HAM – Homotopy Analysis Method to explore non-linear dynamical systems

Most interesting phenomena in physics, social sciences, engineering, and other
disciplines are highly non-linear. This limits the ability to analytically
investigate such systems. Simulations of the dynamical processes are then the tool of
choice to explore the system. However, it is sometimes very important to have a
basic understanding in terms of approximative solutions. Non-linear differential
equations describing the dynamics are known to be harder to solve then
linear ODEs.
One often has to resort to asymptotic techniques or classical perturbation theory to obtain analytical approximations.
Classical perturbation theory strongly depends on small/large physical
parameters. Therefore, such methods are only valid for weakly non-linear systems.

Homotopy Analysis Method is a quite new approach to explore highly non-linear systems. The method composes the non-linear system by linear parts and approximates the ‘real’ solution by an iterative process. The convergence speed is governed by a tuning
parameter q. The approximative solution then can be found as a linear combination of
base functions. The main advantage of  HAM are:

  • Independence of small/large physical parameters
  • Flexibility on the choice of the base functions
  • Generality

Moreover, if for a perturbative method the convergence is guaranteed  in a small interval 0<=e<=1, then the HAM method allows the convergence in the whole interval 0 <= e < N, with N >> e and arbitrary.

To give an impression of the method we apply it to a rather simple non-linear problem, namely the susceptible infected disease model (SI). Albeit there exists an exact solution for that problem it is illustrative to see the HAM technique at work. As a base function we have chosen an exponential function respecting the initial condition of the problem (stated in the code).
The code can be downloaded here. A comprehensive treatment of the HAM technique can be found in Shijun Liao’s book.

About Blattner

Head Laboratory for Web Science.
This entry was posted in algos and tagged , . Bookmark the permalink.

2 Responses to HAM – Homotopy Analysis Method to explore non-linear dynamical systems

  1. fabmariotti says:

    I would not connect perturbation technics with linearity or not. Indeed most of the time you would speak about “weakly interacting systems”. I am pretty sure that you can fit the exact model with
    a perturbation approach.

    • Blattner says:

      Hi there

      First of all, the post is about non-linear phenomena only. Perturbation theory is the tool of choice if you are interested for an approximation in a small interval compared to the overall time dependent development of the system. HAM doesn’t have this limit. Moreover, HAM gives you a great freedom in choosing the base functions to construct your ‘solution’.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s