Applied Mathematics and Computation 156 (2004) 527539 www.elsevier.

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Comparison of homotopy perturbation method and homotopy analysis method

Ji-Huan He
College of Science, Shanghai Donghua University, 1882 Yanan Xilu Road, P.O. Box 471, Shanghai 20051, Peoples Republic of China

Abstract Comparison of homotopy perturbation method (HPM) and homotopy analysis method is made, revealing that the former is more powerful than the later. Furthermore, the HPM is further developed in this paper by applying the modern perturbation methods. 2003 Elsevier Inc. All rights reserved.
Keywords: Homotopy technique; Perturbation method; Nonlinear equation; Dung equation; Modied LindstedtPoincare techniques; FalknerSkan equation

1. Introduction In recent years, a growing interest towards the application of the homotopy technique in nonlinear problems has been devoted by the engineering practice. The main reason consists in the fact that homotopy method is to continuously deform a simple problem easy to solve into the dicult problem under study. In 1992, Liao [1] presented his homotopy analysis method (HAM), allowing for more than a uniformly valid analytical solution of nonlinear equations with no possible small parameters, the same trick was played again in his forthcoming publications [28]. Liao successfully applied the HAM to give an explicit, uniformly valid, and purely analytic solution of Blasius equation [510] or FalknerSkan equation [11,12]. Recently much enthusiasm of homotopy

E-mail address: jhhe@dhu.edu.cn (J.-H. He). 0096-3003/$ - see front matter 2003 Elsevier Inc. All rights reserved. doi:10.1016/j.amc.2003.08.008

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theory among scientists was appeared [1322], and the homotopy theory becomes a powerful mathematical tool, when it is successfully coupled with the perturbation theory. The homotopy perturbation method (HPM) [14,15], proposed rst by the present author in 1998, was further developed and improved by He [16,17], and was repeated by Mallil and his colleagues [1821] in 2000. Liaos method, dierent from the perturbation methods, can be categorized into a generalized Taylor expansion method. Liu [23] and Damil et al. [24] also proposed a perturbation method based on an articial parameter, which is used as an expanding parameter. As pointed by Damil et al. [24] such a simple trick is well known in a purely analytic framework. Bender et al. [25] proposed another similar technique called delta perturbation method, in this method the nonlinear term, for example, u3 is replaced by another term u1d , which contains the parameter d. It is obvious that when d 0, this term becomes a linear one, as d increases smoothly from zero the nonlinear processes gradually turn on. Bender et al. [25] uses d as an expanding parameter. Applications of delta perturbation method can be found in Ref. [26], a remark on this method is presented in Ref. [27]. A review of recently developed analytical methods can be found in details in Ref. [28]. In this paper, we compare the HAM with the HPM, the dierence is clear just as the Taylor series method is dierent from the perturbation methods. The paper also illustrates the eectiveness and convenience of the HPM, which can powerfully use the modern perturbation methods, for example, the modied LindsedtPoincare methods [2931].

2. Taylor expansion method and perturbation method Consider Dung equation u00 u eu3 0: 1

In case e ( 1, the solution can be expanded in Taylor series in the form: ut; e ut; 0 e o 1 o2 ut; 0 e2 2 ut; 0 oe 2! oe 2

The perturbation solution is expanded in a similar form u u0 eu1 e2 u2 It can be easily proven that un 1 on ut; 0: n! oen 4 3

The above technology is called the straightforward expansion in perturbation theory. The straightforward expansion is equivalent to the Taylor expansion.

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As pointed out in many text books (e.g. [32]) and in Ref. [33], the straightforward expansion has too much limitation to have practical applications. The shortcomings are listed as follows: (1) An innite series has to be obtained, the procedure is proven to be too tedious, and seems to be a special art requiring special techniques. An appropriate treatment of innite linear equations may lead to a lovely closed-form expression. (2) The convergence radius of the innite series has to be solved, so that the validity of the solution is formed. It is obvious that computational diculties will arise while working with those power series [34], furthermore, the straightforward expansion can not deal with the secular terms arising in the higher-order approximate solutions, so various techniques had been proposed to eliminate the shortcomings, such as the method of renormalization, the method of multiple scales [32]. Instead of an innite series, the perturbation theory searches for only a few terms (mostly two terms or so), it is an asymptotic approach regardless of its convergence.

3. Homotopy analysis method and homotopy perturbation method Continuation or homotopy can be best described by a simple algebraic example [6,35]: f x 0: 5

Without a good approximation of the zero point xex , an iterative solution to Eq. (5) will often fail, because poor starting values are likely to be chosen. As a possible remedy, we can dene a continuation or homotopy H x; p: H x; 0 F x; H x; 1 f x;

where F is a function with known zero points, for example F x aAx x1 x x2 x x3 , where xi are the approximately zeroes of Eq. (5). Typically we may choose a convex homotopy such that H x; p 1 pF x pf x 6

and continuously trace an implicitly dened curve from a starting point H x0 ; 0 to a solution point H xex ; 1. It is obvious that when p 0, the above equation becomes a starting map F x 0, and it turns out to be the original one f x 0 when p 1. The embedding parameter p montonically increase from zero to unit as the trivial problem F x 0 is continuously deformed to the original problem. Due to 0 < p 6 1, so the embedding parameter can be considered as an expanding parameter [16].

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The HAM uses the homotopy parameter, p, to obtain a Taylor series: ut; p
1 X 1 on pn n ut; 0 n! op n0

while the HPM applies the homotopy parameter as expanding parameter u u0 pu1 p2 u2 8

If we stop at this step, the HAM is equivalent to the HPM. However, the later can so successfully apply the knowledge of various perturbation methods that low-order approximate solution leads to high accuracy, there requires no innite series as the former does. In order to best illustrate the dierence of the both methods, we consider rst the following simple example [2,23]: u0 u2 1; u0 0: 9

The problem exits an exact solution uex 1 e2t : 1 e2t 10

This problem has been studied by many authors by various techniques. Liu [23] obtained the following solution: uLiu 1 et et et t 1: 11

Liao, applying the HAM, obtained an innite series solution for the problem uLiao 1 et e
t2et

" 1 et t 1

1 X k2

#)   2k 1 1 1 ekt ; k k 1! 12

which is a lovely closed-form expression, clearly after tedious work. In Ref. [17], the present author constructed a homotopy in the following form 1 pv0 bv u00 bu0 pv0 v2 1 0; 13

where u0 is the starting value of the solution, and b is free unknown constant to be further determined. Applying the HPM, we obtain the following solution by only one iteration: 1 uHe 1 et e4t e2t : 2 14

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It is obvious that 1 et is the leading term, while e4t e2t =2 is a corrected one, this is the perturbation technique requiring only few terms. In this paper we will illustrate another technique to construct a homotopy, and a new perturbation technique to solve the problem. We move all linear terms in Eq. (9) into left, and all nonlinear terms into right, and recover all the omitting linear terms by multiplying zero [29,30]: u0 0 u 1 u2 : Construct a homotopy in the form 1 pu0 0 u 1 pu0 u2 1 0 or u0 0 u 1 pu2 : 16b 16a 15

If we apply the perturbation technique (the straightforward expansion) to the problem (16), then we can only obtain a series solution with a poor convergence: 1 upert t t t3 3 17

Hinted by modied LindstedtPoincare techniques proposed by He [29,30], we can recover the omitting linear terms by expanding the constant, zero, into a series of the expanding parameter p. In order to eliminate secular terms in higher-order approximate solution, we also expand the constant, one, into a series of p. We assume that coecients 0 and 1 in Eq. (16b) can be expressed in the forms: 0 b0 pb1 p2 b2 ; 1 c0 pc1 p c2
2

18 19

If we substitute Eqs. (8), (18) and (19) into Eq. (16b), and equate the coecients of various powers of p equal to zero, we obtain the following linear equations: u00 b0 u0 c0 0; u02 u0 0 0; u1 0 0; u2 0 0: 20 21 22 u01 b0 u1 b1 u0 c1 u2 0; 0 The solution of Eq. (20) is c0 u0 1 eb0 t : b0 Substituting u0 into Eq. (21), we obtain the dierential equation for u1

b0 u2 b1 u1 b2 u0 c2 2u0 u1 0;

23

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u01 b0 u1

c 0 b1 c2 1 eb0 t c1 0 1 2eb0 t e2b0 t 0: b0 b2 0

24

Elimination of secular terms tn eb0 t ; n P 0 in u1 requires c0 b1 c2 c1 0 0 b0 b2 0 and c0 b1 2c2 20 0: b0 b0 We, therefore, obtain u1 c2 2b0 t 0 e eb0 t : b3 0 27 26 25

If the rst approximation is enough, we set bi 0i P 2, and ci 0i P 2. From the relations (18), (19), (25) and (26), the constants can be identied as b0 2, b1 2, c0 2, and c1 1. So we obtain the rst-order approximate solution, which is same as Eq. (14). High-order approximates can be readily obtained. Substituting the obtained results into Eq. (22), we obtain the dierential equation for u2 : u02 b0 u2 2 c2 b1 2b0 t c 0 b2 0 e eb0 t 1 eb0 t c2 b0 b3 0

c3 0 1 eb0 t e2b0 t eb0 t b4 0 28

0:

As in the previous procedure, we can obtain the following relations in view of no secular terms in u2 : c2 b1 c0 b2 c3 0 2 0 0; 3 b0 b4 b0 0 29 30

c0 b2 c2 0: b0

If we stop before the second approximate solution, then we set bi 0i P 3, and ci 0i P 3. From the relations (18), (19), (25), (26), (29) and (30), the constants can be identied. To compare with Liaos homotopy analytical method, we consider another example [7]: u0 t 2tu2 t 0; u0 1: 31

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The problem exits an exact solution uex t 1 : 1 t2 32

Liao obtain the following innite series solution [7] m i Xh k ut lim 1 t2k Um;k 1;
m!1 k0

33

where 8 > 0; >    < mn nk1 k m nP h; Um;n h h k > k0 m n k > : 1; n > m; 1 6 n 6 m; n 6 0:

The formula, though in a redundant form, is a closed one. As in the previous examples, we rewrite Eq. (31) in the following form u0 t 0 ut 2ptu2 t 0: 34

Supposing that the solution and the coecient, zero, can be expressed in the same forms as Eqs. (8) and (18). By parallel manipulation, we can obtain the following linear equations: u00 b0 u0 0; u0 0 1; u1 0 0: 35 36

u01 b0 u1 b1 u0 2tu2 0; 0 The solution of Eq. (35) reads u0 eb0 t :

37

The substitution of u0 in Eq. (37) leads to the following equation u01 b0 u1 b1 eb0 t 2te2b0 t 0: No secular terms in u1 requires that Z 1 eb0 t b1 eb0 t 2te2b0 t dt 0;
0

38

39

which leads to the result b1 2 C2 0; 2b0 9b2 0 40

where C is a gamma function. The exact solution of Eq. (38) is not required, so we can approximately solve u1 in the form

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u1 t

b1 b0 t e e2b0 t : b0

41

If the rst approximate is enough, we can identify the constants p p 2 2 2 2 ; b1 : b0 3 3 Its rst-order approximation, therefore, can be written in the form u u0 u1 eb0 t eb0 t e2b0 t : Now we consider the FalknerSkan equation [11,12] f 000 aff 00 b1 f 02 0; with boundary condition f 0 f 0 0 0 and f 0 1 1; g 2 0; 1;

42

43

44

45

where the prime denotes the derivatives with respect to g which is dened as p p g y U =mx, and f g is relative to the stream function W by f g W= mUx. Here, U is the velocity at innity, m is the kinematic viscosity coecient, x and y are the two independent coordinates. According to Liaos method, an auxiliary linear operator can be introduced: L o3 ; og3 46

other auxiliary linear operators can be similarly constructed, for example, L o3 =og3 ao2 =og2 . A homotopy is constructed as follows 1 pf 000 ph f 000 aff 00 b1 f 02 0; 47 where p and h are homotopy parameters. Applying generalized Taylor series method, we obtain the following equation f0000 0; 48

with boundary conditions (45). We can easily obtain the initial approximate solution. In the next iteration, the nonlinear term is replaced by af0 f000 b1 f002 , so f1 can be readily solved. For high-order approximate fn1 , the equation can be written in the form
000 fn1 F f0 ; f1 ; . . . ; fn ;

49

where F is a known function of fi (i 1 $ n). Applying the MATHEMATICA software, there is no dierence to solve FalknerSkan equation and Blasius equation. Liao published his result in his abundant publications [512].

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For better illustration of the comparison, making the underlying idea clear and not darkened by unnecessarily complicated form of mathematical expressions, we consider the Blasius equation: 1 f 000 g f gf 00 g 0; 2 g 2 0; 1; 50

with the same boundary conditions as (45). In order to obtain a perturbation solution of Blasius equation, we can introduce an articial parameter e in (49): 1 f 000 eff 00 0: 2 51

Processing in a traditional way of perturbation technique, and supposing that f 00 0 r, we obtain a solution of Eq. (49) in the form of a power series [512] 1 X  1 k Ak rk1 f g g3k2 ; 52 2 3k 2! k0 where 8 < 1;   Ak Pk1 3k 1 Ar Akr1 ; : r0 3r k 0 and k 1; k P 2:

The solution, Eq. (52), is valid only for small g. Applying the variational iteration method, a uniformly valid analytic solution of Blasius equation is obtained [36] with few terms. By the HAM, Liao obtained a similar series solution, which is valid in the whole region. The solution reads " # 1 X  1 k Ak rk1 3k2 f g lim g Um;k h; m!1 2 3k 2! k0 g 2 0; 1; 2 < h < 0: 53 where f 00 0 r, Ak is dened as above, and Um;n is dened by 8 n > m; > 0; >    < m nk1 k n Pmn Um;n h h h ; 1 6 n 6 m; k0 mnk k > > : 1; n 6 0: Many of the mathematical methods employed in nonlinear problems may be successfully tested on the Blasius equation, which seems to be very simple, but what appears to be a simple problem is really not that simple, it is very dicult

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for us to search for an approximate analytical solution. So it has appeared ever-increasing interest of scientists and engineers in the search for analytical solution for the Blasius equation. We construct a homotopy in the form   1 00 ff bf 00 0; f 000 bf 00 p 54 2 where b is an unknown constant. Supposing that the solution can be written as a power series in p: f f0 pf1 p2 f2 f0000 bf000 0; 1 f1000 bf100 f0 f000 bf000 0; 2 55

Substituting Eq. (55) into Eq. (54), we obtain the equations for f0 and f1 : 56 57

with the boundary conditions f0 0 f00 0 0, f00 1 1, and f1 0 f10 0 f10 1 0. The solution of Eq. (56) is 1 f0 g g 1 ebg : b Substituting f0 into Eq. (57), we obtain 1 f1000 bf100 bg ebg 2b2 1ebg 0: 2 No secular terms of gn ebg (n 1; 2; 3; . . .) in f1 requires that: Z 1 ebg bg ebg 2b2 1ebg dg 0;
0

58

59

60

i.e. 1 1 1 2b2 C2 0; 4b 3b 2b which leads to the result p b 1= 12 0:28867: 61

62

The exact solution of Eq. (59) is not required, so we can approximately solve f1 in the form 1 1 f1 g ebg e2bg 1: 4 8 By setting p 1, we obtain the rst-order approximate solution, i.e., 63

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1 1 1 f1 g g 1 ebg ebg e2bg 1: b 4 8

64

A highly accurate numerical solution of Blasius equation has been provided 00 by Howarth [37], who gives the initial slop fex 0 0:332057. Comparing the approximate initial slope: f 00 0 f000 0 f100 0 0:3095; 65

we nd that the relative error is 6.8%. The above procedure will leads to secular terms gn ebg (n 1; 2; 3; . . .) in hiher orders fi (i P 2). To eliminate secular terms in higher-order approximations, the present author suggest to expand a constant into a series of p. We rewrite Eq. (50) in the form   1 00 000 00 00 ff f f 1f p 0: 66 2 We also expand the coecient of the middle term into a series of p: 1 b pb1 p2 b2 So we obtain the following linear equations: f0000 bf000 0; 1 f1000 bf100 f0 f000 b b1 f000 0; 2 1 f2000 bf200 f0 f100 f1 f000 b b1 f100 b2 f000 0: 2 68 69 70 67

As in the previous procedure, f1 can be solved, and in view of no secular term in f1 , we have p 71 b b1 1= 12 0:28867: Substituting f0 and f1 into Eq. (70), we obtain a linear dierential equation for f2 with the boundary conditions f2 0 f20 0 f20 1 0. No secular term in f2 requires that ! Z 1 bg 1 00 00 00 00 f0 f1 f1 f0 b b1 f1 b2 f0 dg 0: e 72 2 0 If the second-order approximate solution is enough, then we set bk 0k P 2 in (67).From the relations (67), (71) and (72), we identied the constant b: b 0:3062: 73 It is obvious that f 00 0 b 0:25b2 0:3296 reaches a very high accuracy, the 0.73% accuracy is remarkable good.

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4. Conclusion The comparison between HAM and HPM is made. It is clear HAM is a generalized Taylor series method, searching for an innite series solution, in order to enlarge the convergence region, Liao heuristically introduce another homotopy parameter h. To identify the value of h, the convergence radius of the obtained innite series has to be determined. HPM is clearly a new perturbation method, searching an asymptotic solution with few terms (mostly 2 4 terms), no convergence theory is needed. Three examples used by Liao are illustrated here, and the comparison is illustrating. Acknowledgements Part of this work is presented on International Congress of Mathematics, Beijing, China, August 2028, 2002. References
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