏𝒛
Laplace equation
 We have discussed heat flow whose equation was
𝑢𝑡 = 𝑘𝛻𝑢
When temperature reach to steady state ,that is, 𝑢 does not
depend on time, this implies 𝑢𝑡 = 0 when 𝑡 → ∞
i.e.
𝛻𝑢 = 0
This equation is called Laplace equation or potential equation

 It describes gravitational potential in absence of mass,


electrostatic potential in absence of charge temperature in a
steady-state flow

 It describes physical phenomena at equilibrium


Laplace equation (cont.)
Vibration in string can be described by following equation
𝒖𝒙𝒙 + 𝒖𝒚𝒚 = 𝟎, 𝟎 < 𝒙 < 𝒂 𝟎 < 𝒚 < 𝒃,

with boundary condition


𝒖 𝟎, 𝒚 = 𝟎 , 𝒖 𝒂, 𝒚 = 𝒇 𝒚 ,
𝒖 𝒙, 𝟎 = 𝟎 , 𝒖 𝒙, 𝒃 = 𝟎

𝒖 ≡ 𝒖(𝒙, 𝒚)is the solution of Laplace's equation at any point


𝑥, 𝑦 of a rectangular plate.
Example
𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0 0 < 𝑥, 𝑦 < 𝜋
𝑢 0, 𝑦 = 0, 𝑢 𝜋, 𝑦 = 0
𝑢 𝑥, 0 = 0, 𝑢 𝑥, 𝜋 = cosh 2𝜋 𝑠𝑖𝑛2𝑥
Non-linear PDE
General method to solve Non-linear PDE by ADM
• To give explanation of Adomian method consider a Non-linear differential
equation
𝒇𝒖 = 𝑳𝒖 + 𝑹𝒖 + 𝑵𝒖 … … … … … … (𝒊𝒊)
where,
Lu =highest order derivative which is invertible
Ru= The remainder of linear operator,
Nu= Nonlinear term
𝑓𝑢 = 𝑔 𝑡 where fis a nonlinear ordinary differential
operator with linear and nonlinear term. Hence we consider

Thus,
𝑳𝒖 + 𝑹𝒖 + 𝑵𝒖 = 𝒈
where 𝒖 = σ∞
𝒏=𝟏 𝒖𝒏

Short Title
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𝑵𝒖 = ෍ 𝑨𝒏 (𝒖𝟎 , 𝒖𝟏 , 𝒖𝟐 , … … … … … . . 𝒖𝒏 )
𝒏=𝟎

where 𝐴𝑛 are specially generated (Adomian) polynomials for the


specific nonlinearity. It depends only on the 𝑢0 , 𝑡𝑜 𝑢𝑛 components
and form a rapidly convergent series. The 𝐴′𝑛 sare given as
𝒏
𝒗
𝑨𝒏 = ෍ 𝒄 𝒗, 𝒏 𝒇 𝒖𝟎 … … … . . (𝒊𝒗)
𝒗=𝟏

where

𝑐(𝑣, 𝑛) are the sum of subscripts in each term of the 𝐴𝑛 are equal to
n. The c(v,n) are products (or sums of products)of v components of u
whose subscripts sum to n, divided by the factorial of the number of
repeated subscripts.
Now from equation (iii)
∞ ∞ ∞
−𝟏 −𝟏
𝒖 = ෍ 𝒖𝒏 = 𝒖𝟎 − 𝑳 𝑹 ෍ 𝒖𝒏 − 𝑳 ෍ 𝑨𝒏
𝒏=𝟏 𝒏=𝟏 𝒏=𝟏
−𝟏 −𝟏
𝒖𝟏 = −𝑳 𝑹𝒖𝟎 − 𝑳 𝑨𝟎

𝒖𝟐 = −𝑳−𝟏 𝑹𝒖𝟐 − 𝑳−𝟏 𝑨𝟏


We can calculate 𝐴𝑛 easily by using formula (iv) for any function 𝑓(𝑢)

Example
1.𝑦 ′ + 𝑒 𝑦 = 0, 𝑦 0 = 1
2.𝑦 ′ = 𝑥 2 + 𝑦 2 , 𝑦 0 = 1
3.𝑢𝑡 + 𝑢𝑢𝑥 = 1 + 𝑥 + 𝑡, 𝑢 𝑥, 0 = 𝑥
References

1. Solving frontier problem of physics: The decomposition


method by George Adomian Kulwer Academic Publishers
(1994).
2. Partial differential equations method and applications:
Abdul –Majid Wazwaz, A.A.Balkema publishers (2002)

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