Solving frontier

Problems of Physics:
The Decomposition
Method

--

Kluwer Academic Publishers

Solving Frontier Problems of Physics:

The Decomposition Method

Fundamental Theories of Physics

An Itltc~rtationulBook Series on The Fundame~zralTheories of Physics:
Their Clarificarion, Development and Application

Editor:

ALWYN VAN DER MERWE

Universiq of Denver, U.S.A.

Editorial Advisory Board:

ASW BARUT, Universiry of Colorado, U.S.A.
BRIAN D. JOSEPHSON, Universiq of Cambridge, L!K.
CLNE KILKILMISTER, Lini~~ersitj.
of london, li.R
GUNTER LUDWIG. Philipps-Universitiit, Marbrtrg, Gernlang
NATHAN ROSEN. Israel Insritute of Technolog?, Israel
MENDEL SACHS. Srare Universi~,
of New York ar B;~&blo,US.A.
ABDUS SAL.4b4. Inrenlarional Centrefor Theoretical Phxsics, Triesre, Ira!\
HANS-JURGEN TREDER, Zentralinstitut fur Astroph?.sik der Akademie der
M'issenschafier:. Gemzany

Volume 60
-.

Solving Frontier
Problems of Physics:
The Decomposition Methoc
George Adomian
General h d y t i c s Corporation.
Athens, Georgia, U.S.A.

KLUWER ACADEMIC PUBLISHERS

DORDRECHT I BOSTON / LONDON

Library of Congress Cataloging-in-Publication Data

A d o m i a n . C.
s c l v i n g ' r o n t i e r ~ r o o i e m so f p h y s i c s
?he aecomposit,on method I
G e o r g e Aaom I a n .
D.
~ m .
c Z ~ n d a m e n ? a lt h e o r i e s o f ~ h y s i c s: V . 6 0 )
Incluoes Index.
ISBN 0 - 7 9 2 3 - 2 6 4 4 - X
talk. paper)
i . G e c o n ~ ~ s i t 1 0mne t h o d .
2 . Mathematical physics.
I. T i ? l e .
ii. Series.
OC20.7.GCA36
1994
530."594--3~20
93-3956 1

--

ISBN 0-7923-7,644-X

Published by Kluwer Academic Publishers.

P.O. Box 17.3300 AA Dordrecht, The Netherlands.
Kluwer Academic Publishers incorporates
the publishing programmes of
D. Reide!, hlanlnus Nijhoff, Dr M'. Junk and MTP Press.
Sold and distributed in the U.S.A. and Canada
by Klurver Academic Publishers,
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In all other countries, sold and distributed
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All Rights Reserved

O 1991 Kluu'er Academic Publishers

No pan of the material protected by this copyright notice may be reproduced or

utilized in any form or by any means. electronic or mechanical.
including photocopying. recording or by any information storage and
rctrievai system. without written permission from the copyright owner.
Pr~ntedin thc Netherlands

IN MEMORY OF MY FATHERAND MOTHER

HAIG AND VARTUEIIADOMIAN

EARLIER WORKSBY THE

AUTHOR

~ppliedStochastic Processes, Academic Press, 1980.

Stochastic System, Academic Press, 1983; also Russian transl. ed.
H.G.Volkova, Mir Publications, Moscow, 1987.
Partial Diflerential Equations with R. E. Bellman, D. Reidel Publishing Co.,
1985.
Nonlinear Stochastic Operator Equations, Academic Press, 1986.
Nonlinear Stochastic Systems Theory and Applicatiorzs to Physics, Kluwer
Academic Publishers, 1989.

TABLEOF CONTENTS

PREFACE
FOREWORD
CHAPTER 1

ON MODELLING PHYSICAL PHElNOMENA

T H E DECOMPOSITION METHOD
FOR ORDINARY DIFFERENTIAI.
EQUATIONS
THE DECOMPOSITION METHOD1
CHAPTER 3
IN SEVERAL DIMENSIONS
DOUBLE DECOMPOSITION
CHAPTER 4
MODIFIED DECOMPOSITION
CHAPTER 5
APPLICATIONS OF MODIFIED
CHAPTER 6
DECOMPOSITION
DECOMPOSITION SOLUTIONS
CHAPTER 7
FOR NEUMANN BOUNDARY CONDITIONS
INTEGRAL BOUNDARY CONDITIONS
CHAPTER 8
BOUNDARY CONDITIONS AT INFINITY
CHAPTER 9
CHAPTER 10 INTEGRAL EQUATIONS
CHAPTER 11 NONLINEAR OSCILLATIONS IN PHYSICAL
SYSTEMS
CHAPTER 12 SOLUTION OF THE DUFFJNG
EQUATION
CHAPTER 13 BOUNDARY-VALUE PROBLEMS WXTH
CLOSED IRREGULAR CONTOURS
OR SURFACES
CHAPTER 1 4 APPLICATIONS IN PHYSICS
APPENDIX 1
PADE AND SHANKS TRANSFORMS
APPENDIX 11 ON STAGGERED SUMMATION
OF DOUBLE DECOMPOSITION SERIES
APPENDIX nI CAUCHVPRODUCTS OF INFIM.TE SERIES
INDEX

,/CHAPTER 2

vii

PREFACE

I discovered the very interesting Adomian method and met George Adomian
himself some years ago at a conference held in the United States. This new
t e c h q u e was very surprising for me, an applied ma.thematician, because it
allowed solution of exactly nonlinear functional equations of various kinds
(algebraic, differential, partial differentiai, integral,...) without discretizing the
equations or approximating the operators. The solutio~lwhen it exists is found
in a rapidly converging series form, and time and space are not discretized. At
this time an important question arose: why does this technique, involving
special kinds of polynomials (Adomian polynomials) converge? I worked on
this subject with some young colleagues at my research institute and found that
it was possible to connect the method to more well-known formulations where
classical theorems (fixed point theorem, substituted series, ...) could be used.
A general framework for decomposition methods has even been proposed by
Lionel Gabet, one of my researchers who has obtained a Ph.D. thesis on this
subject During this period a fruitful cooperation has been developed between
George Adomian and my research institute. We have frequently discussed
advances and difficulties and we exchange ideas and rt:suits.
With regard to this new book, I am very impressed by the quality and the
importance of the work, in which the author uses the: decomposition method
for solving frontier problems of physics. Man-y-concrete problems involving
differential and partial differential equations (including Navier-Stokes
equations) are solved by means of the decomposition technique developed by
Dr. Adomian. The basic ideas are clearly detailed with specific physical
examples so that the method can be easily understood and used by researchers
of various disciplines. One of the main objectives of this method is to provide
a simple and unified technique for solving nonlineat fimctional equations.
Of course some problems remain open. For instance, practical convergence
may be ensured even if the hypotheses of known methods are not satisfied.
That means that there still exist opportunities for further theoretical studies to
be done by pure or applied mathematicians, such as proving convergence in
more general situations. Furthermore, it is not always easy to take into account
the boundary conditions for complex domains.
In conclusion, I think that this book is a fundamental contribution to the
theory and practice of decomposition methods in functional analysis. It

completes and clarifies the previous book of the author published by Kluwer in
1989. The decomposition method has now lost its mystery but it has won in
seriousness and power. Dr. Adomian is to be congratulated for his
fundamental contribution to functional and numerical analysis of complex
systems.

Yves Chermault
Professor
Director of Medimat
Universit.6 Pierre et Marie Curie
(Paris VI)
Paris, France
September 9,1993

FOREWORD

This book is intended for researchers and (primarily graduate) students of

physics, applied mathematics, engineering, and other areas such as
biomathematics and asuophysics where mathematical models of dynamical
systems require quantitative solutions. A major part of tihe book deals with the
necessary theory of the decomposition method and its generalizations since
earlier works. A number of topics are not included he:re because they were
dealt with previously. Some of these are delay equatio~is,integro-differential
equations, algebraic equations and large matrices, comparisons of
decomposition with perturbation and hierarchy methods requiring closure
approximation, stochastic differential equations, and stochastic processes [I].
Other topics had to be excluded due to time and space limitations as well as the
objective of emphasizing utility in solving physical probllems.
Recent works, especially by Professor Yves Chenu;iult in journal articles
and by Lionel Gabet in a dissertation, have provided a rigorous theoretical
foundation supporting the general effectiveness of the method of
decomposition. The author believes that this method is relevant to the field of
mathematics as well as physics because mathematics has been essentially a
linear operator theory while we deal with a nonlinear world. Applications have
shown that accurate and easily computed quantitat.ive solutions can be
determined for nonlinear dynamical systems without assumptions of "small"
nonlinearity or computer-intensive methods.
The evolution of the research has suggested a theory to unify linear and
nonlinear, ordinary or partial differential equations for solving initial or
boundary-value problems efficiently. As such, it appears to be valuable in the
background of applied mathematicians and theoretical or mathematical
physicists. An important objective for physics is a methodology for solution of
dynamical systems-which yields verifiable and precise: quantitative solutions
to physical problems modelled by nonlinear partial differential equations in
space and time. Analytical methods which do not require: a change of the model
equation into mathematically more tractable, but necessarily less realistic
representation, are of primary concern. Improvement of analytical methods
would in turn allow more sophisticated modelling and possible further
progress. The final justification of theories of physics is in the correspondence
of predictions with nature rather than in rigorous proofs which may well

xii

FOREWORD

restrict the stated problem to a more limited universe. The broad applicability
of the methodology is a dividend which may allow a new approach to
mathematics courses as well as being useful for the physicists who will shape
our future understanding of the world.
Recent applications by a growing community of users have included areas
such as biology and medicine, hydrology, and semiconductors. In the author's
opinion this method offers a fertile field for pure mathematicians and especially
for doctoral students looking for dissertation topics. Many possibilities are
included directly or indirectly. Some repetition of objectives and motivations
(for research on decomposition and connections with standard methods) was
believed to be appropriate to make various chapters relatively independent and
permit convenient design of courses for different specialties and levels.
Partial differential equations are now solved more efficiently, with less
computation, than in the author's earlier works. The Duffing oscillator and
other generic oscillators are dealt with in depth. The last chapter concentrates
on a number of frontier problems. Among these are the Navier-Stokes
equations, the N-bod). problem, and the Yukawa-coupled Klein-GordonSchrodinger equation. The solutions of these involve no linearization,
perturbation, or limit on stochasticity. The Navier-Stokes solution 121 differs
from earlier analyses [ 3 ] .The system is fully dynamic, considering pressure
changing as the velocity changes. It now allows high velocity and possible
prediction of the onset of turbulence.
The references listed are not intended to be an exhaustive or even a partial
bibliography of the \.aluable work of many researchers in these general areas.
Only those papers are listed which were considered relevant to the precise area
and method treated. (New work is appearing now at an accelerating rate by
many authors for submission to journals or for dissertations and books. A
continuing bibliography could be valuable to future contributors and reprints
received by the author will be recorded for t h ~ purpose.)
s
The author appreciates the advice. questions, comments, and collaboration
of early workers in t h ~ sfield such as Professors R.E. Bellman, N.Bellomo,
Dr. R. MCarty, and other researchers over the years, the important work by
Professor Yves Cherruault on convergence and h s much appreciated review of
the entire manuscript, the support of my family, and the editing and valuable
contributions of collaborator and friend, Randolph Rach, whose insights and
willingness to share his time and knowledge on difficult problems have been
an important resource. The book contains work originally typeset by Arlette

Revells and Karin Haag. The camera-ready manuscript was prepared with the
dedicated effort of Karin Haag, assisted by William David. Laura and William
David assumed responsibility for office management so that research results
could be accelerated. Computer results on the Duffing equation were obtained
by Dr. McLowery Elrod with the cooperation of the National Science Center
Foundation headed by Dr. Fred C. Davison, who has long supported this
work. Gratitude is due to Ronald E. iMeyers, U.S. Army Research
Laboratories, White Sands Missile Range, who supported much of this
research and also contributed to some of the developme.nt. Thanks are also due
to the Office of Naval Research, Naval Research Laboratories, and Paul Palo
of the Naval Civil Engineering Laboratories, who have supported work
directed toward applications as we11 as intensive courses at NRL and NCEL.
The author would also like to thank Professor Alwyn Van der iMerwe of the
s
Most of all,
University of Denver for his encouragement that led to t h ~ book.
the unfailing support by my wife, Corinne, as well as her meticulous final
editing, is deeply appreciated.

REFERENCES
1 . G. Adomian. Stochastic Processes. Encyclopedia of Sciences and Technology. 16, 2nd
ed.. Academic Press (1992).
2. G. Adomian. An Analytic Solution to the -stochastic Navier-Stokes System.
Foundarions of Physics, 2, ( 83 1-834) (July 1991).
3. G. Adomian, Nonlinear Stochastic Sysrems Theory and Ap,cllicafionsto Physics, Kluwer
(192-216) (1989).

ON MODELLINGPHYSICAL PHENOMENA
Our use of the term "mathematical model" or "model" will refer to a set of
consistent equations intended to describe the particular features or behavior of
a physical system which we seek to understand. Thus, we can have differenr
models of the system dependent on the questions of interest and on the features
relevant to those questions. To derive an adequate mathematical description
with a consistent set of equations and relevant conditions, we clearly must
have in mind a purpose or objective and limit the problem to exclude factors
irrelevant to our specific interest. We begin by considering the pertinent
physical principles whlch govern the phenomena of interest along with the
constitutive properties of material with whlch the phenomena may interact.
Depending on the problem, a model may consist of algebraic equations,
integral equations, or ordinary, partial, or coupled sysrems of differential
equations. The equations can be nonlinear and stochastic in general with linear
or deterministic equations being special cases. (In solne cases, we may have
delays as well.) Combinations of these equations such a s integro-differential
equations also occur.
A model using differential equations must also include the initiaUboundary
conditions. Since nonlinear and nonlinear stochastic equations are extremely
o r initial conditions, solutions
sensitive to small changes in inputs,
may change rather radically with such changes. Consequently, exact
specification of the model is sometimes not a simple matter. Prediction of
future behavior is therefore limited by the precision of the initial state. When
significant nonlinearity is present, small changes (perhaps only 1%) in the
system may make possible one or many different solutions. If small but
appreciable randomness, or, possibly, accumulated rolund-off error in iterative
calculation is present, we may observe a random change from one solution to
another-an apparently chaotic behavior.
To model the phenomena, process, or system of interest, we first isolate the
relevant parameters. From experiments, observations, and known
relationships, we seek mathematical descriptions in the form of equations
which we can then solve for desired quantities. 'This process is neither
universal nor can it take everything into account; we must tailor the model to fit
1

the questions to which we need answers and neglect extraneous factors. Thus
a model necessarily excludes the universe external to the problem and region of
interest to simplify as much as possible, and reasonably retain only factors
relevant to the desired solution.
Modelling is necessarily a compromise between physical realism and our
ability to solve the resulting equations. Thus, development of understanding
based on verifiable theory involves both modelling and analysis. Any incentive
for more accurate or realistic modelling is limited by our ability to solve the
equations; customary modelling uses restrictive assumptions so that wellknown mathematics can be used. Our objective is to minimize or avoid
altogether this compromise for mathematical tractability which requires
linearization and superposition, perturbation, etc., and instead, to model the
problem with its inherent nonlinearities and random fluctuation or uncertain
data.
We do h s because the decomposition mctlod is intended to solve nonlinear
and/or stochastic ordinary or partial differentia! equations: integro-differentia1
equations. delay equations, matrix equations, etc., avoiding customary
restrictive assumptions and methods, to allow solutions of more realistic
models. If the deductions resulting from solution of this model differ from
accurate observation of physical reality, then this would mean that the model is
a poor one and we must re-model the problem. Hence, modelling and the
solution procedure ought to be applied interactively. Since we will be dealing
with a limited region of space-time which is of interest to the problem at hand,
we must consider conditions on the boundaries of the region to specify the
problem completely. If we are interested in dynamical problems such as a
process evolving over time, then we must consider solutions as time increases
from some initial time: i.e., we will require initial conditions. We will be
interested generally in differential equations which express relations between
functions and derivatives. Th'ese equations may involve use of functions,
ordinary or partial derivatives, and nonlinearities and even stochastic processes
to describe reality. Also, of course. initial and boundary conditions musr be
specified to make the problem completely determinable.
If the solution is to be valid, it must satisfy the differential equation and the
properly specified conditions. so appropriate smoothness must exist. We have
generally assumed that nonlinearities are analytic but will discuss some
exceptions in a later chapter. An advantage, other than the fact that problems
arc considered more realistically than by customary constraints. is that

ON .UODELWLWVG
PIIYSICAL PHENOMENA

solutions are not obtained here by discretized methods: solutions are

continuous and computationally much more efficient as we shall see. If we
can deal with a physical problem as it is, we can expect a useful solution, i.e.,
one in which the mathematical results correspond to reality. If our model is
poor because the data are found from measurements which have some error, it
is usual to require that a small change in the data must lead to a small change in
the solution. This does not apply to nonlinear equations bsecause small changes
in initial data can cause significant changes in the solution, especially in
stochastic equations. This is a problem of modelling. Lf the data are correct and
the equation properly describes the problem, we expect a correct and
convergent solution.
The initial/boundary conditions for a specific partial differential equation,
needless to say, cannot be arbitrarily assigned: they must be consistent with the
physical problem being modelled.
Suppose we consider a solid body where u(x,y,z.t) represents a temperature
at x,y,z at time t. If we consider a volume V within the body which is bounded
by a smooth closed surface S and consider the change of heat in V during an
interval (t,,t,), we have, following the derivation of N.!;.Koshlyakov, M.M.
Smirnov, and E.B. Gliner [ I ]

where n is the normal to S in the direction of decreasing temperatures and k is

the internal heat conductivity, a positive function independent of the direction
of the normal. The amount of heat to change the temperature of V is

where c(x,y,z) is the specific heat and p(x,y,z) is the density. If heat sources
with density g(x,y,z,t) exist in the body, we have

Since Q = Q, + Q,, it follows that

au = div(k grad u) + g

cp-

at

If c p and k are constants, we can write a2 = klcp and f(x,y,z,t) =

g(x,y,z,t)lcp . Then
du
= a2V2u+ f
at
(which neglects heat exchange between S and the surrounding medium).
Now to determine a solution, we require the temperature at an initial instant
u(x,y,z,t = 0) and either the temperatures at every point of the surface or the
heat flow on the surface. These are constraints or commonly, the boundary
conditions. If we do not neglect heat exchange to the sunounding medium
which is assumed to have uniform temperature u,, a third boundary condition
can be written as a ( u - u,) = - k d u / a n / , (if we assume the coefficient of
exchange is uniform for all of Sf.
Thus the solution must satisfy the equation, the initial condition, and one of
the above boundary conditions or constraints which make the problem
specific. We have assumed a particular model which is formulated using
fundamental physical laws such as conservation of energy, so the initial
distribution must be physically correct and not abitrary. If it is correct, it leads
to a specific physically correct solution. The conditions and the equation must
be consistent and physically correct. The conditions must be smooth,
bounded, and physically realizable. The initial conditions must be consistent
with the boundary conditions and the model. The derived "solution" is verified
to be consistent with the model equation and the conditions and is therefore the
solution.

NOTE: Koshlyakov: et. al. [ l ] state that we must speci'. ult = 0) nvitlzin
the body and one of the bourzda~condirions such as u on S . However S is
not insulated from the body. The initial condition u(t = 0) fixes u on S also if
surroundings are ignored. It seems that either one or the other should be
enough in a specjfic problem and if you give both, they must be consistent
with each other and the. model (equation). The same situation arises when,
e.g., in a square or rectangular domain, we assign boundary conditions on the
four sides, which means that physically we have discontinuity at the comers.

OH MODELLING PHYSICAL PHENOMENA

REFERENCE
1.

N.S. Koshlyakov, M. M. Smirnov, and E.B. Gliner. Differential Equations of

,Mathernarical Physics, North Holland Publishers (1 964).

1.

Y. C h e m a u l t iMarhemarical ,Modelling in Biomedicine. Reidel (1986).

R. P. F e y m a n , R. B. Le~ghton,and M. Sands, The Feymnan Lpcfures on Physics,

3.

I. S. Sokolnikoff and R.M. Redheifer. iMafhernatics of Physics and lModern

.Addison-Wesley ( 1965).

Enqineering. 2nd ed.. McGraw-Hill(1966).

THE DECOMPOSITION METHODFOR ORDINARY

DIFFERENTIAL EQUATIONS
0 I/-

-.,,

<

A cfitgally important problem in 3dntier science and technology is the ,, - - , , uf -yLP

n of nonlinear andlor stochastic systems modelled h c 2 - , ,t.equati~gs
initiajboundsy 6,
I r
;
&
'
9
conditions.
k,: - l j y
.pi.
The usual procfdlures of analysis necessarily change such problems in
!J t essential_u.ays in order to make them mathematicallyp~ctfi~le
by established
methods. Unfortunately these changes necessaril<~h&~e the solutions;
therefore, they can deviate, sometimes seriously, from the actual physical
behavior. These procedures include linearization techniques. perturbation
methods, and resrnctions on the nature and ma,onitude of stochastic processes.
The avoidance o i these limitations so that physically correct solutions can be
obtained would add in aii important way to our insights into the natural
behavior of complex systems and would offer a potential for advances in
science and technology.
The prior art in mathematical analysis as seen in the literamre necessarily
relies on such limiting procedures. Thus it may well be said that physics is
usually perturbarive theory and mathematics is essentially linear operator
theory. Of course there are some methods of solving nonlinear equations, but
not general merhods. For example, clever transformation of variables
sometimes resulx in a linear equation: however, thls rarely works.
The objective of the decomposition method is to make possible physically
realistic solutions of complex systems without the usual modelling and
solution compromises to achieve tractability. A bonus is that it essentially
combines the fieids of ordinary and partial differential equations. This chapter
will summarize the method and will briefly discuss applications and
consequences for analysis ahd computation.
Suppose we think about physical systems described by nonlinear partial
differen ti a1 equations. In the more complicated problems, we ordinarily must
reson to discretized methods and numerical computation. An appropriate
example is fluid flow and "computational fluid dynamics'' (C.F.D.), an area of

hf - -,J
I

i ,\ :

'

intensive research in attempting to develop codes for :study of transonic and

hypersonic flow. Beca.use of the symbiosis between such existing
methodology and supercomputers, as well as the coml?lexity, these methods
are computationally intensive. Massive printouts are the result and functional
dependences are difficult to see. We have a constant demand for faster
computers, superconductivity, parallelismt etc., because: of the necessity to cut
down computation time. Thus a continuous soluti.on and considerably
decreased computation is evidently a desirable goal.
Closed-form analytica.1 solutions are considered ideal when possible.
However, they may necessitate changing the actual or real-life problem to a
more tractable mathematical problem. Except for a small class of equations in
which clever transformations can result in linear equations, it becomes
necessary to resort to linearization or statistical linearization techniques, or
assumptions of "weak nonlinearity," etc. What we get then is solution of the
simpler mathematical problem. The resulting solution can deviate
significantly from the solution of the actual problem; nonlinear systems can be
extremely sensitive to small changes. These small changes can occur because
of inherent stochastic effects or computer errors; the resulting solutions
(especially in strongly nonlinear equations) can show violent, erratic (or
"chaotic") behavior. Of course, it is clear that considerable progress has been
made with the generally used procedures, and, in many problems, these
methods remain adequate. Thus, in problems which are close to linear, or
where perturbation theory is adequate, excellent solutio~lsare obtained.
In many frontier problems, however, we have strong nonlinearities or
stochasticity in paramet:ers, so that it bcecomes important to find a new
approach and that is our subject here, &'rU;x
/ w e begin with the (del:erministic) form Fu = g(t) where F is a nonlinear
ordinary differential operator with linear and nonlinear terms. We could
represent the linear term by Lu where L is the linear operator. In this case L
which may not be the case, i.e.. we may have a
and a consequently difficult integration. Instead, we
write the linear term as Lu + Ru where we choose L as the highest-ordGred /
derivative. Now L-' is simply an n-fold integration for an nth order L. The
* li.5,d-J
remainder of the linear opeiator is R. (In cases where stochastic terms are
present in the linear operator, we can include a stochastic operator term m.)
The nonlinear term is represented by Nu. Thus Lu + Ru+ Nu = g and we

t'>5

write

'

L',

/"'

For initial-value problems

defrne L-' for L = d"/dtn as the
n-fold definite integ~tionoperator fkom 0 to t. For the operator L = d2/dt2,
for example, we hi% -.LILu= u - u(0) - tu'(0)
and therefore
- ---

ri

For the same operator equation but now considering a boundary value
problem, we let L-' be an indefinite integral and write u = A + Bt for the first
two terms and evaluate A, B from the given conditions. The first three terms
u,. Finally,
are identified as uo in the assumed decomposition u =

' ,,
" )r' assuming Nu is analytic, we write Nu =

33.

are,specially

xw

z-

n=O

~ , ( u , . u ,...,
, un) where the 4

o=O

gediated (Adomian) polynomals for the specific nonlinearity..

l-L--

'

- a

, kI'hey depend only on the q,to u, components and form a r'apidly convergent

series. The & are glven as

and can be found from the formula (for n 2 1)

-'.

'

c,'

In the linear case where f(u)= u, the A, reduce to u,. Otherwise A n =

A ,(uo,u , ..., u,). For f(u) = u2, for example, A, = ui, A , = 2u,u,,
A, = u,2 - 2u,u,, A, = 2u,u2+ 2u,u ,,... . I! -.is p
be noted that,in this scheme,
- .'I,+.
the sum of the subsc.~ptsi? each tern of t h s n are equal to n. The c(v, n) are
L,.Ly,'.
products (or sums of products) of v components of u whose subscripts sum
c : to n, divided by the factorial of the number of repeated subscripts. Thus c(1,3)
.; ,, "'can
only be u,. ci2,3) is u,u, and c(3.3) = (1/3!)u:. For a nonlinear equation in

L;

Em

u, one rp3y express any given function f(u) in the A, by f(u) = ,=i) A,.
-p6~ h ; d " eprev~ouslypointed out that the polynomials are not unique, e.g.,
for f(u) = u3, A, = u:, A ! = 2uOul, A2 = uf + 2u,u2,. .. . But A! could also

be 2u,u, t u!2 , i.e., it could include the first term of A, since u, and u, are
h o w n when u2 is to be calculated.
is n w established that the sum of the series
A, for Nu is equal to
n=O
6
1YJJ
the sum of a generalized Taylor series about &(a). that u = ) u, is equal to a

xm

Jt'Y-&!,+

1
,,?

YL

xm

generalized Taylor series about the function u,, and that the series terms
approach zero as l/(mn)! if m is the order of the hghest linear differentlai . ,
. .i
operator. Since the senes converges (in norm) and does so very ra ~ d l ythe
, n- L'- - L'u, can serve as a practical solutiwt for ryntheas/
term partial sum q, =

%A

-> . ,

C J ~ E ~ &
,
I
L' ' Y*
-', L', ,- n-+kTG,
@"'other
convenient algorithms have been developed for d P o s l t e and
y~multidimensionalhroctions as well as f o particular
~
funcfions of jnrer~st.A; an
L'"
/ r--/ ' example for solution o f the ~ , u f f &7 - equation,
we
use
e notation
/I,. '
, -<
t - +-'
~&-IG-$?
~ , [ f ( ~=
) ]A,(~~)$/Y 1
: ox
and des~gn.The lim rp. = u. - b~
J~,,?-

C,

F,

J/?

--

A:/;b;

If we write f(u) =

zw
a=()

~ . [ f ( u ) ] or more simpiy f(u) =

f(u) = u, we have u =
- f,s,r,:

,-

j,

xw A, and let
n=O

u, since then A, = u,, A, = u ,,... . Thus we

n=O

= can say u and f(u),i.g., the solution and any nonlinearity, are written in terms

&' of the A,,

or, that we do this for the nonlinearity and think of u as simply

decomposed int6 components ui to be evaluated such that the n-term

xm

approximation rp, ~ = ' ~ I=O

n - lui approaches
-,.-.....-u=
can now be written as:

n=O

u, as n i

-.

The solution

L / ~ u
/ ! ~
DO

oyd"

so that

etc. All components are determinable since A, depends only on u,. A, depends
on uO,u,, etc. The practical solution will be the n-term approximation or
approximant to u, sometimes written %[u] or simply G.

3r

,
-

pP

J<
Convergence has been rigorously established by Professor Yves Cherruault
[I]. Also further rigorous re-examination has most recently been done by
Lionel Gabet [2]. The rapidity of this convergence means that few terms are
required as shown in examples, e.g., [ 11.

u+I~>~

BASIS FOR THE EFFECTIENESS OF DECOMPOSITION:

05-i;'!
c*-,
Let's consider the physical basis for the a c c u g ~and
~ - rapid
rZE of
6.
convergence.
The
initial
term
u
,
,
is
an
optimal
first
approximatiacontaining
,,
essentially all o p r i ~ information
i
about the system. Thus, u, = O + L - ' ~
;
L~
contains the given input g (which is bounded in a physical system) and the
in Q, which is the solution of L Q = 0.
initial or boundary conditions
,, hcluded
.' I . !,.
Furthermore. the f o l i o w e terms converge for bounded t as l/(rnn)! where n
is the order of L and m is the number of terms in the approximant
. Hence
even with very small m, the 4, will contain most of the solution. Of the
,
.
followins~erivedterms, u, is particularly simple, since &, the f i s t of Lhe
- I - ,,-A<.
- G-S~
.-.- (J
polynomials re7re:yting the nonlinearity f(u), is f(u,) which of course is also
known. The f(u? need not even be analytic [3] but could be piecewiseI;
1;
, ,_: ,,+I differentiable (Sobolev space) and represented by a series of analytic
I.
functions. 11-e do require bounded Q, and g: which is p$.sicall y reasonable;-'-2,
and the u, terms must be (Lebesgue) integrable. For nth order differential
operators L,we must have an n-fold differentiabilityJcontinuity requirement on
solutions i? order ,to,assure existence and uniqueness. The develppment was
c/;i - ,
f l 1 based on a decor@osi~onm ~alc&blbie t e r n of the solution to @f&d
rather
than an expansion in a series. We will see that the method works for initialvalue or boundary-value problems and for linear or nonlinear, ordinary or
partial differential equations and even for stochastic systems. A7e prove now
is a rearranged Taylor series about this optimal first
that the
approximation q i= u,.
To see that the series in A, polynomials forms a generalized Taylor series
about a function (rather than a point), we write
c

I!

:.I-

e,

1.

...-

.,J,:/:*

LA"

, *.

whlch can be rearranged as

rcu, = fiu,) - (ul iU, + ...)ft1)(u0)+ [(~;/2!)t U!U- - ...lfi"(~,)i ...

= f ( u q ) +[(u - uq)/l!]f'"(u,) +[(u- u,)1/2!jp:'(u.))-

---

[(u - u.)"/n!]f~"'(u,)

=
D

=0

,A REFERENCE LIST OF THE ADOMI.ANPOLYNOMIALS:

.A,, = f(u3)
A, = u,f(')(u3)

+ (1/2!)u~ftz)(u,)
A, = u3fi1)(uo)
+ u ~ u ~ ~ ( +~ (1/3!)u:fi3'(u0,)
)(u~)
.A4 = u,ft1)(u0)+ [(1/2!)ui + ~ , u ~ ] f ( ~ ) ( u , )
A: = ulf(''(u,)

+(1/2!)u~u2f")(u,)

+ (l/4!)u~ff')~u0)

A, = u5ft')(u0)+ [u2u3+ ~ , u , ] f ( ~ ) ( u , )

+ (l/2!)u,t3]f")(uo)
+(1/3!)~:u~f(~)(u,)
+ (l/5!)u:f(')(u0)
A. = u ~ ~ ( " (+u [(vz!)u:
~)
+ u2u4+ u ~ u ~ ] ~ ( ~ ) ( ~ u ~ )
+[(1/3!)ui + u,u2u3+ ( 1 / 2 ! ) ~ j ~ , ] f ( ~ ' ( ~ , )
+[(1/2!)u;(l/2!)u: + (l/3!)li;u3]f'"(u0)
+(1/4!)~~u,f(~'(u,)
+ (1/6!)~ff(~)(u,)
A, = u,f(')(u,) + [u3u4+ u,u5 + ~,u,]f'~'(u,)
+[(1/2!)uiu3 + ul(l/2)!u: + U,U,U, + (l/2,!)uju,]P(uo)
+[(1/2!)u,u:

+f"'(u0)(l/6!)u~u2 + f(')(u0)(1/8!)uy
A9 = fi1'(u0)u9+ f(2)(~o)[u,us
+ u,u6 + u2u7+ u1u8]
-f'3'(u,)[(l/3!)u:
-u:u3u5

+ u,u,u, + (l/z!)u;u, + u, (l/2!)u:

- U,U2U6 + (1/2!)u:u,]

-f "(u0)[(l/3!)u:u, + u,u2(l/2!)u;
-(1/2!)uju~u; s (1/2!) uju,u5

u,(l/l!)uiu,

+ (1/3!)u;u,]

-f sJ(ug)[ul(l/4!)u;+ (l/2!)u;(l/~!)u;u3

+(1/3!)u; (1/2!)u:

+ (1/3!)u;u2u, + (1/4!)u;u,]

-f 6J/uo)[(1/3!)~:(1/3!)u;+ (1/4!)u;u:u3

- (lp!)u:u,]

-f ')~u~,)[(~/~!)u~(I/?!)u~
+ (1/6!)u:u,]

-f "(u" )(l/7!)u;u2 + f~9'(uo)(1/9!)u;

A,, = fil(uo)u,,+f")(u0)[(l/2!)u: +u,u, +u,u, Tu2u, + u , u 9 ]
+i3~(u3)[(l/2!)u;u4-i-u2(1/2!)u:
-u:u,u,

+ u2u3u, i(l/?!)uju,

- u,u3u, + u,u,u, + (l/2!)u;u8]

-f "(u, j[jl/2!)~;(1/?!)~;+ (I/~!)u;u,- U,(I/~!)U;

u: u,

U? U4

+uI(1/2!)ut- Uii- + ( 1 / 2 ! ) ~ : ( 1 / 2 ! ) ~ ;

~ ( 1 1 2 1 )u~3 u; S+(1/2!)uf u 2 u 6+(1/3!ju: u,]

+ f f 5 ' ( ~ o ) [ ( ~ / 5 !+-) u~ ,;( I / ~ ! ) u ; u+~( i p ! j u ; ~(I/~!)u;
~
-(l/2!)uf (l/2!)u ju, + (1/3!)u;u3u,

+(1/3!) U : U ~ U ~+ (1/4!)u:u,]
+f'"(u0) [(1/2!)uf(1/4!)u;

+ (1/3!)u; (1/2!)u ju,

+ (1/4!)u;u2u, + (1/5!)u;u,]
+f"' (u0)[(1/4!)u:(1/3!)ui + (l/5!)u~u,u3+ (1/6!)ufu,]
+f'"(u0) [(1/6!)uf(1/2!)ui + (1/7!)u:u3]

+(1/4!)u:(1/2!)u:

+f'g'(uo)(l/8!)u~u,+ f('0)(u9)(l/10!)u~0

'/iB-&>

j ' s

Notice that for urne a c d ( d u a 1 term is the product of m factors. Each term
of A, has five factors-the sum gf s-upeqscri%& is m (or 5 in this case). The
- I d ( I,uf
sum of subscepu is n. The sec&ftermd%;
as an example, is 5 u ~ u l u l u , ~
@7,L
and th sum of subscripts is 4. A very convenient check on the numerical
coefficients in each term is the following. Each c6efficient is m! divided by the
product of factorials of the superscripts for a given term. Thus, the second
term of A, (us) has the coefficient 5!/(3 !)(I !)(I !) = 20. The last term of A, has
the coefficient 5!/(2!)(2!)(1!) = 30. Continuing with the &, for u5 we have

A, = u: + 3u?,u, + 3u:ui + 3u$, &3u:u1 + 6u,u,u, + 6u,u,u,

-6u,u,u6 + 6u0u,u5 + 6uIu2u6i 6 u , ~ 3 +
~ 6u_u3u,
,
A,, = 3u:ulc

- 3u;ug + 3u;uo + 3 ~ 3 +2 3u;u2

~ ~ - 3u;u, - 6uOu,u9

-6u,ulu,

+ 6u0u,u7+ ~u,u,u, + ~ u , u , u ,

-6uIudu5 + 6u2u3u5

EXAMPLE: N e = s i n e

~ U , U ~ U ~

A, = sin 8,
A, = e, C O S ~ ,

e, + e, C O S ~ ,
= - ( ~ ; / ~ ) c oe,
s - ole2sm 0, + e3CO'S e,

A, = -(e:/2)~in

A,

A, = uim
A, = -mu,(m+')u,

A, = +m(m + l)u;("+')u~ - mu,-(m+l) u,

A, =

-+ m(m + l)(m + ~)U;("+~)U;+ m(m + l ) ~ ; ( ~ + ~ )-umu,, u ~

EXAMPLE: f(u) = uy where y

-(m+l)

is a decimal number.

u,

EXAMPLE:
Consider the linear (deterministic) ordinary differential equation
d2u/dx' -kxpu = $ with u(l) = u( - 1) = 0. Write L = d2/dx2 and Lu = g
+ kxPu. Operating with L-' , we have L-'LU = L-'~
-tL-'kxPu. Then

xD=,
oe

Let

u, with u, = c, + c2x+ gx2/2. Then urn+,= ~ - ' l x ~ uwith

, m Z 0.

Thus

where

OD

o:(x) =

tmxmF-2m/(mp2m - l)(mp + 2m)

Since u(l ) = u(- 1) = 0,we have

7'

.p.<l

Hence c: and c, are determined.

Suppose that in the above example, we let k = 40, p = 1, = 2. Thus we
consider thp~equation d2u/dx2- 40xu = 2 with u(-1) = u(1) = 0.' This is the
one-dimensional case of the eliiptic equation V2u = ~ ( x , Y , zi)k(x,y,z)u
arising i~ problems of physics and engineering. Here L = d2/dx' and we have
L u = 2 i 30 xu. T h s is a relatively stiff case because of the large coefficient of
,
*K--?err)u?

,< *

*-

i/

:her c \ u n n l e ~appear in thc literature

Jj-

- u',,

u, and the non-zero forc~ngfunction which yields an additional Airy-like

funct~on.0 erating
with
.-I -(,
,/,4 L" yields u + A + Bx + ~ - : ( 2+) L "(40xu). Let
uo + A T Bx - k i ( 2 ) = A + BX+ x and let u = n=O u, w t h the components

e,,.

=a*,,-

zw

to be determined so that the sum is u. We identify uu+,:= L-:(40xu,). Then all

-0
'2*j
components can be determined, e.g.,
uy:v

An n-rerm approximant

xu-'
I

=o

ui with n = 12 for x = 0.2 is given by

-0.135639, for x = 0.4 is given by -0.113969, foi: x = 0.6 is given by

-0.083321, for x = 0.8 is given by -0.050944, and for x = 1.0 is, of
course, zero. These easily obtained results are correct to seven digits. We see
thac a better solution is obtained and much more easily &an by variational+
methods. The solution is found just as easily for nonlinear versions without
linprization.
- ?Y

(+%/

U&pa
I

ALYTIC

SIMULANTS
OF DECOMPOSITION
SOLUTIONS:

We now introduce the convenient concept of "simulants" to solutions by

decomposition. The m-term "approximant" Gm to the solution u, indicated by

[u],will mean m terms of the convergent series

-.zoo
u, which represents
n=o

u in the decomposition method. If we have an equation Tu = g(t) where r is a

general differential operator such as, for example,

and we write g(t) =

Em gutnbut only use m terms of the series, we have the

n=o

m-term approxirnant
m-1

The corresponding solution of the equation is the simulant of the solution u,

thus
r a m

['I = Gm [g]

-;

yi-

- L -/:

Analogous to the limit m + = of @,[g] = g, the limit as m -+ = of

a,[u]= u
Possible stopping rules arise in computerized calculation when the last
computed simulant a,,,[u] corresponds to a,(u) to the number of decimal
places of interest to us.
We can also conceive of using the entire series for g, for example, writing
the sum of the infinite series but using a sequence of approximants to
parameters a$, ..., in r and a corresponding sequence of simulants o,[u] as
parameuized by @&[a]
or +&[fl.In solving a partial differential equation by
decomposition. we may develop a sequence of simulants a,(u) for the solution
u by concurrently improving the level of approximation of the coefficients, or
the given conditions, or the input functions. For example in

L,o, [u]- R , O[u]

~ = 4. [g] where g(t.x) =

CLoCm=a
gt.mt'xrn
0

we can

compute each am(u) for given approximations of g, and of the initial

conditions, or finally of coefficients such as

We can also use the concept of simulants with asymptotic decomposition

whch is discussed in 141. Consider the equation

- u = g(n) = x
m

d'u/dx'

garn

u(0) = c, and u'(0)

= c,

n=O

By the asymptotic decomposition technique [ 5 ] , the equation is written as

En=,gnanand ud = -(d2/dx')um-,
m

Then ul = pix) =

for rn > 1. We use an

approximant of g or

Then the simulant, or analpc simdant, of u is the solution of

d'a, [ u ]
+ a,[ul= ~ m [ g l
dx2

En="
ahrn'where
m

o,[u] is a series which we write as

"

dx:

OD-:

n=O

It is straightforward enough that if we don't use all of ,;: we have only q,[u]
whlch approaches u in the limit as m +

T- m-1

in 9, = LL,=o ui. In the same

equation u = g(x) - (d2/dx')u

we can write

so that

xmx0
OD

where an =

a".

nerefore

is the solution for asymptotic decomposition. W e make two observations:

1) The method works very well for nonlinear equations where we solve for
the nonlinear term and express it in the above polynomials.
2) Ordinary differential equations with singular coefficients offer no special
difficulty with asymptotic decomposition, e.g.,

REFERENCES
Y. Chermault. Convergence of Adomian's Method, Kyberneres, 18, (31-38) (1989).
L. Gabet, Equisse d'une theorie decompositionelle, Modtlisation Marhtrnatique et
Analyse Numerique, in publication.
G . Adomian and R. Rach, Smooth Polynomial Approximations of Piecewisedifferentiable Functions. Appl. Math. Len.. 2. (377-379) (1989).

G.Adomian. h'onhnear Stochastic Operator Equations. Academic Press (1986).

G. Adomian. A Review of the Decomposition Method and Some Recent Results for
Nonlinear Equarions. Comp. and Math. with Applic., 21,(101-127) (1991).

SUGGESTEDREADING
G . Adomian. R. E. Meyers, and R. Rach, An Efficient Methodology for the Physical
Sciences. Kybernetes, 20, (24-34) (1991).
G.. Adomian. Konlinear Stochastic Differential Equations, J. Math. Anal. and Applic.,
55. 14414 5 1 ) :!976).
G. Adomian. Solution of General Linear and Nonlinear Stochastic Systems. in
Moden; Trcrlir ir: C~berneticsand Sysirt~:s.:. R3se (ed.), (203-2143 (1 077 j.
G. Adomian and R. Rach. Linear and Nonlinear Schrodinger Equations. Found. of
P h y i c s . 21. (983-991') (1991).
N.Bellorno ar,? R . Riganti. Nonlinear Stochastic Systems in Physics and Mechanics,
World Scientific. (1987).
N . Bellomo and R. Monaco, A Comparison between Adomian's Decomposition
Method and Perturbation Techniques for Nonlinear Random Differential Equations, J.
Math. Anal. and Applic.. 110, (1985).
N . Bellomo, R. Cafaro, and G. Rizzi. On the Mathematical Modelling of Pbysical
Systems by Ordinary Differential Stochastic Equations, Math. and Comput. in Simul..
4 . 1361-367) (?984).
N. Bellomo and D. Sarafyan, On Adomian's Decomposition Method and Some
Comparisons with Picard's Iterative Scheme. J. Math. Anal. and Applic.. 123. (389400) (1 987).
R. Rach and A. Baghdasarian, On Approximate Solution of a Nonlinear Differential
Equation, App!. Marh. LRft., 3 , (101-1 02) (1990).
K . Rach. On the Adornian Method and Comparisons with Picard's Method, J . Math.
Anal. and Applic.. 10, (139-159) (1984).
K. Rach. A Convenient Computational Form for the A, Polynomials, J . Marh. Anal.
and Applplic.. 102. (415-419) (1984).

12. A.K. Sen, An Application of the Adomian Decomposition Method :o the Transient
Behavior of a Model Biochemical Reaction, J. Mah. Anal. and Applic., 131, (232245) ( 1988).
13. Y. Yang. Convergence of the Adomian Method and an Algorithm for Adomian
Polynomials, submitted for publication.
14. K. Abbaoui and Y. Cherruault, Convergence of Adomiian's Method Applied to
Differential Equations. Compur & Mah. with Applic.. to appear.
15. B.K. Datta. Introduction to Partial Differential Equations. New Central Book Agency
Ltd., Calcutta (1993).

THE DECOMPOSITION METHODIN SEVERAL

DIMENSIONS

Mathematical physics deals with physical phenomena by modelling the

phenomena of interest, generally in the form of nonlinear partial differential
equations. It then requires an effective analysis of the mathematical model,
such that the processes of modelling and of analysis yield results in
accordance with observation and experiment. By this, we mean that the
mathematical solution must conform to physical reality, i.e., to the real world
of physics. Therefore, we must be able to solve differential equations, in
space and time, which may be nonlinear and often stochastic as well, without
the concessions to tractability which have been customary both in graduate
training and in research in physics and mathematics. Nonlinear partial
differential equations are very difficult to solve analytically, so methods such
as linearization, statistical linearization, perturbation, quasi-monochromatic
approximations, white noise representation of actual stochastic processes,
etc. have been customary resorts. Exact solutions in closed form are not a
necessity. In fact, for the world of physics only a sufficiently accurate
solution matters. All modelling is approximation, so finding an improved
general method of analysis of models also contributes lo allowing
development of more sophisticated modelling [ I , 21.
Our objective in this chapter is to see how to use the decomposition method
for partial differential equations. (In the next chapter, we will also introduce
double decomposition which offers computational advantages for nonlinear
ordinary differential equations and also for nonlinear partial differential
equations.) These methods are applicable in problems of intokrest to
theoretical physicists, applied mathematicians, engineers, and other
disciplines and suggest developments in pure mathematics.
We now consider some generalizations for partial differential equations.
Just as we solved for the linear differential operator term Lu and then
operated on both sides with L-', we can now do the same for highest-ordered
iinear operator terms in all independent variables. If we have differentiations
for example, with respect to x and t: represented by L,u and L,u, we obtain
equations for either of these. We can operate on each with the appropriate
inverse. We begin by considering some illuminating examples.
Consider the example d u / d t + - d u / r 3 x i f ( u ) = O with u(t = 0) = I /2x
and U(X = C) = - llt. For simplicity assume f(u) = u'. By decomposition,
L,

-77

writing L,u = -(dl d x)u - u2. then writing u =

by u =

xw
n=O

Z-

o=O

u, and representing u'

A, derived for the specific function, we have

n=O

n=O

Consequently,
u, = u(x,O) = 112x

Substituting the A, { u 2 }and summing, we have

which converges if (t I 2x) < 1 to u = lI(2x -t). If we solve for L,u, we have

or u = -(l/t)[ 1+ 2x/t + ---I which converges near the initial condition if 2 d t

< 1 t o u = l(2x-t).
Both operator equations yield distinct series which, converge to the same
function with different convergence regions and different convergence rates.
It is interesting to observe that convergence can be changed by the choice of
the operator equations. In earlier work, the solu!tions (called "partial
solutions") of each operator equation were combined to ensure use of dl the

given conditions. We see that partial differential equations are solvable by

looking at each dimension separately, and thus our assertion holds about the
connection between the fields of ordinary and partial differential equations.
There is, of course, much more to be said about this and we must leave
further discussion to the growing literature, perhaps beginning with the
introduction represented by the given references.
Consider the equation u, - u, + (d/d t)f(u) = 0 where f(u(x,t) is an anai y t ~ cfunction. Let L, represent d2/dt2 and let L, represent d2/Jx2. We
now write the equation in the form

Using the decomposition method, we can solve for either linear term; thus,

Operating with the inverse operators, we have

where the a,,0,are evaluated from the given initial/boundary conditions.

Generally, either can be used to get a solution, so solving a partial differential
equation is analogous to solving an ordinary differential equation with the L,
operator in the frrst equation and the L,operator in the second equation
assuming the role of the remainder operator R in an ordinary differential
equation. The (;/at)f(u) is a nonlinearity handled as before. The solution
depends on the explicit f(u) and the specified conditions on the wave
equation.
To illustrate the procedure. we first consider the case with f(u) = 0 in order
to see the basic procedure most clearly. We have, therefore, u, - u, = 0 and
we will take as given conditions u(0, x) = 0, u(t,O) = 0, u (nI2,xj = sin x,
u(t,x/2) = sin t.
Let L, = d2/dt' and L, =d2/ax"d
write the equation as Lru = L,u.
Following our procedure, we can write either u = c, k, (x) + c, k,(x)t
+L;'L,u or u = c,k,(t)+c,k,(t)x+L;'L,u.

Define 0, = c, k, (x) + c2 k,(x)t and @, = c, k,(t)

+ c, k,(t)x to rewrite

above as u = @, + L;'L,U and u = @, + L;'L,u.

The first approximant 4, is u, = 0,.
The two-term approximant

4,

the
is

u, iu, where u, = L;'L,u,. Applying the t conditions u(0,x) = 0 and

utn 12,x) = sin x to the one-term approximant gi, = LI, = c, k,(x) + c,- k,(x)t
we have
c, k,[x)= 0
czk,(x)nI2=sin x
or c, = 2/7r and k?(x)=sin x.
The next term is u, = L;'L,u, = L;'L,[c,t sin x], and we continue in the
same manner to obtain u, ,u,, ...,u, for some n. Clear1y, for any n.
u, = (L;'L,)",

= c2(sin x)(-1)" t'"-l/1:2n - I)!

If we write for the m-term approximant, we have for the two cases:
m-l

0,= c2 sin x(-l)"t2"+' /(2n

+ L)!

Since 0, ( X I2,x) = sin x

c,k, (x) = 0
ci sin x E(n/z)'"+'
/(Zn

..

+ I)!=

sin x

As m + =, cz + 1. The sum approaches sin t in the limit. Hence our

approximation becomes an exact solution u = sin x sin t. (The same result can
be found from the other operator equation.)
Thus, in this case, the series is summed. In general, it is not and we get a
series with a convergence region in which numerical solutions stabilize
quickly to a solution within the range of accuracy needed. Adding the
nonlinear term does not change this; the A, converge rapidly and the
procedure amounts to a generalized Taylor expansion for the solution about
the function u, rather than about a point. We call the solution an
approximation because it is usually not a closed form, solution; however, we
point out that all modelling is approximation, ancl a closed form which

necessarily changes the physical problem by employing linearization is not

more desirable and is, in fact, generally less desirable in that the problem has
been changed to a different one. Recent work by Y. Chermault and L. Gabel
on the mathematical framework has provided the rigorous basis for the
decomposition method. The method is clearly useful to physicists and other
disciplines in which real problems must be mathematically modelled and
solved. The method is also adaptable to systems of nonlinear, stochastic, or
coupled boundary conditions (as shown in the author's earlier books). The
given conditions must be consistent with the physical problem being solved.
Consider the same example u, - u, = 0 with 0 2 x I n and t 2 0,
assuming now the conditions which yield -an interesting special case for the
methodology.
u(x.0) = sin x
u(0,t) = 0
u(7T.t)
=0
u, (x,O) = 0
Decomposition results in the equations

The one-term approximant 9,= u, in the first equation is

Satisfying conditions on x we have c, k,(ii = O and c,k,(t)li = 0.Hence u, =

0. The f ~ s equarion
t
clearly does not contribute in this special case; we need
only the second. Thus,
U, = c?k3(x)+ c;k4(x)t
Applying conditions on

t,

c,k,(x)

U, = sin

u = (1 - 1'/2!

= sin

x and c,k4(x)t= 0. Hence

+ t74!- ...) sin x =sin x

cos t

We are dealing with a methodology for solution of physical systems which

have a solution, and we seek to find this solution without changing the
problem to make it tractable. The conditions must be Icnown; otherwise, the
model is not complete. If the solution is known, but the: initial conditions are
not, they can be found by mathematical exploral.ion and consequent
verification.
Finally, we consider the general form

We now let u =

xO=O

u, and f(u) =

2,- An and notz this is equivalent to

n=O

letting u as well as f(u) be equal to

O=O An where the A, are generated for
the specific f(u). If f(u) = u we obtain A, = u0, Al = u l ,.,., i.e.,

To go further we must have the conditions on u. Suppose we choose

Satisfying the conditions, we have c, k(t) = c2k2(t) = 0 or u, = 0. Therefore

the equation involving L;' does not contribute. In the remaining equation we
get c,k, (x) = f (x) and c,k,(x)t = 0. Hence,

Thus, components of u are determined and we can write rp, =

En-'
u asan
m=O

n-term approximation converging to u as m -+ -. To complete the problem,

f(u) must be explicitly given so that we can generate the A,. We see that the
solution depends both on the specified f(x) and on the given conditions.

RESULTS AND POTENTIAL A PPL~CATIONS:

The decomposition method provides a single method for linear and
nonlinear multidimensional problems and has now been applied to a wide
variety of problems in many disciplines. One application of the
decomposition method is in the development of numerical methods for the
solution of nonlinear partial differential equations. Decomposition permits us
to have an essentially unique numeric method tailored individually for each
problem. In a preliminary test of this notion, a numerical decomposition was
performed on Burger's equation. It was found that the same degree of
accuracy could be achieved in two percent of the time required to compute a
solution using Runge-Kutta procedures. The reasons for this are discussed in

121.
EXAMPLE:
Consider the dissipative wave equation
U,

- U,

+ ( d l dt)(u2)= g = -2sin2 x sin t cos t

with speci~iedconditions u(0,t) = u('ii,t) = 0 and u(x,O) = sin x, u,(x,O) = 0.

We have
u, = k , ( x ) + k2(x)t+L;'g
from the L,uequation and use of the two-fold definite integation L;' and

from the L,u equation and application of the two-fold indefinite integration
L;'. Either solution, which'we have called "a partial solution", is already
correct: they are equal when the spatial boundary conditions depend on t and

the initial conditions depend on x. When conditions on one variabie are

independent of the other variable, the partial solu~tionsare asymptotically
equal. From h e specified conditions u(x.0) = sin x arid q(x,O) = 0
k, (x) = sin x
k2(x)= 0
so that
u, = sin x - (sin: x)(t/?

- 111 sin

2t)

The n-term approximant q, is

where A, = u,u,, A, = u,u,- = u,u ,,... .

The contribution of the term L-'g to u, results in self-canceling terms, or
"noise" terms. Hence, rather than calculating exactly, we observe that if we
use only u, = sin x. we get u, = (-t2/2!)sin x, u, == (t4/4!)sin x. etc. which
appears to be u = cos t sin x. Thus the solution is u = cos t sin x + other
terms. We write u = cos t sin x + N and substitute in the equation for u and
find that N = 0, i.e., the neglected terms are self-canc:eling and u = cos t sin x
is the correct solution. It is often useful to look for patterns to minimize or
avoid unnecessary work
- ..
To summarize the procedure, we can write the two operator equations

Applying the operators L;' to the first equation or L;: to the second,

Substituting u

=zwu, and f(u)

O=O

EmA,,
n=O

where A, are defined for

f(u), we have
u, = k,(x) + k,(x)t
u , , ~ = L;'

L,U,

+ L;'g

- ~;'(d/dt ) ~ ,

where, if both make a contribution, either can be solved to get an n-term

approximation qn satisfying the conditions to get the approximant to u. The
partial solution as noted earlier is sufficient. The integration LLconstants"are
evaluated from the specific conditions, i.e., each (on satisfies the appropriate
conditions for any n.
The following example illustrates avoidance of often difficult integrations
for solution to sufficient accuracy in a particular problem. The exact solution,
which will then be used for a solution to two or three decimal places in
physical problems, is often unnecessary. We can sometimes p e s s the sum of
the decomposition series in a closed form and sometimes determine it by
Euler, PadC, Shanks, or modified Shanks acceleration techniques. However,
whether we see this final form or not: the series is the solution we need.
EXAMPLE: u, - u,

+ (d / dt)f(u)= g(x, t)

Let g = 2e-' sinx - 2eW2'

sinx cosx and f(u) = uu,. The initialhoundary
conditions are:
u(x. 0) = sin x
u,(x,O)= -sinx
u(0, t ) = u(z, t ) = 0
Let L, = d2/d t' and write the equation as

(By the partial solutions technique: we need only the one operator equation
the 6"/dx2 is treated like the R operator in an ordinary differential
equation.j
Operating uvith L;' defined as the two-fold integration from 0 to t and
m
u, and f(u) = O = O A n where the An are generated for
writing u =

Em

S(u) = uu, , we obtain the decomposition components

U,

= U(X,0) -t- h,(x, 0) + L;' g

u,+, = -L;'(d / d t) A, c ~ ; ' ( d/ d~r:')

for m 2 0.Then. since

Zz

LI,

z*
O=O

u, is a (rapidly) converging series. the partid

sum ,$t =
ui is our approximant to the solution.
We can calculate the above terms u,, u, ,...,u, as given. However, since we.
calculate approximanrs, we can simplify the integrations by approximating g
by a few terms of its double Maclaurin series representation. Thus we will
drop terms involving t 3 and x3 and h,oher terms. Then

sinx = x
cosx = 1-so that

x2

Then L-' g -- 0 to the assumed approximation. Hence

Thus the two-term approximation is

Although we can calculate more terms using u,,, for m 2 0, substitution

verifies that u = e-'sin x is already the correct solution.
If we need to recognize the exact solution, we can carry the series for g to a
higher approximation to see the clear convergence to e-' sin x. Once we
guess the solution may be e-' sinx, we can verifjl i t by substitution, or
substitute e-' sin x + N and show that N = 0.

E Q U A L IOF
~ 'PARTIAL
SOLUTIONS
:
In solving linear or nonlinear partial differential equations by
decomposition, we can solve separately for the term involving either of the
highest-ordered linear operators* and apply the appropriate inverse operator
to each equation. Each equation is solved for an n-term approximation. The
solutions of the individual equations (e.g., for L,u, L,u, L,u , or L,u in a fourdimensional problem) have been called "partial solutions" in earlier work.
The reason was that they were to be combined into a general solution using
all the conditions. However, it has now been shown [4] that in the general
case, the partial solutions are equal and each is the solution. This permits a
simpler solution which is not essentially different from solution of an
ordinary differential equation. The other operators, if we solve for L,u, for
example, simply become the R operator in Lu + Ru + Nu = g. The procedure
is now a single procedure for linear or nonlinear ordinary or partial
differential equations. (When the u, term in one operator equation is zero,
that equation does not contribute to the solution and the complete solution is
obtained from the remaining equation or equations.) We will show that the
partial solutions from each equation lead to the same solution (and explain
why the one partial solution above does not contribute to the solution).
Consider the equation L,u + L,.u + Nu = 0 with L,= d' l 8 2 and

L, = a ' l a y 2 : although no limitation is implied and Nu is an analytic term

accurately representable by the An polynomials. We choose conditions:
u(2:.y)= al(y)
U(a:. y) = a,(y)

u(x.b,! = p, cx)
u(x, h,) = fizcx>

Solving for the linear operator terms

Using the "x - solution", we have

* I'urely n o n h e a r equarions or equations in whch Lhe tughest-ordcrcd operator

require further consideration 131.

IS

nonlinear

where L;' is an indefinite two-fold integration and

L<:(.)

= jJ(-)dxdx + 0,

to

where Q x= (y) + xt, (y). The (y) and {,(Y) are matching coefficients to
the boundary conditions. Hence, L;'L,U = u - O x m~d0,= &:,(y) + xc,(y),
where
and 5, are the integration "constants". We now have

c9

We let u =

xm
O=O

un and Nu =

xm
a=O

A, where the A, are defmed specifically

for Nu. The u, term is normally taken as Ox(or 0,-- :L:

when there is an
inhomogeneous term).
We can take a somewhat different approach (double decomposition),
discussed in Chapter 4, and decompose cP, as well. In that case, we write

and

Then instead of the following components being given, by

u,,,

= -L;'Lyu,

- L;'A,

for rn 2 1

we would have
U, =

ax,,
- L;1Lyu0- L;1A,
--

- L;IL~U!
- L;A,
ut =
u3= @a.3 - L ; I L ~ -L;IA~
u~

The boundary conditions

cp,+l(a,,~)= a,(y)
cp,,l(a,7y) = a,(y)
determine

io,,and 5,., . Then

Now

which is the solution to the equation in x. We can proceed in the same

manner with the y equation; however, we return to the ordinary or regular
decomposition for clarity. The additional decomposition is of no advantage
for initial-value problems but speeds up converserice in boundary-value
problems by giving us r e s u l ~for u,, u , . ... that are obtained by correcting
constants of integration as we proceed. so that we can then use a corrected
initial value uVithoutmore matching to conditions. From the x partial
solution.

From the y partial solution

The rnth appmximanr qm,=

xr:i

LI,,

in each cas: above. The integration

constants are determined by satisfying the _eiven conditions by solution of the

matrix equations

to determine <,,, <,, V,,, 77,.

The limit as m + = of rp, for the x equation and the y equation are respectively the x partial solution and y partial solution and are identically equal;
either is the actual solution which satisfies the differential equation uniquely
for the given initiafioundary conditions.

REMARKS:Suppose we consider a partial differential equation whose solution is the surface u(x,t) in a Cartesian system. We write this in the form
L,u + L,u + Ru + Nu = g. The intersections with the u,x plane is u(x,O) = f(x).
As t increases from this initial value, the surface u is gent:rated. Similarly, the
intersections with the u,t plane is u(0.t) = g(t). As x increases, the surface is
generated.
The partial solutions represent these two possibilities, i.e., we can
determine u either by starting from f(x) and using the: t equations (L,u =
g-L,u-Ru-Nu)
or starting from g(t) and using the x equation (L,u =
g -L,u - Ru - Nu) and the appropriate inversions for each.
ulxis

Consider, as an example, the simple heat flow equatisn u,= u,,, given
that u(x,O) = sin(mlt) and u(0,t) = u(P,t) = 0. The solution is

The equation in t is L,u = L,u. Applying the L;'

u = u(x, 0) + L;' L,

operator, we get

CZ, un.
u, = sin (ax/P)
u, = L;'L,u, = -(n2 t/12)sin (sx/!)
u, = (a' t2/f4)sin(nx/!)

u=

un = e-"'"" sin (aX/P)

which is the complete solution usually obtained more easily than the
textbook solutions of this problem. The x equation is L,u = L,u. . Applying

We see u, = k, (t) - xk2(t) = 0 which means all following components must

be zero so this equation, as previously stated, makes no contribution. Here,
the x conditions (boundary conditions) u(Olt) and u(E.t) do not depend on t.
Hence the partial solutions are asymptotically equal-they both are zero at
t+-.

Use of the panial solutions technique as compared with the author's earlier
treatments of parual differential equations [4] leads to substantially decreased
computation and minimization of extraneous noise [ 5 ] . Also we note that the
convergence region can be changed by the choice of the operator equation.
Since the panla1 solutions are equal, we need solve only one operator
equation. (Exceptions occur when the uo term is zero in one of the equations
or the initialhoundary conditions for one operator equation dc not involve
remaining variables.) The remaining highest-ordered linear differential
operators can now be treated like the remainder operator R. Thus ordinary or
partial differential equations are solved by a single method. The decision as
to which operator equation to solve in a multidimensional problem is made

on the basis of the best b o w n conditions and possibly also on the basis of
the operator of lowest order to minimize integrations.
To make the proczdure as clear as possible, we consider first the case
where Nu = 0, i.e., a linear partial differential equation in R',

L, = G2/dx' and L, = d' l d y 2 with the boundary conditions

specified by boundary-operator equations
where

Solving for L,u we have L,u = g

-q,u - Ru and operating with

L: we have

where 0, satisfies LxO,= 0. The inverse operator L;' is a two-fold

(indefinite) integration operator since L, is a second-order differential
operator. The "constants of integration" are added for each indefinite
integration. ** (This makes notation consistent with decomposition solution of
dt , and for
initial-value problems where for L, = d 1d t we define I<'[.] = f[.]
0

L, = dZI d t" we have a two-fold definite integration from zero to t.) Now
the decomposition u =

Emu,
U=O

yields

where we identify

uo = 0,+ L;'g

* *For linear ordinary differential

equations. but not partial differential equations. we can

view :L as 3 pure two-fold integration operator not involving constants and simply add
the @, for a general solution.

as the initial term of the decomposition. Since L;' is a two-fold integration,

0,= co(y)+ xc,(y) and u, = co(y)+ xc,(y) + Lyg. Hence

n=O

n=O

Then for m 2 0

for components after u,. Consequently, all components of the decomposition

are identified and calculable. We can now form successive approximants
@,=, C:=',um as n increases which we match to the boundary conditions.
Thus cpl = u,, cp2 = q1+ U , , (03 = cpt + u2, serve as approximate solutions of
increasing accuracy as n + m and must, of course, satisfy the boundary
conditions. Beginning with cp, = u, = co(y)+ xc, (y) + L;'~, we evaluate c,
and c , from the boundary conditions

Thus cp, is now determined. Since u, or q, is now completely known? we

form
u, = -L;'L,.u, - L;'RU,
Then
(7'2

= v1

- u,

which must satisfy the boundary conditions. Continuing to an acceptable

approximation cp,, we must match the conditions at each value of n for a
satisfactory solution as decided either by substitution or by a stabilized
numerical answer to a desired number of decimals.
For the special case of a linear ordinary differential equation, we have the
simpler alternative of using the unevaluated u, to get u , , simply carrying
along the constants in u, and continuing in this way to some cp,. Thus, in this
case, only one evaluation of the constants is necessary. F o r nonlinear cases
or for partial differential equations, the simpler procedure is not generally
possible.) To make this clear, consider some examples:

u(-1) = u(1) = 0
Write
Lu = 2+40xu
OT
m

u = c, + c , x + ~ - ' ( 2 ) + 4 0 ~ - ' x ~ u ,
n=O

We can identify
U,

= c , +c,xiL-'(2)= c, + c , x - x 3

Now instead of evaluating the constants at this stage, we write

If, for example, cp, is sufficient,

Imposing the boundary conditions at - 1. and 1 on q3 we have

q,(-1) = &(I) = 0 or

determining c, and c, and therefore ~ o in

, a single evaluation. (By cp,, this
yielded seven-digit accuracy.)
Another exampie is dZy/dx2+2x dyfdx = 0 with y(0) = 0 and y(a) = I. The
solution is y(x) = (erf x) / (erf a) or

Write Ly = -2x(ddx)y or
y = yo - 2~-'x(d/ dx)y with yo = c, -+ c,x

If we satisfy the conditions with q, = yo we have yo = x / a a s our first

approximant. If we continue to some q, and evaluate only then, we have

If we stop at
=yo + Y l + Y l
40,
= c, + c,x - c ? x ~ / - ~
c ?+ x ~ / ~ o

403

and now satisfy the conditions we have

which is (erf x)/(erf a) to this approximation which can, of course, be

carried as far as we like.
For linear ordinary differential equations, both procedures will work, i.e.,
we can use the e\.aluated u, to get u,, add it to the unevaluated u, to get q,,
then satisfy the conditions at the boundaries: or cany the constants along as
in the examples. The last procedure is most convenient because of the single
evaluation: the first is more general since it applies to nonlinear ordinary
differential equations and linear or nonlinear partial differential equations as
well [6.7].
EVALUATION OF COEFFICIENTS FOR A LINEARPARTIALDIFFEREP~TIAL

EQUATION
:
Urn-Un

=o

for 0 5 x L: 7i / 3, 0 5 y 5 T I 2 with the conditions given as

u(0, y) = u(x,O) = 0
U(T12,y) = sin y
u(x, T / 2) = sin x
Let L,= ;I" l d x ' and L,. = d' / d y 2 to write L,u = L,.u. If we apply inversion to the L,operator, we have u = k , ( y ) + xk,(yj

+ L:L,u.

Now O x = k, (y) + xk, ( y). Hence u = @, + L;'L,u. The one-term approximant is cp, = u, = a,. A two-term approximant is
= q, + U, and
u, = L-,'L,u,. The x conditions are u(0,y) = 0 and u(x/2,y) = sin y. Applying
these conditions to k,(y) + xk,(y) we see that k, = 0 and k, = (2/7r)sin y.
Thus, if the one-term approximant p, were sufficient, the "solution" would
be cp, = (2 / Z)X sin y.
The next term is u, = L;L,U, = L;'L, [(WE)x sin y]. 'Then p, = u, + u, is

-eiven by q, = k, - xk? - (2/ir)(x3/3!)sin y. Because of the condition at x = 0,

we have k, = 0. From the condition on x at 7x12,
(a/2)kl(y) -(2/~)((~/2)'/3!)siny = sin y

kz(y) = (2/a- wl2)sin y

hence
~"((3/,s-;r:13_)x

sin y

The first coefficient was (2 / n) = 0.637. The second (fiom cp,) is 0.899. As
n -+ m, the coefficient approaches 1.0 so that u = x sin y is the solution.
Notice that if we try to carry along the constants of integration, k, and k2,
to some q, and do a single evaluation for determination of the constants, we
have u, = L:L,u,
= LL
: , [k, (y) + xk,(y)] which we cannot carry out; we
must use the evaluated preceding tenns rather than a single evaluation at rg,.
We have used only the one operator equation; the same results are obtained
from either.
Let us consider a more general form for the linear partial differential
equation L,u + L,u + Ru = g where Ls= d Z / d x 2and L, = d Z /d y Z with
conditions specified by B, u(x)lx=,, = p, (y) and B,u(x)J,.,:
for L,u and applying the inverse operator, we have

= pz(y). Solving

where 0 = c,(y) + xc,(y) is the solution of LQ = 0.

xm=,
00

Let u =
Urn and identify the initial term as u, = c,(y) + xcz(y) + L;'~.
Now for m 2 0, the remaining components are identified

We now form successive approximants rpn = x L : u r n which we match to

the boundary conditions. Thus rp, = u,, rp, = cp, + u,, cp, = cp2 + u2, --.serve
as approximate solutions of increasing accuracy as n approaches infmity and
must satisfy the boundary conditions. Beginning with

:,1

we use P,V,!,, = fi, (y) and fi2cp, = B2(y) to determine c, (y) and c: 0.) so
that q, is completely determined. Since u, is now known, we can form
u, = -L;'L,u, - L;'Ru,. Then rp, = rp, + u, which must also satisfy the
boundary conditions. Continuing to some q,, we match the conditions for a
sufficient approximation. Thus carrying along constants to q, for a single
evaluation doesn't work except for linear ordinary differential equations. For
linear partial differential equations, we must use the already evaluated
preceding terms and can do so also for nonlinear ordinary differential
equations.

COEFFICIE~T-GENERATING
ALGORITHMS
FOR SOLUTION
OF PARTIAL
DIFFERE~TIAL
EQUATIONS
IN SERIES
FORM:
Let's consider a model system in the form

aZu

aZu

-+au+p--r=g(t.x)
dt'
dxL
assuming conditions given in the form u(0,x) = ~ ( x and
) a u l d t (0,x)= q(xj.
Write
m

We note that

TIIEDECO,WP~).S~ION
.ULT/OU1.V SEVERAL DIMENSIONS

43

where
00

D e f i n i n ~L = $ ' / d
we can write

and L-' as a two-fold definite integration from 0 to t,

t'

LU

+ a u + ~ ( d ' l n')u
d

= g(t, x)

or
Lu = g(t, x) - a u - P(d2/d x:)u
Operating with L-', we have

u = u, - L-'au - ~-'fi(2'/2x')u
where

which we will write as

00

where

Thus the coefficients are

Using decomposition u =

xLo

urn,

CHAPTER
3

14

so that for m = 0,
m

m=O

and for m > 0,

Since we can also write
m

we note

The next conlponent u i is

Since

Thus

which we write as

THEDECOMPOS~~ION
M m i o IN
~ SEVERAL DIMENSIONS

45

where

Proceeding in the same way, write

which is now rewritten as

where

Continuing, we calculate u3, a,... and see that we can vMite for the p rh
component of u

with

as a coefficient-generating algorithm. Thus for p = 0

Then the solution is u =

CLou,. Consequently

is the solution with

as the th approximant to the solution which becomes an increasingly

accurate representation of u as v increases.
MIXED DERIVATIVES
:

Consider the equation u, = -u given the conditions u(x,O) = ex and u(0,y)

= e-'. k t
L, =

a/ax

L,. = a / a y
Then L

=d

and L;'() = jy(.idy. In operator form; we have

O

L,L,u = -u. Operating with L-,' we have

L-,'L,(L,.u) = -L;'u
L,.u - L,u(O, y) = -L-,'u
L,u = L, u(0, y) - L;!u
Operatins now with L;'

Let

un a

Hence u =

Since
we have

Zn=o
urn,
OD

Because u =

is the solution. However, we can rearrange the terms to get a simpler representation using staggered summation:

where

We recognize the binomial expansion of (x - y)rn and write

which is, of course, the exponential series of (x-y) so that u =

the same result in a convenient form.

which is

REMARK: U we write rp, = u, + u,, we can recognize the first six terms of
(1 + x + x2/2) - (1 - y + y2/2) = eXe-'. Write u = exe-Y+ N , substitute into the
original equation and see that N must vanish in the limit.

EXERCISE:u.+, = ux + uy - u with u(x,O) = ex and u(0,y) = e-Y. (The solution is u = ex-'.)

EXERCISE:u, = [4xy/(l + X ' ~ ' ) ] U with u(x,O) = u(0, y) = 1. (The solution

is u = 1s x2y2.) A generalization to u, + k(x,y)u = g(x.y) with
u(0, y) = {(y) and u(x,O) = q(x) can also be considered using power series
expansions of the functions to several terms.

MODIFIED DECORZPOSITION
SOLUTION:
uxY= U , - u,. - u with u(x,O) = ex and u(0, y) = e-?. Let
u=

2 2 a,,,

a" y c

Then

We note that ui x,O)=

stituting in the equation.

xn=O

xm/m! and u(0, y) =

Cw (-y)n/n!.
n=O

Sub-

zC
m

m=O

n=O

(n+l)a,,n+lxm~"

-Z C am,. x m y n

m = O n=O

Equating like powers

a,., = l/m!
a3," = (-l)'/n !
We can now compute a table of coefficients in a convenient mangular form:

which is given as:

and by induction,

Therefore

Consequently, u = ex-Y.From the table of coefficients, we see that

Since

ADDENDUM:From the table of coefficients in trian_pular form, we have

Therefore by substitution,

Consequently we can derive the recurrence relation by substitution:

a,.,

= l/m!

a,,, = (-l)"/n!
so that

u=

2 2 a,,

xm yc

m=O o=O

GENERALIZATION
O F THE A , POL'I'NOMIALS TO FUNCTIONS OF
SEVERAL \'.4RIAULES:
In applying the decomposition method to nonlinear differential equations

arising in physical problems, we may encounter nonlinearities involving

several variables [8]. We now generalize the algorithm for A, for f(u) to
analytic functions of several variables such as f(u,vj. where f(u.v) is not
lactorable into f (u)P,(v). (The latter case: of course, is solvable as a "product

nonlinearity" by developing the A, for each factor and obtaining their

product.) Examples appear in [2]. Our objective is to extend the class of
solvable systems.
In the use of the method. the solution of a differential or partial differential
m
u, and flu) = O = O An(u,,u,, ..., u,) where a
equation is written u =
is a function involving initiallboundary conditions, the forcing function, and
an integral operator. This amounts to the assumption that the solution and
functions of the solution are expanded in the A, pcllynomials since A,
reduces to u, for f(u) = u. For development of an algorithm for the A,, i t is
convenient to assume parameuized forms of the u and f(uj. The following
expressions have been given by the author (21 as:

or simply A, = (l/n!)~Yfl,_,where D" = d"dX and

The DDf term for n > 0 can be written as a sum from v = 1 to n of

terms dvf/duv with coefficients which are polynomials in the dvu/ddv.Thus,

The result for A, can fmally be given in a very convenient form which we
have referred to as Rach's Rule,

Here f'"(uo) means the n h derivative of f(u) at u =: uo and the l l n ! is

absorbed in the c(v,n). The first index of c(v,n) progresses from 1 to n
along with the order of the derivative. The second index is the order of the
polynomial.

The A, is a function of uo,u, ,...,u,, i.e., of the components of the solution

u in the decomposition. The c(v,n) are products (or sums of products) of v
components of u whose subscripts sum up to n with the result divided by
the factorial of the number of repeated subscripts. For example c(1,3) can
only be u, (a single subscript which must be 3). c(2,3) can only be u, u2
(two subscripts adding to 3). c(3,3) = (1/3!)u
c(2,6) has two subscripts
adding to 6 for which we have three possibilities for u,y using (2,4), ( 1 5 )
and (3,3). Hence ~ ( 2 ~=6u2u4
) + u u5 + (1 /2!)u The result is

:.

5.

ANALYTICFUNCTION
OF TWOVARIABLESf(u.v):
Proceeding analogously to the case of one variable,

The A, for f(u) are written A,{f(u)}. Generalizing to A,{f(u,v)} or

A, {f(u(/l),v(A))}we introduce the notation

Proceeding analogously to the c(v,n) and f'''(u,) for f(:u),we can now write
c(p, v,n) and fg.', or f,.,(u,, v,) for a function f(u,v).

Comparing with D ' f we see that c(1,O.l) = duldd which must be evaluated
at A= 0. Since u =

xwRu,,
n=0

du/ddl,=, = u,. Hence

Proceeding in the same way we can list the A, { f(u,v)}

Perhaps more conveniently we will write in symmetric form [1,2] where the
indices of f,, start from n,O, subtracting 1 from n and adding 1 to 0 for
the next set ,...,and finally reaching 0,n. Thus

For &, we have c(0,O:O) = 1. We can list thr 4

2:

fnlln~rrs

CIiApTER 3

56

For A, =

For A, =

XI

P+V=I

c(p,v,l)f,, we need only c(1,O;l) = u, and c(0,l;l) = r , .

,+v=I

~ ( pY.,2)fy,,, , we need

x2

CONVENIENTRULESFOR USE:
The A, have been written in detail as a convenient. reference and an aid in
calculations. However, they can now be written by simply remembering the
algorithm. The c@,v;n) are written by considering all possibilities for p and
v with p + v = n. Inspection of the listed c(p,vp) will make it clear that
p tells us how many times u appears and v tells us how many times v
appears. Further, we see that the sum of all the subscripts is n and as with
functions of a single variable, repeated indices require division by the
factorial of the number of repetitions.
-- ANALYTICFUNCTION
OF SEVERAL
VARIABLES:

Let's consider f(u, v,w) # f,(u)f,(v)f,(w). Thus, N[u,v,w], with N a nonlinear operator, acting on u is an analytic function f(u,v,w) which we set
equal to
A,, . Now we defme

CEO

fp,v.U= ( a p / a o ) ( a v / d v 0 ) ( a U / a w , )wO)
f(~~,
Now
A0 = fo,o,o
A, = c(l,O,O; l)fl,0,0 + ~(0,1,0;l)fo,1,0+
~(OlO,l;f)fo,o,i
At = ~(1,0,0;2)fl,,o + ~(0,1,0;2)fo,l,o+c(O90,l;2)fo,o,i f~(2,0,0;2)fi,o.o
+ c(1,1,0;2)f, ,I, + c(1,0,1;2)f1,O,l
+ c(0,1,1;2)fo,,,, + c(O.2,0;2)fo,,+ c~o.o~2:;2)fo,o,2

The values of the c@,v,w) above are

c(l,O,O;l) = u,
c(0,1,0;1) = v,
c(O,O,l;l) = w,
c(1,0,0;2) = u,
c(0,1,0;2) = vz
c(0,0,1;2) = w,

c(1,1,0;2) = u,v,
c(1,0,1;2) = u , w ,
c(0,1,1:2) = V l W l
c(2,0,0;2) = u ;/2!
c(0,2,0:2) = v f /2!
c(0,0,2;2) = w /2!

Thus

Ao = f(uo,votwo>
A, = u , ( d f / d u o ) + v,(df/dvo) + w,(df/d2,)
A, = u2(G'f/du0)+ v 2 ( d f / d v c ) +w z ( d f / a 2 , )

~ , ~ i~/ d,u (o ~aw~o )

+ v , w , ( f~ /~a ~ ~ a +~(~;/z!)(a
, )
f/du:)
+ u , v , ( f~/ a~u o a v o ) +

-(.;/z!)(a

f/av;)

+ ( ~ ; p ! ) ( af / a w~;)

etc. for A,. We can proceed analogously for determination of A,

functions f(u,,ul .....u d .

for

.APPLICATIONS:

The A, for f(u,jr,w) is needed to solve three coupled nonlinear differential

equations. In the author's form [2] for coupled equations, using
decomposition we have

u,, v = x D = ovn, w

We lei u =
f iu.v,u~)=

=In=$
wD and we write li,(u,v.w) =
m

Zm A, {f(u, v, w)] for i = 1 2 3 . Then

n=C

+ L;!g,
v0 = cD2 + L
: g;

where L,@,= O
where L,@, = 0
wo = cD, + ~;'g, where L3cD3= 0

u,=cD,

Similarly we require A, { f(u ,,...,urn)}for m coupled operator equa~ions.

An example for a non-factorable nonlinearity f(u,v) is the pair of coupled

equations
dddx
dvldx

a,u

+ b,v +

f,(u,v) = g ,

+ azu + bzv + f2(u,v)= g,

Finally, we consider N(u,v) = f(u,v) = eu". This is an interesting case for

comparison purposes since it is a factorable nonlinearity: e"' = eu . e v ,so we
can solve it as a product nonlinearity using A,(f(uj) or with the present
results for .A,{f(u,v)}. We can now consider a set of two coupled equations
in the general form:
L, u + R (u,v) + N(u,v) = g ,
LV+ R2(uIv)+ N(u,v) = 92
where N(u,vj = e"'.

SOMEFINALRE~I~UUCS:
The definition of the L operator avoids difficult i~ltegrationsinvolving
Green's functions. The use of a finite approximation in series form for the
excitation term, and calculation only to necessary accuracy simplifies
integrations still further. (With Maclaurin expansi~on,for example, of
trigonometric terms, one needs only integrals of t".) 'I'he avoidance of the
necessity for perturbation and linearization means physically more correct
solutions in many cases. The avoidance of discretized or g i d methods avoids
the computationally intensive procedures inherent in such methods. The
decomposition method is continuous and requires significantly less
processing time for the computation of results. It has been demonstrated that
very few terms of the decomposition series are necessary for an accurate
solution, and also that the integrations can be made simple by the suggested
methods, or by symbolic methods, and use quite simple computer codes in
comparison with methods such as finite differences or finite elements.
As we have shown, partial differential equations can be solved by choosing
one operator for the inversion and considering all other derivatives to be included in the R operator. Hence we solve exactly as with an ordinary differential equation. W e have the additional advantage of a single global method
(for ordinary or partial differential equations as well a;many other types of
equations). The convergence is always sufficiently rapid to be valuable for
numerical work. The initial term must be bounded (a reasonable assumption
for a physical system) and L must be the highest-ordered differential.

REFERENCES
G. Adomian. Stochastic Sysrems, Academic Press (1983).
G. Adomian. Nonlinear Stochastic Operaor E q w i o m , Academic Press (1986).
G. Adomian and R. Rach, Purely Nonlinear Equations, Comput. Math. Applic., 20 ,
(1-3) (1990).
G. Adomian and R. Rach, Equality of Partial Solutions in the Decomposition Method
for Linear or Nonlinear Partial Differential Equations, Comp. Mark Applic., 19,
(9-12 ) (1990).
G. Adorman and R. Rach, Noise Terms in Decomposition Solution Series, Compur.
Marh .4pplic.. 23, (79-83) (1992).
G. Adomian. Solving Frontier Problems Modeled by Nonlinear Partial Differential
Equations. Comput. Math. AppIic .,22, (91-94) (1 99 1).
G. Adomian. R. Rach, and M. Elrod, On the Solution of Partial Differential Equations
u9itf: Specified Boundary Conditions, J. Math. Anal. and Applic., 140, (569-581)
(19891.
G. Adomian and R. Rach, Generalization of Adomian Polynomials to Functions of
Several Variables, Comput. Math. Applic., 24, ( 1 1-24) (1992).

SUGGESTEDREADING
M. Srnirnov. and E.B. Gliner, DifjCerential Equations 0-f
Maihenaical Physics, North HoIland ( 1 964).
h.1. M. Smirnov, Second-order Partial Dinerenrial Equations, S . Cbomet (ed.).
Noordhoof 11964).
E.A. W t , Fundamentals of Mafhemaical Physics, McGraw (1967).
>:. Bellon?. 2. Brzezniak, L.M. de Socjc. Nonlinear Stochmic El,allrrio? .Pmhlrm.r on
Applied Sciences, Uuwer (1 992').
A. Blaquiere. Nonlinear Svsrem Analvses. Academic Press ( 1966).
I\;. S . KosDlyakov, M.

CHAPTER 4
DOUBLE DECOMPOSITION

In solving boundary-value problems by the decomposition method. we have

seen that we can either retain the "constants" of integration in the u, term for
the case of linear ordinary differential equations, re-evaluating the constants as
more terms of the approximate solution cp, are computed, or, we can use the
u,evaluated to satisfy the boundary conditions and add constants of integration
for each successive term u,.
For a linear ordinary differential equation, it is more efficient to calculate an
n-term approximation rp,, carrying along the constants u,,, and finally force rp,
to satisfy the boundary conditions, thus evaluating the constants of integration.
We now introduce an effective procedure which allows us decreased
computation, especially in partial differential equations. This is done by a
further decomposition, i.e., we now decompose the initial term u, = (O into
At first thought, this seems like an ill-advised procedure which can only
slow convergence, since the new initial term a, or u,., will be farther from
the optimum value for y,.However, we will see that, as a result, we can use
Q, to determine a (tr which can then be used for further tenns of a7, without
further evaluations. The boundary-value problem becomes an equivalent
initial-value formulation in terms of 0 . This eliminates further matching to
boundary conditions.
Let us again consider the equation ,u - u, = 0 with u(0,y) = 0, u(x,O) =
0, u(x 12,y) = sin y, and u(x,x 12) = sin x whose solution by decomposition is
u(x,y) = sin x sin y. We will again use decomposition and also the concept of
equality of the partial solutions of the operator equations, so onIy one operator
equation needs to be considered. Also, we will decompose the uo term of the
decomposition series, which means a double decomposition of the solution u.
(This is a much preferable method to that of eigenvatlue expansion in m
dimensions.)
We have L,u = b u and can apply the inverse operator L;' on both sides.
'Ths L
: L,u = u - (tr, or u = 0, + L;'+
with u(0,y) = 10 and u(xL2 ,y) = sin
Y.Equivalently, we can start with b u = LUand apply IL-,' to write u = Q, +

L-,'L,uwith u(x,O)

= 0 and u(x, r /2) = sin x.

69

As usual, we assume u =

xw
m=O

urn but now we also decompose uointo

E l ou , , . For the x conditions, we have

with uo = @ , , and u,,, = @

,
, +L;'L,u ,-,. We can also write, using the y
conditions, the equation

with uo =Q,.., and u,,,

= @ y . m + ~ ; ' L ,-,.
x u Since LX@,= O and L,Q,=O,

we have
Qx.0 = 50(Y) + x51 (Y)

where the 5 ' s and q ' s arise from the indefinite integrations. The conditions
given determine these integration "constants" for the approximate solution

..

xn=o
ffi

qD-!=
u,. Thus q,,, (0, y) = 0 and qm+,
(r/ 2, y) = sin y determine
&, (y) and <:., (y). Similarly, q,,, (x,O) = 0 and ( ~ , + , ( ~ : 7 r=/ 2sin) x deermine qG,,(x! and q!,,(XI.
Let us consider improving approximations to the x-dimensional solution as
we calculate increasing terms of the decomposition series. Of course, the
approximation is the solution in the limit m + m.

c,,

Since cp,(O,y) = 0,
= 0. Since q 1 ( ~ / 2 , y=)sin y, t,., = (2lz)sin Y.
nerefore. q, = u, = (2/n)xsin y. To calculate u, we have

A two-term approximation is given by cp? = cp, + u, (or u, + u,): hence

Since p, (0,y) = 0, we have

<,.q = (7r / 2)(sin y) /3!

<,,

= 0, and

since cp,(nl:l,
y) = sin y, we have

u, = (?r / 2)(x sin y) / 3!-(2 / 7r)(x3sin y) / 3!

Uz

co.z+ x { ~ ,-~L;lLyu,

L,ul = (2 / r ) ( x 3 sin y)/3!-(~/2)(x sin y)/3!

L;L~U, = (2 / 7r)(x5 sin y)/ 5! -(x /2)(x3 sin y) /(3!)'

u2 =

eo,2+ xe,.-,+ (2 / 7r)(x5sin y) / 5!-(x / 2)(x1'sin y) /(3!)'

q3= q 2 + u 2 or u O + u 1 + u 2
etc. Summarizing,the components of u are
-.

u, = (2/7r)x sin y

u, = (IT / 2) (x sin y) / 3!-(2 1n)(x3 sin y) / 3!

u, = {-(IF / 2)' / 5!+(n / 2)' /(3!)'}x sin y

- (IF/ 2)(x3 sin y) /(3!)' + (2 / R)(x5 sin y)/

5!

etc. The approximate solutions cp, ,cp,,cp,,. .. are:

rp, = (21n)x sin y

9, = ( 2 / 1 ~ + ( 1 ~ / 2 ) / 3 ! sin
) x y + ( 2 / ~ ) ( - ~ ' / 3 ! ) s i ny

cp, = 1/(R / 2) + ( x / 2) / 3!-(z / 2)' / 5!+(x / 2)' 1'(3!)')x sin y

+1 / ( X I2) + (x/2)(3!)(-x'

+1/(IT/ 2)(x5 / 5!) sin y

/3!) sin y

etc., or
rp, = (.6366198)x sin y
q, = (.8984192)x sin y + (.6366198)(-x3 / 3!) sin y
q3= (.9737817)x sin y + (.8984192)(-x3 /3!) sin y
-t (.6366198)(x5/ 5 ! ) sin

which converges very rapidly to the given solution. It is interesting to write the
result as

cp, = a,,x

sin y + a,,,(-x3 /3!)sin y + a,,,(x5 /5!)sin y + ...

or
m-1

a,,, (-1)' (x2"+') /(2n + l)! sin y

cp, =
n=O

where the a,., are numerical series whose sum is 1; each term is delayed
behnd the preceding term. Now,
m.- i .
-

lim pm= lim

m -+-

m+-

a,,, (-l)"(xinii)
n=O

where lim a m ,= 1 for all n. Then

m4-

u = lim pm=
m 4-

{ ( - l ) ~ ( r ~ ~ ' ) / ( 2 I)!)
n sin y = sin a -sin y
n=O

The y-dimensional solution is u = sin y sin x since, by symmetry: y is

interchanged with x; i.e., the partial solutions are identical.
Consider the example u,+ u,,.= g(x,y) = x2+y' with u(0,y) = 0, u(x,O) = 0,
u(1,y) = 412, u(x,l) = x2/2.We have shown previously, using decomposition.
that the solution u = xZy2/2can be obtained in only two terms. It is also clear
that either the operator equation for L,u or for L,.u can be used with appropriate
inversions. Thus
L,u = xi + y2 - Lyu
L;'L,U

and since L;'L,u

= u - @,

+ y2)- L;IL,u

= L-,~(x,

Dousu DECOMPOSITION

73

u = 0 , +L-,~(X'+~')-L;'L~U
Similarly,
u = 0, + L;'(x2

+ y2)- L;'L,U

Using (I),
u, = 0, + L-,'(x'

- y2)

Oa

m=O

m=O

C U m = Uo - L~'L,
Urn+,

u,

= -L;IL,U~

for m 2 0. Now, if we decompose the u, term as well, we write

Identifying u, = Q,., + L: (x'

+ y2), all other componenrs are determined by

Proceeding analogously using (2)

Continuing with the x equation, i.e., (1) and (3),-

or from (2) and (4)

@,

= %(x)+YVI(X)

@y.m

= %,rn (XI
+ Y 771,rn (x)

The "constants" of (indefmite) integration are no3w matched with the

m
approximate solutions
for n = 1.2,... where qpm+,=
uu. Thus

xu=,

q,,,(O,y) = 0, (p,+,(l,y)= y2 12 determines &,,(y) and C,,,(y) in ( 5 ) .

Similarly, qm+,
(x.0) = 0 and Gm+,(x,
1) = x2/2 determines qOmm
(x) and ql,, (x).

Proceeding with thc x-dimensional solution, @, = to

(y) + xj,(y) and
U, =

to+ xj, + L;'

(x2 + yZ);after decomposition of h,

Our first approximation is p, = u,, or

w h e r e ql(O,y)= 0, ( ~ ( 1 ,=
~ yz
) 12. Since

rp, = (0, y) = 0, j,,,, = 0. Since

Cp1(1,y)= >=I?.

+ 1112+ Y 2 12 = y.= 12
or

=-1/12.

Hence

..

u, = - x / 1 2 + x " 1 2 i x - ; - / ~
Then
U,

= 50,1+ xtl.!- L;'L,uc

Since L., u, = x' and L-,'L,u, = L;'x2 = x 4 / 12

U,

<,,,+ xt,,,- x"

Then
(Pz

= uo + U, = q1+ u,

12

We now have cpz = x2y'/2, i.e., the exact solution in two terms. If we
proceed further
~ 4 1 . 2- L
: Lyul
U 2 = 60.2
We have L,,u, = 0,Ly Lyul= 0

and since p3(0,y) = 0,&,: = 0.Since cp,(l, y) = y 12, <,,_= 0; hence U, = 0

so 50, = xZY2
/ 2. We can continue to see lim q,,, = u. = x'y2 12. The same
2

m+-

result is obtained from the ydimensional solution.

We now appiy the double decomposition to a linear ordinary differential
equation represented by Lu + Ru = g where L is the highest-ordered linear
differential operator-in this example we choose L = d.'/dx2and R is a linear
operator (the "remainder" operator) which can contain for this L no derivatives
higher than the first (the order of R is always less than thie order of L).

Solving for Lu and operating with L", we have_ u =

+ L-I:

- L-'Ru where

~ 0 = 0 . ~ o w l e r tn =u~u=m~a n~ d @ = xmw= ~@,;then

(where L-' is a pure integration not involving constants). Let

Q, = c,,, + xc,,,
and define uo = + L-'g. Now 0,= c,,, + xc,.,.
Matching q, to the boundary conditions c,,, and c,., aue determined by two
linear equations. Suppose g = 0 for simplicity. Then
C0.o

blcI.0 = P,

Co,, + btc1.0

or in matrix form

=P 2

if the determinant of the first matrix is non-zero. We now go to the next

approximation q2by first determining

to get q, = cp, iu,. Matching q, to the boundary conditions to evaluate the

constants, q, is determined completely. Continuing in this manner, we
determine u,,u3,... until we arrive at a satisfactory qm verifiable by
substitution or stabilized numerically to sufficient accuracy. We have

where

Qm

= cc.=

- X C ~and. ~pmA1
= (P,

+ u r n .Matching %+I to the boundary

conditions. we require

where <P,(bl) = c,.,

+ b , ~ , , , .Substituting and matching the conditions.

which we write simply as

C0.m +

blcl,rn = P i , m

Thus,

Now 0,or c,.,and c,., are determined and we remark that

The decomposition of the initial term can be used for nonlinear boundary-value
problems (for ordinary or partial differential equations) and also for linear
partial differential equations. It is not necessary in linear ordinary differential
equations where we can carry along the unevduated uo and evaluate all at once
in the rp,, a simpler procedure. The objective of the decomposition of u,, is to
allow a convenient matching of the boundary conditions to any approximant
qm,i.e., for any value of m. Each integration involves constants w h c h are
added to get a better uo. This gives us a useful procedure:.

EXAMPLE:u,

+ uyy= 0 with the conditions

Write Lxu+ Lyu= 0. If we solve for L,u, we have u = Q, -L;'L,u

0. = t0(y)

+ xt,(y).

Now decompose 8, also; thus Ox =

where

Em0,.. Then
m=O

where

to,, and ti,, are determined by satisfying the boundary conditions with

the approximate solution pb+,=

The solution is

zi=o
00

ui ; thus,

xm
m=O

um or

Since we decomposed u,,

so that we obtain the solution

We have seen that the solution can also be obtained from the equation for L,u.
Thus, i f u,e wrile L,u = -L,u and apply the inverse L;,' wc have
u = Q?,- LT'L,u where

Now u = qo(x) + yqI(x) - L;L.U

where L, = di/&i2 and L; is a two-fold

indefinite integration with respect to y. We let u =

Em u, where u, is
n=O

normally given by qo(x) + yql(x). We now decompose the u, also, i.e.,

where

Now u = lirn @+,

m-4-

. In the inhomogeneous case g # 0,

Finally, summing to get the solution

Rearranging terms,

The value of decomposition of the initial term is the matching of the

boundary conditions for each $, for any m. Every integration has new
constants to evaluate. Finally, we can add all the c,, and c,, separately to
form a new c,, and c, or equivalently, a new which now is close to a final
value which would be reached as n -+ w in Q,.
NONLINEAR

CASE:

Consider the ordinary differential equation L u

L u and applying L':

(Again LA'
is an indefinite integration-in
c,(y) + xc,(y) is decomposed,

The solution u =

1-u,
m=O

+ Ru + Nu = g. Solving for

t h s case, two-fold.) Since @, =

Zm=ocD,m
where
00

and 0,=

NONLINEARCASE-PARTIAL DIFFERENTIAL
EQUATION:
Consider L,u + L,u + Ru + Nu = g. We assume that L, = d2/&' and

treated as another R term. If there are

consider the equation for L,u with L,,
also operators L, and L,, they are treated exactly like &; then,

where 0,= c,(y)

+ xc, (y). Decomposing a, where Qx=I c,(y) + XC: (y),

To evaluate, we have Q, = u, which is matched to the boundary conditions.

Suppose the x conditions are u(bl,y) = fl, and u(b2,y) = 13~.Then

so that

or

from w h c h we determine c,, and c,.,, so that

pletely. Now u, is calculated from

= u, is determined com-

Since uo has been determined, ul is calculable, so we obtain 4, = 4, + u, which

is matched to the boundary conditions using

so that $, is known. The process is continued to a satisfactory 4".

Consider the equation Lu + Ru = 0 where L = dn/dt" and R is a linear

operator possibly involving differentials of lower order. The integral
representation is:
u = @ - L-IRU
where L-' is an integral operator defined as an n-fold integration and
ee
u=
um yields the solution in series form. It is interesting to consider

xrnX0

a double series representation

urn =

.,

urn,.

d=O

If L is of nth order in the single series, we have u, = Q, where LQ,= 0 and

has n terms. Suppose then we decompose

Q, =

Em0, and let u, = Q,

m=O

only. Now u,. which was previously identified as u, = -L-'RQ,. becomes

U, =

om- L-'RQ,,-, - . . + J - L - ~ R )Q,,~ + J-L-'R)= Q~

Now

The approximate (m-term) solution is given by:

whch we can write as a double summation

Q,

so we see that our m-term approximation becomes the exact solution in the
limit as expected.
We can now view initial-value and boundary-value problems in the same
way, offering clear advantages over finite difference or shooting methods.
Thus in initial-value problems,

The approximation I$, is given by

In the limit r + -, this becomes

Cw (-L-'R)~8 = u.
rn=~

In the boundary-value representation of the decomposition components of

the solution u,
uo = UO,O= QO
uI = uo,,+ u , , ~= 0,
- L-'R<P0

and the approximant to the solution

summations. Thus?

qm+' is

given by the staggered

Again in the limit of the approximations we get u;thus

We now have an initial-value format for boundary-value problems. We can

determine @= by evaluating an approximation Om-) at the boundary
conditions. then use it in the initial-value format for a better solution, i.e., one
even closer to the final u. The two limiting forms of our approximation are
equal.
To summarize. in a boundary-value problem we compute q,,, = q, u,
and evaluate at the boundary conditions. Now we can approximate a good
value for u- from

Then, using the approximation for 0:calculate

for k as large as we wish without further evaluations at the boundary

conditions of 0, for higher \*duesof the index m.

DOUBLEDECOMPOSITION

0RDINARY D I F F E R E N T I A L
WITH GIVENBOUNDARYCONDITIONS:

HOMOGENEOUS
EQUATION

35

NONLINEAR

Starting from the usual decomposition form Lu + N'u = 0 where Nu is an

analytic function f(u), the usual integral representation of the solution
m
u = 9- C'NU with the (single) decomposition u = C m = , ? urn and
Nu =

Em A,
m=O

is now written using double decomposition,

Now our usual polynomials A, must also be doubly decomposed: thus:

Now

where we have decomposed the initial, or 4, tenn taking only u , , = Q 0 as the

first term. It is not essential, but we can also utilize the analytic grouping
parameter A. In such a case,

m=O n=O

Without A.
m

m=O

m=O"

"'D

An initial-value solution to Lu + Nu = 0 is provided by:

A boundary-value solution using decomposition of the initial term grves us

(There are no integration constants implied by L-', i.e., it represents a pure

two-fold integration with no constants.) The A, in the boundary-value
problem are decomposed into A, ; thus:

demonstrating convergence. The value of @, is det~erminedby evaluating

= @=- urn at the boundary conditions.
m
u, = u or
In the initial-value problem, 6 = UI=O u, and lim 4. =

zr-'

I---+.=

m=O

again,

What we accomplish, after computing several terms of $, is to minimize

our computation for boundary-value problems by avoiding the further
matching to the boundary conditions. Because of the rapid convergence in
decomposition, computation was already minimal in comparison to discretized
methods, and the above procedure offers further decrease.
-

EXAMPLESOF BOUNDARY-VALUEPROBLEMS:
We now calculate two boundary-value problems to diemonstrate how one can
change the boundary-value format to an equivalent initial-value format,
decreasing computation and accelerating convergence by using the concept of
double decomposition.
The fust example is an ordinary differential equation. The second is a partial
differential equation which is considered both in the temporal format (tcoordinate partial solution) and the spatial format (x-coordinate partial
solution); convergence of the spatial solution is accelerated by transforming it
into the initial-value format. The procedure can also be used for nonlinear
equations.
Consider the ordinary differential equation

88

CHAPTER 4

with boundary conditions

U! X \ ' \ z

3(

(x,.:'Xr-2
m=O
00

m=O

Ln operator format with L = d2 I dx2, we have

Then solving for Lu and operating with L-',which is always an indefinite

integration for boundary-value problems, we have

u = u 0 - L - I ffu
where

u, = A,

+ B,X + jj

P(x)dxdx

xu=o
00

By writing u =

u u , the solution is decomposed into a sum of

componentj to be determined, and $, =

w m - I

n=O

u, is the "approximant" to the

solution, i.e.. a A-term approximation converging to u in the limit. The oneterm approximant is $, = u, and we must have

Following components are given by

and @,-: = o; T u;,. The increasingly accurate approximatiocs must still sarisfy
the bound-. conditions, hence

DOUBLE DECOMPOSITION

89

Then for i.
> 0,

while for h = 0,

uo(L)
=

t2

Since

and we know that

we have

k t ' s write

where

$1 ( X I )

= {I

@I(.:)

=52

which we can s>mbolizeas a simple matrix equation xA = 5 or A = x-'5 if

x, # x,, a tri\*ial condition, since the points x,, x, must be distinct We now
have

Thus

with

and
10)

a,,, - (m

P,

- l)(m + 2)

Now we calculate the u , component to get the

L-'represents indefinite integration.

= A,

+ B,,: -

Il a

'a!
m=O

We have u

1,;

O and u , ( x , ) = 0 and we let

q2 approximant, recalling that

x mdxdx

and let

Proceeding as before to solve for the "constants of integration" which we

prefer to call matching coefficients,

with a!) = A, and at1)= Bl and

We now have #, = #,

+ u, and can proceed in the same: manner to a general

where

so that

We now have

(where, of course x,, x2 are distinct mints in a boundary-value problem).

Therefore,

where

and frnally Q,-: = @, + u,

and

is the (m + 1)-term approximant to the solution u, which we can also write as

We observe that

lim @,,, {u) = u

w x+l b #m+l{am} = am
m-rsince

Upon substitution,

where

Finally we note that no difficulty exists in extension to nonlinear cases since it

only requires use of our A,, polynomials for the nonlinear tenn.

We again consider the same ordinary differential equation

but with the initial conditions

The (m + 1)-term approximant

4,

+,of & is

We can now avoid further evaluations of boundary conditions, as we did

earlier. by recasting the problem into the initial-value problem fonnat. We can
then continue with less work. i.e., without furLiter rilatching to the boundary
conditions. This acceleration of convergence by recasting boundary-value
problems into initial-value format becomes more helpful as the problem
complexity grows and matching boundary conditions becomes more painful,
because we then have a more accurate initial term to work with. Thus,

will yield identical analytical and numerical solutions to the boundary-value

format solutions. Thus beginning with Lu + a: u = B (x),
.3
Lu = P ( x ) - a u

where L-' is the def*te

integration operator L-' =

,foXIOX
(.)dx dx and

We can write u, as
m

where

We note now that no further boundary condition evaluations are necessary for
computation of the um for any m. Continuing,

where

where

Since

=CD=,
and
m

U,

U=

cI0un,u = Cw xZn cl0a"

n=O

xm. Stag-

gered summation is applicable. (See Appendix 11.)

DIFFERENTIALEQUATIONS
IN S P A T I A L
T E ~ ~ P O RFORMATS:
AL

SOLUTION OF PARTIAL
AND

with the initid conditions

u(0, x) = z,
(x)
au(o,~)
= =2(x>
at
and boundaq conditions

We suppose a and

are given in the form:

heco-&iuluuiil\
':-:.
are also in serie~form:

Let L = 2' 1 d x' and write

where

u,, = A, (t) + x B, (t) + L-' P(x, t)

The solution u is the decomposition u =

Zm u, and the approximant is

n=O

Cn=o
u,. Now
a-1

$m

$1

= uo

$,(x17t) = 5l(t>
$ 1 ( ~ z . t ) = <z(t)

The general component is

Clearly

Thus for m > 0.

and for m = 0,

We have

We can also write

Now
u, = Ao(t)+ x Bo(t)+

m=O

pm(t) xmt2
(m + l)(m + 2)

= 41

We now have the fxst approximant: it must satisfy the boundary conditions,
hence,

Let's write h s as
A,(t)

+ x, Bo(t)= 5:')

(t)

+ X? Bo(t) = $JO' ( t )

where

go'(1) = SI( t j - C
=
,,
00

rfO'(t) = S2( t j -

32

m=O

B,(t)xf"-'
(m + l)(m + 2)
p, ( t ) x y

(nl T 1)(m + 2)

from which we find that

so that

becomes

where
a'!

(t) = Ao(t)

aiO)(t) = Bo(t)
and

Since
A, (t) =

C A:)
n=O

we can write

Thus

tn

where

We can now calculate the u, component and the 0,= @, -tu, approximant. (We
point out that although we explain in considerable detail, the procedure is
simple and straightforward and is easily programmed or even calculated by
hand.)
For the u, component, we have

whch is the Cauchy product a ( x ,t)uo(x,t) . (See Appendix 111.)

Since ul (x, ,t) and u, (xZ,t) must be zero

A, (t) + x,B,(t) = <:"(t)

A,(t) + x,B,(t) = <:"(t)

where

so that we obtain

(Of course, x,

x, .) We can now write

where
a t ) (t) = A, (t)
a!') (t) = B,(t)

and

,!a:

(t) = -

C tn

(n + l)(n +?)a"+,

CCa

,-,,n-,

p = o v=o

(m + 1) (m+ 2)

n=O

Note that
A, (t) =

C A!)

tn

Finally

where
:I

a c , n= A:'
- B$"

a;.c -

or

where

We can conmue in this manner to calculate u?, u3, ... . To compute the general
term u, and the $,+,approximant, we write
ui = -L-I a(x, t)u,-,
o

u,-, =

- L-' (a2i d t2)u,-,

C C a;l,')xE

tn

m=O n=O
w

di
-u,-]
d t2

m o o

a ( x , t) =

(n

- l)(n + 2)ai>

m=O n=O

11a,,, x mt D
m = O n=O

x mt n

The Cauchy product n ( x . t)u,-, ( x ,t ) is given by

Let

where

Consequently,
=

We can now write

Since

Therefore,

where

x2 5 i f ' ( t )- x, < i f ' ( t )

x2 - X I

We can write the result as

We note that

lim

A-++=

Substitution leads to

h+,{u}
=u

and that A!m+@L,, {a,..}=

a,.. Since

xi=o
OD

where a,., =

a(')
mvn.

TRANSFOR~IATION
OF SPATIALSOLUTION:
Having calculated u, , we know that

We can now recast the problem into an initial-value problem format,

accz1e:ating coc1,ergence by simplified fcrther calculation through avoidance of
further boundan. condition evaluations:

331
a(x,t)u
8 xL

--;-i

a'?
-dt-

We proceed to desired accuracy by choosing

= &x! t )

L
)

L(.) =

(.)
d x">

and L-I(.) =

jxjx(-)dx dx. W e

emphasize that L-' now

0 0

represents d e f ~ t integration.
e
Upon substitution. we have:

where

with

!Is9

Therefore we can write u, as

rn

where
ar)(t) = A(t)

We can also write

with

To cdculate the mth component urnof the decomposition of u. we have

108

where. L-' (.) = Jox

CHAPTER 4

Jox

(.) dx dx . Thus,

so that
u=Ov=O

(mil > ( m + - 2 )

where

The apprournants

m,.,

xko

u,. and u =

xmu, are
t=<,

computed ac usual so

Staggered sumlation can be applied at this point.

TEMPORAL
FORMAT:
Consider the same partial differential equation
a2u
aZu= P(x, t)
+ a(x,t)u i -

a X?

at-

with the initial conditions:

and boundary conditions:

OD

We will suppose that a and P are given in the form

where

T o derive the
L-I(-)

J:

solution we define as usual

L = d z / d t 2 and

(.)dtdt. a (two-fold) defmite integration operator. Then

and operating with L-' we get

u = u,

- L-'a(x,t)u - L-' (d2/dx2)u

where

Solving by decomposition, the solution u is written u =

Now we calculate the u,component (and

4, approximant).

and we note that we can write

r,(x)=

rq) xm
lo=,

and

vrhere

ab"j(x)= 7)(x)
a;Oi(x)= 7, (x)

Emu, and
=
, 0

the

Thus we write

or

where

Now we can compute the u, component and 4 approximant:

The Cauchy product a(x,t)uo(x,t) is computed as

z zx
m

m o o

xmt"

m=O n=O

(which can readily be programmed).

p=O u=O

am-An-u

4.2

which we can finally write as

or
u1 = ti

C a!)

(x) t n

with

We now have o:= $4 + u , and can continue in the same manner to the u,
component and the @,, approximant.

We next compute the Cauchy product indicated by a(x.

t)u,-, (x,t) or

where
P

Staggered summation can now be applied.

COMPATIBILITY
OF EQUATION
AND CONDITIONS:
If the computed solution satisfies the equation and the conditions, we have
the solution. If the physical problem is correctly mlodelled, no difficulty
appears. One cannot arbitrarily assign conditions to an equation. The
equations, conditions, and solution must be consistent. If anempts to model a
physical system fail to give us correct conditions, one can get both temporal
and spatial solutions and find that these solutions are different.. If they are
close over a frnite region, then we realize the modelling needs improvement.
This may ailow us to develop a predictor-corrector m,ethodolo~which we
leave to future work.

If incorrect conditions are used for the decomposition solution, we do not

have a solution. If the solution is correct, i.e., it satisfied the equation, we can
do inverse operation, e.g., in Lu + Nu = g, we have u = Q> - L-'Nu and can
solve for F. If L is second order, we know u, = Q, - L-' g where Q, = a + p x;
hence, we know F and have a test for a, b.

NONLINEARBOUNDARY-VALUE
PROBLEMS:
We have two alternative, actually equivalent, approaches for boundary-value
problems, whether ordinary or partial differential equations are involved. The
fust is to match each approximant 4, for n = 1,2, ..., n to the boundary conditions. In boundary-value problems modelled by ordinary linear differential
equations, only one such matching is necessary. We can carry along the unevaluated initial t ? ~ without
.
evaluating the integration constants by matchmg
to the boundary conditions and only do the matching when the m-term
approximant has been calculated. In nonlinear differential equations or (linear
or nonlinear) partial differential equations, this is not possible. Then the
m a t c h 2 must be done for each level of approximation.
The second (or double decomposition) procedure adds decomposition to the
initial term. Thrs allows a convenient match to the boundary conditions of the
approximant o, because the constants from each integration are added to give
a better initial term. As we will discover later, the solution can then be carried
further, if more accuracy is needed, as an initial-value problem. The value of
decomposition of the initial term is in the matchmg of the boundary conditions
by adding all the integration constants c,, and c,., separately to form a new c,
and c! and neis. initial term whch is now close to a final value as n 7 in 4,.
Kow we can use this u, term without adding further constants of integration
and matching to boundary conditions, since for high approximants to achieve
accurate solutionsl the computation is much less.

REFERENCE
1.

G . Aaornian and R. Rach. Analytic Solution of Nonlinear Boundary-vaiue Problems in

Several Dimensions, J. M a h . Anal. and Appiic.. 173. (1 18-137) (March 1993).

CHAPTER 5
MODIFIED DECOMPOSITION

The modelling of physical problems can lead to ordinary or partial

differential equations which are quite generally nonlinear. Examples include
equations such as the Navier-Stokes equations in fluid mechanics. the LaneEmden equation for stellar structure, nonlinear Schrodinger equations in
quantum theory, soliton equations, etc.
We present here a variation of the decomposition method which can also be
applied to such equations to obtain accurate quar~titativesolutions. A
mathematical advantage of the various adaptations of decomposition is that
linear equations are an easily solved special case and ordinary differential
equations are a special case of the theory for partial differential equations, so
we have a single unified field. This alternative formulation will be referred to
as "modified decomposition" [1,2]. It requires the. following result on
transformation of series [3].
Normally we write f(u)
A,(u,, ..., u,). However. given a convern=o

=Zm

gent series u =

c, x" and f(u), we can write

We can see this as follows. Let

We wish to find a transformed series f ( u ) = : f ( zO=O

w c u r n ) . Since

Thus for f(u) = uZ,for example,we have

Since u, = c,, u, = c,x, u, = c2x2 ,..., we have

with A, = ci, A, = 2c0c,,... . As an example consider tan-'x and f(u) = u'

tan-' x = x - x 3/3 + x5/5

A 0 = U 20 =
A, = 2u,u, = -2x "13
(tan-, x): = x' - 2n 7 3 +
Power series solutions of linear homogeneous differential equations in
initial-value problems yield simple recurrence relations for the coefficients but
oenerally are not adequate for nonlinear equations.
+
Dealing. for example, with a slmple linear inhomogeneous case Lu i Ru = g
with second order L. we le!

where I is m integration and 1' will mean a two-fold intesation. Thus

so we obtain coefficients from a recursion formula. The techmque provides an

interesting alternative for equations such as the Duffing, equation and the Van
der Pol equation.

ONE-DIMENSIONAL
CASE:
Consider the nonlinear inhomogeneous ordinary differential equation
L,u - Ru + Nu = g where L,u = d'/dt2, R = p(t), Nu = u(t)f(uj. We will
view this as a special case in one dimension of a multi-dimensional partial
differential equation. (In the following sections, we will consider equations in
two. three, and four dimensions.) We can write

where O , = ro+ t rl and L;' =

j'j' (-)dtdl. The substlitution yields

0 0

Multiplying and collecting like powers oft.

and

Replacing the above quantities in brackets with the equivalent expressions on

the right side,
m

n=O

n=O

C antn = ro+ tr,+ j': C gntn dtdt

Carrying our the integrations, we have

tni2

f:Pv an-v

In the summar~onson the right, n can be replaced by n -3 to write

w

C a,
O=U

t" = 7,

tn

+ t i , + C -en-:
n=2

n(n - 1)

Finally, we can equate coefficients of like powers o f t on the left side and on
the right side LO arrive at recurrence relations for the coefficients. Thus

and for n 2 2

This solution, of course, is

OJ

We now have two linear operators L, and L,. L.et L, = d 2 / dt'

and

L, = d 2 / dx' . Assume that we can write

u=C
n=ot n [k=o
C a,,, x k ] =n=O
~a,(x)tn

If we have u(x, y) =

x,: zzo

c.,

xm

3'" we get lenm

Co.0 C,., y ,C0.2 y ,..., CI,,, x ,CIS1xy ,ClVZxy

7

The first group can be written x0

x1

"..'C2,,0

x- ,C2., x-y,. ..

zzo

cOvn
yn. the second group as

Czoc,,, yn,the third group as x2 EL,c,. yn etc. Thus

En=,c,.,
m

where cm(y)=

y" so that the double series is collapsed into a single

series. We suppose the operator R is

Let the nonlinear term Nu = a(t,x) f(u) and

Write f(u) =

Em tn ~ , ( a , ( x ) , . ...an(x)) =

DO

u=o

(x). Let

The decomposiuon solution using the t partial solution is given by:

u = @, - L;'~-L;' L x u -L;'Ru-L;'

NU

where
@, = t , ( x ) - t ~ , ( x j = ~ ( t = O , ~d )u~/ at t ( t = O , x )

and L;'

jL:j-'(
) d i d t . Substitutine for u. fiu). g. and p, we have

The bracketed products are

Substituting the above products

We now carry out the above integrations to write

Let n + n - 2 on the right side. Then

Finally, equating coefficients of like powers of t, we derive the recursion

formula for the coefficients
a,(.> = zo(x)
a, (x) = Z,0;)
and for n 2 2,

The f m l solulion is now given by u(t, r) =

xm
n=G

a, (x)tD.(Whether modified

or r e ~ u l a rdecomposition is used. we can still apply Pad6 approxlmants.

Shanks. IVynn. Euler. or Van Wijngaarden transforms to accelerate
convergence.)
T H R E E - D I M E N S I O N A L CASE-NONLINEAR
EQUATIONS:

assume

PARTIAL L)IFFERENTIAL

00

I(U) =

tn ~ , ( a , ( x .y),. . .. a2(x,y)) = C t n ~ , ( x - y )

The t partial solution is

where

We can now write

The bracketed quantities are

which we can substitute to obtain

whlch we now integrate to get

We now replace n by n -2 on the right to get

By equating coefficients of like powers of t, we have i,(x,y) = r,(x. y),

a, (x, y) = z,
(x, y) and for n 2 2,

The fmal solution is now given by u ( t , x , ~ )=

FOUR-DIMENSIONAL CASE-NONLINEAR

ELoa , ( ~ . ~ k ' .
PARTIAL DIFFERENTIAL

EQUATIONS:

w h e r e w e l e t ~ , = d ~ l d t ' , ~ , = d ' / d x ~ , ~ , = ~ ~ / d ~ ' , ~We

,=d~ldz~.

can assume

The t equation is

z)
with @, = u ( r =O.xty.z)-t d u / d t ( t = O , x . y . z ) = ?,(x.y.z)- t s ! ( x . ~ . ~ and
we can proczcd a h before ivith substi~utlonsand Iniegrauons
fom~ulasfor t;i;coefficients.

LO get

recursion

REh1.4RK: We have seen that nonlinear partial differential equations are solv-

able by the modified decomposition procedure using concepu of the decomposirion method (partial solutions, the A, and transformations of series using
the A,.). We have seen previously h a t such equations are solvable by straightIbrivard decomposition also. Comparisons can now be made; in general, deconlposition solutions converge faster but the solution is identical. '4 simple
exampie is L,u + L,u + f ( u ) = 0 where L, = a l d t , L, = d l d x , f ( u ) = u',
u(t = 0: x) = 1 / 2 x. The t partial solution is

where cP, = u ( t = O ) = 112x.Then

where the .Anare defmed for u'. We get the (decomposition) solution

Using modified decomposition, let

u=

tnan(x)

hence

-1(tn/n) 2 an-,-. -C(tn/n)C

m

n=l

from which we get

2 ~ '

n-l

v='O

An-,-,

so that

which is the same solution obtained by decomposition. For homogeneous

equations with a constant coefficient of f(u) as in this example, the rate of
convergence is equal. For the general case, we find that the decomposition
method converges faster.
Suppose we consider the solution of a nonlinear equation where the
nonlinearity and the excitation are $\.en as a power series, or equivalently as
graphs from whch series are derived by curve-fitting t e c h q u e s . Let's write u
and f(u) in series form
w

Computing

{xmantn)' we see that

n=O

for all 7, and for v > 0. (Of course, for v = 0 the quantity on h e left is clearly
equal to 1.) Thus, if we define

a, ~ . [ u ~ ] l . , = ~ ,

b. =

for n > o

The A, are easily evaluated. For example,

We obserre that A. [uV='] = u, , i.e, the linear case, then

A.[ftu)]l,".,

= ~ , [ u " ] l " ~ ==
, *~ . ( a o ,...:a:)

The previous result on transformation of series stated that if u =

z
m

f(u) = n=O t " ~ ~ { f ( u ) } l ~ ~ = ~ ~

From (1)

Em antn,
n=O

The cg dominate the convergence. For simplicity of notation, let

Then

a,, ~ ; " ( a , ; a , )- 1:

I;a, ~ r l ( a , . a , . a ~ )

where

f ( u ) = a, +

if u =

x-

n = r a n t D and

T H E O R E MIf:

Ti")=

f(u) =

xm
"=o

tm

1 a, . ~ t ) (,....,
a a,)

xzo

a,uL'

a,,tn and f ( u j =

Em,
,,= h,tn is convergent where

xz,

aDunare convergeni, then

b,,, =

a. A ~ ( ~ " ) ( u , = ~ A

,=I

This is useful in the following problem. Consider (using modified

decomposition j the nonlinear equation,

anun

with u(0) = c, and uf(0)= c, and Nu =

d'u
+ Za n u n= C gutn
m

dt-

.=o

n=o

Substituting

d2u
,
= x( n + 1)(n + 2)a,+,to
dt- .=,
00

and using the theorem above

Erna n u D= xzobutn with

O=O

formulas for b,,

C (n + l)(n + 2)an+,t" +

n=O

n=O

00

the given

00

b, tn =

gatn

o=O

Let g, = (n + l)(n + 2)an+,+ b, so that we have found the coefficients

with u =

XIoantn.(Of course, we can solve the problem by decomposition

as well as by modified decomposition.)

Let us consider, as a generic example, a partial differential equation in the
operator form of the decomposition method:

where L, is a linear differential with respect to x, L,is a linear differential with

respect to y, and Nu is a nonlinear term. The x-dimension panial solution is

where L, Q, = 0. Assume the solution in the form

where

m:

a,, yY Write also Nu = f(u) =

Zw A, (y/xm where the

m=O

A m (y) = A, (5: (y);...,5, (y)) are our polynomials. Substituting. we have

m='J

Since

and

we can write

m=O

m=C

Assuming L, is a second-order differential operator,

where the k, and k, can be determined from the given conditions. We finally
get recurrence relations for the coefficients 5,

and for m 2 2
j',(y) = -{L, <,-:(Y)'

where

' r n - ; ( ~ ) } / ~ ( ~-11

A,(y) = A , ( < , ( ~ ) , . ..,<,(y)). The y-dimension partial solution is

similarly obtained. Assuming

where A,(x) = ~,(17~(x),...,

rl,(x)).

Proceeding as for the x partial solution, we now get the recurrence relation
(x) = c o ( 4
77, ( 4 = c,(x)

770

and for n 2 2
rln

(x)= -{LS77q-I (x) + ~n-z(x)}/n(n - 1)

REMARK:When lg(y) and kl(y) are expressed as power series in y, and

c,(x) and cl(x) are expressed in power series in x, the series solutions

can be written as

Consider as an example the equation

Since we have chosen a two-dimensional case with the conditions,

u(0, y) = CO(y) and

(3u(O,1. ;
= C ,(y-)*
dx

we assume the solution in the form

n=O

m=O

and sirnilarl)~write

(An ordinary differential equation such as d2u/ d x' - p(x)u + a(x)f(u) = g(x)
becomes a special case as do linear cases of both the ordinary and partial
differential equations. We use a single series. For a three-dimensional series,
we use a triple series.) We write the differential equation in our usual
decomposition form as
L,u+L,u+Ru+Nu=g

*This could also he solved wrth boundary cond~tlons.

MODIFIED DECOMPOSTION

1.35

We can use either the x or the y partial solution. Using the: x partial solution for
w h c h we have stated conditions, we operate on both sides with L;' to write

where L; is the two-foid d e i i t e integration kom 0 to x. We now have

Computing L-,' g we get

Computing L, u , we have

Now computing L: L,u we have

Computing Ru,

Next,

Also

where the polynomials A,.,(C~,,,....c,.,) are obtained by transformation of

series. We have
Nu = uf(u) =

{x
n=O

a,,, x' y " j

m=O

iz

An., x n ym

n = 3 m=O

Then

xl0

c , , ym and C, (y) =
c,,,, c , . , ,c,,?. Similarly, we h o w c,.,, c,,,,c,.,,. .., .

We d s o write C,(y) =

and we can write

xm=o
m

c,,. Y". We l a o w

We now equate coefficients of like powers. We are using the x partial solution;
hence, we are particularly interested in powers of x.
For n = 0, c , , = C,.,
F o r n = l , c,.,=C,.,
For n 2 2, we have for like powers of y" a recurrence relation yielding the
coefficients

xu=,Xm=,
OD

and can now write u ( x , ~=

)

00

c,, xuym since the coefficients are

determined and the A, can be found. Since C,,,, c , , , Co,2 are known by
decomposition of G(y) we can find other components, e.g., c,, depends on
coSl.Similarly C,(y) yields components c,., for all m, so c,, , for example, is
found from c,,, .
The linear cases (a = 0) are considerably easier since the A, become
unnecessary. Also the recurrence relation simplilies if g = 0 or p = 0. For
example, if we consider the equation d2u/ dx2 + d2u/ d y 2 = 0 we have

M O D I F I E D DECOMPOSITION
SERIESAND B O U N D A R Y - V A L U E
PROBLEMS:
The "modified decomposition" series solutions have been found for initialvalue problems by incorporating and adapting ideas of the decomposition
method. Now using the double decomposition technique discussed in recent
papers, the procedure can be further generalized to treat initial-value and
boundary-value problems in a similar and computationally efficient formulation
with an acceleration of convergence. We will consider some pro~ressively
more complicated problems.

LINEAR(HOMOGENEOUS) ORDINARY
DIFFERENTIALEQUATIONS:
Consider the example d2ul dx2 + p u = 0 for Dirichlet conditions
u(x = ti)= b, for i = 1, 2. Let p be a constant (to simplify the discussion) and
seek the solution in the form of a Maclaurin series

In the usual operator form for decomposition solutions, this equation is

written Lu + Ru = 0 where, in this case, L = d' / dx2 and R = p . (Of
course, the method was developed for more general equati9ns.j S o w write
L-' Lu = -L-' Ru where L-' is a two-fold indefinite integration yielding
u - C, - C,X ; hence
03

DC

u=

aExn= c,
= c,

t xc,

- pJJ

a,xQxdx

+ xc,- p C s n xn'2/(n + l)(n - 2;

n=O

Equating coefficients, a, = c, and a, = c, . For n 2 2 we have the recurrence

relation

Using double decomposition,

3.c

Also a:"' = c y ' , a\"'

= cia',

and for n 2 2, a?) = -pa.:i/n(n

- I),

achiev-

ing a decomposition of the recurrence relation

by staggered summation. (See Appendix 11.) We use the staggered summation

to rearrange the double decomposition components of u into a new series to
achieve a decomposition suitable for boundary-value problems. (The
switching of n and m makes the result computable; only the sum matters the components are not unique.)
by use of the 'boundary conditions.
We must now determine c r ) and

elm'

Instead of u(x = 5,)= b, and u(x = 6,) = b,, we use the: approximant &+, to
the correct solution u. We can write this as @,,,{u}., an operator on u.
Similarly, the approximant to a, is
m-l

om{..) = C a'."
v=o

Then

We will have determined the solution if we can also compute the values of
cim) and clm)matching the (approxirnant to the) solution with the boundary

conditions
@rn+l

= 5 1 ) = 1'

gm+l
{u)(x = 5 2 ) = '2
For the staggered series of u

Equivalently.

where [n/? is defined as the greatest integer value less than n/2. Thus the
staggered summation has resulted ir! a different decomposition of u suitable for
boundq-value problems.

R E M A R K : The greatest integer function used here is for a second-order

equation. For a third-order equation: we will have [n 131 and for fourth-order.
we use [n/4]. Kext, we derive the approximant for the staggered series of the
solution; thus 6,-, {u) is given by:

We use the approximation of the boundary conditions

in order to compute the constants c p ' and cjm' and consequently the compo-

nents a',"' and

aim' of the Maclaurin series for the solution, thus determining

the solution u.

Su~h1.i~~:
The basic steps are:
1) Compute a p ) and aim' by matching the solution approximants to the
boundaries, i.e.,
@ m + i { ~ l ( ~ ={ I ) =
@rn+l

1'

{u)(x = t 2 ) = b4

= -p ag)z / n(n - I),

compute more components a?) to improve the accuracy of the solution
approximants. Thus we have

2) Using the recurrence relations for n 2 2, i.e., )a:

and therefore
u=

C a,, xu

satisfying both the equation d2u1 dx2 + p u = 0 and the conditions

We can now accelerate convergence by going to an initial-value formatted

solution without further matching of solution to boundary conditions. Let

CHAPTER 5

142

I'

= @m+l {a,}

and for n 2 2
a, = -p a,-, / n(n - 1)
which gives us a newr and improved u, to start as an initial-value problem

where up' is the approximate initial value. NOMIu =

0 RDINARY D IFFERENTIAL
CONSTANT
COEFFICIENTS:
ONLINEAR

Emu, =
n=O

03

a,xD.

EQUATIONWITH

Consider as a specific example d2u / dx2 + a f(u) = 0 given the conditions

We seek Maclaurin series solution u =

xMa , x D The equation in operator

o=C

form is Lu + Nu = 0 with L = d2 / dx2 and Nu = a f ( u ) . Operating with

L-I.
we have
u = c, + xc, - a
f(u)dxdr

Jj

Esing the result for transfo:mation of series

w~herethe Az are functions of 4....,a, rather than uo,...,u,. Now calculating

the inte~ral
f(u)dx dx

jj

Therefore
00

C a,nn = c, + xc, - a x

An-,xn /n(n -- 1)

Equating coefficients,
a, = c,
a, = c,

and for n 2 2
a n = -aAn-, / n(n - 1)

To match the boundary conditions, we apply decomposition to the

integration constants and double decomposition to the: coefficients of the
Maclaurin series solution.
Ce

C,,

C cp)

Substituting into the recurrence relations

= C(m)
1

and for n 2 2
)a:

= -a! ~ b " _ ) ~ / n (1)n

We have achieved a decomposition of the recurrence :relations which will

determine the solution once the components c p ) and cim) are found.
Next, we organize the solution into a form suitable for matching at the
boundaries by rearranging the double decomposition components of the
solution into a staggered series. This organizes the solution into the boundaryvalue format so that c p ) and c(,") components are calculable by use of the
approximants to the boundary conditions

We have

To stagger the series,

- a(rn!
urn- 0

+ a\m)

... +

X(2m)

2m

+ a?:+,

x2"+'

whch we can write

where [n/?] is an integer greater than 1112 (for second-order equations). For
third order. we write [n/3] and for fourth order, [n/3]. We now have a
different decomposition of u whch is suitable for boundary-value problems:

Now we d e i v ~the
, solution approximants for the staggered approximants
m

'u}

QrnTll

= &.lD

tC

. I + ~

C a:'

XI-!

I
T
.

a.I

ajn)+xS

n=O

Hence

Now usins the boundary condition approximants

we can compute the constants c',"',

c!") and a!?', ay". the coefficients for

the Maclaurin series determining the solution.

SUMMARY:

The basic steps are:

1) Compute a(;") and a:"'

by matcbng the solutiorl approximants to the

boundaries.
2) Compute components a?' to improve the accuracy of h e solution
approximant~using the recurrence relations for n 2 2. we gel

and finally

3) Finally we can transpose from the b~undary-vducli)rmat to the initialvalue format

+ ~ + ~ { ~ ! ' } = + m + ~ { a o ] + ~ m + ~ { ~ ~ ] ~
-.

with

a0 = $ m + ~ { ~ ~ }

and for n 2 2 a, =-a A,-z 1 n(n - 1). (Note Lllis is li,r the c s e of zero
input) This avoids further need to match the solulir,~~
to the boundary

=x,,=,,
m

conditions. NOW u = x w
n=O u.

3.x"

ant1 convergence is

accelerated over that of the boundary-value fOrmatk1 solution.

LINEARORDINARYDIFFERENTIAL

EQUA'T~~N
WI'I'II
S; VARIABLE

COEFFICIENTS:

We consider the example d2u 1 dxz + p(x)u = 0 with lhc contlitions

Let

and seek the solution in the form u =

u = c,

xn=o

+ rc, - ji

a,xn. The solution is

p(x)udxdx

Let

Now

\i;e nou- ha\.e

Consequcntl! a,

= co

and a, = c, and for n 2 2

We conciude with the solution

ar!= cp) and a:"

are determzned using the b o u n d q conditions

= c:"!. The c p j and cjmj

and for n 2 2, a?' =

-xl::

pv aZ\-"/n(n - 1) achieving a decomposition

xm=c,
a,:'
we have the
m

of the recurrence relations. Then computing a, =

solution u, =

Em a,nn.
m=O

H OhlOGENEOUS

N O N L I N E A R (3 R D I N ; \ R Y D ! F F E R E . U T I . I 1,
EQUATIONS
WITH VARIABLECOEFFICIENTS:
Consider the example d'u/dx2 - a (x)f(u) = 0 with the conditions

Let a ( x ) =

xm a n x nand seek the solution in the form

n=O

1
1=

a2x\ i.e.,

a Maclaurin series. Let Nu = a(x)f(u) and write Lu + Nu = 0 which leads to

the

solution u = c,

+ xc, -

ll a(x)f(u)dxdx. To calculate this integral

(which is an indefinite integration for every iteration), we first use the result
for transformation of series

, ..,an). Now
where A, = ~ , ( a ,.

and

We now have

Equating coeficients a, = c, and a, = c, and for n 2 2

we determine c r ! and cim) and for n 2 2

Then. computing a,

.a':

we gel u =

a,

*".

HOMOGEKEOUS NONLINEAR 0RDINARY D I F F E R E K T I A L

EQUATIOKS
\!TTH \'ARIABLE COEFFICIENTS FOR L I N E A R AND
NONLINE.4R TERMS:
Consider a specific example with Dirichlet conditions

We seek a solution in Maclaurin series form u =

Em a,xD satisfying the

n=O

boundary conditions. In the operator format of the decomposition mcthod, the

above equation is written Lu + Ru i-Nu = 0 with L = d2 / dx2, R = p ( x ) and

Nu = a(x)f(u). Operating with L-' ,

I~OD~FIE
DDE C O M P O S ~ O N

149

where this is understood to be an indefinite integration for every iteration,

since it is a nonlinear function. Following the earlier examples, we can write

with c r ' and cjm' to be determined by the specified conditions

@m-i

{u)(x = < I ) = bl

$m+l

{u)(x

= ( 7 ) = bz

and for n 2 2

w h c h gives us a decomposition of the recurrence relation. Then, computing

0

=L
.
0a
):,

we have the solution u =

xw
O=O

a, xu.

COMMENTS:
Comparison of initial-value format and boundary-value format:
1) Initial-value problem, formatted solution ut'.'.)

2 ) Boundary-value problem formatted solution

m=O

where

m=O

n=O

dB.'.)

and where

@:;':.

W e remark further that u(d.'.) # u r V . ) and

# &,).;
but as n become
becomes numerically equal to @?.".),
i.e.,
sufficiently large, @).'.!
= lim @y")
= ]in @(B.'.)
n+-

n-+-

Thus the evident difference between the two is in the organization of the
components of the double decomposition, i.e., the staggering of the double
series summations makes it possible to calculate the matching coefficients.
The procedure is quite general and will work for a wide class of problems.
It is to be emphasized that the series resulting from decomposition is not a
Maclaurin series. It is actually a generalized Taylor series about a function
rather than about a point, which reduces in trivial cases to the well-known
series. Despitz the improved applicability of the Maclaurin series with the use
of the A, polynnnlials and decomposition techniques, the decomposition series
is still superior in convergence properties to the modified decomposition
series.

SOLVINGEQUATIONS
WITH DIFFICULTNONLINEARITIES:
Consider a second-order (nonlinear) ordinary differential equation in the
form u" - a ( t ) r ( u )= p (t) with initial conditions u(0) = c, and u'(0) = c,.
We suppose T(u) is obtained by curve-fitting or leads to difficult computation
of the A, pol~nomials.Or in a function such as T ( u ) = sin u we may prefer LO
work with the powers of u. We, therefore, write

Using modified decomposition, let

T(u) can be written

xm
n=O

An(u0,...,u,) and we have assumed that u is

xn=o
m

written in a convergent series u =

with u,

= a,t3.

antn so that

Hence
A n ( u 0,...,u,) = tnAn(a,,...,a,)

S0

If we write for clarity An{ f(u)} for the A, representing f !u j,

i.e., the A,{T(u)} are functions of a,,.. .,an. Since T(u) =

Em=?
A,{un}tm,
00

u" =

the

xm
O=O

ynun and

~ ~ { u ' are
} also functions of a, .....a,.

Substituting, we have

which we compare with T(u) =

Em ~ ~ { r ( u ) } tso" that
m = ~

Returning to thc dil'l'crcntial equation u"

rcspcctivc series. wc havc

+ a f ( u ) = P.

:ulcl

substirutiug the

Performing the Cauchy product

/% ant"].
J

Ln=o

jz

A, {r(u)}tnj =

In=o

2 5
tn

U=O

an-,

~,{r-(u)}

V=O

so that
m r n

where we can now substitute

which makes it easy to compute the An for

where the A,

=~

r(u).We obtain

, ( a .....
, a,) are functions of the coefficients for the series

for u.
Equating coefficients of like powers of the independent variable t.

and solving for a,

we have

a,,, = [fin

-2a

.-,
g r , ~ , j u p }] L n + l ) i n T ? )

with a, = c, and a, = c, so we can solve the differential equation for u; the

A,, can be obtained by a rapid computer calculation by decomposition into
simple integral powers of u, just as the choice of L in the decomposition
method led to simple integrations, avoiding difficult Green's functions.

REFERENCES
1 . G . Xdomian and R. Rach. Modified Decomposition Solution of Nonlinear Partiui

Differential Equations, Appf. ~Malh.Lett.. 5. (29-30) (1992).

2. G. Adomian. R. Rach. and R. Meyers, A Modified Decomposition. Compuf. ~Maftz.
Applic., 13. f 17-23) (1992).
3 . G. Xdomian and R. Rach. Nonlinear Transformation of Series. .4ppi. Mafh. Left., -1.
169-71) (1991').

APPLICATIONS OF MODIFIEDDECOMPOSITION
We now consider some applications of modified decomposition. The
Duffing equation is an interesting example of an ordinary differential equation;
it has important applications further discussed in Chapters 13 and 12. The
equation is given as
u f ' + a u ' + j 3 u + y u 3 =g(t)

CONSTA~T
COEFFICIENTCASE:
We assume that the solution, as well as the excitation, is in Maclaurin series
form. Then.

2 2 an-Lau-fi a,,

,.ap)=

Then
( m + l)(m-2)a,-z - a ( m + l ) a m + ,+pa,+.YA,=g,
We can now write the recursion relations

so the a,
u(t) =

are determined (dependent on the A,,) and we can write

a, t m . Thus uo = a,, u, = a,t,. .., .

xn=o
00

a, = u(0)
a, = u'(0)
a2 = (go - (1)a. a, - pa0 - Y A0 )/(1)(2)
a3 = ( 9 ,- (2)a a? - p a 1 - 7' A1)/(2)(3)

a, = (el - (3)a a, - pa, - y ~ * ) / ( 3 ) 1 [ 4 )

a5 =(93-(4)a:a,-pa,-Y~3)/(4)(5)
a6

= (gJ - (5)a

- pa, - Y ~ 4 ) / ( ~ ) ( ~ )

a7 = (9, -(6)a a, - p a , - ~ ~ , ) / ( 6 ) 1 ( 7 )

- b - Y A6)/(7)1(8)
a9 = (9, - (8)a a, -/?a, - y ~ , ) / ( 8 ) ( 9 )
= (g6 - (7)a

a10 = (9s - (9)a a,

- p as - Y A*)/(9)1(10)

The approximants to the solution will be given by

For convenience of the reader we list the Adomian polynomials for the
nonlinearity in the Duffing equation:

A; = 3ai a,
A, = 3ai a,

+ 3af a? + 3af a, + 6a,ala,

+ 3af a, + 3a; a, + 6a,a,a, + 6a,a,a,

A, = a ~ + 3 a ~ a , + 3 a f a , + 3 a a , + 6 a , a l a ,
+6aoa2a,+ 6ala,a,
.4, = 3ai a, + 3af a, 3 a a, 3af a, - 6a,a,a,
+6a,a2a, + 6aoa,a, + 6ala,a,
.A8 = 3ai a, +- 3af a, 3al a, + 3a: a, - 3a: a,
-6a,a,a, + 6a,a2a, + 6a,a3a, - 6ala,a, + 6a,a,a,
3
.Ac = a3
+ 3ai a, 3af a, -t 3a:-a,.+ ? a a, -i-6a,a,a,
+6aoaza7 6a,a,a, + 6a,a,a, i 6a,a,a,
+6a,a3a, + 6a,a,a,
A,, = 3ai a,, + 3a: a, + 3af a, 3aS a<+ 3ai a, i- 3a: a,
+6a,a,a, + 6a,a,a, + 6a,a,a, + 6a,a,a,
+6a,a2a7+ 6aIa3a6+ 6a,asa5- 6aza7as

We can substitute the expressions for the A, into the expressions for the a,,.
but it is unnecessary, since it is more practical to numerically evaluate the A,
beforehand and then to determine the a,,. If one prefers to work with the final
expressions for the h, they are:

a,, = u(0)
a, = ~ ' ( 0 )

"

= (DY,

-Pa,

- Y a:)/(1)(2)

a3 = (gl - a(2)al - pa, - y Oal, a, ))/(2)(3)

a, = (92 - a(3)a3 - /3 a, - y(3a: a, + 3aj a, ))/(3) (4)
a, = jg, - a(J)a, -pa, - y(a: + 3ai a, + 6a0a,a,))/(4)('5)
a, = (9; - a(5)a, - /i a, - y (3ai a, 3ai a, + 3ai a,
a, = (gj - a(6)a6- pa, - y(3ai a, + 3a: a, + 3ai a,
+6a, a,a, + 6a,

+ ha, a+, ) ) / ( 5 ) ( 6 )

))/(6)(7)

as = =( - a(7)a, - B a, - y(ai + 3a: a,

+ 3 4 a, + 3ai a,

VARIABLECOEFFICIENT
CASEOF THE DUFFlNG EQUATION:

write

Carrying out the indicated Cauchy products,

so recursion relations can be given

so that u(t/ =

xmamtm is determined since the A, are knourn. The

m=O

computation is easily programmable. We can list the a, as follows:

REMARK:Possible areas of further investigation include regions of convergence, numerical algorithms for computation, application of convergence acceleration nansforms*, and stochastic versions of the Duffmg equation where
we solve for first- and second-order statistics of u. W e can, of course, consider special cases of our solution such as
(i)
(ii)

u(0) = k, and u' (0) = 0 with g = 0

u(O)=Oandg=Owith u'(O)=k

(iii) u(0) = 0 and u'(O)= 0 with g = go, a constant

(iv) u(0) = ul(0) = 0, g = go+ g, t or g = go+ g,t + g2t2

u(O) = b,~ ' ( 0 =

) k,, g =

C- gntn
n=O

W e might then use double decomposition and write

with

W e emphasize that these problems are also solvable by usual decomposition.

Also: we note that the rate of convergence of the modified decomposition only
approaches that of decomposition when the excitation approaches zero. The
reason for t h ~ sis that the initial term contains only the first term of the series
for g; only when we go to sufficient terms of u will we have enough of the
input to have as good an approximation.

* s u c h as PadC znproximants. Shanks and Wynn transforms, and the Euler and Van
Wijngaaraen ~ransiorms.

APPLICATIONTO LINEARPARTIALDIFFERENTIAL
EQUATIONS:
Suppose we begin with the equation L,u+ Lyu = 0 and, to be specific,
choose L, = d2/d x2 and Ly = d2/d Y2.Following the decomposition procedure, we write the equation for the x partial solution :

where @, = j,,(y) + x<,(y) must be found from the given boundary conditions
and L: is defined as the two-fold (indefdte) integral

iJ(.)
dx dx. It has been

demonstrated previously that solutions are easily determined by decomposition. Now, however, we use the modified decomposition method which we
have discussed for ordinary differential equations. Thus we let

or

where

We now have

The coefficients are identified by

and for m 2 2 by the recurrence relation

We can equally well consider the y partial solution by writing

where @! = q, (x) + yrl, (x) and u =

where bn(a)=

xloCn=o
DD

c m , ?im
~

xm
m=O

cm,,xmand L;' =

yn

fi(-)dy dy is an indefinite integration

operator. Now

a2

+Y

~( xI ) x

,,,

bn(x)
:

( n - l)(n + 2) dx-

We get immdiately
bo(x)=

r7d4

and for n 2 2.

We now consider the more general linear form

L,u+L,u-Ru=O
again with L,= d2/dx' and Ly = d 2 / d y 2 .The x partial solution is given by

For simplicity, we choose R = p.

where a, (y) =
operator. Now

so that

and for m 2 2

zzoc,.,

y n and L: = Jj(.)dx dx is an indefiite integration

The y partial solution follows similarly:

b, (4= T70(x)

b, (4= 1'5 (x)

and for n 2 2

We consider L,u

+ L,u + Ru = 0. Let R = p(x,y)

as before.
m

where

where

Now

with L, and L,

A PPUC,~TIONSOF .MODIFIED DECOMPOSITION

We rewrite the bracketed quantities

Now

so that

ao(Y) = <o(Y)

~I(Y)= CI(Y)
and for m 2 2

The y partial solution follows similariy

165

bo(x) = 770(x)

b, (4= 7j,(4

and for n ;r 2

(-a2 1 dx2)bn-,(x)bn( 4 =

z
n-2

~~(x)b,-2-~(~)

v=o

n(n - 1)

W e have used
00

00

where
m

P, ().

Cp,..xm

m=O

Also. u =

Zmb , ( x ) y n with b , ( ~ ) =xmc

n=:

APPLICATION

m = ~m.n

TO

XONLINEAR

xm and

PARTIAL

DIFFERENTIAL

EQUATIONS:
Consider L,u - L , u - Xu = 0 and the x partial solution with L,

= d'/dx2.

Lv = d2/d!.'. and L;' = ~ ~ ( ~ ) d x We

d x .let Fiu = a f ( u ) . (We have shown
algorithms ior considering functions such as f<:.-b) O: f(u.\
W e have now
U=C~~-L;'L,U-L-,'NU
where
Cg ,= 5, (Y)+ x<,(y ).
Let
00

We haire generally written

03

. W J In

Chap~er3.)

f(u)=CEoA n : however, wc

showed in the

previous results on the transformation of series that if u =

I*amxm
m=O

we can then write

where A,(y) = ~ , ( a , ( y ),..., am(y))and we do so now. We now have

so that
~ O ( Y > =~O:,(Y)

a,(y>= C,(Yl)

and for m 2 2

The y partial solution is similarly obtained, letting u =

Em b,(x) y" where

U=O

with B,(x) = ~ , ( b , ( x ,...,

) b,(x))where we have now used Bn instead of the
usual An only to distinguish it from the previous set of polynomials.
GENERAL INHOMOGENEOUS PARTIAL DIFFERENTIAL EQUATIONS:

Consider the linear case:

L,u+L,.u+Ru=

a,(y) = 51(y)
and for rn 2 2
m-t

@,

Now the nonlmear case:

5 , ( ~ ) +x ~ , ( Y )

and for m 2 2

where
and

The solution is
u=

a,,, = c f )
a1.n

- c(l)

Consider the example

C C a,,,

tmxn

The solution is
m

00

a,., = En

The algorithm has a duality property since we can calculate either the t partial
soiution as we have or the x partial solution. Let's take P = 1 to write

for the x partial solution. If we have a boundar!-value problem: ure use the
double decomposition technique for a few terms to get a good initial value.
Then rearrange and solve as an initial-value problem.
Sumrnanzinp, the t-coordinate partial solution-we might call it the temporal
format-is

with the

th approximant
b-i

,'m

u-i

while the spatial format of the solution (or x-coordinate partia! solution! is

with the v th approximant

2 (2am.Dtm)xn zan(t)xn
u-l

n=.l

m=O

n=O

Each sequence of coefficients in the two formats, i.e.. the %(a) and the aJt)
has its own radius of convergence, and moreover, the solution itself is unique.
As another example of a linear partial differential equation., consider

au
d'u
du
+a-+pu+y--6-=
dt2

dt

dx

;'u
OX-

x
m

,=a

&,.tm~"
,=o

a,FI, y , 6:E constant

We can now write the approximants

4m,

C$

a,., t'x"-

LINEARPARTIALD I F F E R E N T I A L EQUATIONWITH V A R I A B L E
COEFFICIENTS:

Using modified decomposition we write

LINEAR PARTIAL DIFFERENTIALEQUATIONIN T W O S P A T I A L

DIMENSIONS AND ONE TEMPORALDIMENSION:

The solution b!. nlodified decomposition is

=

C C C a,.,,

i r o n

t r Y

LINEARP A R T I A LDIFFERENTIAL
EQUATIONI N THREES P A T I A L
DIMENSIONS AND ONE TEMPORAL
DIMENSION:

3'~
-dt-

au

a~

a~

U - + ~ L I + ~ ~ + G - + ~ - dt
dx
y
dy

Solution by modified decomposition:

a~ azu
d2u d'u
du
-+ a - + f i ~ 1 + ~ - + 6 ~ + y r u ~=
dt2 atz

dt

dx

dx

C C a , . tmxn

u2 =
where the A,,

C C A,,

are our polynomials.

00

Z...E

m = ~n=d

Assuming constant coefficients, write

u=

eo

tmx"

tmxn

The approximants will be

For the solution by modified decomposition. we write

m

u=

oa

C 1 a,,,

ui=

zz

where the .A,,, are our polynormals

tmxn

A , , , tn'xn

APPLICATIONTO COUPLED PARTIALDIFFERENTI~AL

EQUATIONS:
Consider the coupled partial differential equations
d2u +---;+av=p(x,t)
d'u
-

ax'

dt;

with (uncoupled) boundary conditions**

v(x1, t) = I],(9

v(x, 0) = 0,
(x:)

We will use the spatial format, hence the initid conditions are not used in this
example. We assume a and y are constants and

Note that the case of coupled bounduy equations is solvable.

q1(t) =

qptn

Define

for the u solution and C ( t )+ D(t) + Jj(.)dxdx for the

solution OVe point

out also that we can use double decomposition and recast this as an initialvalue or temporal format problem to accelerate convergence.) We b,=
*om with

Now we can write the decompositions u =

approximants

xI=0

u, and v =

xI=(.

\.;

and the

The general decomposition components u, and v, are:

We have, of course.

The approximants must satisfy the boundary conditions; hence

which implies

Also

$2

Since

{ v ( x ~t)}
? =q20)

h+i{v(x2 .t)} == rl2(t)

@,+I{.)

=4 , { ~ > + ~ ,

cp,+l{vI= 4;i-b71+v*

we clearlj. have
u m ( x l , t ) =u,(x,,t)=

v ~ ( x ~ , v~m) (=x 2 , t ) =0

Summarizing,
uo(x~:t)= 51(t>

~ o ( x 2 . t )= 52(t)

vo("1.t) = TJl(t)

vo(x2,t) = 712(t)

and for m r 1: u,(x,,t)=u,(x2,t)= v , ( ~ ! . t ) = ~ , ( x ~ , t ) = oWrite

.

and

and

~ ' ~ ' (=tj)~ ( d 2 / d i 2 ) u (Ix, I .~ ) d xd,x ,

3
1

- / / ~ v ~ - , ( ~ ~ , d~x), d x ,

< j U ( t )= ~j(d'/r)t:/u, ( x , , i ) d x , d x ,
-J/@v,

, ( x 2 , ~ ) d- xdx.
.-

We can write

and

Consequently, we write the matrix equations

Thus, we find

Now we write the uo, vo components of u and v and th~c0,approximans for

uandv
u, = A,(t)+ x ~ , ( t ) +j/fl(x, t)dxdx
Substituting
m

we have

Similarly,
with

so that

We can now write u,,, vo in a convenient form as

where

and

Next: n 7 e c d c ~ l a t eu, and v, for the

oz{u) and

Let
A, ( t ) =

#,{\I}

~l"t'

approximmu

We cm now write
00

00

m=O n=iJ

where
=
9.n

ail)

(1)

am+~.n =-

and
(1)

b0.n

=~

1.n

( 1 )
n

(n + l)(n + 2)a@+, - nbr.'cL

(m- l)(m + 2)

- cil)
- n

Now we have the approximants

bj'! =

~ b "

4, {u} and 4, (v}

Now we write the general components u, and V, and the approximants

cp,*,{ul and #,*1{v)

- --

n=O

Substituting

m = O n=O

we have

and finally

where

Now the approxiinants $, {u) = $,{u} + ut and $,+,{v) = d t ( ~ ) v,.

n u, and
{v} = 1. V, and substitute
~f we write
{u} =
e=o

x(20

we can write

and we note that

and analogously

2'u
d'u
- + ----;-+ a u\. = P(x. t)

3 ~ -a t 6

with uncoupled boundary conditions***

v ( x 2 . t ) = q2(i)

In operator form
LU= P(x. I ) - ( d 2 / dt')u - a u v

***

We nokc that the case of coupled boundary conditions is also solvablc by the aecomposltion
merhod.

Operating with the inverse operator (an indefinite integral operator)

(a2/at 2 )-~L-I

= vo - L-I

uv

where
u, = A,(t)

+ x ~ , , ( t +) IJfl(x. t)dxdx

Let

This nonlinearity can be expressed in terms of the A, polynomials

where

We have changed the notation of the polynomials slighdy, i.e. to

it will not be confused with the integration constant A,(t).
The approximants are
{u} =
components u, and v, are given by:

Since

1
t=o

u, and

{v} =

A,,so that

zg0v, and the

the term u,-,-, v, can be written as

w h c h is substituted into the equations for the u, and v, components.

EXERCISE: Generalize the al_gorithmfor the A, polynomials to products

such as uM vi obsening t h a ~ u =

ELou,

and

EXERCISES:

1)

Show the solution of the anharmonic oscillator

with ~ ( 0=)co, ~ ' ( 0 =

) C, is given by

with

for m = 0 and for m > 0 by

where A?) =

xm z:=O
zzO
m-P)

u=O

a:-"

(PI.

a"

2) Generalize the algorithm for the An polynomials to products such as uMvM

observing that u =

uf and

DECOMPOSITION SOLUTIONS
FOR NEUMANN BOUNDARYCONDITIONS

For simplicity, consider a linear differential equation Lu + Ru = g where

L = d2/dx' (and R can involve no differentiations higher than first-order).
Assume conditions are given as

/
duldx I,=,>
duldx

=
,,

PI
= P2

The decomposiuon solution is u = @ t L-'g - L-'Ru where 0 satisfies

L@ = 0 and L.' is a pure two-fold integration (not involving constants). The
derivative du/dx or u' is given by

where La'= 0 and I is a single pure integration and is, of course, not equal to
the two-fold integration operator L-'. Returning now to the solution u, we have
by decomposition:

where we note the decomposition not only of u but also of Q . Other

decompositions are also sometimes useful. For example, when integrations
such as L-: Ru or of L - ' ~become difficult, R or g can be decomposed into
a convenient series so that the individual terms become simpler integrations.
Now u, = Q, +L-I& and

9
U, = Q, - L-'Ru,-,

(-L-'R)~Q,-,

=
n=0

so that

(-L-'R)'L-'~

D ~ c o h i ~ o s r r f oSOLLTIONS
iv
FOR NEUMANNBOUNDARYCONDITIONS

191

Differentiating u and noting that Ru can be written RI u', we have

We now solve the u' equation by decomposition just as we did for the u
equation:
m

C u:=Z

o.,+lg-mZ

m=O

m=O

00

u,

m=O

Hence,

C u.=C

00

O:+lg-mC

m=O

m=O

u;
m=O

u; = QI, +Ig
and for m 2 1.

um
' = O'm - IRI~

'm-~

(-IRI)"

a,-, + (-nu)"

I*

n=O

so that
m

u' =

(-IRI)'O,-,

+ (-nu)"

Ig j

m=O o=O

00

U'

{0'+ Ig}

=
m=O

We now need to determine O' to determine the constants of integration c, and

c, involved in a' or c,., and c,,, involved in @,,,. For simplicity and clarity
we let g = 0 and calculate the series for u. Beginning with Lu + Ru = 0,we
have

The series for duldx is

I+

u' = ( d l d x )
= C, -IRC,

C,

c,x - L-'R

C,

- L-'R

C,X

+ (L-'R)~c,+ (L-'R)~c,x- -.-

-IRC,X+IRZ~RC
+ I, F U ~ R C...
,X

Noting that Ic, = xc,

Rearranging and collecting terms, we have

u ' = w - ~ ~ w + ( ~ ) 2...=
~ u',
' - - u , ,+ u , + . . .
I

Thus
@' = C, - IRc,

@:

= C1.m

+%.lo

and we note that ( dldx )urn;t u; but

( dldx )urn=

u;

i.e., the decomposition is not unique. Thus, although dum/dx is not the same
as the corresponding derivative of the mth component of u, the infinite sums
are the same.
Returning to the computation of the solution in general and matching the
solution LO the given conditions,

DECOMPOS~TION
S~IL~TIONS
FOR NEUMANNBOUNDARY
COND~TIONS

Uo

= Co,,

uj = C,,,

193

+ XC,,, + L-Ig
- IRc,., i Ig

0; = u;
0;(bl = Ql
cp;(b?-)= P z
which determines c,, and c,,,. For g = 0, the mauix equation determining the
integration constants is*

Matching $;+,

to the conditions,

determines c,,

and c , , . Thus

If R is constant, for instance R = p, the equation for,,c and c, is

(a: :).(:::)=(;:I

where

P:.,

and

p ,,are determined from

represents the sum x:ou,.

where

Now the constants c..,, ,c,

are

determined for all m. Hence all the Ok and 0, are determined.

Upon rearranging terms

where

Q, =

EwQ n
r=O

We have shown a technique for linear operator equations for development of

an invertible rnatnx for the vector equation, which determines all constants of
integration. Thls method is readily extended to the nonlinear case and also to
partial diff:r:z:ii
ilqiizions.
Consider an example: let R = 1 and 2 = 0.(Then R I = I' = L-'.) We have
d%/dx2 - u = 0 . Substituting g = 0 and R = 1 in the previously derived
solution u. we have

We compute

u = C, cos x + C, sin x
u'

= -c,

sin x -+ c l cos x

DECOMPOSITION SOLUTIONS FOR

NEUMMN BOUNDARYCONDITIONS

195

Matching u' at the boundaries

Then

-c, sin b, + c, cos b, =p,

-c, sin bz + c, cos b, = p,

-sin b2 cos b2
which. for a non-zero determinant. determines co and C, and a unique solution
u = c9 cos x - c, sin x satisfying the given Neurnann conditions.

SUMMARY:
We have shown the solution for Neumann conditions of linear ordinary
differential equations. The procedure can be simplified considerably for linear
differential equations but is a general procedure for nonlinear differential and
partial differential equations for boundary-value problems. The procedure of
decomposition of the initial term, as well as of the solution, yields faster
convergence because when we have found an n-term approximant, the
resulting composite initial term uo incorporates more of the solution. and
hence we accelerate convergence.

INTEGRAL BOUNDARY CONDITIONS

We fmt consider an expository linear example:

d'u/dx2

+y u =0

n7ithconditions given as:

y.Dl, and D. are assumed constants here although they can be functions of x
with minor modifications to the procedure given. In decomposition format we
have Lu + Ru = 0 or L-'Lu = -L-]RU or

where 1; is a two-fold pure integration with resp- to x.

Since cc:- c, x is identified as u,: we have u: = -y l f u,, u,

= -yI;

u,, .. . .

Consequently, we write

Since the successive approximants q, represent u to increasing accuracy as m

increases, each cp, must satisfy the boundary conditions for m = 1, 2, ...
When m =I:
q , ( j l ) = u , ( t l ) = b!
401(<2)=u , ( t 2 ) = b2
or
C,+C,<~

C,

= bi

+ c , & = b2

thus the "rnatchinr coefficientq" c and c musi <allsf\

The j, and j, are distinct points, i.e., j, # j2,in a t.wo-point boundary

problem; hence
C, = (0,
-51 bz)/({2 - < I )

Next we determine cp, = cp, + u,. Since cp, (4,) = b, and cp,

(&I=

bz already7

and

Equivalently,

The next decomposition component is u,(x) = -y[c, x2l:2 + c, x3/3!] and we

form q, = cp, t u, which we match to the given conditions

Therefore to match the boundary conditions,

cg) + c\') g1 =
0

;1 ~ ~ ( c+fc?') x)dx + y[cf' 6: 12 + c/0)6: /3!]

r"

We have added the superscripts (1) to distinguish new values from the
previously calculated values of c, and c, on the right-hand side. The righthand sides of the two equations are symbolized as b:" and by'. Then

which is solvable as before for a new c, and c,. As m increases, cp,

approaches the u very closely so the error vanishes.

d2u/dx2+ y u = 0
with the conditions

p, u(x) dx

u(jl ) = b, +

We write Lu = d'u/dx2 and L-' = 1: where 1: is the two-fold indefinite

integration operator. Then

where u, = Q = c,

+ c,x and u,
-

= (-L-' R ) ~ Q
or

~ z ( - l )y ~m ~ ~ a ( cc o, x j

so that

Even thoush the sums are recognizable, write

where p, and 4 represent the sums. Next we can evaluate the constants
c, and c: at the boundary conditions. (We call them matching coefficients.)
Thus

INTEGRAL

BOUNDARY CONDITIONS

which we can write as

199

a,,c, + aI2
C, = b,
a:, c, + a, c, = b2

by defining

Forming the vector equation for the matchmg constants,

If the a matrix is not sin,dar ( a , , a,

- a,, g,* 0), then we can determine

its inverse

so that
Consequently

which we can write as

C,

= a , b l -a,,b*
a11b,

-a12a21
- a 2 1 bl

a
1I a
2
2

-a12a21

a
11 a
2
2

Cl

We have now computed

Where of course in this case,

p,(x) = cos (fix)

(8x1
p, (x) = sin -----

47

ANOTHER ALTERNATIVE:

Start with the exact integral boundary condition:

Let us decompose the equation and the conditions

n=O

hence

Then

Now we use our earlier notation [ I ] where 2, is a grouping parameter for

collecting terms. Thus

Substituting,

Equating like powers of I,,

then we set i = 1. Since each u,(x) has two undetermi~ledcoefficients, i.e.,

the c': and cj" , we notice that we have an algorithm to compute c r ' and cj"'
without explicit reference to them. However, the earlier way of writing
approxima~eboundary conditions qmpl(<l)
= b, +

C2Bp, in)dn is appealing

71

because tbs limit as m approaches infinity is explicitly the exact boundary

condition.

EXERCISE:Carry out the computations for the matching coefficients and

verify solutions.

REM..~RKS:
The single decomposition (where we carry ;dong the constants of
integration) is applicable to all linear ordinary differential equations for either
initial conditions or linear integral boundary conditions. (However, if the
boundary conditions are nonlinear, we need to use double decomposition. If
we try to use single decomposition with nonlinear integral boundary
conditions, we must solve for the matching coefficients c, and c, as roots of
algebraic or transcendental equations, then find which roots are correct. It will
be more simple to use double decomposition in such cases.) We will now use
double decompostion for the case already considered by sin,ole decomposition.
USING

so that

DOUBLEDECOMPOSITION:

We have previously shown for boundary-value problems by application of

staggered summation (see Appendix II) that

Substituting into the equation,

we have

);2
x3 d
);5
y' '.lo' u- = c'Z'
0 + XC/2J - y '.l'!-- ~ C j ' ) y'c,
~ i '0)
- l+
2:
3.
4!
5!

where

n=il

and
= (-y)n

U,"-n'

{Cf-'jX'n/(2n)! + C/.-n) X2n7'/(?n+ I)!

A convenient rearran_eement by staggered summation results in

m=O

since
m

We now form the approximants to the solution u

and form the approximate boundary conditions. For m = :L,

q,(5,)= b, and

cpI(t2

) = b2

and for m > 1,

qm+,(&)
= b, + Ji'4
51

(noting that lim q,+, = lim

m4-

cp, = u

and that the approximate boundary

m-b-

conditions become the exact boundary conditions in the limit).

Wehave q , = u o = c ~ ) + x c ~Since
).
p,(<,)=b,and~,(~,)=b2,w
have
e
uo(5,) = b , and uo(t1)=b2

Since q1(5,) = bl and P,( 5 2 ) = b, then

Since

then

~ ~ ( =5 j:"~,
,"!) u l ( x ) d x
U2(<?)=

j'p,~,()od~
;I

Urn

= cF'

- y 1,

( P r n + ~= Y m + Urn

j::pl ( ~ , ( x ) d x
.&
b, -q<,vrn(x)dx

( P ~ + , ( c ) =b, +

cp.,-,(<:)=

Since q, = (P,_,

- urn_,

21

Pl

Now using

uo = c r ) + xcfO)
u, = cp)+ xcfm)- y ~ 'urn-,
,

m 2I

Thus

We can now write

C(0) +
0

4:I C(0)
= biO)
1

Cb') + 4I

+ kc:)

= b(l)
I

= bt)

For computational convenience, we defme by) = b, and br' = b,. For m = 0

Now we can write form 2 0

c1 = b!")
cp)+ c, cfm)= b y )
co( m ) +

c;m)

--

which are a set of simultaneous equations for the matching coefficients

c p ) and cjm).Equivalently,

If j, and

<: are distinct as they must be for two-point b o u n d q conditions,

so that the solution is determined.

ACCELERATIOK
OF CONVERGENCE:
We can accelerate convergence while minimizing further matching coefficients by now uansposing from the boundary-value format, denoted by B.V..
to an initial-value format denoted by 1.V. The procedure is to firsr compute a
current best estimate of u;''.' (the first term of the decomposition series in initial-value formulation)

then compute

utv

for m 2 1 :

For a reasonable approximation to u','.".' we have

where

vn+,[u:.'

] = Z:=O
):u

= ~1'").Substituting,

where
Consequently,

The limits of the series for the boundary-value solution and the initial-value
solution are the same, i.e.,
--u = u (B.V.) - u (I.V.)

which we can symbolize by the algorithmic form

Then in the double limit

=c, c o s f i x + c ,

sin f i x

fi

which satisfies the original linear ordinary differential equation

d'u/dx2 + y u = 0 as well as the original linear integral two-point boundary
conditions.

M A T C H I N G C OEFFICIENTS FOR
CONDITIONS:
For linear equations, we wrote h+,
=

N ONLINEAR

INT EG R AL

11,uD as an (rn + 1)-term approxi-

mation to u, i.e., for a sufficiently high value of m?

qm+I
[u] = u or lim cp,,, [u] = u
m--

(We note that in practice m does not need to be l a r ~ e . For

) a nonlinear function of the solution such as h(u), w e expand in the A,: thus

which we can a-rite simp]); as

h!u)

= qK-_:
[h(u)]

EmA
n=G

if the contcxt is clear. Thus

or h(u) = lim q,+,[h(u)]. The exact boundary conditions

m-+-

are
u(c,) = b,

+jFt2
~,h,(~)d~
51

The approximate boundary conditions are:

which yield the exact boundary conditions in the limit. For m = 1 we have

The coefficients c?', cjm' are now calculable by decomposition of u and h(u),
whlch means that nonlinear integral boundary conditions can also be dealt with
ana10,oously to linear integral boundary conditions.

SUGGESTIONS
FOR RESEARCH:
1 ) Linear equation, linear integral boundary conditions:
constants or functions of x)

(P, and P,

2) Linear equation, nonlinear integral boundary conditions

3) Nonlinear equation, linear integral boundary conditio~is

4) Nonlinear equation, nonlinear integral boundary conditions

U(X= 6)= bl +

jil6 PI(Io h1(u(x))dx

U(X= R ) = b2 +

I.

GI

&(x) h,(u(x))dn

can be

5 ) Linear (two-dimensional) partial differential equation, linear contourintegal boundary conditions. Note that C(x,y) = 0 implies x = {(y)

6) Linear (three - dimensional) partial differential equation, linear surfaceintegral boundary conditions. S(x,y,z,) implies x = { (y,z)

REFERENCE
13

G . Adorman. Xorllinear Stochar~icOperaor Equaions. Academic Press !19863.

SUGGESTED
READING
1) G. Adomian and R. Rach, Analytic Solution of Nonlinear Boundary-value Problems in
Several Dimensions. J. Math. Anal. Applic., 174. ( 1 18-137)(1993).
2) G. Adomian. Partial Differential Equations with Lnrepral Boundary Cond~tions.C o n ~ r .
Math. Applic.. 9. (19833.

CONDITIONSAT INFINITY

BOUNDARY

Solutions of problems with boundary conditions involving a limit at infinity

can be difficult. To build some intuition, we will begin with a simple example
modelled by a linear differential equation. Consider the function
~
We obviously have u(0) = 1 and u(-) = 0. By the
u = e-' = m = (-x)"/rn!.
latter, we clearly mean that lirn u(x) = 0. This function satisfies the differential

1-

x +-

equation d2u/dx' - u = 0 . Letting L denote d2idx', we have Lu-u = 0 which

is in our standard format Lu + Ru = 0 with R =- 1. With L-' defined as a
two-fold indefinite integration operator, we have L-'LU = L-'u so that
u = C, + C, x + L-'u. (Since we are dealing with a linear. ordinary differential
equation, double decomposition is unnecessary.) We identify

The resulting solution

is u =
v

Emu,
m=O

or

u = C, cosh x + C, sinh x
Even from the first-order approximation rp, = u,, it is clear that C, = 1 since
u (0) = 1. We also have the condition u(-) = 0 which might make us jump to
the conclusion that C1 = 0. However, we would soon see that we do not then
get a verifiable solution. Since u must approach zero as x -+ m, we have
lim [cosh x + C, sinh x] = 0

x+-

so that
C,

or

lim sinh x = - lirn cosh x

x+-

X --+-

lirn cosh x

c1= - x+-

lirn sinh x
X -+-

= - lim coth x = -1
~ 4 -

and we see that u =cosh x - sinh x . Substitution of the exponential forms

shows that indeed u = e-' which we started with. Equivalently, since

..

cosh x = zxh/(2rn)!
m=O

sinh x = C x h " /(2m

+ l)!

m=O

we have
u = (I-x:/2!+x3/4! - ...)-( a +x3/3!+x5/j!-...)

It is instructive to write
C, = - lim &,(x)/(,(x)
X 4-

=- lim y (x)
+-

where

& = cosh x
slnh x
y(x) = coth x

.:' =

1x1 <
1x1<
1x1 < n for the series representing coth x
00

EXERCISE: Write the series for coth x. Using the Pad6 transform, show that
the limit. as x + -, is 1. (See Appendix I.) For problems in which the de-

composition series is not recognized as we did above, we complete the division, e.g.,

then determine the Iimit with the Pad6 approximant.

EXERCISE:Consider the equation d 2 u/dx2 - p(x)u = 0 with ufO) = 1 and

u(+-) = O and verify the solution.

EXAMPLE:Consider a generic second-order linear homogeneous differential

equation with boundary conditions specified at dimity

Let R = a d/dx + ,8
m

lim u(x) = 0

x+-

,:x

we have u =

urn with uo= Co + C,x. Then

which we will write

= &(x>+C,~I(X>
Since lirn u(x) = 0 we have
x+-

%e series for y(x) will usually have a finite radius of convergence. Therefore,
in order to evaluate the limit at + to compute C,, we must transform the series for y(x) or a truncated series approximating y (x) to a representation suitable at infinity. T h e Pad6 approximant is useful here. Write
2
Y(X)= Yo i y,x + y2x + ... and calculate T(x) where T(x) is the Pad6 approximant of y(x). (See Appendix I.) Then C, = - lim T(x).
x-+-

CONDITIONS
AT INFINITY:
Consider d2u/dx2- u = 0 with given conditions u(0) = 1 and u(+ m ) = 0
using the modified decomposition. In some cases. it is possible that the resultMODIFIED DECOMPOSITION AND

ing recurrence relation could provide insight and illuminate the matching of the
solution to the condition at infinity. A finite decomposition approximant such

Z,=,U,

as W =
with a finite radius of conrersence might be transformed
into a finite fraction which is accurate for large x to obtain the limit at infinity.
Of course. other techniques may be applicable such as Euler transforms, anal g i c continuation, etc. If we reco_mizewell-knnun functions as in our first example. h c additional step will be eliminated.

SOLUTION:L'Lu = L'u where L-I(.) = C,

- C,x - I:(.)

We have u = C, i C , x ~ l j uwhere we let u =

so t h a ~we have recurrence relations lor the coefilcients:

where

m=C

a,rm instead of

so that

We can now write a,

= C,/(2m)! and, , ,a

= C1/(2m

- I)! so the solution

can be written as
--

u=

{ ~ , a ~ / ( ? r n ) !c,x""/
+
(2m t I)!

m=O

At this point, we recognize the summations; but let us assume that we do not
see that these are series representations of the hyperbolic trigonometric
functions or know their limit values at infinity, and must proceed in a way
which is usable when the series are not recognized. Evaluation at the zero
boundary u(0) = 1 requires Co = 1. To evaluate at the second boundary gives

lim u(x) = 0 or

x+-

hence

xh/(2m)!

m=O

+ C, lim
X+"

xa+'/(?m
m=O

+ I)! = 0

EXERCISE:Verify this series. It can also be written

where the B, are the Bernoulli numbers* . We list, for convenience of the
reader,
B, = 116
B6 = 69112730
B;= 1/30
B7 = 716
B3= 1/42
Bg = 36171510
B,= 1/30
Bg = 43,8671698
B5= 5/66
B l o = 174,611/330
The radius of convergence of this series is x: Thus to evaluate

we need to transform the series, or at least. transform the truncated series to a

representation whch will be valid as x + + m.

EXERCISE:Show, using Pad6 approximants, that the limit of

is 1 as x 4 m . (Hint: Ignore the l / x which obviously does not contribute.)

Write the Pad6 approximant [2/2] and since C1 is equal to the negative of this
limit, show that C, is equal to - 1. Hence

" H. B. Dwigh!. Table of Integrals and Other Mathematical Data, 4th ed.. MacMilian and
C:o..

N.Y. (1961 I .

- { x + x 3 / 3 ! + x ' / 5 ! + . . - ] = I - x + x 2 2 ! - x 3 / 3 ! + - . . = x (-1)"

xm/(m)!

==.I

Thus the solution is computed. Of course, it is the exponential function and it

is easily verified by substitution.
We observe that it may be necessary to transform h e soiution series to a
representation for which we can easily determine the limit as x + m. A useful
technique is that of Pad6 approximants which allows us to evaluate the
matching coefficients C, and C1, i.e., the "constants of integration,"
(particulariy the condition at infinity). Of course, since we do recognize the
functions we can use the fact that the limit as x + m of coth x = 1 and that the
limit of e-" is zero. But in general, the functions are n~otwell-known nor will
we know a priori their limits at infinity.

EXAMPLE:Consider the case dh/dxZ-p(x)u = 0 with ~ ( 0 =

) 1 and lim

x +-

U(X)= 0. Let p (x) =

ELopm xm. ~ r i t eLU = {I-

d'/dx2. Operating on both sides with

Therefore

im=O

L1=

I/(-)dx dx,

and for m 2 2

so that
a, = p, a,/l - 2
a, =(po a, + PI ad12 . 3
a, = (p, a, + PI a, + ~2 a0113 - 4
a, =(p, a, + p, a2 + p2 a, + P3

Consequently
a,

= C,

a i = C,
a, =p, C,/2!
a; = p, C, /3!+p, C0/3!
a _ = CO/4!+p,C, 13.4 + p, C 0 / 3. 4
a, = pi C, /5! p, p, C0/5!

+ p l p p C o / 2 . 4 ~ 5 + p 2 C , / 4 . 5p,Co/4.5
+
Thus,

Since u(0) = 1, Co= 1. TOevaluate C1 we write

C,= - lim

(I - p,x2/2!p~x'/4!+ .-}4!+
7

- a -

x+-{x+p,x3/3!+2p,x4/4!+ p i x /5!

+--.I

which is the same as our earlier result if p ,= 1, p = p2 = 0.Of course, if

00

P=

Crndp,xm

we must include the neglected terms of p in the ratio for C,.

219

~OIJNDARYCONDITIONS AT INFINITY

EXAMPLE: Linear Tlurd-order Equation: The function u = e'" satisfies the

equation d3u/dx3+ u = 0 with conditions u(0) = 1, u(m) = 0, and u'(.o) = 0.
Let us investigate how to determine this solution if only the equation and
conditions are known. L = d3/dx3and L-I is now a three-fold integration.
From Lu = - u and L-' Lu = - L-' u,
m

where
u, = C,

Since u =

+ C,x + c2x2/2

zw urn,we
m=O

write

with

C=

(-1)" x3"/(3rn

+ l)!

m=O

m=O

Thus we have

Since q,= u, must satisfy u(0) = 1, we know Co = 1 so that

Since u and u' must approach zero in the limit as x + w , we have

Solving for the C1. C2 and writing D = 5,t;- t,'j,,

--

Symbolizing this as C, = - lim p(x) and C: = - lim a ( x ) , we can obtain

X 4-

Pad6 approximants of p and a to get the limits.

EXERCISE: Show that C, =- 1 and C,= 1 so that u = e-".
EXAMPLE: N o n h e a r 3rd-order equation-As
Blasius equation of b o u n d q layer theory:

an example we consider the

or in our format Lu + Nu = 0 with L = d3/dx3,NU = (1/2)uuN, L-I defmed as a

triple integration and the A, calculated for (1/2)uu". Applying decomposition,

n=O

and

The given conditions are u(0) = 0, u'(0) = 0, and u' + 1

two conditions require a = p = 0 so that

-+
u

m.

The first

BOUNDARY C O N D ~ O AT
N SI N F I N ~ Y

ZZ I

Thus,
u = x2/2- (y'/2)(x5/5!) + 11(y3/4)(xs/8!)- 375(y1/8)(x"/1 1!)

which is the Blasius series! Now,

We note that u"(0) = y and we have the remaining condition

u'(x) + 1 as x -+
for the evaluation of y .
Since the u'(x) series lacks the fust term in
x = z + 5 with

Em c, x'.
n=O

we translate, using

5 taken as 112, so that the series for each new coefficient will

xzo

converge very rapidly. We then have a numerically equal series

bnzn
with non-zero b,,b,,b,, ... and can fmd the limit of the series. (See Appendix
I.) Since this involves y and we have u'(-) = 1, we can evaluate y directly
without use of numerical methods such as shooting
techniques.

EXERCISE:
Carry out the evaluation and verify the solution u(x). Transform
f(x) = n=O cnx' where c, = 0, (using z = x - j with 6< 1 and within the

zw

radius of convergence) to

zm
n=O

bn zn with b, t 0. If the Blasius problem is

given as an initial-value problem, we have um+uu" = 0 with

u(0) = u'(0) = 0 and u"(0) = 1. [ 11 The given condif om are u(0) = u'(0) = 0
and u"(0) = 1. The first two conditions require a = f l = 0 so that

A four-term approximant 9 4 =

Now,

EL.,urn is given by

u'f = y - y2X3/3!+.-.

We have the remaining condition u" = 1 which gives us y = 1.

EXERCISE:Substitute the resulting solution, carrying terms through xS to

see that the differential equation and given conditions are satisfied.
EXAMPLE:Consider the nonlinear 3rd-order equation

for 0 < u < m and given conditions u(0) = 0, u'(0) = p, and u'(m) = y . We let
L = d 3 /dx3, L-' is defined as a 3-fold integration. and aye write

ELOA.{uu")

for the first nonlinear term and

EmA" {(u')'} for the secn =O

ond. By decomposition,

En-'

We can now form an n-term approximant p, = m = O u, which converges to

u as n approaches. Because of the condition on u(O), we have 5 = 0 and
because of the condition uf(0) = P we have q = P . Evaluating the A, for
n=O

A,{uun) = ( f i x + a x 2 / 2- m3/3!)(a
- ax)
A,{u'u') =

Hence.

(p+ a x - m2/3!)"

U,

= rn~.'{(/?xt a x 2 / 2 - a x 3 / 3 ! ) ( o - a x ) }

+L.'{P+ o x - m2/2!}

EXERCISE:Determine the Pad6 limit and use it to evaluate the remaining

unknown constant o.Verify the solution for u.

EXERCISE:Consider the solution of u"'

sition". Let u

=Em amxm and

m = ~

+ u = 0 using "modified decompo-

Lu=-u

with L = d3/dx3. Since

u, = C, + C,x + C,x2/2 (where Co,C, C, are determined from the specified

conditions), show
a, = C,

a, = C,

-am

am+3 = (m+ l)(m+2)(m+3)

for m = 0,1,2,... .
EXERCISE: Show that the solution is

E X E R C I S E : Using the same conditions as previously used for the

decomposition method, i.e., u(0) = 1, u(m) = up(-) = 0, show IJ = e-".

1.

SUGGESTED READING
R. E. Meyer. Inrroducrion ro Mathematical Fluid Dynamics, Wiley-Interscience
(1971).

CHAPTER 10

Integral equations of Volterra type arise quite naturally in physical

applications modelled by initial-value problems. Consider the linear Volterra
equation of the second kind. (Fredholm equations of the second kind which
are associated with boundary value problems for a finite interval [a,b], are
similar except that the upper limit is b.)

with a 6 x, y 5 b. and let 2, = 1. Using decomposition 9 =

xn=O

p, (x), we

identi@ q, = f(x j assuming f(x) 0, then

and write rp =

p=

xm
o=O

p, as the solution, or with an rn-term approximant

Em-'
q,. In some cases, exact solutions are determinable. Consider an
n=O

example:

Kfx. y) = ly
f(x) = x

- xi

Then

Thus the two-term approximant is

or cp = sin x as is easily verified either by calculating more terms or by

substitution.
Several illuminating further examples on convergence appear in [ I I.
1 ) Consider the equation
224

The sequence

The partial sums are

S, = 1.000
S, = 1.333
S, = 1.449

S, = 1.48 1
S, = 1.493
and the lim S, = 1.5. Then the solution of the problem is:
n+-

2) Consider the nonlinear integral equation

We get

u0(x) = 0.75~+ 0.20

The approximant to the solution with three terms is:

which is \.en near to the exact solution which is x.

3) Consider a nonlinear biological problem: Find a real function u defined
on R by

U(X) 0.25xjd K(x, t) g(u(t))dt = 1

with I:(>;$
= l/x+t and g(u) = liu. The solution by decomposition is:
U(X)= 0 . 2 5 ~(log (X+ 1) - log

X)

a three-term approximant results in

Of course, we can improve the approximation with more terms until the desired accuracy is achieved.

IMEG?>L

EQUATIONS

227

4) Find a real h c t i o n u satisfyng the integral equation:

where i is a real parameter, A E [0,1]. With a five-term approximation,

decomposition gives the following results:

Assuming a value of

A = 1/10, [ I ] show an error of 9.7 x loJ

REFERENCE
1.

Y. Chermault, G. Saccomandi, and B. Some. New Results for the Convergence of

Adomian's Method Applied to Integral Equations. Math. Comput. Modelling, 16, ( 8 5 93) (1992).

SUGGESTEDREADING
1. G. Xdomian, Nonlinear Stochastic Operaor Equations, Academic Press, New York
(1986).
2. B. .%me, Some Recent Numerical Methods for Solving Hammerstein's Integral
Equaions, Math. Comput. Modelling, to appear.
3. B. Some. A New Computational Method for Solving Integral Equations, submitted for
publidon.

NONLINEAR OSCILLATIONS IN PHYSICAL

SYSTEMS

Nonlinear oscillating systems are generally analyzed by approximation methods which involve some sort of linearization. These replace an actual nonlinear
system with a so-called "equivalent" linear system and employ averaging
which is not generally valid. While the linearizations commonly used are
adequate in some cases, they may be grossly inadequate in others since
essentially new phenomena can occur in nonlinear systems which cannot occur
in linear systems. Thus, correct solution of a nonlinear system is much more
significant a matter than simply getting more accuracy when we solve the
nonlinear system rather than a linearized approximation. If we want to know
how a physical system behaves, it is essential to retain the nonlinearity for
complete understanding of behavior despite the convenience of linearity and
superposition. Physical problems are nonlinear: linearity is a special case just
as a deterministic system is a special case of a stochastic system. In a linear
system. cause and effect are proportional. Such a linear relation somPt'imes
occurs but is the exception rather than the rule. The general case is nonlinear
and may be stochastic as well. In such cases. it is natural to make limiting
assumptions-which is not always justified. Using decomposition. these
become unnecessary even for the strongly nonlinear case and the case of
stochastic (large fluctuation) behavior, as well as in the cases where
perturbation would be applicable or in the linear and/or deterministic limits.
"Smallness" assumptions, linearized models, or assumption of sometimes
physically unrealistic processes may result, of course, in mathematical
simplicity but again may not be justified in all circumstances.
Here we are concerned with the study of vibrations, or equivalently with
oscillatory motion and the associated forces. Vibrations can occur in any
mechanical system having mass and elasticity. Consequently, they can occur in
structures and machines of all kinds. In proposed large space structures
containing men and machines, such vibrations will result in difficult and
crucial control problems and also lifetime or duration considerations, since
vibrations can lead to eventual failure.
Oscillations can be regular and periodic, or they can be random as in an
earthquake. Randomness leads to stochastic differential equations. In

deterministic systems-the special case where randomness vanishes-the

equations modelling the phenomena or system provide instantaneous values
for any time. When random functions are involved, the instantaneous values
ate unpredictable and it is necessary to resort to a statistical description. Such
random functions of time, or stochastic processes occur in problems, for
example, such as pressure gusts encountered by aircraft, jet engine noise, or
ground motion in earthquakes so that F may be a nonlinear stochastic operator
"
in the most general case.* In such cases, we write

where the script letters indicate stochasticity. Still more generally, Nu may be a
function of u, u', ... as well, but this causes no difficulty. In any case Nu and
?& can be written in terms of the A,. Although convergence of the decomposition series for y will be most rapid when we invert the entire linear deterministic operator, computation of the integrals will, of c o m e , be more difficult
also since we will not then have simple Green's functions. We will let L
denote the highest-order linear differential operator.
In an oscillator we have generally an external force or driving term x(t), a
restoring force f(u) dependent on the displacement u, and a damping force,
since energy is always dissipated in friction or resistance to motion. Usually
this is dependent on velocity and we will write it as g(u':).
If we have a free oscillating mass m on a s p ~ with
g no damping, we can
write mu" + ku = 0 if the spring obeys Hookes' Law, i.e., assuming displacement proportional to force. Of course no spring really behaves this way.
Often the force needed for a given compression is not the same as for an extension of the same amount. Such asymmetry is represented by a quadratic
force, or force proportional to u' rather than u. We may have a symmetric
behavior but proportionality to u3. Then the solution is not the harmonic solution which one gets for the model equation mu"+ ku = 0 though it is still a
periodic solution. The damping force gfu') may be u" where c is constant, or
it may be more complicated such as g(u',u'2) so it depends on $as well as v.
By usual methods, analytic solutions then become impossible.

* When the highest derivative appears in

exist [I].

a nonlinear term. multiple solutions or branches

Suppose we write -f(u) for the restoring force, -h(u') for the damping
force, and represent the driving force with g; the resulting equation will be
u" + f(u)+ h(u') = g . Suppose the restoring force is represented by an odd
function so that f(u) = -f(-u). We have this in most applications; it means
simply that if we reverse the displacement then the restoring force reverses its
direction. A pendulum, for example, behaves this way. We might take the first
two terms of the power series for f(u) and write f(u) = cru + p u3. Then we
have u" + au + Pu3 = g. If we have damping also, we have

assuming the damping force is -cyf. ( T h ~ sis Duffing's equation [2].)

The simple case of the harmonic oscillator mu"+ ku = g , or the case
avoiding the assumption of limited motion, has been discussed completely in
[3], and we will consider more realistic cases here with damping and
nonlinearity. We might note, however. that if instead of sin u = u, we go a step
further and write sin u = u - u3/3! we get the Duffing equation with E as a
small parameter. i.e., a perturbation result. It is clear then that we may well
have other nonlinearities than u3. which we consider in the following sections.
The Duffing oscillator In a random force field modelled by
u" + cr u' i p u y u3 = g(t) can be analyzed without limiting the force g(t) to
a white noise and allowing a,P,y to be stochastic processes as well. The
same appiies to the Van der Pol oscillator modelled by
U" i
b'u' - $' u = g(t). These equations are in our standard form Fu = g(t)
which can be solved by the decomposition method [2-51. If the equation is
linear and deterministic, we have simply Lu = g or Lu iRu = g.

THE DUFFINGAND VAN DER POL OSCILLATOREQUATIONSA N D

REAL-LIFEPHYSICAL
PHENOMENA:
Suppose we make measurements in the laboratory and observe a function
f(u) in a "Duffing" experiment and find an odd function
f(u) = b c u - b,u3 + b2u5+ ... or f(u) = n=O h,u2"" as shown in Figure I
00

NONLINEAROSCILLATIONS IN PHYSICALSYSTEMS

23 I

Figure 1

or, on the other hand, we observe a measurement in a "Van der Pol"

experiment which yields an even function f(u) = b, i..b,u' bzui + ... o r
f(u) =

Zzobnuz"as in Figure 2.

Figure 2

In the Duffmg case our nonlinear oscillator equation is

and if we retain only the first term of the summation,

Thus equation (1) subsumes the Duffing equation.

Similarly, we can consider an oscillator equation with^ nonlinear damping
subsuming the Van der Pol oscillator equation:

u"

+ {b, + b,u2 + b2u4+ ---}uf+ p u = g(t)

If we retain only the summation to n = 1, we have the Van der Pol equation

with u(0) = c, and u'(0) = c,. We see that these equations, as commonly
used, are simply fmt-order perturbations of the real physical models.
Mathematics has progressed considerably using linearity and linear operator
theory. Konlinear differential equations derived for physical phenomena, e.g.,
in electronic devices, have utilized perturbation theory or hearization of actual
behavior. This is so pervasive in the uaining and acceptance of what is
possible that models of physical phenomena may be oversimplified under the
assumption that considering the true behavior will represent serious dificulties
in the analysis. It is hoped that the decomposition method may contribute to the
development of more sophisticated models and result in physicall\. realistic
solutions to frontier problems.

D I F F E R E ~ T I A EQUATIONS
L
WITH EMPIRICALNONLINEARITIES:
Nonlinearities which are specified only through experimental measurements
then require curve-fitting techniques yielding series representations. We will
consider a generic anharmonic oscillator (subsuming the cases of Duffin: and
Van der Pol oscillators [2])

with u(0) = c,,

~ ' ( 0 =) c,, g(t) =

x:,

g , , t b i t h a ( u , u t ) and

Piu)

assumed to be given as empirical graphs (i.e., as a plotted surface for a and a

plotted contour for P ) . The curve-fitting procedures result in:
DJ

a ( u , u t )=

C C a,,, umu"

Then the equation

u"

+ a(u, u') + P(u) = g(t)

becomes

Using the decomposition and the polynomials A,{f(u,v)}, discussed in

Chapter 3, and the customary A,[f(u)] which we will now call B,, we can
write

a(u, u') =

z
xx
x c 2 -2
00

-am,,
umu'"

A[a(u, u')] =

m=O n=O

p=O

am,.

~ ~ [ u - ] A.[u'~]

where the A,, Bnare now specified. We can now use the decomposition
method to write

Lu = g(t) - P(u) - a(u,ut)

where L = d 2 / dt2 and L-I is the two-fold integration from 0 to t. Operating
with L-' , and substituting

- L-'P(u) - L-' a(u, u')

u, = C, + C,t + L-'g(t)
urn+,= -L-IB,
- L-'A,
u = u,

we can -te

u=

xlo

urnand h e approximant

(m 2 o)

qrn[ u] = #D =

Now if we approximate the input function g(t) =

xm
n=O

zJ

un.

gntn by the mth

order approximant

then we can compute the corresponding mth order simulant to the solution
a,[u] or a, wtuch satisfies the equation

Thus the simulant to the solution amis the result when qrn[g] is used for the
input.
To summarize for a given pre-set precision, we need only approximate the
input and the nonlinearities to compute a convergent sequence of solution
simulants which approach the solution more and more closely as the series for
the approximants are carried farther. Obviously: the techniques discussed can
be valuable in solid-state or vacuum tube electronics and device simulation.
The outcome should be useful in getting realistic models. The Van der Pol
equation. for example, is assumed to have the u'u2 nonlinearity and we have
used a(u,u'). By using the "best" empirical noniinearity, we are in a better
position to refine the model.
Professor S.N. Venkatarangan (Indian Institute af Technology at Madras)
and his students have prepared several papers and dissertations nearing
publication using the decomposition concept. Ln [6] he finds a closed form

solution for a (particular) Duffmg equation by applying a 1-aplace transform to

the decomposition series, then converting the transformed series into a
meromorphlc function by forming its Pad6 approximant and finally doing the
inversion. The technique was also applied to the Van der Pol equation and the
Rayleigh equation.
Professors F. Jin-Quing and Y. Wei-Guang (China Institute of Atomic
Energy ) have deveioped computer programs using the decomposition method
to study accuracy of the solution of the Duffing equation and for the first time
to study chaotic behavior [7]. The error is only 0.0001% in four terms, which
corresponds closely to our results.

REFERENCES
1.
2.
3.
4.

5.

6.
7.

G. Xdomian and R. Rach. Purely Nonlinear Equations. Comp. and .Mafh. with Applic..
20, (1-3) (1990).
G. Xdomian. Decomposition Solution for Duffing and Van der POI Oscillators. Math.
and Mafh. Sc., 9 , (731-32) (1986).
G. Adomian, R. Rach. R. Meyers. An Efficient Methodology for the Physical
Sciences. Kybernetes, 20, (1991).
G. Xdomian, Nonlinear Stochastic Operator Equations, Academic Press (1986).
G. Adomian, A Review of the Decomposition Method, Comp. and iMarh. wirh Applic..
21. (101-127) (1991).
S. N. Venkatarangan and K. Rajalakshmi. A Modification of Adomian's Solution for
Nonlinear Oscillatory Systems, submitted for publication.
F. Jin-Quing and Y. Wei-Guang, Adomian's Decomposition Method for the Solutions
of the Generalized Duffmg Equation and of Its Coupled Systems, PTOC.of the 1992 Int.
Workrhops on Mathematics Mechanization, China Inst. of Atomic Energy.

1. V.S. Pugachev and I.N.Sinitsyn, Stochastic D~rerentialSysrerns, John Wiley and Sons
(1987).
2. A.M. Yaglom, Stationary Random Functions. R.A. Silverman, trans. and ed., PrenticeHall (1962).
3. V.S. Pugachev, Theory of Random Functiom. Addison-Wesley (1965).
4. A. Blanc-Lapierre and R. Fortet. Theory of Random Functions, J. Gani, transl., Gordon
and Breach (1967).
5. J. Hale, Oscillations in Nonlinear Systems, McGraw-Hill (1963).
6. A. Blaquikre, Nonlinear System Analyses. Academic (1 966).

SOLUTIONOF THE DUFFING EQUATION

THE DUFFINGEQUATION:

Consider the Duffing equation with variable excitation and constant

coefficients a,P, y
u " + a u ' + p u + y u 3 = 6(t)
u'(0) = c,
u(0) = c,
&t) will be written as a series 6(t) =

EmbDtD.Let
n=O

L = d2/dt'. Then L-'

will be the two-fold integration from 0 to t.

Lu=6(t)-au'-pu-

yu3

Operating with L-' .

Replace u b )

Zm,u,
D =,.,

and the nonlinearity L'? by

XIoAn We ha:fc
.

(A, through A,, are listed in Chapter 3 for reference.) A convenient algorithm which also gives us the correct result for t h ~ sspecific case is

We identify

SOLUTION OF THE

237

DUFF~NG
EQUATION

rn-l

The solution is the convergent series ~ ~ , and

u , rpm = xa=,u, is the
approxirnant to the soiution.
Although our definition of L as only the highest-ordered derivative rather
than the entire linear operator avoids difficult Green's functions, we still have
integrations of the function 6 (t) and the 4.If 6 (t) is a function such as
sin o t, the nonlinearity results in a third power of sin o t , and we see that a
proliferation of terms and computations can occur. (see page 254). We
observe, however, that we don't calculate u but a rapidly converging
approximant rp,. Since this is the case, we need not use 6(t) but an
approximant of its series, or, pa[6] =

Y''6,tD.The corresponding solution

n-0

is called the simulant am[u].It satisfies, in this problem, the equation

[6] = Zm-'6,
t" . Of course, m+lim qm[,16]
= S(t) and lim om
[u] = u.
with om
a=O
m-

Consider an example with a = p = y = 1 and 6(t) = e' sin x + e-3' sin3x.

Solution by decomposition will converge to u = e-'sinx. But we choose to
approximate e" by the terms up to but not including the cubic, so
e-' = 1- t +(t2/2). For sin x we write x. Now g = x- xt + (xt2/2) and
~ - ' g = x t ~ since
/ 2 we are dropping cubic terms and beyond. Hence,
uo = sin x - tsin x + L-'g = x - xt + (xt2/2)
u, = o

so we have

for our "solution" or simulant for our approximant of 6 which, of course, is

e-'sin x to the same approximation as used for the sinusoidal and exponential
functions. If a, is the mth order simulant, q,,[u] = q,[a,].

%[a,

If we carry more terms for

we can identify correspondingly more
terms of o,[u] or, in the limit, u = e-'sinx. As soon as we recognize, or
think are recognize, a known series, we can verify whether the equation and
conditions are satisfied.
If we do not recognize the series, we can verify that computation of more
terms, either for the actual solution u with the excitation 6, or for a,ful with
for the
the excitation (o,[6), yields results which have converged s~~fficiently
decimal places of interest, remembering that we are interested in physical
problems. We can plot results for p, [u], or a, [u], for m = 1,2,3,...N to
show the convergence and establish a solution approximant to a sufficient
accuracy.
We note that for a specified mth order approximant of the excitation 6, we
obtain th2 mtli order simulant a, of the solution. If we approximate to, and
including. cubic terms, we get

i.e., to the sarnc approximation with u, = u, =.-.=0, we have u = e-'sinx.

If one chooses to use the function 6 rather than qD[6J,
and the result is not a
known series. one doesn't simply keep calculating with the straishtfonvard
decomposition: a stopping rule is required, i.e., there is no point in further
calculation, with the proliferation of terms whlch result from nonlinearity, if
the results are past the necessary accuracy. If we need three decimal places and
the solution has stabilized at least that far, it is sufficient. Consider now the
example:
y" + 2y' + y i 8y3 = e-3'

Suppose we f i s t write e-3' z 1- 3t. We have

yo = (1/2)(1- t + t2 - t3)
, BL-'~: since ~ , ( : y l ) = y,3
yI = - 2 ~ I- d yo - ~ - ' y d
' y, - L - ' ~, ~ u ' A ,(y3)
Y2 = - 2 ~ - dt

Substitution into the differential equation shows N = 0 so (1/2)e-' is the

(exact) solution. Alternatively, we can compute more t e r n and group together
terms of the same power. If we approximate e-' with another term of the

series, we get

so that the Two-term approximation q? is given by

so we have another term of e-' .

Finally, we can use numerical results with increasing n for %to show that
the results are converging to the solution, i.e., there is no further change
w i h n the accuracy of our graph or table.
If we calculate the one-term approximant 9 ,= y , for the solution using three
terms of the series for the forcing function, we get the following results:

Convergence to the exact solution will be best if the actual forcing function, or
at least more terms of its series are used. In practice, qnwill consist of very
few terms. Another example is given by

The solution by decomposition with the above excitation is u = cost , obtained

more easily if we approximate the series represented by the above excitation.
(Those already familiar with the asymptotic decomposition method will see
immediately that the solution for t -+ is also cos t. Hence, u = cos t is the
solution for all t.)
There is no problem in canying out solutions where any or all of the
parameters a,P, 7 ,as well as the excitation 6, are time-varying functions.

DUFFINGEQUATION:
Consider the case of unity coefficients for convenience:

ASYMPTOTIC DECOMPOSITION
FOR THE

Since we are interested in the solution as t -+ m, we introduce the notation

Q[u]= limu(t)= lim lim p,
t +-

t-+-

m-s-

for the asymptotic solution. Of course the cp,must be computed by the

asymptotic decomposition method for the above identity to be valid.

EXAMPLE:Constant S

Hence

If F >> I. ~ [ u=] 6%
If 6 < 1. the series diverges.

Thus we _get results for 6 2 1 in this approach. .4symptotic decomposition is

applicable to linear as well as nonlinear equations: hence,

and we notice that the series converges for 0 < 6 < 1.

It appears therefore that the magnitude of the excitation must be considered

for a convergent result. Thus if u" + u' + u + u3 = S for 0 < 6 < 1 we soive
for the u, i.e., we write u = 6 - u3 -ur-u"; while if 6 > 1 , we write
u 3 = 6 - u - u' - u". Thus we have a choice in asympt.otic decomposition
which we can use to advantage to obtain a convergent series. (We also notice
that if 6(t) = sin t whch is between 0 and 1, Q[u] behaves like a Fourier sine
series.)

STAGGERED
SUM%I.ATION
TECHNIQUE:
Let's first consider the harmonic oscillator with variable exciration to
illusuate procedure:
u"

i-

a u = p ( t)

u(0) = c,
u'(0) = c,

XI,Pata

Assume ~ ( t ) =

We now will write u, as a series; thus,

where

With the decomposition u =

XI,u..

a constant

for m 2 1 and uo =

En=,a:)
m

I". EIence

The solution of the equation we began with is u =

Ern=,
t'" xm
':a
oe

we can write u =

n=O

Ern urn.If we let

m=O

t D. We now rearrange results by

staggered summation as shown in the following tabulation.

Altcmatively, the solution components can he computed as follows:

where

--

u, = -L-' a u, = t 4

C a?) tn

where

Continuing, we can now write

Since u =

C l ourn,

which is the previously derived result but may b~emore convenient for
programming. By staggered summation,
i
0

For m=O

Form > 1,

a,, =

2 a?2-,,

p =o

We note that we can write the a?) in terms of the a!)

as expected

where for n = 0

and for m 2

SOLUT~ONOF THE

D~JFFING
EQUATION

247

Since a is constant-valued
= f-1)"
2rn

am)a:

n ( n + v)

u=l

H A R M O N I CO S C I L L A T O R W I T H VARIABLE EXCITATIONAND

We have

L-' LU= L-' P(t) - L-' a(t) u(t)

u = ~ ( 0+) u'(0)t
Uo

+ L-' P(t) - L-'

= ~ ( 0 ) uf(0)t + L-' P(t) = c,

which we can wria as u, =

xzo

a(t) u(t)

+ c, (t) "t L-' P(t)

a" tn where

The following components are derived from

Thus

Since

hence

where

Substituting, we have

where

Upon substitution

where

where

Finally, since

we have the decomposition solution

This result can $so be rearranged by the staggered summation procedure: thus:

where for m = b~:?

have

and for n-I2 1 we have

and

F o r m = 0.we have

and for m

1. we have

HARMONIC0 SCILLATOR W I T H VARIABLE E;XCITATION

znzO
lotn
00

Lst a. b be numerical constants and 7( =

Specify

to get

n=O

where
a(0)
0
1

=
=

Co
Cl

Continuing,
U,

U,

Since u, =

xu;,

a(')
"+I tn(n

=-L-' a u ' , - ~ - ' f l u o

= -L-'Q

+ I)=

- L-I

zwbf)
n=O

t"

p Urn-,
w h e n b!:' = (n + l)af!!,

AND A

The next component u2is given by

and

where br'

= i n -e .))a!'.

Thus,

M'e can comhine these t e r n to w r i t e

and
.

Now going on lo u,,

u, = -L-' a u; - L-'
Since

p u,

U2

= t1

C
o=O

where )a:

= -a

-a

(n+3)(ns4)+t5

-,O a',?' t o
~;;;4)(n-5)

bf)/(3) (4) and

noting that bF-') = (n + m)a?'".

where a r ) = -a bp-"/m(m

Thus, for m = 0,

and for m > 0,

t"

Finally,we write

+ 1) and

which is the solution by decomposition.

E X E R C I S EFor
: a damped linear oscillator described by d2u/dt'
+ 2duJdt + u = 0 with u(0) = a and u'(0) = 0, show that the solution for
decomposition is

EXERCISE:
For the undamped nonlinear (Duffingj oscillator described b).
Lu + u +u' = 0 ~vithu(0) = a and u'(0) = 0, show thar the two-term solution is

EXERCISE:
Consider u"- au'&f l u y u3 = p(t) with u(0) = a. ~ ' ( 0 =
) 0.
Assume a = 0.fl = ./ = 1. For g(t) assume sin t and approximate with h e first
two terms of rhe sine series. Show

PROLIFERATIOIS
OF TERMS:
In nonlinear equations, where the initial component of the decomposition
solution consists of several terms, the nonlinearity may result ir. a proliferation
of terms and consequent increased computation unless proper steps are taken.
Also it is sometimes convenient to write the lnhomogeneous term as an d i r e
series to simplify integrations. It may well be the case that the excitation is
known as a power series representation. We consider such a case here since it

is a "worst case scenario" from the point of view of proliferation of terms. If

one seeks the complete solution (steady-state plus transient), the number of
terms in each of the components u,for m 2 1 can increase rapidly because of
the nonlinearity. A number of practical alternatives are possible to solve such
apparent problems, and we will show that rapid convergence to the solution
will be observed. Summations are utilized to organize the derived results.
We now consider the Duffmg equation with variable excitation and constant
coefficients .
u " t a u ' + / 3 u + y u 3 =g(t)
We assume given conditions u(0) = co and u'(0)
g(t) =

=.

c, and assume that

Em gatn since it is more general. will kequenrly simplify integrations

u=O

(e.g., if g(t) = cos n o t ) and is a worst case from the point of view of
computational difficulty arising from the action of the nonlinearity on the initial
term (u, = u(0) + tu'(0) + L-'p(t)). Let L = d2/dt2 and define L-' as the twofold definite integration from 0 to L We have
L u = g(t)- a u ' - p u Operating with L-'

We identify the initial term

which we will write as

where the coefficients are known:

yu3

W e can
u=

x;,

now

write u = uo - L - ' ~ u ' -L - ' ~ u -~ - ' y u and

~

u, and u3 =

xm
n=O

assume

A, whore An or equivalently, A n { u 3 }is

calculated for the function u3. W e can also write both u and u3as sums of the
appropriate An; then u becomes simply u = n=O un and u' becomes
( d / d t ) ~ un
~ o. The Anpolynomials for u3 are

Algorithms have been previously given to generate the Anfor general

nonlineariues: however, the above form is also convenient for pol~momials.
We now. ha\.=

and can w r i t the components

Since u,, is given as a power series, we can use the following result:
If u = n = o antn. then f(u) = n=O Antn where the A,(a, , ....

zm

xm

a. ) are

simply the A, polynomials expressed in terms of the coeficients a,

instead of the components u,, u,, ... .
Continuing, we compute u', and u,.

using the above result. Thus

and

where
n-u
u=O

We can now write

v-pap
p=o

We see that u i is known in terms of the a:'

for u, in the convenient form:

and that we can write the equation

where
(01
a!) = - c r b y ) - p a r ) - yc,
(n + l)(n + 2)

where

where

where

We now have

and

Thus.

where

. .

Going on to u3

Since u, =

Ema"'"
n=O

where

For A2 we have
where

Hence

w h c h we write as

and finally

where
and

u, = -L-'a u; - L-'fi u2- L-' y A,

t"'),

we have u; =

Em(n + 3)af) tn*'

n=O

or

SOLUTION (IF THE DUFFING

EQ~JATION

261

Thus,

or more simply, as before,

OJ

where

Continuing to u,, u, , ... , we can write the mth term

Summarizing, for m = 0

ZLourn or u = uo + xm=,
u, or
m

The decomposition solution is u =

We can also write the solution by staggered summation in the form

where

and for m 2 2

=
S-I

where for m = 1. bp'

also have

= (n

- l)ar!,

m-1)

- p ay-l)-

-a (b',-,
YC:-"
n+m+l)(n+m+2)
and for m > 1, bLm--')= (n - rn )a',"'. We

=e

ALGORITHMSFOR THE DUFFING EQUATION:

We consider now explicit solution of the Duffing equation

given initid conditions u(0) = coand uf(0) = c,. We assume S(t) =

xw6,tn.
n=O

Our objective is an efficient procedure for calculation of the decomposition

series. We have
U = U,

-L-'~U'-L-'~~-L-'~~~

where
u, = u(0) + tu'(0)

+ L-'&t)
00

= c, + c l t + J t J t C S n t ndtdt
O

n=o

We note that if the input is a sinusoidal function, integrations will soon become
difficult because of the effect of the nonlinearity. The result for 6(t) = sin t is
found by setting 6,,+, = (-1)"/(2n - I)! and 6,, = 0.
For cos t, let 6," = (-1)"/(2n)! and 6,,+, = 0. For 6(t) = c, cost + c, sin t,
we can let 6,, = (-l)"co/(2n)! and &,+, = (-l)"c,/(2n +I)!. Finally, in
many cases, a finite series will be sufficient for the required accuracy and we
N

can write { ( t ) = ~ , = , c n t ni.e.,

,
6,=c,

for 0 5 n 5 N and 6 . = 0 f o r

n > N. Conveniently, 6(t), assumed to be uniformly convergent, can be

programmed as an N-component vector with the series truncated to the
precision required. Tenns after u, are given by

xI::un

for rn 1
where the A,-. = A,-{u3) = ~ , o ~ ~ = , ~ m - 3 u~..n -q,, =
is the approximarit to the solution. 50,-, = q, u,. and lim 0, = U . h o w

m-a

write the imtial term u, in the convenient form:

where

a (-c,,
~ ~ a(o!
, =c,,

a:-',=6,/(nil)(n+2)

The approximant cp, will be written

where b y ' = a ? ' . The u, component can now be calculated and therefore the q2
approximant. since cp, = cp, + u, . Since

we have

SOLUTION OF

2 65

THE U l j ~ F l r Y ( EQUATION
;

Computing A,, using the given algorithm,

which we know from our general algorithms for f(u) as well. Using our result
, can find A,as the Cauchy product:
for ~ 3 we

which we will write as

x
m

A, =

A'O'tU

o=o

where
~ ' 0 '=
n

C Ca'O
'
n-vav-wap
n

'0'

'0'

v=O u=o

Since u, = -L-'aul, - L-'P u,

In succinct farm,

U,

- L-I

y A,, we can now write

= t 2 x L o a',')tn where

00

W e n o w have q2=q, + u l w h e r e (j?,= z n = , b l " t n and

hence
00

UI

Cn=oan(1) n .

where

Proceeding to the u2 component and therefore the cp, approximant,

so t h a from u, = t2zm
n = O ay't' we write

and

or the Cauchy product

where

+ u,

Now we have the approximant cp, = cp,

where

with

b$' = bf'
bj3) = bj"

by' = b(2)
2

(3)

= b(?) + ,(2,

bn+3

n+3

Proceeding to the u, component and consequently the 07, approximant, we

have u3 = -L-'au; - L-'P u, - L-'.I/A, using

which we will write as

where

~ ( 2 =
)
D+I

3x

x a ( O '

n+~-v

a(0) (2)

v-pap

Thus

where

The next approximant cp, = cp,

+ u, using

so that

with b r = b'" ' b:4J = b:31, by' = b y ) , b y ! = b y ) ,

(1

and

Continuing to the u, component and the cp, approximani.

b',";d=bL32,+ab3)

269

SOLUTION OF THE DUFFING E Q U A ~ O N

u, = - L - I ~ u ;

- L - ' ~ u , -L-'YA,

for which we need

which we write finally as

0

where

Thus the ul component is given by

w h c h we will write as
?.r

r.=C

where
a'a: 0

a:3~
P

and we ha\-c the next approximant

(p5 = (p,

- u4

with

.SOI.[/TION OF TIIE ~)IJFFINCE Q ~ JTION

,~

We write now

with

Computing the u, component and cp, approximation.

for which we need

271

which we now write as

where

n=l

=3
z

C a",,

n=O

a?', 'a:

r.=O p = 0

+ 3x C ,a,:

n=O

a ~ ~ ,+
a6
~z
'

v=O p=o

a,:

,:a

a):

v=o p=o

u, can now be written

and finally
m

n=O

where

Thus. the six-term approxirnant qa = qr u5 where

u5 = ti

with

xn=0

aF)tn and we conveniently write

xn=O

b:'in

and

SOLLT~ON
OF THE

DUFFING
EQU~~TION

2 73

We now have a six-term approximant to the solution and, if necessary, can

continue in the same manner. (The algorithm can easily be progammed for
machine computation.)

SUMMARY:
Decomposition components are given by:

The coefficient-generating algorithms are:

274

CHAPTER
12

lim cp, = u

m+-

REMARKS: A method of approximation does not need infinite precision. We

need to h o w that we have uniform convergence of input and coefficient series

and generally 6(t) can be truncated after a few terms for sufficient precision.
Computation will investigate the effect on increased accuracy of adding terms
to the 6i t ) series to develop stopping rules. An example i s instructive.
Consider
3
U"+U'+U+U
=g(t)
u(0) = 0
u'(0)

=1

The solution is sin t. If we calculate u(t) by decomposition, we find cp, = u(t)

= t - (l/_?1)t3or sin t to the same approximation as the series for g. If we
specify g further. we can get more terms of u. Practically, h s means that if
we are interested in accuracy to n decimal places, but further calculation results
in no further change in the n places, the solution is considered known and will
be verified to satisfy the equation and the given conditions. Because of the
generally rapid convergence, whlch we have seen in all work on the subject,
we would expect that most of the solution is in the early terms of the
decomposition series.
If we have the cp, approximant to three decimal places aqd furrher change
exists only in the fourth or fifth place, o w result may be sufficiently accurate
so that convergence to a required precision can lead to a stopping rule. As we
gain insizht from our computation, we can develop stopping rules: investigate

convergence rate and error, acceleration techniques (Padt, Euler, Shanks),

checks on the solution by modified decomposition, asymptotic decomposition,
and verification that the solution satisfies the given equation and conditions,
problems and
determination of the region of convergence in initial-~~alue
possible use of analytic continuation, our one-step proced~ue,and other special
techniques. Because of our choice of L and R with R a lower-order operator
than L, we always have convergence, as we saw in evaluation of matrix
inverses with /L-'R[c I. and since our integrations are rziv~al.i.s.. we havc
Green's functions of unity. Adomian and Rach [ I ] have previously discussed
an initial-value problem with a simple diffusion equation with uix,O) = f(x)
where the operator in the solution senes u(x, t) = m = ) (LI'L,)" f(r)
annihilates f(x) at a finite m; the result then does not satisfy the equation and
conditions.
No closed form solutions exist for the Duffing equation and solut~onshave
always been made using perturbation, discretized methlods, etc. The results
have shown multiple oscillations-not only at the excitation frequency o but
also at subharmonics w In, or superharmonic nw with n = 1,2, ... .
If the excitation contains several terms we get combination frequencies also.
The nonlinearity causes complex interactions among the input terms: however,
the series captures all of the actual result. One could plot the result and do a
Fourier analysis to see components in the output. With non-conservative
systems where the u' term is non-zero, one would not in general expect
sinusoidal outputs unless g(t) compensated appropriately for the damping. We
must be certain that we have a correctly modelled problem whose solution is
consistent with the given conditions, and then solve it to see if the harmonics
do exist in fact. Finally, solutions are unstabIe against smaI1 changes which
can result from round-off error or linearization between grid points in the usual
computer methods.

1-

EXAMPLES:
1) To show that the decomposition method yields correct solutions to the
degree of approximation that we use for the excitation, we will begin with
u = s i n t = t-t3/3! and substitute into the Duffing equation.
u" + u' + u t- u3 = g(t). Dropping terms greater than t3, we have

t2

L - ' ~* - (+hgher terms > t 3 )

2

t2 l3
u =---' 2 6 to order of g
t2 t2 t 3
cp1 -t+----2 2 3!
t3
cp, = t - - or sin t to order of g
3!
We now have the solution to the same degree of approximation as g. Thus,
given the problem u" I u' + u + u3 = g(t) where g(t) = 1 - t2/2 - jt3/6 with
u(0) = 0 and uf(0) = 1, we get u = sin t to the approximation q, = t - t3/3!.
As the forcing function is approximated more closely, our series for u
approaches the series for sin t more closely. Substitution of the approximant
cp, into the equation must satisfy the equation to that degree of approximation
and satisfy the given conditions as well.

2) Let

u' = - t2/2 and u" = -t, substituting in the Duffing equation

approximate u with the first two terms of each series. Thus u = 1- t3/3!.
Then
u" + u' + u I u3 = g(t)
We get g = 2 - t , since other terms are greater than t' when operated on
by L-:. Thus L - '
=~
t 2 - t3/3!. Since u(0) = 1 and ~ ' ( 0 =
) 0:

To get u, = -L-'uj

- L-'u,

- L-'U;,

7
t3
cp, = l+t------

3!

t3

t2

u, is zero to same approximation so we have cp, = u.

Thus, given the problem

u"+u'+u+u3 = 2 - t

we get p2= 1- t3/2 which is correct even if we do not see that this is
(1- t) + (t - t3/3!) and recognize or guess e-' + sin t .
A CONVENIENT FORM OF THE SOLUTIONO F THE D U F F I N G

ASCENDINGPOWERSOF T:
Considering the Duffing equation u" + a uf + P u + y u3 = g(t) where a,fl, y
are constants, u(0) = c,, u'(0) = c, ,and g = n=O gutn,, we calculate the solu-

EQUATION IN

xm

tion through the t6 term which should generally be sufficient. Letting

L = d2/dt2, R = a(d/dt) f p, and Nu = uu3, we have in operator format

Lu + Ru + Nu = g. Decomposition results in u =

Em u, with
n =O

The followling components are:

where the A, for u3 have been given by convenient algorithms. Thus,

We can continue to obtain u,. uj, ... . However. i t is most convenient to write
the solution in ascending powers o f t as

li=O

~ h p r C,
c and c, are given and

The sum

xzo

cotn is the solution through the t6 term and if we have c,, or c,

equal to zero, the result becomes quite simple.

RESPONSE OF NONLINEARSTOCHASTICOPER.ATORS:
Random vibrations arise, e.g., in space structures and buildings subjected to
seismic events. Our objective will be consideration of randomness in physical
systems, which are generally nonlinear, without the use of perturbation or
linearization which may prevent our seeing real possibilities of catastrophic
failure. We will also consider parameters and excitations without the usual

restrictive assumptions which are customary but do not necessarily conform to

physical reality.
For the present, assume the equation u" + a u' + p u + y f(u) = g or Lu + Ru
+ Nu = g with L = dz/dt2, R = a(d/dt)+P, and Nu = yf(u). W e can
consider cases in which one or more of the a,/.?,y,g may be stochastic
processes, without restriction to only g being stochastic, and without further
m
assuming a white noise excitation. Decomposition yields u =
u, with

xn=,

where the A, are determined for f(u). The approxirnant

qn = ~1;:

u, senres

as the solution. Since the procedure conver_gesrapidly so that a few terms are
sufficient in practical cases and because the terms depend on preceding terms
rather than following terms, avoiding closure problems, ensemble averages
can be taken term by term to determine < u >. We do make the natural
assumption that the excitation and parameter processes are uncorrelated. Then
taking the ensemble average of the product q, ( t ) @,(t'),we can also get a twopoint correlation. A review of the necessary knowledge of stochastic processes
for application to solution of physical problems by decomposition appears in
I1 I.

D U F F I N G 'S E Q U A T I O N WITHOCT PERTURBATION TO

1 L'E K

ACCURACY:

Quantitative general solutions of Duffing's equation are easil~.found using

the decomposition method. The motion depends on the initial conditions
~ ( 0 ) :u'(O), the parameters, and the inputs. The method of solution makes no
assumption on the nature of the output or on smallness of certain parameters,
and is not restricted to a single input or closeness of the excitation frequency
and the natural (unforced) frequency. This section will show that by seehng
solutions to only the necessary accuracy, considerable computation and
difficult integrations are avoidable. The appearance of harmonics and
subharmonics will be demonstrated. Finally, we will demonstrate, using the
Duffing equation, that decomposition subsumes perturbation.

281

SOLUTIONOF THE 3UFFINC; E Q O A ~ O N

Let L = d2/dt2 and L'=

SIC(.)dtdt and solve for Lu. Thus.

0 0

Let u be decomposed into components

1- u, with u, identified as
n=3

with other components to be determined. (The nonlinear term is written as

xz,

A. {u3} or briefly as

zwA,.)
U=O

urn+,= -L-'
for m 2 0.Then

$m

U;

The terms after u, are:

- L-'o~u, - L-' p A,,

xm-'
n=o

u, approximarzs the solution u =

xm un in a
n=O

rapidly converging series.

Although this provides general solutions, there are difficulties with
trigonometric inputs, for example, and the u3 term; we can still get difficult
integrations despite defining L so that a difficult Green's function can be
avoided. Also we can get a proliferation of terms, causing unnecessary
m
computation. Hence, we will assume g =
gntn which might appear

Enso

counter-intuitive because of the proliferation problem. However we only need

to compute to a necessary accuracy in a physical problem which we
demonstrate with some illuminating examples.

EXAMPLE:Consider up'+ u'

and

+ u + u3 = g(t)

where u(0) = 2 and u'(0) = -1

g = cos3 t + 3e-' cos' t + 3e-'' cos t - sin t + e-"

+ e-'

If we approximate each function in g with the terms of its series through t2 and
calculate ~ ~ ' we
g , get 9 t2/2 to the above approximation. Hence

u, = 2 - t + (9/2)t2 and u, = -(9/2)t2. Therefore the two-term approximation.

correct through the t2 term, is u Z 2 - t which we can write as
~ = ( l - t + t ' / 2 ) + ( 1 - t ~ / 2 ) = e - ' + ~ 0 s t , ~ I~+=. . ~. =and
~0~
u ~ cos t

for large t Note that this is the exact solution.

EXAMPLE:Show superharmonics are possible in a Duffmg equation.

Where g is a uigonomeuic function as before. To avoid difficult integrations,

we consider the Maclaurin approximation to three terms:

Since
we have

if we drop terms Sreater than t2.Then

The two-term approximant q2 is given by

which we see can be arranged as

qt = (1 - t2/2)- 2t and immediately guess

u = cos t + sin 2t

showing existence of a superharmonic. Needless to say, we verify the solution

obtained by direct substitution. (Also wc can consider another term of the
Maclaurin expansion of g to get the cubic term in our approximant.)

EXAMPLE:
Show that subharmonics can arise in a D u f f i g equation

with u(0) = 2 and u'(0) = 0. g is again a trigonometric form whose Maclaurin

expansion is given by
79 1lt 1it'
g=----9
9
18
Then

through quadratic terms. The first term of the decomposition series is

Solving the Duffing equation by decomposition, we have

Since

1- u n, the next term ul is

0

=o

The polynomial A,(u'} is simply u:; therefore, u, = St' plus, of course,

i;hence
higher terms. The two-term approximant $2 to the solution is u, -u,

Decomposition yields the solution-it

conditions, and the excitation.

depends on the parameters, given

The fact that we recognize closed forms here is perhaps interesting but of no
real significance. The series can be carried far enough for computation as
necessary. The traditional emphasis on closed fonn solutions has generally led
to replacement of actual problems with more tractable but less realistic models.

PERTURBATION
VS. DECOMPOSITION:
Consider the homogeneous Duffmg equation with no damping and assuming
a "small" nonlinear term:
u"+ U S &u3= 0
~ ( 0=) a
u'(0) = 0
Using perturbation defme u = u,(t) + E u, (t) + - - .. Hence, substituting to O(E),

Equating pourers of E ,
u;+u,

=o

The linear solution (E = 0) satisfying the given conditons is u, = a cos t .

The E' terms give us
ur- u, = -u, 3 - a -7 cos3 t = -a 3 (;cost

- cos3t)

with u, (0)= u;(O) = 0. Hence we can solve for u. and write u, - E u!. We
observe that the u, is the solution of u:i u, = 0. In decomposition i t is
simply u, = u(O)+ tu'(0). Also the perturbative term is harder to obtain than
the decomposition component u, = -L-'u, - EL-'A, where the L-' is merely a
double integration. The perturbation case involves integration using a Green's
function and more difficult integration. Further, the perturbation u i involves
the secular term t sin t, and we do not get a uniformly valid expansion which
would allow a bounded u for a finite number of terms. Thus
u,/u, -t. D. as t + -. The results converge slowly while decomposition
converges rapidly so few terms are required. The totals should be the same but
not term by term.
Applyins decomposition to the equivalent linear system u" + u = 0 with

u(0) = a and uf(0)= 0, the decomposition terms are

Therefore, the three-term approxirnant obtained by decomposition is

which is the approximant to u = a cos t. Now consider u" + u + Pu3 = 0 by

decomposition without assumption of smallness (and use of perturbation). We
get
U, = a

We have added

-PL-'U;

or - a3t2/2 as a first approximation to the previous

linear result. When the system is close to linear (weakly nonlinear), we get

P= E.
u"+u+~Nu=O
u(0) = a and u'(0) = 0

Now the EL-'Nu approaches EL% or - at2/2. For this weakly nonlinear (or
small E) case the first approximation or E term u;+ u, = -acos t so
U, = -at2/2.
Thus the first decomposition addition is equal to the first-order perturbation
result if and only if the nonlinearity Nu is sufficiently small. In decomposition

there is not a restriction to "close to linear"; it applies generally to nonlinear systems so "weakly nonlinear" or "linear" become special cases.

ah,
, - = ,(I

$)

= a o r I as rhe number of t e n s increaser

which is easily checked by finding more components. In the equation

u " + u + & u 3 =O, wehad
u0 = a
u, = -L-'u,

- EL-' u3,

For small enough E, we have added -L-'U; or -a't2/2 a s a first

approximation to the linear result u = a cos t. When Nu = u , i.e., we have a
weak nonlinearity, we get
u"+u+ENu=O
u(0) = a and u'(0)
U,

=0

=a

U , = -L-'u~

- EL-'u,

The EL-'NU or EL-'A, approaches EL-'u, or -ati/2. In the perturbation

case the first approximation or E term now satisfies u;' u, = -a cos t so
u, = -a t 2 / 7 . Thus the first decomposition addition is equal to the first-order
perturbation result. Perturbation is effective if and only if the nonlinearity Nu
is almost linear. Decomposition is effective for general nonlinearities and
includes perturbation as a special case.
Discontinuities in frequency response will occur as a result of ~ a r y i n g
excitation frequency, since the nonlinearity acting on the aifference between
excitation frequency and natural frequency causes new frequencies to appear
and new multiple possible responses. With small damping, the oscillatory
motion can suddenly change from slow to fast or vice-versa. h phase space
we can have changes from one orbit to another and may fmd separated regions
dcpendent on initial conditions, parameters, and excitation. If we change
excitation frequency to approach the natural frequency, the behavior can
change significantly. Decomposition yields the actual quantitative results for

real physical behavior for any given parameters, conditions, and inputs
whether constants or time-varying. However, conditions must be specified.
Further, decomposition provides solutions for r e d oscillators with any
nonlinearity as determined from laboratory measurement, not only those with a
simple nonlinearity u3 whlch might be, in actuality, un.

SUGGESTED
READING
1.
2.
3.

A. Blaquikre. ~VonlinearSystem Analysis, Academic Press (1988).

J. Hale. Oscillations in Nonlinear Systems, McGraw-Hill (1963).
C. Hyashi. Nonlinear Oscillatiom in Physical Systems, McCraw-Hill (1964).

4.

G . Duffing. Emvungene Schwingungen bei Veranderlicher Eigenfrequenz und ihre

rechnische Bedeucung, Vieweg (19 18).
J. Cuckenheimer and P. Holmes, Nonlinear Oscillations. Dynamical Systems. and
Bifurcations. Springer-Verlag (1983).
K. Kreith. Oscillation Theory, Springer-Verlag (1973).
P. Hagedorn, Nonlinear Oscillations, 2nd ed., Clarendon (1988).
J. D. Cole, Perrurbaion .Methods in Applied Mathematics, Blaisdell ( 1968).
A. A . Andronov. A. A. Vitt. and S. E. Khaikin. F. Immkzi. trmsl.. Theory of
Oscillators. Addison-Wesley (1966).

5.
6.
7.

8.
9.

BOUNDARY-VALUE PROBLEMS
WITH CLOSEDIRREGULAR CONTOURSOR SURFACES

The simulant concept can now be used in an extremely valuable application,

that of boundary-value problems for differential or partial differential equations
modelling physical problems between two closed irregular contours (or
surfaces). These are considered using decomposition of the boundary shape
and simulation of the solution for each boundary approximant.
Our objective is to solve "two-limit" boundary-value problems analogous to
two-point boundary-value problems for a second-order ordinary differential
equation with Dirichlet conditions. In two dimensions, the corresponding
situation is a two-contour second-order partial differential equation. In three
dimensions, the analogue is a three-dimensional second-order partial
differential equation solved between two surfaces. We can continue to an ndimensional second-order partial differential equation and n-dimensional
manifolds. Our special interest is in solving partial differential equations in
regions bounded by contours or surfaces.
Two-CONTOUR CASE:
Thus for the two-point, i.e., two-limit problem for second-order ordinary
differential equations, which we can think of as a one-dimensional partial
differential equation, we ha5.e two-point boundary conditions
u ( x ) ~ , . ~=, b; and u ( ~ ) l , = =
+ b,
~ where x = 4, and r = 6, are embedded in a
line and we are considering equations such as d'u/dx2
two-dimensional case we consider equations such as
u, 4-u,,

+ p(x)f(u.ux,u,) = 0

with conditions such as

Thus the limits are smooth closed curves or contours.

788

+ f(u,u') = 0. In

the

TWO-SURFACE
BOUNDARY-VALUE
PROBLEM:
Here, we consider equations such as

in a three-dimensional region bounded by surfaces S,(x,y,zi = 0 and S2(x,y,z)

= 0 embedded in the region. Our boundary conditions are

The surfaces are smooth closed surfaces representing the Iimits. Obviously the
concept can be extended to equations such as

ax,

+ p(x ,,...,x , ) ~ ( u ,,,...

u .u,)

--

"

with

where 51 = (x,, ...,x,). M,and M, are smooth closed manifolds representing

the limits in n dimensions.
Let us begin with the merely illustrative one-dimensional example for
comparison, using decomposition [I]. Consider a two-point simple one0 with v a numerical
dimensional boundary-value problem d2u/dx2+ v u = 1
constant and Dirichlet conditions u(x = 5,) = b, and u(x = j,) = b,. The first
example does not require the technique of analytic simulation but serves as an
introduction to the following multidimensional cases. The equation can be
written in the decomposition form as Lu + Ru = 0. Solving by the
decomposition technique yields

where 1: is a two-fold pure integration with respect to x. By double

decomposition,

Hence

We now have

We can write

- C(m)

Urn-

i
XClml

CI

(-V).{cp-.)x1./(2n)! ;c\"-"'

x2"+'

/(2n -. I) !]

In the decomposition method the (m + 1)-term approximant to the solution u is

symbolized by g,.,

ELOu n . Thus

The exact boundary conditions u(x = 5 , )= bl and u(x = 5,) = b2 can be

approximated successively by the approximate boundary conditions

But since qm-,= @,

i
u,,

then

Defme bjo)= b, and b f ) = b,. Then,

Thus for

5, # 5,

Using staggered summation

Recasting this example in the format of higher dimensional cases,

where P, (x) = x - 4, and P, (x) = x - t2.We consider the simulants 0, to

the approximations of the boundaries and denote them by a, [u] which
becomes u in the limit. Thus
(d' I ds')a,

+ va,

=0

Successive simulants are a,, a 2 , ... ,a,. The lim a,(x) = u(x) . In the onem+-

dimensional case it is x = 4 = p , a "radius". (We ma): develop a point

= 5, and similarly for {:"I.
Thus lirn a, = u.) In
sequence where lim
m+-

m+=.

the two-dimensional case, the limits are not points but closed contours in R'
described by C(x?y)= 0 and we can have a contour sequence ~ ' " ' ( x y)
. = 0.
If the contours are not smooth but consist, for example, of piecewise
differentiable functions, we can represent them by smooth continuous
functions as accurately as we wish, and without Gibbs phenomena, by a recent
combination of techniques for decomposition of algebraic and differential
equations [2]. Thus we can assume that the contours (or surfaces) are smooth
though irregular in shape.

TWO-DIMENSIONAL
CASE:
Now we consider a two-dimensional case with the model equation on R'

which we view as a two-dimensional analogue of the first example with

vty) = d Z 1 d r? Analogous boundary conditions are

where C, and C, are closed contours representing the boundaries in R'.

(We can, if we wish. let the outer contour + m or the inner contour approach
the origin.) The model equation is written as L,u+L,u = 0 w h e r e

L, = d ' / d x 2 and Ly = d 2 1 d y 2 . Operaringwith L;',

Decomposing u into

21, u, we have

Using double decomposition u =

ELo

u" . Also.

u, = cf)(y) + x c;O)(y)
U,

= ~ ( d ) ( ~+) x cll)(y)- L, 1: u,

U2

= cf)(y) + x ~ ; ~ ) (-yLy
) 1;

U,

urn = c r y y ) + xc;")(y)- Ly1:

Urn-]

We can write

The approxirnant to the solution is qm+,=

conditions are:

u,. The exact boundary

~ ( ~ ~ ~ ) l c , ~ =x 1.' y , = o
~(~~~)lc,r=
. , b2
~)=o
are approximated by

~ ~ . , ( x , ~ ) / c , , ~=, ,bjl = o

f o r m = 0. 1: 2, ... . Since qm_,= q , + u , , we have

The interior contour or boundary is given as C,(x,y) = 0 so that x = C,(y).

The exterior boundary C,(x, y) = 0 so that x = Sl(y). * These can be
approximated by
we can consider

5;"'(y)
lim

m--=

and j?'(y). If we wish for a particular model.

i m so the exterior boundary -+ -. Define

jp)(y)

bjO'= b, and by' = b2 and

so we can write

c r ) + clm)
= bin)
cr)+ {, c:")= b y i

Thus

THREE-DIMENSIONAL
CASE:
We can generalize to RI with two closed surfaces S,(x,y,z) = 0 and
S , ( X , ~ , Z=)0 (or even to manifolds in Rn)and simulate the solution u(x.y,z)
representing the model phenomena. The Dirichlet conditions are
U ( X ~Y * Z ) ~ S , ( ~ . Y . Z ~=
=O
bi

for i = 1,2

The simulants are o,[u] --,u for sufficiently high-order m, i.e., m-+lim a, = u.
The boundary shape is subjected to decomposition and simulants are found for
* See implicit function

theorem. Also see chapter on decomposition of algebraic equations [I].

successive boundary approximations to higher and higher order. Thus am

satisfies the model equation and the boundary condition

for i = 1, 2 for m = 1, 2, 3,... . As we increase the dimensionality, we can use

the previous results by writing

where L, = d2/d x2 and L,. = d2/dy2 + d2/d z2. Then

where y' = (y, 2 ) . Decomposition u =

With double decomposition u =

c,(y') =

xm
n=O

u, yields

XIo xLou r ' and

C;m'(y~)
m=O

so that
uo = c!'(~')
U, =

+ x c;O'(yl)

c',')(~')
+ xc;l)(y')-

L ~1:. uo

urn= cb"'(y')

+ X C ' , ~ ' ( ~ 'Lye

) - 12, urn-,

We can write

Then

Our (m + 1) term approximants to the solution are

The exact boundary conditions are

The approximate conditions are

for successive m but since $,+, = $, + urn,

for rn = 0, 1, 2, 3... . S , ( X , ~ ' ) = O

implies x = t 1 ( y r ) and S , ( K Y ' ) = ~implies x = {,(yl). Hence x = ~ ~ " ) ( y 'and
) x = C?'(Y')
explicit functions. Defininz b:') = b, and by) = b?.

are the approximate

so that

yielding

if wc exclude the trivial case {, ;t 5 : . If lirn ~ ' " ' ( x . ~ . z=) ~ ( x . ~ . zthen
).
m-=

linl a,[u] = u.

ni+=

The ideas used for the solution by decomposition of algebraic equations can
be used to obtain smooth expansions of piecewise-differentiable functions and
do so without Gibbs phenomena. Thus in our consideration of irregular
contours and surfaces, we can if necessary go farther and consider nonsmooth contours and surfaces as well. Physically, this means we can
approximate shapes of artificial devices. Mathcmaucally, it means broadening
of the class of nonlinearities.
Consider, for example, the function formed on thc domai~i0 x 2 2 by two
simple parabolas, one with vertex at x = 0, y = 0 and one with vertex at x = 2,
Write y(x) = P,(x) for 0 2 x 5 I and
jr = 0.c . y ~
= x2 and y = (x-2)'.

BOU~VDARYVALUEPROBLEMSWITH CLOSED l R R E G U U R C0h'TOURS OR

SURFACES

299

y(x) = Pz(x) for 1 5 x 2 2. Now y(x) is non-differentiable at (1,l). We will

show that an A, expansion can be carried out, i.e., the analyticity requirement
can be weakened. Write [y - P, ( x ) ] [ ~- ~ ~ ( x= )o ]considerins P,(x) and PJx)
as roots of a quadratic equation to be solved by decomposition. Of course, the
functions need not both be parabolas, or for that matter, other functions can be
used for either one with a discontinuity in the derivative at the intersection.
Consider the example

The decomposition form of this quadratic equation in y is given as

where the

are the A. polynomials for the function y2. The decom-

position of y into components results in

determining y =

zs
n=O

y,

h n-term approximation q, = C nI=o

- l y i is

The result can be written

y(x) = (x2/(1+ x ) ) x km(xm/(l+ x)'"
if we define k,,= 1 and &,,=

zm=,,-,-,.
m-1

k, k

(k, = 1, k, = 1, k2 = 2.

k, = 5, k, = 14, k, = 42,... .) This result now represents the function of

interest; thus, it is analogous to a Fourier expansion. Note that the limit of y as

x + is x, i.e., in the region 1I x < -; the limit of y as x + 0 is x2. In [ l ] it

is shown that the smallest root of a quadratic (or higher degree polynomial) is
obtained first and we see the smallest root values in 0 < x < 1 are from the y =
x2 section, while in the 1 Ix < region, the smallest root values are from y =
x. The farther apart the roots are, the faster the convergence will be.
The second root of y2 - (x + x2)y+ x3 = 0 is obtained by dividing this by
the root already obtained, e.g., if we consider only q,a one-tern approximant
of the first root or @, = x2/(1 + x ) , we have

Iy2- (x+ XI)^ + x3}/{Y - xi/(l + x)}

=0

Thus, neglecting the remainder, the second root is y = (x + x2)- x2/(l + x)

whose limit for small x is x and whose limit for large x is x2. E the fust root is
f,(x), the second root is [y2- (x + x2)y+ r 5 M y- f,(x)] or

whch is solvable by decomposition. We can now do numerical calculations to

see how well the result approximates the function of interest. We choose one
value of x in each region and one at the discontinuity. At x = 112, we must
have y = 114. i.e._ lirn y, =
n--

xr

'-0

y i gives exactly those values.

q+ = .2201646

p.,= 2293096
cp,= 2349998
%= .2387932
p,= 2414426
@ = ,2433561
cp,= .2447734
p,,= .2458444
lirn 4, = 114

cpA = 1.8344764
cp: = 1.879998
q6= 1.9103456
p = 1.93 15408
& = 1.94682485
y9= 1.059 1975
q,,= 1.9667548
lim @, = 2

1.6% error by cplo

1.6% error by pl0

m-+-

= 1.7613169

m-+-

cp,= .7265625
cp5= .7539063
y6= .7744141
@ = ,79052174
@ = .8036194
cp,= .9145204
~ p =, .8238030
~
lim 4, = 1
m-+-

We note from observation of the values at x = 1 that the expansion in the A,

polynomials does not display the Gibbs phenomenon which we see in Fourier
series [2]. Instead, we get a blending effect at the point of discontinuity in the
derivative-an interesting application of the decompositio~method.

REFERENCES
1.

2.

G. Adomian, Nonlinear Stochartic Operator Eqclations. Academic Press (1986).

G. Adomian and R. Rach. Smooth Polynomial Expansions of Piecewise-differentiable
Functions, Appl. Mczfh. Lett.. 2, (377-79) (1989).

APPLICATIONS
IN PHYSICS
Real problems of physics are generally nonlinear and often stochastic as
well. Linearity and determinism should be viewed as special cases only. The
general practices of linearization, perturbation, white noise, and quasimonochromatic approximations necessarily change the problems whose
solutions are desired, to be tractable by convenient mathematics. They are not
then identical to the physical solutions which we seek The alternative of using
the decomposition method will be explored here as we consider examples of
problems of physics. These problems are often quire difficult because
nonlinearity and stochasticity are involved. Decomposition makes unnecessary
procedures such as closure approximations [I] and perturbation and white
noise processes in differential equations which involve stochastic process
parameters, inputs, or initialhoundary conditions. Decomposition also avoids
discretization and consequent intensive computer calculation and yields analytic
expressions rather than tables of numbers. Thus quantitative solutions are
obtained for dynamical systems. (When the systems are stochastic as well, the
decomposition series involves stochastic terms from which statistics can be
calculated.) The method applies to linear or nonlinear, ordinary or partial
differential equations and is useful for many algebraic, integral, and delaydifferential equations 121. This chapter will outline procedures for typical
applications.
ANALYTICAL

SOLUTIONOF

THE N AVIEK-STOKES
EQUATIONS:

The Navier-Stokes model* 11, 31 for an incompressible fluid of kinematic

viscosity t.and constant density p is given as :

where E is a vector with components u, v, w.

" Thls Irea.ment d f i e r s from the earlier work presented in 121 in that pressure is dynamic
allowing i . ~ rk g e veiocity and turhulencc.
3 02

We assume that the velocity ~ ( xy,z,

, t, a),the pressure, p(x, Y,Z, t, a),and
the external force, F are stochastic processes. In terms of velocity components
u, v, w. we write

-v{(d2u/d x')

+ ( d v d y')

(d2u/dZ'

)]

(1)

- ( l / p ) ( ~ F / dx) = F,
with similar equations for v (replacing F, by Fy and d p,/d x by d p / d y) and
for w (replacing Fy by F, and d p l d y by dpldz). We define an initialboundary problem by specifying initial conditions for u, v, w and for t 2 0,
specifying u, v, w, on the boundary.
Let's rewrite the system (1) in the equation above in the decomposition form.

We have some choice on the definition of nonlinear terms. Let's consider

To complete the specification of g,, g, g3 we must. know the pressure

function. We can assume an initial pressure which will, of course, become a
function of x, y, z, t as any disturbance occurs. However, we must determine
the functional dependence of pressure on the velocities u, v, w so that the g,,
g, ,g, are calculable.

If we find the divergence of each term in the Navier-Stokes equation, the

Vp becomes VZpor l/pV2p depending on the definition used for p. The first
and third terms vanish from the divergence condition. The second term gives
us V(E. V) . ii. Thus

VZP= V . F - V ( c . V ) . i i
Thus,

Symbolizing the right side by f, solving for L,p and inverting the operator L,,
we have
p = A + BX + ~;'f- L;'Lyp - L;'L,~
Wn ting p =

zw
n=D

p,, and identifying

we have for n 2 0

pnA1
= -L;'Lyp, - L;'Lzn
and we can write an n-term approximation for p by
verges to

4,

pi which con-

zIopDor p. (Similar equations can be written for b p and L,p.)

We assumed at] initial pressure which gives us the A in our equation for p,.
The coefficient B is zero since the disturbance vanishes as x -+ m. We use this
p to find u. v, w. The resulting velocities are used in our equation for p, as a
function of velocities, to yield an improved p = po + p, (which re-calculates po
because of the change in f). T h s is used to improve results for velocities u, v,
w. These calculations can proceed until we have sufficiently accurate results
for u, v: w , p. We have

from which

Four similar equations can be written for v with g, and N, replaced by g, and
N: and also four equations for w using g, and N,.
It has been shown in Chapter 3 that when the boundary conditions are general (when conditions on any one variable depend upon all the others) that to
solve for u, v, w, we can use any of the four operator equations depending on
the given conditions and integrations required. If we h o w initial conditions,
the equations involving the operator L,on the left side will be simplest since
only a single integration will be required. We can also solve the system as a
boundary-value problem using any of the equations involving L,, I,,or L, on
the left side as discussed in Chapter 4. Hence, using the first equation of each
set above and operating with L;' , we have

Now write the decompositons

u=Emu , , v = ~,=oU=O

W=C,=~
w,.
OD

v,,

Also, write N,, N2 , N3 in terms of the A,, polynomials and finally identify:

The remaining components of u, v, w for n 2 0 can now be determined

where the notation A, {.) refers to the A, for the quantity in brackets. We now

have a completely calculable system which, if we imore stochasticity for the

moment, and approximate by
"-1

n-l

&'=C wi
we have found u, v, w to n-term approximations.
In the stochastic case, the expressions for u, v, urare stochastic series, i.e.,
series containing stochastic processes which we must solve for first- and second-order statistics, where each velocity component is replaced by a sum of a
deterministic component velocity and a stochastic component. We do this now
in spite of the fact that the equation obtained by replacing velocities with
stochastic processes may not be the correct stochastic model since the equation
was derived oe~rministically.An example of h s is the problem of nave propagation in a random medium where it is incorrect to simply replace the velocity
in the dtAlembenian operator with a stochastic quantity: i.e.. a stochastic
model must be derived which has the deterministic model as a limit rather than
usinf the deterministic model to obtain a stochastic mode2 [3]. Thus, u v emust
obtain
( U ) = ( U " ) + ( U ~ ) - { U ~..') (v) = ( v g ) + (v,) - (v:)

- ...

(w) = (w,) + (w,) '( w 2 ) i

remembering that g, , g: g, are stochastic. since F and p are stochastic

and the A, are stochastic.
The two-point correlation for each velocity component u, v; w is obtained
by averaging the product of series for the velocity component at two spacetime points. If we consider, for example, fixed space position and time scales
such thai stauonarity can be assumed, the ergodic hypothesis may hold so that
ensemble averages can be replaced with time averages of observations.
Since nonlinear terms can contain both functions of a single variable, such as
f(u), and also functions of variables, such as f (u,v) and f (u,v.w), we have
listed these geneial~zed A, in Chapter 3. We can use the A,{ f (u,v)) since
N , . IS2, N j can be considered term by term. Now the cocfficien~sin the

generalized algorithm for f(u,v) will involve three quantities, the derivative is
f("'") and the summation is over p,u. Using the resulting generalized A,, we
obtain a general solution. Smooth solutions (to the incompressible problem
under consideration) do exist for short times and are continuously dependent
on the initial data.
A basic question is whether the Navier-Stokes equations are an adequate
model for real turbulent fluids. The linear constitutive law used in the derivation means that derivatives of the velocity components u, v, w are necessarily
small. Secondly, stochasticity cannot be considered as an afterthought; it must
be considered in the initial modelling. A more general model due to
Ladyzhenskaya has partially addressed this issue by allowing nonlinearity in
the constitutive law which leads to a globd uniqueness for nonstationary threedimensional flow. A truly nonlinear stochastic model coupled with the decomposition method of solution may resolve remaining difficulties.

SOMETHOUGHTS

ON THE ONSET OF

TURBULENCE:

Consider f ~ sat very simple equation whose solution is trivial. Thus consider
dy/dx = (y - 1)' which obviously is satisfied by y = 1. Now consider the effect of a 1% change in a parameter by writing dy/dx = (y - I)' + .0 1. ** This
now yields a periodic solution y = 1+ 0.1tan(x/lO) which has vertical asymptotes& (2k+1)5n, k = O I k 1 , k 2 , . . - .
Now, let's make a 1% change in the initial condition, or y(0) = 1.01, We
now have a hyperbola y = 1- l/(x - 100)*** and only one vertical asymptote
at x= 100. Thus the effect in a nonlinear equation of even very small changes
in inputs or parameters can result in large effects on the solution.
Suppose now that very small fluctuations are present in the input and parameter because of small inherent randomness. Then the solution could change
randomly between the possibilities above and appears very complex indeed.
Now considering the Navier-Stokes system with its nonlinear terms where
there could be small fluctuations in density, pressure, visc:osity, and velocities,
it is clear that we can expect similar effects and a "chaotic-looking" or turbulent
case.
The nonlinear terms cause small fluctuations to become large fluctuations
rt

We have considered y'=(y -1)+a with a > 0. If a < 0, solution varies between two
horizontal asymptotes with inflection point at (0.1). The asymptotes coincide if a = 0.
The solution y = 1 is a singular solution not derivable from the general solution.

***If y = 0.99. the asymptote moves to x = - 100.

while friction terms tend to remove differences in velocities. The Reynolds

number is a measure of the ratio of nonlinear terms to frictional terms, so it is
reasonable that if the number becomes large, the tendency to turbulence increases. However, factors such as smoothness of boundaries and the magnitude of initial fluctuations also influence the resulting now.
In the simple deterministic case, consider one nonlinear term u d u / J x divided by a molecular friction term v a2u/d x2. Lf u and d u/d x are assumed to
be of the order U, and L is a typical distance over which the velocity varies
by U, the ratio is of the order (u'/L)/(v.u'/L) = U - L/v or the Reynolds
number. In the general case, if we have a fluctuation in v or u we can see that
large changes can occur in the tendency to turbulent behavior.
The best way, apparently. to determine when turbulence starts is to solve the
stochastic Navier-Stokes system as we have outlined and study the behavior as
a function of the parameters of the flow. A comparison of a deterministic solution and z stochastic solution with varying conditions should illuminate the
problem of the onset of turbulence. Suppose we consider flow in a flat channel as an idealization of a pipe in a plane. We have

Replace x by A/ C to make the half-width unity and assume d p l d x = 0.Write

where th:: A, polynomials are generated for the nonlinear term. Then

309

APPUCATIONS IN PHYSICS

for n 0. If v is constant and u, is deterministic, u is deterministic. If u,has

a random component, this component will cause new terms to keep appearing
because of the expressions on the right side of the equation for u,, for any n 2
0,especially from the term involving A,. This is obvious by inspection of the
A, for increasing n. The effect of physically unrealistic change in the solution
by a linearization is also clear. Consequently, as a result of any randomness
and the nonlinearity, the flow is radically altered- the effect increasing as the
fluctuation becomes larger. Random boundary conditions resulting from
roughness in the walls will have the same effect.
The general problem may have random initiallboundary conditions. p is
generally taken as a constant and set equal to unity; however, compressibility
becomes a factor with increasing depth and p may not only be a function of z
but random in turbulent conditions.

Let

with

Let u = C L o urn. uh2=

00

A,. The %, can be found from

320

CHAPTER
14

Since we have q,,

all the following components are determined from

The approximants to the solution are given by

#mil

lim

m-w

= qrn + Urn

4,

=u

The A, are
A, = uhui
A, = uJui + 2u',u,u,
A, = u;uf, + 2u~u,ul+ uhu: + 2u',u,u,
A, = uiui + 2u;u,u, + uju: + 2u~uou2
+2u;u,u, + 2u;uou,
A, = u ~ u +i 2u;u,u, + uiu: + 2u~u,u,
+~u;u!u,r 2u;u0u, + U ~ U ;+ 2u',u1u3
+2u;uou,
A S= u;u:, i 2u:uFuI I U ; U ~ + ~ u ; u ~ u ~

NOTE: This is done by writing u'u2 = N u = N, . N 2 , writing

B, for u'

5 C,

for u' and considering the possible products, e.g.,

A, = B ..C ,.- B I C , + ...+ B,C,+B,C,. (SeeChapter2.)
Given the A,, the u, can be calculated and rearranged ir, ascending powers
of t (see Appendix 11) to get solutions to any required answer. The same
procedure as with the Duffing equation can be used to write u =
c.1'
and

En=,
00

and calculate the c,. However, we can get a quick approximation as in the
following example.

with u(0) = 1 and u'(0) = 0. Approximating sin t by t and cos t by 1 - t2/2, we

find L - ' ~doesn't contribute, u, = 1, u, = -t2/2, so $2 = 1 - t2/2 which we
recognize as a two-term approximant of u = cos t and we can verify by
showing that it satisfies the equation and the given conditions.

BURGER'SEQUATION:
The equation is u, + uu, = V u, for x 2 0 and t 2 0 where necessary conditions must, of course, be given. We write

with L, = d / d t and L,

= d2/dx2. Operating with

L: = j;(.)dt, we have

We identify u ( l 7 0) = f(x) as the u, term of the decomposition u =

X

and write the nonlinearity uu, as

n=O

CEOu,

A, where

Now the components after uo are given by

and we can write the m-term approximant which converges rapidly to the correct solution 4, = n=o u,. Since either of the possible operator equations for

Ern-'

L,u and L,u can yield the solution in the general case where the conditions for
t = 0 depend on x and the conditions on x depend on t, it is no longer nec-

essary to use both operator equations as in earlier work. (When the conditions
are not general in this way, we have asymptotic equality.) Integrations for a
diff~cultf(x) can be made trivial by writing f(x) in series form and carrying a
limited number of terms. If we use the L,u equation, u, = A + Bx where the
A, B are evaluated from the boundary conditions and we note that L; represents a two-fold indefinite integration. If we have a non-zero u(x, t = 0) = f(x),
the problem is simply solved. If f(x) = 0, we must use the L,u equation.

KURAMOTO-SIVASHINSKY
EQUATION:
The K-S equation is given as

In the operator notation of the decomposition method, this is

where

L, = a i a t
L, = u a 4 /a x 4
RU = p a t i d x 2
NU = u ( d i 6 x ) u

This equation describes problems in fluid motion, fluctuations in the position

of a flame fiont and oscillating chemical reactions. There are a number of
possibilities dependent on the stated conditions. Suppose we know that u(x.0)
= f(x) explicitl?. Then we write

and defme L;'

dl (.)dt . Now

Substituting u =

xzo

u,, Nu =

xzo

u( d/a x ) u or uu' . These are found as

A, where the A, are generated for

In the decomposition of u into

zLo

u,, we identify uo = f(a:). Then from

we have
U,,

= f(x)

u,+, = - ~ ; ' p ( d ~ i a-L;'

~ ~v)( a~ 4~i a x 4 ) ~-L;;A,
,

for n 2 0 so all components are calculable. We compute 0. =

term approximant to the solution u =

xrii ui as an n-

XIoun.The results are sufficient for a

complete solution if f(x) is continuous and n-times differentiable or may be apmust satisfy the equation
propriately transformed by Fourier series. Now
to nth approximation and exactly as n + -. Of course, a numerical result depends on an explicit f(x).
Given boundary conditions on x, such as:

we can also solve L u which will require four-fold (indefinite) integrations.

Then

(If u is a function of x, it must, of course, be inside the in.tegmtion.) We write

where I, (-)=

1c)&.

Now
u, = c,

By decomposition

- c,x - c2x2/ 2 + c 3 x 3/ 6

Since this is a nonlinear equation, we must evaluate the coefficients for each
approximant 0, for each m = 1,2... . Alternatively, we can use double
decomposition. In h s case we write

..

c, (t) =

Then

c ! ~(t)
)

i = 0,l.2,3

Matching the solution approximants at the boundaries determines the

components of the integration constants as discussed in Chapters 3 and 4.

THE LANE-EMDEN
EQUATION:
This is one of the basic equations in the theory of stellar structure in
astrophysics and was recently solved by N.T. Shawagfeh [4] using the
decomposition method. It is given by

where m is particularly of interest in the range f?om 0 to 5 with the conditions

T(0) = 1 and [dT/drIr=, = 0

What was needed was an approximation which did not require I to be small.
Such a non-perturbative solution follows. First, the dependent and
independent variables are transformed* using 8 = 5 T and { = I"'r to obtain

which is written as
LO = -{I-"

0-

where L = d2/dt2 and L-' is a two-fold integration with respect to

5. Now

where 8, = {(O) + 5d8/d{IC=o= 5. The nonlinearity is f(8) = 8" =

where

* This step is eliminated and results generalized in work to be published.

xw A,
U=O

Now 8 =

5-

n=o

0, where
=5
en+,= - L - ' ~ ' - ~ A ,

90

for n 2 0. 8 can now be written as a series in the form

where the c's are determined as follows:

Finally: since 8 = <T, T = c i t 2+ c ~ +<c 3 e~6i

.-.. An accurate and easily
computed solution is obtained with seven terms.
NONLINEAR TRANSPORT
I N MOVINGFLUIDS:

A new approach to time-dependent spread of contaminants in moving fluids

is provided by decomposition which is easily extended to nonlinear and
stochastic partial differential equations as well. First we consider

The one-dimensional advection equation:

duldt-adul2x=O
u(x, 0 )= f (x)
u(0,t) = g(t)

O < t l T , O < x < l , cr>O

By decomposition and using the partial solution for I, we have

where

is identified as u,, and f(x) is assumed differentiable as n'ecessary.Then

un = (- 1)"( a "tn/n!) f'")(x)

so that

and

is an (m + 1)-term approximation to u, satisfying the equation and the

condition at t = 0 using the t-dimension "partial solution".
The x-dimension partial solution is derived by

Consequently,

Either the t equation or the x equation represent the solution under general
conditions.

ADVECTION-DIFFUSION
EQUATION:
Let <(x.y,z, t) represent concentration. Let the fluid velocity be
components u, v, w in R3 and assume an incompressible fluid

u with

where D is the diffusion constant (whch is a constant for a particular fluid or

contaminant. temperature and pressure), (x, y, zl0)is a given initial condition
and various boundary conditions are possible. e.g., 5 + 0 as x. y,z + =. or
<(t) is specified on a boundary , or, we have a preassigned flux at T. We
have
d</d = ~ { a '
+
+ </a

:;ax* a' (;a,= a' 2'1

-UJ:/~X\lag/ay-w~~/az

By decomposition , using L,= J j d t and L-' =

j'()dl
0

(4J

for m 2 0. Now all components are determined and we can write

$u(e)
= m = ~ as an approximation to 5 , improving as N increases.
If we have turbulent motion of the fluid, we can have random fluctuations of
the concentration and hydrodynarnical variables; hence statistical description
becomes necessary. $, (<) becomes a series of stochastic terms and we form
(@,(<))
to get the expectation as a function of average velocity components.
The customary treatments of turbulent motion lead to a lack of closure and
concomitant assumptions which are avoided by using decomposition. Thus, in
the above method, u,v,w, and 5 are replaced by their corresponding steadystate values plus quantities representing fluctuations from the steady-states.
Thus { = + j', u = u + u', v = v + v', w = w + w'. Statistical averaging
causes terms such as

x9-'em

etc. to vanish. We then have

The last three correlation terms involve correlations of velocities and concentration which are &own. Then the procedure is to let ui for i = 1, 2, 3 denote u,v,w, and xj for j = 1, 2, 3 represent x,y,z and to write terms as being
proportional to a mean gradient of the concentration in terms of a "turbulent
diffusion tensory' -JSij (xj,t)d / d xj. To clarify the difficulty, consider the
operator format Lu + Ru = g or u = L-'g - L-I Ru. If we average we have
(u) = L-' (g) - L-'(Ru). We can think of g as an input to a system containing
R. The output u can be statistically independent of g but not of R. To achieve
closure, one must approximate. By decomposition one writes

Averaging is no problem since g is statistically independent of R. We have

NONLINEAR
TRANSPORT:
Let's consider the equation L( + R(

+ N(

= g where

N5 = f(S)
R=;.V-DV'

Let

5=

zwtn and Nt xmAn.Then

n=O

n=O

where

for rn 2 0.T h ~ ndm+,=

xm 4.
U=O

which converges to

:= xIOg.Further

generalizations are straightforward. We can, for example, consider Fu = g

where
Fu=L,u~L,u+L,u~L,u+RuiNu=g
and solve for L,u, L,u, L,.u, or L,u which would simpiy treat the other operator terms as the remainder operator R and would require the appropriate
given boundary conditions.
The case of stochastic g or stochastic processes in the R tenn leads to a
stochastic 0, which can be averaged or from which expectations and covariances can be found. The solutions are verifiable by checking that the original
equation and the given conditions are satisfied.
Since thp, concern here is solution of physical systems, inputs and conditions
are assumed to be bounded. If the model equation and the conditions are
physicall>,correct and consistent, a solution is obtained which is unique and
accurate. If numerical results are calculated, one sees the approach to a stable
solution for the desired number of decimal places. If conditions on one variable are better known than the others, we consider the corresponding equation
which can yield the solution most accurately.
&-

THE KDV EQUATION:

The equation is u, + a uu,

+ p u,,

= 0. In decomposition form, wc write

where u(x.t = 0) = f(x) is given. This equation was previously solved (21also
using the operator equation
L,u = -p-'u, - ~ ~ f i - ~ u u ,
where L, = G 3 / d x 3 . This was done to ensure use of all the appropriate initialrboundary conditions. However, in Chapter 3 we saw that the solutions
from each of the operator equations--called "partial solutions"-are actually
the solution and identical in the general case when the t conditions depend on
x, as above, and the x conditions depend on t. Therefore, we can simply use
one or the other saving considerable computation. Since solking the L,u equation involves a single integration and the Lxu equation involves three integrations, the optimal procedure is clear. We proceed by application of the L;'
which is a simple definite integration fkom 0 to t Thus

Identifying u(t = 0) as q,in the decomposition u =

nonlinear term uux as

if ar and

zm
o=o

Em u,
n=O

and writing the

A,, {uu,} we have:

p are constants.We can now write the decomposition components

Indicating us as u', we can write the A, for uu' as:

We can now write the m-term appmximant to the solution as @, =

which converges to u.

xri: uu,

THE NONLINEARKLEIN-GORDON
EQUATION:

Now L, = d'/d

t'

and L;' is a two-fold definite integration from 0to t and we

can write

L,u = V 2 u + f ( u )
u = A + Bt + L;' V2u + L;lf (u)
Then.
U,

= A+Bt

U]

= L;'v~u,

+ L;'A,

(f(~))

u2 = L;'B~U~
+ L;'A] { f ( ~ ) }

Thus. with specification of the explicit function f(u) and the conditions on t assuming dependence on x, y, z,we can calculate $., We car. use one of the
other possible operator equations if the appropriate conditions on x. y. or z are
better known and do not give a vanishing u, term. If a forcing function g is
also present the u, term becomes u, = A - Bt + L;'g.

With L, = d / d t and L;' as integrations from 0 to t

We need to know u(t = 0) which we identify as u, in the decomposition, and

also need the function k(u) for the specific model being studied. For illustration, we use k(u) = 1 + u which gives us a nonlinear term uu, or uu'. Now

Now

and ),

~r:;

RANDOMNONLINEARHEAT EQUATION:
We can write using L, = d/d t ,

and assuming

For either random g or random a, for stationary or nonstationary cases, < u >
is found by writing out the series and W,gterm by term expectations without
closure approximation or perturbation. If g is random,

where we note that the input of g would not be correlated with

system parameter. If a is random,

a, which is a

J2u/dt J x = sin u
Letting L: = d/dt and L,u = u, =- u'?

L,u' = sin u
u'

= ul(0)

+ L:

sin u = u'(0)

- L;'

A, {sin u}
o=O

Thus the system is calculable using the &for sin u:

A, = sin u,
A, = u, cos u,

A, = -(ut/2)sin u, c u, cos u,

A, = -(u;/h)cos u, - u,u, sin u, + u, cos u,

SCHRODINGER
EQUATION
WITH QUARTIC
POTENTIAL:

describes the case of a particle in a quartic potential V(x) = (1/3,)ax4.It can be

written
d 2 y / d x 2 + a x 4y + P y = 0
If L = d2/dx2, L = ll(.)dx dx,

Thus

where 45 satisfies the conditions. Then for n 2 0

y = 'j'rii ynis the solution.

We have, using decomposition,

Assume g is a constant Then U = C, + C,X

into
Uo

= C,

+ gx2/2 + L-' kxPU

is decomposed

+ C2X + gx2/2

u,,, = L-' kxpu,

(m 10)

Ern=,
u,.
m

Since u =

We can write the result in the form

u = c, a ( x ) + c$(x>

+ y(x)

where

We can use the conditions u(1) = u(- 1) = 0 to evaluate c, md c+.

so that

(The case g = 2. k = 40, p = 1 was verified to se ven-digit accuracy.)

iu, + 2 ~ 1+~u,,) =
~0
can be written

iL,u + Nu + L,u = 0

where L, = d/dt, L, = d'/dx2, and Nu = 2u(uI2.We can solve either for the
L, operator or the L, operator. If we solve for L,u, we get immediately

and 4, =

xu-'
1=0

ui as an n-term approximation converging to u. If we solve for

L,u, we have
u=u,-~L;'L,u-L;'NU
uo=a+px
u ~ =+-a
~; L,U,

- L;'A,

for n 2 0. The given conditions determine a,P.If instead of a finite interval

we have a limit such as u -,0 as x -, then we set lim u = 0 and find the
00,

x-

limit of the series.

The equations involve operators in x,y, z and t Our specific solution depends
on the given initiallboundary conditions. Considering the equation for V, and
assuming conditions on t are given,

The A and B must satisfy given conditions, whether initial or boundary or limit
conditions at infinity. The II/ equation, now using L: = d / d t , results in

To solve the system we find ( y , , ~ , )then

, ( y , , ~ ,then
) , (y2,v2),
etc.
Difficult integrations will arise because of difficult initial conditions for whch
solution is desired. This problem essentially vanishes by approximation of
these functions by a few terms of an equivalent series, e.g., a Maclaurin series, or decomposition of the functions to arrive at elementary integrations.

THE IS-BODY PROBLEM:

The problem of the interaction of N bodies is important in many connections
and for many force laws which can involve atuaction or repulsion, or even
collisions. The problem is soluble by decomposition because the nonlinearity
can be represented by the generahzed polynomials (Chapter 3) which can be
calculated. Here. we will consider N-body dynamics in a gravitational field.
Assume a system of N point masses m, where i = 2,3, ...N, with positions
specified by vectors Ti from a chosen origin. The distance between mj and mj
will be denoted by

112

TSJ= 17, - Fj/= [(fi - 7,). (Fi - i)]

where the multiplication

indicates a scalar product.

If

The trivial one-body case is described simply by m, 7' = 0 with initial

conditions

TWO BODIES:

For two bodies in a gravitational field, we have two coupled equations

112.11

with initial conditions

noting that i,,,/ lf1,,l)= il., / li,,.r where i,,, is the unit vector. We can for
example, let one mass be a sufficientlylarge, say M, to be assumed as a fixed
origin, then find the motion of the small mass m. Or, the origin can be the
observer on earth considering the effect of the sun on the moon. Or, finally,
the origin can be in a rocket traveling through the solar system.

THREEBODIES:
For three bodies, we have:

with initial conditions:

We now have four coupled equations and the corresponding initial

conditions to consider.

with initial conditions with Ti(0)= pi and Ti (0)=

with i = 1,2,3,4.

GENERA
L Z Z Z ~ ' GTO N - BODY D Y N A M I C S :
In a gravitational field, we first simpliZy notation by writing

which is a convenient form for use of the generalized A, for f(u,v) discussed
in Chapter 3. The indicated multiplication is a scalar product. Hence for N
bodies,

Lei L = d' 1 d t2 to write the left side as mi Lq and apply

L-l,

a two-fold

defmite integration from 0 to 5 i.e., Ilji(.)dtdt, to both sides. Also let

We can identify

c'j

as the solution of ~ 7 ; ' ' = 0,or,

Analogously,
7";

pj+ tT]

The first decomposition component is determined and the following

components are calculable from

Thus n 2 0, for

so all components are calculable by determining the An using b e methods of

Chapter 3. For convenience, the necessary quantities are listed.
The A, for u-" are:

The A, for f(u,v) are given by

where

xn=o
m

For scalar problems, f(r) = r-2 =

For f ( r ) = r-' =

An

xLo

A.

For the nonlinearity i(ri,rj) we define the necessary polynornids by

i.e.,

X!'",

Since

We can now write

so that

which can be rewritten as

We can decompose the $ and

5 thus:

Then

Since the h function is a nonlinear function of two variables, we can write it in

terms of the generalized polynomials ~ , { f ( u v)}
. in Chapter 3 (and also in reference [4]). Thus

Thus we have a system of N coupled nonlinear second-order equations. or

Volterra intezral equations when the L-' operator is applied, which are solvable by the decomposition method since the nonlinearity, though difficult, can
be expressed by methods of Chapter 3 and reference [2]. Details for specific
special cases will appear in a forthcoming paper as they are programmed and
calculated.

NONLINEARRELATIVISTICPARTIALDIFFERENTIALEQUATIONS:
A class of nonlinear equations occuring in mathematical approaches to elementary particle theory [5] is given by

The objective is to obtain a non-perturbative time-development of the field of

this and similar equations involving other nonlinear interactions, without the
use of cutoff functions or truncations. In decomposition form [2-51

where L,=i?'/dx',L, = d ' / d Y 2 , L , = J 2 / d z 2 , L ,= - d 2 / d t ' . The possible operator equations f i r partial solutions [ 41 are:

The solution q(x,y,z,t) will be approximated by the n-term decomposition

series O,

We visualize a manifold in a four-dimensional coordinate system wilh x,y.z,t

axes. On the coordinate planes we have curves cp(x), q(y),q\z), and q ( t ) representing intersection s of the q "surface" with the planes. We can start from
any of these functions (i.e., the initial-boundary conditions) to generate
rp(x,y,z,t). We can begin with any one of these equations to yield the solution

and in general all of the results are identical. (In special cases, they are
asymptotically equal.)
Suppose we consider the fourth equation. Then operating with L;' or the
two-fold definite integration from 0 to t and identifying the initial term

we have
q = qo+L;' m 2 q - ~ ; ' g q 3+L;'[L, +L,+L,lq
We now apply the decomposition

We can now determine all components of q ; thus,

qm+t

= -L;'

rn qm- L ; ~ ~ A , + L ; ' ( L , + L , + L , ) ~ ~

Now

is a convergent approximation to

(p =

qn,i.e., to the solution. Which of

the four equations we use depends on which initialhoundary conditions are

best known or measured. When the nonIinearity is of higher degree, e.g. in the
scalar relativistic equation:

the same procedure applies with the appropriate A, for q P for which rules are
given in [Z].

TIME-DEPENDENT
SCHRODINGER
EQUATION
IN CONFIGURATION
SPACE:
The equation is [6]

336

CHAPTER 1 4

The vector i is the position vector of the particle referred to a convenient origin. We can introduce unit vectors along axes of rectangular (x,y,z) or spherical (r,O,q?) coordinates. In terms of rectangular Cartesian coordinates, the operator V' = L, + L, + L, where L, = d2/ A 2 , L, = 13' I dy', L2 = d21&'.
Then

Using decomposition, we can solve for any of the operators L,, L,, L,, or
L, = d/dt as long as we know the appropriate conditions on x, y, z, or t. The
inverse operators L;', L;', L-,' are two-fold indefinite integrations respectively
in x, y, z. The inverse L;' is a single d e f d t e integration from zero to t
representing an initial condition problem for which Y (t = 0) is required. In the
other cases. ure have boundary-value problems for which we need values of
Y at two values of x or y or z. Suppose we solve in terms of L,. then

where cx = 2ml it? and p = 2m l h2. Then we must operate on all terms with
L;'. The left side becomes L-,' L,Y = Y - A - B x . Rearranging, we have

Y=A-B~-~~L;'~/~~Y-PL~vY-L;'[L,+L
Lei
~ ] Y .= x L 0 Yn
and identie Yo as A + Bx. Then an n-term approximant to Y denoted by cp,

which becomes Y in the limt as n + -. Because of rapid convergence, a

few terms are generally sufficient. (When this is not the case, one can use Pad6
approximants or other acceleration techniques or the method of asymptotic
decomposition.) The decomposition components are

and we can now write cp,[Y]. For a particular potential, e.g. an isotropic
harmonic oscillator, V = 112 mw2(x2+ y% z2), we can now calculate the
solution. Evidently, we can also deal with nonlinear potential functions or
nonlinear Schrodinger equations. The decomposition method is not restricted
to potentials varying slowly in a de Broglie wavelength.
The problem solution is complete when A and B are evaluated by matching
to the given conditions. This requires matching the @= to the boundary
conditions for each value of n as previously discussed.
Other interesting examples (Ginzburg-Landau equation, Euler equations for
inviscid flow, isentropic flow) as well as further results on Navier-Stokes
equations and on numerical computation will appear in future publications.

REFERENCES
1.
2.
3.

4.
5.

6.

G. Adomian, Analytic Solution of the Stochastic Navier-Stokes System, Found. of

Physics. 21. (831-843) (July 1991).
G. Adomian, Nonlinear Stochastic Systems Theory and Applicafiom to Physics,
Kluwer (1989).
G. Adomiaa Linear Random Operator Equations in Mathematical Physics I, 11, IfI,
J. Math. Phys., 11, 3, (1069 - 1084) (1970), 12, 9, (1971). (1944 - 1955).
N.T. Shawagfeh, Lane-Emden Equation, J. Math. Phys.. 34, 9, (4364 - 4369) (Sept.
19931.
1. ~ e g a l .Quantization and Dispersion for Nonlinear Relativistic Equations, in The
Mathematical Theory of Elementary Particles, R. Goodman and I. Segal (eds.), MIT
Press (1965).
D.S. Saxon, Elementary Quantum Mechanics. Holden-Day (1968).

A.S. Monin and A.M. Yaglorn, Statistical Fluid Mechanics I-.II,J. Lumley (ed.), M r r
Press (1971).
2. L.D. Landau and E.M. Lifshitz, Quantum Mechanics, J. B . Sykes and J. S. Bell
(transl.), Addison-Wesley (1958).
3. L.D. Landau and E.M. Lifshitz, Mechanics. J . B . Sykes and J. S. Bell (transi.),
Addison-Wesley (1960).
1

APPENDIX 1
PADE AND SHANKSTRANSFORMS

PADEAPPROXIMANTS:
The objective here is to find a solution in the large, i.e., in the range ( 0 , ~ )
from the decomposition series which normally has a finite circle of convergence for initial-value problems. The procedure is to seek a rational function
for the series. Given a function f(z) expanded in a Maclaurin series
f(z) =
cnzn, we can use the coefficients of the series to represent the

xz,

function by a ratio of two polynomials

symbolized by &/MI and called the Pad6 approximant. The basic idea is to
match the series coefficients as far as possible. Even though the series has a
finite region of convergence, we can obtain the limit of the function as x + m
ifL=M.
Notice that if we are satisfied with [1/1]. we will have

so that coefficients of z' are zero, i.e.,

blcl + b0c2= 0

Taking b, = 1, we have
blc1+ c2 = 0
Now consider [2 / 21 or

Clearly the coefficients of z3 are zero, so that we can write

In general, we note that there are L + 1 independent coefficients in the

numerator and M + I coefficients in the denominator. To make the system
determinable, i t is customary to let b, = 1. We then have M independem
338

coefficients in the denominator and L + M + 1 independent coefficients in all.

Now the [LIM] approximant can fit the power series through orders
1,z,zZ, . ..,zbM with an error of O(zLM+').For example, for

we have

Consequendy,

Equating coefficients of zL", p2,.

.., z ~ in+turn,
~ we can write

Setting bo = 1, we have M linear equations for the M coefficients in the denominator.

We invert the matrix on the left and solve for the bi for i = 1,..., M. Since
we lcnow the co, c,, q,..., we can equate coefficients 01f 1, Z, zZ, ..., zL to
get %, a,,..., at. Thus
a, = c,

a, = c, + blco

Thus the numerator and denominator of the Pad6 approximant are determined
and we have agreement with the original series through order zbM. From the
matrix equation, we can write the lower-order approximants. (For higher orders, one can use symbolic programs.)
1)
IUM] = [l/l]

where D = clc, - c: so that we have

For f(z) = c,

+ clz + c,zZ+ -.- we have

lim [1/1] = a, /b,

Z -+=

lim[2/2] = a2/b,
2-9-

lim[3/3] = a,/b,

z-+-

EXAMPLE:
Find the limit for e- x/(l +x)
[ I l l ] = .333...
[?I21 = .368...
[3/3] = .368...

EXAMPLE:
For ex, we have

Note that if we let x = 1 to consider the series for e, we get the correct limit.

-+

PROBLEM:
Noting that the limit is correct for x = 1 but the limit at
for
[1/1], [2/2], [3/3] fluctuates between 1 for both ex and e'", i.e., %/b, = 1
as m increases, explain the lack of convergence to a limit since we know
e-" + 0 as x + and ex + w as x + m. Try the Shanks (or Wynn*)
transformation. These transformations are effective in accelerating convergence
of many slowly convergent series.
For cases where the Pad6 approximant appears inapplicable, we can sometimes use transformations of the series. Consider

i.e., cJmf 0 but

C3m+I = C3m+2 = 0.

We let y = z3so that

is now in a form for Pad6 transformation. In general for a series

where N is a positive integer (or "skip factor") with c,,

for 15 v IN - 1. We substitute y = ZN to get

0 but c,,,,

=0

Other useful transforms used to accelerate convergence are the Euler, Wym, and Van
Wijng3arden transforms.

where n = Nm.

To approximate by [ 1/11 we have

Consequently

(whch is w i t h 8% of the correct limit of 0.5 for the function).

EXERCISE:
Calculate [2/2] and [3/3] to show that the limit approaches 0.5
more and more closely as we go to hlzher-order &MI.

We note that even though the series has a limited region of convergence
(x I 1/2), the function is smooth for 0 5 x < -. If we write a ratio
(a + bx) /(c + dx)
it is clear that we get a finite limit as x approaches -.
[l/l], we have

Calculating &/MI =

and carrying out the division, we get

which exactly matches the frrst three terms of the TayEor series. If we go as
high as [5/5], we match the first 11 terms of the Taylor series

which is the correct limit of 2'" to three-place accuracy.

EXERCISE:
Since cos x =

xm (-l)"x/(2n)!, show that

n=O

uses the first five terms of the Taylor series. Show that [2/2] is closer to the
exact value of cos x than the sum of the first 5 terms.

SERIESNOT SUITABLEFOR PADETRANSFORM:

Sometimes the series is not in a convenient form for the P a d i transform
which is designed for a series

cooc,xD with non-zero co. c,, c2.

n=O

If we have missing terms, e.g.. f(x) =

xm

cN,xND
where N is a positive

integer and co # 0, e.g., n=O cox0+ c,x3 + c6x6-I---.then we use the transform z = xN (or z = x3 in this specific case) and let b, = c,, to write
f(z) =

xzo

b,zn and b,
(n

If f(x) =

6<p

0 which is now suitable for the Pad6 transform.

c,xn and c, = 0, we can apply a translation z = x - 6 with

with p synbolizing the radius of convergence. If we use

It]< 1, the

result will be simpler for manual computation because the resulting series for
each new coefficient in f(z) = n = O bDznwill converge rapidly. The resuit for
b, will be b, $ 0 and

Em

whch is equivalent to an a n a l p c continuation.

THESHANKSTRANSFORM:
This is a nonlinear transform which can be very effective, particularly in
accelerating convergence of slowly converging series. It has even been applied
to diverging series which seems contradictory. However. if a power series has
s
transform is a
been obtained by dividing out a rational fimction, t h ~ nonlinear
means of inverting the procedure to obtain the rational function.
The Shanks transform is related to the Padi approximant. It is more accurate:
however, the Pad6 approximant is more explicitly expressed in terms of the
coefficients of the original series. L e t s write the sequence of partial sums
{S,) for a series and define the Shanks transform by

We often wan1 repeated transforms, called the iterated Shanks transform, so it

is convenient to write {A,} for the IS,}. The iterated transforms will often
lead to an extremely accurate solution. The frrst-order transform is written as:

We now write the sequence simply as

where A,

= S,.

EXAMPLE : In the continued fraction representing

fl

, the sequence of
partial sums {S,) is S, = 1, S, = 3/2, S, = 715. Find the limit. Calculation

yields:

We note that AS = 1.4137 which is correct to 3 figures, while C3 =

1.414213564 is correct to 9 figures.
EXERCISE:Verify all results.
EXAMPLE: The Leibnitz series for x is x

results are:

= 4 - 413 + 415 - 417 + .... The

We see thar the tenth partial sum A,, or S,, is correct only to one figure.
Shanks [ I ] points out that to give an answer correct to eight figures would
require n = 40 million in S, whle we note that es(S$. or ED,is already correct
to eight fi-mes.
EXERCISE:

In the example

in the previous section on Pad6 transforms. are obtained [1/1] = 3 4 which

was close to the correct limit of .5. Show that the Shanks transform T(S,) =
.54also. Ln\,esugare the relationshp between the two procedures.
Another related transform (which can also be iterated like the Shanks
transform) is the .kitken uacsform defrned by

The first-oidcr Shanks transform is equivalent to the l t k e n (6') process and

the mth o r a x Shanks transform of the nth p m a l sum is equivalent to the [m/n]
Pad6 approximant. We can view the Shanks transform as a unifying concept
subsuming the Artken process and the Pad6 approximent.

SUGGESTED
READING
1.

2.

Daniel Shanks, Nonlinear Transformations of Divergent and SIowly Converging Series.

J. ,Marh. and Physics, 34. (1-42) (1953).
A.C. Xitken, On Bernoulli's Numerical Solution of Algebraic: Equations, Proc. Roy.
Soc., Edinburgh, (289-305) (1926).

APPENDIX II

The fxst column on the right of the equation is equal to uo.The second column
is equal to u,. The third column is equal to u,, etc. These sums of each column
will be denoted by ub, ui, u; .... respectively where i indicates the initialvalue format. The sum of the column to the left of the equal sign is denoted by
:U for boundary-value format. We have

XIo

Thus in writing the approximants pm we can write

which can be written

Refening again to (I), we have

or u, =

xn=,
m

u:-"

in our boundary-value format. Returning to (1) we can

write in initial-value format,

or u, =

zm
m
n=o

By double decomposition u =

Zn=,
u,.
m

u p ' (in initial-value format). By decomposition u =

XIoEm=,
up'.
00

APPENDIX III

CAUCHYPRODUCTS OF INFINITE SERIES

In one dimension for u =

xma,xY
P=O

Ln two dimensions,

U=

Za,,,,;

x:l x,Y1

In three dimensions,

In four dimensions,
m

and

P=

xmBmxm we can
m = ~

write

In N dimensions,

These can all be programmed using "do-loops" and stopping rules. These
product rules should be useful in programming solutions where the system
input and system coefficients are known only as power series.

Mixed Derivatives 46
Acceleration Techniques 30, 206,338
(Adomian) Polynomials Reference Lit
11
Analytic Simulants 17, 289
Applications
Advection 3 16
Advection-Diffusion 3 18
Burger's Equation 31 1
Dissipative Wave Equation 28.30
KdV Equation 321
Kuramoto-Sivashinsky Equation 3 12
Lane-Emden Equation 3 15
N-body Problem 328
Navier-Stokes Equation 302
Nonlinear Heat Equation 322
Nonlinear Klein-Gordon Equation 322
Nonlinear Relativistic Partial
Differential Equation 334
Nonlinear Transport in Moving
Fluids 3 16
Random N o n h e a r Heat Equation 323
Schrodinger Equation
Nonlina- 327
Quartlc Potential 325
Yukawa-coupled Nein-Gordon 327
Sine-Gordon Equation 324
Turbulence 307
Van der Pol Equation 230. 23 1.309
Applications of Modified Decomposition
I54
Asymptotic Decomposition 18. 241
Boundary Conditions at Infiniv 21 1
Boundary-value Problems 87. 114. 138,
28 8
Cauchy Products 350
Convergence Regions 23. 25
Decomposition
for o r d i n q differential equarions 6. 28
for partial Mierential equations 22, 28
Difficult Nonhearities 150
Dirichlet Conditions 75
Double Decomposition 22, 69, 87
Duffing Equation. 154. 157, 230, 231,
235. 236. 263, 277, 280
G e n e r a l i d (Adomian) Polynomials 50
Generalized Taylor Series 10
Gibbs Phenomena 301
Harmonic Oscillator 247. 251
Integral Boundary Conditions 196
Integral Equalions 224
Irregular Contours or Surfaces 288

Modified Decomposition 115, 131, 138,

214
Neurnann Boundary Conditions 190
Noise Terms 29
Nonlinear Partial Differential Equations
80
Nonlinear Ordinary Differential Equations
85
Nonlinear Oscillations 228,
Partial Solutions 23, 28, 30, 33, 35. 36
Perturbation 284
Proliferation of Terms 254
Smooth Expansions of PiecewiseDifferentiable Functions 298
Spatial and Temporal Formats 97,
106,109,
Staggered Summation 243. 348
Stopping Rules 18

Fundamental Theories of Physics

22. A.O. Barut and A. van der Merwe (eds.): Selected Scienrijc Papers of Alfred Landi.
[I888-197s]. 1988
ISBN 90-277-2594-2
23. W.T. Grandy, Jr.: Foundations of Staristical Mechanics.
Vol. 11: Nonequilibrium Phenomena 1988
ISBN 90-277-2649-3
24. E.I. Bitsakis and C.A. Nicolaides (eds.): The Concepr of Probabiliry. Proceedings of the
ISBN 90-277-2679-5
Delphi Conference (Delphi, Greece, 1987). 1989
25. A. van der Merwe, F. Selleri and G. Tarozzi (eds.): Microph?sical Reality and Quantum
Formalism, Vol. 1. Proceedings of the International Conference (Urbino, Italy, 1985).
1988
ISBN 90-277-2683-3
26. A. van der Merwe, F. Selleri and G. Tarozzi (eds.): Microphysical Reality and Quantum
Formalism. Vol. 2. Proceedings of the International Conference (Urbino, Italy, 1985).
1988
ISBN 90-277-2684- 1
ISBN 90-277-2685-X
27. I.D. Novikov and V.P. Frolov: Physics of Black Holes. 1989
28. G. Tarozzi and A. van der Merwe (eds.): The Narrcre of Qrcannun Paradoxes. Italian
Studies in the Foundations and Philosophy of Modem Physics. 1988
ISBN 90-277-2703- 1
29. B.R. Iyer, N. Mukunda and C.V. Vishveshwara (eds.): Gravirarion, Gauge Theories
ISBN 90-277-2710-4
and rhe Early Universe. 1989
30. H. Mark and L. Wood (eds.): Energy in Physics. War and Peace. A Festschrift
celebrating Edward Teller's 80th Birthday. 1988
ISBN 90-277-2775-9
31. G.J. Erickson and C.R. Smith (eds.): Maximum-Entropy and Bayesian Methods in
Science and Engineering.
ISBN 90-277-2793-7
Vol. I: Foundations. 1988
32. G.J. Erickson and C.R. Smith (eds.): Maximum-Enrropy and Bqesian Merhods in
Science and Engineering.
ISBN 90-277-2794-5
Vol. II: Applications. 1988
33. M.E. Noz and Y.S. Kim (eds.): Special Relativity and Quantum Theory. A Collection of
ISBN 90-277-2799-6
Papers on the Poincare Group. 1988
34. LYu. Kobzarev and Yu.1. Manin: Elementary particle:^. Marhematics, Physics and
ISBN 0-7923-0098-X
Philosophy. 1989
ISBN 0-7923-0253-2
35. F. Selleri: Q m t u m Paradoxes and Physical Reality. 1990
36. J. SkiUing (ed.): Maximum-Entropy and Bayesian Methods. Proceedings of the 8th
ISBN 0-7923-0224-9
International Workshop (Cambridge, UK. 1988). 1989
37. M. Kafatos (ed.): Bell's Theorem, Quantum Theory and Conceptions of the Universe.
1989
ISBN 0-7923-0496-9
38. Yu.A. Izyumov and V.N. Syromyatnikov: Phase Transitiom and Crystal Symmetry.
1990
ISBN 0-7923-0542-6
39. P.F. Fougtre (ed.): Maximum-Entropy and Bayesian Methods. Proceedings of the 9th
International Workshop (Dartmouth, Massachusetts, USA, 1989). 1990
ISBN 0-7923-0928-6
40. L. de Broglie: Heiseriberg 's Uncertainties and the Probabilistic Interpreration of Wave
ISBN 0-7923-0929-4
Mechanics. With Critical Notes of the Author. 1990
41. W.T.Grandy, Jr.: Relativistic Quantum Mechanics of Leptons and Fields. 199 1
ISBN 0-7923-1049-7
42. Yu.L. Klimontovich: Turbulent Motion and the Structure of C J ~ O A
S .New Approach
ISBN 0-7923-1 114-0
to the Statistical Theory of Open Systems. 1991

Fundamental Theories of Physics

43. W.T. Grandy, Jr. and L.H. Schick (eds.): Mnrirnwn-Enrropy and Bayesian Methods.
Proceedings of the 10th International Workshop (Laramie, Wyoming, USA, 1990).
1991
ISBN 0-7923-1 140-X
44. P.Pt& and S. RilmannovA: Orrhomodular Structures as Quantum Logics. Intrinsic
Properties, State Space and Probabilistic Topics. 1991
ISBN 0-7923-1207-4
45. D. Hestenes and A. Weinganshofer (eds.): The Electron. New Theory and Experiment.
1991
ISBN 0-7923-1 356-9
46. P.P.J.M. Schram: Kinetic Theory of Gases and Plasmas. 1991
ISBN 0-7923-1392-5
47. A. Micali, R. Boudet and J. Helmstetter (eds.): CZtflord Aigebrm and their Applications
in Mathematical Physics. 1992
ISBN 0-7923- 1623-1
48. E. Prugovdki: Qumrwn Geomerp. A Framework for Quantum General Relativity.
1992
ISBN 0-7923-1640-1
49. M.H. Mac Gregor: The Enigmatic Elecrron. 1992
ISBN 0-7923-1982-6
50. C.R. Smith, G.J.Erickson and P.O. Neudorfer (eds.): Maximum Entropy and Bayesian
Methodr. Proceedings of the 1lth International Workshop (Seattle, 1991). 1993
ISBN 0-7923-2031 -X
51. D.J. Hoekzema: The Quanrwn Labyrinth. 1993
ISBN 0-7923-2066-2
52. Z. Oziewicz, B. Jancewicz and A. Borowiec (eds.): Spinors, Twisrors, Clifford Algebras
and Quanrw, Defonnarions. Proceedings of the Second Max Born Symposium
ISBN 0-7923-2251-7
(Wrocian, Poland. 1992). 1993
5;. A. Mohammad-D!afan' and G. Demoment (eds.): Maximum Entropy and Bayesian
Methods. Proceedings of the 12th International Workshop (Paris, France, 1992). 1993
ISBN 0-7923-2280-0
54. M. Riesz: Cl~ffordNumbers and Sprnors with Riesz' Private Lectures to E. Folke
Bolinder and a Historical Review by Penti Lounesto. E.F. Bolinder and P. Lounesto
(eds.). 1993
ISBN 0-7923-2199- 1
55. F. Brackx, R. Delanghe and H. Serras (eds.): Cliflord Algebras and their Applications
in Mathematical Physics. Proceedings of the Third Conference (Deinze, 1993) 1993
ISBN 0-7923-2345-5
56. J.R. anc chi: Parametrized Relativisric Quantum Theon. 1993
ISBN 0-7923-2376-9
ISBN 0-7923-2549-4
57. A. Peres: Quantum Theon: Concepts and Methods. 1993
58. P.L. Antonelli? R.S. Ingarden and M. Matsumoto: The The07 of Sprays and Finsler
Spaces with Applications in Physics and Biologj. 1993
ISBN 0-7923-2577-X
59. R. Miron and M. Anastasiei: The Geometry of Laprange Spaces: Theory and Applications. 1994
ISBN 0-7923-2591 -5
60. G. Adomian: Solving Frontier Problems of Phvsics: The Decomposition Method. 1994
ISBN 0-7923-2644-X

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