Skip to main content
Log in

Two-parameter homotopy method for nonlinear equations

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

We introduce a second auxiliary parameter into the zero-order deformation equation and propose a generalization of the homotopy analysis method. This includes the derivation of a general solution in terms of the Bell polynomials for nonlinear equations. Numerical examples show that the proposed zero-order deformation equation improves the convergence region and rate of the series solution and allows greater freedom in the selection of auxiliary operators. This facilitates the development of a homotopy iteration scheme for nonlinear equations with discontinuous or zero derivatives that are not amenable to Newton-type iteration schemes. The homotopy iteration scheme represents a generalization of conventional iteration schemes and additional examples demonstrate its applicability for a wider range of nonlinear problems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Abbasbandy, S., Tan, Y., Liao, S.J.: Newton-homotopy analysis method for nonlinear equations. Appl. Math. Comput. 188(2), 1794–1800 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  2. Allan, F.M., Syam, M.I.: On the analytic solutions of the nonhomogeneous Blasius problem. J. Comput. Appl. Math. 182(2), 362–371 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  3. Bates, D.J., Hauenstein, J.D., Sommese, A.J., Wampler, C.W.: Adaptive multiprecision path tracking. SIAM J. Numer. Anal. 46(2), 722–746 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  4. Chow, S.N., Mallet-Paret, J., Yorke, J.A.: Finding zeros of maps: homotopy methods that are constructive with probability one. Math. Comput. 32, 887–899 (1978)

    Article  MATH  MathSciNet  Google Scholar 

  5. Chun, C.: Construction of Newton-like iteration methods for solving nonlinear equations. Numer. Math. 104(3), 297–315 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  6. Decker, D.W., Keller, H.B., Kelley, C.T.: Convergence rates for Newton’s method at singular points. SIAM J. Numer. Anal. 20(2), 296–314 (1983)

    Article  MATH  MathSciNet  Google Scholar 

  7. Hayat, T., Sajid, M.: On analytic solution for thin film flow of a fourth grade fluid down a vertical cylinder. Phys. Lett., A 361(4–5), 316–322 (2007)

    Article  MATH  Google Scholar 

  8. Householder, A.S.: The Numerical Treatment of a Single Nonlinear Equation. McGraw-Hill, New York (1970)

    MATH  Google Scholar 

  9. Johnson, W.P.: The curious history of Faà di Bruno’s formula. Am. Math. Mon. 109(3), 217–234 (2002)

    Article  MATH  Google Scholar 

  10. Leykin, A., Verschelde, J., Zhao, A.: Newton’s method with deflation for isolated singularities of polynomial systems. Theor. Comp. Sci. 359(1–3), 111–122 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  11. Liao, S.J.: The proposed homotopy analysis technique for the solution of nonlinear problems. Ph.D. thesis, Shanghai Jiao Tong University, Shanghai, China (1992)

  12. Liao, S.J.: On the homotopy analysis method for nonlinear problems. Appl. Math. Comput. 147(2), 499–513 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  13. Liao, S.J., Campo, A.: Analytic solutions of the temperature distribution in Blasius viscous flow problems. J. Fluid Mech. 453, 411–425 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  14. Liao, S.J., Tan, Y.: A general approach to obtain series solutions of nonlinear differential equations. Stud. Appl. Math. 119(4), 297–354 (2007)

    Article  MathSciNet  Google Scholar 

  15. Mogan, A.P., Sommese, A.J.: A homotopy for solving general polynomial systems that respects m-homogeneous structures. Appl. Math. Comput. 24(2), 101–113 (1987)

    Article  MathSciNet  Google Scholar 

  16. Pakdemirli, M., Boyac, H.: Generation of root finding algorithms via perturbation theory and some formulas. Appl. Math. Comput. 184(2), 783–788 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  17. Poincaré, H.: Second complément à l’analysis situs. Proc. Lond. Math. Soc. 32(1), 277–308 (1900)

    Article  Google Scholar 

  18. Śmietański, M.J.: Convergence of a generalized Newton and an inexact generalized Newton algorithms for solving nonlinear equations with nondifferentiable terms. Numer. Algorithms 50(4), 401–415 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  19. Sommese, A.J., Wampler, C.W.: The Numerical Solution of Systems of Polynomials Arising in Engineering and Science. World Scientific, New Jersey (2005)

    MATH  Google Scholar 

  20. Watson, L.T.: Solving finite difference approximations to nonlinear two-point boundary value problems by a homotopy method. SIAM J. Sci. Statist. Comput. 1(4), 467–480 (1980)

    Article  MATH  MathSciNet  Google Scholar 

  21. Wang, X., Li, T.Y.: Nonlinear homotopies for solving deficient polynomial system with parameter. SIAM J. Numer. Anal. 29(4), 1104–1118 (1992)

    Article  MATH  MathSciNet  Google Scholar 

  22. Wu, Y.Y., Cheung, K.F.: Explicit solution to the exact Riemann problem and application in nonlinear shallow-water equations. Int. J. Numer. Methods Fluids 57(11), 1649–1668 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  23. Wu, Y.Y., Cheung, K.F.: Homotopy solution for nonlinear differential equations in wave propagation problems. Wave Motion 46(1), 1–14 (2009)

    Article  MathSciNet  Google Scholar 

  24. Ypma, T.J.: Historical development of the Newton-Raphson method. SIAM Rev. 37(4), 531–551 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  25. Zhu, S.P.: An exact and explicit solution for the valuation of American put options. Quant. Finan. 6(3), 229–242 (2006)

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Kwok Fai Cheung.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Wu, Y., Cheung, K.F. Two-parameter homotopy method for nonlinear equations. Numer Algor 53, 555–572 (2010). https://doi.org/10.1007/s11075-009-9319-7

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-009-9319-7

Keywords

Mathematics Subject Classifications (2000)

Navigation