Abstract
In this work, we propose an effective numerical technique for a class of Lane–Emden equation which arises in chemistry and other branches. This technique is the combination of variational iteration and homotopy perturbation. It produces approximate solution in the form of a series, which is very handy from computational point of view. Accuracy of the proposed method is revealed by test examples.
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1 Introduction
We consider the following class of two point nonlinear singular boundary value problems (SBVPs)
where \(\alpha , B, a_1,b_1,c_1\) are real constants and \(\alpha \ge 1\). We assume that f(x, u) is continuous and Lipschitz in \(D=\{(x,u)\in [0,1]\times \mathbb {R}\}\). Various real life problems [1–7] are governed by nonlinear singular boundary value problem (SBVP) (1). Below we mention few of these real life problems which are our test examples also.
-
(i)
Equilibrium of isothermal gas sphere:
Chandrasekhar [1] derived the following two point nonlinear SBVP (\(\alpha =2\) and \(f(x,u)= u^\gamma \)), where \(\gamma \) is a physical constant. Here we consider the case, when \(\gamma =5\).
$$\begin{aligned} \left. \begin{aligned}&-u''(x)-\frac{2}{x}u'(x)=u^5,~~~~~~0<x<1,\\&\quad u'(0)=0,~~~~u(1)=\sqrt{\frac{3}{4}}. \end{aligned}\qquad \qquad \right\} \end{aligned}$$(2) -
(ii)
Thermal explosion in cylindrical vessel:
Chamber [2] derived the following two point nonlinear SBVP, which arises in the thermal explosion
$$\begin{aligned} \left. \begin{aligned}&-u''(x)-\frac{1}{x}u'(x)= e^u,\quad ~0<x<1,\\&\quad u'(0)=0,\quad u(1)=0. \end{aligned}~~~~~~~~~~\right\} \end{aligned}$$(3) -
(iii)
Thermal distribution in the human head:
Duggan and Goodman [5] derived the following two point nonlinear SBVP which describes the thermal distribution profile in the human head
$$\begin{aligned} \left. \begin{aligned}&-u''(x)-\frac{2}{x}u'(x)= e^{-u},\quad ~0<x<1,\\&\quad u'(0)=0,\quad 2u(1)+u'(1)=0. \end{aligned}~~~~~~~~~~\right\} \end{aligned}$$(4) -
(iv)
Radial stress on a rotationally symmetric shallow membrane cap:
The following two point nonlinear SBVP arises in the study of radial stress on a rotationally symmetric shallow membrane cap [6, 7]
$$\begin{aligned} \left. \begin{aligned}&-u''(x)-\frac{3}{x}u'(x)= \frac{1}{8 u^2}-\frac{1}{2},\quad ~0<x<1,\\&\quad u'(0)=0,\quad u(1)=1. \end{aligned}~~~~~~~~~~\right\} \end{aligned}$$(5)
Extensive literature is available for both analytical ([8–12] and the references their in) and numerical results ([13–20] and the references their in).
Recently, variational iteration method and its modified version have been studied by several researchers [21–25]. These methods give better results for linear problems but it suffers for most of the nonlinear problems [19, 31]. Wazwaz et al. [31] showed that VIM is more impractical for solving second kind Lane–Emden equation. To overcome this disadvantage, we propose this technique. It gives approximate solution in the form of a series. To increase the accuracy of the solution obtained by our technique we can compute more number of terms which is otherwise difficult. The convergence analysis and the error estimate of the proposed method are also discussed.
The prime motive of this work is to derive an effective numerical technique for a class of SBVP (1). The proposed technique is based on the concept of Variational Iteration Method (VIM) coupled with Homotopy perturbation method (HPM) [26, 27]. In VIM [25], an iterative scheme for nonlinear SBVPs
is defined as
where L is a linear differential operator, N is a nonlinear operator, and g(x) is an inhomogeneous term. It is easy to see that we will get the best solution if
is minimized. For minimization we use Homotopy perturbation method [27].
2 Homotopy perturbation method (HPM)
Actually, Homotopy perturbation method (HPM) is combination of homotopy analysis and perturbation method, which mainly removes the restrictions on small parameter for perturbation methods. Homotopy plays an important role in differential topology, which is basically used to solve the nonlinear algebraic equations. In this analysis, a homotopy \(\mathcal {H}:[0,1]\times \mathbb {R} \rightarrow \mathbb {R}\) (see [28] and the references there in)
is constructed for nonlinear algebraic equation \(f(x)=0,\) where p is an imbedding parameter and \(x-a=0\) is a simple algebraic equation. It is clear that, when we vary p from 0 to 1, the homotopy \(\mathcal {H}(x,p)\) is varied from, \((x-a)\) to f(x), i.e., at \(p=1\), we get the solution of nonlinear algebraic equation \(f(x)=0.\) This process is called deformation, and we say that \( (x-a)~ \& ~f(x)\) are homotopic.
By using the homotopy analysis [28] and elimination of small parameter ([27] and the references there in), He [27] proposed a new perturbation method for nonlinear differential equations
with boundary condition
here \(A\equiv L + N\) is a general differential operator, where L and N are linear and nonlinear differential operators, respectively. B is a boundary operator, f(r) is a known analytic function and \(\Gamma \) is the boundary of the domain \(\Omega \). So, Eq. (9) can be written as
Now we employ the ideas of homotopy analysis and construct the homotopy \(\nu (r,p):\Omega \times [0,1]\rightarrow \mathbb {R}\), which satisfies
which is equivalent to
where \(p\in [0,1]\) is an embedding parameter, and \(u_0\) is an initial guess of (9), satisfying the initial conditions. From (13), we have
It is clear from (14) and (15), that \(L(\nu )-L(u_0)\) and \(L(\nu )+N(\nu )-f(r)\) are homotopic.
Now, we introduce perturbation and take p as a small parameter. We expand the solution of Eq. (13) as a power series of p given by
where \(\nu _i,~i=0,1,2,\ldots \) are unknowns to be determined. At \(p=1\), we obtain the approximate solution of Eq. (9) given by
Now, we write the nonlinear term in integral powers of parameter p given as
where \(H_n\)’s are defined as
In literature \(H_n\)’s are also known as He’s polynomial [29].
Finally, we substitute (16) and (18) into Eq. (13), collect coefficients of different powers of p and equating them to zero, we get
Now using the above system of equations we compute \(\nu _i,~i=0,1,2,\ldots \) and \(\sum _{i=0}^{\infty }\nu _i\) to get the solution \(\nu (r,1)=u(r)\) of the nonlinear equation (9).
2.1 Variational iteration method (VIM)
The iterative scheme for nonlinear SBVP (1) is given by (see [21])
where \(\dot{}\equiv \frac{d}{dt}\).
Following the analysis of [25], we arrive at stationary conditions given by
By using the stationary conditions, the value of the Lagrange multipliers can be easily obtained. It is given as follows
3 HPM & VIM
In this section we combine the two techniques HPM and VIM together and solve a class of two point nonlinear singular boundary value problems. Here we construct homotopy with the help of VIM. We follow an intuitive route [30] for the construction of the homotopy.
To get the solution of the nonlinear SBVP (1), we couple the concept of HPM with VIM, i.e., we consider the following homotopy (Appendix 7) for Eq. (21)
where \(p\in [0,1]\) is the embedding parameter, and \(u_0(x)\) is the initial guess satisfying the initial conditions. It follows from (25) that
As embedding parameter p is varied from 0 to 1, \(\nu (p,x)\) changes from \(u_0(x)\) to the best approximation of Eq. (21).
We expand \(\nu (p,x)\) in a power series of p, where we take p as a small parameter,
At \(p=1\), we get the best solution of nonlinear differential Eq. (6),
Now using He’s polynomials, we decompose the nonlinear term [see Eq. (18)], i.e.,
Substituting (28) and (30) into (25), and comparing the coefficients of same powers of p we get
We solve these set of equations to obtain the series solution
where \(u_n=\displaystyle \sum _{i=0}^{n} \nu _i\).
Additionally, for the nonlinear SBVP (1), we choose \(u_0=A\), where \(A=\sum ^{\infty }_{i=0}{A_i p^i}\), where p is a small parameter. Making use of this initial approximation, we can write the Eq. (25) as
where \(A=\sum ^{\infty }_{i=0}{A_i p^i}\) and \(\nu =\sum ^{\infty }_{i=0}{\nu _i p^i}\).
Now by collecting the coefficients of different powers of p and equate them to zero, we get
We use equations labeled as Eq. (33) to compute our solution.
4 Accuracy and efficiency
The accuracy and efficiency of proposed technique are discussed in this section. Here, we study the existence and uniqueness of the solution of SBVP (1) and examine the convergence analysis and error estimate for the proposed technique.
We consider the norm
where \(\mathbb {X}=C[0,1]\) is a Banach space.
Further assume that there exist \(N_0\ge 0\) such that for all f(x, y), \(f(x,z)\in D\)
where \(D=\{(x,y)\in [0,1]\times \mathbb {R}\}\).
4.1 Existence and uniqueness of solutions
Theorem 4.1
The nonlinear singular boundary value problem SBVP (1) where f(x, u) satisfies the Lipschitz condition (34) and \(N_0<2(1+\alpha )\), has a unique solution.
Proof
Let \(y_1\) and \(y_2\) be two distinct solutions of nonlinear SBVP (1), so they will satisfy the Eq. (27) , i.e.,
where \(L=-\frac{d^2}{dt^2}-\frac{\alpha }{t}\frac{d}{dt}\), \(N= -f(t,\_)\) and \(g(t)=0\). Similarly, we can define it for \(y_2\).
Now, Integration by parts and stationary conditions (22)–(24), yield
Similarly,
Making use of Eqs. (36)–(37), we get
Hence, we have
where \(\gamma =\frac{N_0}{2+2\alpha }<1\). This gives that \(y_1=y_2\). Hence, the theorem is proved. \(\square \)
4.2 Convergence analysis
Now, to show the convergence of proposed technique, we use Eq. (21) and stationary conditions (22)–(24), and deduce,
Similarly, we have
Now,
or
As f satisfies the Lipschitz condition, so we get
Hence, we have
where \(\gamma <1\).
Theorem 4.2
Let \(\nu _n(x),u(x)\in \mathbb {X}\) and further we assume that \(\Vert \nu _0\Vert \) is a finite, then we have \(\Vert \nu _{n+1}\Vert \le \gamma \Vert \nu _n\Vert ,~~~\gamma <1\), for \(n=0,1,2,\ldots \), and the sequence \(\{u_n=\sum _{i=0}^{n}{\nu _i}\}\) converges to the solution of SBVP (1).
Proof
As \(\{u_n\}\) is the sequence of partial sum of the series (32), i.e.,
which gives
Now with the help of (40), we can write
Hence, we obtain
To show the convergence of the sequence \(\{u_n\}\), we use Cauchy criterion
As \(0<\gamma <1\), we have
Now taking limit \(m\rightarrow \infty \), we get
Thus, the sequence \(\{u_n\}\) is a Cauchy sequence in Banach space \(\mathbb {X}\), so the series \(\sum _{i=0}^{n}{\nu _i}\) is convergent. \(\square \)
4.3 Error estimate
Theorem 4.3
The maximum absolute truncation error in the computation of the series solution (32) of SBVP (1) is given by
Proof
From inequality (41), we have
where \(n\ge m\). If we fix m and varies \(n\rightarrow \infty \), then we get
This completes the proof. \(\square \)
5 Numerical illustrations
5.1 Problem 1: Equilibrium of isothermal gas sphere
Consider the nonlinear SBVP (2). The exact solution of this problem is \(u(x)=(1+\frac{x^2}{3})^{-\frac{1}{2}}\). Using (33) and (2), we obtain the value of \(\nu _1, \nu _2,\ldots \) as
We have also computed other components, but due to lack of space we have not listed.
Using boundary conditions of (2), we get the values of \(A_i\) (Table 1)
Hence, by using (43) and Table 1, we can write an approximate series solutions containing 15-terms i.e., \(u=\sum ^{15}_{i=0}{v_i}\).
In Table 2, we show the efficiency of this numerical technique. Here, we have discussed the approximated series solutions containing respectively 6, 10, 12 terms and their corresponding absolute errors, which shows a systematical decline in absolute errors. In Table 3 we compare our numerical results with the result of [25].
5.2 Problem 2: Thermal explosion in cylindrical vessel
Consider the nonlinear two point SBVP (3). The exact solution of this SBVP is \(u(x)=2~\ln \left( \frac{C+1}{C~ x^2 +1}\right) \), where \(C=3-2\sqrt{2}\). By employing the Eqs. (33) and (3), we obtain the components \(\{\nu _i\}\) of the series solutions of SBVP as
Making use of boundary conditions of (3), we obtain the values of \(A_0, A_1, A_2,\ldots \) (See Table 4). Hence, by using (44) and Table 4, we can write an approximate series solutions of SBVP, containing 9-terms i.e., \(u=\sum ^{8}_{i=0}{v_i}\). In Table 5, we have discussed the approximated series solution (containing different terms) for SBVP (3) and their corresponding absolute errors, which shows a systematical decline in absolute errors.
5.3 Problem 3: Thermal distribution in the human head
Consider the nonlinear SBVP (4). By employing the Eqs. (33) and (4), we obtain the components \(\{\nu _i\}\) of the series solutions of SBVP u as
Making use of boundary conditions of (4), we obtain the values of \(A_0, A_1, A_2,\ldots \) (See Table 6).
Hence, by using (45) and Table 6, we can write an approximate series solutions of SBVP, containing 11-terms, i.e., \(u=\sum ^{10}_{i=0}{v_i}\).
To check the efficiency of our technique for this problem we use absolute residual error because exact solution is not available. The absolute residual error measures that how well the approximate solution satisfies nonlinear SBVP (4).
Table 7 shows the numerical values of residual error \(R_n\), \(n=7,8,10\) and their systematical decay. We also compare our results with the results in [14] and [5].
5.4 Problem 4: Rotationally symmetric shallow membrane cap
We consider the nonlinear SBVP (5). By employing the Eqs. (33) and (5), we obtain the components \(\{\nu _i\}\) of the series solutions of SBVP u as
Making use of boundary conditions of (5), we obtain the values of \(A_0, A_1, A_2,\ldots \)(See Table 8).
Hence, by using (46) and Table 8, we can write an approximate series solutions of SBVP, containing 10-terms, i.e., \(u=\sum ^{9}_{i=0}{v_i}\). Similar to above problem, exact solution of this problem (5) is also not known. So, again we check the efficiency of our technique with the use of absolute residual error.
Table 9 shows the numerical values of residual error \(R_n\), \(n=6,7,8,9\) and their systematical decay. Also we compare our result with the result of [25].
6 Conclusion
In this paper, we have applied proposed Homotopy perturbation method coupled with Variational Iteration Method to nonlinear singular boundary value problems arising in chemistry and other branches. The proposed method is convergent and provides us approximate solutions which are very close to exact solution or best solution, known so far. This method can be preferred over finite difference method as it does not require matrix inversion. Using absolute and residual errors, we show the computational power of proposed method.
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Acknowledgments
This work supported by Seed Grant provided by DST (SERB), New Delhi, India, File No. SR/S4/MS/805/12.
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Dedicated to Professor R. K. Pandey, IIT Kharagpur, India.
Appendix
Appendix
Construction of homotopy for the nonlinear SBVP (1) is discussed in this section.
We define the \((n+1)\)th approximate solution for SBVP (1) as (see Sect. 2.1)
where \(Lu_n=-u''_n-\frac{\alpha }{t}u'_n\), \(Nu_n= -f(t,u_n)\) and \(g(t)=0\).
We introduce \(\nu =\sum ^{\infty }_{i=0}{p^i \nu _i}\), \(N(\nu )=\sum ^{\infty }_{i=0}{p^i H_i}\) and the nth approximate solution \(u_n=\sum ^{n}_{i=0}{\nu _i}\). Also note that \(N(\nu _0)=H_0,N(\nu _0+\nu _1)=H_0+H_1\) and \(N\left( \sum _{i=0}^{n}\nu _i\right) =\sum _{i=0}^{n}H_i\).
Substituting these values into (47), we get
Now, after solving the above equation for different values of n, we get
Which yields
That gives
Hence, we get the following homotopy
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Singh, M., Verma, A.K. An effective computational technique for a class of Lane–Emden equations. J Math Chem 54, 231–251 (2016). https://doi.org/10.1007/s10910-015-0557-8
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DOI: https://doi.org/10.1007/s10910-015-0557-8