- About this Journal ·
- Abstracting and Indexing ·
- Aims and Scope ·
- Annual Issues ·
- Article Processing Charges ·
- Articles in Press ·
- Author Guidelines ·
- Bibliographic Information ·
- Citations to this Journal ·
- Contact Information ·
- Editorial Board ·
- Editorial Workflow ·
- Free eTOC Alerts ·
- Publication Ethics ·
- Reviewers Acknowledgment ·
- Submit a Manuscript ·
- Subscription Information ·
- Table of Contents
Journal of Applied Mathematics
Volume 2013 (2013), Article ID 259371, 11 pages
An Efficient Higher-Order Quasilinearization Method for Solving Nonlinear BVPs
1Department of Mathematics, King Abdulaziz University, Jeddah 21589, Saudi Arabia
2Departamento de Física i Enginyeria Nuclear, Universitat Politècnica de Catalunya, Compte d’Urgell 187, 08036 Barcelona, Spain
Received 28 August 2013; Accepted 22 September 2013
Academic Editor: K. S. Govinder
Copyright © 2013 Eman S. Alaidarous et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
In this research paper, we present higher-order quasilinearization methods for the boundary value problems as well as coupled boundary value problems. The construction of higher-order convergent methods depends on a decomposition method which is different from Adomain decomposition method (Motsa and Sibanda, 2013). The reported method is very general and can be extended to desired order of convergence for highly nonlinear differential equations and also computationally superior to proposed iterative method based on Adomain decomposition because our proposed iterative scheme avoids the calculations of Adomain polynomials and achieves the same computational order of convergence as authors have claimed in Motsa and Sibanda, 2013. In order to check the validity and computational performance, the constructed iterative schemes are also successfully applied to bifurcation problems to calculate the values of critical parameters. The numerical performance is also tested for one-dimension Bratu and Frank-Kamenetzkii equations.
In the very beginning, the Newton-Raphson method constructed for nonlinear single-variable algebraic equation whose efficiency index is optimal according to Kung-Traub conjecture , actually Newton-Raphson uses two function evaluations, and its computational order of convergence is two. Many authors [2–7] have made good effort to construct the iterative methods for algebraic equations. Similarly, for the system of algebraic equation, the version of Newton-Raphson gives us second-order convergence. In the literature, the efficiency index is only defined for single-variable algebraic equation on the basis of function evaluations. For multivariable case, if we consider system of algebraic equations, then we require the computation of Jacobian inverse of dimension and function evaluations to perform one newton iteration and it is clearly evident the computational cost of matrix inversion is dominant over other binary operations to complete one newton iteration. The iterative methods which require only once the Jacobian inverse for the whole cycle of iterations are clearly efficient.
When we talk about nonlinear boundary value problems, the quasilinear method (QLM) [8–11] is an iterative method which starts from initial guess for a boundary value problem (BVP) which is quadratically convergent. Initially, Bellman and Kalaba  proposed QLM and later Mandelzweig and coauthors [8–11] provide the second-order convergence proof for the BVPs. In , recently authors proposed higher-order quasilinearization method for single BVP as well as coupled BVPs. The original idea in  is to decompose the nonlinear operator as an infinite sum of Adomain  polynomials. The reported algorithm is efficient in the case of couple BVPs. The computation of Jacobian inverse is performed at the initial guess, but the calculation of Adomain polynomials is somehow difficult and also increases the computation cost of iterative scheme. To avoid the computational burden of Adomain polynomials, we use a different decomposition method for nonlinear operator which was actually introduced in . Our proposed scheme uses only one calculation of Jacobian inverse and does not require any calculation of Adomain polynomials, and this fact increases its computational efficiency in comparison with . The sequences of iteration schemes have convergence orders two, three, four, five, and so forth. The numerical stability and efficiency are tested over two problems, namely, one-dimensional Bratu problem [16–23] and Frank-Kamenetzkii  boundary value problem The Frank-Kamenetzkii BVP (2) has no solution if , unique solution if and two solutions if . The closed form solution of (2) is reported in [24–26]. The solutions of (2) in  are given as The closed form solution for Bratu equation  can be written as The critical parameter for Bratu problem satisfies and if , , and , then there are two solutions, unique solution and no solution for (1). The numerical reported value of critical parameter is .
2. Construction of Iterative Methods
2.1. Single Nonlinear Boundary Value Problem
Consider a nonlinear ordinary differential equation where is a linear derivative operator; for Bratu and Frank-Kamenetzkii problems linear operators are and , and is any nonlinear function of . Let be an initial guess (satisfying the boundary conditions) for the solution of (5). By expanding around , we obtain Suppose, that we can decompose the solution into infinite series sum Further, we obtain the decomposition of nonlinear operator as follows: By substituting (11) in (10), we get By using (13), we obtain By comparing left and right sides in (15), we have If we approximate solution By adding (16) to (18), we get Equations (16) and (21) give
After renaming the variables, we obtain the following iterative schemes.
Scheme . Consider Note that corresponds to the QLM scheme which is quadratically convergent.
Scheme . Consider
Scheme . Consider
Scheme . Consider By calculating computational order of convergence, we show that the order of convergence of is .
Consider the following nonlinear coupled boundary value problem: where and are linear derivative operators. Equation (27) can be rewritten as where and . Let be an initial guess, which satisfies boundary conditions, for problem (28). Taylor’s expansion of around is Equation (28) can be written as where can be decomposed into infinite series sum Substituting (33) in (32), we get By using the same decomposition for nonlinear operator for multivariable case which is given in (12), we obtain
Scheme . Consider Note that is the QLM scheme which is quadratically convergent.
Scheme . Consider
Scheme . Consider
Scheme . Consider
2.2. Coupled Boundary Value with Many Variables
Consider the following nonlinear coupled boundary value problem with many variables: where . The compact form of (43) is where , , , . Let be an initial guess for (44) which satisfies the boundary conditions where and . The expansion of around is From (44), we obtain We decompose the solution into infinite series sum Equation (48) implies By adding (51) and (53), we get We denote From (54) and (46), After renaming the variables, we get the following iterative schemes.
Scheme . Consider
Scheme . Consider
Scheme . Consider
Scheme . Consider
3. Numerical Results and Rate of Convergence
In all numerical experimentation, we use Chebyshev pseudospectral methods (for more details, see ). In order to show the rate of convergence, we require the definition of computational order of convergence, The computational order of convergence can be approximated by  where , , and are successive iterations closer to the solution of boundary value problem and such that defines the partition of domain of the BVP. For BVPs with infinite domain, for instance, , , or , one could replace infinity by a suitable large number to make the domain compact. The iterative scheme for Bratu problem with boundary conditions is and is an initial guess for (62). Similarly, we can obtain the scheme as follows: The and schemes are respectively. Tables 1 and 2 show the infinity norms of error and rates of convergence for (62), (63), (64), and (65) for , and runs over 50, 100, 150, and 200. We denote and and . The construction of scheme for (2) is given below and others are similar. Consider The initial guess for Frank-Kamenetzkii problem is used to start the proposed schemes. The infinity norms of error and rates of convergence for Frank-Kamenetzkii problem () are depicted in Table 4. In order to plot bifurcation diagram for the one-dimensional Bratu problem and the Frank-Kamenetzkii problem, we rewrite the both problems as follows: If , , and , then the Bratu problem has two solutions, unique solution and no solution, respectively, and similarly, for the Frank-Kamenetzkii problem statement is valid if and . We define B1-problem and FK1-problem respectively. The iterative forms of (68) and (69) are The bifurcation diagrams are shown in Figures 1 and 2. The calculation of critical parameters for the B1-problem and FK1-problem is performed by using proposed system of equation in  and Tables 2, 5, and 6 show numerical results of different iterative schemes for B1-problem and FK1-problem.
The authors of  are pioneer to talk about higher-order iterative quasilinearization method (QLM). Tables 1, 2, and 4 confirm the orders of convergence of their respective iterative schemes for the different values of parameters under a different range of grid points for Chebyshev pseudospectral method. We make all the calculation for Tables 1, 2, and 4 in Mathematica (MinPrecision = 200). The scheme-0 in  and in this paper are the same because both are QLM and the calculated results should be same but unfortunately this is not the case. For the QLM, the infinity norm of error for Bratu problem is (Scheme-0, , 6.66e−49), (Scheme-2, , 6.34e−49), (Scheme-2, , 6.34e−49), and (Scheme-3, , 6.34e−49) in Table 1  and in this article, in Table 1 (, , 7.7e−49), (, , 1.67e−69), (, , 1.67e−69), (, , 1.67e−69) and in other cases, our results show better reduction in error as compared to  for Table 1 as well as for Table 2 for Bratu problem. For the case of Frank-Kamenetzkii problem, Table 4 results are comparable with the reported results in Table 4  and especially for QLM case almost results are the same. The Table 3 shows the computation of critical parameter for Bratu problem, and again the results produced in this article and in  for QLM are not the same which in fact should be the same. The results presented by other authors are surprisingly superior for QLM and for other schemes. Notice that we use Matlab to compute critical parameters. Tables 5 and 6 of  show better performance and our results are comparable with them. It is noticed that in , the constructed matrix systems (33) and (34) for the Bratu and the Frank-Kamenetzkii problems have not properly implemented for all boundary conditions. It is also noted that in some of the cases, if we increase the grid points by keeping the same scheme, there is an improvement in the accuracy of the calculated results, but in some cases this is not valid rule. It is also very clear from Tables 1, 2, and 4, that we ensure the convergence order which was the claim.
An efficient method is presented in this article to get arbitrary higher-order iterative schemes. The construction of iterative schemes is very simple and straightforward. In , authors used the idea to decompose the nonlinear operator by using Adomain decomposition method (ADM) which requires the calculation of Adomain polynomials and in a result, the computational cost will be high. In our case, there is no need to calculate any extra polynomial in order to enhance the order of convergence of an iterative method and both methods require only one inversion of Jacobian. Our presented method is computationally efficient because it does not require to construct any Adomain polynomial and hence implementation is also simple to achieve the same order of convergence. We think that the results presented in  and in this article should be the same for the case of QLM, but it is not the case and we do not know the implementation of the iterative schemes in .
This work was funded by the Deanship of Scientific Research (DSR), King Abdulaziz University, Jeddah, under Grant No. (130-014-D1434). The authors, therefore, acknowledge with thanks DSR technical and financial support.
- H. T. Kung and J. F. Traub, “Optimal order of one-point and multipoint iteration,” Journal of the Association for Computing Machinery, vol. 21, pp. 643–651, 1974.
- S. K. Khattri, M. A. Noor, and E. Al-Said, “Unifying fourth-order family of iterative methods,” Applied Mathematics Letters, vol. 24, no. 8, pp. 1295–1300, 2011.
- R. F. King, “A family of fourth order methods for nonlinear equations,” SIAM Journal on Numerical Analysis, vol. 10, pp. 876–879, 1973.
- P. Sargolzaei and F. Soleymani, “Accurate fourteenth-order methods for solving nonlinear equations,” Numerical Algorithms, vol. 58, no. 4, pp. 513–527, 2011.
- J. E. Traub, Iterative Methods For the Solution of Equations, Chelsea Publishing company, New york, NY, USA, 1976.
- Y. H. Geum and Y. I. Kim, “A multi-parameter family of three-step eighth-order iterative methods locating a simple root,” Applied Mathematics and Computation, vol. 215, no. 9, pp. 3375–3382, 2010.
- A. M. Ostrowski, Solution of Equations and System If Equations, Academic Press, New York, NY, USA, 1960.
- R. Krivec and V. B. Mandelzweig, “Numerical investigation of quasilinearization method in quantum mechanics,” Computer Physics Communications, vol. 138, no. 1, pp. 69–79.
- V. B. Mandelzweig, “Quasilinearization method and its verification on exactly solvable models in quantum mechanics,” Journal of Mathematical Physics, vol. 40, no. 12, pp. 6266–6291, 1999.
- V. B. Mandelzweig and F. Tabakin, “Quasilinearization approach to nonlinear problems in physics with application to nonlinear ODEs,” Computer Physics Communications, vol. 141, no. 2, pp. 268–281, 2001.
- V. B. Mandelzweig, “Quasilinearization method: nonperturbative approach to physical problems,” Physics of Atomic Nuclei, vol. 68, no. 7, pp. 1227–1258, 2005.
- R. E. Bellman and R. E. Kalaba, Quasilinearization and Nonlinear Boundary-Value Problems, Elsevier, New York, NY, USA, 1965.
- S. S. Motsa and P. Sibanda, “Some modification of the quasilinearization method with higher-order convergence for solving nonlinear BVPs,” Numerical Algorithms, vol. 63, no. 3, pp. 399–417, 2013.
- G. Adomian, “A review of the decomposition method and some recent results for nonlinear equations,” Mathematical and Computer Modelling, vol. 13, no. 7, pp. 17–43, 1990.
- V. Daftardar-Gejji and H. Jafari, “An iterative method for solving nonlinear functional equations,” Journal of Mathematical Analysis and Applications, vol. 316, no. 2, pp. 753–763, 2006.
- P. Amore and F. M. Fernndez, “The virial theorem for nonlinear problems,” 2009, arXiv: 0904.3858v2.
- J. P. Boyd, “Chebyshev polynomial expansions for simultaneous approximation of two branches of a function with application to the one-dimensional Bratu equation,” Applied Mathematics and Computation, vol. 143, no. 2-3, pp. 189–200, 2003.
- J. P. Boyd, “One-point pseudospectral collocation for the one-dimensional Bratu equation,” Applied Mathematics and Computation, vol. 217, no. 12, pp. 5553–5565, 2011.
- T. F. C. Chan and H. B. Keller, “Arc-length continuation and multigrid techniques for nonlinear elliptic eigenvalue problems,” Society for Industrial and Applied Mathematics, vol. 3, no. 2, pp. 173–194, 1982.
- I. H. Hassan and V. S. Ert, “Applying differential transformation method to the one-dimensional planar Bratu problem,” International Journal of Contemporary Mathematical, vol. 2, no. 30, pp. 1493–1504, 2007.
- O. D. Makinde and E. Osalusi, “Exothermic explosions in symmetric geometriesan exploitation of perturbation technique,” Romanian Journal of Physics, vol. 50.
- O. D. Makinde and E. Osalusi, “Exothermic explosions in symmetric geometriesan exploitation of perturbation technique,” Romanian Journal of Physics, vol. 50, pp. 621–625, 2005.
- A.-M. Wazwaz, “Adomian decomposition method for a reliable treatment of the Bratu-type equations,” Applied Mathematics and Computation, vol. 166, no. 3, pp. 652–663, 2005.
- D. A. Frank-Kamenetzkii, Diffusion and Heat Transfer in Chemical Kinetics, Plenum Press, New York, NY, USA, 1969.
- C. Harley and E. Momoniat, “Efficient boundary value problem solution for a Lane-Emden equation,” Mathematical & Computational Applications, vol. 15, no. 4, pp. 613–620, 2010.
- M. Kubcek and V. Hlavack, Numerical Solution of Nonlinear Boundary Value Problems With Applications, Prentice-Hall, Englewood Cliffs, New Jersey, 1983.
- M. A. Z. Raja and S.-U.-I. Ahmad, “Numerical treatment for solving one-dimensional Bratu problem using neural networks,” Neural Computing and Applications, vol. 2012.
- S. Weerakoon and T. G. I. Fernando, “A variant of Newton's method with accelerated third-order convergence,” Applied Mathematics Letters, vol. 13, no. 8, pp. 87–93, 2000.