Applied Mathematics and Computation 121 (2001) 261±270

www.elsevier.com/locate/amc

Two-dimensional di€erential transform for

partial di€erential equations
Ming-Jyi Jang a, Chieh-Li Chen b,*, Yung-Chin Liu b
a
Department of Mechanical Engineering, Far East College, Tainan, Taiwan, ROC
b
Institute of Aeronautics and Astronautics, National Cheng Kung University, Tainan, Taiwan, ROC

Abstract
The di€erential transform is a numerical method for solving di€erential equations. In
this paper, we present the de®nition and operation of the two-dimensional di€erential
transform. A distinctive feature of the di€erential transform is its ability to solve linear
and nonlinear di€erential equations. Partial di€erential equation of parabolic, hyper-
bolic, elliptic and nonlinear types can be solved by the di€erential transform. We
demonstrate that the di€erential transform is a feasible tool for obtaining the analytic
form solutions of linear and nonlinear partial di€erential equation. Ó 2001 Elsevier
Science Inc. All rights reserved.

Keywords: Di€erential transform; Initial value problem; Partial di€erential equation

1. Introduction

Integral transforms, such as the Laplace and the Fourier transforms are
commonly used to solve di€erential equations in engineering problems. The
merit of the integral transform is its ability to transform di€erential equations
to algebraic equations, which leads to a systematic and simple solution pro-
cedure. However, nonlinear problems increase in complexity when integral
transform techniques are applied.
The di€erential transform is a numerical method for solving di€erential
equations. The concept of the di€erential transform was ®rst proposed in Zhou

*
Corresponding author. Fax: +886-6-238-9940.
E-mail address: clchen@mail.iaa.ncku.edu.tw (C.-L. Chen).

0096-3003/01/$ - see front matter Ó 2001 Elsevier Science Inc. All rights reserved.
PII: S 0 0 9 6 - 3 0 0 3 ( 9 9 ) 0 0 2 9 3 - 3
262 M.-J. Jang et al. / Appl. Math. Comput. 121 (2001) 261±270

[7], and its main application therein is to solve both linear and nonlinear initial-
value problems in electric circuit analysis. This method constructs an analytical
solution in the form of a polynomial. It is di€erent from the traditional high-
order Taylor series method, which requires symbolic computation of the
necessary derivatives of the data functions. The Taylor series method is com-
putationally expensive for large orders. The di€erential transform is an itera-
tive procedure for obtaining analytic Taylor series solutions of di€erential
equations.
In this paper, the de®nition and operation of the two-dimensional di€er-
ential transform is introduced. Di€erent types of partial di€erential equations
are solved using the di€erential transformation technique, which demonstrates
its feasibility in solving partial di€erential equations.

2. The de®nitions and operations of di€erential transform

2.1. One-dimensional di€erential transform

The basic de®nitions and operations of the one-dimensional di€erential

transform are introduced in [1,5,7] as follows:

De®nition 1. If x(t) is analytic in the time domain T then let

dk x…t†
u…t; k † ˆ 8t 2 T : …1†
dtk
For t ˆ ti where u…t; k † ˆ u…ti ; k †, where k belongs to the set of non-negative
integer, denoted as the K domain. Therefore, Eq. (1) can be rewritten as
 
dk x…t†
Xi …k † ˆ u…ti ; k † ˆ 8k 2 K; …2†
dtk tˆti

where X(k) is called the spectrum of x(t) at t ˆ ti in the K domain.

If x(t) is analytic then x(t) can be represented as
X
1
…t ti †
k
x…t† ˆ X …k †: …3†
kˆ0
k!

Eq. (3) is known as the inverse transformation of X(k).

If X(k) is de®ned as
 k 
d q…t†x…t†
X …k † ˆ M …k † where k ˆ 0; 1; 2; . . . ; 1; …4†
dtk tˆt0
 M.-J. Jang et al. / Appl. Math. Comput. 121 (2001) 261±270 263

then the function x(t) can be described as

1 X 1 k
…t t i † X …k †
x…t† ˆ ; …5†
q…t† kˆ0 k! M …k †

where M …k † 6ˆ 0; q…t† 6ˆ 0. M(k) is called the weighting factor and q(t) is re-
garded as a kernel corresponding to x(t). If M…k† ˆ 1 and q…t† ˆ 1 then (2) and
(4) are equivalent. In this way, (3) can be treated as a special case of (5). In this
paper, the transformation with M …k † ˆ H k =k! and q…t† ˆ 1 is applied, where H
is the time horizon of interest. Then (4) becomes
 
H k dk x…t†
X …k † ˆ ; where k ˆ 0; 1; 2; . . . ; 1: …6†
k! dtk tˆt0
Using the di€erential transform, a di€erential equation in the domain of
interest can be transformed to be an algebraic equation in the K domain and
x(t) can be obtained by ®nite-term Taylor series plus a remainder, as
n 
1 X n
…t t 0 †k X …k † X t t0 k
x…t† ˆ ‡ Rn‡1 …t† ˆ X …k† ‡ Rn‡1 …t†:
q…t† kˆ0 k! M …k † kˆ0
H
…7†
In order to speed up the convergent rate and the accuracy of calculation, the
entire domain of t needs to be split into sub-domains [5].

2.2. Two-dimensional di€erential transform

Consider a function of two variables w(x,y), and suppose that it can be

represented as a product of two single-variable functions, i.e., w…x; y† ˆ
f …x†g…y†. Based on the properties of one-dimensional di€erential transform,
function w(x,y) can be represented as
X
1 X
1 1 X
X 1
w…x; y† ˆ F …i†xi G…j†y j ˆ W …i; j†xi y j ; …8†
iˆ0 jˆ0 iˆ0 jˆ0

where W …i; j† ˆ F …i†G…j† is called the spectrum of w(x,y).

The basic de®nitions and operations of two-dimensional di€erential trans-
form are introduced as follows:

De®nition 2. If function w(x,y) is analytic and di€erentiated continuously with

respect to time t in the domain of interest, then let
 k‡h 
1 o
W …k; h† ˆ w…x; y† ; …9†
k!h! oxk oy h xˆx0
yˆy0
264 M.-J. Jang et al. / Appl. Math. Comput. 121 (2001) 261±270

where the spectrum W(k,h) is the transformed function, which is also called
T-function in brief. In this paper, the lowercase w(x,y) represent the original
function while the uppercase W(k,h) stand for the transformed function
(T-function).
The di€erential inverse transform of W(k,h) is de®ned as follows:

X
1 X
1
k h
w…x; y† ˆ W …k; h†…x x0 † …y y0 † : …10†
kˆ0 hˆ0

Combining (9) and (10), it can be obtained that

X
1 X
1  k‡h 
1 o
w…x; y† ˆ w…x; y† …x x0 †k …y y0 †h : …11†
kˆ0 hˆ0
k!h! oxk oy h xˆx0
yˆy0

From the above de®nitions, it can be found that the concept of the two-
dimensional di€erential transform is derived from the two-dimensional Taylor
series expansion. With (9) and (10), the fundamental mathematical operations
performed by two-dimensional di€erential transform can readily be obtained
and are listed in Table 1.

Table 1
Operations of the two-dimensional di€erential transform
Original function Transformed function
w…x; y† ˆ u…x; y†  v…x; y† W …k; h† ˆ U …k; h†  V …k; h†
w…x; y† ˆ a u…x; y† W …k; h† ˆ aU …k; h†
w…x; y† ˆ ou…x; y†=ox W …k; h† ˆ …k‡1†
H
U…k ‡ 1; h†
w…x; y† ˆ ou…x; y†=oy W …k; h† ˆ …h‡1†
K
U…k; h ‡ 1†

w…x; y† ˆ or‡s u…x; y†=oxr oy s

W …k; h† ˆ ‰…k ‡ 1†…k ‡ 2† . . . …k ‡ r†…h ‡ 1†…h ‡ 2† . . .
…h ‡ s†U …k ‡ r; h ‡ s†Š=…H r K s †

w…x; y† ˆ u…x; y†v…x; y†

W …k; h† ˆ U…k; h†
V …k; h†
Xk X h
ˆ U…r; h s†V …k r; s†
rˆ0 sˆ0

w…x; y† ˆ xm y n
W …k; h† ˆ H m K n d…k m; h n†
ˆ H m K n d…k m†d…h n†
 m n
H K for k ˆ m and h ˆ n;
ˆ
0 otherwise:
 M.-J. Jang et al. / Appl. Math. Comput. 121 (2001) 261±270 265

3. Numerical case studies

Four examples are used to demonstrate the procedure of solving partial

di€erential equation by the two-dimensional di€erential transformation tech-
nique. The ®rst two examples are well-posed problems, that is, the initial
conditions and the boundary conditions in such problems are suciently dif-
ferentiable. In these cases, di€erential transform can be applied to such
problems without any modi®cation. In the third example, the initial condition
is an arbitrary continuous function, but boundary condition is discontinuous.
Since this function can be represented in the form of a Fourier series of an odd
periodic function, the solution to the third problem can be obtained as a
combination of sin(npx/l) terms. The last example demonstrates that the dif-
ferential transform can also be applied to solve the nonlinear partial di€erential
equation.

Example 1. Consider the following PoissonÕs equation (elliptic type) [2]:

o2 w…x; y† o2 w…x; y†
‡ ˆ xey ; …12†
ox2 oy 2

with the boundary conditions

w…0; y† ˆ 0; w…2; y† ˆ 2ey for 0 6 y 6 1; …13a†

w…x; 0† ˆ x; w…x; 1† ˆ ex for 0 6 x 6 2: …13b†

Taking the di€erential transform of (12), it can be obtained that
…i ‡ 2†…i ‡ 1†W …i ‡ 2; k† ‡ …k ‡ 2†…k ‡ 1†W …i; k ‡ 2† ˆ d…1; 0†
F …0; y†;
…14†

where F …0; y† ˆ 1=k!. From the boundary conditions (13b) and (12), it can be
obtained that

1; k ˆ 1;
W …0; k† ˆ …15†
0; otherwise:
and

1=k!; i ˆ 1;
W …i; k† ˆ …16†
0; otherwise:
Substituting W(i,k) into (11), it can be obtained that the closed form solution is
!
X1 X 1 X1
1 k
i k
w…x; y† ˆ W …i; k†x y ˆ x y ˆ xe y : …17†
iˆ0 kˆ0 kˆ0
k!
266 M.-J. Jang et al. / Appl. Math. Comput. 121 (2001) 261±270

Example 2. Consider the following wave equation (hyperbolic type) [2]:

o2 w…x; t† o2 w…x; t†
4 ˆ0 for 0 6 x 6 1 and t > 0; …18†
ot2 ox2

with the boundary conditions

w…0; t† ˆ w…1; t† ˆ 0 for 0 < t; …19†

and initial conditions

w…x; 0† ˆ sin …px† for 0 6 x 6 1; …20a†

ow…x; 0†
ˆ0 for 0 6 x 6 1: …20b†
ot

Taking the di€erential transform of (18), it can be obtained that

…k ‡ 2†…k ‡ 1†W …i; k ‡ 2† ˆ 4…i ‡ 2†…i ‡ 1†W …i ‡ 2; k†: …21†

From the initial condition (20a)

X1 X1
… 1†
…i 1†=2
w…x; 0† ˆ W …i; 0†xi ˆ sin …px† ˆ …p†i xi
iˆ0 iˆ1;3;...
i!

the corresponding spectra can be obtained as follows:

(
0 for i is even;
W …i; 0† ˆ … 1†…i 1†=2 …22†
i!
…p†i for i is odd;

and from (20b), it can be obtained that

ow…x; 0† X 1
ˆ W …i; 1†xi ˆ 0:
ot iˆ0

Hence,
W …i; 1† ˆ 0: …23†

Substituting (22) and (23) to (21), all spectra can be obtained as

(
0 for i is even or k is odd;
W …i; k† ˆ … 1†…i‡k 1†=2 i‡k …24†
k!i!
…p† for i is odd or k is even:
 M.-J. Jang et al. / Appl. Math. Comput. 121 (2001) 261±270 267

Therefore, the closed form solution can be obtained as

1 X
X 1 X 1 X 1
2k …i‡k 1†=2 i‡k i k
w…x; t† ˆ W …i; k†xi tk ˆ … 1† …p† xt
iˆ0 kˆ0 iˆ0 kˆ0
k!i!
! !
X1
1 …i 1†=2 i
X1
1 …k=2† k
ˆ … 1† …p† xi … 1† …2p† tk
iˆ1;3;...
i! kˆ0;2;...
k!

ˆ sin …px† cos …2pt†: …25†

Example 3. Consider the one-dimensional unsteady heat conduction problem

(parabolic type) [3] as follows:
o2 w…x; t† ow…x; t†
a2 ˆ ; …26†
ox2 ot
with the initial condition
w…x; 0† ˆ f …x† ˆ 100 …0 < x < l†; …27†
and the boundary conditions are
w…0; t† ˆ 0 …0 < t < 1†; …28a†

w…l; t† ˆ 0 …0 < t < 1†: …28b†

Taking the di€erential transform of (26), it can be obtained that
a2 …i ‡ 2†…i ‡ 1†W …i ‡ 2; k† ˆ …k ‡ 1†W …i; k ‡ 1†: …29†
In this example, the initial condition is an essentially arbitrary continuous
function, but discontinuous at boundaries (0,0) and (l,0), therefore, a modi®-
cation is necessary. Since the initial condition f …x† ˆ 100 can be represented
using Fourier series as [4]
X
1
npx
f …x† ˆ Jn sin … 1 < x < 1†: …30†
nˆ1
l

The Fourier sine coecients Jn Õs of the odd periodic function f can be com-
puted as
Z
2 l npx
Jn ˆ f …x† sin dx: …31†
l 0 l

Thus, the initial condition can be represented as

400 X1
1 npx
f …x† ˆ 100 ˆ sin …0 < x < l†: …32†
p nˆ1;3;... n l
268 M.-J. Jang et al. / Appl. Math. Comput. 121 (2001) 261±270

It can also be rewritten as

…i 1†=2 
X
1
400 X 1
1 X 1
… 1† np i i
f …x† ˆ W …i; 0†xi ˆ x
iˆ0
p nˆ1;3;... n iˆ1;3;... i! l
" #
X 1  np i i
1 …i 1†=2 X1
400 … 1†
ˆ x: …33†
iˆ1;3;...
p i! nˆ1;3;...
n l

Thus, the spectra W(i,0) for the initial condition can be obtained as
8
<0 for i is even;
W …i; 0† ˆ 400 … 1† …i 1†=2 P
1
1 np i …34†
: p i!
… † for i is odd:
n l
nˆ1;3;...

Substituting (33) into (29), the resulting spectra for all i and k can be obtained
as
8
<0 for i is even;
W …i; 1† ˆ a2 …i‡2†! 400 … 1†…i 1†=2 P 1 …np†i‡2 for i is odd:
1
…35a†
: i! p …i‡2†! n l
nˆ1;3;...

8
<0 for i is even;
W …i; 2† ˆ P
1
…35b†
a22
: 2i! … 1†…i‡3†=2 400
p
1 np i‡4
… †
n l
for i is odd:
nˆ1;3;...

..
.
8
<0 for i is even;
W …i; k† ˆ P
1
…35c†
a2k
: k!i! … 1†…i‡2k 1†=2 400
p
1 np i‡2k
… †
n l
for i is odd:
nˆ1;3;...

By (11), the solution of w(x,t) can be obtained as

X1 X1
w…x; t† ˆ W …i; k†xi tk
iˆ0 kˆ0
X1 X 1
a2k …i‡2k 1†=2 400
X1
1  np i‡2k i k
ˆ … 1† xt
iˆ1;3;... kˆ0
k!  i! p nˆ1;3;... n l
"  #
1   i  X  npa 2 k
400 X 1
1 X …i 1†=2 1 np i
1
1
ˆ … 1† x tk
p nˆ1;3;... n iˆ1;3;... i! l kˆ0
k! l
400 X 1
1  npx  2
ˆ sin e …npa=l† t : …36†
p nˆ1;3;... n l

This example demonstrates that the di€erential transformation technique

can also be applied to the problems with discontinuous boundary condition.
 M.-J. Jang et al. / Appl. Math. Comput. 121 (2001) 261±270 269

Example 4. Consider the following nonlinear partial di€erential equation

(hyperbolic type) [6]
ow…x; t† ow…x; t†
‡ w…x; t† ˆ 0; …37†
ot ox
with the initial conditions
w…x; 0† ˆ x; …38a†

w…0; t† ˆ 0: …38b†
Taking the di€erential transform of (37), it can be obtained that
…h ‡ 1†W …k; h ‡ 1† ‡ W …k; h†
‰…k ‡ 1†W …k ‡ 1; h†Š ˆ 0: …39†
From the initial condition (38a)

1 for k ˆ 1;
W …k; 0† ˆ …40†
0 otherwise:
Substituting (40) into (39), the resulting spectra for all i and k can be obtained
as
 h
… 1† for k ˆ 1 and h ˆ 0; 1; 2; . . . ; 1;
W …k; h† ˆ …41†
0 otherwise:
By (11), the solution of w(x,t) can be obtained as
x
w…x; t† ˆ : …42†
1‡t
In this example, it shows that the di€erential transformation technique can
also be applied to the nonlinear partial di€erential equation problems.

4. Conclusions

In this paper, the de®nition and operation of two-dimensional di€erential

transform were introduced. Using the di€erential transform, di€erential
equations in the time domain can be transformed to algebraic equations in the
K (spectrum) domain, and the resulting algebraic equations are called iterative
equations or K-equations. The overall spectra can be calculated through the
initial and boundary conditions in association with the K-equations. According
to the inverse operation of proposed di€erential transform, the solution of the
di€erential equation can be obtained in TaylorÕs series form.
In solving partial di€erential equation problems, the types of parabolic,
hyperbolic, elliptic and nonlinear, where the boundary conditions and initial
conditions are continuous or discontinuous, the analytic solution can be
270 M.-J. Jang et al. / Appl. Math. Comput. 121 (2001) 261±270

obtained by di€erential transform. It showed that the di€erential transform is a

feasible tool to solve linear and nonlinear partial di€erential equations.

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