American Journal of Computational and Applied Mathematics

p-ISSN: 2165-8935    e-ISSN: 2165-8943

2014;  4(4): 111-117

doi:10.5923/j.ajcam.20140404.01

Integral Collocation Approximation Methods for the Numerical Solution of High-Orders Linear Fredholm-Volterra Integro-Differential Equations

Abubakar A.1, Taiwo O. A.2

1Department of Mathematics and Computer Science, Ibrahim Badamasi Babangida University, Lapai. Niger State, Nigeria

2Department of Mathematics, University of Ilorin, Ilorin, Nigeria

Correspondence to: Taiwo O. A., Department of Mathematics, University of Ilorin, Ilorin, Nigeria.

Email:

Copyright © 2014 Scientific & Academic Publishing. All Rights Reserved.

Abstract

In this paper, we employed the use of Standard Integral Collocation ApproximationMethod to obtain numerical solutions of special higher orders linear Fredholm-Volterra Integro-Differential Equations. Power Series, Chebyshev and Legendre's Polynomials forms of approximations are used as basis functions. From the computational view points, the method is efficient, convenient, reliable and superior to many existing methods. Two examples each of first and second orders and one of third order linear Fredholm - Volterra Integro-Differential Equations are considered to illustrate the method. We observed from the results obtained that the method performed better when compared with the results obtained in Mustafa and Yalcin (2012).

Keywords: Fredholm-Volterra integro-differential equations, Chebyshev polynomials, Standard integral collocation method

Cite this paper: Abubakar A., Taiwo O. A., Integral Collocation Approximation Methods for the Numerical Solution of High-Orders Linear Fredholm-Volterra Integro-Differential Equations, American Journal of Computational and Applied Mathematics , Vol. 4 No. 4, 2014, pp. 111-117. doi: 10.5923/j.ajcam.20140404.01.

1. Introduction

Integro-Differential Equations have been discussed in many applied fields such as Biology, Physical and Engineering problems. These equations are either Fredholm or Volterra or Fredholm- Volterra Integro Differential Equations are contained in many mathematical formulations of physical phenomena.Therefore, their numerical treatment is desired. .Although, it is generally difficult in finding exact solutions of Fredholm- Volterra Integro Differential Equations (FVIDE) especially when it is nonlinear. Several numerical methods have been used to solve FVIDE among them are Approximation Method (Ezzati and Najafalizadeh, 2011) and (Salih and Mehemet, 2000). Meanwhile, in recent years, the matrix method has been developed to solve Fredholm - Volterra Integral Equations For example, the method is used to solve system of Differential Equations (Akyuz and Sezer, 2003) and Differential Algebraic Equation (Karamete and Sezer, 2002). Other methods include Block Pulse function and Operational Matrices (Leyla, Bijan and Mohammed, 2011), Chebyshev polynomials approach is used in (Yuksel, Gulsu and Sezer, 2012) to mention just a few. In this research work, the work and idea of (Aliyu, 2012) is revisited and modified as our new proposed numerical method to solve the nth order linear Fredholm-Volterra Integro-Differential Equations. The general nth order linear Volterra - Fredholm Integro Differential Equations considered in this work are in two types given as:
(1)
And,
(2)
Thus, equation (1) contains disjoint integrals while equation (2) contains mixed integrals. Here, both equations (1) and (2) are subjected to the conditions
(3)
In equations (1), (2) and (3), are real numbers, and are known given smooth functions and is the unknown function to be determined.
For the purpose of our discussion, we let
denote the indefinite integration applied to k-times and is denoted by
(4)

2. Description of Numerical Method of Solution

In this section, we discussed Standard Integral Collocation Method to solve equations (1) and (2) using the following basis functions:
* Power Series
* Chebyshev Polynomials
* Legendre's Polynomials
This method used the idea reported in (Aliyu, 2012) as applied to solve non over determined differential equation. The method was proposed and used by (Taiwo and Abubakar, 2013) to find numerical solutions to first and second orders linear and non-linear integro-differential equations.

2.1. Method of Solution by Power Series

In order to apply this method, we integrated both sides of equation (1) to have:
(5)
This implies
(6)
We assumed an approximate solution of the form
(7)
Thus, equation (7) is substituted into equation (6) to have
(8)
This implies
(9)
Thus, we collocated equation (9) at the point to obtain
(10)
Where,
(11)
Thus, equation (11) gives (N+1) algebraic linear system of equations in (N+1) unknown constants . These (N+1) algebraic linear system of equations are then solved by Gaussians Elimination Method to obtain the unknown constants which are then substituted back into equation (7) to obtain the approximate solution for case N. (the degree of the approximant)
REMARK: 1:
We demonstrated this method further by choosing n = 1, thus, putting n = 1 in equation (1), we have:
(12)
We integrated equation (12) to have
(13)
This implies
After simplification, we have
(14)
Substituting the approximate solution given in equation (7) into (14), we have
This implies,
Further simplification gives
This implies,
(15)
Where,
And,
Thus from equation (14), we have
(16)
Thus, equation (16) is collocated at the point to have
(17)
Where
Thus, equation (17) is put in matrix form as
Where,
Where,
Remark 2:
The above matrix is solved by Gaussian Elimination Method to obtain the unknown
Constants which are then substituted back into the approximate
Solution given in equation (7) to obtain the approximate solution for case N.

2.2. Method of Solution by Chebyshev Polynomials

We demonstrated this method by assuming the approximate solution of the form
(18)
Where, are unknown constants and are the Chebushev Polynomial of degrees r of first the kind which is valid in the interval and is defined by
Here,
(19)
The recurrence relation is given by
(20)
(21)
and this satisfies the recurrence relation
(22)
Substituting equation (18) into equation (6), we have
(23)
Hence, we collocated (23) at the point to have
(24)
Where
Thus, (24) gives (N + 1) algebraic linear system of equations in (N + 1) unknown constants . The (N + 1) algebraic system of linear equations are then solved by Gaussian elimination method to obtain the unknown constants which are then substituted back into equation (18) to obtain the approximate solution for case N.

2.3. Method of Solution by Legendre’s Polynomials

The Legendre’s Polynomial is denoted and defined by
(25)
(26)
With,
In this method, we assumed an approximate solution of the form
(27)
This method is similar to the two methods discussed above (the same procedure discussed as in sections (2.1.1) and (2.1.2)). We have (N + 1) algebraic linear system of equations in (N + 1) unknown constants . The (N + 1) algebraic system of linear equations are then solved by Gaussian elimination method to obtain the unknown constants which are then substituted back intoequation (27) to obtain the approximate solution for case N.

3. Numerical Experiment

In this section, we have demonstrated the Standard Integral Collocation Approximation Method on first, second and third orders Fredholm - Volterra Integro-Differential Equations using Power series, Chebyshev and Legendre's Polynomials as the basis functions. The examples are solved to illustrate the accuracy, efficiency and time of execution of the method.
We have defined absolute error as
Example 1.
We considered first order FVIDE given as
With the mixed condition
The exact solution is given as
Example 2.
We considered second order FVIDE given as
With the conditions
The exact solution is given as
Example 3.
We considered the third order FVIDE given as
With the conditions
The exact solution is given

4. Table of Results

Table 1. Numerical results for example 1
     
Table 2. Numerical results for example 2
     
Table 3. Numerical results for example 3
     

5. Conclusions

We have demonstrated Standard Integral Collocation Approximation Method to solve special higher orders linear Fredholm - Volterra Integro Differential Equations by Power Series, Chebyshev and Legendre's Polynomials as the basis functions of approximations. The results obtained by Chebyshev and Legendres's Polynomials as basis functions proved superior than that of power series.
However, this method yields the desired accuracy when the results obtained are compared with the exact solutions. The simplicity is an added advantage to the method and hence, it is reliable and a powerful tool for the classes of the problems considered.

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