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Abstract
This paper describes a numerical method, based on Lagrange interpolation and
Chebyshev interpolation, to treat functional integral equations of Volterra type and
Fredholm type. Also, the method can be extended to functional differential and integro-
differential equations. Various numerical examples are treated.
Ó 2003 Elsevier Inc. All rights reserved.
Keywords: Lagrange interpolation; Functional integral equations of the second kind; Functional
integro-differential equations; Functional differential equations of first or second order; Chebyshev
interpolation
1. Introduction
In recent years there has been a growing interest in the numerical treatment
of functional differential equations,
0096-3003/$ - see front matter Ó 2003 Elsevier Inc. All rights reserved.
doi:10.1016/j.amc.2003.08.021
486 M.T. Rashed / Appl. Math. Comput. 156 (2004) 485–492
Our aim in this paper to compute the numerical solution yn ðxÞ of functional
linear integral equations of the second kind
Z x
yðxÞ þ AðxÞyðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ; a 6 x 6 b; ð2:1Þ
a
Z b
yðxÞ þ AðxÞyðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ; a 6 x 6 b; ð2:2Þ
a
Z x
yðxÞ þ k kðx; hðtÞÞyðhðtÞÞ dt ¼ gðxÞ; a 6 x 6 b; ð2:3Þ
a
Z hðxÞ
yðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ; a 6 x 6 b: ð2:4Þ
a
In these functional integral equations (2.1)–(2.4), we may use Lagrange inter-
polation of yðxÞ by
Xn
yðxÞ ¼ yðxj Þ‘j ðxÞ; ð2:5Þ
j¼0
where
n
Y
x xk
‘j ðxÞ ¼
xj xk
k¼0
k6¼j
and
X
n
yðhðxÞÞ ¼ yðxj Þ‘j ðhðxÞÞ; ð2:6Þ
j¼0
n
Y
hðxÞ xk
‘j ðhðxÞÞ ¼ ;
xj xk
k¼0
k6¼j
The integral part of the each functional equations (2.1)–(2.4) is given as fol-
lows:
Integrating (2.7) w.r.t t from a to x
Z x X
n
kðx; tÞyðtÞ dt ¼ kðx; xj Þyðxj Þbj ðxÞ: ð2:8Þ
a j¼0
M.T. Rashed / Appl. Math. Comput. 156 (2004) 485–492 487
where
Z hðxÞ n
Y
t xk
bj ðhðxÞÞ ¼ dt: ð2:11Þ
a xj xk
k¼0
k6¼j
where
2ds XN
ksp
ds ¼ dk Ik cos ;
N k¼0 N
8
> 2; k ¼ 0;
>
<
Ik ¼ 0; k is odd;
>
> 2
: ; k even;
1 k2
0:5; s ¼ 0; N ;
ds ¼
1; 0 < s < N:
At the final point, the functional integral equation is approximated by
system of n linear equations.
Also, the method is extended to treat the functional equations of advanced
type (k ¼ 0 in (2.1) or (2.3))
yðxÞ þ AðxÞyðhðxÞÞ ¼ gðxÞ; a 6 x 6 b: ð2:13Þ
The last equation may not has analytically solution.
488 M.T. Rashed / Appl. Math. Comput. 156 (2004) 485–492
Substitution from (3.2) to (3.5) into (3.1) lead to system of n linear equations
Xn
Rj ðxi Þyn00 ðxj Þ ¼ Gðxi Þ; i ¼ 0ð1Þn;
j¼0
where
Z x
Rj ðxÞ ¼ ‘j ðxÞ þ AðxÞbj ðxÞ þ BðxÞcj ðhðxÞÞ þ DðxÞcj ðxÞ þ k kðx; tÞcj ðtÞ dt
a
ð3:6Þ
and
GðxÞ ¼ gðxÞ AðxÞy 0 ðaÞ y 0 ðaÞ½BðxÞðhðxÞ aÞ þ DðxÞðx aÞ
Z x
k kðx; tÞ½yðaÞ þ ðt aÞy 0 ðaÞ dt: ð3:7Þ
a
M.T. Rashed / Appl. Math. Comput. 156 (2004) 485–492 489
4. Numerical examples
Z x
yðxÞ þ AðxÞyðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ;
a
hðxÞ 1 2
n k ¼ 1:0 k¼0 k¼1 k¼0
2 3.9D)03 3.3D)03 6.4D)03 7.6D)03
3 2.2D)04 2.3D)04 8.2D)04 8.6D)04
4 9.2D)06 9.2D)06 7.6D)05 7.9D)05
5 4.1D)07 4.3D)07 5.8D)06 5.9D)06
6 1.4D)08 1.5D)08 3.6D)07 3.6D)07
7 5.0D)10 5.1D)10 1.9D)08 1.9D)08
8 1.6D)11 1.6D)11 8.0D)10 7.9D)10
9 4.7D)13 4.8D)13 2.8D)11 2.8D)11
10 1.3D)14 1.3D)14 8.4D)13 7.9D)13
Z b
yðxÞ þ AðxÞyðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ;
a
hðxÞ 1 2
n k ¼ 1:0 k¼0 k¼1 k¼0
2 1.9D)16 3.9D)17 1.7D)16 1.6D)16
3 3.0D)16 2.7D)16 1.5D)16 1.9D)16
4 2.3D)16 1.1D)16 1.7D)16 1.9D)16
Z x
yðxÞ þ k kðx; hðtÞÞyðhðtÞÞ dt ¼ gðxÞ; kðx; tÞ ¼ exhðtÞ ;
a
gðxÞ ¼ ex þ kðx aÞex ;
yðxÞ ¼ ex ; a ¼ 0:0; b ¼ 1:1
(1) hðxÞ ¼ x=2, (2) hðxÞ ¼ xex2 , (3) hðxÞ ¼ x lnðx þ 2Þ, (4) hðxÞ ¼ x2
hðxÞ 1 2 3 4
n
2 3.9D)16 1.6D)16 0.0D+00 3.5D)16
3 2.9D)16 3.5D)16 2.6D)16 5.4D)16
4 4.0D)16 1.0D)16 3.1D)16 9.3D)16
Z hðxÞ
yðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ;
a
hðxÞ 1 2 3 4
n
2 1.4D)02 1.9D)02 2.3D)03 1.1D)02
3 2.2D)03 3.4D)03 2.7D)04 1.2D)03
4 2.9D)04 5.2D)04 2.0D)05 8.7D)05
5 3.5D)05 7.1D)05 1.3D)06 5.7D)06
6 3.6D)06 8.9D)06 6.2D)08 3.3D)07
7 3.4D)07 1.1D)06 2.6D)09 1.4D)08
8 2.8D)08 1.4D)07 8.7D)11 3.7D)10
9 2.1D)09 1.4D)07 2.4D)12 1.8D)11
10 3.1D)09 5.6D)08 5.2D)14 8.1D)13
Z x
yðtÞ
y 00 ðxÞ þ lnðx þ 3Þy 0 ðxÞ þ ex yðhðxÞÞ þ k dt ¼ gðxÞ;
a tþ3
2 lnða þ 3Þ
yðaÞ ¼ ln2 ða þ 3Þ; y 0 ðaÞ ¼ ;
aþ3
2½1 lnðx þ 3Þ 2 lnðx þ 3Þ
gðxÞ ¼ 2
þ þ ex ln2 ðhðxÞ þ 3Þ
ðx þ 3Þ xþ3
ln3 ðx þ 3Þ ln3 ða þ 3Þ
þk ;
3
yðxÞ ¼ ln2 ðx þ 3Þ; a ¼ 0:0; b ¼ 1:1
hðxÞ 1 2
n k ¼ 1:0 k¼0 k¼1 k¼0
2 1.1D)04 8.5D)05 1.1D)04 8.5D)05
3 1.7D)05 1.8D)05 1.7D)05 1.8D)05
4 7.5D)07 7.2D)07 7.5D)07 7.2D)07
5 5.5D)08 5.6D)08 5.6D)08 5.6D)08
6 7.3D)09 7.6D)09 7.3D)09 7.6D)09
7 7.2D)10 7.6D)10 7.2D)10 7.6D)10
8 8.0D)11 8.6D)11 8.1D)11 8.6D)11
9 8.6D)12 9.2D)12 8.6D)12 9.2D)12
10 9.3D)13 1.0D)12 9.4D)13 1.0D)12
492 M.T. Rashed / Appl. Math. Comput. 156 (2004) 485–492
5. Conclusion
ba
(1) The method
ba
ipgiveaþbthe solution at the points xi ¼ a þ ih, h ¼ n or
xi ¼ 2 cos n þ n , i ¼ 0ð1Þn.
(2) The method can be extended to the functional differential equation
A1 ðxÞy 00 ðh1 ðxÞÞ þ A2 ðxÞy 00 ðxÞ þ B1 ðxÞy 0 ðhðxÞÞ þ B2 ðxÞy 0 ðxÞ þ C1 ðxÞyðhðxÞÞ
þ C2 ðxÞyðxÞ ¼ gðxÞ; yðaÞ ¼ a; y 0 ðaÞ ¼ b:
(3) The computed errors rn in these tables are defined to be
" #1=2
Z 1=2
X
n 1
2
rn ¼ en ðxj Þ=n
e2n ðxÞ dx ; en ¼ yn yexact :
j¼0 1
(4) The very rapid convergence obtained shows that the method indeed suc-
cessfully treats the problem.
(5) The method may be used to treat boundary functional differential or inte-
gro-differential equations.
W1 ðx; yðxÞ; yðhðxÞÞ; y 0 ðxÞ; y 0 ðhðxÞÞ; y 00 ðxÞ
Z b
þk kðx; tÞW ðt; yðtÞ; yðhðtÞÞ; y 0 ðtÞ; y 0 ðhðtÞÞ; y 00 ðtÞÞ dt ¼ gðxÞ;
a
yðaÞ ¼ a; yðbÞ ¼ b:
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