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ADOMIAN Decomposition Method for Solving


linear or nonlinear ODE and
PDE in Engineering and Physics
By S. Sumawiganda, prof. Ir., M.Sc.,Ph.D
1.

Preface

This tretice is adressed to S3 students and instructors to


introduce to a very powerful methods depicted as Adomian
decomposition method for solving mathematical model in
Engineering and Physics. Adomian decomposition methods
decompose the mathematical model expressed as linear or nonlinear
ordinary
differential
equation
(ODE),
partial
differential equation (PDE) and intergral equation (IE) into
series solutions obtained recursively from differential operator.
Recall that recursion solution converges compare to other
mrthod such as Taylors series, and Fourier series. Thus the fast
convergence offers significant advantages compare to slow
convergence. Recall that recursion is independent of of the interval
between independent variables as in Taylors series solution, but
depend on the recursion operator which is formulated involving a
simple integral. This will be exposed shortly.
Most mathematical models are casted in form of ODE and PDE
and their associated boundary and initial conditions, linear or nonlinear equations. Prerequisite is the conventional linear solutions of
ODE and PDE. Unfortunately, most natural phenomenon in
egineering and physics are non-linear ODE and PDE. Also linear and
non-linear integral equations.
From other classification: pure and applied mathematics,
Adomian belongs to applied mathematics.
It is helpful to have a overall insight of the evolutive solution of
the nonlinear ODE and PDE. Obviously the engineers can not stop
planning to build the infrastructures and devices needed by the
society although no general scientific solutions to these problem,
despite the scientific model, i.e. based on physical laws can be
clearly stated. Hence the problems without solutions are common
feature and challenge many basic and empirical research to solve
it. At this stage, the engineers and physicist follows their own road
to solve essentially the same problem. The engineers solved the
problems through numerical model, which discretisize the
problem domain into small elements, depicted as computational
elements, while the physicist try to solve as generic exact
solution to each individual problem. One such numerical model
solution to any real problem is finite difference, finite, element,
finite volume, boundary intergral, etc.
The mathematical physicist seek an exact solution with its
associated boundary and initial condition. Thus any class of
phenomenon has its own exact solution, and named after them or

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named after the class of problems, such as Legendre equations,
Bessel equations. Recall that a standard solutions has been found
to theses equations.
Although this classification may help to solved similar problem,
no general approach is attempted to solve all types of ODE and
PDE . Recall that all types of ODE and PDE are expressed generally
as partial differential of space dependent variable to be determined
and dependent variables (x,y,z) and time (t) in computational
domain and its boundary. New recent insight of these governing
equation stated that we can extractessental information from the
governing equation by an operator. Operator can be define as a
mathematical procedure to the governing equations such as
differentiation, integration, eigen-value of the matrix coefficients of
equations, etc. Depending on the what is to be known from those
equations the operator maybe different from one to other. Yet, the
basic operator is differentiation and integration.
First we define what is an operator and inversed-operator.
An (any) operator is a single fixed mathematical
procedure applied to a certain mathematical entity (scalar,
vector, tensor, matrix or array of any mathematical
expression or function). The mathematical operation such as
addition, substraion, divission, eigen values, differentioan
and intergration are valid operators. Example of a simple
operator is

L= gdx

, where g =g(x) or constant number.

L is called an indefinite integral operated on g. Written in


generic symbol L the indefinite integral operated on any
mathematical entity (.) is
written in symbols is

L= ( .) dx .

L1=

Obviously its inverse

d
( . ) dx=(.)
dx

where x in this

example is dummy variable.


The good news is that Adomian composition methods uses only
simple differential and its inverse integral althoug it may be
multiple (more than 1 dimension) and higher differentiation and
integrations, i.e. multiple differentiation (u x, uxx,uxy

) and

integrations. This means that symbolic pre-calculation may be


hidden in (.)
The decomposition solution is expressed as series. This is
obtained by recursion procedure. There is a clear distinction
between iteration and recursion. The first is define in numerical
analysis to obtain the solution os any arbitrary equation (usually
ODE or PDE, homogeneous, non-homogeneuos, linear or nonlinear) at a certain coordiate and time by initial gues, and reduce
the errors until it satisfy the desirable error magnitude. The latter,
recursion does not related to error directly, since any recursion is

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series form accepted as solution series, altough it may be
truncated to a few terms.

2.

One dimensional
method

ADOMIAN

decomposition

This illustrate the Adomian decomposition method. It consists of


decomposing the unknown fucnction u(x,y) of any equation with
independent variables (x,y) into a sum of an infinite number of
terms (components) defined by decomposition series

u ( x , y )= u n ( x , y )=u0 +u1 +u
n=0

(2.1)
Where the components are

un ( x , y ) ,n 0

are the components of

the series to be determined in recursive manner. The goal is to


detemine these components individually by recursive relation
obtained while decomposition procedure is being implemented.
Thisd procedure usually involves simple intregrals. To present how
Adomian decomposition method works, an simple linear differential
equation may illustraters this concept. This simple differential
equation has the following form:
Lu +Ru = g

(2.2)

Where L is the lowest derivative of u. R is the other derivative(s)


and g is the source term. If g=0 the differential equation in
homogen, otherwise it is called inhomogen. The more two and
three dimensional differential equation will be discussed next,
(Chapter 3). The non-linear differential equation will be presented
in Chapter 4.
Now, we apply the inverse operator, L -1, to (2.2).

L1 Lu+ L1 ( Ru)=L1 g=f


(2.3)
Check the correctness eq. (2.3) with the definition in Section 1.
We rewritten eq. (2.3) as

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( ( ))

u=f L ( Ru )=f L1 R

un

n =0

(2.4)
Now, the Adomian solution is expressed as

u= un

(2.1)

n=0

If LHS and RHS of eq. (2.4) is expanded, we have

u0 +u1 +u2 =f L1 ( R ( u o+u 1+u 2 ) )

(2.5)

Now term by term identity of Eq. (2.5) leads us to establish


recursive relation needed to individually determine the Adomian
components as shown in eq. (2.6a,b,c ...5)

u0=f
operator L-1)

(all terms that is not included under the inverse


(2.6a)

uk +1=L1 ( R ( uk ) ) , k 0,

Or equivalently

u0=f ,
u1=L1 ( R ( u 0 ) )
u2=L1 ( R ( u1 ) )
u3=L1 ( R ( u2 ) )

Example 1.

(2.6b)

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Consider equation

u' ( x )=u ( x ) , governing equation


u ( 0 )= A , boundary condition
Expand the governing equation using Adomian decompostion
method.
ANSWER

u n( x)= A+ L un ( x )
1

n=0

n=0

u0 (x )=A
u1 ( x )=L

( uk ( x ) ) , k 0,

which

can

recursion as

u0 (x )=A ,
(2.7a)

u1 ( x )=L

( u0 ( x ) )= Ax ,

(2.7b)

u2 ( x )= L1 ( u1 ( x )) =L1 ( Ax )=A

x
,
2!

(2.7c)

x2
x3
=A ,
2!
3!

( )

u3 ( x ) =L1 ( u2 ( x ) )=L1 A

...

(2.7d))

Upon substitution (2.7) into above expression

be

expanded

by

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2

u ( x ) =A (1+ x +

x x
+ + )=A e x
2 ! 3!

(2.8)

Evidently Aex is an exact closed form solution of the problem.

Example 2.
Using the same linear differential equation, Lu=xu, but now we

d2
L= 2 .
dx

assign

This

example

illutrate

the

Adomian

decomposition method to second order linear ODE.


Answer
Now, from new assigment of
1

L=

d2
dx 2

we have assign its inverse L-

(.) as ????
x

L1 ( . )= (. ) dxdy
0 0

(2.9)
The RHS of eq. (2.9) is called double or folded integral, but their
upper limits are the same x.
Operates the operater L-1 to both sides of Lu=xu, we obtain

u ( x ) x u' ( 0 )u ( 0 )=L1 (xu) , or equivalently


u ( x ) =A + B+ L1( xu)

(2.10)

Where A = u(0) and B = xu(0)


Inputting series to LHS and RHS of (2.10) we obtain

un( x )
n=0

or

= A + B+ L (x ( u 0 ))
0
1

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u0 ( x ) =A + Bx ,
3

u1 ( x )=L1 ( x u 0 ( x ) )= A

x
x
+B ,
6
12

u2 ( x )= L1 ( x u 1 ( x ) )= A

x
x
+B
,
180
504

(2.11)

) (

x
x
x
x
u ( x )= A 1+ +
+ + B 1+ +

6 180
12 504

(2.12)

It is suggested to study this example seriously.

Example 3.
Using the same technique we apply Adomian decomposition
procedure to solve linear first order partial differential equation
(PDE):

u x +u y =f ( x , y ) , u ( 0, y ) =g ( y ) , u ( x , 0 ) =h(x )

(2.13)

Written in operator form the governing equation appear as

Lx u+ L y u=f ( x , y )
where operator L x =

(2.14)

,L y =
x
y .

(2.15)

2.1 The Modified Decomposition Method


It has been claimed that Adomian decomposition into series is
converging very quickly. Wazwaz [1] had proven this statement,
and presented his algortihm in this text. It is to be noted that this
Wazwazs algorithm may be applied whenever is appropiate to all

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PDE of any order. This implies that no all PDE should be treated in
this manner, since it added burden to your computation! The
modification will be outlined in this sub-chapter.
Consider a any order of PDE presented as,

Lu+ Ru=g

(2.16)

Where L is the highest order derivative, R is linear differential


operator of less order or equal to L, and g is source term. Recall if
g=0 we depict the PDE as homogeneous PDE, othewise is
inhomogeous. Now operating with L-1 we obtain,

u=f L1 R(u)

(2.17)

Where f represent the terms arising from two conditions: (1) the
given initial condition (t=0), and (2) result integration of source
term g. The Adomian solution of (2.17) is

u= un

(2.18)

n=0

Using recursive relation we expand (2.18),

u0=f ,
1

uk +1=L ( R uk ) , k 0
(2.19)
You should be already familiar with (2.19) with is the Adomian
decompositions method. Now, Wazwaz introduces a sligth
variation into this, aiming at faster acceleration to convergence.
For specific cases you may encountering, the function may be
decomposed into

f =f 1+ f 2

Inserting (2.20) into (2.19) we may write,

u0=f 1 ,
u1=f 2L1 ( R u 0 )

(2.20)

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uk +1=L1 ( R uk ) , k 1 ,
(2.21)
Obviously only the first and second components are changed.
However, this change reveals siginificant acceleration to converge!
However, to select appropiate

f1

and

f2

is not clear cut and

should be made by trials. If the initial conditon is expressed as


single term equation, then conventional Adomian method should
be employed. The following examples will illustrate when modified
Wazwazs procedure should be employed.
Example 1. Use modified decomposition method to solve the
following n.l. first order PDE:

u x +u y =3 x2 y 3 +3 x3 y 2 ,u ( 0, y )=0

(2.23)

Solution
In operator form eq.(2.23) becomes

Lx u=3 x 2 y 2 +3 x 3 y 2u y

Applying the inverse operator

(2.24)

L1
x

to both sides of eq. (2.24)

we obtain

3
u ( x , y )=x 3 y 2+ x 4 y 2L1
x ( uy )
4

(2.25)

The term f(x,y) consists of two terms

f 1 ( x , y )=x 3 y 3 ,
3
f 2 ( x , y )= x 4 2 ,
4

(2.26)

The modifed recursive relations gives

u0 ( x , y )=x 3 y 3
3
u1 ( x , y )= x 4 y 2L1
x (u0)y ,
4

(2.27)

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uk +1 ( x , y ) =L1
x ( uk ) y , k 1.
Solving eq. (2.27) we obtain

u0 ( x , y )=x 3 y 3
3 4 2 1
3 2
u1 ( x , y )= x y Lx ( 3 x y ) y =0,
4

(2.28)

uk +1 ( x , y ) =0, k 1.
Thus the solution is

u ( x , y )=x y

(2.29)
This example demonstrate that the solution reduces to two to two
iteration for computing the convergence point (X,Y). What is the
value of X,Y?
Example 2. Use the modified decomposition method to to solved
the first oder PDE

u x +u y =u , u ( 0, y )=1+ e y .

(2.30)

Operating with the inverse operator on both sides of (2.30) gives

y
uu

y
1
u ( x , y )=1+e + Lx

Eq. (2.31) facilitates splitting

f 1 ( x , y )=e

(2.31)

f =f 1+ f 2

, where

f 2 ( x , y )=1.

(2.32)
The recursive modified can now be applied

u ( x , y )=e y ,
u 0(u0) y,
u1 ( x , y )=1+ L1
x
uk ( uk ) y , k 1.
uk +1 ( x , y ) =L1
x
Expanding eq. (2.33) gives

(2.33)

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u0 ( x , y )=e y ,
u1 ( x , y )=1,
u2 ( x , y )=x ,
u3 ( x , y )=

x2
2!

uk +1 ( x , y ) =

xk
k ! , and so on.

(2.34).
In close form the exact solution is

u ( x , y )=e x + e y .

(2.35)

Exercises
1. Use the modified decomposition method to solve first order PDE

u x +u y =cosh x +cosh y ,u ( x , 0 )=sinh x .


2. Id.

u x + x u y =2 x+ coshy ,u ( 0, y )=1+ sinhy .

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3. Heat Flow
3.1. Introduction
Heat flow is the one of the simple model of flow. It require
media (gas, liquid or solid) to flow from one region of space to
other. Recall that physical phenomena which is related to
engineering are expressed by partial differential equation (PDE)
of space and time which is called spatial independent variables
(x,y,z) and time variable. In general we can focus on fixed
spatial coordinates (x,y,z) and observe the change of
momentum and energy on that point. This is called Eulerian
view. Alternately, we can follow the particle motion and
observe the momentum and energy change. The last option is
called Lagrangian view. Depending on the problem, both are
appropiately use. If the solution based on Euler view point is
found, we can always plot the pattern of solutions at each point
in space, where we deduct the Lagranges solution. The
opposite is also correct.
3.2 One Dimensional (1-D) Heat Flow
The solution of dependent u(x), where x is a single independent
variable. Special solution demand that the solution of PDE
should be valid at the boundary. The problem is called
Boundary Value Problem (BVP). Note that the boudary does
not change with time. Otherwise we are dealing with unsteady
condition. The latter is detemined by initial (t=0) condition. The
latter is called Initial Value Problem (IVP). If both conditions
are prescribed it called Initial-Boundary-Value-Problem
(IBVP).
It should be remember that heat-flow belongs to linear
PDE, and therefore superposition of one solution to other is
valid. Recall that we cannot superimposed special solution with

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other special solution if PDE is non-linear. The traditional
method you learn in PDE is separation variables of pure spatial
variables and pure time variables. In this chapter we will
focused on Adomian method. Obviously the Adomian
decomposition method should converge with separation
variblles method to exact solution. If you plot the evolution of
the separation method and Adomian decomposition method
both plots will coincide.
The propagation of heat in a rod from one end to the
other end (Figure 3.1) will be our case.
1. The governing Partial Differential Equation (PDE) is

ut
Where

k u xx , 0 x L, t 0

u u x ,t

(3.1)

represent the temperature of the rod at

position x at the rod at time t.

represent the heat

(thermal) diffusivity of the material, i.e. the capability of the


2

material to difuse ( conduct) heat energy.

u xx =

(u)
2
x

represent second order partial differetiation to independent


variable x.
2. Boundary Condition (BC)
Note that BC may be homogeneous (g=0) or
inhomogeneous (g 0 ,

see APPENDIX A. The impressed

initial BC in this study is u at the ends,

u ( 0,t )=0,t 0 .

(3.2)

u ( L, t )=0, t 0.

(3.3)

Eq. (3.2) and (3.3) indicate that the temperature at the end of
the rod are kept constant at zer0 degree Celcius. Recall that
this is Neumann BC (see APPENDIX A).
3. Initial Condition (IC). The initial condition related to
Neumann BC prescribes the t temperatrure over
computational domain (x), either as random distribution or
regular function such as trigonometric, polygonal, or
hypergeometric. Mathetical expression of IC is

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u ( x , 0 )=f ( x ) , 0 x L

(3.4)

Based on these constraints, the IBVP can be written formally as


PDE

ut =k u xx , 0< x < L , t>0,

u ( 0,t )=0,t 0,

BC

(3.5)

u ( L, t )=0, t 0,
IC

u ( x , 0 )=f ( x ) , 0 x L

If you write the PDE problem like this, the mathematician say a
well posed problem. In general a well posed problem has one
distinct solution, depicted as particular solution, which is the
central theme of this chapter.
It is of interest to see that eq. (3.5) is a homogeneous
equation as it is. Physically means the the rod is perfectly
thermally insulated, such that zero heat loss. On the contrary
zero thermal insultation do not exist, and some heat loss has to
be accounted for. Note that Adomian decomposition method
treat eiher homogeneous PDE in elegantly straight manner
(using recursion) without any need of transformation of
inhomogeous to homogeneous one as in separation varirables
method. Both will be demonstrated in a moment.
1. Homogeneous Heat Equation: g = 0
The governing equation (3.5) is repeated for convenient
represent a homogeneous heat equation conduction along
perfectly insulated conductor example.

ut k u xx=0 , 0< x < L ,t >0,

PDE

u ( 0,t )=0,t 0,

BC
(3.6)

u ( L, t )=0, t 0,
u ( x , 0 )=f ( x ) , 0 x L

IC
Mind that

k u xx

that g 0.

is now written on the left side to remember

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2. Inhomogeneous Heat Equation: g

Physically means that the conductor is not perfectly


insulated or bare conductor exposed to environment but the
conductor has higher temperature than environment
faciliting heat leakage from conductor to enviroment.

ut k u xx=g(x ), 0< x < L , t>0,

PDE

u ( 0,t )=0,t 0,

BC
(3.7)

u ( L, t )=0, t 0,
u ( x , 0 )=f ( x ) , 0 x L

IC

Where g(x) is is called the heat source independent of time.


Analysis of Homogeneous Heat flow

ut k u xx=0 , 0< x < L ,t >0,

PDE

u ( 0,t )=0,t 0,

BC
(3.5)

u ( L, t )=0, t 0,
u ( x , 0 )=f ( x ) , 0 x L

IC

Our analyisis start by rewriting PDE in operator form,

Lt u ( x , t ) =Lx u (x , t)
(3.7)
Where

Lt =

and

Lx =

2
2
x

Obviously that the inverse (integral) oprators

Lt

and

Lx

exist and may be regarded as one and two-fold definite


integrals repectively defined as
1

1
L1
t ( . ) = ( . ) dt , L x ( . ) = ( . ) dxdx
0

0 0

(3.8)

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Thus

L1
t Lt ( . )=u ( x ,t )u (x , 0)

Applying

L1
t

to both side of eq. (3.7)

(3.9)
and using initial

condition we obtain
1

u ( x , t )=f ( x ) + Lt ( L x u ( x , t ) ) .

(3.10)

The decomposition method solves PDE in form series defined


by

u ( x , t ) = un ( x , t ) ,

(3.11)

n=0

Where the components

u0 ( x , t ) , u1 ( x , t ) , u2 ( x , t ) ,

are to be

determined. Substitution to both side of eq. (3.12) result in


expansion form of (3.11),

x ,t
un ()

n=0

Lx

(3.12)

u n( x , t )=f ( x ) +
n=0

Or equivalently

L x ( u 0+u 1+u 2
(
u0 +u1 +u2 +=f ( x ) +L1
t
###@@@!!!

(3.13)

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4. Wave Equation: elastic wave, water wave, sound, earthquacke and electro-magnetic wave
These are waves in macroscopic world where the speed of
propagation can be measured directly or indirectly. Macroscopic
means that we can sense with our five senses: hearing, seeing
(e.g. cold and hot), feeling (e.g touching), smelling, and color
sense. Usually the physical wave is transformed to electric wave,
usually voltage with can be mesured by voltage device. Recall that
waves is essentially an oscillation phenomenon. If the oscillator is
periodic constant we called this harmonics mathematically can be
repesented by trigometric series, and therefore Fourier series can
be used as an approximation of any wave-shape, i.e. nontrigonometric such as square waves, etc. Elastic waves emittedn
by hard rgid solid matter of finite size when they are disturbed by
impulsive external force, priodic or non-periodic. Elastic means that
deflection disturbance return elastically to original shape (1-D,2-D,
or 3-D shape), otherwise, i.e. if the deformation due to disturbance
is permanent we call it non-elastic. Elastic deformation of one
object due to collision with other object does not mean that all
energy is return to the collidings objects. In fact some energy is
lost at colli
Periodic forces caused the harmonics forced vibration. Finite size
bodies are wire of finite length and diameter supported at both or
single end, any bulk size of body such as asteroid or man made
satelites, supported Civil Engineering structure such as buildings,
towers and bridges, rocks and sediment (cohesive like clay, or
granular like decomposed rock soil), and membrane (skin)
structure, Machinary and Heavy equipment Engineering, etc. Water
wave such as tide, surge, wind-waves, flash-flood, tsunami.
Sound wave such as explosion wave, gust, Mach-wave in
atmosphere and water. Earth-quacke waves propagate within the
interior of solid rock and sediment cover due to local failure of
strain-stress propagate uniformly in all direction. Electro-magnetic
waves sources in form of sunlights and artificialy as radio-waves
propagate as EM waves with the speed of light and doesnot needs
any kind of propagation medium as other waves. The speed of
wave propagation of non EM waves depend on the medium. The
impulsive force works on finite time on the body caused the body
vibrates with unique natural frequency. However if the body is a

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system comprising of many discrete components, the body will
vibrates non-linearly where each local vibration will be influenced
by others. The mathematical model of this kind, the non-linear
elastic vibration of structure has been not attemped so far, and
vibration scientist usually hypothesized that a complex structure
may be modelled as multi-degree of freedom (MDOF) linear
structure, and apllied superposition. Still this should be accepted
with caveat, since supperposition means that the
vibration
sampling is the same independent where you take measurement,
while
the frequency is physically localized. Each node point
vibrates as superposition of neighboring nodes. Therefore it
depend on how the structure is assembled from discrete linear or
non-linear buliding block while the building itself may be linear or
non linear.

5. Laplace Equation
6. Non-Linear PDE
7. Linear and Non-linear Physical Problem
8. Soliton and Compacton
9. Solitary Waves: Tsunami
10.Summary

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