underline the tab name for the file

Use

WolfTheProblemSolver.getInstance(project).reportProblems(file, problems)

I have add LineHighlighter as in below code

How can i get problems of given file, virtual file or document.

markupModel.addLineHighlighter(line, HighlighterLayer.WARNING, attributes);

You can create Problem instance using

WolfTheProblemSolver.getInstance(project).convertToProblem(file, line, column, new String[] {message})

Its works. Thanks. 

Now the problem is when analyzer run on file, underline remove. 

when file content change or open file, analyzer automatically runs. Then it detects that no compile time error on file. Therefore its remove the underline. 

Is there a way to keep underline even compiler error not exist.

That reportProblems() method is a part of internal API which should work along the highlighting, inspections and compiler
in such a way that when some problems are reported and the file changed, these problems should be updated in a consistent manner.
So you should re-analyze the file each time it's changed. E.g. by providing your set of inspections which will report problems on file change.
please see http://www.jetbrains.org/intellij/sdk/docs/tutorials/code_inspections.html