New iterative methods for nonlinear equations by modified HPM

New iterative methods for nonlinear equations by modified HPM

Applied Mathematics and Computation 191 (2007) 122–127 www.elsevier.com/locate/amc New iterative methods for nonlinear equations by modified HPM A. Go...

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Applied Mathematics and Computation 191 (2007) 122–127 www.elsevier.com/locate/amc

New iterative methods for nonlinear equations by modified HPM A. Golbabai, M. Javidi

*

Department of Mathematics, Iran University of Science and Technology, Narmak, Tehran 16844, Iran

Abstract A numerical method based on modified homotopy perturbation method (HPM) is proposed for solving nonlinear algebric equations. It is shown that the proposed method has third-order convergence. To assess its validity and accuracy, the method is applied to solve several test problems. Ó 2007 Elsevier Inc. All rights reserved. Keywords: Modified homotopy perturbation method; Nonlinear algebric equations; Iterative method

1. Introduction The development of numerical techniques for solving nonlinear algebric equations is a subject of considerable interest. There are many papers that deal with nonlinear algebric equations, e.g. Golbabai and Javidi [1], Chun [2], Noor and Noor [3,4], Basto et al. [5], Abbasbandy [6], Babolian and Biazar [7], Jafari and Gejji [8], He [9]. A more extensive list of references as well as a survey on progress made on this class of problems may be found in Noor [10]. In the recent paper, a numerical method based on modified homotopy perturbation method is proposed for solving real and complex zeroes of nonlinear equation f ðxÞ ¼ 0. The proposed method is applied to solve test problems in order to assess its validity and accuracy. 2. Modified homotopy perturbation method The application of homotopy perturbation method in linear and nonlinear problems has been devoted by scientists and engineers, because this method is to continuously deform a simple problem which is easy to solve into the under study problem which is difficult to solve. This method was proposed first by He in 1997 and systematical description in 2000 which is, in fact, a coupling of the traditional perturbation method and homotopy in topology [11]. This method was further developed and improved by He and applied to non-linear *

Corresponding author. E-mail address: [email protected] (M. Javidi).

0096-3003/$ - see front matter Ó 2007 Elsevier Inc. All rights reserved. doi:10.1016/j.amc.2007.02.070

A. Golbabai, M. Javidi / Applied Mathematics and Computation 191 (2007) 122–127

123

oscillators with discontinuities [12], non-linear wave equations [13], asymptotology [14], boundary value problem [15], limit cycle and bifurcation of nonlinear problems [16] 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: Abbasbandy [17], Ariel et al. [18], Ganji and Sadighi [19], Rafei and Ganji [20], Siddiqui et al. [21], Ghasemi et al. [22], to El-Shahed [23], Javidi and Golbabai [24]. To illustrate basic ideas of modified homotopy perturbation method, we consider the following nonlinear algebric equation: f ðxÞ ¼ 0;

x 2 R:

ð1Þ

We construct a homotopy ðR  ½0; 1Þ  R ! R which satisfies H ðx; p; aÞ ¼ pf ðxÞ þ ð1  pÞ½f ðxÞ  f ðx0 Þ þ pð1  pÞa ¼ 0;

a; x 2 R; p 2 ½0; 1;

ð2Þ

or H ðx; p; aÞ ¼ f ðxÞ  f ðx0 Þ þ pf ðx0 Þ þ pð1  pÞa ¼ 0;

a; x 2 R; p 2 ½0; 1;

ð3Þ

where a is an unknown real number and p is embedding parameter, x0 is an initial approximation of Eq. (1). It is obvious that H ðx; 0Þ ¼ f ðxÞ  f ðx0 Þ ¼ 0;

ð4Þ

H ðx; 1Þ ¼ f ðxÞ ¼ 0:

ð5Þ

The embedding parameter p monotonically increases from zero to unit as trivial problem H ðx; 0Þ ¼ f ðxÞ  f ðx0 Þ ¼ 0 is continuously deformed to original problem H ðx; 1Þ ¼ f ðxÞ ¼ 0. The modified HPM uses the homotopy parameter p as an expanding parameter to obtain [10–20]: x ¼ x0 þ px1 þ p2 x2 þ . . . :

ð6Þ

The approximate solution of Eq. (1), therefore, can be readily obtained: x ¼ lim x ¼ x0 þ x1 þ x2 þ . . . : p!1

ð7Þ

The convergence of the series (7) has been proved by He in this paper [25]. For the application of modified HPM to (1) we can write (3) as follows by expanding f ðxÞ into a Taylor series around x0 :   00 f 0 ðx0 Þ 2 f ðx0 Þ þ ðx  x0 Þ þ . . .  f ðx0 Þ þ pf ðx0 Þ þ pð1  pÞa ¼ 0: f ðx0 Þ þ ðx  x0 Þ ð8Þ 1! 2! Substitution of (6) into (8) yields   00 f 0 ðx0 Þ 2 f ðx0 Þ þ ðx0 þ px1 þ p2 x2 þ . . .  x0 Þ þ ... f ðx0 Þ þ ðx0 þ px1 þ p2 x2 þ . . .  x0 Þ 1! 2!  f ðx0 Þ þ pf ðx0 Þ þ pð1  pÞa ¼ 0:

ð9Þ

By equating the terms with identical powers of p, we have p0 : f ðx0 Þ  f ðx0 Þ ¼ 0; 1

0

p : x1 f ðx0 Þ þ f ðx0 Þ þ a ¼ 0; 1 p2 : x2 f 0 ðx0 Þ þ x21 f 00 ðx0 Þ  a ¼ 0; 2 1 3 0 p : x3 f ðx0 Þ þ x1 x2 f 00 ðx0 Þ þ x31 f 000 ðx0 Þ ¼ 0: 6

ð10Þ ð11Þ ð12Þ ð13Þ

We try to find parameter a, such that x2 ¼ 0:

ð14Þ

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A. Golbabai, M. Javidi / Applied Mathematics and Computation 191 (2007) 122–127

0 Þþa Hence, by substituting x1 ¼  f fðx0 ðx from (11) into (12), we have 0Þ  2 1 f ðx0 Þ þ a  f 00 ðx0 Þ  a ¼ 0: x2 f 0 ðx0 Þ þ 2 f 0 ðx0 Þ

ð15Þ

We can rewrite (15) as follows: x2 f 0 ðx0 Þ þ Aa2 þ ð2Af ðx0 Þ  1Þa þ Af 2 ðx0 Þ ¼ 0;

ð16Þ

00 1 f ðx0 Þ . 2 f 02 ðx0 Þ

Setting x2 ¼ 0 into (16) and solve it, we have pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi f 02 ðx0 Þ  f ðx0 Þf 00 ðx0 Þ  f 0 ðx0 Þ f 02 ðx0 Þ  2f ðx0 Þf 00 ðx0 Þ a¼ f 00 ðx0 Þ

where A ¼

By substituting (17) into (11), we have pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi 02 00 0 x1 ¼

f ðx0 Þf ðx0 Þf ðx0 Þf ðx0 Þ f 02 ðx0 Þ2f ðx0 Þf 00 ðx0 Þ f 00 ðx0 Þ  f 0 ðx0 Þ

ð17Þ

þ f ðx0 Þ

ð18Þ

By substituting (18) into (7), we can obtain the zero of Eq. (1) as follows pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi f 02 ðx0 Þf ðx0 Þf 00 ðx0 Þf 0 ðx0 Þ f 02 ðx0 Þ2f ðx0 Þf 00 ðx0 Þ þ f ðx0 Þ f 00 ðx0 Þ þ : x ¼ x0 þ x1 þ x2 þ    ¼ x0  0 f ðx0 Þ

ð19Þ

This formulations allows us to suggest the following iterative method for solving nonlinear Eq. (1). Algorithm 2.1. For a given z0, calculate the approximation solution znþ1 by the iterative scheme pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi f 0 ðzn Þ þ f 02 ðzn Þ  2f ðzn Þf 00 ðzn Þ : znþ1 ¼ zn  f 00 ðzn Þ

ð20Þ

Algorithm 2.2. For a given z0, calculate the approximation solution znþ1 by the iterative scheme znþ1 ¼ zn 

f 0 ðzn Þ 

pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi f 02 ðzn Þ  2f ðzn Þf 00 ðzn Þ : f 00 ðzn Þ

ð21Þ

We consider the convergence of Algorithm 2.2. Definition 2.1. Let en ¼ zn  r be the truncation error in the nth iterate. If there exists a number k P 1 and a constant c 6¼ 0 such that lim

n!1

jenþ1 j jen jk

¼ c;

ð22Þ

then k is called the order of convergence of the method. Theorem 2.1. Consider the nonlinear equation f ðxÞ ¼ 0. Suppose f is sufficiently differentiable. Then for the iterative method defined by Eq. (21), the convergence is at least of order 3. Proof. Let r be a simple zero of f. Since, f is sufficiently differentiable, by expanding f ðzn Þ; f 0 ðzn Þ and f 00 ðzn Þ around r, we get f ðzn Þ ¼ f 0 ðrÞ½en þ c2 e2n þ c3 e3n þ c4 e4n þ c5 e5n . . .; f 0 ðzn Þ ¼ f 0 ðrÞ½1 þ 2c2 en þ 3c3 e2n þ 4c4 e3n þ 5c5 e4n þ 6c6 e5n . . .; 00

0

f ðzn Þ ¼ f ðrÞ½2c2 þ 6c3 en þ where cn ¼

ðnÞ 1 f ðrÞ ; n! f 0 ðrÞ

12c4 e2n

þ

20c5 e3n

þ

n ¼ 1; 2; 3; . . . and en ¼ zn  r.

30c6 e4n

þ

42c7 e5n

ð23Þ . . .;

A. Golbabai, M. Javidi / Applied Mathematics and Computation 191 (2007) 122–127

Now from (23) and

125

pffiffiffiffiffiffiffiffiffiffiffi 1  x ’ 1  12 x  18 x2 , we have

qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi f 02 ðzn Þ  2f ðzn Þf 00 ðzn Þ ¼ f 0 ðrÞ 1  ½6c3 e2n þ ð20c4 þ 4c2 c3 Þe3n þ   ;

ð24Þ

1 1 2 ’ 1  f6c3 e2n þ ð20c4 þ 4c2 c3 Þe3n þ   g  f6c3 e2n þ ð20c4 þ 4c2 c3 Þe3n þ    g : 2 8 Substituting (23), (24) into (21) yields: enþ1 ¼

pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi f 02 ðzn Þ  2f ðzn Þf 00 ðzn ÞÞ  2f ðzn Þ pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi ¼ 2c3 e3n þ Oðe4n Þ f 0 ðzn Þ þ f 02 ðzn Þ  2f ðzn Þf 00 ðzn Þ

en ðf 0 ðzn Þ þ

From the above term, we have lim

n!1

jenþ1 j 3

jen j

¼ 2c3 ¼

1 f 000 ðrÞ 3 f 0 ðrÞ

ð25Þ

which shows that Algorithm 2.2 is at least a third order convergent method, the required result. 3. Applications We present some examples to illustrate the efficiency of the developed method in this paper. We apply the Algorithm 2.1 (A1) and Algorithm 2.2 (A2) for the following test problems.

Table 1 Numerical results for Example 1 Method

x0

n

xn

jf ðxn Þj

f1 A1 A1 A2 A2

10 1,000,000 10 1,000,000

1 1 1 1

0  1.00000000000000i 0  1.00000000000000i 0 + 1.00000000000000i 0 + 1.00000000000000i

0 0 0 0

f2 A1 A2

10 10

1 1

0.62500000000000  0.78062474979980i 0.62500000000000 + 0.78062474979980i

0 0

f3 A1 A1 A2 A2 A1

1 1 1 1 10

5 5 2 4 6

0.23673291566846  2.04159920739809i 0.23673290386456  2.04159922690925i 0.47347871922668 0.47346580772913 0.23673290386456 + 2.04159922690925i

2.0127e7 1.8310e15 6.0329e5 1.9984e15 1.8310e15

f4 A1 A1 A2 A2 A2 A2

10 10 10 10 5 5

3 4 3 4 4 5

0.90999663733283 0.91000757248871 0.45896226625028 0.45896226753695 3.73307902854733  0.00000000002014i 3.73307902863281

3.2539e5 4.4408e16 4.3562e9 2.2204e16 1.7046e9 7.1054e15

f5 A1 A1 A2 A2

10 10 10 10

5 6 5 7

2.05892687903733  2.06061115234403i 2.05892548616325  2.06061121597737i 0.11791163218484 + 0.00006005627555i 0.11785097232650

1.7224e5 3.5527e15 7.6693e4 1.1102e15

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Table 2 Numerical results for Example 2 Method

x0

n

xn

jf ðxn Þj

f1 A1 A1 A1 A2 A2 A2

0 0 0 0 0 0

1 2 3 8 9 10

0.25834261322606 0.25753028540925 0.25753028543986 2.08395653730930  2.73333363329271i 2.08438140711048  2.73300672534965i 2.08438140713089  2.73300672536096i

0.0030 1.1565e10 4.4408e16 0.0047 2.0636e10 5.0242e15

f2 A1 A1 A2 A2

0 0 0 0

6 7 5 6

1.33997399226311  0.75857399599429i 1.33996949441870  0.75857208933040i 1.20764782713135 + 0.00000000000093i 1.20764782713092

1.1282e4 4.8849e15 2.0881e11 3.5527e15

f3 A1 A1 A1 A1 A1 A1 A1 A2 A2 A2

3 3 3 8 8 8 8 8 8 8

2 3 4 5 6 7 8 8 9 10

3.14158789502121 3.14159265358979 3.14159265358979 9.02169881646105 + 0.04130522314755i 9.00077636954597 + 0.00002556098149i 8.99999999610981  0.00000000038504i 9.00000000000000 + 0.00000000000000i 9.42473099126943  0.00015790982573i 9.42477796077744 + 0.00000000000685i 9.42477796076938

0.1518 1.0265e11 3.9088e12 3.2753e14 5.9949e16 3.0280e21 1.2013e37 4.7879e17 3.0743e24 1.0677e28

Example 1. Consider the following nonlinear equations: f1 ¼ x2 þ 1 ¼ 0; f2 ¼ 4x2  5x þ 4 ¼ 0; f3 ¼ x3 þ 4x þ 2 ¼ 0;

ð26Þ

2

f4 ¼ expðxÞ  3x ¼ 0; f5 ¼ x3 þ 4x2 þ 8x  1 ¼ 0: In Table 1, we list the results obtained by modified homotopy perturbation method. Example 2. Consider the following nonlinear equations: f 1 ¼ x2  exp ðxÞ  3x þ 2 ¼ 0; 2

f2 ¼ x exp ðx2 Þ  sin ðxÞ þ 3 cos ðxÞ þ 5 ¼ 0;

ð27Þ

f 3 ¼ log ðx þ 10Þexp3 ðxÞ sinðxÞ: In Table 2, we list the results obtained by modified homotopy perturbation method. 4. Conclusions A numerical method based modified homotopy perturbation method is proposed for solving nonlinear algebric equations. To check the numerical method, it is applied to solve different test problems. Convergence is also observed in the numerical solutions when the calculation is refined by increasing the iteration number used. The numerical results confirm the validity of the numerical method and suggest that it is an interesting and viable alternative to existing numerical methods for solving the problem under consideration. This method also calculate the complex and real zero’s of nonlinear algebric equations.

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