Top Banner

of 49

out iv

Oct 14, 2015

Download

Documents

Alh. Aliu

f
Welcome message from author
This document is posted to help you gain knowledge. Please leave a comment to let me know what you think about it! Share it to your friends and learn new things together.
Transcript
  • Development of Efficient Numerical Methods for Solving Differential Equations using Hes Variational Iteration Technique

    A Thesis

    Presented to the

    Graduate Faculty of the

    University of Louisiana at Lafayette

    In Partial Fulfillment of the

    Requirements for the Degree

    Master of Science

    Manoj Chand

    Fall 2013

  • All rights reserved

    INFORMATION TO ALL USERSThe quality of this reproduction is dependent upon the quality of the copy submitted.

    In the unlikely event that the author did not send a complete manuscriptand there are missing pages, these will be noted. Also, if material had to be removed,

    a note will indicate the deletion.

    Microform Edition ProQuest LLC.All rights reserved. This work is protected against

    unauthorized copying under Title 17, United States Code

    ProQuest LLC.789 East Eisenhower Parkway

    P.O. Box 1346Ann Arbor, MI 48106 - 1346

    UMI 1553885Published by ProQuest LLC (2014). Copyright in the Dissertation held by the Author.

    UMI Number: 1553885

  • Manoj Chand

    2013

    All Rights Reserved

  • Development of Efficient Numerical Methods for Solving Differential Equations using Hes Variational Iteration Technique

    Manoj Chand

    APPROVED:

    ________________________________ ________________________________

    Yucheng Liu, Chair Jim Lee Assistant Professor of Mechanical Professor of Mechanical Engineering Engineering

    ________________________________ ________________________________

    William E. Simon Mary Farmer-Kaiser Professor of Mechanical Engineering Interim Dean of the Graduate School

  • ACKNOWLEDGMENTS

    I would like to express my sincere appreciation to all of the people who have

    contributed to formulating this thesis.

    First of all, my deepest gratitude goes to, Dr. Yucheng Liu, my advisor, for his

    incessant support and motivation throughout my graduate study at University of Louisiana at

    Lafayette. He helped and guided me in every aspect of my study throughout this journey.

    Without his support, encouragement and excellent guidance, this manuscript might not have

    been completed. I would like to thank my defense committee members, Dr. Jim Lee and

    Dr.William E. Simon for providing positive criticism in order to improve my thesis.

    The project work was supported by Louisiana Space Consortium (LaSPACE). I

    would like express my thanks to Dr. John Wefel and other personnel in that organization for

    their help. I would like to recognize my friends at University of Louisiana at Lafayette,

    Purrostam Sigdel and Ashok Khadka, who always helped me to step forward for my goal and

    objective. I would like to thank my hardworking parents for supporting me in every aspects

    of my life. They always devoted their love and generosity to me. I would like to remember

    my late mom for giving me birth who passed on just before I came to USA. I would not have

    made it this far without her love and encouragement. I wished she could have lived to see my

    graduation and success. I will always miss her.

    Last but not the least, I would like to recognize my sister, Sarita Chand, who always

    helped me and encouraged me during my hard time of life and during my study at University

    Louisiana at Lafayette. She has been my best friend all my life. She was always there making

    me happy and always stood by me through the good times and bad, I love her dearly.

  • TABLE OF CONTENTS

    ACKNOWLEDGMENTS ..................................................................................................... iv

    LIST OF TABLES ................................................................................................................ vii

    LIST OF FIGURES ............................................................................................................. viii

    CHAPTER 1: INTRODUCTION .......................................................................................... 1 1.1 Background ................................................................................................................ 1 1.2 Motivation and Objectives ......................................................................................... 3 1.3 Organization ............................................................................................................... 4

    CHAPTER 2: DEVELOPMENT OF AN EFFICIENT NUMERICAL METHOD FOR SOLVING HEAT EQUATIONS APPLYING HES VARIATIONAL ITERATION TECHNIQUE .................................................................................................. 5

    2.1 Introduction ................................................................................................................ 5 2.2 Heat Equation............................................................................................................. 7 2.3 Hes Variational Iteration Method (HVIM) ............................................................... 8 2.4 Technical Approach and Validation .......................................................................... 9

    2.4.1 Example 1 ................................................................................................. 10 2.4.2 Example 2 ................................................................................................. 14

    2.5 Discussion ................................................................................................................ 18 2.6 Conclusion ............................................................................................................... 19 References ....................................................................................................................... 20

    CHAPTER 3: DEVELOPMENT OF AN EFFICIENT NUMERICAL METHOD FOR SOLVING ONE-DIMENSIONAL PARABOLIC EQUATIONS APPLYING HES VARIATIONAL ITERATION TECHNIQUE ........................................................ 22

    3.1 Introduction .............................................................................................................. 22 3.2 Hes Variational Iteration Method (HVIM) ............................................................. 25 3.3 Technical Approach ................................................................................................. 25 3.4 Illustrative Examples ............................................................................................... 28

    3.4.1 Example 1 ................................................................................................. 28 3.4.2 Example 2 ................................................................................................. 29 3.4.3 Example 3 ................................................................................................. 30

    3.5 Comparison with Adomian Decomposition Method (ADM) .................................. 32 3.6 Discussion and Conclusion ...................................................................................... 33 References ....................................................................................................................... 34

    CHAPTER 4: CONCLUSION............................................................................................. 36

  • vi

    ABSTRACT ........................................................................................................................... 38

    BIOGRAPHICAL SKETCH ............................................................................................... 40

  • LIST OF TABLES

    Table 2.1. Comparison between the developed algorithm solutions and the exact solutions for Eqn. (2.2) for c=500 at different times ................................................12

    Table 2.2. Comparison between the presented algorithm solutions and the exact solution, Eqn. (2.32) for c=500 at different times ....................................................16

    Table 3.1. Comparison of number of iterations between presented method and ADM for test example 1. .....................................................................................................32

  • LIST OF FIGURES

    Figure 2.1. Graph generated from exact solution, Eqn. (2.20), u(x, t) .....................................13

    Figure 2.2. Graph generated from presented method, approximate solution, u1(x, t) ..............13

    Figure 2.3. Graph generated from exact solution, Eqn. (2.32), u(x, t) .....................................17

    Figure 2.4. Graph generated from presented method, approximate solution, u1(x, t) ..............17

  • CHAPTER 1: INTRODUCTION

    1.1 Background

    Differential equations play a prominent role in different engineering branches from

    modeling engineering structures, describing important phenomena, to simulating the

    numerical behavior of engineering dynamic systems. They can be used as powerful

    numerical tools to model a variety of engineering systems and scenarios. Various scientific

    laws, engineering principles and systems such as biological processes, celestial motion,

    hydraulic flow, heat transfer, vibration isolation, electric circuits, etc. can be described,

    modeled and predicted by differential equation systems. Currently, engineering-related

    research and study have been dramatically developed and a variety of differential equations

    are required to model the processes encountered in research and studies. It is well known that

    a large number of engineering structures, systems, and processes are modeled with

    differential equations. For example, continuum beams are applied in many flexible space

    structures, such as aircraft wings, satellite antenna, solar panels of a high aspect ratio, vehicle

    chassis and other engineering architectures.

    Differential equations are used to model these devices and estimate their natural and

    forced frequencies. In a Heating Ventilation and Air Conditioning (HVAC) system, heat

    transfer and cooling processes are needed to control climate, and to keep occupants

    comfortable by regulating temperature and air flow. Such processes are described using

    thermal system equations, which are mathematically differential equations. Meanwhile, the

    heat equations are even used for thermal-based damage detection of porous materials.

    Moreover, feedback control systems play a critical role in automotive, aerospace, and ocean

    vehicles as well as other engineering architectures. Numerical models of those systems, as

  • 2

    well as many other physical systems, are also modeled based on the differential equation

    systems. Similarly, differential equations are used to model population growth, chemical

    reactions, chemical mixtures, etc.

    Because of the importance of the differential equations in many engineering

    disciplines, a number of analytical and numerical methods have been proposed to accurately

    solve for various linear and nonlinear differential equations. For example, Adomian

    decomposition method (ADM), one of the most popular methods, has been extensively

    applied for solving a variety of differential equations such as free vibration of continuum

    beam equations, fractional differential equations, heat equations and cooling problems,

    Blasius equations, and other higher-order nonlinear differential equations. Other popular

    solution methods include homotopy perturbation method, differential transform method,

    differential quadrature method, collocation method, etc.

    Among the different numerical methods, a recently proposed analytical method, Hes

    variational iteration method (HVIM), is considered as the most powerful, effective, and

    convenient way for solving simple to complex higher order linear and nonlinear differential

    equations. This method has been proved to be versatile, which can effectively, easily, and

    accurately solve a large class of nonlinear problems with rapid convergence after a less

    number of iterations. Therefore, the variational iteration technique can be applied to

    efficiently solve the differential equations, which is extremely important in engineering

    research. In this study, efficient numerical methods were developed for solving two types of

    differential equation problems, a heat transfer equation and a parabolic equation by using the

    HVIM. The developed methods can be widely used in different engineering branches for

    engineering systems design and modeling.

  • 3

    1.2 Motivation and Objectives

    A variety of engineering systems can be modeled and described as differential

    equation systems. Therefore, in order to model, evaluate, and predict the behavior of those

    engineering systems correctly and efficiently, innovative numerical methods for solving the

    differential equation systems are in high demand. For instance, in the space and aerospace

    industry, aerospace systems are becoming more complex. It takes more simulation time to

    complete a maneuver on space vehicles, and more logical decisions are required in the

    various flights of high performance missiles. These complicated engineering systems require

    more computational work to simulate and predict their behavior, and it is almost impossible

    to achieve a real-time solution with traditional numerical algorithms.

    Therefore, efficient algorithms are highly demanded which can solve the differential

    equation systems swiftly and correctly by using fewer iterations. Unfortunately, different

    types of deficiencies are found in existing numerical methods, such as limited convergence,

    divergent results, unrealistic assumptions, huge computational work, and non-compatibility

    with the versatility of physical problems. In order to fill this gap, the present research

    presents an innovative method for solving the differential equations by using the HVIM.

    As verified from previous research of the authors as well as other investigators, the

    HVIM is a very powerful method in solving differential equation systems and is not

    encumbered with the aforementioned deficiencies encountered in other numerical methods.

    Previous results showed that the HVIM lead to rapid convergence within a considerably

    smaller number of iterations.

  • 4

    Thus, the overall goal of this research is to develop efficient methods for solving a

    heat equation and a parabolic equation employing the HVIM. Specific tasks of this study are

    as follows:

    1. To develop a computationally efficient algorithm for solving a one-

    dimensional heat transfer equation and validate its accuracy and efficiency.

    2. To develop a computationally efficient algorithm for solving a one-

    dimensional parabolic equation and validate its accuracy and efficiency.

    1.3 Organization

    This thesis was written in a compilations style format, which is a collection of the

    authors two published journal papers. This thesis was organized according to the Guidelines

    for the Preparation of Theses and Dissertations. The remaining chapters of this thesis are

    organized as follows: Chapter 2 (the first paper) presents and validates a method of using

    HVIM to solve for one-dimensional heat equation. Chapter 3 (the second paper) presents a

    method to solve a parabolic equation by using the HVIM and validates its efficiency. Chapter

    4 concludes this study and suggests future work to further extend and improve the present

    research.

  • 1This chapter was prepared based on a published paper: Y.-C. Liu and M. Chand, Development of an efficient numerical method for solving heat equations applying Hes variational iteration method, Applied Mathematical Sciences, 7(2), 2013, 93-102.

    CHAPTER 2: DEVELOPMENT OF AN EFFICIENT NUMERICAL METHOD FOR

    SOLVING HEAT EQUATIONS APPLYING HES VARIATIONAL ITERATION

    TECHNIQUE1

    Abstract: This paper presents a numerical method that solves heat equations using Hes

    variational iteration method (HVIM). It shows that the solutions obtained from the developed

    method converged rapidly to the exact solutions within three iterations. It is also found that

    the HVIM results trivial solutions for nonlinear differential equations with zero initial

    condition.

    Keywords: Heat Equation, Hes variational iteration method, differential equation,

    numerical algorithm, initial condition.

    2.1 Introduction

    The heat equation is an important partial differential equation which describes the

    distribution of heat (or variation in temperature) in a given region over time. Many important

    engineering processes, such as the heat transferring and cooling process, are described

    through heat equations, today, heat equations have been applied in thermal-based damage

    detection in porous materials. Due to its importance in engineering design and research, a

    number of investigators have proposed analytical methods to find promising approximate

    solutions for such equations. Dawson et al. [2.3] presented a finite difference domain

    decomposition algorithm for a numerical solution of the heat equation. That method was later

    developed and proposed by Dehghan [2.4] for solving the one-dimensional heat equation

    subject to the specification of mass. Similarly, Khan et al. [2.10] used two-step Adomian

    decomposition method (ADM) to solve for the heat equation and Alizadeh et al. [2.2] found

    solutions for the cooling problem using ADM. Lu et al. [2.14], however, developed a novel

  • 6

    analytical approach for heat equations in a multi-dimensional composite slab subject to time-

    dependent boundary changes of the first kind. It was found that the presented method

    involves no iterative computation such as numerically searching for eigenvalues and no

    residue evaluation, therefore it is considered very efficient.

    Besides the existing numerical methods, an analytical method, Hes variational

    iteration method (HVIM), is considered as an effective and convenient method for solving

    both weakly and strongly nonlinear equations. HVIM was originally developed by a Chinese

    Mathematician, Ji-Huan He, for solving different differential equation systems [2.5-2.8]. This

    method is modification of a general Lagrange multiplier method [2.5-2.8]. One author of this

    paper has extensively applied HVIM for solving broad types of analytical problems, such as

    nonlinear differential difference equations [2.11], Blasius equation [2.12], and the free

    vibration of an Euler-Bernoulli beam [2.13].

    Based on the current progress made using HVIM for solving nonlinear differential

    equations and the authors experience, we plan to develop an efficient algorithm for solving

    the heat transfer equations by employing HVIM. The developed algorithm can later be

    implemented into computer programs so as to significantly improve the computers

    performance in design and simulation of heat systems. The remaining sections of this paper

    are organized as follows: Section 2.1 introduces the heat transfer equation that will be solved

    in this paper; section 2.2 briefly reviews the HVIM method; section 2.3 explains detailed

    approach of solving the heat equations using HVIM and validates the presented method and

    the discussion that is presented in section 2.4. Finally, the paper is concluded and ended by

    section 2.5.

  • 7

    2.2 Heat Equation

    The heat equation is an important partial differential equation which describes the

    distribution of heat in a given region over time. In this paper, we only consider the one-

    dimensional heat equation with variable properties, as shown in Eq. (2.1). The developed

    analytical method then can be expanded to solve for a real heat equation with three spatial

    variables (x, y, z).

    0,)()( >

    =

    tx

    uxk

    xt

    uxc

    (2.1)

    Where, c; specific heat capacity of the material, ; the mass density and k; the thermal

    conductivity are taken as functions of x.Then ,the Eqn. (2.1) becomes a standard one

    dimensional heat equation if and k are constants, which had been successfully solved by

    variational iteration methods including HVIM [2.14-2.18]. In this paper, we will continue to

    apply HVIM to develop numerical solutions for Eqn. (2.1), where and k are functions of x

    and such equation has a wide application in material design. Eqn. (2.1) with zero initial

    condition had been solved by Khan et al. [2.10] using modified ADM. Unfortunately, if

    HVIM was used to solve such equation with zero initial condition, only trivial solutions

    would be obtained. This is because that in using HVIM, the successive terms of iterations

    fully depend upon the initial condition, which could not be zero if meaningful iterations are

    wanted. A new technique for finding initial conditions has been proposed by Ali [2.1]. In this

    paper, the heat equation Eqn. (2.1) with nonzero initial conditions will be solved by HVIM,

    which will lead to significant results.

    Specifically, If (x) = 1/x and k(x) = x, and assume x varies from 1 to e, then Eqn.

    (2.1) takes the form

  • 8

    0, >

  • 9

    use of the integral operator; as a result it becomes very convenient and fast to find the

    solution of differential equations while still maintaining the high level of accuracy. Hence,

    VIM has a wide range of application as compared to other methods. In variational technique,

    first of all the differential equation is written in terms of correction function by introducing

    Lagrange Multiplier, which is to be found by variation theory. Consider the general nonlinear

    differential equation given in the form

    Lu (t) + Nu (t) = g (t) (2.4)

    Where, L is a linear operator, N is a nonlinear operator, and g (t) is a known function.

    By using the variational iteration method, a correction functional can be constructed as

    ++=+t

    nnnn dguNLututu 01 ))()(~)(()()(

    (2.5)

    Where, is a general Lagrange multiplier, which can be determined optimally via

    variational theory; the subscript n means the nth approximation; nu

    ~

    is a restricted variation

    and nu

    ~ = 0. u1(t), u2(t), un(t) can then be found to from Eqn. (2.5). The solution to

    the Eqn. (2.5) then can be obtained as

    u(t) = limnun( t) (2.6)

    2.4 Technical Approach and Validation

    The steps of solving the heat equations using HVIM can be summarized as: 1) find

    the correctional function and simplify it (Eqn. (2.5)); 2) take variation on both sides of the

    simplified correctional function with respect to un and from there to derive the stationary

    conditions; 3) find an appropriate Lagrange multiplier from the stationary conditions; 4)

    substitute back to the correctional function and the final solution then can be found using

  • 10

    Eqn. (2.6). Following this procedure, analytical solutions will be found for Eqns. (2.2) and

    (2.3) and will be compared with the exact solutions for validation.

    2.4.1 Example 1

    Comparing Eqn. (2.2) with (2.4), the correctional function can be written as

    ++=+t

    nnnn dxgxuNxLutxutxu 01 )),(),(~),((),(),(

    (2.7)

    Substituting Eqn. (2.2) into (2.7) and we obtain

    +=+

    t

    nn

    nn dxux

    xxc

    xxutxutxu

    01),(),((),(),(

    (2.8)

    where is the Lagrange multiplier which can be identified by imposing stationary

    conditions.

    Next, variation was taken on both sides of correctional function with respect to un to

    derive the stationary conditions.

    +=+

    t

    nn

    nn dxux

    xxc

    xxutxutxu

    01),(~),((),(),(

    (2.9)

    +=+

    tn

    nn dxu

    txutxu01

    0),((),(),(

    (2.10)

    Where u~ is considered as restricted variation, i.e. 0~ =nu

    Integrating Eqn. (2.10) by part and we can have

    += =+t

    ntnnndxuxutxutxu

    01),('),(),(),(

    (2.11)

    Comparing the coefficients of and , the stationary conditions then can be found

    based on Eqn. (2.11), which are

  • 11

    t

    t

    =

    =

    =

    =+

    0)('0)(1

    (2.12)

    From Eqn. (2.12), the Lagrange multiplier was therefore determined as -1. So

    substituting it back to Eqn. (2.8) and the variation iteration formula can be obtained as

    =+

    t

    nn

    nn dxux

    xxc

    xxutxutxu

    01),(),((),(),(

    (2.13)

    Taking the initial condition: sin(lnx)),(0 =txu

    The other ),( txu can be determined from the iteration formula Eqn. (2.5) as

    =

    =

    tdxu

    xx

    xc

    xxutxutxu

    0 00

    01 ),(),((),(),(

    ( ) ( ) ( ) ( ) ( ),lns lnslns)lns(lns0

    xinc

    txindxin

    xx

    xc

    xxinxin

    t

    =

    (2.14)

    ( ) ( ) ( ) ,!2lns

    !1lnslns),(

    2

    2xin

    c

    txinc

    txintxu

    +

    = (2.15)

    ( ) ( ) ( ) ( ) ,!3ln

    !2ln

    !1lnln),(

    32

    3xin

    c

    txinc

    txinc

    txintxu ssss

    +

    = (2.16)

    ( ) ( ) ( ) ( ) ( ) ,!4ln

    !3ln

    !2ln

    !1lnln),(

    432

    4xin

    c

    txinc

    txinc

    txinc

    txintxu sssss

    +

    +

    = (2.17)

    ( ) ( ) ( ) ( ) ( )

    ( ),

    !5lns

    !4lns

    !3lns

    !2lns

    !1lnslns),(

    5

    432

    5

    xinc

    t

    xinc

    txinc

    txinc

    txinc

    txintxu

    +

    +

    +

    =

    (2.18)

    In this manner, the rest of the terms can be calculated. Summing up, the series

    solution is given by

  • 12

    ( ) ( ) ( ) ( ) ( )

    ( ) ( ) ( ) ( )..............

    !8ln

    !7ln

    !6ln

    !5ln

    !4ln

    !3ln

    !2ln

    !1lnln),(

    8765

    432

    +

    +

    +

    +

    +

    +

    +

    =

    xinc

    txinc

    txinc

    txinc

    t

    xinc

    txinc

    txinc

    txinc

    txintxun

    ssss

    sssss

    (2.19)

    Then the closed form solution is given as

    ( ) ctexintxu /*ln),( = s (2.20)

    This is also exact solution of the Eqn. (2.2). Based on Eqn. (2.6) ),( txun will

    converge to the exact solution when n . In this case the exact solutions are found after

    running three iterations. The numerical solutions ),( txun are compared with the exact

    solutions ( ) ctexintxu /*ln),( = s and listed in Table 2.1 and plotted in Fig.2.1 and Fig.2.2 to

    validate the present method.

    Table 2.1. Comparison between the developed algorithm solutions and the exact solutions for Eqn. (2.2) for c=500 at different times

    t x Exact solution u1(x,t) u2(x,t) u3(x,t) 0.25 0.3 -0.93300468439 -0.93300456773 -0.93300468441 -0.93300468439

    0.6 -0.48865325131 -0.48865319020 -0.48865325132 -0.48865325131

    0.9 -0.10511312245 -0.10511310930 -0.10511312245 -0.10511312245

    0.50 0.3 -0.93253829865 -0.93253783207 -0.93253829881 -0.93253829865

    0.6 -0.48840898575 -0.48840874139 -0.48840898583 -0.48840898575 0.9 -0.10506057902 -0.10506052646 -0.10506057904 -0.10506057902

    0.75 0.3 -0.93207214605 -0.93207109642 -0.93207214658 -0.93207214605 0.6 -0.48816484230 -0.48816429257 -0.48816484258 -0.48816484230

    0.9 -0.10500806186 -0.10500794361 -0.10500806192 -0.10500806186 1.00 0.3 -0.93160622647 -0.93160436077 -0.93160622771 -0.93160622647

    0.6 -0.48792082089 -0.48791984375 -0.48792082154 -0.48792082089

    0.9 -0.10495557096 -0.10495536077 -0.10495557110 -0.10495557096

  • 13

    Figure 2.1. Graph generated from exact solution, Eqn. (2.20), u(x, t)

    Figure 2.2. Graph generated from presented method, approximate solution, u1(x, t)

  • 14

    2.4.2 Example 2

    Comparing Eqn. (2.3) with (2.5), the correction function is obtained as Eqn. (2.7);

    after substituting Eqn. (2.3) into Eqn. (2.7), we have

    +=+

    t

    n

    n

    nn dxux

    xxc

    xxutxutxu

    02

    2

    1 ),()1(}1{),((),(),(

    (2.21)

    Similarly, by taking variation on both sides of Eqn. (2.17) with respect to un, the

    stationary conditions were derived as

    +=+

    t

    n

    n

    nn dxux

    xxc

    xxutxutxu

    02

    2

    1 ),(~11),((),(),(

    (2.22)

    +=+

    tn

    nn dxu

    txutxu01

    0),((),(),(

    (2.23)

    Just like Example 1, u~ is set as 0.

    To determine the Lagrange Multiplier , Eqn. (2.23) was integrated by part to obtain

    += =+t

    ntnnndxuxutxutxu

    01),('),(),(),(

    (2.24)

    The stationary conditions are found as (which is same as Example1)

    t

    t

    =

    =

    =

    =+

    0)('0)(1

    The Lagrange multiplier was therefore determined as = -1.Substitting back to Eqn.

    (2.20) and the variational iteration formula was obtained as

    =+

    t

    nn

    nn dxux

    xxc

    xxutxutxu

    02

    2

    1 ),(11),((),(),(

    (2.25)

  • 15

    Taking the initial condition )1),( 20 xtxu = , the other u(x, t) can be determined

    from the iteration formula Eqn. (2.5) as

    =

    tdxu

    xx

    xc

    xxutxutxu

    0 02

    20

    01 ),(11),((),(),(

    =t

    dxx

    xxc

    xxx

    022

    222 11111

    ( ) ,1 1 22 xc

    tx

    = (2.26)

    ,

    !21

    !111),(

    2222

    2x

    c

    tx

    c

    txtxu

    +

    = (2.27)

    ,

    !31

    !21

    !111),(

    232222

    3x

    c

    tx

    c

    tx

    c

    txtxu

    +

    = (2.28)

    ,

    !41

    !31

    !21

    !111),(

    24232222

    4x

    c

    tx

    c

    tx

    c

    tx

    c

    txtxu

    +

    +

    = (2.29)

    ,

    !51

    !41

    !31

    !21

    !111),(

    25

    24232222

    5

    x

    c

    t

    x

    c

    tx

    c

    tx

    c

    tx

    c

    txtxu

    +

    +

    +

    =(2.30)

    In this the manner, the rest of the components of the series can be obtained. Summing

    up, the series solution is given by

    ..........

    !81

    !71

    !61

    !51

    !41

    !31

    !21

    !111),(

    28272625

    24232222

    5

    +

    +

    +

    +

    +

    +

    +

    =

    x

    c

    tx

    c

    tx

    c

    tx

    c

    t

    x

    c

    tx

    c

    tx

    c

    tx

    c

    txtxu

    (2.31)

  • 16

    Then the closed form of solution from the above equation can be written as

    ( ) ctextxu /2 *1),( = (2.32)

    Based on the Eqn. (2.6) ),( txun will converge to exact solution, which is Eqn. (2.32).

    Comparing the iteration results to the exact solution of the heat equation (Eqn. (2.3)) with

    specified boundary and initial conditions (Eqn. (2.32)), it was found that the numerical

    results converged very fast to the exact solutions only in three iterations, which is displayed

    in Table 2.1 and plotted in Fig. 2.3 and Fig. 2.4.

    Table 2.2. Comparison between the presented algorithm solutions and the exact solution, Eqn. (2.32) for c=500 at different times

    t x Exact(x,t) VIM,u1(x,t) VIM,u2(x,t) VIM,u3(x,t) 0.25 0.3 0.95346235104 0.95346223182 0.95346235106 0.95346235104

    0.6 0.79960009998 0.79960000000 0.79960010000 0.79960009998

    0.9 0.43567200388 0.43567194941 0.43567200389 0.43567200388

    0.5 0.3 0.95298573903 0.95298526222 0.95298573919 0.95298573903

    0.6 0.79920039987 0.79920000000 0.79920040000 0.79920039987

    0.9 0.43545422233 0.43545400446 0.43545422240 0.43545422233

    0.75 0.3 0.95250936526 0.95250829261 0.95250936580 0.95250936526

    0.6 0.79880089955 0.79880000000 0.79880090000 0.79880089955

    0.9 0.43523654964 0.43523605951 0.43523654989 0.43523654964

    1.00 0.3 0.95203322962 0.95203132301 0.95203323089 0.95203322962

    0.6 0.79840159893 0.79840000000 0.79840160000 0.79840159893

    0.9 0.43501898576 0.43501811457 0.43501898635 0.43501898576

  • 17

    Figure 2.3. Graph generated from exact solution, Eqn. (2.32), u(x, t)

    Figure 2.4. Graph generated from presented method, approximate solution, u1(x, t)

  • 18

    2.5 Discussion

    As can be seen from the above table and figure, for the heat equation with two

    variables and nonzero initial condition, the presented methods results quickly converged to

    the exact solutions within three iterations. The surfaces shown in Fig. 2.1 and Fig. 2.3 are

    generated from the exact solutions and Fig. 2.2 and Fig. 2.4 are generated from the first

    iteration equation of the corresponding heat equations 2.2 and 2.3 respectively. The graphs

    are so close to each other. This verified that the approximate solution is very close to the

    exact solution. The comparison verified that the developed method is accurate and fast. The

    present study also verifies that even the original HVIM was developed for solving nonlinear

    differential equations with only one variable, the HVIM approach can also be used to solve

    differential equations with two variables (x, and t as seen from Eqns. (2.2) and (2.3)). For

    convenience, c is assumed to be 500 for the illustrative examples, the value of c can vary

    according to the material required and the tables only list results for certain ts and xs.

    From the result it is clear that the solution is converged to the exact solution. The

    obtained closed form solution is satisfied by the given boundary conditions and the initial

    conditions so it can be concluded that the obtained solutions are exact solutions for the

    corresponding heat equations. To validate its accuracy, the numerical results of the exact

    solution are shown in graph and compared with the different stages of the iterations. It was

    found that there is no necessary to proceed further in iterations after the third step, since the

    solutions converged to the exact solution just in three iterations in case of both examples.

    The presented equations with the particular boundary conditions and the initial

    conditions in this paper have not been solved previously by any other method. Hence, the

  • 19

    results are compared with the exact solutions rather than any other methods. Since the

    solutions converged to the exact solution this proves that this method is the correct method.

    2.6 Conclusion

    In this paper, an efficient approach is presented to implement HVIM to accurately

    solve for heat equations with two variables x and t, and whose material conductivity and

    density are functions of x. On comparing the HVIM results to the exact solutions, it was

    found that the presented approach leads to a rapid convergence to the exact solutions in less

    than three iterations. Through the illustrative examples, it is therefore concluded that HVIM

    is an efficient numerical tool which can be used for solving the heat equations to greatly

    reduce the size of calculations while maintaining a high level of accuracy and efficiency.

    Also, it could be found that for the heat equations ((2.2) and (2.3)), if the initial conditions

    are zero, the application of HVIM will lead to a series of trivial solutions, which are of no

    use. Therefore, it is revealed that as an efficient tool for solving nonlinear differential

    equations, HVIM is not applicable for the differential equations with zero initial condition.

    The approach presented in this study can be developed as an efficient algorithm to model and

    analyze the heat and cooling systems, which are governed by the heat equations and

    extensively used in different engineering architectures.

  • 20

    References

    [2.1] E.J. Ali, Modified treatment of initial boundary value problems for one dimensional heat-like and wave-like equations using variational iteration method, Applied Mathematical Sciences, 6(33), 2012, 1613-1626.

    [2.2] E. Alizadeh, K. Sedighi, M. Farhadi and H.R. Ebrahimi-Kebria, Analytical approximate solution of the cooling problem by Adomian decomposition method, Communications in Nonlinear Science and Numerical Simulation, 14, 2009, 462-472.

    [2.3] C.N. Dawson, Q. Du and T.F. Dupont, A finite difference domain decomposition algorithm for numerical solution of the heat equations, Mathematics of Computation, 57 (195), 1991, 63-71.

    [2.4] M. Dehghan, The one-dimensional heat equation subject to a boundary integral specification, Chaos, Solitons & Fractals, 32(2), 2007, 661-675.

    [2.5] T.H. Hao, Search for Variational Principles in Electrodynamics by Lagrange Method, Int.J.of Nonlinear Sciences and Numerical Simulation, 6(2), 2005, 209-210.

    [2.6] J.-H. He, Variational iteration method a kind of non-linear analytical technique: some examples, International Journal of Non-Linear Mechanics, 34(4), 1999, 699-708.

    [2.7] J.-H. He, Variational iteration method for autonomous ordinary differential systems, Applied Mathematics and Computation, 114(2/3), 2000, 115-123.

    [2.8] J.-H. He, Variational iteration method for delay differential equations, Communications in Nonlinear Science and Numerical Simulation, 2(4), 1997, 235-236.

    [2.9] J.-H. He, Variational iteration method some recent results and new interpretations, Journal of Computational and Applied Mathematics, 207(1), 2007, 3-17.

    [2.10] D.N. Khan Marwat and S. Asghar, Solution of the heat equation with variable properties by two-step Adomian decomposition method, Mathematical and Computer Modelling, (48), 2008, 83-90.

    [2.11] Y.-C. Liu and C.S. Gurram, Solving nonlinear differential difference equations using Hes variational iteration method, Applied Mathematical and Computational Sciences, 3(1), 2011, 33-46.

    [2.12] Y.-C. Liu and S.N. Kurra, Solution of Blasius equation by variational iteration, Applied Mathematics, 1(1), 2011, 24-27.

  • 21

    [2.13] Y.-C. Liu and C.S. Gurram, The use of Hes variational iteration method for solving free vibration of Euler-Bernoulli beam, Mathematical and Computer Modelling, 50(11/12), 2009, 1545-1552.

    [2.14] X. Lu, P. Tervola and M. Viljanen, A new analytical method to solve the heat equation for a multi-dimensional composite slab, Journal of Physics A: Mathematical and General, 38(13), 2005, 2873.

    [2.15] Mo. Miansari, D.D. Ganji and Me. Miansari, Application of Hes variational iteration method to nonlinear heat transfer equations, Physics Letters A, 372(6), 2008, 779-785.

    [2.16] M. Tatari and M. Dehghan, Hes variational iteration method for computing a control parameter in a semi-linear inverse parabolic equation, Chaos, Solitons & Fractals, 33(2), 2007, 671-677.

    [2.17] S.-Q. Wang, J.-H. He, Variational iteration method for solving integro-differential equations, Physics Letters A, 367(3), 2007, 188-191.

    [2.18] R.Yulita Molliq,M.S.M. Noorani,I.Hashim,Variational iteration method for fractional heat-and wave-like equations, Nonlinear Analysis, Real World Applications,10, 2009, 1854-1869.

  • 2This chapter was prepared based on a published paper: Liu,Yucheng and Chand, M., The Use of Hes Variational Iteration Method for Solving the One-Dimensional Parabolic Equation with Non-Classical Boundary Conditions, Applied Mathematical Sciences, 2013 7(85) pp. 4213 4221.

    CHAPTER 3: DEVELOPMENT OF AN EFFICIENT NUMERICAL METHOD FOR

    SOLVING ONE-DIMENSIONAL PARABOLIC EQUATIONS APPLYING HES

    VARIATIONAL ITERATION TECHNIQUE2

    Abstract: Over the last 15 years, Hes variational iteration method (HVIM) has been applied

    to obtain formal solutions to a wide class of differential equations. This method leads to

    computable and efficient solutions to linear and nonlinear operator equations. The parabolic

    partial differential equations with non-classical boundary conditions model various physical

    problems. The aim of this paper is to investigate the application of HVIM for solving the

    second-order linear parabolic partial differential equation with non-classical boundary

    conditions. HVIM provides a reliable technique that requires less work when compared with

    the traditional techniques such as the Adomian decomposition method (ADM). The present

    approach can be used and extended for investigating more scientific applications.

    Keywords: Hes variational iteration method, one-dimensional parabolic equation, non-

    classical boundary conditions, numerical algorithm, closed form solutions

    3.1 Introduction

    One-dimensional parabolic equation is a type of second-order partial differential

    equation (PDE) which describes a wide family of problems in science and engineering

    including heat diffusion, ocean acoustic propagation, etc. Such equations with non-classical

    boundary conditions has many important applications in chemical diffusion, thermo

    elasticity, heat conduction processes, population dynamics, vibration problems, nuclear

    reactor dynamics, inverse problems, control theory, medical science, biochemistry, and

    certain biological processes [3.2-3.5, 3.9, 3.14, and 3.15].

    In this study, such problem takes the form

  • 23

    Ttxx

    u

    t

    u

  • 24

    (ADM) to solve such problem. It was found that in comparison to the traditional techniques,

    the ADM is more powerful and efficient in finding exact solutions for the one-dimensional

    parabolic equation with non-classical boundary specifications. Three examples were

    demonstrated to test the ADM approach. Dehghans work presents a benchmark for this

    study, which is aimed at developing and validating a new approach of solving such parabolic

    equation employing Hes variational iteration method (HVIM).

    Besides the aforementioned numerical methods, HVIM is an effective and convenient

    method for solving both weakly and strongly nonlinear equations, which was originally

    presented by He for solving differential equation systems [3.10-3.13]. The author has

    extensively applied HVIM for solving broad types of differential equation systems, such as

    heat equations, free vibration of Euler- Bernoulli beam, the nonlinear differential difference

    equations, Blasius equations, and [3.16-3.19]. From those works, it is found that both HVIM

    and ADM are efficient and powerful methods which can lead to correct solutions in closed

    form.

    Comparing to ADM, HVIM requires less calculations and gives a direct approximate

    solution at each iteration step. Based on the previous results, this paper aims at using HVIM

    to solve the one-dimensional parabolic partial differential equation with non-classical

    boundary conditions in rapidly convergent series. The developed approach is validated by

    comparing the analytical results with those obtained from ADM. In the future, the algorithms

    of applications of HVIM can be implemented into computer programs in order to improve

    the computers performance in analyzing and simulating the differential equation systems.

  • 25

    3.2 Hes Variational Iteration Method (HVIM)

    In this section, the concept of Hes variational iteration method is briefly introduced.

    Consider the general nonlinear differential equation given in the form

    Lu (t) + Nu (t) = g (t) (3.5)

    where L is a linear operator, N is a nonlinear operator, and g(t) is a known function.

    By using the variational iteration method, a correction functional can be constructed as

    ++=+t

    nnnn dguNLututu 01 ))()(~)(()()(

    (3.6)

    where is a general Lagrange multiplier, which can be determined optimally via

    variational theory; the subscript n means the nth approximation; un is a restricted variation

    and un = 0. u1 (t), u2 (t) un(t) can then be found from Eqn. (3.6). The solution to the Eqn.

    (3.6) then can be obtained as u(t) = limnun( t) (3.7)

    3.3 Technical Approach

    The steps of using HVIM for solving Eqns. (3.1) to (3.4) are described as follows.

    Comparing Eqn. (3.1) with (3.5) to obtain the correctional function:

    ++=+t

    nnnn dxgxuNxLutxutxu 01 )),(),(~),((),(),(

    (3.8)

    un+1(x, t) is expressed by substituting Eqn. (3.1) into (3.8) as:

    +=+

    tnn

    nn dx

    xuxutxutxu

    0 2

    2

    1),(),((),(),(

    (3.9)

    In above equations, is the Lagrange multiplier, which can be identified by imposing

    stationary conditions.

    Next, the stationary conditions were derived by taking variation on both sides of the

    correctional function (Eqn. (3.8)) with respect to un.

  • 26

    +=+

    tnn

    nn dx

    xuxutxutxu

    0 2

    2

    1),(~),((),(),(

    (3.10)

    +=+

    tn

    nn dxu

    txutxu01

    0),((),(),(

    (3.11)

    Where nu~

    is considered as restricted variation, i.e. 0~ =nu .

    Afterwards, Eqn. (3.11) was integrated by part and we have:

    += =+t

    ntnnndxuxutxutxu

    01),('),(),(),(

    (3.12)

    The stationary conditions then can be found from Eqn. (3.12) as:

    t

    t

    =

    =

    =

    =+

    0)('0)(1

    (3.13)

    According to Eqn. (3.13), the Lagrange multiplier was found as -1. Using that value

    for Eqn. (3.9) and the variation iteration formula was obtained as:

    =+

    tnn

    nn dx

    xuxutxutxu

    0 2

    2

    1),(),((),(),(

    (3.14)

    Applying the initial condition (Eqn. (3.2)) into the iteration formula Eqn. (3.9) to

    determine u(x, t), and un(x, t) can be solved based on the recurrence relation (Eqn. (3.14)) as:

    !1)()(),(

    ,

    )()()(

    ),(),((),(),(

    21

    0 2

    2

    0 2

    20

    01

    txfxftxu

    ordx

    xfxfxf

    dx

    xuxutxutxu

    t

    tn

    +=

    =

    =

    (3.15)

  • 27

    ,

    !2)(

    !1)()(),(

    242

    2t

    xftxfxftxu ++= (3.16)

    ,

    !3)(

    !2)(

    !1)()(),(

    36

    242

    3t

    xftxftxfxftxu +++= (3.17)

    ,

    !4)(

    !3)(

    !2)(

    !1)()(),(

    48

    36

    242

    4t

    xftxftxftxfxftxu ++++= (3.18)

    ,

    !5)(

    !4)(

    !3)(

    !2)(

    !1)()(),(

    510

    48

    36

    242

    5t

    xftxftxftxftxfxftxu +++++= (3.19)

    In the similar manner, the rest of the components can be obtained as per the

    requirement

    For n number of iterations, the series solution can be written as

    ........................

    !8)(

    !7)(

    !6)(

    !5)(

    !4)(

    !3)(

    !2)(

    !1)()(),(

    816

    714

    612

    510

    48

    36

    242

    ++++

    +++++=

    txftxftxf

    txftxftxftxftxfxftxun

    (3.20)

    Finally the closed form of the solution can be written as follow

    =

    +=1

    2

    !)()(),(

    n

    nn

    nn

    txfxftxu

    (3.21)

    Here f(x) can be any kind mathematical functions. The superscript of function f

    denotes the nth derivative of that function. It can be found from here that HVIM is performed

    based on the initial condition only and no specific boundary condition is required. Instead,

    given boundary conditions can be directly implemented into the original equation to simplify

    the problem, if required. This suggests another advantage of HVIM in solving numerical

    problems.

  • 28

    3.4 Illustrative Examples

    Three illustrative examples were demonstrated and solved applying the present

    HVIM approach. The examples had been solved before by Dehghan [3.7] using ADM. The

    results were compared to validate the accuracy and efficiency of the present approach.

    3.4.1 Example 1

    Considering equations (3.1) (3.4), Assuming function,

    f(x) = e-x, 0 < x < 1; (3.22)

    1=

    e

    e , (3.23)

    11

    =e

    , (3.24)

    which is easily seen to have exact solution

    u(x, t) = et-x. (3.25)

    Using Eqn. (3.21) by assuming u0(x, t) = f(x) = e-x, we can write:

    ,

    !1),(

    ,)(

    ),(),((),(),(

    1

    0 2

    2

    0 2

    20

    01

    teetxu

    ordx

    eexf

    dx

    xuxutxutxu

    xx

    t xx

    tn

    +=

    =

    =

    (3.26)

    ,

    !2!1),(

    2

    2t

    et

    eetxu xxx ++= (3.27)

    ,

    !3!2!1),(

    32

    3t

    et

    et

    eetxu xxxx +++= (3.28)

    ,

    !4!3!2!1),(

    432

    4t

    et

    et

    et

    eetxu xxxxx ++++= (3.29)

  • 29

    until

    +++++= .............

    !4!3!2!11),(

    432 ttttetxu x (3.30)

    The closed form solution can be easily expressed as u(x, t) = e-xet = et-x, which

    coincides with the exact solution as well as the solution obtained from ADM. From that

    example it can be seen that the analytical solution obtained from presented approach rapidly

    converges to the exact solution as in the case of ADM.

    3.4.2 Example 2

    Considering the equations from (3.1)-(3.4), Assuming the function, f as algebraic

    function as below

    f(x) = x2/2, (3.31)

    166+

    =t

    t , (3.32)

    3616

    ++

    =t

    t , (3.33)

    This is easily seen to have the theoretical solution

    u(x, t) = x2/2 + t. (3.34)

    Using Eqn. (21) by assuming u0(x, t) = f(x) = x2/2, and other components can be

    obtained using the functional formula as:

  • 30

    txtxu

    ordx

    xx

    xf

    dx

    xuxutxutxu

    t

    tn

    +=

    =

    =

    21

    0 2

    222

    0 2

    20

    01

    21),(

    ,21

    21

    )(

    ),(),((),(),(

    (3.35)

    txtxutxu +=+= 212 210),(),( (3.36)

    txtxutxu +=+= 223 210),(),( (3.37)

    And so on, the closed form solution can be written as

    txtxun +=2

    21),( (3.38)

    It can be seen that in some cases the series fast converge to the exact solution after the

    first iteration. This method is suitable in context of the simple example for which the exact

    solution is known and the exact solution can be used for comparison. This example proves

    that this method is excellent approximation to the exact solutions.

    3.4.3 Example 3

    In this, example the trigonometric function has been tested as shown below

    f(x) = cos(x), 0 < x < 1; (3.39)

    = csc (1), (3.40)

    = cotg (1), (3.41)

    which is easily seen to have exact solution

    u(x, t) = e-tcos(x). (3.42)

  • 31

    Similarly, let u0(x, t) = f(x) = cos(x) and substituting it into Eqn. (3.14) to obtain

    following equations:

    !1)cos()cos(),(

    )cos()cos()(

    ),(),((),(),(

    1

    0 2

    2

    0 2

    20

    01

    txxtxu

    dx

    xxxf

    dx

    xuxutxutxu

    t

    tn

    =

    =

    =

    (3.43)

    ,

    !2)cos(

    !1)cos()cos(),(

    2

    2t

    xt

    xxtxu += (3.44)

    ,

    !3)cos(

    !2)cos(

    !1)cos()cos(),(

    32

    3t

    xt

    xt

    xxtxu += (3.45)

    ,

    !4)cos(

    !3)cos(

    !2)cos(

    !1)cos()cos(),(

    432

    4t

    xt

    xt

    xt

    xxtxu ++= (3.46)

    and so on.

    Summing up all the components, series form solution is given by

    +++= .............

    !5!4!3!2!11)cos(),(

    5432 tttttxtxu (3.47)

    It is obviously that as n , un(x, t) u(x, t) = e-tcos(x), which is the exact

    solution. From the illustrative examples, it can be found that by using HVIM to solve the

    differential equations, there is no boundary condition involved, and usually the boundary

    conditions are implemented into the original equation to simplify the problem.

  • 32

    3.5 Comparison with Adomian Decomposition Method (ADM)

    Taking, test example 1.

    Table 3.1. Comparison of number of iterations between presented method and ADM for test example 1.

    No of Iterations

    Adomian Decomposition Algorithm(ADM)[3.7]

    Presented Algorithm

    1 !1

    ),(1t

    etxu x= !1

    ),(1t

    eetxu xx +=

    2 !1

    ),(2t

    eetxu xx += !2!1

    ),(2

    2t

    et

    eetxu xxx ++=

    3 !2!1

    ),(2

    3t

    et

    eetxu xxx ++= !3!2!1),(

    32

    3t

    et

    et

    eetxu xxxx +++=

    4 !3!2!1),(

    32

    4t

    et

    et

    eetxu xxxx +++=

    Similarly, other examples can be compared with the resented method to compare the

    number of iterations. From the above example, it is clear that developed method needs less

    iterations than ADM. As noted above, three iterations in presented algorithm equals four

    iterations in ADM. In other words, if a result is obtained in fourth iteration in case of ADM,

    the same result is obtained in the third iteration in case of this developed method. In a

    generalized way, it can be concluded that, n iterations in this method equals to n+1

    iterations in Adomian decomposition method (ADM). Hence, we can conclude that this

  • 33

    approach requires less number of iterations, and in addition, there is no need of calculations

    of polynomial Adomian Polynomials [3.7], which greatly reduce the computational work.

    3.6 Discussion and Conclusion

    This paper presents a method of using HVIM to solve for the one-dimensional

    parabolic equation with non-classical boundary conditions and validates the accuracy and

    efficiency of this method through three illustrative examples. Comparing the developed

    method to ADM, it can be found that both methods yield results that fast converge to the

    exact solutions. However, by using the present method, there is no need to calculate the

    Adomian coefficients and polynomials, which further simplify the solution process by

    reducing computing efforts. From the illustrative examples, it can also be found that the

    proposed method results in convergence to the exact solutions faster than the ADM results,

    because this method needs less iteration than the ADM.

    Furthermore, by using the HVIM, the solution process is executed only based on the

    preceding terms and initial conditions, not on the boundary conditions. Instead, the boundary

    conditions can be implemented into the original equations to simplify them. Thus, comparing

    to other numerical methods, this method using HVIM can handle differential equations with

    complex boundary conditions, which is another advantage of the HVIM as an efficient and

    powerful tool in numerical analysis. The present method can be used by more researchers to

    investigate more scientific applications.

  • 34

    References

    [3.1] W.T. Ang, A method of solution for the one-dimensional heat equation subject to a nonlocal condition, SEA Bulletin of Mathematics, 26(2), 2002, 197-203.

    [3.2] J.R. Cannon and H.M. Yin, On a class of non-classical parabolic problems, Journal of Differential Equations, 79, 1989, 266-288.

    [3.3] V. Capasso and K. Kuniseh, A reaction-diffusion system arising in modeling man-environment diseases, Quarterly of Applied Mathematics, 46, 1988, 431-449.

    [3.4] W.A. Day, Existence of a property of solutions of the heat equation subject to linear thermo elasticity and other theories, Quarterly of Applied Mathematics, 40, 1982, 319-330.

    [3.5] W.A. Day, A decreasing property of solutions of a parabolic equation with applications to thermo elasticity and other theories, Quarterly of Applied Mathematics, 41, 1983, 468-475.

    [3.6] M. Dehghan, Numerical solution of a parabolic equation with non-local boundary specifications, Applied Mathematics and Computations, 145(1), 2003, 185-194.

    [3.7] M. Dehghan, The use of Adomian decomposition method for solving the one-dimensional parabolic equation with non-local boundary specifications, International Journal of Computer Mathematics, 81(1), 2004, 25-34.

    [3.8] G. Ekolin, Finite difference methods for a non-local boundary value problem for the heat equation, BIT Numerical Mathematics, 31(2), 1991, 245-261.

    [3.9] A. Friedman, Monotonic decay of solutions of parabolic equation with nonlocal boundary conditions, Quarterly of Applied Mathematics, 44, 1986, 468-475.

    [3.10] J.-H. He, Variational iteration method a kind of non-linear analytical technique: some examples, International Journal of Non-Linear Mechanics, 34(4), 1999, 699-708.

    [3.11] J.-H. He, Variational iteration method for autonomous ordinary differential systems, Applied Mathematics and Computation, 114(2/3), 2000, 115-123.

    [3.12] J.-H. He, Variational iteration method for delay differential equations, Communications in Nonlinear Science and Numerical Simulation, 2(4), 1997, 235-236.

    [3.13] J.-H. He, Variational iteration method some recent results and new interpretations, Journal of Computational and Applied Mathematics, 207(1), 2007, 3-17.

    [3.14] B. Kawohl, Remark on a paper by D. A. Day on a maximum principle under nonlocal boundary conditions, Quarterly of Applied Mathematics, 45, 1987, 751-752.

  • 35

    [3.15] Y. Lin, S. Xu and H.M. Yin, Finite difference approximations for a class of nonlocal parabolic equations, International Journal of Mathematics and Mathematical Sciences, 20(1), 1997, 147-164.

    [3.16] Y.-C. Liu and M. Chand, Development of an efficient numerical method for solving heat equations applying Hes variational iteration method, Applied Mathematical Sciences, 7(2), 2013, 93-102.

    [3.17] Y.-C. Liu and C.S. Gurram, The use of Hes variational iteration method for solving free vibration of Euler-Bernoulli beam, Mathematical and Computer Modelling, 50(11/12), 2009, 1545-1552.

    [3.18] Y.-C. Liu and C.S. Gurram, Solving nonlinear differential difference equations using Hes variational iteration method, Applied Mathematical and Computational Sciences, 3(1), 2011, 33-46.

    [3.19] Y.-C. Liu and S.N. Kurra, Solution of Blasius equation by variational iteration, Applied Mathematics, 1(1), 2011, 24-27.

    [3.20] S. Wang and Y. Lin, A finite difference solutions to an inverse problem determining a control function in parabolic partial differential equations, Inverse Problems, 5, 1989, 631-640.

    [3.21] S.Wang and Y. Lin, A numerical method for the diffusion equation with nonlocal boundary specifications, International Journal of Engineering Science, 28, 1990, 543-546.

  • CHAPTER 4: CONCLUSION

    In this study, two types of differential equations have been successfully solved by

    using variational iteration technique. The second chapter presents a unique algorithm for

    solving one-dimensional heat equations. In that chapter, two heat equations with variable

    properties were successfully solved by using variational approach and based on which

    algorithms for solving that type of equations were developed. The accuracy of the method

    was found by comparing the numerical results with the exact solution.

    In the third chapter, another algorithm was developed for solving one-dimensional

    parabolic equation by using Hes variational technique. The efficiency of the method was

    validated through three numerical examples, which had already been solved by Dehghan

    [3.7] using Adomian Decomposition Method (ADM). The results were compared with those

    obtained from ADM, and it was discovered that the presented method possesses two unique

    merits against the decomposition method. At first, this developed method requires fewer

    calculations compared to the ADM method. For instance, the result obtained in n+1

    iterations in decomposition method, can be obtained in only n iterations by using the

    developed algorithm. Secondly, the developed method eliminates the volume of calculations

    by removing the necessity of calculating Adomain polynomials, so the iteration is more

    direct and straight forward. In other words, each iteration in the developed algorithm gives a

    direct approximation to the solution; however, by using ADM, each iteration only gives the

    components of the approximate solution and since the number of iterations needed to achieve

    a required accuracy is not known beforehand, those components have to be summed up

    continually at the end of each iteration in order to obtain the full term of the approximate

    solution. In addition, the use of ADM requires us to generate Adomian polynomials at each

  • 37

    iteration step. As the number of iterations increases, the amount of calculations needed to

    obtain the new Adomian polynomial also increases; and, therefore, the process of obtaining

    those polynomials becomes more tedious and time consuming. It is evident that all the

    mentioned drawbacks can be eliminated by using the presented method, which does not

    require the extra calculation for the Adomian polynomials. Thus, it is concluded that the

    method developed in this study is more efficient than the existing decomposition method.

    Because of the extensive applications of the differential equations for modeling

    engineering systems, the developed computationally efficient algorithm can be further

    implemented into engineering software packages to improve the efficiency and accuracy of

    testing, assessment, and analysis of the engineering systems. Based on the outcomes of this

    study, more powerful algorithms can be developed based on the presented method for solving

    other differential equation systems and reaching broad applicability in a variety of industrial

    sectors such as aerospace, automotive, shipbuilding, and architectural industry.

  • Chand, Manoj. Bachelor of Engineering, Tribhuvan University, Spring 2009; Master of Science, University of Louisiana at Lafayette, Fall 2013

    Major: Engineering, Mechanical Engineering option Title of Thesis: Development of Efficient Numerical Methods for Solving Differential

    Equations using Hes Variational Iteration Technique. Thesis Director: Dr. Yucheng Liu Pages in Thesis: 48; Words in Abstract: 236

    ABSTRACT

    Differential equations play a prominent role in engineering and research fields in

    modeling engineering structures, describing important phenomena, and simulating

    mathematical behavior of engineering dynamical systems. Because of the increasing

    complexity of modern engineering systems, computationally efficient methods are demanded

    for solving these differential equations. In order to meet this challenge, this thesis presents

    two efficient algorithms for solving two types of differential equations: a one-dimensional

    heat equation with variable properties, and a one-dimensional parabolic equation, both of

    which are very popular and important in current engineering systems. In this study, the two

    equations were successfully solved using Hes variational iteration technique, and efficient

    algorithms have been developed. Detailed procedures for developing these algorithms are

    presented.

    At first, a unique algorithm for solving the one-dimensional heat equations was

    developed by using the iteration variational approach. The accuracy of this algorithm was

    found by comparing the obtained solutions with the exact ones.

    And similarly, using variational iteration approach, another efficient algorithm for

    solving the one-dimensional parabolic equation was developed. Three illustrative numerical

    problems were solved and the obtained results were compared with those yielded from the

  • 39

    Adomian decomposition method (ADM) to verify the efficiency and accuracy of the

    developed algorithm.

    With the encouraging results obtained from this study, it is expected that, in the

    future, developed algorithms can be extended to solve other differential equation systems,

    thus achieving a broader applicability in engineering and other research fields.

  • BIOGRAPHICAL SKETCH

    Manoj Chand was born in July 3, 1985 in Mahendranagar, Kanchanpur, Nepal to Padam

    Bahadur Chand and the late Govindi Chand. He earned his Bachelor of Engineering in

    Mechanical Engineering from Tribhuvan University in 2009. After that, he worked in

    Hyundai Motors Company as a service engineer in Nepal for one and half years. After that,

    he started his masters program in the Department of Mechanical Engineering at University

    of Louisiana at Lafayette and worked as a Research Assistant under the supervision of Dr.

    Yucheng Liu since Spring 2012. He is expected to graduate in December 2013.