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Numerical Solution of Hirota Equation

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Kingdom<br />

<br />

<strong>of</strong> Saudi Arabia<br />

Ministry <strong>of</strong> Higher Education<br />

Umm AL-Qura University<br />

Faculty <strong>of</strong> Applied Science for Girls<br />

Department <strong>of</strong> Mathematics<br />

<strong>Numerical</strong> <strong>Solution</strong> <strong>of</strong> <strong>Hirota</strong> <strong>Equation</strong><br />

A Thesis<br />

Submitted In Partial Fulfillment <strong>of</strong> the Requirements<br />

For The Master’s Degree in Science<br />

Pure Mathematics (<strong>Numerical</strong> Analysis)<br />

By<br />

Weam Ghazi Al.Harbi<br />

Supervised By<br />

Dr. Mohammad Said Hammoudeh Ismail<br />

Associate Pr<strong>of</strong>essor <strong>of</strong> <strong>Numerical</strong> Analysis<br />

Department <strong>of</strong> Mathematics<br />

Faculty <strong>of</strong> Science<br />

King Abdulaziz University<br />

1430-2009


المملكة العربية السعودية<br />

وزارة التعليم العالي<br />

أم القرى جامعة<br />

العلوم التطبيقية فرع الطالبات كلية<br />

الرايضيات<br />

قسم<br />

العليا ادلراسات<br />

"<br />

"<br />

<br />

אא <br />

<strong>Numerical</strong> <strong>Solution</strong> <strong>of</strong> <strong>Hirota</strong> <strong>Equation</strong><br />

<br />

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א<br />

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א.<br />

أستاذ التحليل العددي المشارك بجامعة المكل عبد العزيز بجده<br />

كلية العلوم قسم الرايضيات<br />

٢٠٠٩/١٤٣٠


ABSTRACT<br />

<strong>Numerical</strong> <strong>Solution</strong> <strong>of</strong> <strong>Hirota</strong><br />

<strong>Equation</strong><br />

The aim <strong>of</strong> this thesis is to solve numerically the <strong>Hirota</strong> equation using<br />

finite difference method.<br />

This dissertation consists <strong>of</strong> three chapters and a list <strong>of</strong> references.<br />

In Chapter 1: we present in details, this equation and the exact<br />

solution, also we study its conserved quantities. The solution <strong>of</strong> the block<br />

penta-diagonal system and block septa-diagonal system are derived. We<br />

described the fixed point method and Newton’s method for solving the<br />

nonlinear system.<br />

In Chapter 2: we solve the <strong>Hirota</strong> equation numerically by using<br />

Crank-Nicolson method. The accuracy <strong>of</strong> the resulting scheme is second<br />

order in space and time and is unconditionally stable. Newton’s and fixed<br />

point methods are used for solving the nonlinear system. Also we use a<br />

linearized implicit technique.<br />

We give the some numerical examples to show that this method is<br />

conserving the conserved quantities. We give some experiments, like,<br />

single soliton and collision <strong>of</strong> two solitons.<br />

In Chapter 3: we use the same approach as we did in the previous<br />

chapter, but this time we are approximating the space derivatives in the<br />

<strong>Hirota</strong> equation by a fourth order replacement. The accuracy <strong>of</strong> the<br />

resulting scheme is fourth order in space and second order in time and is<br />

unconditionally stable. Newton’s and fixed point methods are used for<br />

solving the nonlinear system. Also we use a linearized implicit technique.<br />

We give the some numerical examples to show that this method is<br />

conserving quantities. We give some experiments like the one mentioned<br />

in chapter 2.<br />

- 1 -


א<br />

אא<br />

<br />

.<br />

<br />

: <br />

: <br />

<br />

. <br />

(Block Penta-diagonal System) <br />

.(Block Septa-diagonal System) <br />

. <br />

: <br />

<br />

. <br />

t,x <br />

<br />

<br />

. <br />

: <br />

<br />

x <br />

. <br />

t<br />

x <br />

<br />

. <br />

- 2 -


Introduction<br />

In this work, we aim to solve numerically the <strong>Hirota</strong> equation [11]<br />

∂ u<br />

+<br />

∂t<br />

3<br />

2 ∂u<br />

∂ u<br />

α u + γ = 0<br />

(1)<br />

∂x<br />

∂x<br />

3<br />

3<br />

where u is a complex valued function <strong>of</strong> the spatial coordinate x and the time t, α<br />

and γ are positive real constants. This equation is an integrable equation which has a<br />

number <strong>of</strong> physical applications, such as the propagation <strong>of</strong> optical pluses in nematic<br />

liquid crystal waveguides. The <strong>Hirota</strong> equation is closely related to both the nonlinear<br />

Schrodinger (NLS) and modified Korteweg-de Vries (mKdV) equations, as it is<br />

complex generalization <strong>of</strong> the mKdV equation and it is a part <strong>of</strong> the NLS hierarchy <strong>of</strong><br />

the integrable equation. Also, its soliton solution has a very similar form to the NLS<br />

soliton. The <strong>Hirota</strong> equation (1) has a two-parameter soliton family, with amplitude<br />

and velocity. The exact solution <strong>of</strong> Hitora equation (1) is<br />

u<br />

( x, t) β sec h[ κ( x − s − vt)<br />

] exp( iϕ)<br />

= , (2)<br />

2γ<br />

β = κ , φ = a ( x −bt − s ) , (3)<br />

α<br />

v a b a<br />

2 2 2 2<br />

= γ ( κ − 3 ) , = γ (3 κ − ) , (4)<br />

β is the amplitude <strong>of</strong> the wave, κ is related to the width <strong>of</strong> the wave envelope and<br />

v is the velocity. The parameter a is the wave number <strong>of</strong> the phase and b is related to<br />

the frequency <strong>of</strong> the phase. Also the solution is at x<br />

has the conserved quantities<br />

= s at t = 0 .The <strong>Hirota</strong> equation<br />

∞<br />

∞<br />

2<br />

⎛ α 4 2 ⎞<br />

1<br />

= ∫ = constant,<br />

2<br />

= ∫ ⎜ −<br />

x ⎟ = constant<br />

2<br />

−∞<br />

−∞ ⎝<br />

⎠<br />

(5)<br />

I u dx I u u dx<br />

The <strong>Hirota</strong> equation (1) has been solved analytically by sine-cosine and tanh methods<br />

by Wazwaz [33] and showed that this equation admits sech-shaped soliton solutions<br />

whose amplitudes and velocities are free parameters, and tanh solution (kink type).<br />

<strong>Hirota</strong> method can be used [9]. To avoid complex computation[13,14,15], we assume<br />

where u ( x t ),<br />

u ( x,<br />

t )<br />

coupled system<br />

( ) ( ) ( )<br />

2<br />

u x , t = u x , t + iu x , t , i = − 1<br />

(6)<br />

1 2<br />

1<br />

,<br />

2<br />

are real functions. This will reduce <strong>Hirota</strong> equation to the<br />

- 3 -


3<br />

∂u1 ∂u1 ∂ u1<br />

+ 3 αf ( u1 , u<br />

2 ) + γ = 0,<br />

3<br />

∂t ∂x ∂x<br />

3<br />

∂u 2<br />

∂u 2<br />

∂ u<br />

2<br />

+ 3 α f ( u1 , u<br />

2 ) + γ = 0,<br />

3<br />

∂t ∂x ∂x<br />

(7)<br />

where<br />

2 2<br />

( u , u ) = u .<br />

f +<br />

1 2 1<br />

u2<br />

The numerical solution <strong>of</strong> nonlinear wave equations has been the subject <strong>of</strong> many<br />

studies in recent years. Although many numerical schemes have been proposed for<br />

some well- known integrable equations, such as the Korteweg-de Vries (KdV)<br />

equation [5,25,29,30] and the nonlinear Schrodinger equation [28]. <strong>Numerical</strong><br />

solution <strong>of</strong> coupled differential is a fertile area, as an example, the coupled nonlinear<br />

Schrodinger equation admits soliton solution and it has many applications in<br />

communication and optical fibers, this system has been solved numerically by Ismail<br />

[13,14,15,17], the coupled Korteweg-de Vries equation [7,8,18,34]. The nonintegrable<br />

2<br />

variant <strong>of</strong> <strong>Hirota</strong> in which the nonlinear term in (1) is replaced by( u u ) , is solved<br />

numerically by [19,23].<br />

x<br />

This thesis consists <strong>of</strong> three chapters. In Chapter 1, we present in details, this<br />

equation and the exact solution, also we study its conserved quantities. The solution<br />

<strong>of</strong> the block penta-diagonal system and block septa-diagonal system are derived. We<br />

described the fixed point method and Newton's method for solving the nonlinear<br />

system. In Chapter 2, two numerical schemes are derived for solving Eq. (1), linear<br />

and nonlinear implicit schemes, both are <strong>of</strong> second order in both direction and they<br />

are unconditionally stable. The implicit nonlinear scheme produced a block nonlinear<br />

penta diagonal system solved by Newton's and fixed point methods. Also we use a<br />

linearized implicit technique for solving the linear penta diagonal scheme. numerical<br />

results for single soliton and the interaction <strong>of</strong> two solitons are given. In Chapter 3,<br />

two numerical schemes are derived for solving Eq. (1), linear and nonlinear implicit<br />

schemes, both are <strong>of</strong> fourth order in space and second order in time and they are<br />

unconditionally stable. The implicit nonlinear scheme produced block nonlinear septa<br />

diagonal system solved by Newton's and fixed point methods. Also we use a<br />

linearized implicit technique for solving the linear septa diagonal scheme. numerical<br />

results for single soliton and the interaction <strong>of</strong> two solitons are given.<br />

- 4 -


TABLE OF CONTENTS<br />

ABSTRACT ……………………………………………………………...………...<br />

ii<br />

ABSTRACT (Arabic) ………………………………………………………...…. iii<br />

DEDICATION ……………….. ……………………………………………………... iv<br />

ACKNOWLEDGEMENTS ……………………………………………………….... v<br />

LIST OF TABLES …………………………………………………………………… viii<br />

LIST OF FIGURES………………………………………………………………….. ix<br />

I THE HIROTA EQUATION ………………………………………………… 1<br />

1.1 Introduction ……………………………………………………………………... 1<br />

1.2 The <strong>Hirota</strong> <strong>Equation</strong> ………………………………….……………………….… 1<br />

1.3 Conserved Quantities …………………………………………………………… 2<br />

1.4 <strong>Solution</strong> <strong>of</strong> Block Penta-diagonal System………………………………………. 4<br />

1.5 <strong>Solution</strong> <strong>of</strong> Block Septa-diagonal System ……………………………………… 7<br />

1.6 Nonlinear System ……………………………………………………………….. 12<br />

1.6.1 Newton’s Method ………………………………………………………….. 13<br />

1.6.2 Fixed Point Method ………………………………………………………… 14<br />

II NUMERICAL SOLUTION OF HIROTA EQUATION (SECOND<br />

ORDER) ………………………………………………………....………………….. 17<br />

2.1 Introduction ………………………………………………………....................... 17<br />

2.2 <strong>Numerical</strong> Method …………………………………………………………….…. 17<br />

2.3 Iterative technique……………………………………………………………….... 20<br />

2.3.1 Newton.s Method …………………………………………………………... 20<br />

2.3.2 Fixed point method ………………………………………………………… 23<br />

2.3.3 Accuracy <strong>of</strong> the scheme ……………………………………………………. 26<br />

2.3.4 Stability <strong>of</strong> the Scheme .……………………………………………………. 28<br />

2.4 linearly implicit method .…………………………………………………………. 30<br />

2.4.1 Accuracy <strong>of</strong> the scheme ……………………………………………………. 34<br />

2.4.2 Stability <strong>of</strong> the Scheme …………………………………………………….. 35<br />

2.5 <strong>Numerical</strong> Results ………………………………………………………………... 37<br />

- 5 -


2.5.1 Single soliton ………………………………………………………………. 37<br />

2.5.2 Collision <strong>of</strong> Two solitons …………………………………………………... 45<br />

III NUMERICAL SOLUTION OF HIROTA EQUATION (FOURTH<br />

ORDER) ……………………………………………………………………………... 55<br />

3.1 Introduction ………………………………………………………………………. 55<br />

3.2 <strong>Numerical</strong> Method ………………………………………………………………...55<br />

3.3 Iterative technique …………………………………………………………………58<br />

3.3.1 Newton’s Method …………………………………………………………... 58<br />

3.3.2 Fixed point method ………………………………………………………… 61<br />

3.3.3 Accuracy <strong>of</strong> the scheme ……………………………………………………. 65<br />

3.3.4 Stability <strong>of</strong> the Scheme …………………………………………………….. 67<br />

3.4 linearly implicit method ………………………………………………………….. 70<br />

3.4.1 Accuracy <strong>of</strong> the scheme ……………………………………………………. 75<br />

3.4.2 Stability <strong>of</strong> the Scheme …………………………………………………….. 77<br />

3.5 <strong>Numerical</strong> Results ………………………………………………………………... 79<br />

3.5.1 Single soliton ………………………………………………………………. 79<br />

3.5.2 Collision <strong>of</strong> Two solitons …………………………………………………... 86<br />

Conclusion………………………………………………………………….……….. 96<br />

References…………………………………………………………………………… 97<br />

Arabic Summary<br />

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