gjmsv9n1_03
gjmsv9n1_03
gjmsv9n1_03
P.L. Suresh
Department of Applied Sciences & Humanities, Sasi Institute of Technology&
Engineering, Tadepalligudem, AP, India.
D. Piriadarshani
Department of Mathematics, Hindustan Institute of Technology & Science
Chennai, Tamil Nadu, India.
Abstract
We bring out a comparative study between Differential Transform Method
(DTM), He Laplace Method (HLM), Adomain Decomposition Method
(ADM) to solve non linear Riccati differential equation. It is shown that DTM
has an advantage over the HLM and ADM which takes very less time to solve
the non linear Riccati equation. Also DTM is more effective and powerful
technique.
Keywords: Riccati equations, Differential Transform
Method(DTM),Adomain Decomposition Method(ADM) and He Laplce
Transform Method(HLM)
METHOD 1
Differential Transform Method
th
The transformation of the k derivative of a function y(x) in one variable is defined
as follows
1 𝑑𝑘 (𝑦(𝑥))
Y (k) = 𝑘! [ 𝑑𝑥 𝑘 ]𝑥=0 (1)
and the inverse transform of Y(k) is defined as
y(x) = ∑∞ k=0 Y(k)x
k
(2)
The following are the important theorems of the one dimensional differential
transform method
dm(x)
Theorem 3: If 𝑦(x) = , then Y(k) = (K + 1)Y(k + 1)
dx
1, if k = l
Theorem 5: If y(x) = x l , then Y(k) = δ(k − l) = {
0, if k ≠ l
Riccati Equation
where a(x), b(x) and c(x) are functions of x, is known as Riccati equation.
Method 2
He Laplace Method
Where p1, p2, p3, 𝛼, 𝛽 are constants, f(y) is a nonlinear function and f(x) is the source
term.
where F(x) represents the term arising from the source term and the prescribed initial
conditions.
y(x) = ∑∞ 𝑛
𝑛=0 𝑝 𝑦𝑛 (𝑥) (7)
34 P.L. Suresh and D. Piriadarshani
where the term 𝑦𝑛 are to be recursively calculated and the nonlinear term f(y) can
decomposed as
n
f(y) = ∑∞
n=0 p Hn (y) (8)
1 𝜕𝑛
𝐻𝑛 (𝑦0 , 𝑦1 , 𝑦2 , … 𝑦𝑛 ) = 𝑛! 𝜕𝑝𝑛 ⌈𝑓(∑∞ 𝑖
𝑖=0 𝑝 𝑦𝑖 )⌉𝑝=0 , n = 0,1,2,3, … (9)
This is the coupling of the Laplace transformation and the homotopy perturbation
method using He’s polynomials.
From equation (10)
𝑝0 : 𝑦0 (𝑥) = 𝐹(𝑥)
𝑝2 𝑝3
𝑝1 :𝑦1 (𝑥) = − L-1( L[𝑝𝑜 𝑦0 (𝑥)])− L-1( L[𝑝0 𝐻0 (𝑦)])
(𝑠2 +𝑝1 𝑠) (𝑠2 +𝑝1 𝑠)
𝑝 𝑝
𝑝2 :𝑦2 (𝑥) = − L-1((𝑠2 +𝑝2 L[𝑦1 (𝑥)])− L-1((𝑠2 +𝑝3 L[𝐻1 (𝑦)])
1 𝑠) 1 𝑠)
𝑝 𝑝
𝑝3 :𝑦3 (𝑥) = − L-1((𝑠2 +𝑝2 L[𝑦2 (𝑥)])− L-1((𝑠2 +𝑝3 L[𝐻2 (𝑦)])
1 𝑠) 1 𝑠)
…
Method 3
𝐹𝑦 = 𝑔 (11)
where F is the non-linear differential operator with linear and non-linear terms.
For convenience, L is taken as the highest order derivative. Therefore the equation
Numerical Analysis of Riccati equation using Differential Transform Method… 35
may be written as
Ly + Ry + Ny = g (13)
The non-linear term N(y) will be decomposed by the infinite series of Adomian
polynomials
N(y) = ∑∞
n=0 An (17)
[𝜇(𝜆)] = ∑∞ 𝑛
𝑛=0 𝜆 𝐴𝑛 (19)
Here 𝜆 is a parameter.
1 𝑑𝑛
𝐴𝑛 = 𝑛! 𝑑𝜆𝑛 [N(∑∞ 𝑛
𝑛=0 𝜆 𝑦𝑛 )] | (20)
𝜆=0
Consider the first order Riccati differential equation with constants coefficients where
a, b, c are non negative
i.e a =1, b = 2, c = 3
Case (i)
𝑌 (1) = − 6
𝑌 (2) = 15
𝑌 (3) = −49
3
605
𝑌(4) =
4
.
.
.
Solution of (22) is given by y(x) =Y(0)x0+Y(1)x1+Y(2)x2+Y(3)x3+Y(4)x4. . .
Numerical Analysis of Riccati equation using Differential Transform Method… 37
605 4
y(x) = 1 − 6x + 15x 2 − 49x 3 + x +. ..
4
Case (ii)
1 3 1 2
y(x) = L−1 [ ] − L−1 ⌈ 2 ⌉ − L−1 [ L(y)] − L−1 [ L(y 2 )]
S S S S
1 2
y(x) = 1 − 3x − L−1 [ L(yn)] − L−1 [ L(Hn (y)
S S
p0 : y0 (x) = 1 − 3x
1 2
𝑝1 : 𝑦1 (𝑥) = −𝐿−1 ⌈ 𝐿(𝑦0 )⌉ − 𝐿−1 ⌈ 𝐿(𝐻0 (𝑥)⌉
𝑠 𝑠
1 2
𝑝 : 𝑦1 (𝑥) = −𝐿 ⌈ 𝐿(1 − 3𝑥)⌉ − 𝐿−1 ⌈ 𝐿(1 − 3𝑥)2 ⌉
1 −1
𝑠 𝑠
15
𝑝1 : 𝑦1 (𝑥) = −3x+ 2 𝑥 2 − 6𝑥 3
1 2
𝑝2 :𝑦2 (𝑥) = −𝐿−1 ⌈𝑠 𝐿(𝑦1 )⌉ − 𝐿−1 ⌈𝑠 𝐿(𝐻1 (𝑥)⌉
1 15 2
𝑝2 :𝑦2 (𝑥) = −𝐿−1 ⌈𝑠 𝐿(−3x + 𝑥 2 − 6𝑥 3 )⌉ − 𝐿−1 ⌈𝑠 𝐿(2𝑦0 𝑦1 )⌉
2
1 15 2
𝑝2 :𝑦2 (𝑥)= -𝐿−1 ⌈𝑠 𝐿(−3x + 𝑥 2 − 6𝑥 3 )⌉-𝐿−1 ⌈𝑠 𝐿(2𝑦0 𝑦1 )⌉
2
15 39 72
𝑝2 :𝑦2 (𝑥) = 𝑥 2 + 𝑥 3 − 27𝑥 4 + 𝑥5
2 2 2
.
.
.
Solution is y(x) = y0+y1+y2+…
27 3
y(x) = 1 − 6x + 15x 2 − x +⋯
2
Case (iii)
𝑦0 = 1 − 3x
𝑥2 𝑥2 𝑥3
y1 = −[𝑥 − 3 2 ]-2[𝑥 − 6 +9 3]
2
𝑥2
𝑦1 = −3x + 15 2
− 6𝑥 3
𝑥2
𝑦2 = −𝐿−1 (-3x+15 − 6𝑥 3 )−2𝐿−1 (−6𝑥 + 33𝑥 2 − 57𝑥 3 + 36𝑥 4 )
2
𝑥2 𝑥3 3 57 36
𝑦2 = 3 − 5 + 𝑥 4 + 6𝑥 2 − 22𝑥 3 + 𝑥 4 − 𝑥 5
2 2 2 2 5
y(x) = 𝑦0 + 𝑦1 + 𝑦2 + ⋯
𝑥2 𝑥2 𝑥3 3 57
y(x) =1-3x+( -3x+15 − 6𝑥 3 ) +( 3 −5 + 2 𝑥 4 + 6𝑥 2 − 22𝑥 3 + 𝑥4 −
2 2 2 2
36
𝑥5) + ⋯
5
61
y(x) = 1- 6x+15𝑥 2 − 𝑥3 + ⋯
2
Numerical Analysis of Riccati equation using Differential Transform Method… 39
Consider the first order Riccati differential equation with constants coefficients where
a, b, c are negative
i. e a = −1, b = −1 and c = −2
Case (i)
Y(1) = 4
Y(2) = 6
34
Y(3) =
3
.
.
.
The solution of (23) is 𝑦(𝑥) = 𝑌(0)𝑥0 + 𝑌(1)𝑥1 + 𝑌(2)𝑥 2 + 𝑌(3)𝑥 3 +. ..
34 3
𝑦(𝑥) = 1 + 4𝑥 + 6𝑥 2 + 𝑥 +. . .
3
34 3
𝑦(𝑥) = 1 + 4𝑥 + 6𝑥 2 + 𝑥 +. . .
3
Case (ii)
2
sL[y] − y(0) − L[y] − 𝐿[𝑦 2 ] − =0
𝑠
1 2 1 1
y(x) = 𝐿−1 [ + 2 + L[y] + 𝐿[𝑦 2 ]]
𝑠 𝑠 𝑠 𝑠
1 1
y(x) = 1 + 2x + 𝐿−1 ( L[y]) + 𝐿−1 ( 𝐿[𝑦 2 ])
𝑠 𝑠
y0 = 1 + 2x
1 1
𝑦1 =𝐿−1 (𝑠 L[𝑦0 ]) + 𝐿−1 (𝑠 𝐿[𝐻0 (𝑦)])
Numerical Analysis of Riccati equation using Differential Transform Method… 41
1 1
𝑦1 = 𝐿−1 (𝑠 L[1 + 2x]) + 𝐿−1 (𝑠 𝐿[1 + 4𝑥 2 + 4𝑥])
1 1 2 1 1 2 1
𝑦1 = 𝐿−1 (𝑠 (𝑠 + 𝑠2 )) + 𝐿−1 (𝑠 (𝑠 + 4. 𝑠3 + 4. 𝑠2 ))
4
𝑦1 = 2x+3𝑥 2 + 3 𝑥 3
1 1
𝑦2 = 𝐿−1 ( L[𝑦1 ]) + 𝐿−1 ( 𝐿[𝐻1 (𝑦)])
𝑠 𝑠
1 4 1 44 16
𝑦2 = 𝐿−1 (𝑠 L [2x + 3𝑥 2 + 3 𝑥 3 ]) + 𝐿−1 (𝑠 𝐿 [4𝑥 + 14𝑥 2 + 𝑥3 + 𝑥 4 ])
3 3
17 16
𝑦2 = 3x 2 + 3 x 3 + 4x 4 + 15 x 5
.
.
.
16
The solution is given by y(x)=1+4x+6𝒙𝟐 +7x 3 + 4x 4 + 15 x 5 +…
Case (iii)
𝑦0 = 1 + 2𝑥
4x3
y1 =2x+3x 2 + 3
4x3 44 3 16 3
y2 = L−1 [2x + 3x 2 + ] + L−1 [4x + 14x 2 + x + x ]
3 3 3
17 16
y2 = 3𝑥 2 + 𝑥 3 + 4𝑥 4 + 15 𝑥 5
3
.
.
.
42 P.L. Suresh and D. Piriadarshani
16
The solution is y(x) =1+4x+6x 2 + 7x 3 + 4x 4 + 15 x 5 +…
Consider the first order Riccati equation with constant coefficients where a<0 and
b>0, c>0
i.e a = −1, b = 2, c = 1
Case (i)
Y(1) = −2
1
17
𝑌(3) =
3
.
.
.
The solution of (23) is 𝑦(𝑥) = 𝑌(0)𝑥0 + 𝑌(1)𝑥1 + 𝑌(2)𝑥 2 + 𝑌(3)𝑥 3 +. ..
17 3
𝑦(𝑥) = 1 − 2𝑥 + 3𝑥 2 + 𝑥 +. ..
3
Which is converges to the exact solution given by Taylor’s about x =0 is given by
17 3
𝑦(𝑥) = 1 − 2𝑥 + 3𝑥 2 + 𝑥 +. ..
3
Case (ii)
1
sL[y(x)] − y(0) − L[y] + L[y 2 ] + =0
s
1 1 1 2
y(x) = L−1 [ ] − L−1 [ 2 ] + L−1 [ L(y)] − L−1 [ L(y 2 )]
s s s s
44 P.L. Suresh and D. Piriadarshani
1 2
y(x) = 1 − x + L−1 [[ L(yn )] − L−1 [ L(Hn (y))]
s s
p0 ∶ y0 = 1 − x
1 2
p1 ∶ y1 = L−1 [[ L(y0 )] − L−1 [ L(H0 (y))]
s s
1 2
y1 = L−1 [[ L(1 − x)] − L−1 [ L(1 + x 2 − 2x)]
s s
1 1 2 4 4
y1 = L−1 [[ 2
− 3 ] − L−1 [ 2 + 4 − 3 ]
s s s s s
3x2 2x3
y1 = −x + −
2 3
1 2
p2 ∶ y2 = L−1 [[ L(y1 )] − L−1 [ L(H1 (y))]
s s
1 3x 2 2x 3 2 13 3 4 4
y1 = L−1 [[ L (−x + − )] − L−1 [ L (−2x + 5x 2 − x + x )]
s 2 3 s 3 3
3x2 17x3 8
y2 = − + 2x 4 + 15 x 5
2 6
and so on.
7
y(x) = 1 − 2x + 3x 2 − x 3 + ⋯
2
Case (iii)
y0 = 1 − x
Numerical Analysis of Riccati equation using Differential Transform Method… 45
2
𝑦1 = −𝑥 + 𝑥 2 − 𝑥 3
3
2 x 3 4x 4
y2 = L−1 [−x + x 2 − x 3 ] − 2L−1 [−2x + 3x 2 − + ]
3 3 3
x2 x3 x4 2 3
x 4 8x 5
y2 = [− + − + 2x − 2x + − ]
2 3 6 6 15
3𝑥 2 5𝑥 3
𝑦2 = +
2 3
and so on.
5x2
The solution is given by y(x) = 1 − 2x + + x3 + ⋯
2
46 P.L. Suresh and D. Piriadarshani
Consider the first order Riccati equation with constant coefficients where a >0, b <0, c
=0
i. e a = 1, b = −1, c = 0
Case (i)
Y(1) = 2
Y(2) = 3
13
Y(3) =
3
Numerical Analysis of Riccati equation using Differential Transform Method… 47
.
.
.
13 3
y(x) = 2 + 2x + 3𝑥 2 + x +. ..
3
13 3
y(x) = 2 + 2x + 3𝑥 2 + x +. . .
3
Case (ii)
2 1 1
L[y(x)] = − L[y] + L[y 2 ]
s s s
2 1 1
y(x) = L−1 [ s − s L[y] + s L[y 2 ]]
2
y0 = L−1 [ ]
s
y0 = 2
1 1
y1 = −L−1 [ L(y0 ) + L[H0 (y)]]
s s
1 1
𝑦1 = −𝐿−1 [ L (2)+ 𝐿(4)]
𝑠 𝑠
y1 = −2x + 4x
y1 = 2x
1 1
y2 = −L−1 [ s L(y1 )+s L(H1 (y)]
1 1
y2 = −L−1 [ s L (2x)+𝑠 𝐿(8𝑥)]
48 P.L. Suresh and D. Piriadarshani
y2 = 3x 2
1 1
y3 = −L−1 [ L(y2 ) + L(H1 (y))]
s s
1 1
𝑦3 = −𝐿−1 [𝑠 L(3𝑥 2 )+𝑠 𝐿(16𝑥 2 )]
7
𝑦3 = 3 𝑥 3
.
.
.
7
The solution is y(x) = 2+2x +3x2+ 3 𝑥 3 +. . .
Case (iii)
𝑦0 = 2
𝑦1 = −2𝑥 + 4𝑥
𝑦1 = 2𝑥
𝑦2 = −𝑥 2 + 4𝑥 2
𝑦2 = 3𝑥 2
13 3
𝑦3 = 𝑥
3
.
.
.
13
The solution is y(x) =2+2x+3𝑥 2 + 3 𝑥 3 + ⋯
CONCLUSION
In this paper, we compared the solution of Riccati equation by DTM, HLM, ADM.
The result of DTM and Exact solution are in strong agreement with each other. DTM
is reliable and powerful technique. We believe that the efficiency of DTM gives it
much wider suitability which needs to be excavated further.
50 P.L. Suresh and D. Piriadarshani
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