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Abstract
The aim of this paper is to present a solutions to special type integro-differential
equation of the first and second kind. Practical examples are illustrated Rashed method
is very useful in computing a numerical solution of linear integro-differential equation of
first and second order. This paper describe three methods to treat a special type of linear
integro-differential equation of the first and second kind.
Ó 2002 Elsevier Science Inc. All rights reserved.
1. Introduction
where
2dr X
n
00 krp
‘r;n ðxÞ ¼ Tk ðxÞ cos
n k¼0 n
0:5; r ¼ 0; n
dr ¼
1; 0<r<n
X
n
yðxÞ ¼ yð1Þ þ yr0 br ðxÞ ð1:2Þ
r¼0
On other hand, (1.2) can be used to find yðxÞ at the points xi ¼ cosðip=nÞ,
i ¼ 0ð1Þn by using the relation
Z x X
n
yðtÞ dt ¼ yr br ðxÞ ð1:4Þ
1 i¼0
where
2dr X
n
00 krp
br ðxÞ ¼ Ik ðxÞ cos ðusing FFTÞ ð1:5Þ
n k¼0 n
2dr X
n
00 krp
Er ðxÞ ¼ pk ðxÞ cos ðusing FFTÞ ð1:6Þ
n k¼0 n
to give
8
> T1 ðxÞ þ 1; k¼0
Z x >
< ½T ðxÞ 1=4;
2 k¼1
Ik ðxÞ ¼ Tk ðtÞ dt ¼ kþ1
1 >
> Tkþ1 ðxÞ Tk1 ðxÞ ð1Þ
: þ 2 ; kP2
2ðk þ 1Þ 2ðk 1Þ k 1
and
Z x Z x
pk ðxÞ ¼ Tk ðtÞ dt dx
1 1
8
>
> ½T2 ðxÞ þ 4T1 ðxÞ þ 3=4; k¼0
>
>
< ½T3 ðxÞ 9T1 ðxÞ 8=24; k¼1
¼ ½T4 ðxÞ 8ðT2 ðxÞ þ 2T1 ðxÞÞ 9=48; k¼2
>
> Tkþ2 ðxÞ Tk2 ðxÞ Tk ðxÞ
>
>
: þ þ Ak ðxÞ; k P3
4ðk þ 1Þðk þ 2Þ 4ðk 1Þðk 2Þ 2ðk 1Þðk þ 1Þ
where
1 1 ðx þ 1Þ
Ak ðxÞ ¼ ð1Þk
2kðk þ 1Þðk þ 2Þ 2kðk 1Þðk 2Þ ðk 1Þðk þ 1Þ
P00
Tk ðxÞ is the Chebyshev polynomial of the first kind and denotes a sum with
first and last terms halved.
If the second derivative y 00 ðxÞ is known at the points xi ¼ cosðip=nÞ, i ¼ 0ð1Þn
and if yð1Þ and y 0 ð1Þ are known, the problemRx is how to evaluate the in-
definite integral of yðxÞ at any point x i.e. 1 yðtÞ dt.
M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88 75
hence
X
n
y 0 ðxÞ ¼ y 0 ð1Þ þ yr00 br;n ðxÞ ð1:8Þ
r¼0
and
X
n
yðxÞ ¼ yð1Þ þ ðx þ 1Þy 0 ð1Þ þ yr00 Er ðxÞ ð1:9Þ
r¼0
We may use Eq. (1.9) to find the values of yðxÞ at the points xi ¼ cosðip=nÞ,
i ¼ 0ð1Þn and then use (1.4) (or any quadrature rule) to find the definite or
indefinite integral. Such this procedure can be generalized to n-derivatives. In a
similar way, if the second derivative is known and yð1Þ and yð1Þ are known
but the integrand function is unknown, then from (1.9) using x ¼ 1 gives
1 1X n
y 0 ð1Þ ¼ ½yð1Þ yð1Þ y 00 Er ð1Þ ð1:10Þ
2 2 r¼0 r
Substitute from (1.10) in (1.8) and (1.9) to give
1 Xn
y 0 ðxÞ ¼ ½yð1Þ yð1Þ þ yr00 ½br ðxÞ Er ð1Þ=2 ð1:11Þ
2 r¼0
and
ðx þ 1Þ Xn
yðxÞ ¼ yð1Þ þ ½yð1Þ yð1Þ þ yr00 Dr ðxÞ
2 r¼0 ð1:12Þ
ðx þ 1Þ
Dr ðxÞ ¼ Er ðxÞ Er ð1Þ
2
The solution then known using (1.12) to evaluate the values of yðxÞ at the
points xi ¼ cosðip=nÞ, i ¼ 0ð1Þn and then using (1.4) to find the definite or
indefinite integral at any point x.
where
Q1 ðx; y 00 ðxÞ; y 0 ðxÞ; yðxÞÞ ¼ p1 ðxÞy 00 ðxÞ þ p2 ðxÞy 0 ðxÞ þ p3 ðxÞyðxÞ
and
Q2 ðt; y 00 ðtÞ; y 0 ðtÞ; yðtÞÞ ¼ p4 ðtÞy 00 ðtÞ þ p5 ðtÞy 0 ðtÞ þ p6 ðtÞyðtÞ
Consider the following condition
where
2dr X
n
00 krp
Ar ðxÞ ¼ Bk ðxÞ cos ðusing FFTÞ
n k¼0 n
Z x
Bk ðxÞ ¼ p1 ðxÞTk ðxÞ þ p2 ðxÞIk ðxÞ þ p3 ðxÞpk ðxÞ þ k Kðx; tÞðp4 ðtÞTk ðtÞ
1
and
Z x
GðxÞ ¼ gðxÞ p2 ðxÞb p3 ðxÞ½a þ bðx þ 1Þ k Kðx; tÞ½p5 ðtÞa
1
þ p6 ðtÞ½a þ bðt þ 1Þ dt
where
2dr X
n
00 krp
Ar ðxÞ ¼ Bk ðxÞ cos
n k¼0 n
M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88 77
and
Z x
Bk ðxÞ ¼ W1 ðxÞ þ k Kðx; tÞW2 ðtÞ dt
1
In this paper we may use the special cases of (2.1) in which [p1 ðxÞ ¼ p2 ðxÞ ¼
0, p3 ðxÞ ¼ 1 and p4 ðtÞ ¼ p6 ðtÞ ¼ 0] is used.
Z x
yðxÞ þ k Kðx; tÞy 0 ðtÞ dt ¼ gðxÞ
1 ð3:1Þ
yð1Þ ¼ a
We may use three methods to treat this problem:
i.e.
Z x
yðxÞ k K1 ðx; tÞyðtÞ dt ¼ GðxÞ ð3:2Þ
1
78 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88
where
Kt ðx; tÞ gðxÞ þ kaKðx; 1Þ
K1 ðx; tÞ ¼ ; GðxÞ ¼
1 þ kKðx; xÞ 1 þ kKðx; xÞ
On other hand, using p1 ðxÞ ¼ p2 ðxÞ ¼ 0, p3 ðxÞ ¼ 1 and p4 ðtÞ ¼ 1 p5 ðtÞ ¼ p6 ðtÞ ¼
0 in Eq. (2.1) gives
Z x
yðxÞ þ k Kðx; tÞy 00 ðtÞ dt ¼ gðxÞ ð3:3Þ
1
where
2dr X n
00 krp
Br ðxÞ ¼ Rk ðxÞ cos
n k¼0 n
Z x
Rk ðxÞ ¼ Tk ðxÞ þ k K1 ðx; tÞTk ðtÞ dt
1
or
Z x
0
y ðxÞ þ K1 ðx; t; kÞy 0 ðtÞ dt ¼ GðxÞ ð3:6Þ
1
where
kKx ðx; tÞ g0 ðxÞ
K1 ¼ ; Gðx; kÞ ¼
1 þ kKðx; xÞ 1 þ kKðx; xÞ
Eq. (3.6) is a linear Volterra integral equation of the second kind in unknown
y 0 . Hence using interpolation (1.2) to find yðxÞ, with relation (3.5), Eq. (3.3) to
the form
Z x
0 00
y ðxÞ þ kKðx; xÞy ðxÞ þ k Kx ðx; tÞy 00 ðtÞ dt ¼ g0 ðxÞ
1
or
Z x
00 0
kKðx; xÞy ðxÞ þ y ðxÞ þ k Kx ðx; tÞy 00 ðtÞ dt ¼ g0 ðxÞ ð3:7Þ
1
or
Z x
00
y ðxÞ þ K1 ðx; t; kÞy 00 ðtÞ dt ¼ GðxÞ ð3:8Þ
1
where
kKxx ðx; tÞ g00 ðxÞ
K1 ðx; tÞ ¼ ; Gðx; kÞ ¼
1 þ kKx ðx; xÞ 1 þ kKx ðx; xÞ
which is a linear Volterra integral equation of the second kind in the unknown
y 00 ðxÞ. Hence using relation (1.9) generates solution of the integro-differential
equation at any point x.
where
2dr X
n
00 krp
Br ðxÞ ¼ Ak ðxÞ cos ðusing FFTÞ
n k¼0 n
Z x
Ak ðxÞ ¼ Pk ðxÞ þ k Kðx; tÞTk ðtÞ dt
1
Choosing x by
i 0:45
zi ¼ cos p ; i ¼ 0ð1Þn
n
gives
Z zi
Ak ðzi Þ ¼ Pk ðzi Þ þ k Kðzi ; tÞTk ðtÞ dt
1
Consider
Z 1
yðxÞ þ k Kðx; tÞy 00 ðtÞ dt ¼ gðxÞ ð4:1Þ
1
yð1Þ ¼ a; y 0 ð1Þ ¼ b
With using method 2, Eq. (4.1) transforms into the equation
Z 1
y 00 ðxÞ þ k Kxx ðx; tÞy 00 ðtÞ dt ¼ g00 ðxÞ
1
which is an integral equation of the second kind with unknown function y 00 ðxÞ
using Eq. (1.9), gives a solution of Eq. (4.1).
yð1Þ ¼ a; y 0 ð1Þ ¼ b
then using method two to find the integro-differential equation of the second
kind gives
Z x
oKðx; tÞ 00
Kðx; xÞy 00 ðxÞ þ y ðtÞ dt ¼ g0 ðxÞ
1 ox
The Rashed method is used to find y 00 ðxÞ and (1.9) is used to find the solution of
integro-differential equation (5.1)
82 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88
Choosing x as
i 0:45
zi ¼ cos p ; i ¼ 0ð1Þn
n
gives
X n
Kðzi ; tr Þbr ðzi Þyr00 ¼ gðzi Þ
r¼0
where
tr ¼ cosðrp=nÞ; r ¼ 0ð1Þn
Hence, (1.9) is used to find the solution of the integro-differential equation. The
last method moved better than method 2 and treated the case Kðx tÞ (see
Example 9).
6. Numerical performances
where
jp
xj ¼ cos ; j ¼ 0ð1Þn and en ¼ yn yexact
n
and we illustrates in the following tables.
Example 1
Z x
yðxÞ þ k ext y 0 ðtÞ dt ¼ gðxÞ
1
1
yð1Þ ¼ e
gðxÞ ¼ ex ½1 þ kðx þ 1Þ
Exact solution yðxÞ ¼ ex
Computed errors rn ; Example 1
M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88 83
Example 2
Z x
yðxÞ þ k ðx2 t2 Þy 00 ðtÞ dt ¼ gðxÞ
1
yð1Þ ¼ 1; y 0 ð1Þ ¼ 2
4k 3 2k
gðxÞ ¼ x þ ð1 þ 2kÞx2
3 3
Exact solution yðxÞ ¼ x2
Computed errors rn ; Example 2
Example 3
Z x
yðxÞ þ k ð2 þ t2 Þy 00 ðtÞ dt ¼ gðxÞ
1
yð1Þ ¼ e; y 0 ð1Þ ¼ e
gðxÞ ¼ 3ke ex ðkðx2 þ 2x þ 4Þ 1Þ
Exact solution yðxÞ ¼ ex
Computed errors rn ; Example 3
84 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88
Example 4
Z x
yðxÞ þ k ðx þ tÞy 0 ðtÞ dt ¼ gðxÞ
1
yð1Þ ¼ e1
gðxÞ ¼ ð1 k þ 2kÞex kðx 2Þe1
Exact solution yðxÞ ¼ ex
Computed errors rn ; Example 4
Example 5
Z x
yðxÞ þ cosðx tÞy 00 ðtÞ dt ¼ x2 þ 2 sinðxÞ; 06x61
0
yð0Þ ¼ y 0 ð0Þ ¼ 0
Exact solution yðxÞ ¼ x2
Rashed method rn ; Example 5
M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88 85
n rn
2 2:1D 04
3 4:3D 05
4 1:3D 07
5 1:6D 08
6 5:4D 11
7 5:3D 12
8 1:4D 14
9 1:7D 15
10 6:4D 17
Example 6
Z 1
yðxÞ þ k ðx2 t2 Þy 00 ðtÞ dt ¼ gðxÞ
1
yð1Þ ¼ 1; y 0 ð1Þ ¼ 2
4k
gðxÞ ¼ x2 ð1 þ 4kÞ
3
Exact solution yðxÞ ¼ x2
Computed errors rn ; Example 6
Example 7
Z 1
yðxÞ þ k exþt y 00 ðtÞ dt ¼ gðxÞ
1
yð1Þ ¼ e; y 0 ð1Þ ¼ e
Example 8
Z x
ext y 00 ðtÞ dt ¼ gðxÞ
1
a2 h xþa 2
i
gðxÞ ¼ e eðx þaxÞ
xþa
Exact solution yðxÞ ¼ eax
Example 9
Z x
cosðx tÞy 0 ðtÞ dt ¼ 2 sinðxÞ
0
yð0Þ ¼ 0; y 00 ð0Þ ¼ 0
Exact solution yðxÞ ¼ x2
Rashed method rn ; Example 9
n rn
2 2:7D 04
3 5:0D 05
4 1:6D 07
5 2:5D 08
6 6:4D 11
7 7:8D 12
8 1:7D 14
9 2:4D 15
10 8:8D 17
References
[1] R.P. Boas Jr., Entire Functions, Academic Press, New York, 1954.
[2] L.M. Delves, J.L. Mohamed, Computational Methods for Integral Equation, Cambridge
University Press, London, 1985.
88 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88
[3] L. Fox, I.B. Parker, Numerical Analysis, Oxford University Press, London, 1968.
[4] P. Henrici, Discrete Variable Methods in Ordinary Differential Equation, New York, John
Wiley, 1962.
[5] P.J. Minz, Inst. Maths Applics., 1974.
[6] R.A. Cicenia, Inst. Maths Applics., 1974.
[7] M.T. Rashed, Ph.D. thesis, Assiut Uni. and Liverpool, 1989.