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Research Articles

Accurate numerical method for Liénard nonlinear differential equations

ORCID Icon & ORCID Icon
Pages 740-745 | Received 20 Jun 2018, Accepted 02 Jun 2019, Published online: 18 Jun 2019

ABSTRACT

This study introduces a sixth order numerical method for solving Liénard second order nonlinear differential equations. First, the second order Liénard differential equation is transformed into a first order system of equations. Then, the given interval is discretized, and the method is formulated by using Newton's backward difference interpolation formula. The stability and convergence analysis is studied. Three model examples have been presented to demonstrate the reliability and efficiency of the method. The numerical results presented in the tables and graphs show that the present method approximates the exact solution very well.

1. Introduction

The real world problems in scientific fields such as solid state physics, plasma physics, fluid mechanics, chemical kinetics and mathematical biology are nonlinear in general when formulated as differential equations [Citation1]. Most of the nonlinear differential equations are complicated to be solved using analytical techniques, but these problems are tackled using approximate analytical or numerical methods. For example, various nonlinear differential equations have been solved using the Taylor matrix method, the closed-form method, Chebyshev polynomial approximations, the variational iteration method, the subdomain finite element method, the differential quadrature method, the homotopy perturbation method, the quitic B-spline differential quadrature method, the power series method, the Pade series method, the Legendre polynomial function approximation [Citation2], predictor–corrector method [Citation3], etc.

The Liénard equation is a nonlinear second order differential equation proposed by Liénard [Citation4] and is presented as: (1) u(x)+p(u)u(x)+q(u)=g(x)(1) subject to the initial conditions u(x0)=α,u(x0)=β. Equation (1) is not only regarded as a generalization of the damped pendulum equation or a damped spring-mass system (where p(u)u(x) is the damping force, q(u) is the restoring force, and g(x) is the external force), but also used as nonlinear models in many physically significant fields when taking different choices for p(u),q(u) and g(x). For example, the choices p(u)=ε(u21),q(u)=u and g(x)=0 lead Equation (1) to the Van der Pol equation served as a nonlinear model of electronic oscillation [Citation5,Citation6]. Moreover, in the development of radio and vacuum tube technology, Liénard equations were remarkably investigated as they can be utilized to describe the oscillating circuits [Citation7]. The Liénard-type equations can also be used to model fluid mechanical phenomena [Citation8].

In recent years, many researchers have tried to develop different numerical methods for solving Liénard differential equations. For examples, Equation (1) was studied by many authors in [Citation9–17]. However still, the accuracy of their solution needs improvement. Thus, this study introduces a sixth order predictor–corrector method which is stable, convergent and more accurate for solving Liénard second order ordinary differential equations.

2. Formulation of the method

Let v(x)=u(x), then Equation (1) is changed into a first order system of equations: (2) u(x)=v(x)=f(1)(x,u,v),u(x0)=αv(x)=g(x)p(u)v(x)q(u)=f(2)(x,u,v),v(x0)=β(2) To describe the methods, let's denote u(1)=u and u(2)=v, then Equation (2) can be written as: (3) du(j)dx=f(j)(x,u(1),u(2)),for j=1,2(3) subject to u0(1)=α,u0(2)=β.

Now, divide the interval [x0,L] into N equal subintervals of mesh length h and integrating Equation (3) on the interval [xi,xi+1], we obtain: (4) u(j)(xi+1)=u(j)(xi)+xixi+1f(j)(x,u(1),u(2))dx,for j=1,2(4) To formulate the methods, we approximate f(j)(x,u(1),u(2)),for j=1,2 by a suitable interpolation polynomials.

Case 1: Take k data values (xi,fi(j)),(xi1,fi1(j)),,(xik+1,fik+1(j)), for j=1,2. For this data, we fit Newton's backward difference interpolating polynomial of degree k1 and obtain: (5) f(j)(xi+sh)=m=0k1(1)msmmfi(j)+tk(j)(5) where s=((xxi)/h) and (6) tk(j)=s(s+1)(s+2)(s+k1)k!hkf(j)(ξ)(6) is the error term, when ξ lies in some interval containing the points xi,xi1,,xik+1 and x.

Using Equations (5) and (6) in Equation (4), we get: (7) ui+1(j)=ui(j)+h01m=0k1(1)msmmfi(j)+tk(j)ds(7) Integrating term by term, Equation (7) with respect to s, choosing the value k=6 and simplifying, we obtain: (8) ui+1(j)=ui(j)+h14404277fi(j)7923fi1(j)+9982fi2(j)7298fi3(j)+2877fi4(j)475fi5(j)+τ6(j)(8) where (9) τ6(j)=1908760480h7(u(j))(6)(ξ),for j=1,2(9) is the local truncation error. Hence, Equation (8) is called predictor method.

Case 2: Consider the k+1 data values (xi+1,fi+1(j)),(xi,fi(j)),,(xik+1,fik+1(j)), for j=1,2, which include the current data points. For this data, we fit Newton's backward difference interpolating polynomial of degree k and obtain: (10) f(j)(xi+sh)=m=0k(1)m1smmfi+1(j)+Tk(j)(10) where s=((xxi)/h), xxi+1=(xxi)(xi+1xi)=shh=h(s1) and (11) Tk=(s1)s(s+1)(s+2)(s+k1)(k+1)!hk+1f(j)(ξ)(11) is the error term, when ξ lies in some interval containing the points xi+1,xi,xi1,,xik+1 and x.

Using Equations (10) and (11) in Equation (4), we get: (12) ui+1(j)=ui(j)+h01m=0k(1)m1sm×mfi+1(j)+Tk(j)ds(12) Integrating term by term, Equation (12) with respect to s, choosing k=5 and simplifying, we get: (13) ui+1(j)=ui(j)+h1440{475fi+1(j)+1427fi(j)798fi1(j)+482fi2(j)173fi3(j)+27fi4(j)}+τ5(j)(13) where fi+1(j)=f(j)(xi+1,ui+1(1),ui+1(2)) and ui+1(1),ui+1(2) are values obtained from Equation (8) and (14) τ5(j)=86360480h7(u(j))(6)(ξ),for j=1,2(14) is the local truncation error of a corrector method.

Thus, Liénard second order nonlinear differential equation in Equation (1) can be easily solved by the systems in Equations (8) and (13) using MATLAB software.

Remark 2.1:

For using these methods, we require the starting values u0(j),u1(j),u2(j),u3(j),u4(j), for j=1,2. So in this study, we used the classical Runge–Kutta method for the first five nodal points.

3. Stability and convergence analysis

Definition 3.1:

Let λ1,λ2,,λk and γ1,γ2,,γk are respectively the (not necessarily distinct) roots of the characteristic equations given by: p1(λ)=λkak1(1)λk1a1(1)λa0(1)=0,for j=1,2 p2(γ)=γkak1(2)γk1a1(2)γa0(2)=0,for j=1,2associated with the system of the multistep difference method of Equations (8) and (13) given as: ui+1(j)=ak1(j)ui(j)+ak2(j)ui1(j)++a0(j)ui+1k(j)+hF(xi,h,ui+1(j),ui(j),,ui+1k(j)),where a0(j),a1(j),,ak1(j) are constants, for each i=k1,k,,N1 and j=1,2.

If |λi|1, and |γi|1 for i=1,2,,k, and all roots with absolute value 1 are simple roots, then the system of the difference method is said to satisfy the root condition.

Definition 3.2:

Method that satisfy the root condition and have λ=1 as the only root of the characteristic equation with magnitude one is called strongly stable [Citation18].

Theorem 3.1:

The scheme in Equation (8) is strongly stable.

Proof:

The scheme in Equation (8) can be expressed as: ui+1(j)=ui(j)+hF(xi,h,ui(j),ui1(j),ui2(j)ui3(j),ui4(j),ui5(j)),where F(xi,h,ui(j),ui1(j),ui2(j)ui3(j),ui4(j),ui5(j))=11440{4277f(j)(xi,ui(1),ui(2))7923f(j)(xi1,ui1(1),ui1(2))+9982f(j)(xi2,ui2(1),ui2(2))7298f(j)(xi3,ui3(1),ui3(2))+2877f(j)(xi4,ui4(1),ui4(2))475f(j)(xi5,ui5(1),ui5(2))}In this case, k=6 so by Definition 3.1, we have:

a0(j)=a1(j)=a2(j)=a3(j)=a4(j)=0, and a5(j)=1, for j=1,2.

The characteristic equations for the method becomes: p1(λ)=λ6λ5=λ5(λ1)=0,for j=1, p2(γ)=γ6γ5=γ5(γ1)=0,for j=2.which implies λ1=γ1=1 and λi=γi=0 for i=2,3,,6 are the roots of the polynomials.

Therefore, the predictor method in Equation (8) satisfies the root condition and is strongly stable by Definition 3.2.

Theorem 3.2:

The scheme in Equation (13) is also strongly stable.

Proof:

The scheme in Equation (13) can be expressed as: ui+1(j)=ui(j)+hF(xi,h,ui+1(j),ui(j),ui1(j),ui2(j)ui3(j),ui4(j))where F(xi,h,ui+1(j),ui(j),ui1(j),ui2(j)ui3(j),ui4(j))=h1440475f(j)(xi+1,ui+1(1),ui+1(2))+1427f(j)(xi,ui(1),ui(2))798f(j)(xi1,ui1(1),ui1(2))+482f(j)(xi2,ui2(1),ui2(2))173f(j)(xi3,ui3(1),ui3(2))+27f(j)(xi4,ui4(1),ui4(2))Following the similar procedure as we have done in Theorem 3.1, here, k=5 which implies a0(j)=a1(j)=a2(j)=a3(j)=0 and a4(j)=1, for j=1,2.

The characteristic equations for the method become: p1(λ)=λ5λ4=λ4(λ1)=0,for j=1, p2(γ)=γ5γ4=γ4(γ1)=0,for j=2.Thus, the polynomials have roots λ1=γ1=1andλi=γi=0 for i=2,3,4,5.

Therefore, the corrector method in Equation (13) satisfies the root condition and is strongly stable by Definition 3.2.

Definition 3.3

Consistency:

The method is consistent if the local truncation error τk(h)0 ash0.

Lemma 3.1:

The schemes in Equations (8) and (13) are both sixth-order convergence.

Proof:

From Equations (9) and (14), we have: τ5(j)=86360480h7(u(j))(6)(ξ) andτ6(j)=1908760480h7(u(j))(6)(ξ)Thus, τk(j)(h)0 as h0 for k=5,6 and j=1,2

Therefore, the methods in Equations (8) and (13) are consistent and hence they are sixth-order convergence.

4. Numerical examples and Results

Three model examples of Liénard second order nonlinear differential equations with initial conditions have been considered to validate the applicability of the method. For each number of nodal points N, the pointwise absolute errors were approximated by the formula ||E||=|u(xi)ui|, for i=0,1,2,,N, where u(xi) and ui are exact and computed an approximate solution of the given problems respectively, at the nodal point xi. Numerical examples are presented to illustrate the reliability and efficiency of the method. Comparison of numerical results is made with a Magnus series expansion method [Citation15] which is based on Lie groups and Lie algebras on some specific nonlinear differential equations, a differential transform method [Citation16] based on the Taylor series expansion which constructs an analytical solution in the form of a polynomial and a hybrid heuristic computation [Citation17] based technique as an alternative to the existing deterministic standard numerical methods, including variational iteration method and differential transform method for solving the Liénard differential equations numerically.

Example 4.1:

Consider the following Liénard Equation: u(x)+u(x)u(x)+u(x)+u2(x)=cos2(x)sin(x)cos(x)with the initial conditions u(0)=1,u(0)=0

The exact solution of the given problem is given by u(x)=cos(x). Numerical results are presented in Tables and and Figures and .

Figure 1. Numerical solution versus exact solution for Example 4.1 when h=0.05.

Figure 1. Numerical solution versus exact solution for Example 4.1 when h=0.05.

Figure 2. Pointwise absolute errors for Example 4.1 with different values of h.

Figure 2. Pointwise absolute errors for Example 4.1 with different values of h.

Table 1. The pointwise absolute errors for Example 4.1 with x[0,0.5].

Table 2. The maximum absolute errors for different values of h and x[0,1].

Table exhibits the pointwise absolute errors for different values of mesh size h, and it can be seen that the present method improves the findings of Sure et al. [Citation15]. In Table , the maximum absolute errors of the present method and its refinement are presented for different values of h. From Tables and , one can observe that as the mesh size h decreases the absolute errors also decrease.

Example 4.2:

Consider the following Liénard Equation: u(x)u(x)+4u3(x)3u5(x)=0with the initial conditions, u(0)=1/sqrt(2),u(0)=sqrt(2)/4The exact solution of the given problem is given by u(x)=sqrt((1+tanh(x))/2). Numerical results are presented in Tables and and Figures and .

Figure 3. Numerical solution versus exact solution for Example 4.2 when h=0.05.

Figure 3. Numerical solution versus exact solution for Example 4.2 when h=0.05.

Figure 4. Pointwise absolute errors for Example 4.2 with different values of h.

Figure 4. Pointwise absolute errors for Example 4.2 with different values of h.

Table 3. The pointwise absolute errors for Example 4.2 with x[0,1] and different values of h.

Table 4. The maximum absolute errors for Example 4.2 for different values of h and x[0,1].

Table exposes the pointwise absolute errors for different values of h, and it can be seen that the present method improves the findings of Mashallah et al. [Citation16] and Suheel et al. [Citation17]. Table shows the maximum absolute errors of the present method and its refinement for different values of h. In Tables and , it can be seen that as the mesh size h decreases the absolute errors also decrease.

Example 4.3:

Consider the following Liénard Equation: u(x)u(x)+4u3(x)+3u5(x)=0with the initial conditions, u(0)=11+2,u(0)=0

The exact solution of the given problem is given by u(x)=(sech2(x))/(22+(12)sech2(x)).

Numerical results are presented in Tables and and Figure .

Figure 5. Numerical solution versus exact solution for Example 4.3 when h=0.05.

Figure 5. Numerical solution versus exact solution for Example 4.3 when h=0.05.

Table 5. The pointwise absolute errors for Example 4.3 with x[0,1] and different values of h.

Table 6. The maximum absolute errors for different values of h and x[0,1].

Table exhibits the pointwise absolute errors for different values of h, and it can be seen that the present method improves the findings of Mashallah et al. [Citation16] and Suheel et al. [Citation17]. From Tables and , one can observe that as the mesh size h decreases the absolute errors also decrease.

5. Conclusion

This study considered a sixth order predictor–corrector method for solving Liénard second order nonlinear differential equations. The stability and convergence of the method have been investigated. To further collaborate the applicability of the proposed method, tables of absolute errors and graphs have been plotted. Tables , and show that the pointwise absolute errors obtained by the present method have been compared with pointwise absolute errors obtained by different authors. From Tables , one can observe that all the absolute errors decrease rapidly as h decreases, which in turn show the convergence of the computed solution. Figures , and indicate that the present method approximates the exact solution very well. Figures and show that as h decreases, the absolute error goes to zero which shows that small step size provides a better approximation.

Concisely, the present method is computationally stable, efficient, convergent and simple to use. Furthermore, it gives more accurate solution than some earlier existing numerical methods, including the more recent method in [Citation15–17].

Disclosure statement

No potential conflict of interest was reported by the authors.

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