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On solving system of differential-algebraic equations using adomian decomposition method

[version 2; peer review: 2 approved]
PUBLISHED 29 Jan 2024
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Abstract

Background

In this paper, we focus on an efficient and easy method for solving the given system of differential-algebraic equations (DAEs) of second order.

Methods

The approximate solutions are computed rapidly and efficiently with the help of a semi-analytical method known as Adomian decomposition method (ADM). The logic of this method is simple and straightforward to understand.

Results

To demonstrate the proposed method, we presented several examples and the computations are compared with the exact solutions to show the efficient. One can employ this logic to different mathematical software tools such as Maple, SCILab, Mathematica, NCAlgebra, Matlab etc. for the problems in real life applications.

Conclusions

In this paper, we offered a method for solving the given system of secondorder nonlinear DAEs with aid of the ADM. We shown that the proposed method is simple and efficient, also one can obtain the approximate solutions quickly using this method. A couple of examples are discussed for illustrating this method and graphical and mathematical assessments are discussed with the analytical solutions of the given problems.

Keywords

Differential-algebraic equations, Adomian decomposition method, Approximate solutions.

Revised Amendments from Version 1

Minor changes were made to the text and conclusion section.

See the authors' detailed response to the review by Mohammad Faisal Khan
See the authors' detailed response to the review by Arun Prasath GM

Introduction

The applications of system of differential-algebraic equations (DAEs) occur in many branches of engineering, scientific and real life applications. For example, these equations arise in circuit analysis, electrical networks, computer aided design (CAD), optimal control, real-time simulation of mechanical (multi-body) systems, incompressible fluids dynamics, power system and chemical process simulations. DAEs are a combination of algebraic equations and differential operations, and many mathematical models in different fields are expressed in terms of DAEs. The system of DAEs is a combination of algebraic and differential equations. In the recent years, several algorithms or methods are introduced by various researchers, engineers and scientists to solve the linear/nonlinear system of DAEs and many of them are focused on the numerical solution.7,13,14 In the literature, there are many numerical methods available and these are developed using various existing classical methods. For example, in the literature, there are numerical methods with help of Padé approximation method,4,5 there are methods created using implicit Runge-Kutta methods,36 also there are methods developed using back difference formula (BDF)3,13,35 and etc. Many existing methods are working for low indexed problems or functions. However, using these methods, many real life applications can be solved. There are many other algorithms or methods for solving DAEs and also for differential equations available in the literature.2034 In this paper, we propose a general numerical method to solve the second-order system of DAEs using Adomian decomposition method (ADM). There are some general approaches methods available in the literature,18,19,37,38 and these are developed for solving the first order DAEs.

The main aim of this manuscript is to develop a method that gives us quick approximate solutions of a given system of second order DAEs. In order to develop the proposed method, we use a powerful technique, namely ADM, to get the solution of DAEs system. Since 1980, the ADM has been used widely to solve the nonlinear or linear problems in various fields. For example, recently, ADM is widely used as a straightforward powerful tool for solving a large class of nonlinear equations1,2,812,15 such as functional equations, integro-differential equations (IDEs), partial differential equations (PDEs), algebraic equations, differential equations (DEs), differential-delay equations and different kind of equations arise in chemical reactions, physics and biology. We use the ADM to obtain a rapid approximation solution of a given DAEs systems.

This paper is planned as follows: in the next section we recall the ADM to solve the ODEs. The method proposed in this paper for DAEs systems is presented in the following section. Then a number of numerical examples are presented to illustrate the method, followed by concluding remarks.

Adomian Decomposition Method: An Overview

In this section, we recall ADM briefly to solve ODEs. More details about the ADM can be found in.2,9,15,17 Consider the nonlinear DE of the following type

(1)
Ly+Ry+Ny=f,
where L is an non-singular linear operator with the largest-order derivative in the DE, the operator R is the combination of the rest of derivatives in the DE, f is an analytical forcing function and Ny is the nonlinear term.

We can solve (1) for y by applying the inverse operator L1. Indeed, we have the following solution by solving (1) for Ly and then apply the inverse operator L1 on to both sides,

(2)
L1Ly=L1fL1RyL1Nyor
(3)
y=g+L1fL1RyL1Ny,
where g is depending on the degree of differential operator and initial conditions. In particular, if Ly=y=dydx and the initial condition y0=c0, then L1=0xdx and L1Ly=yc0. In this case g=c0. If Ly=y=d2ydx2 and the initial condition y0=c0 and y0=c1, then L1=0x0xdxdx and L1Ly=yc0c1x0. In this case g=c0+c1x.

To apply the ADM to (3), let y be the solution of (1), and it can be expressed in the form of infinite series as follows,

(4)
y=n=0yn,
where the required components of solution yn, n=0,1,2, can be computed using the ADM. The term Ny can be expressed in terms of the Adomian polynomials Nn, see for examples,1012,36 as
(5)
Ny=n=0Nny0y1yn.

Now, choose y0 as

(6)
y0=g+L1f,
and rewrite the equation (3) using the equations (4) and (5), we obtain
(7)
n=0yn=y0L1Rn=0ynL1n=0Nn.

On comparing the general terms of (7), we obtain the following equation for the ADM

(8)
yn=L1Run1L1Nn1,n1.

We have y0 from (6), and using (8) we can generate the components yn for an approximate solution. Further, we can obtain the exact solution of (1) if the series (4) converges. The K-order approximation solution is obtained as

(9)
yt=n=0Kyn.

The next section presents a method for DAEs systems using the ADM.

Proposed Method using ADM

Consider a system of second-order DEs as follows

(10)
y1=f1,y2=f2,yn=fn,
where yi is the second order derivative of yi respected to the independent variable x, and f1,f2,,fn are n unknown functions.

We can rewrite the system (10), as follows:

(11)
Lyi=fi,i=1,2,,n,
where L=D2=d2dx2 is the differential operator, and its inverse operator D1=I=0xdx. Hence L1=I2 is the secon-order inverse operator. Now we define the integral or inverse operator for the anti-derivative as follows
Ifx=0xfξ,
and we have DIf=f, that is DI=1. The higher-order of integral operator In is defined in the simple way, and each Inf must be continuous. In particular,
I2fx=0x0x1fξdx1.

From replacement lemma,16 we have the following equation. The replacement lemma helps us to convert the double integral into a single integral as given below,

(12)
I2fx=x0xfξ0xξfξ.

Thus, (12) can be expressed in terms of integral operator I as follows

I2fx=xIfIxf,
and in operator notation, we have I2=xIIx. One can easily verify that D2I2=1 and also D2xIIx=1. We call xIIx, the normal form of the integral operator I2.

Using the inverse operator on (11), we get

(13)
yi=yi0+yi0x+x0xfidx0xxfidx,i=1,2,,n.

Applying ADM, we have the solution of (13) in the series sum,

(14)
yi=j=0fi,j,
and the integrand in (13), as the sum of the following series:
(15)
fi=j=0Ai,jfi,0fi,1fi,j,
where Ai,jfi,0fi,1fi,j are called Adomian polynomials.1012,36 Putting (14) and (15) into (13), we get
(16)
j=0fi,j=yi0+yi0x+x0xj=0Ai,jfi,0fi,1fi,jdx0xxj=0Ai,jfi,0fi,1fi,jdx,

from (8) we define, for n=0,1,,

(17)
fi,0=yi0+yi0x,fi,n+1=x0xAi,nfi,0fi,1fi,ndx0xxAi,nfi,0fi,1fi,ndx.

Since fi,0 are known, we can use fi,n+1 to generate the approximate solution components.

Numerical Examples

Example 1. Let us consider the following system of second order DAEs with initial conditions to illustrate the proposed method.39

(18)
y1xy2=2y1+y2,y2=ex,
and initial conditions are y10=y20=y20=1,y10=0. The exact solution of this system is
y1=2+2e2x+22e2xx+3ex,y2=ex.

In order to apply the proposed method, we rewrite the given system (18) as follows

y1=xy2+2y1+y2,
y2=ex.

On simplifying above equations, we have y1=2y1+x+1ex. Following procedure as given in (13), we get

y1=y10+y10x+x0x2y1+x+1exdx0xx2y1+x+1exdx=1+x0x2y1+x+1exdx0x2xy1+x2+xexdx=1+x0xx+1exdx0xx2+xexdx+2x0xy1dx20xxy1dx.

Use the alternate algorithm to find the Adomian polynomials as given in,6,1012 the Adomian method is as following:

y1,0=1+x0xx+1exdx0xx2+xexdx=2+xexex,y1,n+1=2x0xy1,ndx20xxy1,ndx.

We have iterations (approximate solutions components) from above equations as follows

y1,0=2+xexex,y1,1=2xex+2x26ex+4x+6,y1,2=16x+4xex+13x4+43x3+6x2+2020ex,y1,3=48x+163x3+8xex+145x6+215x5+x4+20x2+5656ex.

Now we have the approximate solution after three steps

yapx3=j=03f1,j=84+15xex83ex+28x2+68x+43x4+203x3+145x6+115x5.

After nine steps, we have the solution

yapx9=17412+16388x+1023xex17411ex+7684x2+1724324300x13+189100x12+1347351004000x17+110216206000x16+744550x11+199450x10+431890x9+29126x8+1510810300x15+214105x7+70645x6+153815x5+16663x4+16252318072000x18+71723x3+124324300x14.

Graphical assessment of the analytic solution with the approximate solution after three steps is visualized in Figure 1 and the comparison of the exact solution with approximate solution after nine steps is shown in Figure 2. From these figures, we can observe that the approximate solutions are near to the analytic solution. A greater number of steps gives us a more accurate solution (the graphs are drawn using Maple 16.0).

09988912-39a8-4b95-acb1-1777b6a05a3d_figure1.gif

Figure 1. Assessment of yapx3 with Exact solution y1.

09988912-39a8-4b95-acb1-1777b6a05a3d_figure2.gif

Figure 2. Assessment of yapx9 with Exact solution y1.

Numerical results of the exact solution, approximate solution yapx3 after three steps, approximate solution yapx9 after nine steps and absolute error are given in Table 1. From the numerical values in Table 1, one can observe that the solution yapx9 is closer to the exact solution y1. To get more appropriate solution of the given system, we increase the number of iterations.

Table 1. Mathematical results for Example 1.

xy1xyapx3xyapx9x|y1xyapx9x|
2.09.9772847379.8626685539.9772735651.117×105
1.02.5037798562.5033703152.5037800411.850×107
0.51.3551574161.3551558451.35515423.216×106
0.51.4427261781.4427245861.44272045.778×106
1.03.312802403.3123912553.3128070414.641×105
1.58.384482918.3734363008.3845020021.909×105
2.020.8538371420.7355823520.853883574.643×105
2.550.1663911249.3927050850.166425103.398×105
3.0117.0950239113.3495974117.09509346.950×105
3.5266.6334832251.7748955266.63341476.850×105
4.0595.1225779543.7981055595.12209094.870×104

Example 2. Consider a DAEs system of second order.39

(19)
y12xy3y12y2=0,y2+y22y3=2ex,y3=cosx,
with initial conditions y10=0,y10=y20=y20=1. The analytical solution of this system is y1=xex,y2=ex+xsinx,y3=cosx. After simplifying the system (19), we get
y1=y1+2y22xsinx,y2=y2+2ex+2cosx,y3=cosx.

Following the procedure of the proposed method, similar to Example 1, we get

y1=y10+y10x+x0xy1+2y22xsinxdx0xxy1+2y22xsinxdx=x2x0xxsinxdx+20xxsinxdx+x0xy1+2y2dx0xy1+2y2dx,y2=y20+y20x+x0xy2+2ex+2cosxdx0xxy2+2ex+2cosxdx=1+x+2x0xex+cosxdx20xxex+cosxdxx0xy2dx+0xy2dx.

Using the alternate algorithm for computing the Adomian polynomials, we have

y1,0=xx0x2xsinxdx+0x2x2sinxdx=x4+4cosx+2xsinx,y2,0=1+x+2x0xex+cosxdx20xxex+cosxdx=1x+2ex2cosx,y1,n+1=x0xy1,n+y2,ndx0xy1,n+y2,ndx,y2,n+1=x0xy2,ndx+0xy2,ndx.

Now, we can get iterations from above equations as follows

y1,0=x4+4cosx+2xsinx,y2,0=1x+2ex2cosx,y1,1=4x15x3x24cosx2xsinx+4ex,y2,1=4+2x12x2+16x32ex2cosx,y1,2=12+1120x516x4+12cosx+2xsinx+4x2,y2,2=2x2x213x3+124x41120x5+2ex2cosx,

After five steps, we have the solution

y1,apx5=1211x+12ex11008x7110080x81120x67120x513x45x21120960x932x3139916800x1111814400x10,y2,apx5=13+x12cosx+15040x7+18064x81144x6+1120x5+38x492x2+1362880x9+16x3+139916800x1113628800x10.

In Figure 3 and Figure 4, we show the graphical comparisons of the exact solutions y1x,y2x with the approximate solution after five steps respectively. From the graphs in Figure 3 and Figure 4, one can observe that the approximate solutions are very close to the exact solution. Higher number of iterations give us more accurate solution (one can use Microsoft Excel to draw the graphs).

09988912-39a8-4b95-acb1-1777b6a05a3d_figure3.gif

Figure 3. Assessment of y1,apx5 with Exact solution y1.

09988912-39a8-4b95-acb1-1777b6a05a3d_figure4.gif

Figure 4. Assessment of y2,apx5 with Exact solution y2.

In Table 2 and Table 3, mathematical results of the analytical solution and approximate solutions after five steps y1,apx5,y2,apx5 with absolute errors are given respectively. From these numerical results, one can observe that the approximate solutions y1,apx5 and y2,apx5 are closer to the exact solution y1 and y2 respectively. For more appropriate solution of the given system, we increase the number of iterations.

Table 2. Mathematical results for Example 2.

xExact value y1xy1,apx5x|y1xy1,apx5x|
0.10.11051709180.11051709503.2×109
0.20.24428055160.24428055372.1×109
0.40.59672987920.59672988879.5×109
0.61.0932712801.0932712773.0×109
0.81.7804327421.7804327411.0×109
1.02.7182818282.7182818291.0×109

Table 3. Mathematical results for Example 2.

xExact value y2xy2,apx5x|y2xy2,apx5x|
0.11.1151542601.1151542633.0×109
0.21.2611366241.2611366295.0×109
0.41.6475920351.6475920332.0×109
0.62.1609042842.1609042840
0.82.7994258012.7994258010
1.03.5597528133.5597528112.0×109

Conclusions

In this paper, we offered/presented a numerical method for solving the given system of second-order nonlinear DAEs with aid of the ADM. We illustrated and shown that the proposed method is simple and efficient, also one can obtain the approximate solutions quickly using this method. Logic of the method in this paper is straightforward and simple.

Comments on this article Comments (1)

Version 2
VERSION 2 PUBLISHED 29 Jan 2024
Revised
Version 1
VERSION 1 PUBLISHED 16 Oct 2023
Discussion is closed on this version, please comment on the latest version above.
  • Reader Comment 06 Nov 2023
    Brahim Benhammouda, Higher Colleges of Technology, United Arab Emirates
    06 Nov 2023
    Reader Comment
    The paper discusses a semi-analytical solution of DAEs using the Adomian decomposition method.

    All the numerical examples solved consist of ODEs coupled with an algebraic equation that gives the ... Continue reading
  • Discussion is closed on this version, please comment on the latest version above.
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Thota S and P S. On solving system of differential-algebraic equations using adomian decomposition method [version 2; peer review: 2 approved]. F1000Research 2024, 12:1337 (https://doi.org/10.12688/f1000research.140257.2)
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ApprovedThe paper is scientifically sound in its current form and only minor, if any, improvements are suggested
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Version 2
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PUBLISHED 29 Jan 2024
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Reviewer Report 14 May 2024
Arun Prasath GM, Department of Information Technology, University of Technology and Applied Sciences, Muscat, Oman 
Approved
VIEWS 7
This paper focused on an efficient and easy method to solve the second-order systems of differential-algebraic equations (DAEs). They computed the approximate solutions with the help of a semi-analytical method known as “Adomian decomposition method” (ADM). They claimed that the ... Continue reading
CITE
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Prasath GM A. Reviewer Report For: On solving system of differential-algebraic equations using adomian decomposition method [version 2; peer review: 2 approved]. F1000Research 2024, 12:1337 (https://doi.org/10.5256/f1000research.161819.r243839)
NOTE: it is important to ensure the information in square brackets after the title is included in all citations of this article.
  • Author Response 29 Jun 2024
    Shanmugasundaram P, Department of Mathematics, Mizan-Tepi University, Mizan Teferi, Ethiopia
    29 Jun 2024
    Author Response
    * This paper solves second order DAEs. Can we apply the same logic for higher order DAEs, if so; put
    it as NOTE point in the conclusion section.
    Response: The proposed ... Continue reading
COMMENTS ON THIS REPORT
  • Author Response 29 Jun 2024
    Shanmugasundaram P, Department of Mathematics, Mizan-Tepi University, Mizan Teferi, Ethiopia
    29 Jun 2024
    Author Response
    * This paper solves second order DAEs. Can we apply the same logic for higher order DAEs, if so; put
    it as NOTE point in the conclusion section.
    Response: The proposed ... Continue reading
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Reviewer Report 05 Mar 2024
Mohammad Faisal Khan, Saudi Electronic University, Riyadh, Riyadh Province, Saudi Arabia 
Approved
VIEWS 35
Authors focused on an efficient and easy method for solving the given system of differential-algebraic equations (DAEs) of second order. The method includes computing the approximate solutions with rapidly and efficiently with the help of a semi-analytical method known as ... Continue reading
CITE
CITE
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Faisal Khan M. Reviewer Report For: On solving system of differential-algebraic equations using adomian decomposition method [version 2; peer review: 2 approved]. F1000Research 2024, 12:1337 (https://doi.org/10.5256/f1000research.161819.r243837)
NOTE: it is important to ensure the information in square brackets after the title is included in all citations of this article.
  • Author Response 13 Apr 2024
    Shanmugasundaram P, Department of Mathematics, Mizan-Tepi University, Mizan Teferi, Ethiopia
    13 Apr 2024
    Author Response
    The authors of this paper are very thankful to the reviewer for giving valuable comments on this paper. The response to the minor comments are as follows:

    1. In ... Continue reading
COMMENTS ON THIS REPORT
  • Author Response 13 Apr 2024
    Shanmugasundaram P, Department of Mathematics, Mizan-Tepi University, Mizan Teferi, Ethiopia
    13 Apr 2024
    Author Response
    The authors of this paper are very thankful to the reviewer for giving valuable comments on this paper. The response to the minor comments are as follows:

    1. In ... Continue reading

Comments on this article Comments (1)

Version 2
VERSION 2 PUBLISHED 29 Jan 2024
Revised
Version 1
VERSION 1 PUBLISHED 16 Oct 2023
Discussion is closed on this version, please comment on the latest version above.
  • Reader Comment 06 Nov 2023
    Brahim Benhammouda, Higher Colleges of Technology, United Arab Emirates
    06 Nov 2023
    Reader Comment
    The paper discusses a semi-analytical solution of DAEs using the Adomian decomposition method.

    All the numerical examples solved consist of ODEs coupled with an algebraic equation that gives the ... Continue reading
  • Discussion is closed on this version, please comment on the latest version above.
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Approved with reservations - A number of small changes, sometimes more significant revisions are required to address specific details and improve the papers academic merit.
Not approved - fundamental flaws in the paper seriously undermine the findings and conclusions
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