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A new algorithm for solving differential equations

Article  in  Mathematical Methods in the Applied Sciences · June 2012

DOI: 10.1002/mma.1601

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Research Article
Received 23 July 2011 Published online 28 April 2012 in Wiley Online Library

(wileyonlinelibrary.com) DOI: 10.1002/mma.1601

MOS subject classification: 34A25; 34A34

A new algorithm for solving

differential equations
K. Hosseinia * † , J. Biazarb , R. Ansaric and P. Gholamina
Communicated by G. Ding
Different analytic methods have been proposed to solve differential equations, so far. In this paper, a novel analytic
method that efficiently solves ODEs is presented. This method requires only the calculation of the first Adomian poly-
nomial, namely A0 , and does not need to solve the functional equation in each iteration, as well as provides less compu-
tational work than other existing methods. Some important ordinary differential equations including the Lane–Emden
equation of index m, the logistic nonlinear differential equation, and the Riccati equation are considered to illustrate the
efficiency of the proposed algorithm. Copyright © 2012 John Wiley & Sons, Ltd.

Keywords: Lane–Emden equation of index m; logistic differential equation; Riccati equation; analytic methods

1. Introduction
Differential equations play a prominent role in our real world, and occur in many scientific disciplines such as physics, chemistry, biology,
and economics. Different analytic approaches [1–14] have also been employed to solve differential equations, so far. In this article, a new
algorithm that efficiently solves ODEs, including the Lane–Emden equation of index m, logistic differential equation and Riccati equa-
tion is presented. These equations have important applications in science and engineering and are shortly explained in the following.
The Lane–Emden equation of index m is a basic equation in the theory of stellar structure, which describes the temperature variation
of a spherical gas cloud under the mutual attraction of its molecules and subject to the laws of thermodynamics. The Lane–Emden
equation of index m is presented as follows [8]:

d2 y 2 dy
C C ym D 0,
dx 2 x dx
where m is a constant. It has been physically shown that interesting values of m lie in the interval Œ0  5. The Lane–Emden equation
was proposed by Lane and studied in detail by Emden. The logistic equation [15] is a model of population growth, which was first
introduced by Pierre Verhulst. The continuous version of the logistic model is described by the following differential equation:
dN rN.K  N/
D ,
dx K
where r is is the Malthusian parameter and K is the so-called carrying capacity. Dividing both sides by K and defining u  N=K, gives
the differential equation
du
D ru.1  u/,
dx
which is known as the logistic equation. The Riccati differential equation is a nonlinear differential equation and arises in many fields of
science and engineering. The Riccati differential equation is expressed as follows [16]:
du.x/
A.x/ C B.x/u.x/ C C.x/u2 .x/ D D.x/,
dx

a Department of Mathematics, Lahijan Branch, Islamic Azad University, P. O. Box 1616, Lahijan, Iran
b Department of Applied Mathematics, University of Guilan, P. O. Box 41335-1914, Rasht, Iran
c Department of Mechanical Engineering, University of Guilan, P. O. Box 3756, Rasht, Iran
*Correspondence to: K. Hosseini, Department of Mathematics, Lahijan Branch, Islamic Azad University, P. O. Box 1616, Lahijan, Iran.
† E-mail: kamyar_hosseini@yahoo.com
993

Copyright © 2012 John Wiley & Sons, Ltd. Math. Meth. Appl. Sci. 2012, 35 993–999
 K. HOSSEINI ET AL.

where A.x/, B.x/, C.x/, and D.x/ are real functions. The rest of this article has been organized as follows: in Section 2, the basic ideas
of the proposed algorithm are illustrated. In Section 3, the method is employed to solve the Lane–Emden equation of index m, logistic
nonlinear differential equation and Riccati equation, and finally conclusions are presented in Section 4.

2. Basic ideas of the new method

To illustrate the basic ideas of the proposed algorithm, let us consider the following nonlinear equation:
du
C R.u/ C N.u/ D f .x/, (2-1)
dx
with the following initial condition

u.0/ D  ,

where  is a constant, R is the remainder of linear operator, N is a nonlinear operator and f .x/ is an analytic function. Now, let us consider
the following equation:
C1 C1
du X X
 an n .x/ C p an n .x/ C R .u/ C N.u/ D f .x/, (2-2)
dx
nD0 nD0

where p is an artificial parameter, ai , i D 0, 1, 2, : : : are unknown coefficients and 0 .x/, 1 .x/, 2 .x/, : : : are specific functions depending
on the problem. Clearly, when p D 1 from (2-2) we have
du
C R.u/ C N.u/ D f .x/.
dx
It is assumed that the unknown function u.x/ can be expressed by an infinite series in the form
XC1
u.x/ D un .x/, (2-3)
nD0

and the nonlinear term N.u/ can be decomposed into an infinite series of polynomials given by
XC1
N.u/ D An .u0 , u1 , : : :, un /, (2-4)
nD0

where An .u0 , u1 , : : :, un / are called the Adomian polynomials and are defined by
  X 
1 dn C1 i
An D N ui  , n D 0, 1, 2, : : : .
nŠ dn iD0
D0

Now, consider Equation (2-2) as the following:

du XC1 XC1
D an n .x/  p an n .x/ C f .x/  R.u/  N.u/, (2-5)
dx nD0 nD0
Rx
by applying the inverse operator L1 D 0 ../dx on both sides of Equation (2-5) and considering (2-3) and (2-4), we obtain
C1
"C1 # "C1 #
X X X
1 1
un D u.0/ C L an n .x/  pL an n .x/
nD0 nD0 nD0
" C1
! C1
#
X X
1 1
CL Œf .x/  L R un C An .u0 , u1 , : : :, un / ,
nD0 nD0

we define
"C1 #
X
1
u0 D  C L an n .x/ ,
nD0
" C1 #
X
1 1
u1 D L Œf .x/  pL an n .x/  L1 ŒR.u0 / C A0 .u0 / ,
nD 0
1
u2 D L ŒR.u1 / C A1 .u0 , u1 / , (2-6-1)

u3 D L1 ŒR.u2 / C A2 .u0 , u1 , u2 / , (2-6-2)

..
.
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Copyright © 2012 John Wiley & Sons, Ltd. Math. Meth. Appl. Sci. 2012, 35 993–999
K. HOSSEINI ET AL.

Now, let us determine a0 , a1 , a2 , : : : so that u1 D 0, then from (2-6) we will have

u2 D u3 D    D 0,

setting p D 1, results in the solution of Equation (2-1) with the initial condition as the following:
X 
C1
u0 D  C L1 an n .x/ .
nD0

As it was mentioned in the abstract, in this method, only the first Adomian polynomial is calculated, and the method does not need
to solve the functional equation in each iteration.

3. Implementation of the new method to some known ODEs

In this section, to illustrate the capability, the reliability, and the simplicity of the method, the Lane–Emden equation of index m, logistic
differential equation and Riccati equation will be solved. Our computations have been performed by means of Maple software.

3.1. The Lane–Emden equation of index m

Let us consider the Lane–Emden of index m, with the following initial conditions [8]

d2 y 2 dy
C C ym D 0, y.0/ D 1 , y0 .0/ D 0.
dx 2 x dx
To overcome the difficulties encountered by the singularity at x D 0, let us apply the following transformation

u.x/ D xy.x/,

so that

u0 D xy0 C y,

u00 D xy00 C 2y0 ,

which yields

u00 C x 1m um D 0, m D 0, 1, 2, : : :

with the following conditions

u.0/ D 0, u0 .0/ D 1.

To solve this problem by the proposed method, let us consider the following equation

C1
X C1
X
u00  an n .x/ C p an n .x/ C x 1m um D 0, (3-1-1)
nD 0 nD0

in which p is an artificial parameter, ai , i D 0, 1, 2, : : : are unknown coefficients and n .x/ D x n . Obviously, when p D 1, from (3-1-1)
we have

u00 C x 1m um D 0 .

It is assumed that the unknown function u.x/ can be expressed by an infinite series in the form

C1
X
u.x/ D un .x/, (3-1-2)
nD0

and the nonlinear term N.u/ D x 1m um can be decomposed into an infinite series of polynomials given by

C1
X
N.u/ D An .u0 , u1 , : : :, un /, (3-1-3)
995

nD0

Copyright © 2012 John Wiley & Sons, Ltd. Math. Meth. Appl. Sci. 2012, 35 993–999
 K. HOSSEINI ET AL.

where An .u0 , u1 , : : :, un / are as follows:

A0 D x 1m um
0,

mx 1m um
0 u1
A1 D ,
u0
..
.

it is noted that, this method requires only the calculation of A0 . Now, we rewrite Equation (3-1-1) as follows:

C1
X C1
X
u00 D an n .x/  p an n .x/  N.u/, (3-1-4)
nD0 nD 0
RxRx
by applying the inverse operator L1 D 0 0 ../dxdx on both sides of Equation (3-1-4) and considering (3-1-2) and (3-1-3), we obtain

C1
"C1 #
X X
0 1
un D u.0/ C u .0/x C L an n .x/
nD0 nD0
"C1 # " C1 #
X X
1 1
 pL an n .x/  L An .u0 , u1 , : : :, un / ,
nD0 nD 0

now, let us define

"C1 #
X 1 1 1
0 1
u0 D u.0/ C u .0/x C L an n .x/ D x C a0 x 2 C a1 x 3 C a2 x 4 C    ,
2 6 12
nD0
"C1 #
X
u1 D pL1 an n .x/  L1 ŒA0 .u0 /,
nD0
1
u2 D L ŒA1 .u0 , u1 ,

u3 D L1 ŒA2 .u0 , u1 , u2 /,

..
.

Case 1
Suppose that m D 0. If we set u1 .x/ equal to zero, then we find
       
1 1 1 1 1
 pa0 x 2 C   pa1 x 3 C  pa2 x 4 C  pa3 x 5 C    D 0,
2 6 6 12 20

equating the coefficients of x i , i D 2, 3, : : : to zero, gives

1
a0 D 0, a1 D  , ai D 0, i D 2, 3, : : :.
p

By setting p D 1 and considering u.x/ D xy.x/, the solution of the problem will be obtained as follows:

1
y.x/ D 1  x 2 ,
6
which is an exact solution.
Case 2
Suppose that m D 1. By setting u1 .x/ D 0, we obtain
       
1 2 1 1 3 1 1 4 1 1
 pa0 x C   pa1 x C  a0  pa2 x C  a1  pa3 x 5 C    D 0.
2 6 6 24 12 120 20

It can be shown that

1 1
a0 D 0, a1 D  , a2 D 0, a3 D 2 ,   
p 6p
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Copyright © 2012 John Wiley & Sons, Ltd. Math. Meth. Appl. Sci. 2012, 35 993–999
K. HOSSEINI ET AL.

similarly, by setting p D 1 and considering u.x/ D xy.x/, the solution of the problem will be obtained as follows:
1 1 4 1 6 sin x
y.x/ D 1  x 2 C x  x C D ,
6 120 5040 x
which is the exact solution of the problem considered.
Case 3
Suppose that m D 5. If we set u1 .x/ equal to zero, then we obtain
       
1 1 1 5 1 1 1 1
 pa0 x 2 C   pa1 x 3 C  a0  pa2 x 4 C  a20  a1  pa3 x 5 C    D 0.
2 6 6 24 12 8 24 20
It can be easily shown that
1 5
a0 D 0, a1 D  , a2 D 0, a3 D 2 ,   
p 6p
setting p D 1 and considering u.x/ D xy.x/, results in the solution of the problem as follows:
  1
1 1 5 6 1 2
y.x/ D 1  x 2 C x 4  x C    D 1 C x2 ,
6 24 432 3
which is an exact solution.
For other cases using this method only the series solutions are obtained. For example, when m D 2, the series solution is in the
following form:
1 1 11 6
y.x/ D 1  x 2 C x 4  x C ,
6 60 7560
this series solution is the same as that obtained by variational iteration method (VIM) [8].

3.2. The logistic differential equation

In this section, we will study the logistic nonlinear differential equation [8]
du 1
D ru.1  u/, u.0/ D . (3-2-1)
dx 2
To solve the logistic nonlinear differential equation by the proposed method, we first rewrite (3-2-1) as follows:

u0  ru C ru2 D 0.

Now, consider the following equation:

C1
X C1
X
u0  an x n C p an x n  ru C ru2 D 0, (3-2-2)
nD0 nD0

in which p is an artificial parameter and ai , i D 0, 1, 2, : : : are unknown coefficients. Obviously, when p D 1, from (3-2-2) we have

u0  ru C ru2 D 0.

It is assumed that the unknown function u.x/ can be expressed by an infinite series in the form
C1
X
u.x/ D un .x/, (3-2-3)
nD0

and the nonlinear term N.u/ D ru2 can be decomposed into an infinite series of polynomials given by
C1
X
N.u/ D An .u0 , u1 , : : :, un /, (3-2-4)
nD0

where An .u0 , u1 , : : :, un / are as the following form:

A0 D ru20 ,
A1 D 2ru0 u1 ,
..
.
997

Copyright © 2012 John Wiley & Sons, Ltd. Math. Meth. Appl. Sci. 2012, 35 993–999
 K. HOSSEINI ET AL.

let us remind that in this method, we do not require the calculation of Ai , i D 1, 2, : : :. Now, consider Equation (3-2-2) in the
following form:
C1
X C1
X
u0 D an x n  p an x n  R.u/  N.u/, R.u/ D ru. (3-2-5)
nD0 nD0
Rx
Applying the inverse operator L1 D 0 ../dx on both sides of Equation (3-2-5) and considering (3-2-3) and (3-2-4), results in
C1
"C1 #
X X
1 n
un D u.0/ C L an x
nD0 nD0
"C1 # " C1
! C1
#
X X X
1 n 1
 pL an x L R un C An .u0 , u1 , : : :, un / ,
nD0 nD0 nD0

we can define
"C1 #
X 1 1 1 1
1 n
u0 D u.0/ C L an x D C a0 x C a1 x 2 C a2 x 3 C a3 x 4 C    ,
2 2 3 4
nD0
"C1 #
X
1
u1 D pL an x n
 L1 ŒR.u0 / C A0 .u0 /,
nD0
1
u2 D L ŒR.u1 / C A1 .u0 , u1 / ,

u3 D L1 ŒR.u2 / C A2 .u0 , u1 , u2 / ,

..
.

now, if we set u1 .x/ equal to zero, then we obtain

       
1 1 1 1 1 1
r  pa0 x C  pa1 x 2 C ra1  r a1 C a20  pa2 x 3 C    D 0.
4 2 6 3 2 3
It can be easily shown that

1r 1 r3
a0 D , a1 D 0 , a2 D  ,
4p 16 p3
setting p D 1, results in the solution of the problem as follows:
1 1 1 erx
u.x/ D C rx  r3 x 3 C    D ,
2 4 48 1 C erx
which is the exact solution of the logistic nonlinear differential equation.

3.3. The Riccati equation

We close our study by implementation of the proposed method to the following Riccati Equation [8]
du.x/
D u2 .x/  2xu.x/ C x 2 C 1, u.0/ D 1.
dx
To solve this problem by the proposed method, we define
"C1 #
X 1 1 1
1
u0 D u.0/ C L an x D 1 C a0 x C a1 x 2 C a2 x 3 C a3 x 4 C    ,
n
2 3 4
nD0

"C1 #
X
1 1
u1 D L 2
Œx C 1  pL an x n
 L1 ŒR.u0 / C A0 .u0 / ,
nD0
Rx
in which L1 D 2
0 ../dx, R.u/ D 2xu and A0 D u0 . Now, let us set u1 .x/ equal to zero, then we will find
   
1 2 1 2 1 1 2 1
.2  pa0 /x C a0  1  pa1 x C  a0 C a1 C a0  pa2 x 3 C    D 0.
2 3 3 3 3 3
998

Copyright © 2012 John Wiley & Sons, Ltd. Math. Meth. Appl. Sci. 2012, 35 993–999
K. HOSSEINI ET AL.

It can be readily shown that

2 2.p  2/ p2  6p C 8
a0 D , a1 D  2
, a2 D ,
p p p3

setting p D 1, yields the solution of the problem as the following:

 
u.x/ D 1 C 2x C x 2 C x 3 C x 4 C    D x C 1 C x C x 2 C x 3 C x 4 C    ,

which converges to the exact solution

1
u.x/ D x C , jxj < 1 .
1x
From the example above, it is clear that this algorithm provides less computational work than other methods.

4. Conclusion
In this article, a new analytic method was successfully employed to solve three known ODEs, the Lane–Emden equation of index m,
logistic differential equation, and Riccati equation. Briefly speaking, the proposed method has the following advantages:
1. It only requires the calculation of the first Adomian polynomial, namely A0 .
2. It does not need to solve the functional equation in each iteration.
3. It provides less computational work than other existing methods.
It is believed that this method is a promising technique in handling a wide variety of nonlinear ODEs. This method can also be
extended to solve systems of ODEs. The convergence of the method is under study in our research group.

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999

Copyright © 2012 John Wiley & Sons, Ltd. Math. Meth. Appl. Sci. 2012, 35 993–999

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