ACTA UNIVERSITATIS APULENSIS No 18/2009 NEW ITERATIVE METHODS FOR SOLVING NONLINEAR EQUATIONS BY USING MODIFIED HOMOTOPY PERTURBATION METHOD
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1 ACTA UNIVERSITATIS APULENSIS No 18/2009 NEW ITERATIVE METHODS FOR SOLVING NONLINEAR EQUATIONS BY USING MODIFIED HOMOTOPY PERTURBATION METHOD Arif Rafiq and Amna Javeria Abstract In this paper, we establish some iterative methods for solving real and complex zeroes of nonlinear equations by using the modified homotopy perturbation method which is mainly due to Golbabai and Javidi [5] The proposed methods are then applied to solve test problems in order to assess there validity and accuracy 2000 Mathematics Subject Classification: 26D15, 26D10 1 Introduction During the last few years, the numerical techniques for solving nonlinear equations has been successfully applied There are many papers that deal with nonlinear equations (see for example [1-6, 9, 17] and the references therein) In this paper, some new numerical methods based on modified homotopy perturbation method (mainly due to Golbabai and Javidi [5]) are introduced for solving real and complex zeroes of nonlinear equations The proposed methods are then applied to solve test problems in order to assess there validity and accuracy 2 Homotopy perturbation method The homotopy perturbation method was established by He in 1999 [7] and systematical description in 2000 [8] which is, in fact, a coupling of the traditional perturbation method and homotopy in topology [8] This method was further developed and improved by He and applied to nonlinear oscillators with discontinuities [11], nonlinear wave equations [12], asymptotology [10], 129
2 boundary value problem [14], limit cycle and bifurcation of nonlinear problems [13] and many other subjects Thus He s method is a universal one which can solve various kinds of nonlinear equations After that many researchers applied the method to various linear and nonlinear problems (see for example [1, 5-6, 17]) To illustrate basic ideas of modified homotopy perturbation method [5], we consider the following nonlinear equation f(x) = 0, x R (21) We construct a homotopy (R [0, 1]) R R which satisfies H( x, p, α) = pf( x)+(1 p)[f( x) f(x 0 )]+p(1 p)α = 0, α, x R, p [0, 1], (22) or H( x, p, α) = f( x) f(x 0 )+pf(x o )+p(1 p)α = 0, α, x R, p [0, 1], (23) where α is an unknown real number and p is the embedding parameter, x o is an initial approximation of (21) It is obvious that H( x, 0) = f( x) f(x 0 ) = 0, (24) H( x, 1) = f( x) = 0 (25) The embedding parameter p monotonically increases from zero to unit as trivial problem H( x, 0) = f( x) f(x 0 ) = 0 is continuously deformed to original problem H( x, 1) = f( x) = 0 The modified HPM uses the homotopy parameter p as an expanding parameter to obtain [7]: x = x 0 + px 1 + p 2 x 2 + p 3 x 3 + p 4 x 4 + (26) The approximate solution of (21), therefore, can be readily obtained: x = lim p 1 x = x 0 + x 1 + x 2 + x 3 + x 4 + (27) The convergence of the series (27) has been proved by He in [7] 130
3 For the application of modified HPM to (21) we can write (23) as follows by expanding f( x) into Taylor series around x 0 : [f(x 0 )+(x x 0 )f (x 0 )+(x x 0 ) 2 f (x 0 ) 2! Substitution of (26) into (28) yields +(x x 0 ) 3 f (x 0 ) 3! +(x x 0 ) 4 f (iv) (x 0 ) +] 4! f(x 0 ) + pf(x o ) + p(1 p)α = 0 (28) [f(x 0 ) + (x 0 + px 1 + p 2 x 2 + p 3 x 3 + p 4 x 4 + x 0 )f (x 0 ) +(x 0 + px 1 + p 2 x 2 + p 3 x 3 + p 4 x 4 + x 0 ) 2 f (x 0 ) 2! +(x 0 + px 1 + p 2 x 2 + p 3 x 3 + p 4 x 4 + x 0 ) 3 f (x 0 ) 3! +(x 0 + px 1 + p 2 x 2 + p 3 x 3 + p 4 x 4 + x 0 ) 4 f (iv) (x 0 ) + ] 4! f(x 0 ) + pf(x o ) + p(1 p)α = 0 (29) By equating the terms with identical powers of p, we have p 0 : f(x 0 ) f(x 0 ) = 0, (210) p 1 : x 1 f (x 0 ) + f(x 0 ) + α = 0, (211) p 2 : x 2 f (x 0 ) + x 2 f (x 0 ) 1 α = 0, (212) 2 p 3 : x 3 f (x 0 ) + x 1 x 2 f (x 0 ) + x 3 f (x 0 ) 1 6 p 4 : x 4 f (x 0 ) + ( 1 2 x2 2 + x 1 x 3 )f (x 0 ) + x 2 1x 2 f (x 0 ) 2 = 0, (213) + x 4 f (iv) (x 0 ) 1 24 = 0, (214) +x 1 (x 1 x 3 + x 2 2) f (x 0 ) 2 p 5 : x 5 f (x 0 ) + (x 2 x 3 + x 1 x 4 )f (x 0 ) + x 3 1x 2 f (iv) (x 0 ) x 5 f (v) (x 0 ) = 0, (215)
4 p 6 : x 6 f (x 0 ) + (x 1 x 5 + x 2 x x2 3)f (x 0 ) + (x 1 x 2 x x x2 1x 4 )f (x 0 ) x2 1( x x 1x 3 f (iv) (x 0 ) x2 2)f (iv) (x 0 ) + x 4 f (v) (x 0 ) 1x 2 = 0, (216) 24 We try to find parameter α, such that By putting x 1 = 0, in (211), we get the value of α, ie, x 1 = 0 (217) α = f(x 0 ) (218) Similarly in this way, after putting x 1 = 0 and using the obtained results (218) in (213), (214), (215) and (216), we get From (219), (221) and (223) we obtain x 2 = f(x 0) f (x 0 ), (219) x 3 = 0, (220) x 4 = x 2 f (x 0 ) 2 2f (x 0 ), (221) x 5 = 0, (222) f (x 0 ) x 6 = x 2 x 4 f (x 0 ) f (x 0 ) x3 2 6f (x 0 ) (223) 132
5 and x 4 = f 2 (x 0 )f (x 0 ), (224) 2f 3 (x 0 ) x 6 = f 3 (x 0 )[ 3f 2 (x 0 ) + f (x 0 )f (x 0 )], (225) 6f 5 (x 0 ) By substituting (217), (219), (220), (222), (224) and (225) in (27), we can obtain the zero of (21) as follows: x = x 0 + x 2 + x 4 + x 6 + = x 0 f(x 0) f (x 0 ) f 2 (x 0 )f (x 0 ) 2f 3 (x 0 ) + f 3 (x 0 )[ 3f 2 (x 0 ) + f (x 0 )f (x 0 )] 6f 5 (x 0 ) + (226) This formulation allows us to suggest the following iterative methods for solving nonlinear equation (21) 1 For a given x 0, calculate the approximation solution x n+1 by the iterative scheme x n+1 = x n f(x n) f (x n ), f (x n ) 0, which is the classical Newton-Raphson method 2 For a given x 0, calculate the approximation solution x n+1 by the iterative scheme x n+1 = x n f(x n) f (x n ) f 2 (x n )f (x n ), f (x n ) 0, 2f 3 (x n ) which is the famous householder method 133
6 3 For a given x 0, calculate the approximation solution x n+1 by the iterative scheme x n+1 = x n f(x n) f (x n ) f 2 (x n )f (x n ) 2f 3 (x n ) + f 3 (x n )[ 3f 2 (x n ) + f (x n )f (x n )], 6f 5 (x n ) f (x n ) 0 3 Analysis of convergence Theorem Let w I be a simple zero of a sufficiently differentiable function f : I R R on an open interval I If x 0 is close to w, then the Algorithm 3 has fourth order of convergence Proof The iterative technique is given by x n+1 = x n f(x n) f (x n ) f 2 (x n )f (x n ) + f 3 (x n )[ 3f 2 (x n ) + f (x n )f (x n )] 2f 3 (x n ) 6f 5 (x n ) (31) Let w be a simple zero of f By Taylor s expansion, we have, f(x n ) = f (w) [ e n + c 2 e 2 n + c 3 e 3 n + c 4 e 4 n + c 5 e 5 n + c 6 e 6 n + O ( e 7 n)], (32) f (x n ) = f (w) [ 1 + 2c 2 e n + 3c 3 e 2 n + 4c 4 e 3 n + 5c 5 e 4 n + 6c 6 e 5 n + O(e 6 n) ], (33) where c k = f (x n ) = f (w)[2c 2 + 6c 3 e n + 12c 4 e 2 n + O(e 3 n)], (34) f (x n ) = f (w)[6c c 4 e n + O(e 2 n)], (35) ( ) 1 f (k) (w) k! f (w), k = 2, 3,, and e n = x n w From (31), (32), (33), (34) and (35) we have implies This completes the proof x n+1 = w + (c 4 5c 2 c 3 + 5c 3 2)e 4 n + O(e 5 n), e n+1 = (c 4 5c 2 c 3 + 5c 3 2)e 4 n + O(e 5 n) 134
7 4 Applications We present some examples to illustrate the efficiency of the developed methods In Table-A, we apply the Algorithm 2 (A1) and Algorithm 3 (A2) for the following functions and compare them with the methods J1 (Algorithm 21, [5]) and J2 (Algorithm 22, [5]) developed by Javidi in [5] f 1 (x) = x 3 + 4x 2 + 8x + 8, f 2 (x) = x 2 e x, f 3 (x) = x 2 (1 x) 5, f 4 (x) = e x 3x 2, f 5 (x) = sin 2 (x) x Table-A: f 1, x 0 = 1 J i e e-113i J i 21309e e-19i A e-115 A e-120 f 2, x 0 = 0 J e-107i e e-106i J e-100 A e-114 A e-70 f 3, x 0 = 1 J e-38 J i -466e e-57i A e-98 A
8 f 4, x 0 = 10 J e-86 J e-48 A e-91 A e-95 f 5, x 0 = 1 J e-47 J i 90452e e-72i A e-47 A Conclusions Modified homotopy perturbation method is applied to numerical solution for solving real and complex zeroes of nonlinear equations Comparison of the results obtained by the presented methods with the existing methods reveal that the presented methods are very effective, convenient and easy to use References [1] S Abbasbandy, Improving Newton Raphson method for nonlinear equations by modified Adomian decomposition method, Appl Math Comput 145 (2003), [2] E Babolian and J Biazar, Solution of nonlinear equations by modified Adomian decomposition method, Appl Math Comput 132 (2002), [3] M Basto, V Semiao and F L Calheiros, A new iterative method to compute nonlinear equations, Appl Math Comput 173 (2006), [4] C Chun, Iterative methods improving Newton s method by the decomposition method, Comput Math Appl 50 (2005), [5] A Golbabai and M Javidi, New iterative methods for nonlinear equations by modified HPM, Appl Math Comput 191 (1) (2007), [6] A Golbabai and M Javidi, A third-order Newton type method for nonlinear equations based on modified homotopy perturbation method, Appl Math Comput, in press, doi:101016/jamc
9 [7] J H He, Homotopy perturbation technique, Comput Methods Appl Mech Eng 178 (3-4) (1999), [8] J H He, A coupling method of a homotopy technique and a perturbation technique for non-linear problems, Int J Non-Linear Mech 35 (1) (2000), [9] J H He, A new iterative method for solving algebric equations, Appl Math Comput 135 (2003) [10] J H He, Asymptotology by homotopy perturbation method, Appl Math Comput 156 (3) (2004) [11] J H He, The homotopy perturbation method for non-linear oscillators with discontinuities, Appl Math Comput 151 (1) (2004) [12] J H He, Application of homotopy perturbation method to nonlinear wave equations, Chaos, Solitons, & Fractals 26 (3) (2005) [13] J H He, Limit cycle and bifurcation of nonlinear problems, Chaos, Solitons, & Fractals 26 (3) (2005) [14] J H He, Homotopy perturbation method for solving boundary problems, Phys Lett A 350 (1-2) (2006) [15] J H He, A new iterative method for solving algebric equations, Appl Math Comput 135 (2003), [16] H Jafari and V D Gejji, Revised Adomian decomposition method for solving a system of nonlinear equations, Appl Math Comput 175 (2006), 1 7 [17] M Javidi, Iterative method for solving nonlinear equations, Appl Math Comput 193 (2) (2007), Authors: Arif Rafiq and Amna Javeria Department of Mahematics, COMSATS, Institute of Information Technology, H-8/1, Islamabad, Pakistan arafiq@comsatsedupk 137
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