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106
A Numerical Solution for Sine-Gordon Type System
Saad Manaa, Mohammad Sabawi, Younis Sabawi
1Mathematics Department, College of Computers Sciences and Mathematics, Mosul University, Mosul, Iraq
2Mathematics Department, College of Education for Women, Tikrit University, Tikrit, Iraq
3Mathematics Department, College of Sciences, Koya University, Koya, Sulaymaniyah, Iraq
(Received 22/07/2008, Accepted 25/05/2009)
Abstract
A numerical solution for Sine-Gordon type system was done by the use of two finite difference schemes, the first is the
explicit scheme and the second is the Crank-Nicholson scheme. A comparison between the two schemes showed that
the explicit scheme is easier and has faster convergence than the Crank-Nicholson scheme which is more accurate. The
MATLAB environment was used for the numerical computations.
1. Introduction
One of the most gratifying features of the solution of
partial differential equations by difference methods is
that many of the methods and proofs based on linear
equations with constant coefficients can over directly to
non-linear equations. Thus many of the simplest explicit
and implicit two-level methods can be used for non-
linear equations. A satisfactory explicit difference
replacement of equation is. This difference approximation
is very simple to use but suffers from the disadvantage
that the ratio of the time step to the square of the space
increment is strictly limited. The stability limitation can
be removed by using an implicit difference method of
Crank–Nicholson type [7]. Ercolani et al [3] developed a
homoclinic geometric structure of the integrable Sine-
Gordon equation under periodic boundary conditions.
Ablowtiz et al [1] investigated the numerical behavior of
a double discrete, completely integrable discretization of
the Sine-Gordon equation. Ablowtiz et al [2] used the
nonlinear spectrum as a basis for comparing the
effectiveness of symplectic and nonsymplectic integrators
in capturing infinite dimensional phase space dynamics.
Speight and Ward [10] described a spatially-discrete
Sine-Gordon system with some novel features. Wei [11]
used the discrete singular convolution (DSC) algorithm
to solve the Sine-Gordon equation. Nakagiri and Ha
[8] studied the uniqueness and existence of the solutions
of the coupled Sine-Gordon equations by the use of
the variational method. They solved the quadratic
optimal control problems for the control systems
described by coupled Sine-Gordon equations. Lu and
Schmid [5] presented a class of schemes based on
symplectic integrators for the computation of solutions
of Sine-Gordon type systems. Khusnutdinova and
Pelinovsky [4] considered a system of coupled Klein-
Gordon equations; they found both linear and nonlinear
solutions involving the exchange in the energy
between the different components of the system.
In this paper, the Sine-Gordon type system was solved by
using two finite difference schemes.
2. The Mathematical Model
One of the well-known nonlinear wave equations is
Klein-Gordon equation
   12
2
2
2
2
uf
x
u
c
t
u






which consider one of the most important nonlinear wave
equations.
When   uuf  , where  is constant then equation
(1), becomes the linear Klein-Gordon equation
 22
2
2
2
2
u
x
u
c
t
u






Which is the simplest model of the equations which
describe the normally dispersive linear waves. When
0 , then equation (2), reduced to the classical wave
equation.
When   uuf sin , then equation (1), becomes the
Sine-Gordon equation
 3sin2
2
2
2
2
u
x
u
c
t
u






Equation (1) was introduced by Klein and Gordon in
1920s as a model of the nonlinear wave equation.
Equation (3) can be generalized to a system of two
coupled Sine-Gordon equations
 
 wu
x
w
c
t
w
wu
x
u
t
u












sin
sin
2
2
2
2
2
2
2
2
2
2

 4
        00,,00,,00,,cos0,  xwxwxuxAxu tt
        atxtwtwtutu  0,0,0,,0,0,1,,1,0 
Where A is constant.
3. Derivation of the Explicit Scheme Formula for
the Sine – Gordon System
Assume that the rectangle [ 7 ]:
  atxtxR  0,0:,  is subdivided into
  11  mn rectangles with sides kthx  , . Start
at the bottom rows, where 01  tt , and the initial
condition is [ 4 ] :
       
     
)5(
1,...,3,2,00,,
1,...,3,2,cos0,,
21
11







nixfxwtxw
nixAxfxutxu
iii
iiii
To complete the grid points in the second rows, we use
        
        








0,0,sin0,0,
0,0,sin0,0,
2
2
iiixxitt
iiixxitt
xwxuxwcxw
xwxuxuxu 
107
By using Taylor’s formula of order 2, we have
     
 
 
     
 
 
)6(
2
0,
0,0,,
2
0,
0,0,,
3
2
3
2










kO
kxw
kxwxwkxw
kO
kxu
kxuxukxu
tt
t
tt
t
Applying formula (6) at ixx  , together with
     
      ,0,,0,
,0,,0,
222
111
iiitii
iiitii
gxgxwfxw
gxgxufxu


we get
           
           
)7(
sin
2
2
2
,
sin
2
2
2
,
322
21
2
12212
22
22
322
21
22
11111
2
11












kOkOhOff
k
fff
rc
kgfkxw
kOkOhOff
k
fff
r
kgfkxu
iiiiiiii
iiiiiiii

Where
h
k
r  , formula (7) can be simplified to obtain the difference formula for the second rows [6]:
     
     
)8(
sin
22
1
sin
22
1
21
2
1212
22
22
22
2,
21
22
1111
2
11
2
2,












iiiiiii
iiiiiii
ff
k
ff
rc
kgfrcw
ff
k
ff
r
kgfru

for 1,...,3,2  ni
A method for computing the approximating to  txu , at
grid points in successive rows will be developed,
  
   mjnitxw
mjnitxu
ji
ji
,...,4,3,1...,,2,,
,...,4,3,1,...,2,,


The difference formulas used for
     txwtxutxu ttxxtt ,,,,, and  txwxx , are:
         
         
         
         
)9(
,,2,
,
,,2,
,
,,2,
,
,,2,
,
2
2
2
2
2
2
2
2





























hO
h
thxwtxwthxw
txw
kO
k
ktxwtxwktxw
txw
hO
h
thxutxuthxu
txu
kO
k
ktxutxuktxu
txu
xx
tt
xx
tt
Where the grid points are:
kttktthxxhxx jjjjiiii   1111 ,,,
Neglecting the terms  2
kO and  2
hO , and use
approximations jiu , and jiw , for  ji txu , and
 ji txw , in (9), which are in terms substituted in (4),
we get
108
 
 
 10
sin
22
sin
22
,,2
,1,,12
2
1,,1,
,,
2
2
,1,,1
2
1,,1,


















jiji
jijijijijiji
jiji
jijijijijiji
wu
h
www
c
k
www
wu
h
uuu
k
uuu

After some mathematical manipulation , we obtain
     
     
)11(
sin22
sin22
,,
2
1,,1,1
22
,
22
1,
,,
22
1,,1,1
2
,
2
1,










jijijijijijiji
jijijijijijiji
wukwwwrcwrcw
wukuuururu 
Formula (11) represents the explicit finite difference
formula for the Sine – Gordon system in (4). Formula
(11) is employed to create  thj 1 rows across the
grid, assuming that approximations in the jth and
 thj 1 rows are known. Notice that this formula
explicitly gives the values 1,1, ,  jiji wu in terms of
jijijijiji wwuuu ,,1,1,,1 ,,,,  and jiw ,1 .
4. Derivation of the Crank–Nicholson Formula
for the Sine – Gordon System
The diffusion terms xxu and xxw in this method are
represented by central differences, with their values at
the current and previous time steps averaged [ 7 ] :
           
     
           
     
)12(
,,2,
2
,,2,
2
,,2,
,,2,
2
,,2,
2
,,2,
2
22
2
22
























 








 

k
ktxwtxwktxw
w
h
kthxwktxwkthxw
h
kthxwktxwkthxw
w
k
ktxutxuktxu
u
h
kthxuktxukthxu
h
kthxuktxukthxu
u
tt
xx
tt
xx
By using the approximations jiu , and jiw , for  ji txu , and  ji txw , in (12), which are in turn substituted into
system (4), we have
 
 























jiji
jijijijijijijijiji
jiji
jijijijijijijijiji
wu
h
www
c
h
www
c
k
www
wu
h
uuu
h
uuu
k
uuu
,,2
1,11,1,12
2
1,11,1,12
2
1,,1,
,,
2
2
1,11,1,1
2
1,11,1,1
2
1,,1,
sin
2
2
2
22
sin
2
2
2
22

   
 
   
 
)13(
sin24
2222
sin24
2222
,,
2
,
1,1
22
1,
22
1,1
22
1,1
22
1,
22
1,1
22
,,
22
,
1,1
2
1,
2
1,1
2
1,1
2
1,
2
1,1
2















jijiji
jijijijijiji
jijiji
jijijijijiji
wukw
wrcwrcwrcwrcwrcwrc
wuku
urururururur

109
for 1,...,3,2  ni
Formula (13) represents the Crank–Nicholson
formula for system (4). The terms on the right hand
side of (13) are all known. Hence, the equations in
(13) form a tridiagonal linear
algebraic systems 111 BXA  and 222 BXA  .The
boundary conditions are used in the first and last
equations only i.e.
.,,, 21,1,11,11,121,1,11,11,1 jcwwandcwwbuubuu jnjnjjjnjnjj  
Equations in (13) are especially pleasing to view in their
tridiagonal matrix forms 111 BXA  , 222 BXA  ,
where 1A and 2A are the coefficient matrices, 1X and
2X are the unknown vectors and 1B , 2B are the known
vectors as shown below:




























































1
1,1
1,2
1,
1,3
1,2
22
222
222
222
22
11
22
22
22
22
22
B
u
u
u
u
u
rr
rrr
rrr
rrr
rr
XA
jn
jn
jp
j
j




   
   
   
   
 14
sin24222
sin2422
sin2422
sin24222
,1,1
22
,11,1
2
1,2
22
2
,,
22
,1,1
2
1,
2
1,1
2
,3,3
22
,31,4
2
1,3
2
1,2
2
,2,2
22
,21,3
2
1,2
22
1






























jnjnjnjnjn
jpjpjpjpjpjp
jjjjjj
jjjjj
wukuururrb
wukuururur
wukuururur
wukuururrb
































































2
1,1
1,2
1,
1,3
1,2
222
2222
2222
2222
222
22
22
22
22
22
22
B
w
w
w
w
w
rcr
rrcr
rrcr
rrcr
rrc
XA
jn
jn
jp
j
j




110
   
   
   
   
 15
sin24222
sin2422
sin2422
sin24222
,1,1
2
,11,1
22
1,2
222
2
,,
2
,1,1
22
1,
22
1,1
22
,3,3
2
,31,4
22
1,3
22
1,2
22
,2,2
2
,21,3
22
1,2
2222
1






























jnjnjnjnjn
jpjpjpjpjpjp
jjjjjj
jjjjj
wukuwrcwrrcc
wukuurcwrcwrc
wukwwrcwrcwrc
wukwwrcwrcrcc
When the Crank–Nicholson Scheme is implemented with
a computer, the linear systems 111 BXA  and
222 BXA  can be solved by either direct means or by
iteration. In this paper, the Gaussian elimination method
(direct method) has been used to solve the algebraic
systems 111 BXA  and 222 BXA  [9].
5. Algorithm of Explicit Scheme
1. Input a, b, n, m, c,  .
2. Evaluate h=a/(n-1), k=b/(m-1), r=k/h.
3. Save dimensions to u and v as matrices.
4. Evaluate the boundary conditions of u and v:
        .0,0,0,,0,0,1,,1,0 atxtwtwtutu  
5. For i=2 to n-1, evaluate the initial conditions:
        00,,00,,00,,cos0,  xwxwxuxAxu tt
.
6. End
7. For j=3:m, for i=2:n-1evaluate the formula (11).
6. Algorithm of Crank-Nicholson Scheme
1. Input a, b, n, m, c,  .
2. Evaluate h=a/(n-1), k=b/(m-1), r=k/h.
3. Save dimensions to u and v as matrices.
4. Evaluate the boundary conditions of u and v:
        .0,0,0,,0,0,1,,1,0 atxtwtwtutu  
5. For i=2 to n-1, evaluate the initial conditions:
        00,,00,,00,,cos0,  xwxwxuxAxu tt
6. End.
7. Input the principal diagonals and off diagonals of the
coefficient matrices 1A and 2A as row vectors.
8. For j=3:m, for i=2:n-1evaluate the vectors 1B and 2B
and solve the
111 BXA  and 222 BXA  .tridiagonal systems
9. End.
8. End
Table (1) shows a comparison between the explicit scheme and Crank-Nicholson scheme of u and w when
h=0.3142, 1k=0.05, r=0.1592, c=1, , a=1, and A=1, for the sine-Gordon system in equation (4).
Crank-Nicholson Scheme of
w when h=0.3142, k=0.05
r=0.1592
Explicit Scheme of w
when h=0.3142, k=0.0,
r=0.15925
Crank-Nicholson Scheme of
u when h=0.3142, k=0.05,
r=0.1592
Explicit Scheme of u
when h=0.3142, k=0.05,
r=0.1592
000.95110.9511
0.00100.00100.94890.9489
0.00400.00400.94290.9423
0.00890.00900.93190.9317
0.01550.01560.91760.9172
0.02360.02380.89990.8994
0.03300.03330.87940.8787
0.04340.04380.85660.8558
0.05450.05490.83210.8312
0.06590.06640.80660.8055
0.07750.07800.78060.7795
0.08880.08930.75470.7536
0.09970.10010.72940.7285
0.10990.11020.70520.7045
0.11920.11940.68250.6820
0.12740.12720.66160.6613
0.13450.13450.64260.6425
0.14040.14020.62570.6259
0.14500.14470.61100.6114
111
0.14840.14810.59840.5990
0.15060.15020.58790.5886
Note: The results in table (1) had been obtained from the algorithms of the explicit and Crank-Nicholson schemes
which had been mentioned above after converting them to two programs in MATLAB.
1Figure (1) shows a solution curves of Crank-Nicholson scheme of u when h=0.3142, k=0.1, r=0.3183, c=1, ,
a=1, and A=1, for the sine-Gordon system in equation (4).
1Figure (2) shows a solution curves of Crank-Nicholson scheme of w when h=0.3142, k=0.1, r=0.3183, c=1, ,
a=1, and A=1, for the sine-Gordon system in equation (4).
7. Conclusions
We concluded from the comparison between the two
schemes that the explicit scheme is easier and has faster
convergence than the Crank–Nicholson scheme which is
more accurate.
Acknowledgement
The authors would like to express their thanks to every
one helped them in this paper.
112
References
[1] Ablowitz, M. J., Herbst, B. M. and Schober, C.,
(1996), On the Numerical Solution of the Sine-Gordon
Equation: I. Integrable Discretizations and Homoclinic
Manifolds, J.Comput. Phys. 126, pp. 299-314.
[2] Ablowitz, M. J., Herbst, B. M. and Schober, C.,
(1997), On the Numerical Solution of the Sine-Gordon
Equation: II. Performance of Numerical Schemes, J.
Comput. Phys. 131, pp. 354-367.
[3] Ercolani, N., Forest, M.G. and Mclaughlin, D.W.,
(1990), Geometry of the Modulation of Instability III,
Homoclinic Orbits for the Periodic Sine-Gordon
Equation, Physica D43, pp. 349-384.
[4] Khusnutdinova, K. R. and Pelinovsky, D. E., (2003),
On the Exchange of Energy in Coupled Klein-Gordon
Equations, Wave Motion, 38, pp. 1-10.
[5] Lu, X. and Schmid, R., (1998), Symplectic
Integration of Sine-Gordon Type System, IMACS
International Conference MODELLING 98, Prague, July
7-11.
[6] Mathews, J.H. and Fink, K.D., (2004), Numerical
Methods Using MATLAB, Fourth Edition, Prentice-Hall,
Inc.
[7] Mitchell, A. R. and Griffiths, D. E., (1980), Finite
Difference Method in Partial Differential Equations, John
Wiley & Sons.
[8] Nakagiri, S. and Ha J., (2001), Coupled Sine-Gordon
Equations as Nonlinear Second Order Evolution
Equations, Taiwanese J.Math., Vol. 5, No. 2, pp.
297-315.
[9] Shanthakumar, M., (1989), Computer Based
Numerical Analysis, Khanna Publishers.
[10] Speight, J. M. and Ward, R. S., (1999),
Kink Dynamics in a Novel Discrete Sine-Gordon
System, arXiv: part-sol/9911008.
[11]Wei, G. W., (2000), Discrete Singular Convolution
for the Sine- Gordon Equation, J. Physica D137, pp. 247-
259.
113
Sine–Gordon ‫النوع‬ ‫من‬ ‫لنظام‬ ‫العددي‬ ‫الحل‬
3
‫اﻟﺳﺑﻌﺎوي‬ ‫ﻋﺒد‬ ‫ﯿوﻨس‬ ،
2
‫اﻟﺳﺑﻌﺎوي‬ ‫ﻋﺑد‬ ‫محمد‬ ،
1
‫مناع‬ ‫اهلل‬ ‫عبد‬ ‫سعد‬
‫العراق‬ ،‫الموصل‬ ،‫الموصل‬ ‫جامعة‬ ،‫والرياضيات‬ ‫الحاسبات‬ ‫علوم‬ ‫كلية‬ ،‫الرياضيات‬ ‫قسم‬ 1
‫العراق‬ ‫تكريت‬ ،‫تكريت‬ ‫جامعة‬ ،‫للبنات‬ ‫التربية‬ ‫كلية‬ ،‫الرياضيات‬ ‫قسم‬ 2
‫العراق‬ ،‫كويا‬ ،‫كويا‬ ‫جامعة‬ ،‫العلوم‬ ‫كلية‬ ،‫الرياضيات‬ ‫قسم‬ 3
(25/05/2009 :‫القبول‬ ‫تاريخ‬ ،22/07/2008 :‫االستالم‬ ‫تاريخ‬)
‫الملخص‬
‫لقد‬‫اام‬‫ظ‬‫ن‬ ‫حل‬ ‫تم‬Sine-Gordon‫ادديا‬‫ع‬‫اق‬ ‫ا‬‫ر‬‫ر‬ ‫ا‬‫م‬ ‫يقتي‬‫ر‬‫ا‬‫ر‬ ‫اتددام‬‫س‬‫با‬‫اة‬‫ي‬‫ان‬ ‫ال‬‫و‬ ‫يحة‬‫ر‬‫ا‬‫ص‬‫ال‬ ‫اة‬‫ق‬‫ي‬‫ر‬‫الر‬ ‫اط‬‫ا‬ ‫اي‬‫ل‬‫الو‬ ،‫اة‬‫ي‬‫المنتي‬ ‫اات‬‫ق‬‫الفرو‬
‫يقة‬‫ر‬‫ر‬ ‫اط‬Crank-Nicholson‫ات‬‫ن‬‫كا‬ ‫اي‬‫ح‬ ‫اط‬‫ا‬ ‫اا‬‫ب‬‫ر‬‫تقا‬ ‫ا‬‫ار‬‫س‬‫ال‬‫و‬ ‫ايل‬‫س‬‫ال‬ ‫اط‬‫ا‬ ‫يحة‬‫ر‬‫ا‬‫ص‬‫ال‬ ‫اة‬‫ق‬‫ي‬‫ر‬‫الر‬ ‫إ‬ ‫يقتي‬‫ر‬‫ا‬‫ر‬‫ال‬ ‫اي‬‫ب‬ ‫نة‬‫ر‬‫المقا‬ ‫بينت‬ ‫إذ‬ .
‫يقة‬‫ر‬‫ر‬Crank-Nicholson‫نظام‬ ‫استددام‬ ‫وقد‬ ،‫دقة‬ ‫ر‬ ‫الك‬ ‫اط‬MATLAB.‫العددية‬ ‫الحسابات‬ ‫إيجاد‬ ‫اط‬

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A Numerical Solution for Sine Gordon Type System

  • 1. 106 A Numerical Solution for Sine-Gordon Type System Saad Manaa, Mohammad Sabawi, Younis Sabawi 1Mathematics Department, College of Computers Sciences and Mathematics, Mosul University, Mosul, Iraq 2Mathematics Department, College of Education for Women, Tikrit University, Tikrit, Iraq 3Mathematics Department, College of Sciences, Koya University, Koya, Sulaymaniyah, Iraq (Received 22/07/2008, Accepted 25/05/2009) Abstract A numerical solution for Sine-Gordon type system was done by the use of two finite difference schemes, the first is the explicit scheme and the second is the Crank-Nicholson scheme. A comparison between the two schemes showed that the explicit scheme is easier and has faster convergence than the Crank-Nicholson scheme which is more accurate. The MATLAB environment was used for the numerical computations. 1. Introduction One of the most gratifying features of the solution of partial differential equations by difference methods is that many of the methods and proofs based on linear equations with constant coefficients can over directly to non-linear equations. Thus many of the simplest explicit and implicit two-level methods can be used for non- linear equations. A satisfactory explicit difference replacement of equation is. This difference approximation is very simple to use but suffers from the disadvantage that the ratio of the time step to the square of the space increment is strictly limited. The stability limitation can be removed by using an implicit difference method of Crank–Nicholson type [7]. Ercolani et al [3] developed a homoclinic geometric structure of the integrable Sine- Gordon equation under periodic boundary conditions. Ablowtiz et al [1] investigated the numerical behavior of a double discrete, completely integrable discretization of the Sine-Gordon equation. Ablowtiz et al [2] used the nonlinear spectrum as a basis for comparing the effectiveness of symplectic and nonsymplectic integrators in capturing infinite dimensional phase space dynamics. Speight and Ward [10] described a spatially-discrete Sine-Gordon system with some novel features. Wei [11] used the discrete singular convolution (DSC) algorithm to solve the Sine-Gordon equation. Nakagiri and Ha [8] studied the uniqueness and existence of the solutions of the coupled Sine-Gordon equations by the use of the variational method. They solved the quadratic optimal control problems for the control systems described by coupled Sine-Gordon equations. Lu and Schmid [5] presented a class of schemes based on symplectic integrators for the computation of solutions of Sine-Gordon type systems. Khusnutdinova and Pelinovsky [4] considered a system of coupled Klein- Gordon equations; they found both linear and nonlinear solutions involving the exchange in the energy between the different components of the system. In this paper, the Sine-Gordon type system was solved by using two finite difference schemes. 2. The Mathematical Model One of the well-known nonlinear wave equations is Klein-Gordon equation    12 2 2 2 2 uf x u c t u       which consider one of the most important nonlinear wave equations. When   uuf  , where  is constant then equation (1), becomes the linear Klein-Gordon equation  22 2 2 2 2 u x u c t u       Which is the simplest model of the equations which describe the normally dispersive linear waves. When 0 , then equation (2), reduced to the classical wave equation. When   uuf sin , then equation (1), becomes the Sine-Gordon equation  3sin2 2 2 2 2 u x u c t u       Equation (1) was introduced by Klein and Gordon in 1920s as a model of the nonlinear wave equation. Equation (3) can be generalized to a system of two coupled Sine-Gordon equations    wu x w c t w wu x u t u             sin sin 2 2 2 2 2 2 2 2 2 2   4         00,,00,,00,,cos0,  xwxwxuxAxu tt         atxtwtwtutu  0,0,0,,0,0,1,,1,0  Where A is constant. 3. Derivation of the Explicit Scheme Formula for the Sine – Gordon System Assume that the rectangle [ 7 ]:   atxtxR  0,0:,  is subdivided into   11  mn rectangles with sides kthx  , . Start at the bottom rows, where 01  tt , and the initial condition is [ 4 ] :               )5( 1,...,3,2,00,, 1,...,3,2,cos0,, 21 11        nixfxwtxw nixAxfxutxu iii iiii To complete the grid points in the second rows, we use                           0,0,sin0,0, 0,0,sin0,0, 2 2 iiixxitt iiixxitt xwxuxwcxw xwxuxuxu 
  • 2. 107 By using Taylor’s formula of order 2, we have                     )6( 2 0, 0,0,, 2 0, 0,0,, 3 2 3 2           kO kxw kxwxwkxw kO kxu kxuxukxu tt t tt t Applying formula (6) at ixx  , together with             ,0,,0, ,0,,0, 222 111 iiitii iiitii gxgxwfxw gxgxufxu   we get                         )7( sin 2 2 2 , sin 2 2 2 , 322 21 2 12212 22 22 322 21 22 11111 2 11             kOkOhOff k fff rc kgfkxw kOkOhOff k fff r kgfkxu iiiiiiii iiiiiiii  Where h k r  , formula (7) can be simplified to obtain the difference formula for the second rows [6]:             )8( sin 22 1 sin 22 1 21 2 1212 22 22 22 2, 21 22 1111 2 11 2 2,             iiiiiii iiiiiii ff k ff rc kgfrcw ff k ff r kgfru  for 1,...,3,2  ni A method for computing the approximating to  txu , at grid points in successive rows will be developed,       mjnitxw mjnitxu ji ji ,...,4,3,1...,,2,, ,...,4,3,1,...,2,,   The difference formulas used for      txwtxutxu ttxxtt ,,,,, and  txwxx , are:                                         )9( ,,2, , ,,2, , ,,2, , ,,2, , 2 2 2 2 2 2 2 2                              hO h thxwtxwthxw txw kO k ktxwtxwktxw txw hO h thxutxuthxu txu kO k ktxutxuktxu txu xx tt xx tt Where the grid points are: kttktthxxhxx jjjjiiii   1111 ,,, Neglecting the terms  2 kO and  2 hO , and use approximations jiu , and jiw , for  ji txu , and  ji txw , in (9), which are in terms substituted in (4), we get
  • 3. 108      10 sin 22 sin 22 ,,2 ,1,,12 2 1,,1, ,, 2 2 ,1,,1 2 1,,1,                   jiji jijijijijiji jiji jijijijijiji wu h www c k www wu h uuu k uuu  After some mathematical manipulation , we obtain             )11( sin22 sin22 ,, 2 1,,1,1 22 , 22 1, ,, 22 1,,1,1 2 , 2 1,           jijijijijijiji jijijijijijiji wukwwwrcwrcw wukuuururu  Formula (11) represents the explicit finite difference formula for the Sine – Gordon system in (4). Formula (11) is employed to create  thj 1 rows across the grid, assuming that approximations in the jth and  thj 1 rows are known. Notice that this formula explicitly gives the values 1,1, ,  jiji wu in terms of jijijijiji wwuuu ,,1,1,,1 ,,,,  and jiw ,1 . 4. Derivation of the Crank–Nicholson Formula for the Sine – Gordon System The diffusion terms xxu and xxw in this method are represented by central differences, with their values at the current and previous time steps averaged [ 7 ] :                                     )12( ,,2, 2 ,,2, 2 ,,2, ,,2, 2 ,,2, 2 ,,2, 2 22 2 22                                      k ktxwtxwktxw w h kthxwktxwkthxw h kthxwktxwkthxw w k ktxutxuktxu u h kthxuktxukthxu h kthxuktxukthxu u tt xx tt xx By using the approximations jiu , and jiw , for  ji txu , and  ji txw , in (12), which are in turn substituted into system (4), we have                            jiji jijijijijijijijiji jiji jijijijijijijijiji wu h www c h www c k www wu h uuu h uuu k uuu ,,2 1,11,1,12 2 1,11,1,12 2 1,,1, ,, 2 2 1,11,1,1 2 1,11,1,1 2 1,,1, sin 2 2 2 22 sin 2 2 2 22              )13( sin24 2222 sin24 2222 ,, 2 , 1,1 22 1, 22 1,1 22 1,1 22 1, 22 1,1 22 ,, 22 , 1,1 2 1, 2 1,1 2 1,1 2 1, 2 1,1 2                jijiji jijijijijiji jijiji jijijijijiji wukw wrcwrcwrcwrcwrcwrc wuku urururururur 
  • 4. 109 for 1,...,3,2  ni Formula (13) represents the Crank–Nicholson formula for system (4). The terms on the right hand side of (13) are all known. Hence, the equations in (13) form a tridiagonal linear algebraic systems 111 BXA  and 222 BXA  .The boundary conditions are used in the first and last equations only i.e. .,,, 21,1,11,11,121,1,11,11,1 jcwwandcwwbuubuu jnjnjjjnjnjj   Equations in (13) are especially pleasing to view in their tridiagonal matrix forms 111 BXA  , 222 BXA  , where 1A and 2A are the coefficient matrices, 1X and 2X are the unknown vectors and 1B , 2B are the known vectors as shown below:                                                             1 1,1 1,2 1, 1,3 1,2 22 222 222 222 22 11 22 22 22 22 22 B u u u u u rr rrr rrr rrr rr XA jn jn jp j j                      14 sin24222 sin2422 sin2422 sin24222 ,1,1 22 ,11,1 2 1,2 22 2 ,, 22 ,1,1 2 1, 2 1,1 2 ,3,3 22 ,31,4 2 1,3 2 1,2 2 ,2,2 22 ,21,3 2 1,2 22 1                               jnjnjnjnjn jpjpjpjpjpjp jjjjjj jjjjj wukuururrb wukuururur wukuururur wukuururrb                                                                 2 1,1 1,2 1, 1,3 1,2 222 2222 2222 2222 222 22 22 22 22 22 22 B w w w w w rcr rrcr rrcr rrcr rrc XA jn jn jp j j    
  • 5. 110                  15 sin24222 sin2422 sin2422 sin24222 ,1,1 2 ,11,1 22 1,2 222 2 ,, 2 ,1,1 22 1, 22 1,1 22 ,3,3 2 ,31,4 22 1,3 22 1,2 22 ,2,2 2 ,21,3 22 1,2 2222 1                               jnjnjnjnjn jpjpjpjpjpjp jjjjjj jjjjj wukuwrcwrrcc wukuurcwrcwrc wukwwrcwrcwrc wukwwrcwrcrcc When the Crank–Nicholson Scheme is implemented with a computer, the linear systems 111 BXA  and 222 BXA  can be solved by either direct means or by iteration. In this paper, the Gaussian elimination method (direct method) has been used to solve the algebraic systems 111 BXA  and 222 BXA  [9]. 5. Algorithm of Explicit Scheme 1. Input a, b, n, m, c,  . 2. Evaluate h=a/(n-1), k=b/(m-1), r=k/h. 3. Save dimensions to u and v as matrices. 4. Evaluate the boundary conditions of u and v:         .0,0,0,,0,0,1,,1,0 atxtwtwtutu   5. For i=2 to n-1, evaluate the initial conditions:         00,,00,,00,,cos0,  xwxwxuxAxu tt . 6. End 7. For j=3:m, for i=2:n-1evaluate the formula (11). 6. Algorithm of Crank-Nicholson Scheme 1. Input a, b, n, m, c,  . 2. Evaluate h=a/(n-1), k=b/(m-1), r=k/h. 3. Save dimensions to u and v as matrices. 4. Evaluate the boundary conditions of u and v:         .0,0,0,,0,0,1,,1,0 atxtwtwtutu   5. For i=2 to n-1, evaluate the initial conditions:         00,,00,,00,,cos0,  xwxwxuxAxu tt 6. End. 7. Input the principal diagonals and off diagonals of the coefficient matrices 1A and 2A as row vectors. 8. For j=3:m, for i=2:n-1evaluate the vectors 1B and 2B and solve the 111 BXA  and 222 BXA  .tridiagonal systems 9. End. 8. End Table (1) shows a comparison between the explicit scheme and Crank-Nicholson scheme of u and w when h=0.3142, 1k=0.05, r=0.1592, c=1, , a=1, and A=1, for the sine-Gordon system in equation (4). Crank-Nicholson Scheme of w when h=0.3142, k=0.05 r=0.1592 Explicit Scheme of w when h=0.3142, k=0.0, r=0.15925 Crank-Nicholson Scheme of u when h=0.3142, k=0.05, r=0.1592 Explicit Scheme of u when h=0.3142, k=0.05, r=0.1592 000.95110.9511 0.00100.00100.94890.9489 0.00400.00400.94290.9423 0.00890.00900.93190.9317 0.01550.01560.91760.9172 0.02360.02380.89990.8994 0.03300.03330.87940.8787 0.04340.04380.85660.8558 0.05450.05490.83210.8312 0.06590.06640.80660.8055 0.07750.07800.78060.7795 0.08880.08930.75470.7536 0.09970.10010.72940.7285 0.10990.11020.70520.7045 0.11920.11940.68250.6820 0.12740.12720.66160.6613 0.13450.13450.64260.6425 0.14040.14020.62570.6259 0.14500.14470.61100.6114
  • 6. 111 0.14840.14810.59840.5990 0.15060.15020.58790.5886 Note: The results in table (1) had been obtained from the algorithms of the explicit and Crank-Nicholson schemes which had been mentioned above after converting them to two programs in MATLAB. 1Figure (1) shows a solution curves of Crank-Nicholson scheme of u when h=0.3142, k=0.1, r=0.3183, c=1, , a=1, and A=1, for the sine-Gordon system in equation (4). 1Figure (2) shows a solution curves of Crank-Nicholson scheme of w when h=0.3142, k=0.1, r=0.3183, c=1, , a=1, and A=1, for the sine-Gordon system in equation (4). 7. Conclusions We concluded from the comparison between the two schemes that the explicit scheme is easier and has faster convergence than the Crank–Nicholson scheme which is more accurate. Acknowledgement The authors would like to express their thanks to every one helped them in this paper.
  • 7. 112 References [1] Ablowitz, M. J., Herbst, B. M. and Schober, C., (1996), On the Numerical Solution of the Sine-Gordon Equation: I. Integrable Discretizations and Homoclinic Manifolds, J.Comput. Phys. 126, pp. 299-314. [2] Ablowitz, M. J., Herbst, B. M. and Schober, C., (1997), On the Numerical Solution of the Sine-Gordon Equation: II. Performance of Numerical Schemes, J. Comput. Phys. 131, pp. 354-367. [3] Ercolani, N., Forest, M.G. and Mclaughlin, D.W., (1990), Geometry of the Modulation of Instability III, Homoclinic Orbits for the Periodic Sine-Gordon Equation, Physica D43, pp. 349-384. [4] Khusnutdinova, K. R. and Pelinovsky, D. E., (2003), On the Exchange of Energy in Coupled Klein-Gordon Equations, Wave Motion, 38, pp. 1-10. [5] Lu, X. and Schmid, R., (1998), Symplectic Integration of Sine-Gordon Type System, IMACS International Conference MODELLING 98, Prague, July 7-11. [6] Mathews, J.H. and Fink, K.D., (2004), Numerical Methods Using MATLAB, Fourth Edition, Prentice-Hall, Inc. [7] Mitchell, A. R. and Griffiths, D. E., (1980), Finite Difference Method in Partial Differential Equations, John Wiley & Sons. [8] Nakagiri, S. and Ha J., (2001), Coupled Sine-Gordon Equations as Nonlinear Second Order Evolution Equations, Taiwanese J.Math., Vol. 5, No. 2, pp. 297-315. [9] Shanthakumar, M., (1989), Computer Based Numerical Analysis, Khanna Publishers. [10] Speight, J. M. and Ward, R. S., (1999), Kink Dynamics in a Novel Discrete Sine-Gordon System, arXiv: part-sol/9911008. [11]Wei, G. W., (2000), Discrete Singular Convolution for the Sine- Gordon Equation, J. Physica D137, pp. 247- 259.
  • 8. 113 Sine–Gordon ‫النوع‬ ‫من‬ ‫لنظام‬ ‫العددي‬ ‫الحل‬ 3 ‫اﻟﺳﺑﻌﺎوي‬ ‫ﻋﺒد‬ ‫ﯿوﻨس‬ ، 2 ‫اﻟﺳﺑﻌﺎوي‬ ‫ﻋﺑد‬ ‫محمد‬ ، 1 ‫مناع‬ ‫اهلل‬ ‫عبد‬ ‫سعد‬ ‫العراق‬ ،‫الموصل‬ ،‫الموصل‬ ‫جامعة‬ ،‫والرياضيات‬ ‫الحاسبات‬ ‫علوم‬ ‫كلية‬ ،‫الرياضيات‬ ‫قسم‬ 1 ‫العراق‬ ‫تكريت‬ ،‫تكريت‬ ‫جامعة‬ ،‫للبنات‬ ‫التربية‬ ‫كلية‬ ،‫الرياضيات‬ ‫قسم‬ 2 ‫العراق‬ ،‫كويا‬ ،‫كويا‬ ‫جامعة‬ ،‫العلوم‬ ‫كلية‬ ،‫الرياضيات‬ ‫قسم‬ 3 (25/05/2009 :‫القبول‬ ‫تاريخ‬ ،22/07/2008 :‫االستالم‬ ‫تاريخ‬) ‫الملخص‬ ‫لقد‬‫اام‬‫ظ‬‫ن‬ ‫حل‬ ‫تم‬Sine-Gordon‫ادديا‬‫ع‬‫اق‬ ‫ا‬‫ر‬‫ر‬ ‫ا‬‫م‬ ‫يقتي‬‫ر‬‫ا‬‫ر‬ ‫اتددام‬‫س‬‫با‬‫اة‬‫ي‬‫ان‬ ‫ال‬‫و‬ ‫يحة‬‫ر‬‫ا‬‫ص‬‫ال‬ ‫اة‬‫ق‬‫ي‬‫ر‬‫الر‬ ‫اط‬‫ا‬ ‫اي‬‫ل‬‫الو‬ ،‫اة‬‫ي‬‫المنتي‬ ‫اات‬‫ق‬‫الفرو‬ ‫يقة‬‫ر‬‫ر‬ ‫اط‬Crank-Nicholson‫ات‬‫ن‬‫كا‬ ‫اي‬‫ح‬ ‫اط‬‫ا‬ ‫اا‬‫ب‬‫ر‬‫تقا‬ ‫ا‬‫ار‬‫س‬‫ال‬‫و‬ ‫ايل‬‫س‬‫ال‬ ‫اط‬‫ا‬ ‫يحة‬‫ر‬‫ا‬‫ص‬‫ال‬ ‫اة‬‫ق‬‫ي‬‫ر‬‫الر‬ ‫إ‬ ‫يقتي‬‫ر‬‫ا‬‫ر‬‫ال‬ ‫اي‬‫ب‬ ‫نة‬‫ر‬‫المقا‬ ‫بينت‬ ‫إذ‬ . ‫يقة‬‫ر‬‫ر‬Crank-Nicholson‫نظام‬ ‫استددام‬ ‫وقد‬ ،‫دقة‬ ‫ر‬ ‫الك‬ ‫اط‬MATLAB.‫العددية‬ ‫الحسابات‬ ‫إيجاد‬ ‫اط‬