International Journal of Mathematics and

Computer Applications Research (IJMCAR)

ISSN 2249-6955
Vol. 3, Issue 2, Jun 2013, 23-32
©TJPRC Pvt Ltd.

A CHEBYCHEV COLLOCATIONMETHOD FOR SOLVING TROESCH'S PROBLEM

MOHAMED EL-GAMEL & MONA SAMEEH

Department of Mathematical Sciences, Faculty of Engineering, Mansoura University, Egypt

ABSTRACT

This paper presents a study of the performance of the collocation method using Chebychev basis functions for
solving Troesch’s problem. Some numerical experiments are made. Numerical resultsare included to confirm the efficiency
and accuracy of the method and a comparison with the modified homotopy perturbation technique(MHP), the variational
iteration method, B-spline method and the sinc-collocation method are made. It is shown that the chebychev collocation
method yields better results

KEYWORDS: Troesch's, Chebychev Polynomial, Nonlinear

INTRODUCTION

In this paper, we consider a nonlinear two-point boundary value problem, Troesch’s problem [1, 2, 3], defined by

u " = µ sinh( µ u ) (1)

u (0) = 0, u (1) = 1 (2)

where µ is a positive constant. This problem arises in an investigation of the confinement of a plasma column by
radiation pressure [4] and also in the theory of gas porous electrodes [5, 6]. This problem has been studied extensively.
Troesch found its numerical solution in [7] using the shooting method, in [8] using the decomposition technique, in [9, 10]
using the variational iteration method, in [11] using a combination of the multipoint shooting method with the continuation
and perturbation technique, in [12] using the quasilinearization method, in [13] using the method of transformation groups,
in [14] the invariant imbedding method, in [15] using the inverse shooting method, in [16] using the modified homotopy
perturbation method, in [17] using the differential transform method and in [18] using sinc-collocation method.

The purpose of this paper is to introduce a novel approach based on Chebychev polynomial for the numerical
solution of the class of nonlinear boundary value problems given in (1)-(2). Chebyshev polynomials have become
increasingly important in numerical analysis. Most commonly used techniques with Chebyshev polynomials have been
examined in [19, 20, 21, 22, 23, 24]and references therein.

The remaining structure of this article is organized as follows: a brief introduction to the Chebchev polynomial is
presented in Section 2. In Section 3, the chebychev approach for the solution of Troesch’s problem is described. The
results are compared with the exact solutions and some existing numerical solutions in Section 4. Finally, in Section 5, a
conclusion is given that briefly summarizes the results.

SOME PROPERTIES OF CHEBYSHEV POLYNOMIALS

There are many advantages of using chebyshev polynomials as expansion function presented in that are good
representation of smooth functions, provided that the function expanded by is infinitely differential, the coefficient of
24 Mohamed El-Gamel & Mona Sameeh

chebyshev expansion, approach zero faster than any inverse power in n asn goes to infinity then we need few no of
iteration and less time to get the solution in any application.

The well known Chebyshev polynomials are defined on the interval [−1, 1] and the following definitions are
necessary for this step [25]

Definition 1

Chebyshev polynomial of degree n is defined as

Tn ( x) = cos(n arccos(x)), n = 0, 1,K x ∈ [−1, 1]

Or, in a more instructive form,

Tn ( x ) = cos nθ , x = cos θ , θ ∈ [0, π ]

One sees at once that, on [-1, 1],

1. Tn takes its maximal value with alternating signs (n+1) times:

Tn = 1, T n ( x k ) = ( − 1) k ,
 kπ 
x k = cos  , k = 0 , 1, K , n (3)
 N 

2. Tn has n distinct zeros:

 ( 2 k − 1)π 
Tn (t k ) = ( −1) k , t k = cos , k = 1,2,K , n
 2n 

Lemma 1: Chebyshev polynomials Tn satisfy the recurrence relation

T0 ( x) = 1, T1 ( x) = x
Tn+1 ( x) = 2 xTn ( x ) − Tn−1 ( x), n f1

In particular, Tn is indeed an algebraic polynomial of degree n with the leading coefficient 2n−1 . Also,
orthogonality
1
dx
∫T
−1
m ( x )T n ( x )
1− x2
= 0, n ≠ m

(4)
π
1 dx  , n f 0
∫ −1
T n2 ( x )
2
=  2
1− x  π , n = 0

In this paper we use orthonormal Chebyshev polynomials, noting property (4).

Theorem 1

On the interval [−1, 1], among all polynomials of degree n with leading coefficient an = 1 , the Chebyshev
A Chebychev Collocation Method for Solving Troesch's Problem 25

1
polynomial Tn deviates least from zero, i.e.,
2n−1

Let us assume that the function u (x) and its derivatives have truncated Chebyshev series expansion of the form

N
u( x) = ∑a
r=0
r T r ( x ), −1 ≤ x ≤ 1 (5)

and

N
u (k ) ( x) = ∑a
r =0
(k )
r T r ( x ), k = 1, 2 . (6 )

where Tr (x ) denotes Chebyshev polynomials of the first kind of degree r , ar are unknown Chebyshev
coefficients and N is chosen any positive integer such that N ≥ 2 . Then the function u (x) and its derivatives can be
written in the matrix forms

U =T A

and

U ( k ) = T A( k )

or using the relation between the Chebyshev coefficient matrices A and A(k ) [24],

A( k ) = 2k M k A
U ( k ) = 2k T M k A

where

 T0 ( x0 ) T1 ( x0 ) L TN ( x0 ) 
 T (x ) T (x ) L TN ( x1 )  τ
1 
T = 0 1 1 1
, A =  a0 , a1 ,K, aN 
 M M O M  2 
 
T0 ( xN ) T1 ( xN ) L TN ( xN )

 u ( k ) ( x0 )   u ( x0 ) 
 (k )   
 u ( x1 )   u ( x1 ) 
U (k ) = , U =
M M 
   
 u (k ) ( x )   u( x ) 
 N   N 

and
26 Mohamed El-Gamel & Mona Sameeh

0 1/ 2 0 3/2 0 5/2 L m1 
0 0 2 0 4 0 L m 2 

0 0 0 3 0 5 L m3 
M =   (7 )
M M M M M M O M 
0 0 0 0 0 0 L N 
 
 0 0 0 0 0 0 L 0  ( N +1 ) Χ ( N +1 )

where

N
m1 = , m2 = 0, m3 = N if N is odd
2

m1 = 0, m2 = N , m3 = 0 if N is even

The method can be developed for the problem defined in the domain [a, b] .

Definition

On the interval [a, b], the Chebyshev polynomial is given by

2  a+b
Tn* ( x ) = Tn ( y ), y= x− 
b−a 2 

n
n−1  2 
Notice that its leading coefficient is equal to 2  
b = a

To obtain the solution in terms of shifted Chebyshev polynomials Tr* ( x) in the form
N
u ( x ) = ∑ a r* Tr* ( x ), a≤x≤b
r =0

Where

 2  a + b 
Tr* ( x) = Tr  x− 
b−a 2  

It is followed the previous procedure using the collocation points defined by

b − a  a + b   iπ 
xi =    + cos   , i = 0, 1,K , N (8)
2  b − a  N 

and the relation

k
 4 
A*( k ) =  k *
 M A, k = 0, 1, 2.
b−a
where
A Chebychev Collocation Method for Solving Troesch's Problem 27

τ
1 
A* =  a0* , a1* ,K, a*N 
2 

It is easily obtained T = T * because of the properties of Chebyshev polynomials.

THE DESCRIPTION OF CHEBYCHEV SCHEME

To obtain a Chebyshev polynomial solution of equation (1) under general boundary conditions (2), first, we
)
expand sinh ( µ u ) around u
) )
) ) ) sinh ( µ u ) ) cosh ( µ u ) )
sinh ( µ u ) = sinh ( µ u ) + µ cosh ( µ u )(u − u ) + µ 2 (u − u ) 2 + µ 3 (u − u ) 3
2! 3!
)
sinh ( µ u ) )
+ µ4 (u − u ) 4 + K
4!
)
Particularly, if u = 0 , then

u3 u5
sinh ( µ u ) = µ u + µ 3 + µ5 +K
3! 5!

Rewrite equation (1) as

υ 2 j + 1
µ
u "
− µ 2
u − ∑ j = 1 ( 2 j + 1 )!
u 2 j + 1
= 0 (9 )

We assume that the approximate solution for u (x ) is represented by the formula

N
u( x) = ∑a
r =0
*
r T r* ( x ), 0 ≤ x ≤1 (10 )

*
where Tr ( x) = Tr (2 x − 1) presents the shifted Chebyshev polynomials of the first kind of degree r and a r for
r = 0, 1, 2,K, N are the undetermined Chebyshev coefficients and the Chebyshev collocation points in [0, 1] are

1   kπ  
xi =  1 + cos    , k = 0 , 1, K , N (11 )
2   N 

And its derivatives have truncated Chebyshev series expansion of the form

N
u"( x) = ∑a
r =0
*( 2 ) *
r T ( x ),
r 0 ≤ x ≤1 (12 )

Then the solution expressed by (10) and its derivatives can be written in the matrix forms

[u( x)] = T * A
[u ( x)] = 4 T M
" 2 * 2
A

We need the following lemma

28 Mohamed El-Gamel & Mona Sameeh

Lemma 2:[26] The following relation holds

υ −1
 uυ ( x0 )   u ( x0 ) 0 K 0   u ( x0 ) 
 υ     
 u ( x1 )   0 u ( x1 ) K 0   u ( x1 ) 
 = M M O M   M 
 M     
u (x )
υ  K u ( x N )   u(x ) 
 N   0 0  N 

= (U )υ −1
U

= (T A ) (T A)
*
υ −1
*

where

 T * ( x0 ) 0 K 0 A 0 K 0
   
 0 *
T ( x1 ) K 0  0 A K 0
T* = A =
M 
,
M M O M
 M M O
 
 0 K T * ( xN )   0 0 K A
 0  

Proof. See [27] for details.

Substituting x = xi in (9) and applying the collocation to it, we eventually obtain the following theorem

Theorem 1

If the assumed approximate solution of the problem (9) is (10), then the discrete Chebychev system is given
by

υ
µ 2 j +1
u " ( xi ) − µ 2u ( xi ) − ∑ u 2 j +1 ( x i ) = 0 (13 )
j =1 ( 2 j + 1)!

The fundamental matrix equation for (13) is

WA = 0 (14 )

where

υ 2 j +1
µ
∑ (T )
2 j
W = 4 2T *M 2
− µ 2T *
− *
A T
j =1 ( 2 j + 1 )!

To get the expansion coefficient ar , r = 0, 1,K, N .in the approximate solution (10) firstly we have to obtain
the boundary conditions from equation (2)

T * (0) A = 0
T * (1) A = 1

then use them to solve the linear system (14), which can be written in the matrix form

~
WA = F (15 )
A Chebychev Collocation Method for Solving Troesch's Problem 29

where

0
 
0
F =M
 
0
1
 
Now we have a nonlinear system of N + 1 equations in N + 1 unknown coefficients. We can obtain the
coefficients in the approximate solution by solving this nonlinear system.

NUMERICAL EXAMPLES

The closed form solution to this problem in terms of the Jacobian elliptic function has been given [3] as

 u ' (0) 
u( x) =
2
µ
sinh −1 
1
[
sc  µ x 1 − u ' ( 0 ) ]  
2
(16 )
 2  4 

where u ' (0) , the derivative of u at 0, is given by the expression u ' (0) = 2 1 − m , with m being the solution
of the transcendental equation

sinh ( µ2 )
= sc (µ m )
1− m

where the Jacobian elliptic function sc (µ m )[28, 2]is defined by sc (µ m ) = sin φ where φ and µ are related
cos φ
by the integral

φ
1
µ=∫ dθ
0 1 − m sin2 θ

We have four tables to present results

In Table 1 and Table 2 the numerical solution obtained by Chebychev collocation method is compared with the
exact solution derived fromequation (16) and with the numerical solution obtained by the modified homotopy perturbation
technique (MHP)[16], variation method [29] and sinc-collocation method [18] for the case a µ = 0.5 nd µ = 0 .1

respectively In Table 3, the numerical solution obtained by the Chebychev collocation method for µ = 5 is compared with
the numerical approximation of the exact solutions given by a Fortran code called TWPBVP and the numerical solution
obtained by B-spline collocation method [30] and the numerical solution obtained by sinc-collocation method [18].
Table4, exhibits the numerical solution obtained by the Chebychev method for µ = 3 , µ = 5 , and µ = 7 .

DISCUSSIONS

In this study, we compared the performance of the collocation method using Chebychev bases and other methods
for solving Troesch’s problem. Numerical experiments are presented. The chebychev collocation method is a simple
30 Mohamed El-Gamel & Mona Sameeh

method with high accuracy for solving nonlinear problems. So it may be easily applied by researchers and engineers
familiar with the Chebychev function.

REFERENCES

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York, 1953.

3. S. Roberts, J. Shipman, On the closed form solution of Troesch's problem, J. Comput. Phys., 21 (1976) 291-304.

4. E. Weibel, On the confinement of a plasma by magnetostaticn fields, Phys. Fluids, 2 (1959) 52-56.

5. D. Gidaspow, B. Baker, A model for discharge of storage batteries, J. Electrochem. Soc., 120 (1973) 1005-1010.

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Bagotskii,Y.B. Vasilev11(Eds.), Fuel Cells: Their Electrochemical Kinetics, Consultants Bureau, New York,
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Appl. Math.Comput.,183 (2006) 1351-1358.

11. S. Roberts, J. Shipman, Solution of Troesch’s two-point boundary value problem by a combination of techniques,
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14. M. Scott, On the conversion of boundary-value problems into stable initial-value problems via several invariant
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Differential Equations, Academic Press, New York, 1975, pp.89-146.

15. J. Snyman, Continuous and discontinuous numerical solutions to the Troesch's problem, J. Comput. Appl. Math.,
5 (1979) 171-175.

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500-507.

17. S. Chang, I. Chang, A new algorithm for calculating one-dimensional differential transform of nonlinear
functions, Appl. Math. Comput.195 (2008) 799-808.
A Chebychev Collocation Method for Solving Troesch's Problem 31

18. M. El-Gamel, Numerical solution of Troesch’s problem by sinc-collocation method, Applied Mathematics,4
(2013) 501-508.

19. J. Boyd, Chebyshev and Fourier Spectral Methods, Dover Publications, New York, 2000.

20. Clenshaw, H. Norton, The solution of nonlinear ordinary differential equations in Chebyshev series, Comput. J. 6
(1963) 88-92.

21. L. Fox, I.B. Parker, Chebyshev Polynomials in Numerical Analysis, Oxford University Press, London, 1968.

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APPENDICES

Table 1: Numerical Solutions of Troesch's Problem for the Case µ = 0.5

x Exact solution Chebyshev,N=12 MHP [16] Variational [29] Sinc-collocation 18]

0.1 0.0951769 0.0959443 0.0959395 0.1000416 0.0959443
0.2 0.1906338 0.1921287 0.1921193 0.2003336 0.1921352
0.3 0.2866534 0.2887944 0.2887806 0.3011275 0.2887944
0.4 0.3835229 0.3861848 0.3861675 0.4026773 0.3861848
0.5 0.4815373 0.4845471 0.4845274 0.5052411 0.4845471
0.6 0.5810019 0.5841332 0.5841127 0.6090820 0.5841332
0.7 0.6822351 0.6852011 0.6851822 0.7144698 0.6852011
0.8 0.7855717 0.7880165 0.7880018 0.8216826 0.7880165
0.9 0.8913669 0.8928542 0.8928462 0.9310084 0.8928542
32 Mohamed El-Gamel & Mona Sameeh

Table 2: Numerical Solutions of Troesch's Problem for the Case µ = 0.5

x Exact
Chebyshev,N=12 MHP [16] Variational [29] Sinc-Collocation [18]
Solution
0.1 0.08179699 0.08466125 0.08438170 0.10016683 0.08466125
0.2 0.16453087 0.17017132 0.16962076 0.20133869 0.17017132
0.3 0.24916736 0.25739390 0.25659292 0.30454102 0.25739390
0.4 0.33673220 0.34722285 0.34621073 0.41084132 0.34722285
0.5 0.42834716 0.44059983 0.43944227 0.52137347 0.44059983
0.6 0.52527402 0.53853439 0.53733006 0.63736635 0.53853439
0.7 0.62897114 0.64212860 0.64101046 0.76017896 0.64212860
0.8 0.74116837 0.7526080 0.75173354 0.89134491 0.75260809
0.9 0.86397002 0.87136251 0.87088353 1.03263022 0.87136251

Table 3: Numerical Solutions of Troeschs Problem for the Case µ = 5

x Chebyshev,N=20 Fortran Code [30] B-Spline [30] Sinc-Collocation [18]

0.2 0.000 0.000 0.000 0.000
0.4 0.0107564 0.01075342 0.01002027 0.00762552
0.6 0.0331869 0.03320051 0.03099793 0.03817903
0.8 0.25822012 0.25821664 0.24170496 0.23252435
0.9 0.4550754 0.45506034 0.42461830 0.44624551
1.0 1.0000 1.000 1.000 1.000

Table 4: Exhibits the Numerical Solution Obtained by the Chebychev Method for µ = 3, µ = 5, and µ = 7

x µ = 3, N=12 µ = 5, N=20 µ =6, N=20 µ = 7, N=20

0.1 0.0259412677 0.0047653280 0.001886741 0.0002497057
0.2 0.0542480446 0.0107564033 0.004533844 0.0019548870
0.3 0.0875170903 0.0195007950 0.008899440 0.0066477254
0.4 0.1287374022 0.0331869841 0.016267845 0.0036724777
0.5 0.1820596894 0.0554395002 0.029976299 0.0171597851
0.6 0.2527856362 0.0920696133 0.054981722 0.0380891860
0.7 0.3487395756 0.1531325264 0.100281045 0.0582640325
0.8 0.4831491473 0.2582012725 0.186328334 0.1394145638
0.9 0.6801445214 0.4550754696 0.363367524 0.285199339