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Applied Mathematical Modelling 32 (2008) 2552–2559

www.elsevier.com/locate/apm

Application to differential transformation method

for solving systems of differential equations
I.H. Abdel-Halim Hassan
Department of Mathematics, Faculty of Science, Zagazig University, Zagazig, Egypt

Received 1 April 2003; received in revised form 1 August 2007; accepted 17 September 2007
Available online 6 October 2007

Abstract

In this paper, we present an analytical solution for different systems of differential equations by using the differential
transformation method. The convergence of this method has been discussed with some examples which are presented
to show the ability of the method for linear and non-linear systems of differential equations. We begin by showing how
the differential transformation method applies to a non-linear system of differential equations and give two examples to
illustrate the sufficiency of the method for linear and non-linear stiff systems of differential equations. The results obtained
are in good agreement with the exact solution and Runge–Kutta method. These results show that the technique introduced
here is accurate and easy to apply.
Ó 2007 Elsevier Inc. All rights reserved.

Keywords: Systems of differential equations; Stiff differential system; Differential transformation; Taylor’s series expansion; Runge–Kutta
method

1. Introduction

The purpose of this paper is to employ the differential transformation method to systems of differential
equations which are often encounter in many branches of physics, chemical and engineering. A variety of
methods, exact, approximate, and purely numerical are available for the solution of systems of differential
equations. Most of these methods are computationally intensive because they are trial-and-error in nature,
or need complicated symbolic computations. In [1], the Euler method, the Taylor method, and Runge–Kutta
methods serve as an introduction to numerical method for solving systems of differential equations, see also
[16]. The differential transformation technique is one of the numerical methods for ordinary (partial) differen-
tial equations which uses the form of polynomials as the approximation to the exact solution. The high-order
Taylor method can also be applied to systems of differential equations, see also [16]. However, the Taylor
method requires the calculation of high-order derivatives, a difficult symbolic and complex problem. The con-
cept of differential transformation was first proposed by Zhou [2], (see Ref. [3–6]), and it was applied to solve

E-mail address: ismhalim@hotmail.com

0307-904X/$ - see front matter Ó 2007 Elsevier Inc. All rights reserved.
doi:10.1016/j.apm.2007.09.025
 I.H. Abdel-Halim Hassan / Applied Mathematical Modelling 32 (2008) 2552–2559 2553

linear and non-linear initial value problems in electric circuit analysis. Jang [7] states that ‘‘the differential
transform is an iterative procedure for obtaining Taylor series solutions of differential equations’’. Although
the Taylor series method requires more computational work for large orders, the present method reduces the
size of computational domain and is applicable to many problems easily. Abbasov et al. [8] used the method of
differential transform to obtain approximate solutions of the linear and non-linear equations related to
engineering problems and observed that the numerical results are in good agreement with the analytical
solutions. In this paper, the differential transformation technique is applied to solve the linear, non-linear
and stiff systems of differential equations. The method can be used to evaluate the approximating solution
by the finite Taylor series and by an iteration procedure described by the transformed equations obtained from
the original equation using the operations of differential transformation. The differential transformation tech-
nique can be used to obtain both numerical and analytical solutions of both linear and non-linear differential
equations.
The present paper has been organized as following: In Section 2, basic definitions of the differential
transformation are introduced. The operational properties of the differential transformation are shown in Sec-
tion 3. Numerical examples have been presented in Section 4, to illustrate the effectiveness of the proposed
method.

2. Basic definitions

With reference to the articles [9,5,6,10] we introduce in this section the basic definition of the differential
transformation:
Definition 2.1. If u(t) is analytic in the domain T, then it will be differentiated continuously with respect to
time t,

dk uðtÞ
¼ /ðt; kÞ; for all t 2 T ð2:1Þ
dtk
for t = ti, then /(t, k) = /(ti, k), where k belongs to the set of non-negative integers, denoted as the K-domain.
Therefore, Eq. (2.1) can be rewritten as
 k 
d uðtÞ 
U ðkÞ ¼ /ðti ; kÞ ¼ ; ð2:2Þ
dtk t¼ti

where U(k) is called the spectrum of u(t) at t = ti.

Definition 2.2. If u(t) can be expressed by Taylor’s series, then u(t) can be represented as
" #
X1
ðt  ti Þ
k
uðtÞ ¼ U ðkÞ: ð2:3Þ
k¼0
k!

Eq. (2.3) is called the inverse of U(k). Using the symbol ‘‘D’’ denoting the differential transformation process
and combining (2.2) and (2.3), it is obtained that
" #
X1
ðt  ti Þk
uðtÞ ¼ U ðkÞ  D1 U ðkÞ: ð2:4Þ
k¼0
k!

Using the differential transformation, a differential equation in the domain of interest can be transformed to
an algebraic equation in the K-domain and the u(t) can be obtained by a finite-term of Taylor’s series plus a
remainder. Thus
" #
Xn
ðt  ti Þk
uðtÞ ¼ U ðkÞ þ Rnþ1 ðtÞ: ð2:5Þ
k¼0
k!
2554 I.H. Abdel-Halim Hassan / Applied Mathematical Modelling 32 (2008) 2552–2559

3. The operation properties of differential transformation

If u(t) and v(t) are two uncorrelated functions with time t where U(k) and V(k) are the transformed func-
tions corresponding to u(t) and v(t) then we can easily proof the fundamental mathematics operations per-
formed by differential transformation and are listed as follows (see [9,5,6]):

1. If z(t) = u(t) ± v(t) then,

ZðkÞ ¼ U ðkÞ  V ðkÞ: ð3:1Þ
2. If z(t) = au(t) then,
ZðkÞ ¼ aU ðkÞ: ð3:2Þ
duðtÞ
3. If zðtÞ ¼ dt
then,
ZðkÞ ¼ ðk þ 1ÞU ðk þ 1Þ: ð3:3Þ
d2 uðtÞ
4. If zðtÞ ¼ dt2
then,
ZðkÞ ¼ ðk þ 1Þðk þ 2ÞU ðk þ 2Þ: ð3:4Þ
dm uðtÞ
5. If zðtÞ ¼ dtm
then,
ZðkÞ ¼ ðk þ 1Þðk þ 2Þ . . . ðk þ mÞU ðk þ mÞ: ð3:5Þ
6. If z(t) = u(t)v(t) then,
Xk
ZðkÞ ¼ V ð‘ÞU ðk  ‘Þ: ð3:6Þ
‘¼0

7. If z(t) = tm then,

1; if k ¼ m;
ZðkÞ ¼ dðk  mÞ; dðk  mÞ ¼ ð3:7Þ
0; if k 6¼ m:
8. If z(t) = exp(kt) then,
kk
ZðkÞ ¼ : ð3:8Þ
k!
9. If z(t) = (1 + t)m then,
mðm  1Þ . . . ðm  k þ 1Þ
ZðkÞ ¼ : ð3:9Þ
k!
10. If z(t) = sin(xt + a) then,
 
xk pk
ZðkÞ ¼ sin þa : ð3:10Þ
k! 2
11. If z(t) = cos(xt + a) then,
 
xk pk
ZðkÞ ¼ cos þa : ð3:11Þ
k! 2
12. If U(k) = D[u(t)], V(k) = D[v(t)], and c1 and c2 are independent of t and k then,
D½c1 uðtÞ þ c2 vðtÞ ¼ c1 U ðkÞ þ c2 V ðkÞ: ð3:12Þ
1 1
13. If z(t) = u(t)v(t), u(t) = D [U(k)], v(t) = D [V(k)],
X
k
D½zðtÞ ¼ D½uðtÞvðtÞ ¼ U ðkÞ  V ðkÞ ¼ V ð‘ÞU ðk  ‘Þ; ð3:13Þ
‘¼0

where  denotes the convolution.

 I.H. Abdel-Halim Hassan / Applied Mathematical Modelling 32 (2008) 2552–2559 2555

Therefore, the transform of um(t), where m is a positive integer, can be obtained as follows:
X
k
D½um ðtÞ ¼ U m ðkÞ ¼ U m1 ðkÞ  U ðkÞ ¼ U m1 ð‘ÞU ðk  ‘Þ: ð3:14Þ
‘¼0

4. Numerical examples

In this section, the differential transformation technique is applied to solve different systems (linear, non-
linear and stiff) of differential equations. To illustrate the method proposed in this paper, we consider the fol-
lowing examples:
Example 1. We first start by considering the following non-linear system (see [11,12]):

dy 1 ðxÞ
¼ y 1 ðxÞ; ð4:1Þ
dx
dy 2 ðxÞ
¼ y 1 ðxÞ  y 22 ðxÞ; ð4:2Þ
dx
dy 3 ðxÞ
¼ y 22 ðxÞ; ð4:3Þ
dx
with initial conditions, y1(0) = 1, y2(0) = 0 and y3(0) = 0.
Taking the differential transformation of Eqs. (4.1), (4.2) and (4.3) respectively, we get
1
Y 1 ðk þ 1Þ ¼  ½Y 1 ðkÞ; ð4:4Þ
ðk þ 1Þ
" #
1 Xk
Y 2 ðk þ 1Þ ¼ Y 1 ðkÞ  Y 2 ð‘ÞY 2 ðk  ‘Þ ; ð4:5Þ
ðk þ 1Þ ‘¼0
" #
1 X k
Y 3 ðk þ 1Þ ¼ Y 2 ð‘ÞY 2 ðk  ‘Þ ; ð4:6Þ
ðk þ 1Þ ‘¼0

with
Y 1 ð0Þ ¼ 1; ð4:7Þ
Y 2 ð0Þ ¼ 0; ð4:8Þ
Y 3 ð0Þ ¼ 0: ð4:9Þ
From (2.2), (4.4)–(4.9) the set of values Y1(k + 1), Y2(k + 1) and Y3(k + 1) of y1(x), y2(x) and y3(x) with the
differential transformation method are presented in Table 1, respectively.
From (2.3) and all values in Table 1, for k = 0, 1, 2, . . . , n, . . . , the solutions of the given non-linear differen-
tial systems (4.1), (4.2) and (4.3) can be written in the closed form as follows:

Table 1
Differential transformation values of Example 1 for k = 0, 1, 2, . . .
k Y1(k + 1) Y2(k + 1) Y3(k + 1)
0 1 1 0
1 1/2 1/2 0
2 1/6 1/6 1/3
3 1/24 5/24 1/4
4 1/120 1/40 1/60
5 1/720 71/720 7/72
6 1/5040 19/1008 47/2520
..7 ..1/40,320 1469/40,320
.. 7/129
..
. . . .
2556 I.H. Abdel-Halim Hassan / Applied Mathematical Modelling 32 (2008) 2552–2559

1 1 1 1 5 1 6 1 7 1
y 1 ðxÞ ¼ 1  x þ x2  x3 þ x4  x þ x  x þ x8 þ . . . ; ð4:10Þ
2 6 24 120 720 5040 40; 320
1 1 5 1 71 6 19 7 1469 8
y 2 ðxÞ ¼ x  x2  x3 þ x4 þ x5  x þ x  x þ ...; ð4:11Þ
2 6 24 40 720 1008 40; 320
1 1 1 7 47 7 7 8
y 3 ðxÞ ¼ x3  x4  x5 þ x6  x  x þ ... ð4:12Þ
3 4 60 72 2520 129
Table 2 gives the numerical results (4.10)–(4.12) for Example 1. These results illustrate accurately by using the
differential transformation method. We achieved a good approximation with the differential transformation
series with eight terms only.
Example 2. We next consider stiff system of differential equations (see [12,13]);

dy 1 ðtÞ
¼ j1 y 1 ðtÞ þ j2 y 2 ðtÞy 3 ðtÞ; ð4:13Þ
dt
dy 2 ðtÞ
¼ j3 y 1 ðtÞ þ j4 y 2 ðtÞy 3 ðtÞ  j5 y 22 ðtÞ; ð4:14Þ
dt
dy 3 ðtÞ
¼ j6 y 22 ðtÞ; ð4:15Þ
dt
where j1 = 0.04, j2 = 0.01, j3 = 400, j4 = 100, j5 = 3000 and j6 = 30. The initial conditions are given by
y1(0) = 1, y2(0) = 0, y3(0) = 0.
Taking the differential transformation of Eqs. (4.13), (4.14) and (4.15), respectively, we get
" #
1 X k
Y 1 ðk þ 1Þ ¼ j2 Y 3 ð‘ÞY 2 ðk  ‘Þ  j1 Y 1 ðkÞ ; ð4:16Þ
ðk þ 1Þ ‘¼0
" #
1 X k Xk
Y 2 ðk þ 1Þ ¼ j3 Y 1 ðkÞ þ j4 Y 3 ð‘ÞY 2 ðk  ‘Þ  j5 Y 2 ð‘ÞY 2 ðk  ‘Þ ; ð4:17Þ
ðk þ 1Þ ‘¼0 ‘¼0
" #
1 X k
Y 3 ðk þ 1Þ ¼ j6 Y 2 ð‘ÞY 2 ðk  ‘Þ ; ð4:18Þ
ðk þ 1Þ ‘¼0

with
Y 1 ð0Þ ¼ 1; ð4:19Þ
Y 2 ð0Þ ¼ 0; ð4:20Þ
Y 3 ð0Þ ¼ 0: ð4:21Þ
From (2.3), (4.16), (4.17), (4.18), (4.19), (4.20) and (4.21) the solution of the given stiff system (4.13), (4.14) and
(4.15) respectively can be written in the closed form as follows:

Table 2
The absolute error involved the differential transformation method along with the result obtained by the Runge–Kutta fourth-order
method for Example 1
xi jy1(xi)  RKMj jy2(xi)  RKMj jy3(xi)  RKMj
0.00 0.00 0.00 0.00
0.02 0.26617486e10 0.14698407e09 0.12036943e09
0.04 0.52418292e10 0.29201960e09 0.24020520e09
0.06 0.77664764e10 0.42398476e09 0.36159829e09
0.08 0.10261414e09 0.45747178e09 0.50713498e09
0.10 0.12751733e09 0.63229005e11 0.78590619e09
RKM: The Runge–Kutta fourth-order method and y1(xi), y2(xi), y3(xi) are the approximate solution with the differential transformation
series with eight terms only.
 I.H. Abdel-Halim Hassan / Applied Mathematical Modelling 32 (2008) 2552–2559 2557
       
1 2 2 1 3 3 1 4 4 1 5 1
y 1 ðtÞ ¼ 1  j1 t þ ðj1 Þ t þ ðj Þ t þ ðj Þ t þ ðj Þ þ ðj2 j3 j6 Þ t5
3
2 6 1 24 1 120 1 15
 
1 29
þ ðj6 Þ  ðj2 j33 j1 j6 Þ t6 þ . . . ; ð4:22Þ
720 1 360
     
1 1 1 1
y 2 ðtÞ ¼ j3 t þ ðj3 j1 Þ t2 þ ðj21 Þ t3 þ ðj1 j5 j23 Þ  ðj31 j3 Þ t4
2 6 4 24
   
1 5 1 1 29
þ ðj1 Þ þ ðj2 j3 j6 Þ t5 þ ðj61 Þ  ðj2 j33 j1 j6 Þ t6 þ . . . ; ð4:23Þ
120 15 720 360
     
1 1 1
y 3 ðtÞ ¼ ðj6 j23 Þ t3 þ ðj6 j23 j1 Þ t4 þ ðj6 j23 Þ þ ð7j21  8j5 j3 Þ t5
3 4 60
 
5 1
þ ðj6 j23 j5 j1 Þ  ðj6 j23 j31 j6 Þ t6 þ . . . ð4:24Þ
36 24
Table 3 gives the results from the solution for the system of stiff equation of Example 2 and illustrate the abso-
lute errors obtained by using Runge–Kutta and differential transformation method, respectively. We achieved
a good approximation with the differential transformation series with six terms only.
Example 3. Consider the following stiff system of differential equations (see [14]):

dy 1 ðtÞ
¼ 20y 1 ðtÞ  0:25y 2 ðtÞ  19:75y 3 ðtÞ; ð4:25Þ
dt
dy 2 ðtÞ
¼ 20y 1 ðtÞ  20:25y 2 ðtÞ þ 0:25y 3 ðtÞ; ð4:26Þ
dt
dy 3 ðtÞ
¼ 20y 1 ðtÞ  19:75y 2 ðtÞ  0:25y 3 ðtÞ; ð4:27Þ
dt
with initial conditions
y 1 ð0Þ ¼ 1; ð4:28Þ
y 2 ð0Þ ¼ 0; ð4:29Þ
y 3 ð0Þ ¼ 1: ð4:30Þ
The analytic solutions of the problem is
   
1 1
y 1 ðtÞ ¼ exp t þ expð20tÞðcosð20tÞ þ sinð20tÞÞ ; ð4:31Þ
2 2
   
1 1
y 2 ðtÞ ¼ exp t  expð20tÞðcosð20tÞ  sinð20tÞÞ ; ð4:32Þ
2 2
   
1 1
y 3 ðtÞ ¼  exp t  expð20tÞðcosð20tÞ  sinð20tÞÞ : ð4:33Þ
2 2

Table 3
Errors involved the differential transformation method y1(ti), y2(ti) and y3(ti) along with the result obtained by the Runge–Kutta fourth-
order method for Example 2
ti jy1(ti)  RKMj jy2(ti)  RKMj jy3(ti)  RKMj
0.0000 0.0000 0.0000 0.0000
0.0002 0.2e15 0.911061905e8 0.9112821132e10
0.0004 0.1062e12 0.44108834002e5 0.4411945550406e7
0.0006 0.37236e11 0.1555206570962e3 0.15555789356410e5
0.0008 0.441313e10 0.18561099486782e2 0.185655126056032e4
0.0010 0.2878609e9 0.121999715919754e1 0.122028502031150e3
2558 I.H. Abdel-Halim Hassan / Applied Mathematical Modelling 32 (2008) 2552–2559

Table 4
Errors involved with the differential transformation method along with the result obtained by the Runge–Kutta fourth-order method for
y1(t) in Example 3
ti y1(ti)exact y1(ti) jy1(ti)  RKMj jy1(ti)  y1(ti)exactj
0.000 0.000 0.000 0.000 0.000
0.002 0.9987213699391843 0.9987213699394444 0.148800e10 0.2601e12
0.004 0.9959682540904002 0.9959682541236884 0.602158e10 0.332882e10
0.006 0.9918609837802565 0.9918609843490153 0.6058245e9 0.5687588e9
0.008 0.9865148037030417 0.9865148079639218 0.43060555e8 0.42608801e8
0.010 0.9800399086752710 0.9800399289927312 0.203688571e7 0.203174602e7

Table 5
Errors involved with the differential transformation method along with the result obtained by the Runge–Kutta fourth-order method for
y2(t) in Example 3
ti y2(ti)exact y2(ti) jy2(ti)  RKMj jy2(ti)  y2(ti)exactj
0.000 0.000 0.000 0.000 0.000
0.002 0.387004598594418e1 0.3870045985944177e1 0.1487736e10 0.3e16
0.004 0.758043048963618e1 0.7580430489636175e1 0.2968856e10 0.5e16
0.006 0.1113187148921799 0.1113187148921799 0.443044e10 0.000
0.008 0.1452552058765153 0.1452552058765153 0.586098e10 0.000
0.010 0.1776292613327506 0.1776292613327507 0.725029e10 0.1e15

Table 6
Errors involved with the differential transformation method along with the result obtained by the Runge–Kutta fourth-order method for
y3(t) in Example 3
ti y3(ti)exact y3(ti) jy3(ti)  RKMj jy3(ti)  y3(ti)exactj
0.000 0.000 0.000 0.000 0.000
0.002 0.9603000399739332 0.9603000399739332 0.148773e10 0.000
0.004 0.9221976937709714 0.9221976937709712 0.296887e10 0.2e15
0.006 0.8856857806111931 0.8856857806111931 0.443043e10 0.000
0.008 0.8507527834674763 0.8507527834674763 0.586096e10 0.000
0.010 0.8173832178599318 0.8173832178599316 0.725028e10 0.2e15

The differential transformation of (4.25), (4.26) and (4.27) can be represented, respectively as

1
Y 1 ðk þ 1Þ ¼ ½20Y 1 ðkÞ  0:25Y 2 ðkÞ  19:75Y 3 ðkÞ; ð4:34Þ
kþ1
1
Y 2 ðk þ 1Þ ¼ ½20Y 1 ðkÞ  20:25Y 2 ðkÞ þ 0:25Y 3 ðkÞ; ð4:35Þ
kþ1
1
Y 3 ðk þ 1Þ ¼ ½20Y 1 ðkÞ  19:75Y 2 ðkÞ  0:25Y 3 ðkÞ: ð4:36Þ
kþ1
Tables 4–6 show errors of the differential transformation method along with the results obtained by Runge–
Kutta fourth-order method and the analytical solution of y1(t), y2(t) and y3(t) for Example 3, respectively. The
results obtained with differential transform method for N = 16 and 16 digits accurate.

5. Conclusion

The differential transformation method is a powerful tool which enables to find analytical solution in case
of linear and non-linear systems of differential equations. The method has been successfully applied to linear
and non-linear stiff systems of differential equations. This method is better than numerical methods, since it is
free from rounding off error, and does not require large computer power. In the present paper, the method
 I.H. Abdel-Halim Hassan / Applied Mathematical Modelling 32 (2008) 2552–2559 2559

yields a series solution which converges faster than the series obtained by another methods (see Refs.
[14,12,15]). The numerical results obtained by present method are compared with the analytical solutions.
It is shown that the results are found to be in good agreement with each other.

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