Application of Homotopy Perturbation Method in Nonlinear Heat Diffusion- Convection-Reaction Equations

In this Paper, Homotopy- Perturbation method (HPM) which is one of the most recent approximate analytical solutions is implemented to solve diffusion-convection-reaction equations (DCRE). The calculations are carried out for two different types of DCRE's such as the Black-Scholes equation used in financial market option pricing and Fokker- Planck equation from plasma physics. The behavior of the approximate solutions of the distribution functions are shown graphically and are compared with those obtained by other theories (e.g. the Adomian decomposition method, ADM). It shows that the numerical results of these methods are the same; while HPM is much easier, more convenient and more ef- ficient than ADM.