A Compact Finite Difference Method for the Solution of the Generalized BurgersFisher Equation

3 Murat Sari,1 Grhan Grarslan,2 Idris Dag 1 Department of Mathematics, Faculty of Art and Science, Pamukkale University, 20070 Denizli, Turkey
2

Department of Civil Engineering, Faculty of Engineering, Pamukkale University, 20070 Denizli, Turkey Department of Mathematics, Faculty of Art and Science, Eskisehir Osmangazi University, 26480 Eskisehir, Turkey

Received 31 March 2008; accepted 23 October 2008 Published online 22 January 2009 in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.20421

In this article, numerical solutions of the generalized BurgersFisher equation are obtained using a compact nite difference method with minimal computational effort. To verify this, a combination of a sixth-order compact nite difference scheme in space and a low-storage third-order total variation diminishing Runge Kutta scheme in time have been used. The computed results with the use of this technique have been compared with the exact solution to show the accuracy of it. The approximate solutions to the equation have been computed without transforming the equation and without using linearization. Comparisons indicate that there is a very good agreement between the numerical solutions and the exact solutions in terms of accuracy. The present method is seen to be a very good alternative to some existing techniques for realistic problems.
2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 26: 125134, 2010

Keywords: compact nite difference method; generalized BurgersFisher equation; nonlinear PDE; Fisher equation

I. INTRODUCTION

Nonlinear partial differential equations are encountered in various elds of science. Generalized BurgersFisher equation is of high importance for describing different mechanisms. Fisher [1] rst proposed the well-known equation, encountered in various disciplines, as a model for the propagation of a mutant gene with u(x , t) displaying the density of advantage. Later, the equation has been used as a basis for a wide variety of models for different problems. The most general form of the Fisher equation is called as the generalized BurgersFisher equation.
Correspondence to: Murat Sari, Department of Mathematics, Faculty of Art and Science, Pamukkale University, 20070 Denizli, Turkey (e-mail: msari@pau.edu.tr)
2009 Wiley Periodicals, Inc.

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Many researchers have spent a great deal of effort to compute the solution of the BurgersFisher equation using various numerical methods. A numerical simulation and explicit solutions of the generalized BurgersFisher equation were presented by Kaya and El-Sayed [2]. A restrictive Pad approximation for the solution of the generalized BurgersFisher equation was introduced by Ismail and Rabboh [3]. With the use of Adomian decomposition method, solutions of Burger Huxley and BurgersFisher equations were obtained by Ismail et al. [4]. Recently, some various powerful mathematical methods such as tanh function methods [57], tanhcoth method [8], variational iteration method [9], factorization method [10] and spectral collocation method [11, 12] have also been used in attempting to solve the equation. A number of versions of the compact nite difference schemes were analyzed and implemented successfully by some researchers [1326] to deal with their own problems. Unlike some previous techniques, using various transformations to reduce the equation into more simple equation and then solve it, the nonlinear equations are solved easily without transforming the equation by using the current method. This method has also additional advantages over some rival techniques, mainly, avoidance of linearization, ease in use, and computationally cost effective to nd solutions of the given nonlinear equations. In this study, a sixth-order compact nite difference scheme (CFD6) in space and a lowstorage third-order total variation diminishing RungeKutta (TVD-RK3) [27] scheme in time were implemented for obtaining explicit solution of the generalized BurgersFisher equation. The combination of the CFD6 with the TVD-RK3 provides an efcient explicit solution with high accuracy and minimal computational effort for realistic problems. The present method is useful for obtaining numerical approximations of linear or nonlinear differential equations, and it is also quite straightforward to write codes in any programming languages. To the best knowledge of the authors, this method has not been implemented for the problems represented by the generalized BurgersFisher equation so far. The results obtained by this way have been compared with the exact solution to show the accuracy of it. The present method is of a general nature and can therefore be used for solving the nonlinear partial differential equations arising in various areas. Behaviors of many physical systems encountered in models of various mechanisms lead to the generalized BurgersFisher equation. The following one-dimensional generalized BurgersFisher equation [4], arising in various elds of science, of the form ut + u ux uxx = u(1 u ), with the initial condition u(x , 0) = and the boundary conditions u(0, t) = and u(1, t) = 1 1 + tanh[a1 (1 a2 t)] 2 2
1/

0 x 1,
1/

t 0

(1)

1 1 + tanh(a1 x) 2 2
1/

(2)

1 1 tanh(a1 a2 t) 2 2

t 0

(3)

t 0.

(4)

The exact solution of Eq. (1) is u(x , t) = 1 1 + tanh[a1 (x a2 t)] 2 2

1/

t 0

(5)

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where a1 = , 2( + 1) a2 = ( + 1) + , +1 (6)

where , , and are parameters. In this work, the generalized BurgersFisher equation was solved by the present method. The numerical results are compared with the exact solutions to verify the accuracy of the current method.

II. THE COMPACT FINITE DIFFERENCE SCHEME

The compact nite difference schemes can be dealt with in two essential categories: explicit compact and implicit compact approaches. While the rst category computes the numerical derivatives directly at each grid by using large stencils, the second ones obtain all the numerical derivatives along a grid line using smaller stencils and solving a linear system of equations. Because of the reasons given previously, the present work uses the second approach. To gain the solution of the BurgersFisher equation, discretizations are needed in both space and time.

A. Spatial and Temporal Discretization

Spatial derivatives are evaluated by the compact nite difference scheme [28]. For any scalar pointwise value u, the derivatives of u is obtained by solving a tridiagonal or pentadiagonal system. Much work has been done in deriving such formulae [28, 29]. More details on the formulae just summarized in the following can be found in [28, 29]. A uniform one-dimensional mesh is considered, consisting of N points: x1 , x2 , . . . , xi 1 , xi , xi +1 , . . . , xN . The mesh size is denoted by h = xi +1 xi . The rst derivatives can be given at internal nodes as follows [28, 29]: ui 1 + ui + ui +1 = b u i +1 u i 1 ui +2 ui 2 +a , 4h 2h (7)

which gives rise to an -family of fourth-order tridiagonal schemes with a= 2 ( + 2), 3 b= 1 (4 1), 3

where = 0 leads to the explicit fourth-order scheme for the rst derivative. A sixth-order tridiagonal scheme is obtained by = 1/3, 1 14 ui +1 ui 1 1 1 u i + 2 ui 2 u + ui + u i + 1 = + . 3 i 1 3 9 4h 9 2h For the nodes near the boundary, approximation formulae for the derivatives of nonperiodic problems can be derived with the consideration of one-sided schemes. More details on the derivations
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for the rst- and second-order derivatives can be found in [28, 29]. The derived formulae at boundary points 1, 2, N 1, and N , respectively, are: ui + 5ui +1 = 197 1 5 5 5 1 ui ui +1 + 5ui +2 ui +3 + ui +4 ui +5 , h 60 12 3 12 20

2 2 1 35 34 7 2 1 20 u + ui + ui +1 = ui + ui +1 ui +2 + ui +3 ui +4 , ui 1 11 i 1 11 h 33 132 33 33 33 132 2 1 2 ui 1 + ui + ui +1 = 11 11 h 5ui 1 + ui = 1 h 20 35 34 7 2 1 ui +1 + ui ui 1 + ui 2 ui 3 + u i 4 , 33 132 33 33 33 132

197 5 5 5 1 ui + ui 1 5ui 2 + ui 3 ui 4 + ui 5 . 60 12 3 12 20

In order to obtain the formulae presented earlier, the procedure of Gaitonde and Visbal [29] was followed. The formulae can be reexpressed as BU = AU where U = (u1 , . . . , un )T . The second-order derivative terms are obtained by applying the rst-order operator twice, i.e., BU = AU , where 197 60 20 33 1 36 1 A= h B= 5 12 35 132 7 9 .. . 5 34 33 0 . 1 36 2 33 5 12 .. 5 3 7 33 7 9 .. . 7 9 7 33 5 3 5 12 2 33 1 36 .. . 0 34 33 5 1 20 1 132 .. , 1 36 20 33 197 60 N N

1 132 1 20 2 11 1 .. . 1 3 .. . 1 3

. 7 9 35 132 5 12

1 2 11

5 1 1 3

..

. 1 3 1 5

1 2 11

. 2 11 1 N N

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In the current work, the equations are integrated in time with consideration of the low-storage TVD-RK3 scheme. Assuming that the governing equation is u = Lu, t where L stands for a spatial nonlinear differential operator. The low-storage TVD-RK3 scheme integrates from time t0 (step k ) to t0 + t (step k + 1) through the operations u(1) = uk + u(2) = uk+1 3 k u + 4 1 = uk + 3 tLuk , 1 ( 1) u + 4 2 (2 ) u + 3 1 tLu(1) , 4 2 tLu(2) . 3

III. APPLICATIONS TO THE BURGERSFISHER EQUATION

For the approximate solution of the boundary value problem (1) with the boundary conditions given by Eq. (2) using the CFD6 method, rst the interval [0, 1] is discretized such that 0 = x1 < x2 < . . . < xN = 1, where N is the number of grid points. Application of the CFD6 technique to Eq. (1) leads to u t = (Lu)i . (8)

First- and second-order spatial derivatives in Eq. (1) are obtained with the use of the sixth-order compact schemes and then substituted in Eq. (8). Thus, the corresponding semi-discrete equation can be solved with the TVD-RK3 scheme.

IV. NUMERICAL ILLUSTRATIONS

To see whether the present methodology leads to accurate solutions, the CFD6 solutions will be evaluated for some examples of the generalized BurgerFisher equations given earlier. Now, numerical solutions of the BurgersFisher equation are obtained for some values of the parameters to validate the current numerical scheme. To verify the efciency, measure its accuracy and the versatility of the present scheme for our problem in comparison with the exact solution, absolute errors for different values of , and , are reported, which are dened by |u(xi , tj ) U (xi , tj )| in the point (xi , tj ), where u(xi , tj ) is the solution obtained by Eq. (8) solved by the combination suggested here, and U (xi , tj ) is the exact solution. Consider the generalized BurgersFisher equation in the form (1) with the initial condition (2) and boundary conditions (3), (4) and the exact solution (5). For the comparison purposes, the following examples [4, 9] are selected. The results are compared with the analytical solutions, and those obtained using various methods [4, 9]. The numerical computations were performed using uniform grids. All computations were carried out using some codes produced in Visual Basic 6.0.
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SARI, GRARSLAN, AND DAG TABLE I. The absolute errors for various values of x , t , and with = 0.001 and = 0.001. =1 =4 CFD6 0.499988 0.499988 0.499989 0.499938 0.499938 0.499939 0.499888 0.499888 0.499889 Absolute error 1.01 E 07 4.38 E 07 7.53 E 07 1.04 E 07 5.21 E 07 1.04 E 06 1.01 E 07 4.38 E 07 7.53 E 07 Exact CFD6 Absolute error 1.75 E 08 7.37 E 07 1.27 E 06 1.75 E 08 8.77 E 07 1.75 E 06 1.75 E 08 7.38 E 07 1.27 E 06 Ismail et al. [4] 0.499986 0.499979 0.499971 0.499936 0.499929 0.499921 0.499886 0.499879 0.499871

Exact

0.1 0.001 0.499988 0.005 0.499989 0.010 0.499990 0.5 0.001 0.499938 0.005 0.499939 0.010 0.499940 0.9 0.001 0.499888 0.005 0.499889 0.010 0.499890

0.840888 0.840888 0.840890 0.840889 0.840892 0.840891 0.840854 0.840854 0.840856 0.840856 0.840859 0.840857 0.840821 0.840821 0.840823 0.840822 0.840825 0.840824

N and t are taken to be 11 and 0.0001, respectively, in all examples. The differences between the computed solution and the exact solution for some values of the constants , , and are shown in Tables IVII. As various problems of science were modeled by nonlinear partial differential equations and since the generalized BurgersFisher equation is of high importance, various values of have been considered in Examples 17. For the computational work, the following examples are selected. Example 1 ([4]). In Table I, the absolute errors were shown for various values of x , t , and with = 0.001 and = 0.001. Considering the values of the parameters, a comparison has been made between the computed results and the results of Ismail et al. [4]. Example 2 ([4]). In Table II, the absolute errors were shown for various values of x , t , and with = 1 and = 1. A comparison between the CFD6 solution and the exact solution is given in Table II. An additional comparison between the results of the current study and the results of Ismail et al. [4] has been made. The obtained results are seen to be very reliable and accurate. Example 3 ([4]). For the computational work in this example, , , and are taken to be 1, 0, and 1, respectively. The absolute error has been shown for various values of x and t . The corresponding results of the parameters have been presented in Table III. Additional comparisons between the computed results and Ismail et al. [4] are also given in this example. Again efciency and accuracy of the CFD6 results are clearly seen for the values of the parameters in Table III.
TABLE II. x t Exact The absolute errors for various values of x , t , and with = 1 and = 1. =2 Ismail et al. [4] 0.69499 0.69402 0.69282 0.64586 0.64495 0.64382 0.59506 0.59420 0.59314 CFD6 0.69525 0.69535 0.69548 0.64611 0.64621 0.64632 0.59529 0.59538 0.59549 Absolute error 1.55 E 05 7.62 E 05 1.50 E 04 1.83 E 05 9.14 E 05 1.83 E 04 2.07 E 05 1.02 E 04 2.00 E 04 Exact =8 CFD6 Absolute error 2.07 E 05 1.02 E 04 2.00 E 04 2.75 E 05 1.37 E 04 2.74 E 04 3.43 E 05 1.69 E 04 3.31 E 04

0.1 0.0001 0.69527 0.0005 0.69543 0.0010 0.69563 0.5 0.0001 0.64613 0.0005 0.64630 0.0010 0.64651 0.9 0.0001 0.59531 0.0005 0.59548 0.0010 0.59569

0.911859 0.911839 0.912052 0.911950 0.912292 0.912092 0.889211 0.889183 0.889430 0.889293 0.889704 0.889429 0.863883 0.863849 0.864124 0.863956 0.864426 0.864095

Numerical Methods for Partial Differential Equations DOI 10.1002/num

CFD6 SCHEME FOR BURGERS-FISHER EQUATION TABLE III. x 0.1 t 0.50 1.00 2.00 0.50 1.00 2.00 0.50 1.00 2.00 The absolute errors for various values of x and t with = 0, = 1, and = 1. Exact 0.518741 0.549834 0.610639 0.468791 0.500000 0.562177 0.419458 0.450166 0.512497 Ismail et al. [4] 0.518741 0.549832 0.610575 0.468791 0.499998 0.562116 0.419458 0.450165 0.512450 CFD6 0.518741 0.549834 0.610639 0.468791 0.500000 0.562177 0.419458 0.450166 0.512497

131

Absolute error 1.68 E 11 1.79 E 11 1.46 E 11 3.40 E 12 3.72 E 12 3.13 E 12 1.31 E 11 1.37 E 11 1.07 E 11

0.5

0.9

Example 4 ([4]). Table IV shows the absolute errors for various values of x , t , and with = 0 and = 1. The results of the current method have been presented in Table IV. Comparisons of the current results with the exact solution as well as the results of Ismail et al. [4] showed that the presented results are very accurate. Example 5. Table V shows the absolute error for various values of x , t , and with = 0 and = 1. The computed results in this example for the aforementioned values of the parameters are shown in Table V and are compared with the results of Ismail et al. [4]. It is important to see that the computed solutions in Table V are very accurate. Example 6 ([2]). The absolute error was shown in Table VI for various values of , x , and t with = 0.1 and = 0.0025. As in the previous examples, the results of the combination of the CFD6 with the low-storage TVD-RK3 have been presented in Table VI. Comparison of the current results with the exact solution showed that the presented results are very accurate. Example 7 ([9]). The absolute errors were shown in Table VII for various values of x and t with = 1, = 0, and = 0.01. In the table, VIM and ADM stand for the variational iteration method and Adomian decomposition method, respectively. Comparison of the computed results with the exact solution showed that the presented results are still very accurate for some large values of time.
The absolute errors for various values of x , t , and with = 0 and = 1. =2 x t Exact Ismail et al. [4] 0.714919 0.734037 0.770272 0.666837 0.687205 0.726449 0.616567 0.637701 0.679095 CFD6 0.714919 0.734037 0.770284 0.666837 0.687205 0.726464 0.616567 0.637701 0.679109 Absolute error 4.49 E 11 4.19 E 11 2.70 E 11 8.13 E 12 7.72 E 12 4.77 E 12 3.55 E 11 3.23 E 11 1.98 E 11 Exact =8 CFD6 Absolute error 4.60 E 11 4.39 E 11 3.78 E 11 7.03 E 12 6.75 E 12 5.67 E 12 3.69 E 11 3.45 E 11 2.84 E 11

TABLE IV.

0.1 0.50 0.714919 1.00 0.734037 2.00 0.770284 0.5 0.50 0.666837 1.00 0.687205 2.00 0.726464 0.9 0.50 0.616567 1.00 0.637701 2.00 0.679109

0.914720 0.914720 0.917569 0.917569 0.923082 0.923082 0.892474 0.892474 0.895739 0.895739 0.902104 0.902104 0.867481 0.867481 0.871097 0.871097 0.878196 0.878196

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SARI, GRARSLAN, AND DAG TABLE V. The absolute errors for various values of x , t , and with = 0 and = 1. =3 =8 CFD6 0.783660 0.783670 0.783683 0.741285 0.741296 0.741309 0.696157 0.696169 0.696183 Absolute error 6.43 E 13 3.14 E 12 6.07 E 12 2.11 E 15 1.07 E 14 2.18 E 14 6.29 E 13 3.05 E 12 5.87 E 12 Exact CFD6 Absolute error 4.80 E 13 2.34 E 12 4.55 E 12 1.03 E 14 4.81 E 14 8.94 E 14 6.19 E 13 2.99 E 12 5.73 E 12 Ismail et al. [4] 0.784115 0.784106 0.784127 0.743150 0.743145 0.743157 0.697089 0.697089 0.697088

Exact

0.1 0.0001 0.783660 0.0005 0.783670 0.0010 0.783683 0.5 0.0001 0.741285 0.0005 0.741296 0.0010 0.741309 0.9 0.0001 0.696157 0.0005 0.696169 0.0010 0.696183

0.911812 0.911812 0.911814 0.911814 0.911817 0.911817 0.889157 0.889157 0.889159 0.889159 0.889163 0.889163 0.863824 0.863824 0.863827 0.863827 0.863830 0.863830

TABLE VI. t =2 0.1 0.2 0.3 0.4 0.5 =4 0.1 0.2 0.3 0.4 0.5 =8 0.1 0.2 0.3 0.4 0.5

The absolute errors for various values of , x , and t with = 0.1 and = 0.0025. x 0.1 1.12133 E 05 1.46989 E 05 1.60003 E 05 1.64875 E 05 1.66712 E 05 1.34208 E 05 1.76149 E 05 1.91878 E 05 1.97832 E 05 2.00142 E 05 1.47050 E 05 1.93270 E 05 2.10749 E 05 2.17508 E 05 2.20270 E 05 0.5 2.90376 E 05 4.04291 E 05 4.46809 E 05 4.62715 E 05 4.68703 E 05 3.48865 E 05 4.85914 E 05 5.37251 E 05 5.56640 E 05 5.64122 E 05 3.83199 E 05 5.34140 E 05 5.91084 E 05 6.12989 E 05 6.21833 E 05 0.9 1.15442 E 05 1.51006 E 05 1.64278 E 05 1.69246 E 05 1.71119 E 05 1.39227 E 05 1.82033 E 05 1.98072 E 05 2.04142 E 05 2.06497 E 05 1.53325 E 05 2.00506 E 05 2.18329 E 05 2.25218 E 05 2.28032 E 05

TABLE VII. x 0.1 0.5 0.9 0.1 0.5 0.9 0.1 0.5 0.9

The absolute errors for various values of x and t with = 1, = 0, and = 0.01. t 1 VIM [9] 1.92 E 14 9.73 E 14 1.75 E 13 1.63 E 12 9.44 E 12 1.73 E 11 8.14 E 12 2.03 E 10 3.99 E 10 ADM [9] 1.92 E 14 9.73 E 14 1.75 E 13 1.63 E 12 9.44 E 12 1.73 E 11 8.14 E 12 2.03 E 10 3.99 E 10 CFD6 5.77 E 15 4.19 E 14 1.29 E 14 8.49 E 15 4.26 E 14 1.82 E 14 2.11 E 15 2.46 E 14 8.05 E 15

10

50

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In the examples mentioned earlier, although very few number of grids are used even when is taken to be very high, the CFD6 results are seen to be very accurate. Tables IVII show that a very good approximation to the actual solution of the equations was achieved by using the method. It is evident that the overall errors can be made smaller by increasing the order of the compact nite difference scheme. A very good agreement between the results of the CFD6 scheme and exact solution was observed, which conrms the validity of the present method. The present method is a very good alternative to the rival methods that face the well-known difculties.
V. CONCLUSIONS

In this article, a combination of a CFD6 scheme in space and a low-storage TVD-RK3 method in time has been proposed for the generalized BurgersFisher equation with a very small error. Comparisons of the computed results with exact solutions showed that the method is capable of solving the generalized BurgersFisher equation and is also capable of producing accurate solutions with minimal computational effort for both time and space. The performance of the technique for the considered problems was measured by comparing with the exact solutions. It was seen that the compact nite difference technique approximates the exact solution very well. This shows the efciency and high accuracy of the method. As can be realized in Tables IVII, the technique is seen to be a very reliable alternative technique to some rival methods for realistic problems. The avoidance of linearization and transformation and its computationally cost-effectiveness have made the current method an efcient alternative to some rival methods in solving physical problems modeled by the nonlinear partial differential equations.
The authors thank the anonymous referees of the journal of Numerical Methods For Partial Differential Equations for their valuable comments and suggestions to improve the article.

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Numerical Methods for Partial Differential Equations DOI 10.1002/num