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SOME ASYMPTOTIC METHODS FOR STRONGLY NONLINEAR EQUATIONS

World Scientific
International Journal of Modern Physics B
Authors:

Abstract

This paper features a survey of some recent developments in asymptotic techniques, which are valid not only for weakly nonlinear equations, but also for strongly ones. Further, the obtained approximate analytical solutions are valid for the whole solution domain. The limitations of traditional perturbation methods are illustrated, various modified perturbation techniques are proposed, and some mathematical tools such as variational theory, homotopy technology, and iteration technique are introduced to overcome the shortcomings. In this paper the following categories of asymptotic methods are emphasized: (1) variational approaches, (2) parameter-expanding methods, (3) parameterized perturbation method, (4) homotopy perturbation method (5) iteration perturbation method, and ancient Chinese methods. The emphasis of this article is put mainly on the developments in this field in China so the references, therefore, are not exhaustive.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
International Journal of Modern Physics B
Vol. 20, No. 10 (2006) 1141–1199
c
World Scientific Publishing Company
SOME ASYMPTOTIC METHODS FOR STRONGLY
NONLINEAR EQUATIONS
JI-HUAN HE
College of ience, Donghua University,
Shanghai 200051, People’s Republic of China
jhhe@dhu.edu.cn
Received 28 February 2006
This paper features a survey of some recent developments in asymptotic techniques,
which are valid not only for weakly nonlinear equations, but also for strongly ones.
Further, the obtained approximate analytical solutions are valid for the whole solution
domain. The limitations of traditional perturbation methods are illustrated, various
modified perturbation techniques are proposed, and some mathematical tools such as
variational theory, homotopy technology, and iteration technique are introduced to over-
come the shortcomings.
In this paper the following categories of asymptotic methods are emphasized:
(1) variational approaches, (2) parameter-expanding methods, (3) parameterized pertur-
bation method, (4) homotopy perturbation method (5) iteration perturbation method,
and ancient Chinese methods.
The emphasis of this article is put mainly on the developments in this field in China
so the references, therefore, are not exhaustive.
Keywords: Analytical solution; nonlinear equation; perturbation method; variational
theory; variational iteration method; homotopy perturbation; ancient Chinese mathe-
matics.
Contents
1. Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1142
2. Variational Approaches . . . . . . . . . . . . . . . . . . . . . . . 1144
2.1. Ritz method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1144
2.2. Soliton solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1147
2.3. Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1149
2.4. Limit cycle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1150
2.5. Variational iteration method . . . . . . . . . . . . . . . . . . . . . . . 1153
3. Parameter-Expanding Methods . . . . . . . . . . . . . . . . . . . . 1156
3.1. Modifications of Lindstedt–Poincare method . . . . . . . . . . . . . . . 1156
3.2. Bookkeeping parameter . . . . . . . . . . . . . . . . . . . . . . . . . . 1161
4. Parametrized Perturbation Method . . . . . . . . . . . . . . . . . . 1165
5. Homotopy Perturbation Method . . . . . . . . . . . . . . . . . . . 1171
5.1. Periodic solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1173
5.2. Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1178
1141
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1142 J.-H. He
6. Iteration Perturbation Method . . . . . . . . . . . . . . . . . . . . 1179
7. Ancient Chinese Methods . . . . . . . . . . . . . . . . . . . . . . 1185
7.1. Chinese method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1185
7.2. He Chengtian’s method . . . . . . . . . . . . . . . . . . . . . . . . . . 1188
8. Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1193
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1193
1. Introduction
With the rapid development of nonlinear science, there appears an ever-increasing
interest of scientists and engineers in the analytical asymptotic techniques for non-
linear problems. Though it is very easy for us now to find the solutions of linear
systems by means of computer, it is, however, still very difficult to solve nonlinear
problems either numerically or theoretically. This is possibly due to the fact that
the various discredited methods or numerical simulations apply iteration techniques
to find their numerical solutions of nonlinear problems, and nearly all iterative
methods are sensitive to initial solutions,
14,27,40,81,101,102,107
so it is very difficult
to obtain converged results in cases of strong nonlinearity. In addition, the most
important information, such as the natural circular frequency of a nonlinear oscil-
lation depends on the initial conditions (i.e. amplitude of oscillation) will be lost
during the procedure of numerical simulation.
Perturbation methods
8,11,15,18,22,94,98
100
provide the most versatile tools avail-
able in nonlinear analysis of engineering problems, and they are constantly being
developed and applied to ever more complex problems. But, like other nonlinear
asymptotic techniques, perturbation methods have their own limitations:
(1) Almost all perturbation methods are based on such an assumption that a small
parameter must exist in an equation. This so-called small parameter assumption
greatly restricts applications of perturbation techniques, as is well known, an
overwhelming majority of nonlinear problems, especially those having strong
nonlinearity, have no small parameters at all.
(2) It is even more difficult to determine the so-called small parameter, which seems
to be a special art requiring special techniques. An appropriate choice of small
parameter may lead to ideal results, however, an unsuitable choice of small
parameter results in badly effects, sometimes serious ones.
(3) Even if a suitable small parameter exists, the approximate solutions solved by
the perturbation methods are valid, in most cases, only for the small values
of the parameter. For example, the approximations solved by the method of
multiple scales are uniformly valid as long as a specific system parameter is
small. However, we cannot rely fully on the approximations because there is no
criterion on how small the parameters should be. Thus checking numerically
and/or experimentally the validity of the approximations is essential.
83
For
example, we consider the following two equations:
113
u
0
+ u ε = 0 , u(0) = 1 (1.1)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1143
and
u
0
u ε = 0 , u(0) = 1 . (1.2)
The solution of Eq. (1.1) is u(t) = ε+(1 ε)e
t
, while the unperturbed solution
of Eq. (1.1) is u
0
(t) = e
t
. In case ε 1, the perturbation solution leads to high
accuracy, for |u(t) u
0
(t)| ε.
By similar analysis for Eq. (1.2), we have
|u(t) u
0
(t)| = ε|1 e
t
|. (1.3)
It is obvious that u
0
can never be considered as an approximate solution of
Eq. (1.2) in case t 1, so the traditional perturbation method is not valid for this
case even when ε 1.
In what follows, we should introduce some new developed methods for problem
solving in areas where traditional techniques have been unsuccessful.
There exist some alternative analytical asymptotic approaches, such as the non-
perturbative method,
33
weighted linearization method,
10,105
Adomian decompo-
sition method,
1,9,35,118,119
modified Lindstedt–Poincare method,
28,65
67,91
varia-
tional iteration method,
49,70,74
77
energy balance methods,
63
tanh-method,
5,13,36
F -expansion method
106,115,116
and so on. Just recently, some new perturbation
methods such as artificial parameter method,
69,88
δ-method,
11,16
perturbation in-
cremental method,
26
homotopy perturbation method,
44
48,50
52,62,72
parameter-
ized perturbation method,
73
and bookkeeping artificial parameter perturbation
method
64
which does not depend on on the small parameter assumption are pro-
posed. A recent study
68
also reveals that the numerical technique can also be pow-
erfully applied to the perturbation method. A review of perturbation techniques in
phase change heat transfer can be found in Ref. 12, and a review of recently de-
veloped analytical techniques can be found in Ref. 71. Recent advance in nonlinear
dynamics, vibrations and control in China can be found in Ref. 93.
A wide body of literature dealing with the problem of approximate solutions
to nonlinear equations with various different methodologies also exists. Although
a comprehensive review of asymptotic methods for nonlinear problems would be
in order at this time, this paper does not undertake such a task. Our emphasis is
mainly put on the recent developments of this field in China, hence, our references
to literature will not be exhaustive. Rather, our purpose in this paper is to present a
comprehensive review of the past and current work on some new developed asymp-
totic techniques for solving nonlinear problems, with the goal of setting some ideas
and improvements which point toward new and interesting applications with these
methods. The content of this paper is partially speculative and heuristic, but we
feel that there is enough theoretical and computational evidence to warrant further
investigation and most certainly, refinements and improvements, should the reader
choose to pursue the ideas.
In this review article, we limit ourselves to nonlinear order differential equations,
most nonlinear partial differential equations can be converted into order differential
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1144 J.-H. He
ones by some linear translation, for example, the KdV equation
u
t
+ uu
x
+ εu
xxx
= 0 . (1.4)
If the wave solution is solved, we can assume that u(x, t) = u(ξ) = u(x ct), where
c is the wave speed. Substituting the above traveling wave solution into Eq. (1.4),
we have
cu
ξ
+ uu
ξ
+ εu
ξξξ
= 0 . (1.5)
Integrating Eq. (1.5), we have an ordinary differential equation:
cu +
1
2
u
2
+ εu
ξξ
= D , (1.6)
where D is an integral constant.
In Sec. 2, variational approaches to soliton solution, bifurcation, limit cycle, and
period solutions of nonlinear equations are illustrated, including the Ritz method,
energy method, variational iteration method; In Sec. 3, we first introduce some
modifications of Lindstedt–Poincare method, then parameter-expanding methods
are illustrated where a parameter (or a constant) is expanded into a series in ε which
can be a small parameter in the equation, or an artificial parameter, or a book-
keeping parameter; Sec. 4 introduces parametrized perturbation method where the
expanding parameter is introduced by a linear transformation. Homotopy perturba-
tion method is systemically illustrated in Sec. 5. In Sec. 6, the iteration technology
is introduced to the perturbation method; Sec. 7 briefly introduces some ancient
Chinese methods and their modern applications are illustrated. Finally, conclusions
are made in Sec. 8.
2. Variational Approaches
2.1. Ritz method
Variational methods
38,55
57,89,90,121
such as Raleigh–Ritz and Bubnov–Galerkin
techniques have been, and continue to be, popular tools for nonlinear analysis.
When contrasted with other approximate analytical methods, variational methods
combine the following two advantages:
(1) They provide physical insight into the nature of the solution of the problem.
For example, we consider the statistically unstable Duffing oscillator, defined
by
u
00
u + εu
3
= 0 . (2.1)
Its variational formulations can be obtained with ease
J(u) =
Z
1
2
u
02
1
2
u
2
+
1
4
εu
4
dt . (2.2)
If we want to search for a period solution for Eq. (2.1), then from the energy integral
(2.2) it requires that the potential
1
2
u
2
+
1
4
εu
4
must be positive for all t > 0, so
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1145
an oscillation about the origin will occur only if εA
2
> 2, where A is the amplitude
of the oscillation.
(2) The obtained solutions are the best among all the possible trial-functions. As
an illustration, consider the following chemical reaction
92
nA C + D
which obeys the equation
dx
dt
= k(a x)
n
, (2.3)
where a is the number of molecules A at t = 0, and x is the number of molecules C
(or D) after time t, and k is a reaction constant. At the start of reaction (t = 0),
there are no molecules C (or D) yet formed so that the initial condition is x(0) = 0.
In order to obtain a variational model, we differentiate both sides of Eq. (2.3)
with respect to time, resulting in
d
2
x
dt
2
= kn(a x)
n1
dx
dt
. (2.4)
Substituting Eq. (2.3) into Eq. (2.4), we obtain the following 2-order differential
equation
d
2
x
dt
2
= k
2
n(a x)
2n1
. (2.5)
The variational model for the differential equation (2.5) can be obtained with ease
by the semi-inverse method,
55
which reads
J(x) =
Z
0
(
1
2
dx
dt
2
+
1
2
k
2
(a x)
2n
)
dt . (2.6)
It is easy to prove that the stationary condition of the above functional, Eq. (2.4),
is equivalent to Eq. (2.3).
We apply the Ritz method to obtain an analytical solution of the discussed
problem. When all molecules A are used up, no further increase in the number of
molecules C can occur, so dx/dt = 0. Putting this into Eq. (2.3), the final number
of molecules C is x
= a. By the above analysis, we choose a trial-function in the
form
x = a(1 e
ηt
) (2.7)
where η is an unknown constant to be further determined.
It is obvious that the funtion (2.7) satisfies the initial condition. Substituting
the function (2.7) into Eq. (2.6), we obtain
J(η) =
Z
0
1
2
a
2
η
2
e
2ηt
+
1
2
k
2
a
2n
e
2nηt
dt =
1
4
a
2
η +
1
4
k
2
a
2n
. (2.8)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1146 J.-H. He
Minimizing the functional, Eq. (2.6), with respect to x, is approximately equivalent
to minimizing the above function, Eq. (2.8), with respect to η. We set
J
η
=
1
4
a
2
1
4
2
k
2
a
2n
= 0 (2.9)
which leads to the result
η =
1
n
ka
n1
. (2.10)
So we obtain an explicit analytical solution for the discussed problem
x = a[1 exp(n
1/2
ka
n1
t)] . (2.11)
The unknown constant, η, in the function (2.7) can be identified by various
other methods, for example various residual methods,
38
but the result (2.10) is the
most optimal one among all other possible choices.
The solution (2.11) states that x increases approximately exponentially from 0
to a final value x = a, with a time constant given by the result (2.10). Chemists
and technologists always want to know its halfway through the change, i.e. x = a/2
when t = t
1/2
. An approximate halfway time obtained from the problem (2.11)
reads
t
1/2
=
1
η
ln 0.5 =
1
n
1/2
ka
n1
ln 0.5 . (2.12)
To compare with the exact solution, we consider the case when n = 2. Under such
a case, we can easily obtain the following exact solution:
x
exact
= a
1
1
1 akt
. (2.13)
Its halfway time reads
˜
t
1/2
=
1
ak
. (2.14)
From the half-way time (2.12) we have
t
1/2
=
1
2
1/2
ka
ln 0.5 =
0.98
ak
. (2.15)
The 2% accuracy is remarkable good. Further improvements in accuracy can be
achieved by suitable choice of trial-functions, and are outside the purpose of the
paper.
The above technology can be successfully applied to many first order nonlinear
differential equations arising in physics. Now we consider the Riccati equation
117
in the form
y
0
+ p(x)y + q(x)y
2
+ r(x) = 0 . (2.16)
Differentiating Eq. (2.16) with respect to x, and eliminating y
0
in the resulted
equation, Eq. (2.16) becomes
y
00
+ (p
0
+ p
2
+ 2qr)y + (q
0
+ pq + 2pq)y
2
+ 2q
2
y
3
+ r
0
+ pr = 0 . (2.17)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1147
Its variational formulation can be expressed as
J(y) =
Z
1
2
y
02
+
1
2
(p
0
+ p
2
+ 2qr)y
2
+
1
3
(q
0
+ pq + 2pq)y
3
+
1
2
q
2
y
4
+ (r
0
+ pr)y
dx . (2.18)
Variational approach can also be applied to simplify nonlinear equation, consider
the Lambert equation:
y
00
+
k
2
n
y = (1 n)
y
02
y
. (2.19)
By the semi-inverse method,
55
its variational formulation reads
J(y) =
Z
1
2
n
2
y
2n2
y
02
+
1
2
k
2
y
2n
dx . (2.20)
Hinted by the above energy form, Eq. (2.20), we introduce a transformation:
z = y
n
. (2.21)
Functional (2.20) becomes
J(z) =
Z
1
2
z
02
+
1
2
k
2
z
2
dx . (2.22)
Its Euler–Lagrange equation is
z
00
+ k
2
z = 0 , (2.23)
which is a linear equation. The solution of Eq. (2.19), therefore, has the form:
y = (C cos kx + D sin kx)
1/n
. (2.24)
2.2. Soliton solution
There exist various approaches to the search for soliton solution for nonlinear wave
equations.
19
21,39
Here, we suggest a novel and effective method by means of vari-
ational technology. As an illustrative example, we consider the KdV equation
u
t
6u
u
x
+
3
u
x
3
= 0 . (2.25)
We seek its traveling wave solutions in the following frame
u(x, t) = u(ξ) , ξ = x ct , (2.26)
Substituting the solution (2.26) into Eq. (2.25) yields
cu
0
6uu
0
+ u
000
= 0 , (2.27)
where prime denotes the differential with respect to ξ.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1148 J.-H. He
Integrating Eq. (2.27) yields the result
cu 3u
2
+ u
00
= 0 . (2.28)
By the semi-inverse method,
55
the following variational formulation is established
J =
Z
0
1
2
cu
2
+ u
3
+
1
2
du
2
!
. (2.29)
By Ritz method, we search for a solitary wave solution in the form
u = p sech
2
(qξ) , (2.30)
where p and q are constants to be further determined.
Substituting Eq. (2.30) into Eq. (2.29) results in
J =
Z
0
1
2
cp
2
sech
4
(qξ) + p
3
sech
6
(qξ) +
1
2
4p
2
q
2
sech
4
(qξ) tanh
2
(qξ)
=
cp
2
2q
Z
0
sech
4
(z)dz +
p
3
q
Z
0
sech
6
(z)dz + 2p
2
q
Z
0
{sech
4
(z) tanh
4
(z)}dz
=
cp
2
3q
+
8p
3
15q
+
4p
2
q
15
. (2.31)
Making J stationary with respect to p and q results in
J
p
=
2cp
3q
+
24p
2
15q
+
8pq
15
= 0 , (2.32)
J
q
=
cp
2
3q
2
8p
3
15q
2
+
4p
2
15
= 0 , (2.33)
or simplifying
5c + 12p + 4q
2
= 0 , (2.34)
5c 8p + 4q
2
= 0 . (2.35)
From Eqs. (2.34) and (2.35), we can easily obtain the following relations:
p =
1
2
c , q =
r
c
4
. (2.36)
So the solitary wave solution can be approximated as
u =
c
2
sech
2
r
c
4
(x ct ξ
0
) , (2.37)
which is the exact solitary wave solution of KdV equation (2.25).
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1149
2.3. Bifurcation
Bifurcation arises in various nonlinear problems.
45,47,48,79,122
125
Variational
method can also be applied to the search for dual solutions of a nonlinear equation,
and to approximate identification of the bifurcation point. Consider the Bratu’s
equation in the form:
u
00
+ λe
u
= 0 , u(0) = u(1) = 0 , (2.38)
where λ is a positive constant called as the eigenvalue. Equation (2.38) comes orig-
inally from a simplification of the solid fuel ignition model in thermal combustion
theory,
42
and it has an exact solution
u(x) = 2 log
cosh
0.5(x 0.5)θ
cosh(θ/4)

,
where θ solves
θ =
2λ cosh(θ/4) .
Due to its importance, the Bratu problem has been studied extensively. First, it
arises in a wide variety of physical applications, ranging from chemical reaction the-
ory, radiative heat transfer and nanotechnology
114
to the expansion of universe.
42
Second, because of its simplicity, the equation is widely used as a benchmarking tool
for numerical methods. Khuri
42
applied Adomian decomposition method to study
the problem, the procedure is tedious though the expression is a lovely closed-form,
furthermore only one solution is found when 0 < λ < λ
c
, and error arises when
λ λ
c
.
The present problem can be easily solved with high accuracy by the variational
method, furthermore, two branches of the solutions can be simultaneously deter-
mined, and the bifurcation point can be identified with ease. It is easy to establish
a variational formulation for Eq. (2.38), which reads
J(u) =
Z
1
0
1
2
u
02
λe
u
dx . (2.39)
In view of the Ritz method, we choose the following trial-function:
u = Ax(1 x) , (2.40)
where A is an unknown constant to be further determined. Substituting the function
(2.40) into the formula (2.39) results in:
J(A) =
Z
1
0
1
2
A
2
(1 2x)
2
λe
Ax(1x)
dx . (2.41)
Minimizing the formula (2.41) to determine the constant, this yields
J
A
=
Z
1
0
{A(1 2x)
2
λx(1 x)e
Ax(1x)
}dx = 0 . (2.42)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1150 J.-H. He
Equation (2.42) can be readily solved by some mathematical software, for example,
MATHEMATICA, Matlab. There are two solutions to Eq. (2.42) for values of 0 <
λ < λ
c
, and no solutions for λ > λ
c
. There is only one solution for a critical value
of λ = λ
c
, which solves
Z
1
0
{(1 2x)
2
λ
c
x
2
(1 x)
2
e
A
c
x(1x)
}dx = 0 . (2.43)
Dividing Eq. (2.43) by Eq. (2.42) produces
A
c
=
Z
1
0
{x(1 x)e
A
c
x(1x)
}dx
Z
1
0
{x
2
(1 x)
2
e
A
c
x(1x)
}dx
. (2.44)
Solving Eq. (2.44), we have A
c
= 4.72772. Substituting the result into Eq. (2.43)
results in λ
c
= 3.56908. The exact critical value is
˜
λ
c
= 3.51383071. The 1.57%
accuracy is remarkable good in view of the crude trial-function, Eq. (2.40).
In order to compare with Khuri’s results, we consider the case λ = 1. In such
case, Eq. (2.43) becomes
Z
1
0
{A(1 2x)
2
x(1 x)e
Ax(1x)
}dx = 0 . (2.45)
Solving this equation by Mathematica:
Find Root [Integrate [A
(1 2
x)
2 x
(1 x)Exp[A
x
(1 x)], {x, 0, 1}]
= 0, {A, 1}] ,
we have A
1
= 0.559441, and A
2
= 16.0395.
In the case λ = 1, the Bratu equation has two solutions u
1
and u
2
with
u
0
1
(0) = 0.549 and u
0
2
(0) = 10.909. Our solutions predict that u
0
1
(0) = 0.559441,
and u
0
2
(0) = 16.0395, with accuracies of 1.9% and 46.94%, respectively. Accu-
racy can be improved if we choose a more suitable trial-function, for example,
u = Ax(1 x)(1 + Bx + Cx
2
).
2.4. Limit cycle
Energy approach (Variational approach) to limit cycle is suggested by He,
58,59
which
can be applied to not only weakly nonlinear equations, but also strongly ones, and
the obtained results are valid for whole solution domain. D’Acunto
30
called the
energy approach as He’s variational method.
To illustrate the basic idea of the method, we consider the following nonlinear
oscillation:
¨x + x + εf(x, ˙x) = 0 , (2.46)
In the present study the parameter ε need not be small.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1151
Generally speaking, limit cycles can be determined approximately in the form
x = b + a(t) cos ωt +
m
X
n=1
(C
n
cos t + D
n
sin t) , (2.47)
where b, C
n
and D
n
are constant.
Substituting Eq. (2.47) into Eq. (2.46) results in the following residual
R(t) = ¨x + x + εf(x, ˙x) . (2.48)
In general, the residual might not be vanishingly small at all points, the error
depends upon the infinite “work”, dw, done by the “force” R in the infinite distance
dx:
dw = Rdx . (2.49)
We hope the totally work done in a period is zero, that requires
Z
A
1
A
0
Rdx = 0 , (2.50)
where A
0
and A
1
are minimum and maximum amplitudes, respectively.
Equation (2.50) can be equivalently written in the form
Z
T
0
R ˙xdt = 0 , (2.51)
where T is the period, this technique is similar to the method of weighted residuals.
We assume that the amplitude weakly varies with time, so we write the ampli-
tude in the form
a(t) = Ae
αt
A , |α| 1 . (2.52)
Accordingly we approximately have the following expressions
˙x αx ω
p
A
2
x
2
, (2.53)
¨x (α
2
ω
2
)x 2αω
p
A
2
x
2
. (2.54)
Now we consider the van der Pol equation:
¨x + x ε(1 x
2
) ˙x = 0 , (2.55)
We will not re-illustrate the solution procedure, but we identify α in Ref. 58 instead
with
α =
ε
2
(A
2
4)ωπ
4(2πω εA
2
)
, (2.56)
and the frequency equation (33) in Ref. 58 should be replaced by
1 ω
2
+
ε
2
(A
2
4)
2
ω
2
π
2
16(2πω εA
2
)
2
ε
2
(A
2
4)ωπ
4(2πω εA
2
)
= 0 . (2.57)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1152 J.-H. He
Now consider the limit ε 1, by assumption ω = 1 +
2
+ O(ε
3
), Eq. (2.57)
becomes
2a +
ε
2
(A
2
4)
2
64
+
(A
2
4)
8
ε
2
+ O(ε
3
) = 0 . (2.58)
After identification the constant, a, we have
ω = 1 + ε
2
(A
2
4)
2
128
+
A
2
4
16
+ O(ε
3
) . (2.59)
In the case ε , the frequency can be approximated as
ω =
b
ε
+ O
1
ε
2
, (2.60)
From Eq. (2.57), we have
1
b
ε
2
+
b
2
(A
2
4)
2
π
2
16(2πb/ε εA
2
)
2
εb(A
2
4)π
4(2πb/ε εA
2
+ O
1
ε
2
= 0 . (2.61)
If we keep the order of 1, then Eq. (2.61) can be simplified as
1 +
b(A
2
4)π
4A
2
= 0 , (2.62)
from which the constant, b, can be readily determined. As a result, we have:
ω =
4A
2
(A
2
4)πε
+ O
1
ε
2
. (2.63)
If we choose A = 2 which is identified by perturbation method,
104
then the last
two terms in Eq. (2.57) vanish completely, leading to the invalidity of the method
as pointed out by Rajendran et al.
104
The perturbation method provides us with
a choice of the approximate value of A, and many alternative approaches to the
identification of A exist.
Assuming that period solution has the form: x = A cos ωt, we obtain the fol-
lowing residual:
R = (1 ω
2
)A cos ωt + Aεω(1 A
2
cos
2
ωt) sin ωt . (2.64)
By substituting Eq. (2.59) or Eq. (2.63) into Eq. (2.64) respectively, we have
R = (1 A
2
cos
2
ωt) sin ωt + O(ε
2
) , ε 0 , (2.65)
and
R/ε = A(1 A
2
cos
2
ωt) sin ωt + O(1) , 1 0 . (2.66)
The value of A can be determined in the parlance of vanishing small residual by
the method of weighted residuals.
Applying the Galerkin method
Z
T/4
0
R sin ωtdt =
Z
T/4
0
A(1 A
2
cos
2
ωt) sin
2
ωtdt = 0 , T = 2π , (2.67)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1153
leading to the result: A = 2, which agrees with the standard result of the pertur-
bation method.
The simplest method among the method of weighted residuals is the method of
collocation. Collocating at ωt = π/3, ωt = π/4, and ωt = π/6 gives, respectively,
the approximate values of A: A = 2, A = 1.414, and A = 1.155. The average value
of A reads A = 1.522.
We can also apply the least squares method to find the approximate value of A
by the formulation:
Z
T/4
0
R
R
A
dt = 0 , (2.68)
i.e.
Z
T/4
0
A(1 A
2
cos
2
ωt)(1 3A
2
cos
2
ωt) sin
2
ωtdt = 0 , (2.69)
which leads to the result A =
p
8/3 = 1.633.
Now we choose A = 1.633, then Eq. (2.59) becomes
ω = 1
5
72
ε
2
+ O(ε
3
) = 1 0.0694ε
2
+ O(ε
3
) . (2.70)
We write down the perturbation solution for reference, which reads
ω = 1
1
16
ε
2
+ O(ε
3
) = 1 0.0625ε
2
+ O(ε
3
) . (2.71)
Equation (2.63) becomes
ω =
8
πε
+ O
1
ε
2
=
8
πε
+ O
1
ε
2
=
2.566
ε
+ O
1
ε
2
. (2.72)
The exact frequency under the limit ε is
ω =
3.8929
ε
+ O
1
ε
2
. (2.73)
So the obtained solution is valid for both ε 0 and ε .
2.5. Variational iteration method
The variational iteration method
70,74
77
has been shown to solve effectively, easily,
and accurately a large class of nonlinear problems with approximations converg-
ing rapidly to accurate solutions. Most authors found that the shortcomings aris-
ing in Adomian method can be completely eliminated by the variational iteration
method.
6,7,17,96,97,103,111,112
To illustrate the basic idea of the variational iteration method, we consider the
following general nonlinear system:
Lu + N u = g(x) , (2.74)
where L is a linear operator, and N is a nonlinear operator.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1154 J.-H. He
According to the variational iteration method, we can construct the following
iteration formulation:
u
n+1
(x) = u
n
(x) +
Z
x
0
λ{Lu
n
(s) + N ˜u
n
(s) g(s)}ds (2.75)
where λ is called a general Lagrange multiplier, which can be identified optimally
via the variational theory, ˜u
n
is considered as a restricted variation, i.e. δ˜u
n
= 0.
We consider Duffing equation as an example to illustrate its basic computational
procedure.
d
2
u
dt
2
+ u + εu
3
= 0 , (2.76)
with initial conditions u(0) = A, u
0
(0) = 0.
Supposing that the angular frequency of the system (2.76) is ω, we have the
following linearized equation:
u
00
+ ω
2
u = 0 . (2.77)
So we can rewrite Eq. (2.76) in the form
u
00
+ ω
2
u + g(u) = 0 , (2.78)
where g(u) = (1 ω
2
)u + εu
3
.
Applying the variational iteration method, we can construct the following
functional:
u
n+1
(t) = u
n
(t) +
Z
t
0
λ{u
00
n
(τ) + ω
2
u
n
(τ) + ˜g(u
n
)} , (2.79)
where ˜g is considered as a restricted variation, i.e. δ˜g = 0.
Calculating variation with respect to u
n
, and noting that δ˜g(u
n
) = 0, we have
the following stationary conditions:
λ
00
(τ) + ω
2
λ(τ) = 0 ,
λ(τ)|
τ=t
= 0 ,
1 λ
0
(τ)|
τ=t
= 0 .
(2.80)
The multiplier, therefore, can be identified as
λ =
1
ω
sin ω(τ t) . (2.81)
Substituting the identified multiplier into Eq. (2.79) results in the following iteration
formula:
u
n+1
(t) = u
n
(t) +
1
ω
Z
t
0
sin ω(τ t){u
00
n
(τ) + u
n
(τ) + εu
3
n
(τ)}dτ . (2.82)
Assuming its initial approximate solution has the form:
u
0
(t) = A cos ωt , (2.83)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1155
and substituting Eq. (2.83) into Eq. (2.76) leads to the following residual
R
0
(t) =
1 ω
2
+
3
4
εA
2
A cos ωt +
1
4
εA
3
cos 3ωt . (2.84)
By the formulation (2.82), we have
u
1
(t) = A cos ωt +
1
ω
Z
t
0
R
0
(τ) sin ω(τ t) . (2.85)
In order to ensure that no secular terms appear in u
1
, resonance must be avoided.
To do so, the coefficient of cos ωt in Eq. (2.84) requires to be zero, i.e.
ω =
r
1 +
3
4
εA
2
. (2.86)
So, from Eq. (2.85), we have the following first-order approximate solution:
u
1
(t) = A cos ωt +
εA
3
4ω
Z
t
0
cos 3ωt sin ω(τ t)
= A cos ωt +
εA
3
32ω
2
(cos 3ωt cos ωt) . (2.87)
It is obvious that for small ε, i.e. 0 < ε 1, it follows that
ω = 1 +
3
8
εA
2
. (2.88)
Consequently, in this limit, the present method gives exactly the same results
as the standard Lindstedt–Poincare method.
98,100
To illustrate the remarkable ac-
curacy of the obtained result, we compare the approximate period
T =
2π
p
1 + 3εA
2
/4
(2.89)
with the exact one
T
ex
=
4
1 + εA
2
Z
π/2
0
dx
p
1 k sin
2
x
, (2.90)
where k = 0.5εA
2
/(1 + εA
2
).
What is rather surprising about the remarkable range of validity of Eq. (2.89)
is that the actual asymptotic period as ε is also of high accuracy.
lim
ε→∞
T
ex
T
=
2
p
3/4
π
Z
π/2
0
dx
p
1 0.5 sin
2
x
= 0.9294 .
Therefore, for any value of ε > 0, it can be easily proved that the maximal
relative error of the period Eq. (2.89) is less than 7.6%, i.e. |T T
ex
|/T
ex
< 7.6%.
Due to the very high accuracy of the first-order approximate solution, we always
stop before the second iteration step. That does not mean that we cannot obtain
higher order approximations.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1156 J.-H. He
3. Parameter-Expanding Methods
We consider the following nonlinear oscillator
mu
00
+ ω
2
0
u + εf (u) = 0 . (3.1)
Various perturbation methods have been applied frequently to analyze Eq. (3.1).
The perturbation methods are, however, limited to the case of small ε and
2
0
> 0,
that is, the associated linear oscillator must be statically stable in order that linear
and nonlinear response be qualitatively similar.
Classical methods which are applied to weakly nonlinear systems include the
Lindstedt–Poincare, Krylov–Bogoliubov–Mitropolski averaging, and multiple time
scale methods. These are described by many textbooks by Bellman,
15
Nayfeh,
98
and Nayfeh and Mook,
100
among others. These methods are characterized by ex-
pansions of the dependent variables in power series in a small parameter, resulting
in a collection of linear differential equations which can be solved successively. The
solution to the associated linear problem thus provides a starting point for the gen-
eration of the “small perturbation” due to the nonlinearity, with various devices
employed to annul secularities.
Classical techniques which have been used for both weakly and strongly nonlin-
ear systems include the equivalent linearization method,
105
the harmonic balance
method.
79
A feature of these methods is that the form of solution is specified in
advance. The methods work well provided that the filter hypothesis is satisfied,
that is, higher harmonics output by the nonlinearities are substantially attenuated
by the linear part of the system.
3.1. Modifications of Lindstedt–Poincare method
A number of variants of the classical perturbation methods have been proposed to
analyze conservative oscillators similar to Eq. (3.1). The Shohat expansion
108
for the
van der Pol equation is of remarkable accuracy not only for small parameter ε, but
also for large ε. But recently Mickens
95
shows that it does not have a general validity
as a “perturbation” scheme that can be extended to large values of ε for Duffing
equation, as was originally thought to be. Burton
23,24
defined a new parameter
α = α(ε) in such a way that asymptotic solutions in power series in α converge
more quickly than do the standard perturbation expansions in power series in ε.
α =
εA
2
4 + 3εA
2
. (3.2)
It is obvious that α < 1/3 for all εA
2
, so the expansion in power series in α is
quickly convergent regardless of the magnitude of εA
2
.
The Lindstedt–Poincare method
98,100
gives uniformly valid asymptotic expan-
sions for the periodic solutions of weakly nonlinear oscillations, in general, the
technique does not work in case of strongly nonlinear terms.
For the sake of comparison, the standard Lindstedt–Poincare method is briefly
recapitulated first. The basic idea of the standard Lindstedt–Poincare method is to
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1157
introduce a new variable
τ = ω(ε)t , (3.3)
where ω is the frequency of the system. Equation (3.1) then becomes
ω
2
mu
00
+ ω
2
0
u + εf (u) = 0 , (3.4)
where prime denotes differentiation with respect to τ. The frequency is also ex-
panded in powers of ε, that is
ω = ω
0
+ εω
1
+ ε
2
ω
2
+ ···. (3.5)
Various modifications of Lindstedt–Poincare method appeared in open literature.
It is of interest to note that a much more accurate relation for frequency ω can be
found by expanding ω
2
, rather than ω, in a power series in ε.
ω
2
= 1 + εω
1
+ ε
2
ω
2
+ ···. (3.6)
Cheung et al. introduced a new parameter
α =
εω
1
ω
2
0
+ εω
1
. (3.7)
and expand the solution and ω
2
in power series in α.
All those modifications are limited to conservation system, instead of linear
transformation (3.3), a nonlinear time transformation can be successfully annul
such shortcoming.
We can re-write the transformation of standard Lindstedt–Poincare method in
the form
67
τ = t + f(ε, t) , f(0, t) = 0 , (3.8)
where f(ε, t) is an unknown function, not a functional. We can also see from the
following examples that the identification of the unknown function f is much easier
than that of unknown functional F in Dai’s method.
31,32
From the relation (3.8), we have
2
u
t
2
=
1 +
f
t
2
2
u
τ
2
= G
2
u
τ
2
. (3.9)
where
G(ε, t) =
1 +
f
t
2
. (3.10)
Applying the Taylor series, we have
G(ε, t) = G
0
+ εG
1
+ ··· , (3.11)
where G
i
(i = 1, 2, 3, . . .) can be identified in view of no secular terms. After iden-
tification of G
i
(i = 1, 2, 3, . . .), from the Eq. (3.10), the unknown function f can
be solved. The transformation Eq. (3.8) can be further simplified as
τ = f(t, ε) , f(t, 0) = t . (3.12)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1158 J.-H. He
So we have
2
u
t
2
=
f
t
2
2
u
τ
2
. (3.13)
We expand (f/∂t)
2
in a series of ε:
f
t
2
= 1 + εf
1
+ ε
2
f
2
+ ···. (3.14)
Now we consider the van der Pol equation.
u
00
+ u ε(1 u
2
)u
0
= 0 . (3.15)
By the transformation τ = f (t, ε), Eq. (3.15) becomes
f
t
2
2
u
τ
2
+ u = ε(1 u
2
)
f
t
u
τ
. (3.16)
Introducing a new variable ω, which is defined as
f
t
2
=
1
ω
2
. (3.17)
So Eq. (3.16) reduces to
2
u
τ
2
+ ω
2
u = εω(1 u
2
)
u
τ
. (3.18)
By simple operation, we have
f
t
2
=
1
ω
2
=
1
1 +
1
8
ε
2
. (3.19)
Solving Eq. (3.19), subject to the condition f(t, 0) = t, gives
τ = f =
t
q
1 +
1
8
ε
2
. (3.20)
Its period can be expressed as
T = 2π
r
1 +
1
8
ε
2
. (3.21)
It is obvious that when ε 1, the results are same as those obtained by standard
perturbation methods.
98
However, for large values of ε (ε 1), we have the following approximation
98
for exact period
T
ex
2ε
Z
1/
3
2/
3
dv
v
3vdv
= 1.614ε , (ε 1) . (3.22)
From Eq. (3.20), it follows
T
π
2
ε = 2.22ε , (ε 1) . (3.23)
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Some Asymptotic Methods for Strongly Nonlinear Equations 1159
It is obvious that for large ε, the approximate period has the same feature as
the exact one, and we have
lim
ε→∞
T
ex
T
=
1.614
2.22
= 0.727 .
So the maximal relative error for all 0 < ε < is less than 37.5%. We can
readily obtain higher-order approximations by MATHEMATICA.
Now we return to Eq. (3.1). Most methods are limited to odd nonlinearities and
require that ω
2
0
> 0 and m > 0. We must devise a method to solve Eq. (3.1) for
the case when (1) m > 0, ω
2
0
0; (2) ω
2
0
0, m 0; (3) even nonlinearities ex-
ist. Parameter-expanding methods including modified Lindsted–Poincare method
67
and bookkeeping parameter method
64
can successfully deal with such special cases
where classical methods fail. The methods need not have a time transformation
like Lindstedt–Poincare method, the basic character of the method is to expand
the solution and some parameters in the equation. If we search for periodic solution
of Eq. (3.1), then we can assume that
u = u
0
+ εu
1
+ ε
2
u
2
+ ···, (3.24)
ω
2
0
= ω
2
+
1
+ p
2
ω
2
+ ··· , (3.25)
m = 1 + pm
1
+ p
2
m
2
+ ··· . (3.26)
Hereby ε can be a small parameter in the equation, or an artificial parameter or a
bookkeeping parameter.
As an illustration, consider the motion of a ball-bearing oscillating in a glass
tube that is bent into a curve such that the restoring force depends upon the cube
of the displacement u. The governing equation, ignoring frictional losses, is
8
d
2
u
dt
2
+ εu
3
= 0 , u(0) = A , u
0
(0) = 0 . (3.27)
The standard Lindstedt–Poincare method does not work for this example. Now
we re-write Eq. (3.27) in the form
u
00
+ 0 · u + εu
3
= 0 . (3.28)
Supposing the solution and the constant zero in Eq. (3.28) can be expressed as
u = u
0
+ εu
1
+ ε
2
u
2
+ ···, (3.29)
0 = ω
2
+ εc
1
+ ε
2
c
2
+ ···. (3.30)
Substituting Eqs. (3.29) and (3.30) into Eq. (3.28), and processing as the standard
perturbation method, we have
u
00
0
+ ω
2
u
0
= 0 , u
0
(0) = A , u
0
0
(0) = 0 , (3.31)
u
00
1
+ ω
2
u
1
+ c
1
u
0
+ u
3
0
= 0 , u
1
(0) = 0 , u
0
1
(0) = 0 . (3.32)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1160 J.-H. He
Solving Eq. (3.31), we have u
0
= A cos ωt. Substituting u
0
into Eq. (3.32) results
into
u
00
1
+ ω
2
u
1
+ A
c
1
+
3
4
A
2
cos ωt +
1
4
A
3
cos 3ωt = 0 . (3.33)
Eliminating the secular term needs
c
1
=
3
4
A
2
. (3.34)
If only the first-order approximate solution is searched for, then from Eq. (3.30),
we have
0 = ω
2
3
4
εA
2
, (3.35)
which leads to the result
ω =
3
2
ε
1/2
A . (3.36)
Its period, therefore, can be written as
T =
4π
3
ε
1/2
A
1
= 7.25ε
1/2
A
1
. (3.37)
Its exact period can be readily obtained, which reads
T
ex
= 7.4164ε
1/2
A
1
. (3.38)
It is obvious that the maximal relative error is less than 2.2%, and the obtained
approximate period is valid for all ε > 0.
Now consider another example:
99
u
00
+
u
1 + εu
2
= 0 . (3.39)
with initial conditions u(0) = A and u
0
(0) = 0.
We rewrite Eq. (3.39) in the form
u
00
+ 1 · u + εu
00
u
2
= 0 . (3.40)
Proceeding with the same manipulation as the previous example, we obtain the
following angular frequency:
ω =
1
q
1 +
3
4
εA
2
. (3.41)
It is obvious that for small ε, it follows that
ω = 1
3
8
εA
2
. (3.42)
Consequently, in this limit, the present method gives exactly the same results as
the standard perturbations.
99
To illustrate the remarkable accuracy of the obtained
results, we compare the approximate period
T = 2π
r
1 +
3
4
εA
2
(3.43)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1161
with the exact one
T = 4
ε
Z
A
0
du
p
ln(1 + εA
2
) ln(1 + εu
2
)
= 4
ε
Z
A
0
du
p
ln[(1 + εA
2
)/(1 + εu
2
)]
.
(3.44)
In the case εA
2
, Eq. (3.44) reduces to
lim
εA
2
→∞
T = 4
ε
Z
A
0
du
p
2(ln A ln u)
= 2
2εA
Z
1
0
du
p
ln(1/s)
= 4
2εA
Z
0
exp(x
2
)dx = 2
2πεA . (3.45)
It is obvious that the approximate period (3.43) has the same feature as the exact
one for ε 1. And in the case ε , we have
lim
A→∞
T
ex
T
=
2
2πεA
3επA
= 0.9213 .
Therefore, for any values of ε, it can be easily proven that the maximal relative
error is less than 8.54% on the whole solution domain (0 < ε < ).
3.2. Bookkeeping parameter
In most cases the parameter, ε, might not be a small parameter, or there is no
parameter in the equation, under such conditions, we can use a bookkeeping pa-
rameter. Consider the mathematical pendulum:
u
00
+ sin u = 0 . (3.46)
We re-write Eq. (3.46) in the following form
u
00
+ 0 · u + sin u = 0 . (3.47)
Supposing the solution and the constant, zero, can be expressed in the forms:
u = u
0
+ pu
1
+ p
2
u
2
+ ···, (3.48)
0 = ω
2
+ pc
1
+ p
2
c
2
+ ···. (3.49)
Here, p is a bookkeeping parameter, c
i
can be identified in view of no secular
terms in u
i
(i = 1, 2, 3, . . .). For example, the constant c
1
in Eq. (3.49) can also be
identified in view of no secular terms in u
1
, that is
Z
T
0
A cos ωt{c
1
A cos ωt + sin(A cos ωt)}dt = 0 , (3.50)
where T = 2π.
From Eq. (3.50), c
1
can be determined explicitly by Bessel function. The angular
frequency can be determined as
ω =
r
2J
1
(A)
A
, (3.51)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1162 J.-H. He
where J
1
is the first-order Bessel function of the first kind.
The parameter-expanding methods can also be applied to non-periodic solu-
tions. Consider another simple example.
u
0
+ u
2
= 1 , u(0) = 0 , (3.52)
which has an exact solution
u
ex
=
1 e
2t
1 + e
2t
. (3.53)
No small parameter exits in the equation, so in order to carry out a straightforward
expansion, Liu
88
introduced an artificial parameter ε embedding in Eq. (3.52) so
that he obtained the following equation
u
0
+ (u + 1)(εu 1) = 0 , ε = 1 . (3.54)
Supposing that the solution can be expanded in powers of ε, and processing in
a traditional fashion of perturbation technique, Liu obtained the following result
88
u = (1 e
t
) + εe
t
(e
t
+ t 1) . (3.55)
Let ε = 1 in Eq. (3.55). We obtain the approximate solution of the original
Eq. (3.52):
u(t) = (1 e
t
) + e
t
(e
t
+ t 1) . (3.56)
The obtained approximation (3.56) is of relative high accuracy.
In order to illustrate the basic idea of the proposed perturbation method, we
rewrite Eq. (3.52) in the form
u
0
+ 0 · u + 1 · u
2
= 1 , u(0) = 0 . (3.57)
Supposing that the solution and the coefficients (0 and 1) can be expressed in the
forms:
64
u = u
0
+ pu
1
+ p
2
u
2
+ ···, (3.58)
0 = a + pa
1
+ p
2
a
2
+ ···, (3.59)
1 = pb
1
+ p
2
b
2
+ ···. (3.60)
Substituting Eqs. (3.58)–(3.60) into Eq. (3.57), collecting the same power of p, and
equating each coefficient of p to zero, we obtain
u
0
0
+ au
0
= 1 , u
0
(0) = 0 , (3.61)
u
0
1
+ au
1
+ a
1
u
0
+ b
1
u
2
0
= 0 , (3.62)
u
0
2
+ au
2
+ a
1
u
1
+ a
2
u
0
+ b
2
u
2
0
+ 2b
1
u
0
u
1
= 0 . (3.63)
We can easily solve the above equations sequentially for u
i
(i = 1, 2, 3, . . .), the
initial conditions for u
i
(i = 1, 2, 3, . . .) should satisfy the condition
P
i=1
u
i
(0) = 0.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1163
Solving Eq. (3.61), we have
u
0
=
1
a
(1 e
at
) . (3.64)
Substituting u
0
into Eq. (3.62) results in
u
0
1
+ au
1
+
a
1
a
(1 e
at
) +
b
1
a
2
(1 e
at
)
2
= 0 . (3.65)
or
u
0
1
+ au
1
+
a
1
a
+
b
1
a
2
a
1
a
+
2b
1
a
2
e
at
+
b
1
a
2
e
2at
= 0 . (3.66)
The requirement of no term te
at
in u
1
needs
a
1
a
+
2b
1
a
2
= 0 . (3.67)
If we keep terms to O(p
2
) only, from Eqs. (3.59) and (3.60), we have
a + a
1
= 0 and b
1
= 1 . (3.68)
From the Eqs. (3.67) and (3.68), we obtain
a =
2 . (3.69)
Solving Eq. (3.66) subject to the initial condition u
1
(0) = 0 gives
u
1
=
1
a
+
1
a
3
(1 e
at
) +
1
a
3
(e
2at
e
at
) . (3.70)
Setting p = 1, we have the first-order approximation:
u(t) = u
0
(t) + u
1
(t) =
2
a
1
a
3
(1 e
at
) +
1
a
3
(e
2at
e
at
) , (3.71)
where a =
2. It is easy to prove that the obtained result (3.71) is uniformly valid
on the whole solution domain.
Consider the Thomas–Fermi equation
41,56,82
u
00
(x) = x
1/2
u
3/2
, u(0) = 1 , u() = 0 . (3.72)
The energy (in atomic units) for a neutral atom of atomic number Z is
E =
6
7
4
3π
2/3
Z
7/3
u
0
(0) .
So it is important to determine a highly accurate value for the initial slope of the
potential u
0
(0).
The equation is studied by δ-method.
11
The basic idea of the δ-method is to
replace the right hand side of the Thomas–Fermi equation by one which contains
the parameter δ, i.e.
u
00
(x) = u
1+δ
x
δ
. (3.73)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1164 J.-H. He
The solution is assumed to be expanded in a power series in δ
u = u
0
+ δu
1
+ δ
2
u
2
+ ··· . (3.74)
This, in turn, produces a set of linear equations for u
n
:
u
00
0
u
0
= 0 ,
u
00
1
u
1
= u
0
ln(u
0
/x)
u
00
2
u
2
= u
1
+ u
1
ln(u
0
/x) +
1
2
u
0
ln
2
(u
0
/x)
with associated boundary conditions u
0
(0) = 1, u
0
() = 0 and u
n
(0) = u
n
() = 0
for n > 1.
To solve u
n
for n > 1, we need some unfamiliar functions, so it might meet some
difficulties in promoting this method.
We rewrite the equation in the form
a
u
00
(x) 0 · u = 1 · x
1/2
u
3/2
. (3.75)
Supposing that the solution and the coefficients (0 and 1) can be expressed in the
forms
u = u
0
+ pu
1
+ p
2
u
2
+ ···, (3.76)
0 = β
2
+ pa
1
+ p
2
a
2
+ ···, (3.77)
1 = pb
1
+ p
2
b
2
+ ··· . (3.78)
By simple operation, we have the following equations
u
00
0
(x) β
2
u
0
= 0 , (3.79)
u
00
1
(x) β
2
u
1
= b
1
x
1/2
u
3/2
0
+ a
1
u
0
, (3.80)
with associated boundary conditions u
0
(0) = 1, u
0
() = 0 and u
n
(0) = u
n
() = 0
for n > 1. The first-order approximate solution is
64
u
0
= e
1.19078255x
. (3.81)
The second-order approximate solution is approximately solved as
64
u(x) =
1
1
3
x
e
1.19078255x
. (3.82)
In 1981, Nayfeh
98
studied the free oscillation of a nonlinear oscillation with
quadratic and cubic nonlinearities, and the governing equation reads
u
00
+ u + au
2
+ bu
3
= 0 , (3.83)
where a and b are constants.
a
We can also assume that u
00
(x) + 0 · u = 1 · x
1/2
u
3/2
, then the constant β
2
will be proven to
be negative.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1165
In order to carry out a straightforward expansion for small but finite ampli-
tudes for Eq. (3.83), we need to introduce a small parameter because none appear
explicitly in this equation. To this end, we seek an expansion in the form
98
u = qu
1
+ q
2
u
2
+ q
3
u
3
+ ···, (3.84)
where q is a small dimensionless parameter that is a measure of the amplitude of
oscillation. It can be used as a bookkeeping device and set equal to unity if the am-
plitude is taken to be small. As illustrated in Ref. 98, the straightforward expansion
breaks down due to secular terms. And Nayfeh used the method of renormaliza-
tion to render the straightforward expansion uniform. Unfortunately, the obtained
results are valid only for small amplitudes.
Hagedorn
43
also used an artificial parameter to deal with a mathematical pen-
dulum. For Eq. (3.83), we can assume that
64
u = u
0
+ pu
1
+ p
2
u
2
+ ···, (3.85)
ω
2
0
= ω
2
+ pc
1
+ p
2
c
2
+ ···, (3.86)
a = pa
1
+ p
2
a
2
+ ···, (3.87)
b = p
2
b
1
+ p
3
b
2
+ ···. (3.88)
We only write down the first-order angular frequency, which reads
ω =
v
u
u
t
1 +
3
4
bA
2
+
q
(1 +
3
4
bA
2
)
2
5
3
a
2
A
2
2
. (3.89)
We write down Nayfeh’s result
98
for comparison:
ω = 1 +
3
8
b
5
12
a
2
A
2
, (3.90)
which is obtained under the assumption of small amplitude. Consequently, in this
limit, the present method gives exactly the same results as Nayfeh’s.
98
4. Parametrized Perturbation Method
In Refs. 73 and 71, an expanding parameter is introduced by a linear transforma-
tion:
u = εv + b , (4.1)
where ε is the introduced perturbation parameter, b is a constant.
We reconsider Eq. (3.52). Substituting Eq. (4.1) into Eq. (3.52) results in
(
v
0
+ εv
2
+ 2bv + (b
2
1) = 0 ,
v(0) = b/ε .
(4.2a)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1166 J.-H. He
Setting b = 1 for simplicity, so we have the following equation with an artificial
parameter ε:
(
v
0
+ εv
2
+ 2v = 0 ,
v(0) = 1 .
(4.2b)
Assume that the solution of Eq. (4.2b) can be written in the form
v = v
0
+ εv
1
+ ε
2
v
2
+ ···. (4.3)
Unlike the traditional perturbation methods, we keep
v
0
(0) = v(0) , and
X
i=1
v
i
(0) = 0 . (4.4)
We write the first-order approximate solution of Eq. (4.2b)
v = v
0
+ εv
1
=
1
ε
e
2t
+
1
2ε
(e
4t
e
2t
) . (4.5)
In view of the transformation (4.1), we obtain the approximate solution of the
original Eq. (3.52):
u = εv + 1 = 1 e
2t
+
1
2
(e
4t
e
2t
) . (4.6)
It is interesting to note that in Eq. (4.6) the artificial parameter ε is eliminated
completely. It is obvious that even its first-order approximate solution (4.6) is of
remarkable accuracy.
We now consider the following simple example to take the notation
u
0
+ u u
2
= 0 , u(0) =
1
2
(4.7)
where there exists no small parameter. In order to apply the perturbation tech-
niques, we introduce a parameter ε by the transformation
u = εv (4.8)
so the original Eq. (4.7) becomes
v
0
+ v εv
2
= 0 , v(0) = A (4.9)
where εA = 1/2.
Supposing that the solution of Eq. (4.9) can be expressed in the form
v = v
0
+ εv
1
+ ε
2
v
2
+ ··· (4.10)
and processing in a traditional fashion of perturbation technique, we obtain the
following equations
v
0
0
+ v
0
= 0 , v
0
(0) = A (4.11)
v
0
1
+ v
1
v
2
0
= 0 , v
0
(0) = 0 . (4.12)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1167
Solving Eqs. (4.11) and (4.12), we obtain
v
0
= Ae
t
(4.13)
v
1
= A
2
(e
t
e
2t
) . (4.14)
Using the fact A = 1/(2ε), we obtain the first-order approximate solution of
Eq. (4.9)
v = v
0
+ εv
1
+ O(ε
2
) = Ae
t
+ εA
2
(e
t
e
2t
) + O(ε
2
)
=
1
2ε
e
t
+
1
4ε
(e
t
e
2t
) + O(ε
2
) . (4.15)
In view of the transformation (4.8), we have the approximate solution of the
original Eq. (4.7)
u = εv =
3
4
e
t
1
4
e
2t
(4.16)
which is independent upon the artificial parameter ε, as it ought to be. The exact
solution of Eq. (4.7) reads
u
ex
=
e
t
1 + e
t
= e
t
(1 e
t
+ e
2t
+ ···) . (4.17)
It is obvious that the obtained approximate solution (3.16) is of high accuracy.
Example 1. Now we consider the Duffing equation with 5th order nonlinearity,
which reads
u
00
+ u + αu
5
= 0 u(0) = A , u
0
(0) = 0 (4.18)
where α needs not be small in the present study, i.e. 0 α < .
We let
u = εv (4.19)
in Eq. (4.18) and obtain
v
00
+ 1 · v + αε
4
v
5
= 0 , v(0) = A/ε , v
0
(0) = 0 . (4.20)
Applying the parameter-expanding method (modified Lindstedt–Poincare
method
67
) as illustrated in Sec. 3.1, we suppose that the solution of Eq. (4.20)
and the constant 1, can be expressed in the forms
b
v = v
0
+ ε
4
v
1
+ ε
8
v
2
+ ··· (4.21)
1 = ω
2
+ ε
4
ω
1
+ ε
8
ω
2
+ ··· . (4.22)
b
Note: If we assume that
v = v
0
+ εv
1
+ ε
2
v
2
+ ε
3
v
3
+ ε
v
4
· · · and 1 = ω
2
+ εω
1
+ ε
2
ω
2
+ ε
3
ω
3
+ ε
4
ω
4
· · ·
then it is easy to find that v
1
= v
2
= v
3
= 0 and ω
1
= ω
2
= ω
3
= 0, so that the secular terms will
not occur.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1168 J.-H. He
Substituting Eqs. (4.21) and (4.22) into Eq. (4.20) and equating coefficients of
like powers of ε yields the following equations
v
00
0
+ ω
2
v
0
= 0 , v
0
(0) = A/ε , v
0
0
(0) = 0 (4.23)
v
00
1
+ ω
2
v
1
+ ω
1
v
0
+ αv
5
0
= 0 , v
1
(0) = 0 , v
0
1
(0) = 0 . (4.24)
Solving Eq. (4.23) results in
v
0
=
A
ε
cos ωt . (4.25)
Equation (4.24), therefore, can be re-written down as
v
00
1
+ ω
2
v
1
+
5αA
4
8ε
4
+ ω
1
A
ε
cos ωt +
5αA
5
16ε
5
cos 3ωt +
αA
5
16ε
5
cos 5ωt = 0 . (4.26)
Avoiding the presence of a secular term needs
ω
1
=
5αA
4
8ε
4
(4.27)
Solving Eq. (4.26), we obtain
u
1
=
αA
5
128ε
5
ω
2
(cos ωt cos 3ωt)
αA
5
384ε
5
ω
2
(cos ωt cos 5ωt) . (4.28)
If, for example, its first-order approximation is sufficient, then we have
u = εv = ε(v
0
+ ε
4
v
1
) = A cos ωt
αA
5
128ω
2
(cos ωt cos 3ωt)
αA
5
384ω
2
(cos ωt cos 5ωt) (4.29)
where the angular frequency can be written in the form
ω =
p
1 ε
4
ω
1
=
r
1 +
5
8
αA
4
, (4.30)
which is valid for all α > 0.
Example 2. Consider the motion of a particle on a rotating parabola, which is
governed by the equation (Exercise 4.8 in Ref. 99)
(1 + 4q
2
u
2
)
d
2
u
dt
2
+ α
2
u + 4q
2
u
d
2
u
dt
2
2
= 0 , t (4.31)
with initial conditions u(0) = A, and u
0
(0) = 0.
Herein α and q are known constants, and need not to be small. We let u = εv
in Eq. (4.31) and obtain
(1 + 4ε
2
q
2
v
2
)
d
2
v
dt
2
+ α
2
v + 4q
2
ε
2
v
dv
dt
2
= 0 , v(0) = A/ε , v
0
(0) = 0 . (4.32)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1169
By parameter-expanding method(the modified Lindsted–Poincare method
67
),
we assuming that α
2
and solution of the Eq. (4.32) can be written in the form
α
2
=
2
+ ε
2
ω
1
+ ε
4
ω
2
+ ··· (4.33)
v = v
0
+ ε
2
v
1
+ ε
4
v
2
+ ···. (4.34)
Substituting Eqs. (4.33) and (4.34) into Eq. (4.32), and equating the coefficients
of like powers of ε results in the following equations
v
00
0
+
2
v
0
= 0 , v
0
(0) = A/ε , v
0
0
(0) = 0 (4.35)
v
00
1
+
2
v
1
+ ω
1
v
0
+ 4q
2
(v
2
0
v
00
0
+ v
0
v
02
0
) = 0 , v
1
(0) = 0 , v
0
1
(0) = 0 . (4.36)
Solving Eq. (4.35) yields
v
0
(τ) =
A
ε
cos Ωt . (4.37)
Equation (4.36), therefore, can be re-written down as
v
00
1
+
2
v
1
+
1
ε
cos Ωt +
4q
2
A
3
2
ε
3
(cos
3
t + cos Ωt sin
2
t) = 0 . (4.38)
Using trigonometric identities, Eq. (4.38) becomes
v
00
1
+
2
v
1
+
1
ε
2q
2
A
3
2
ε
3
cos Ωt
2q
2
A
3
2
ε
3
cos 3Ωt = 0 . (4.39)
Eliminating the secular term demands that
ω
1
=
2q
2
A
2
2
ε
2
. (4.40)
Solving Eq. (4.39), we obtain
v
1
=
q
2
A
3
2
4ε
3
(cos Ωt cos 3Ωt) . (4.41)
If, for example, its first-order approximation is sufficient, then we have the first-
order approximate solution of Eq. (4.32)
u = ε(v
0
+ ε
2
v
1
) = A cos ωt +
q
2
A
3
2
4
(cos ωt cos 3ωt) (4.42)
where the angular frequency ω can be solved from Eqs. (4.33) and (4.40)
α
2
=
2
+ ε
2
ω
1
=
2
+ 2q
2
A
2
2
(4.43)
which leads to
=
α
p
1 + 2(qA)
2
. (4.44)
Its period can be approximately expressed as follows
T
app
=
2π
α
p
1 + 2q
2
A
2
. (4.45)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1170 J.-H. He
In case qA is sufficiently small, i.e. 0 < qA 1, it follows that
T
app
=
2π
α
(1 + q
2
A
2
) .
Consequently, in this limit, the present method gives exactly the same results
as the standard Lindstedt–Poincare method.
98
However, in our present study, qA
need not be small, even in case qA , the present results also have high accuracy
lim
|qA|→∞
T
ex
T
app
= lim
|qA|→∞
2
π
R
π/2
0
p
1 + 4q
2
A
2
cos
2
t dt
p
1 + 2q
2
A
2
=
2
2
π
= 0.900 (4.46)
where T
ex
is the exact period, which reads
T
ex
=
2
απ
Z
π/2
0
p
1 + 4q
2
A
2
cos
2
t dt . (4.47)
Therefore, for any values of qA, it can be easily proven that
0
|T
ex
T
app
|
T
app
10% .
Example 3. Consider the equation (Exercise 4.4 in Ref. 99)
(1 + u
2
)u
00
+ u = 0 , u(0) = A , ¬u
0
(0) = 0 . (4.48)
We let u = εv in Eq. (4.48) and obtain
v
00
+ 1 · v + ε
2
v
2
v
00
= 0 , v(0) = A/ε , v
0
(0) = 0 . (4.49)
Supposing that the solution of Eq. (4.49) and ω
2
can be expressed in the form
v = v
0
+ ε
2
v
1
+ ε
4
v
2
+ ··· (4.50)
1 = ω
2
+ ε
2
ω
1
+ ε
4
ω
2
+ ··· . (4.51)
Substituting Eqs. (4.50) and (4.51) into Eq. (4.49) and equating coefficients of
like powers of ε yields the following equations
v
00
0
+ ω
2
v
0
= 0 , v
0
(0) = A/ε , v
0
0
(0) = 0 (4.52)
v
00
1
+ ω
2
v
1
+ ω
1
v
0
+ v
2
0
v
00
0
= 0 , v
1
(0) = 0 , v
0
1
(0) = 0 . (4.53)
Solving Eq. (4.52) results in
v
0
=
A
ε
cos ωt . (4.54)
Equation (4.53), therefore, can be re-written down as
v
00
1
+ ω
2
v
1
+
ω
1
A
ε
cos ωt
ω
2
A
3
ε
3
cos
3
ωt = 0 (4.55)
or
v
00
1
+ ω
2
v
1
+
ω
1
A
ε
3ω
2
A
3
4ε
3
cos ωt
ω
2
A
3
4ε
3
cos 3ωt = 0 . (4.56)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1171
We let
ω
1
=
3ω
2
A
2
4ε
2
(4.57)
in Eq. (4.56) so that the secular term can be eliminated. Solving Eq. (4.56) yields
v
1
=
A
3
32ε
3
(cos ωt cos 3ωt) (4.58)
Thus we obtain the first-order approximate solution of the original Eq. (4.48),
which reads
u = ε(v
0
+ ε
2
v
1
) = A cos ωt +
A
3
32
(cos ωt cos 3ωt) . (4.59)
Substituting Eq. (4.57) into Eq. (4.51) results in
1 = ω
2
+ ε
2
ω
1
= ω
2
+
3ω
2
A
2
4
(4.60)
which leads to
ω =
1
q
1 +
3
4
A
2
. (4.61)
To compare, we write Nayfeh’s result,
98
which can be written in the form
u = ε
1/2
a cos

1
3
8
εa
2
t + θ
(4.62)
where ε is a small dimensionless parameter that is a measure of the amplitude
of oscillation, the constants a and θ can be determined by the initial conditions.
Imposing the initial conditions, Nayfeh’s result can be re-written as
u = A cos
1
3
8
A
2
t . (4.63)
It is also interesting to point out that Nayfeh’s result is only valid only for small
amplitude A, while the present results (4.59) and (4.61) are valid not only for small
amplitude A, but also for very large values of amplitude.
5. Homotopy Perturbation Method
The homotopy perturbation method
44
48,50
52,62,72
provides an alternative ap-
proach to introducing an expanding parameter.
To illustrate its basic ideas of the method, we consider the following nonlinear
differential equation
A(u) f (r) = 0 , r (5.1)
with boundary conditions
B(u, u/∂n) = 0 , r Γ (5.2)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1172 J.-H. He
where A is a general differential operator, B is a boundary operator, f(r) is a known
analytic function, Γ is the boundary of the domain Ω.
The operator A can, generally speaking, be divided into two parts L and N,
where L is linear, while N is nonlinear. Equation (5.1), therefore, can be rewritten
as follows
L(u) + N (u) f(r) = 0 . (5.3)
By the homotopy technique, we construct a homotopy v(r, p) : Ω × [0, 1] R
which satisfies
H(v, p) = (1 p)[L(v) L(u
0
)] + p[A(v) f(r)] = 0 , (5.4a)
or
H(v, p) = L(v) L(u
0
) + pL(u
0
) + p[N(v) f(r)] = 0 , (5.4b)
where p [0, 1] is an embedding parameter, u
0
is an initial approximation of
Eq. (5.1), which satisfies generally the boundary conditions.
Obviously, from Eq. (5.4a) or Eq. (5.4b) we have
H(v, 0) = L(v) L(u
0
) = 0 , (5.5)
and
H(v, 1) = A(v) f (r) = 0 . (5.6)
It is obvious that when p = 0, Eq. (5.4a) or Eq. (5.4b) becomes a linear equation;
when p = 1 it becomes the original nonlinear one. So the changing process of p
from zero to unity is just that of L(v) L(u
0
) = 0 to A(v) f(r) = 0. The
embedding parameter p monotonically increases from zero to unit as the trivial
problem L(v)L(u
0
) = 0 is continuously deformed to the problem A(v)f(r) = 0.
This is a basic idea of homotopy method which is to continuously deform a simple
problem easy to solve into the difficult problem under study.
The basic assumption is that the solution of Eq. (5.4a) or Eq. (5.4b) can be
written as a power series in p:
v = v
0
+ pv
1
+ p
2
v
2
+ ···. (5.7)
Setting p = 1 results in the approximate solution of Eq. (5.1):
u = lim
p1
v = v
0
+ v
1
+ v
2
+ ···. (5.8)
Recently, some rather extraordinary virtues of the homotopy perturbation
method have been exploited. The method has eliminated limitations of the tra-
ditional perturbation methods. On the other hand it can take full advantage of
the traditional perturbation techniques so there has been a considerable deal of
research in applying homotopy technique for solving various strongly nonlinear
equations,
2
4,25,29,37,109,110,120
furthermore the differential operator L does not
need to be linear, see Ref. 29.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1173
Liao
84
87
proposes a kind of approximate solution technique based on the ho-
motopy technique. In Liao’s approach, the solution is expanded into a more gener-
alized Taylor series with a free parameter ~, a careful choice of the parameter ~, as
illustrated in Liao’s publications, leads to fast convergence.
Different from Liao’s method, the homotopy perturbation method uses the
imbedding parameter p as a small parameter, only few iterations (2 or 3) are needed
to search for the needed asymptotic solution, unlike Liao’s method where infinite
series is needed, the suitable choice of the free parameter ~ can guarantee the
convergence of the obtained series. Comparison between homotopy perturbation
method and Liao’s method is systematically discussed in Ref. 51.
5.1. Periodic solution
As an illustrative example, we consider a problem of some importance in plasma
physics concerning an electron beam injected into a plasma tube where the magnetic
field is cylindrical and increases toward the axis in inverse proportion to the radius.
The beam is injected parallel to the axis, but the magnetic field bends the path
toward the axis. The governing equation for the path u(x) of the electrons is
8
u
00
+ u
1
= 0 , (5.9)
with initial conditions u(0) = A, u
0
(0) = 0.
Physical considerations show that this equation has a periodic solution. In order
to look for the periodic solution, we suppose that the frequency of Eq. (5.9) is ω,
and assume that the nonlinear term in Eq. (2.9) can be approximated by a linear
term:
60
u
1
ω
2
u . (5.10)
So we obtain a linearized equation for Eq. (5.9)
u
00
+ ω
2
u = 0 . (5.11)
We re-write Eq. (5.9) in the form
u
00
+ ω
2
u = ω
2
u u
1
. (5.12)
We construct the following homotopy
u
00
+ ω
2
u = p(ω
2
u u
1
) . (5.13)
The embedding parameter p monotonically increases from zero to unit as the trivial
problem, so Eq. (5.11) is continuously deformed to the original problem, Eq. (5.9).
So if we can construct an iteration formula for Eq. (5.13), the series of approxi-
mations comes along the solution path, by incrementing the imbedding parameter
from zero to one; this continuously maps the initial solution into the solution of the
original Eq. (5.9).
Supposing that the solution of Eq. (5.13) can be expressed in a series in p:
u = u
0
+ pu
1
+ p
2
u
2
+ ···. (5.14)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1174 J.-H. He
We, therefore, obtain the following linear equations for u
0
and u
1
:
u
00
0
+ ω
2
u
0
= 0 , u
0
(0) = A , u
0
0
(0) = 0 , (5.15)
u
00
1
+ ω
2
u
1
= ω
2
u
0
u
1
0
, u
1
(0) = 0 , u
0
1
(0) = 0 . (5.16)
The solution of Eq. (5.15) is u
0
(t) = A cos ωt. Substituting u
0
into Eq. (5.16)
results in
u
00
1
+ ω
2
u
1
= A ω
2
cos ωt
1
A cos ωt
. (5.17)
A rule of avoiding secular term in u
1
leads to the condition
Z
π/(2ω)
0
cos ωt
A ω
2
cos ωt
1
A cos ωt
dt = 0 , (5.18)
which leads to the result
ω =
2/A . (5.19)
Applying the variational iteration method as illustrated in Sec. 2.5, we can solve
u
1
from Eq. (5.17) under the initial conditions u
1
(0) = 0 and u
0
1
(0) = 0,
u
1
(t) =
1
ω
Z
t
0
sin ω(s t)
2
cos ωs
1
A cos ωs
ds . (5.20)
So we obtain the first-order approximate solution by setting p = 1, which reads
u = u
0
+ u
1
= A cos ωt +
1
ω
Z
t
0
sin ω(s t)
2
cos ωs
1
A cos ωs
ds . (5.21)
The period of the system can be expressed in the form
T =
2πA = 4.442A . (5.22)
The exact period can be easily computed,
T
ex
= 2
2
Z
A
0
du
s
Z
A
u
1/sds
= 2
2
Z
A
0
du
ln A ln u
. (5.23)
By transformation u = As, Eq. (5.23) leads to
T
ex
= 2
2A
Z
1
0
du
p
ln(1/s)
= 2
2πA = 5.01325A . (5.24)
There exist alternative approaches to the construction of the needed homotopy. We
rewrite Eq. (5.9) in the form
u
00
u
2
+ u = 0 . (5.25)
We construct the following homotopy:
0 · u
00
+ 1 · u + pu
00
u
2
= 0 . (5.26)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1175
Please note that we recover the main term u
00
by multiplying zero. Assuming the
solution, the coefficients of u and u
00
, 1 and 0, respectively, can be expanded, in the
following form
u = u
0
+ pu
1
+ p
2
u
2
+ ··· (5.27)
1 = ω
2
+ pa
1
+ p
2
a
2
+ ··· (5.28)
0 = 1 + pb
1
+ p
2
b
2
+ ··· . (5.29)
Substituting Eqs. (5.27)–(5.29) into Eq. (5.26) results in
(1 + pb
1
+ ···)(u
00
0
+ pu
00
1
+ ····) + (ω
2
+ pa
1
+ ···)(u
0
+ pu
1
+ ····)
+p(u
00
0
+ pu
00
1
+ ····)(u
0
+ pu
1
+ ····)
2
= 0 . (5.30)
Collecting terms of the same power of p, gives
u
00
0
+ ω
2
u
0
= 0 , (5.31)
u
00
1
+ ω
2
u
1
+ b
1
u
00
0
+ a
1
u
0
+ u
00
0
u
2
0
= 0 . (5.32)
The solution of Eq. (5.31) is u
0
(x) = A cos ωx. Substituting u
0
into Eq. (5.32), by
simple manipulation, yields
u
00
1
+ ω
2
u
1
b
1
ω
2
a
1
+
3
4
A
2
ω
2
A cos ωx
1
4
A
3
ω
2
cos 3ωx = 0 . (5.33)
No secular term requires that
b
1
ω
2
a
1
+
3
4
A
2
ω
2
= 0 . (5.34)
If the first-order approximate solution is enough, then from Eqs. (5.28) and (5.29),
we have
1 = ω
2
+ a
1
(5.35)
0 = 1 + b
1
. (5.36)
Solving Eqs. (5.34)–(5.36) simultaneously, we obtain
ω =
2
3
A
1
= 1.1547A
1
. (5.37)
The accuracy 7.8% is remarkable good.
We can also rewrite Eq. (5.9) in the form
1 + u
00
u = 0 . (5.38)
Multiplying both sides of Eq. (5.38) by u
00
, we have
u
00
+ u
002
u = 0 . (5.39)
We construct a homotopy in the form
u
00
+ 0 · u + pu
002
u = 0 . (5.40)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1176 J.-H. He
Similarly, we expand the solution and the coefficient of the middle term, 0, into the
forms
u = u
0
+ pu
1
+ p
2
u
2
+ ··· (5.41)
0 = ω
2
+ pa
1
+ p
2
a
2
+ ··· . (5.42)
As a result, we obtain
u
00
0
+ ω
2
u
0
= 0 , (5.43)
u
00
1
+ ω
2
u
1
+ a
1
u
0
+ u
002
0
u
0
= 0 . (5.44)
The solution of Eq. (5.43) is u
0
(x) = A cos ωx. Substituting u
0
into Eq. (5.44), by
simple manipulation, yields
u
00
1
+ ω
2
u
1
+
a
1
+
3
4
ω
4
A
2
A cos ωx +
1
4
ω
4
A
3
cos 3ωx = 0 . (5.45)
No secular terms in u
1
requires that
a
1
=
3
4
ω
4
A
2
. (5.46)
If we stop at the first-order approximate solution, then Eq. (5.42) becomes
0 = ω
2
3
4
ω
4
A
2
, (5.47)
from which we can obtain the same result as Eq. (5.37).
Now we consider Duffing equation
u
00
+ u + εu
3
= 0 , ε > 0 (5.48)
with initial conditions u(0) = A, and u
0
(0) = 0.
We construct the following homotopy:
u
00
+ ω
2
u + p(εu
3
+ (1 ω
2
)u) = 0 , p [0, 1] . (5.49)
When p = 0, Eq. (5.49) becomes the linearized equation, u
00
+ ω
2
u = 0, when
p = 1, it turns out to be the original one. We assume that the periodic solution to
Eq. (5.49) may be written as a power series in p:
u = u
0
+ pu
1
+ p
2
u
2
+ ···. (5.50)
Substituting Eq. (5.50) into Eq. (5.49), collecting terms of the same power of p,
gives
u
00
0
+ ω
2
u
0
= 0 , u
0
(0) = A , u
0
0
(0) = 0 (5.51)
u
00
1
+ ω
2
u
1
+ εu
3
0
+ (1 ω
2
)u
0
= 0 , u
1
(0) = 0 , u
0
1
(0) = 0 . (5.52)
Equation (5.51) can be solved easily, giving u
0
= A cos ωt. If u
0
is substituted into
Eq. (5.52), and the resulting equation is simplified, we obtain
u
00
1
+ ω
2
u
1
+
1 +
3
4
εA
2
ω
2
A cos ωt +
1
4
εA
3
cos 3ω = 0 . (5.53)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1177
No secular terms in u
1
requires that
ω =
r
1 +
3
4
εA
2
. (5.54)
The accuracy of the expression (5.54), is 7.6% when ε .
Secular terms arise for higher-order approximate solutions so we always stop
before the second iteration. If higher-order approximate solution is required, the
parameter-expanding method (the modified Lindstedt–Poincare method
67
) can be
applied. For example, we can construct the following homotopy
u
00
+ 1 · u + pεu
3
= 0 , (5.55)
and we expand the coefficient of the linear term into a series of p:
1 = ω
2
+
1
+ p
2
ω
2
+ ··· (5.56)
where ω
i
can be identified in view of absence of secular terms in u
i
:
ω
1
=
3
4
εA
2
, ω
2
=
3
128ω
2
ε
2
A
4
. (5.57)
Substituting in Eq. (5.56) and setting p = 1, we have
1 = ω
2
3
4
εA
2
3
128ω
2
ε
2
A
4
, (5.58)
or
ω =
v
u
u
t
1 +
3
4
εA
2
+
q
1 +
3
2
εA
2
+
5
8
ε
2
A
4
2
. (5.59)
The accuracy of Eq. (5.59) reaches 5.9% when ε .
We can also construct a homotopy in the form
(1 p)(v
00
+ ω
2
v u
00
0
ω
2
u
0
) + p(v
00
+ v + εv
3
) = 0 . (5.60)
By simple operation, we have
v
00
0
+ ω
2
v
0
u
00
0
ω
2
u
0
= 0 , (5.61)
v
00
1
+ ω
2
v
1
(v
00
0
+ ω
2
v
0
u
00
0
ω
2
u
0
)(v
00
0
+ v
0
+ εv
3
0
) = 0 . (5.62)
We begin with
v
0
= u
0
= A cos ωt . (5.63)
Substituting Eq. (5.63) into Eq. (5.62), we have
v
00
1
+ ω
2
v
1
+ a
ω
2
+ 1 +
3
4
εA
2
cos ωt +
1
4
εA
3
cos 3ωt = 0 , (5.64)
which is identical to Eq. (5.53).
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1178 J.-H. He
5.2. Bifurcation
In this section, we consider the following Duffing oscillator in space
86
u
00
+ ε(u A
2
u
3
) = 0 , u(0) = u(π) = 0 , u(π/2) = 1 , ε 0 . (5.65)
For any ε 0, the above equation has the trivial solution u(t) = 0. The so-called
bifurcation occurs when a nontrivial solution exists for some of values of ε.
The traditional perturbation method predicts that
86
A = ±2
r
ε 1
3
, ε 1 , (5.66)
which is only valid for small values of ε.
According to the homotopy perturbation, we construct the following simple
homotopy:
u
00
+ εu εpA
2
u
3
= 0 . (5.67)
Assume that the solution can be expressed in the form
u = u
0
+ pu
1
+ p
2
u
2
+ ···. (5.68)
In the parlance of the parameter-expanding method (the modified Lindstedt–
Poincare method
67
), we expand the coefficient of u in the middle term of Eq. (5.67)
in the form
ε = ω
2
+
1
+ p
2
ω
2
+ ···. (5.69)
Substituting Eqs. (5.68) and (5.69) into Eq. (5.67), and equating the terms with
the identical powers of p, we can obtain a series of linear equations and write only
the first two linear equations:
u
00
0
+ ω
2
u
0
= 0 , u
0
(0) = u
0
(π) = 0 , u
0
(π/2) = 1 , (5.70)
u
00
1
+ ω
2
u
1
+ ω
1
u
0
εA
2
u
3
0
= 0 , u
1
(0) = u
1
(π) = 0 , u
1
(π/2) = 0 . (5.71)
The general solution of Eq. (5.70) is
u
0
(t) = a cos ωt + b sin ωt , (5.72)
where a and b are constant. Adjoining to the boundary conditions: u
0
(0) = u
0
(π) =
0, and the additional condition u
0
(π/2) = 1, we have a = 1, b = 0, and ω = 1. So
the solution of u
0
reads
u
0
= sin t . (5.73)
Substituting u
0
into Eq. (5.71), we obtain a differential equation for u
1
,
u
00
1
+ u
1
+ ω
1
sin t εA
2
sin
3
t = 0 . (5.74)
Or
u
00
1
+ u
1
+
ω
1
3
4
εA
2
sin t
1
4
εA
2
sin 3t = 0 . (5.75)
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Some Asymptotic Methods for Strongly Nonlinear Equations 1179
No secular terms in u
1
requires that
ω
1
=
3
4
εA
2
. (5.76)
The solution of Eq. (5.75), considering the boundary conditions u
1
(0) = u
1
(π) = 0,
and the additional condition u
1
(π/2) = 0, is
u
1
=
1
32
εA
2
(sin 3t + sin t) . (5.77)
We, therefore, obtain the first-order approximate solution which reads
u = u
0
+ u
1
= sin t
1
32
εA
2
(sin 3t + sin t) , (5.78)
and
ε = 1 +
3
4
εA
2
. (5.79)
Since ε 0, the above equation has no solution when ε < 1. However, when ε > 1,
Eq. (5.79) has the solution
A = ±
2
3
r
1
1
ε
. (5.80)
Therefore, the so-called simple bifurcation occurs at ε = 1. Our result is the same
with that obtained by Liao.
86
6. Iteration Perturbation Method
In this section, we will illustrate a new perturbation technique coupling with the
iteration method.
68
Consider the following nonlinear oscillation:
u
00
+ u + εf(u, u
0
) = 0 , u(0) = A , u
0
(0) = 0 . (6.1)
We rewrite Eq. (6.1) in the following form:
u
00
+ u + εu · g(u, u
0
) = 0 , (6.2)
where g(u, u
0
) = f/u.
We construct an iteration formula for the above equation:
u
00
n+1
+ u
n+1
+ εu
n+1
g(u
n
, u
0
n
) = 0 , (6.3)
where we denote by u
n
the nth approximate solution. For nonlinear oscillation,
Eq. (6.3) is of Mathieu type. We will use the perturbation method to find approxi-
mately u
n+1
. The technique is called iteration perturbation method.
68,71
Consider Eq. (3.27), and assume that initial approximate solution can be ex-
pressed as u
0
= A cos ωt, where ω is the angular frequency of the oscillation, we
rewrite Eq. (3.27) approximately as follows
d
2
u
dt
2
+ εA
2
u cos
2
ωt = 0 , (6.4a)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1180 J.-H. He
or
d
2
u
dt
2
+
1
2
εA
2
u +
1
2
εA
2
u cos 2ωt = 0 , (6.4b)
which is Mathieu type. Suppose that
u = u
0
+ εu
1
+ ε
2
u
2
+ ··· , (6.5)
1
2
εA
2
= ω
2
+ εc
1
+ ε
2
c
2
+ ··· (6.6)
and substituting Eqs. (6.5) and (6.6) into Eq. (6.4b), and equating the coefficients
of the same power of ε, we have the following two differential equations for u
1
and
u
2
:
u
00
1
+ ω
2
u
1
+ c
1
u
0
+
1
2
A
2
cos 2ωtu
0
= 0 , u
1
(0) = 0 , u
0
1
(0) = 0 , (6.7)
u
00
2
+ ω
2
u
2
+ c
2
u
0
+ c
1
u
1
+
1
2
A
2
cos 2ωtu
1
= 0 , u
2
(0) = 0 , u
0
2
(0) = 0 , (6.8)
where u
0
= A cos ωt. Substituting u
0
into Eq. (6.7), the differential equation for
u
1
becomes
u
00
1
+ ω
2
u
1
+ A
c
1
+
1
4
A
2
cos ωt +
1
4
A
3
cos 3ωt = 0 . (6.9)
The requirement of no secular term requires that
c
1
=
1
4
A
2
. (6.10)
Solving Eq. (6.9), subject to the initial conditions u
1
(0) = 0 and u
0
1
(0) = 0, yields
the result:
u
1
=
1
32ω
2
A
3
(cos 3ωt cos ωt) . (6.11)
We, therefore, obtain its first-order approximate solution, which reads
u = A cos ωt +
εA
3
32ω
2
(cos 3ωt cos ωt) = A cos ωt +
A
24
(cos 3ωt cos ωt) ,(6.12)
where the angular frequency is determined from the relations (6.6) and (6.10), which
reads
ω =
3
2
ε
1/2
A . (6.13)
To obtain the second-order approximate solution, we substitute u
0
and u
1
into
Eq. (6.8), in the parlance of no secular, we find
c
2
=
c
1
A
2
32ω
2
=
A
4
128ω
2
. (6.14)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1181
Substituting the determined c
1
and c
2
into Eq. (6.6), we have
1
2
εA
2
= ω
2
1
4
εA
2
ε
2
A
4
128ω
2
, (6.15)
which leads to the result:
ω = 0.8174ε
1/2
A . (6.16)
However, the second-order period T = 7.6867ε
1/2
A
1
is not more accurate than
the first-order one, because Eq. (6.4b) is an approximate one, the obtained result
(6.16) is the approximate angular frequency of Eq. (6.4b), not that of the original
one. So we need not search for higher-order approximations. To obtain approximate
solutions with higher accuracy, we replace zeroth-order approximate solution by the
following
u
0
= A cos ωt +
A
24
(cos 3ωt cos ωt) . (6.17)
So the original Eq. (3.27) can be approximated by the linear equation
d
2
u
dt
2
+ ε
A cos ωt +
A
24
(cos 3ωt cos ωt)
2
u = 0 . (6.18)
By the same manipulation, we can identify the angular frequency ω = 0.8475ε
1/2
A,
and obtain the approximate period T = 7.413ε
1/2
A
1
. The relative error is about
0.05%.
Now we re-consider Eq. (5.9) in a more general form:
d
2
u
dt
2
+
c
u
= 0 . (6.19)
We approximate the above equation by
d
2
u
dt
2
+
c
A
2
cos
2
ωt
u = 0 , (6.20)
or
u
00
+
2c
A
2
u + u
00
cos 2ωt = 0 . (6.21)
We introduce an artificial parameter in Eq. (6.21)
u
00
+
2c
A
2
u + εu
00
cos 2ωt = 0 . (6.22)
And suppose that
2c
A
2
= ω
2
+ εc
1
+ ε
2
c
2
+ ···, (6.23)
u = u
0
+ εu
1
+ ε
2
u
2
+ ···, (6.24)
we obtain the differential equation for u
1
:
u
00
1
+ ω
2
u
1
+ c
1
u
0
+ u
00
0
cos 2ωt = 0 , (6.25)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1182 J.-H. He
or
u
00
1
+ ω
2
u
1
= Ac
1
cos ωt +
2
cos ωt cos 2ωt
=
Ac
1
+
2
2
cos ωt +
2
2
cos 3ωt . (6.26)
The requirement of no secular term needs
c
1
=
ω
2
2
. (6.27)
So we identify the angular frequency as follows
ω =
r
4c
3A
2
. (6.28)
The approximate period can be written as
T =
3πA
c
1/2
=
5.44A
c
1/2
. (6.29)
Acton and Squire,
8
using the method of weighted residuals, obtained the following
result:
T =
16A
3c
1/2
=
5.33A
c
1/2
. (6.30)
Now we consider two-dimensional viscous laminar flow over an finite flat-plain gov-
erned by a nonlinear ordinary differential equation:
61,86,87
f
000
+
1
2
ff
00
= 0 , x [0, +] , (6.31)
with boundary conditions f(0) = f
0
(0) = 0, and f
0
(+) = 1.
The prime in Eq. (6.31) denotes the derivatives with respect to x which is defined
as
x = Y
r
U
νX
,
and f(x) is relative to the stream function Ψ by
f(x) =
Ψ
νUX
.
Here, U is the velocity at infinity, ν is the kinematic viscosity coefficient, X and
Y are the two independent coordinates.
In order to obtain a perturbation solution of Blasius equation, we introduce an
artificial parameter ε in Eq. (6.31)
f
000
+
1
2
εff
00
= 0 . (6.32)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1183
Processing in a traditional way of perturbation technique, and supposing that
f
00
(0) = σ, we obtain a solution of Eq. (6.32) in the form of a power series
87
f(x) =
+
X
k=0
1
2
k
A
k
σ
k+1
(3k + 2)!
x
3k+2
where
A
k
=
1 (k = 0 and k = 1)
k1
P
r=0
3k 1
3r
!
A
r
A
kr1
(k 2)
which is valid only for small x.
Now we begin with the initial approximate solution
f
0
(x) = x
1
b
(1 e
bx
) , (6.33)
where b is an unknown constant.
Equation (6.31) can be approximated by the following equation:
f
000
+
1
2
x
1
b
(1 e
bx
)
f
00
= 0 , (6.34)
We rewrite Eq. (6.34) in the form
f
000
+ bf
00
+
1
2
x
1
b
(1 e
bx
) 2b
f
00
= 0 , (6.35)
and embed an artificial parameter ε in Eq. (6.35):
f
000
+ bf
00
+
1
2
ε
x
1
b
(1 e
bx
) 2b
f
00
= 0 . (6.36)
Suppose that the solution of Eq. (6.36) can be expressed as
f = f
0
+ εf
1
+ ···, (6.37)
we have the following linear equations:
f
000
0
+ bf
00
0
= 0 , f
0
(0) = f
0
0
(0) = 0 , and f
0
0
(+) = 1 , (6.38)
f
000
1
+ bf
00
1
+
1
2
x +
1
b
e
bx
2b
1
b
f
00
0
= 0 ,
f
1
(0) = f
0
1
(0) = 0 , and f
0
1
(+) = 0 .
(6.39)
The solution of Eq. (6.38) is f
0
(x) = x (1 e
bx
)/b, substituting it into
Eq. (6.39) results in
f
000
1
+ bf
00
1
=
1
2
(bx + e
bx
2b
2
1)e
bx
. (6.40)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1184 J.-H. He
The constant b can be identified by the following expression:
Z
+
0
e
bx
(bx + e
bx
2b
2
1)e
bx
dx = 0 . (6.41)
So we have
1
4b
Γ(2) +
1
3b
1 + 2b
2
2b
= 0 , (6.42)
which leads to the result:
b = 1/
12 = 0.28867 . (6.43)
The exact solution of Eq. (6.40) is not required, the expression (6.41) requires no
terms of xe
βx
(n = 1, 2, 3, . . .) in f
1
. So we can assume that the approximate
solution of Eq. (6.40) can be expressed as
f
1
(t) = Ae
bx
+
1
8
e
2bx
+ B , (6.44)
where the constants A and B can be identified from the initial conditions f
1
(0) =
f
0
1
(0) = 0, i.e. A = 1/4 and B = 1/8.
By setting p = 1, we obtain the first-order approximate solution, i.e.
f
00
(x) = f
00
0
(x) + f
00
1
(x) , (6.45)
where f
1
and f
2
are defined by Eqs. (6.33) and (6.44) respectively.
A highly accurate numerical solution of Blasius equation has been provided by
Howarth,
78
who gives the initial slop f
00
ex
(0) = 0.332057. Comparing the approxi-
mate initial slop:
f
00
(0) = f
00
0
(0) + f
00
1
(0) = 0.3095
we find that the relative error is 6.8%.
We can improve the accuracy of approximate solution to a high-order by the
iteration technique. Now we use Eq. (6.45) as the initial approximate solution of
Eq. (6.31):
˜
f
0
(x) = x
1
b
(1 e
bx
)
1
4
e
bx
+
1
8
e
2bx
+
1
8
, (6.46)
where b is undermined constant.
By parallel operation, the constant b can be identified by the following relation:
Z
0
e
bx
bx + e
bx
2b
2
1
1
4
e
bx
+
1
8
e
2bx
+
1
8
e
bx
dx = 0 (6.47)
which leads to the result
b = 0.3062 . (6.48)
It is obvious that
˜
f
00
0
(0) = b + 0.25b
2
= 0.3296 reach a very high accuracy, and the
0.73% accuracy is remarkable good.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1185
7. Ancient Chinese Methods
China is one of the four countries with an ancient civilization. The ancient Chinese
mathematicians had made greatest contributions to the development of human cul-
ture, however, essentially nothing of a primary nature has come down to West con-
cerning ancient Chinese mathematics, little has been discussed on ancient Chinese
mathematics in some of the most famous monographs on history of mathematics.
So the present author feels strongly necessary to give a basic introduction to the
great classics of ancient Chinese mathematics for our Western colleagues, who are
unfamiliar with the Chinese language. This section concerns briefly some famous
ancient Chinese algorithms, which might find wide applications in modern science.
Jiu Zhang Suan Shu, Nine Chapters on the Art of Mathematics, comprises nine
chapters and hence its title is the oldest and most influential work in the history
of Chinese mathematics. It is a collection of 246 problems on agriculture, business
procedure, engineering, surveying, solution of equations, and properties of right tri-
angles. Rules of solution are given systematically, but there exists no proofs in Greek
sense. As it was pointed by Dauben
34
that the Nine Chapters can be regarded as a
Chinese counterpart to Euclid’s Elements, which dominated Western mathematics
in the same the Nine Chapters came to be regarded as the seminal work of ancient
Chinese mathematics for nearly two millennia. Great classics, when revisited in the
light of new developments, may reveal hidden pearls, as is the case with ancient
Chinese method and He Chengtian’s inequality, which will be discussed below.
7.1. Chinese method
53
The Chinese algorithm is called the Ying Buzu Shu in Chinese, which was proposed
in about 2nd century BC, known as the rule of double false position in West after
1202 AD. Chapter 7 of the Nine Chapters is the Ying Buzu Shu (lit. Method of
Surplus and Deficiency; too much, too less), an ancient Chinese algorithm, which is
the oldest method for approximating real roots of a nonlinear equation. To illustrate
the basic idea of the method, we consider the 15th example in this chapter, which
reads:
The weight of a jade with a cubic chun is 7 liang, while the weight of a stone
with a cubic chun is 6 liang. There is a cubic bowlder with a length of 3 chun, and
a mass of 11 jin (1 jin = 16 liang). What is mass of the jade and the stone in the
bowlder?
Answer: the volume of the jade in the bowlder is 14 cubic chun, the mass is
6 jin and 2 liang; the volume of the stone is 13 cubic chun, the mass is 4 jin and
14 liang.
The solution procedure: Assume that the bowlder is made of jade only, then
the mass is overestimated by 13 liang. If we assume that bowlder is made of stone
only, the mass is underestimated by 14 liang. According to the Ying Buzu Shu, the
mass of jade can be determined.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1186 J.-H. He
In the language of modern mathematics, let x and y be the volumes of the jade
and stone, respectively, then we have
x + y = 3
3
= 27
and
7x + 6y = 11 ×16 = 176 .
We write R(x, y) = 7x+6y 198, and let x
1
= 27, y
1
= 0 (assume that the bowlder
is made of jade only), we have R
1
(27, 0) = 13; if let x
2
= 0, y
2
= 27 (assume that
bowlder is made of stone only), then we obtain R
2
(0, 27) = 14. According the
ancient Chinese method, we can calculate the value of x in the form
x =
x
2
R
1
x
1
R
2
R
1
R
2
=
27 × 14
13 + 14
= 14 .
The ancient Chinese method can also be powerfully applied to nonlinear prob-
lems. We consider the last example of Chapter 7. It reads:
There is a wall with a thickness of 5 chi. Two mice excavate a hole in the wall
from both sides. The big mouse burrows 1 chi in first day, and doubles its headway
everyday afterwards; while the small one burrows 1 chi in first day also, but halves
its headway everyday afterwards. When the hole can be completed? What is the
length for each mouse?
Answer: 2 and 2/17 days. The big mouse penetrates totally 3 and 12/17 chi,
while the small one 1 and 5/17 chi.
The solution procedure: Assume that it needs two days, then 5 chun (1 chun
= 0.1 chi) is left. If we assume that it needs three days, then 3 chi and 0.75 chun
is redundant. According to the Ying Buzu Shu, the days needed for excavation can
be determined.
30.75 ×2 + 5 × 3
5 + 30.75
2
2
17
.
Consider an algebraic equation,
f(x) = 0 . (7.1)
Let x
1
and x
2
be the approximate solutions of the equation, which lead to the
remainders f (x
1
) and f(x
2
) respectively, the ancient Chinese algorithm leads to
the result
x =
x
2
f(x
1
) x
1
f(x
2
)
f(x
1
) f(x
2
)
. (7.2)
Now we rewrite Eq. (7.2) in the form
x
3
=
x
2
f(x
1
) x
1
f(x
2
)
f(x
1
) f(x
2
)
= x
1
f(x
1
)(x
1
x
2
)
f(x
1
) f (x
2
)
. (7.3)
If we introduce the derivative f
0
(x
1
) defined as
f
0
(x
1
) =
f(x
1
) f (x
2
)
x
1
x
2
, (7.4)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1187
then we have
x = x
1
f(x
1
)
f
0
(x
1
)
, (7.5)
which is the well-known Newton iteration formulation proposed by Newton (1642–
1727). Chinese mathematicians had used the theory for more than one millennium.
The Chinese algorithm seems to have some advantages over the well-known Newton
iteration formula if the two points (x
1
and x
2
) locate two sides of the exact root,
i.e. f(x
1
) · f(x
2
) < 0. Consider an example
f(x) = sin x . (7.6)
We begin with x
1
= 0.1 and x
2
= 4.7. It is obvious that f
1
= 0.1 > 0 and
f
2
= 1.0 < 0, so there is a root locating x (x
1
, x
2
). By Eq. (7.2), we have
x
3
=
x
2
f(x
1
) x
1
f(x
2
)
f(x
1
) f (x
2
)
= 1.43 .
Calculating f (x
3
) results in f
3
= 0.99 > 0, so the root locates at x (x
2
, x
3
). Using
Eq. (7.2), we have
x
4
=
x
2
f(x
3
) x
3
f(x
2
)
f(x
3
) f (x
2
)
= 3.06 .
We see the procedure converges very fast to the exact root, the accuracy reaches
2.5% by only two iterations even for very poor initial prediction.
Consider the Duffing equation
u
00
+ u + εu
3
= 0 , u(0) = A , u
0
(0) = 0 . (7.7)
We use the trial functions u
1
(t) = A cos t and u
2
= A cos ωt, which are, respec-
tively, the solutions of the following linear equations
u
00
+ ω
2
1
u = 0 , ω
2
1
= 1 , (7.8)
and
u
00
+ ω
2
2
u = 0 , ω
2
2
= ω
2
. (7.9)
The residuals are
R
1
(t) = εA
3
cos
3
t , (7.10)
R
2
(t) = A(1 ω
2
) cos ωt + εA
3
cos
3
ωt . (7.11)
By the Chinese method, we have
ω
2
=
ω
2
1
R
2
(0) ω
2
2
R
1
(0)
R
2
(0) R
1
(0)
=
1 ω
2
+ εA
2
ω
2
εA
2
1 ω
2
= 1 + εA
2
, (7.12)
i.e.,
ω =
p
1 + εA
2
. (7.13)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1188 J.-H. He
The approximate period reads
T =
2π
1 + εA
2
. (7.14)
Table 1 illustrates the comparison between the approximate period with the exact
one when εA
2
< 1.
The obtained solution obtained by the Chinese method is valid for the whole
solution domain, even in the case εA
2
, the accuracy reaches 7.6%.
7.2. He Chengtian’s method
54
In a history book, it writes
80
He Chengtian uses 26/49 as the strong, and 9/17 as the weak. Among the strong
and the weak, Chengtian tries to find a more accurate denominator of the fractional
day of the Moon. Chengtian obtains 752 as the denominator by using 15 and 1 as
weighting factors, respectively, for the strong and the weak. No other calendar can
reach such a high accuracy after Chengtian, who uses heuristically the strong and
weak weighting factors.
The above statement is generally called Tiao Ri Fa (Lit. Method for Modifica-
tion of Denominator). Here, we call it as He Chengtian’s interpolation or He Cheng-
tian’s method. There exists many other famous interpolations in ancient Chinese
mathematics.
In modern mathematical view, we illustrate the statement as follows:
According to the observation data, He Chengtian finds that
29
26
49
days > 1 Moon > 29
9
17
days .
Using the weighting factors (15 and 1), He Chengtian obtains
the fractional day =
26 × 15 + 9 × 1
49 × 15 + 17 × 1
=
399
752
,
so
1 Moon = 29
399
752
days .
The error is about 0.1 second, it is the most accurate in He Chengtian’s time.
He Chengtian establishes Yuan-Jia Calendar, which is the most famous lunar cal-
endar in ancient China. The calendar was lunar with intercalary months to keep in
approximate synchronization with the seasons.
Table 1. Comparison of approximate period with the exact one.
εA
2
0 0.042 0.087 0.136 0.190 0.25
T
ex
6.283 6.187 6.088 5.986 5.879 5.767
T (Eq. 7.14) 6.283 6.155 6.026 5.895 5.760 5.620
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1189
He Chengtian uses 26/49 as the strong weighing factor because it is much more
accurate than that of the weak weighing factor, 9/17. The observation shows that
the accuracy of the former is about 0.005%, while the accuracy for the latter is
about 0.22%. So the weighting factor for 26/49 is much larger than that for 9/17.
He Chengtian actually uses the following inequality:
If
a
b
< x <
d
c
, (7.15)
where a, b, c and d are real numbers, then
a
b
<
ma + nd
mb + nc
<
d
c
, (7.16)
and x is approximated by
x(m, n) =
ma + nd
mb + nc
, (7.17)
where m and n are weighting factors. We call x(1, 1) = (a + d)/(b + c) the He
Chengtian’s average of a/b and d/c.
Generally speaking m and n can be freely chosen, and the accuracy of the
obtained result is better than a/b or d/c. For example, if we choose m = 100 and
n = 1, then the improved fractional day can be calculated as
the fractional day =
26 × 100 + 9 × 1
49 × 100 + 17 × 1
=
2609
4917
.
The accuracy is about 0.0043%, and is improved compared with that of 26/49.
Equation (7.16) can be rewritten equivalently in the form
x =
ma + nd
mb + nc
=
ka + d
kb + c
, (7.18)
where k = m/n.
It is obvious that
lim
k0
x =
d
c
, (7.19)
and
lim
k→∞
x =
a
b
. (7.20)
The changing process of k from zero to infinite is just that of x from d/c to a/b.
There must exist a certain value of k, while the corresponding value of x locates at
its exact solution.
There exists no general rule of choosing the value of k. It should be larger than 1
when a/b is more accurate than a/b. The more accurates a/b is, the larger value of
k. If the accuracy of a/b is lower than that of d/c, the value of k should be smaller
than 1. The less accurate a/b is, the smaller value of k.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1190 J.-H. He
In He Chengtian’s time, ancient Chinese mathematicians knew that 157/50 <
π < 22/7 (π = 3.14 was suggested by Liu Hui (263), and π = 22/7 was obtained
by Zu Chongzhi and/or his son Zu Geng.)
Using the weighting factors 1 and 9
c
, we have
π =
157 + 9 × 22
50 + 9 × 7
=
355
113
= 3.1415929 .
So we obtain
355
113
< π <
22
7
,
which was obtained by Zu Chongzhi (430–501).
Example 1. Consider the complete elliptic integral of the first kind
Z
π/2
0
p
1 k sin
2
x dx .
It is obvious that
π
2
<
Z
π/2
0
p
1 k sin
2
x dx <
π
2
1 k . (7.21)
By He Chengtian’s method, we have
Z
π/2
0
p
1 k sin
2
x dx =
π
2(p + q)
(p + q
1 k)
=
π
2(1 + ξ)
(1 + ξ
1 k) , (7.22)
where p and q are weighting factors, ξ = q/p.
In the case k = 0, we have ξ = 0, and when k = 1, it follows ξ =
π2
2
, so we
can approximately determine ξ in the form:
ξ =
π 2
2
k . (7.23)
We, therefore, have
Z
π/2
0
p
1 k sin
2
x dx =
π
2 + (π 2)k
1 +
π 2
2
k
1 k
. (7.24)
Example 2. Consider the equation
(1 + u
2
)u
00
+ u = 0 , u(0) = A , u
0
(0) = 0 . (7.25)
We rewrite Eq. (7.25) in the form
u
00
=
1
1 + u
2
u . (7.26)
c
22/7 is more accurate than 157/50, so the value of weight factor for the former is bigger than
that of the latter.
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1191
If we choose the trial-function in the form u = A cos ωt, where ω is the frequency,
then the maximal and minimal values of 1/(1 + u
2
) are, respectively, 1 and 1/(1 +
A
2
). So we immediately obtain
1
1
< ω
2
<
1
1 + A
2
. (7.27)
According to He Chengtian’s interpolation, we set
ω
2
=
m + n
m + n(1 + A
2
)
=
1
1 + kA
2
, (7.28)
where m and n are weighting factors, k = n/(m + n).
So the frequency can be approximated as
ω =
1
1 + kA
2
. (7.29)
To compare, we write Nayfeh’s result,
98
which can be written in the form
u = A cos
1
3
8
A
2
t , (7.30)
which is valid only for small amplitude A. To match Nayfeh’s result, we set k = 3/4
in Eq. (7.29), yielding the result
ω =
1
q
1 +
3
4
A
2
. (7.31)
The accuracy reaches 8.5% even when A , which is remarkably good.
Example 3. Consider Duffing equation, which reads
u
00
+ u + εu
3
= 0 , u(0) = A , u
0
(0) = 0 (7.32)
where ε needs not be small in the present study, i.e. 0 ε < .
We rewrite Eq. (7.32) in the form
u
00
= (1 + εu
2
)u , (7.33)
which has a similar form of u
00
= ω
2
u. Assume that period solution of Eq. (7.32)
can be written in the form
u = A cos ωt , (7.34)
where ω is the frequency.
Observe that the square of frequency, ω
2
, is never less than that in the solution
ϕ
1
(t) = A cos t (7.35)
of the following oscillation
u
00
= (1 + εu
2
min
)u = u . (7.36)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
1192 J.-H. He
In addition, ω
2
never exceed the square of frequency of the solution
ϕ
2
(t) = A cos
p
1 + εA
2
t (7.37)
of the following oscillation
u
00
= (1 + εu
2
max
)u = (1 + εA
2
)u . (7.38)
Hence, it follows that
r
1
1
< ω <
r
1 + εA
2
1
. (7.39)
According to He Chengtian’s interpolation, we have
ω =
r
m + n(1 + εA
2
)
m + n
=
p
1 + kεA
2
(7.40)
where k = n/(m + n).
In the case ε 1, the perturbation technique gives
ω
pert
= 1 +
3
8
εA
2
. (7.41)
Matching Eq. (7.40) with Eq. (7.41) when ε 1, we obtain k = 3/4. So the
frequency can is obtained as follows
ω =
r
1 +
3
4
εA
2
. (7.42)
Example 4. Consider the motion of a particle on a rotating parabola, which is
governed by the equation
(1 + 4q
2
u
2
)u
00
+ ε
2
u + 4q
2
uu
02
= 0 , (7.43)
with initial conditions u(0) = A, and u
0
(0) = 0.
We rewrite Eq. (7.43) in the form
u
00
= f(u)u , (7.44)
where
f(u) =
ε
2
+ 4q
2
u
02
1 + 4q
2
u
2
. (7.45)
We begin with the trial function u(t) = A cos ωt, then we have
f(u) =
ε
2
+ 4q
2
ω
2
A
2
sin
2
ωt
1 + 4q
2
A
2
cos
2
ωt
. (7.46)
The maximum and minimum of f(u) are
f
max
(u) =
ε
2
1 + 4q
2
A
2
, (7.47)
f
min
(u) = ε
2
, (7.48)
April 13, 2006 10:4 WSPC/140-IJMPB 03379
Some Asymptotic Methods for Strongly Nonlinear Equations 1193
respectively. So we have the following inequality
r
ε
2
1
< ω <
s
ε
2
1 + 4q
2
A
2
. (7.49)
By He Chengtian’s method, we have
ω =
s
(m + n)ε
2
m + n(1 + 4q
2
A
2
)
=
s
ε
2
1 + 4kq
2
A
2
. (7.50)
The perturbation solution of Eq. (7.43) when ε 1 reads
ω
pert
=
ε
1 + 2q
2
A
2
. (7.51)
Comparison of Eq. (7.50) and (7.51) leads to the result: k = 1/2, so we obtain
ω =
ε
p
1 + 2(qA)
2
. (7.52)
The accuracy reaches 10% even when qA .
8. Conclusions
We have reviewed a few new asymptotic techniques with numerous examples. All
reviewed methods can be applied to various kinds of nonlinear problems, and the
examples studied in the present review article can be used as paradigms for real-
life physics problems. For the nonlinear oscillators, all the reviewed methods yield
high accurate approximate periods, but the accuracy of the amplitudes cannot be
ameliorated by iteration, the discussion of the problem is available in Journal of
Sound and Vibration, Vol. 282, pages 1317–1320 (2005).
Acknowledgment
This work is supported by the Program for New Century Excellent Talents in
University of P.R. China and the William M.W. Wong Engineering Research Fund.
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... These constants can be set to zero for simplicity's sake. We build the following trial-functional using He's semi-inverse approach [33][34][35]: ...
... As per the He's semi-inverse technique mentioned in [33][34][35], from Eq. (3.2), the following variational formulation is constructed as: ...
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