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Numerical Solution of Second Order Nonlinear Fredholm-Volterra Integro Differential Equations by Canonical Basis Function
Numerical Solution of Second Order Nonlinear Fredholm-Volterra Integro Differential Equations by Canonical Basis Function
=
+ + =
x
k
m
k
k
dt t y t x K dt t y t x F x g x y P
1
2
1
1
1
0
) ( ) , ( ) ( ) , ( ) ( ) ( (1)
With the mixed conditions
n i c y c y b y a
i
j
ij
j
ij
j
m
j
ij
) 1 ( 0 ] ) ( ) 1 ( ) 1 ( [
) ( ) ( ) (
1
0
= = + +
=
o (2)
Where ) ( ) ( t y and x y are unknown functions, ) , ( ), , ( ), ( t x F t x K x g are smooth functions,
i ij ij ij k
c b a P o , , , , , ,
2 1
are constants or transcendental or hyperbolic functions and 0
0
= P
Numerical Solution Of Second Order.
47
III CONSTRUCTION OF CANONICAL POLYNOMIALS
The construction of Canonical Polynomials is carried out by expanding the left hand side of (1). Thus
from (1), we write the left hand side in an operator form as:
m
m
m
dx
d
P
dx
d
P
dx
d
P P Ly + + + + = ...
2
2
2 1 0
Let,
k
r
x x LQ = ) ( (3)
Then,
.......... ) 2 )( 1 ( ) 1 (
3
3
2
2
1
1 0
+ + + + =
k k k k k
x k k k P x k k P kx P x P Lx (4)
Thus, making use of (3), we have
) ( ) 1 ( ) ( ) ( )] ( [
2 2 1 1 0
x LQ k k P x kLQ P x LQ P x LQ L
k k k k
+ + = (5)
Hence, making use of (3) in (5), we have
] .......... ) ( ) 1 ( ) ( [
1
) (
2 2 1 1
0
+ =
x Q k k P x kQ P x
P
x Q
k k
k
k
(6)
Thus, (6) is the recurrence relation of the Canonical Polynomials.
IV. DESCRIPTION OF STANDARD METHOD BY CANONICAL POLYNOMIALS
In this section, the Standard method by Canonical Polynomials for solving (1) and (2) is discussed. The
method assumed an approximate solution of the form:
( )
=
=
n
r
r r n
x Q a x y x y
0
) ( ) ( (7)
Where n is the degree of approximant, ) 0 ( > r a
r
are constants to be determined and ) (x Q
r
are the Canonical
Polynomials generated recursively by (6).
Substituting (7) into (1), we obtain
} }
= =
= = =
+ + =
+ + + +
1
1 1
0
2
0
1
0
2
0 0
1 0
) ( ) , ( ) ( ) , ( ) (
..... ) ( ' ' ) ( ' ) (
x
n
r
r r
n
r
r r
n
r
r r
n
r
r
n
r
r r
dt t Q a t x K dt t Q a t x F x g
x Q a P x Q a P x Q a P
(8)
This is further simplified to give
( ) ( ) ( ) { } ...
3 3 2 2 1 1
+ + + + Q a x Q a x Q a x Q a P
O o O
( ) ( ) ( ) { } ... 3
'
3
2
'
2
1
'
1
'
1
+ + + + + Q a x Q a x Q a x Q a P O
o
( ) ( ) ( ) { } ... 3
' '
3
2
' '
2
1
' '
1
' '
2
+ + + + + Q a x Q a x Q a x Q a P O
o
( ) ( ) ( ) { } ... 3
3
2
2
1
1
+ + + + +
m m m
O
m
o m
Q a x Q a x Q a x Q a P
( ) ( ) ( ) ( ) ( ) ( ) { }dt t Q a t Q a t Q a t Q a t x F x g
N N o
+ + + + + +
}
... ,
2 2 1 1 0
1
1
1
( ) ( ) ( ) ( ) ( ) { }dt t Q a t Q a t Q a t Q a t x k
N N o
+ + + + +
}
... ,
2 2 1 1 0
1
1
2
(9)
Numerical Solution Of Second Order.
48
Collect like terms in (9), we obtain
( ) ( ) ( ) ( ) ( ) ( ) ( ) { }
0
1
2
1
1
1
'
1
, , ... a t Q t x k dt t Q t x F x Q p x Q p x Q p
o
x
o
m
o m o o o
} }
+ + + + +
( ) ( ) ( ) ( ) ( ) ( ) ( ) { }
1 1
1
2 1
1
1
1 1
'
1 1 1 1
, , ... a dt t Q t x k dt t Q t x F x Q p x Q p x Q p
x
m
m
} }
+ + + + + +
( ) ( ) ( ) ( ) ( ) ( ) ( ) { }
2 2
1
2 2
1
1
1 2
'
2 2 2 2
, , ... a dt t Q t x k dt t Q t x F x Q p x Q p x Q p
x
m
m
} }
+ + + + + +
( ) ( ) ( ) ( ) ( ) ( )
( )
) (
) ( ,
, ...
1
2
1
1
1 2
'
1
x g a
dt t Q t x k
dt t Q t x F x Q p x Q p x Q p x Q p
N
N
x
N
m
N m N N N o
=
+
+ + + + +
+
}
}
(10)
Thus, (10) is collocated at point
, i
x x = we obtain
( ) ( ) ( ) ( ) ( ) ( ) ( ) { }
0
1
2
1
1
1
'
1
, , ... a t Q t x k dt t Q t x F x Q p x Q p x Q p
o i
x
o i i
m
o m i
o
i o o
} }
+ + + + +
( ) ( ) ( ) ( ) ( ) ( ) ( ) { }
1 1
1
2 1
1
1
1 1
1
'
1 1
, , ... a t Q t x k dt t Q t x F x Q p x Q p x Q p
i
x
i i
m
m i i o
} }
+ + + + + +
( ) ( ) ( ) ( ) ( ) ( ) ( ) { }
2 2
1
2 2
1
1
1 2
'
2 1 2
, , ... a t Q t x k dt t Q t x F x Q p x Q p x Q p
i
x
i i
m
m i i o
} }
+ + + + + +
( ) ( ) ( ) ( ) ( ) ( ) ( ) { } 1) 1 ( , , ...
1
2
1
1
1
'
1 N N i
x
N i i
m
N m i N i N o
a t Q t x k dt t Q t x F x Q p x Q p x Q p
} }
+ + + + + +
Where,
( )
1 m - N ..., 3, , 2 , 1 ,
2
+ =
+
+ = i
m N
a b
a x
i
i
(12)
Thus, substituting (12) into (11) gives rise to N-m+1 algebraic linear equation in (N+1) unknown constants
( ). 0 > r a
r
hence, extra m equations are obtained from (2). Altogether, we have (N+1) algebraic linear equation
in (N+1) unknown constants. These equations are then solved by Gaussian Elimination Method to obtain the
unknown constants which are then substituted into (7) to obtain the approximate solution for the value of N.
V . Demonstration of Standard Method by Canonical Basis Function on Examples
We solved the Fredholm-Volterra nonlinear Integro Differential equation of the form:
Example 1:
( ) ( ) ( ) ( ) ( ) ( ) ( )dt t y t x dt t xty x g x xy x xy x y
x
2
1
1
1
' '
2 ' + + = +
} }
(13)
Where
( )
3
5
15
3 2
2
3
1
15
2
2 3 4 6
+ = = x x x x x x g
together with the conditions
Numerical Solution Of Second Order.
49
( )
( ) 1 0
,
1 0
'
=
=
y
and
y
For N = 2, we seek the approximate solution as a truncated Canonical series.
The values of
Therefore,
Equation (13) now becomes
dt t a t a a t x dt t a t a a xt
x g x a x a a x x a a x a
x
2 2
2
1
1 0
2
2 1
1
1
0
2
2 1 0 2 1 2
)) 2 ( )( 2 ( )) 2 ( (
) ( )) 2 ( ( ) 2 ( 2
+ + + + + +
= + + + +
} }
(14)
Thus, (14) is then simplified further and we obtain
) 15 (
3
7
15
43
3
2
15
2
15
28
2
3
3
2
10
3
2 3
6
3
3
10
3 3
4
3 3
2
2
5
2
2
1
15
2
)) 2 ( ( ) 2 ( 2
2
2
2
2
4 2
2
6 2
2 2 1 2 1
2
2 1
5
2 1
2
2
2
1
4 2
1
2 0
2 0 4 2 0 1 0
1 0
2
2 0 2
0
2
0 1
2 3 4 6 2
2 1 0 2 1 2
a x a
x a x a a a x a a x a a x a a a x a
x a
a a
x a a
x
a a a a
x a a
x a a
a x a x a
x x x x x a x a a x x a a x a
+ +
+ + + + + +
+ + +
+ + = + + + +
Comparing the powers of x in (15), we obtain the following:
For the constant terms:
(16)
Numerical Solution Of Second Order.
50
For the power of x:
(17)
For the power of :
(18)
By using the condition equations, we obtain.
For
(19)
For
:
Implies
These equations are then solved and the results obtained are substituted into the approximate solution and after
simplification gives the exact solution
y 1 ) (
2
2
= x x
Example 2
We solved the Fredholm Volterra Integro differential equation given as
( ) ( ) ( ) ( )dt t y t x dt t y t x x g x xy x y
x
2
0
1
0
) ( ) ( ) ( '
} }
+ + + = + (20)
Where ( ) ( ) 2 0
3
4
3
5
2
3
1
30
1
2 3 4 6
= + + +
= y and x x x x x x g
Thus, the approximate solution given in (7) for case N=2 becomes
( ) ( ) x Q a x y
r
r
r
=
=
2
0
2
(21)
Hence,
( ) ( ) ( ) ( ) x Q a x Q a x Q a x y
2 2 1 1 0 0 2
+ + = (22)
For this example,
( ) ( ) 0 ;
1
> =
i x iQ x x Q
i
i
i
(23)
We obtain the following
( ) 1
0
= x Q
( ) 1
1
= x x Q
( ) 2 2
2
2
+ = x x x Q (24)
( ) 6 6 3
2 3
3
+ = x x x x Q
Substituting, (24) into (22), we obtained
( ) ( ) ( )
2
2
1 0 2
2 2 1 a x x a x a x y + + + = (25)
Putting (25) into (20), after simplification we obtain
( ) ( ) ( ) = + + + + +
2
2 3
1
2
0 2 1
2 2 2 2 a x x x a x x xa a x a
Numerical Solution Of Second Order.
51
( ) t x x x x x + + + + +
}
1
0
2 3 4 6
3
4
3
5
2
3
1
30
1
Then simplified further, we obtain
( ) ( ) ( )
2 3 4 6
30
1
2
2 3
1
2
0 2 1
2
3
1
2 2 2 2 x x x x a x x x a x x xa a x a + + = + + + + +
( ) ( ) | | ( )
2
2 1 0 2
2
2 1 2 1 0 2
4
2
2
2
12
2 2 2
3
4
3
5 a a a
x
a a a a a a x
xa x
+
+
+ +
+ +
( ) ( )( )
3
2 2
10
2
30
2 1 0 2 1 3 2 1 2
5 2 2
2
a a a a a
x
a a a x x a +
+
+ +
We then collected like terms of x and the following sets of equations are obtained.
For constant term:
3
4
12
7
6
1
2
2
2 1
0
2 1
= + a a
a
a a
For power of x:
3
5
3
4
2
2
3
2 2
2 2 1 0 2
= + + a a a a a
Therefore, using the condition, we obtain
2 2
2 1 0
= + a a a
These equations are then solved and the results obtained are substituted into the approximation solution and
after simplification gives the exact solution
( ) 2
2
2
= x x y
VI CONCLUSION
The method used in this paper is highly accurate and efficient. At lower degree of N ( degree of
approximant used ), the method gives the exact solution for the two examples considered without extra
computational cost. Also, the Canonical Polynomials generated are easily programmed and user friendly.
REFERENCES
[1] Cerdik-Yaslan, H. and Akyus-Dascioglu, A. (2006). Chebyshev Polynomial solution of nonlinear Fredholm Integro Differential
Equation, Juornal of Arts and Sciences. Vol. 5, Pp. 89-101.
[2] He J . H. (1999). Variational iteration method. A kind of nonlinear analytical technique: some examples. Int. J. Nonlinear Mech. 34(4)
Pp. 699-708
[3] He. J . H. (2000) Variational iteration method for autonomous ordinary differential systems. Appl. Math. Comput. 114, 115 -123
[4] He. J. H. (2003. A simple perturbation approach to Blasius equations. Apll. Math. Comput., 140, 217 -222
[5] He. J. H. (2-006). Some asymptotic methods for strongly nonlinear equations. Int. J. Modern Physics. B20, 1141 1199
[6] Taiwo, O .A. (1991). Collocation approximation for singurly perturbed boundary value problems. Ph.D thesis (unpublished) ,
University of Ilorin, Nigeria.