Solving Fredholm integral equations with application of the four Chebyshev polynomials

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1 Journal of Approximation Theory and Applied Mathematics, 204 Vol. 4 Solving Fredholm integral equations with application of the four Chebyshev polynomials Mostefa NADIR Department of Mathematics University of Msila ALGERIA Abstract In this work, we study the approximation of the Fredholm integral equation of the second kind using the four Chebyshev series expansions. Those equations will be solved using m collocation points. That is to say, we will make the residual equal to zero at m points, giving us a system of m linear equations. Key words Chebyshev polynomials, Fredholm integral equation, Collocation method, Numerical method Mathematics Subject Classi cation: 45D05, 45E05, 45L05.. Introduction Some phenomena which appear in many areas of scienti c elds such as plasma physics, uid dynamics, mathematical biology and chemical kinetics can be modelled by Fredholm integral equations [6]. Also this type of equations occur of scattering and radiation of surface water wave, where we can transform any ordinary di erential equation of the second order with boundary conditions into a Fredholm integral equation. '(t 0 ) Z k(t; t 0 )'(t)dt = f(t 0 ); () with a given kernel k(t; t 0 ) and a function f(t); we try to nd the unknown function '(t) as in [3,7] where the authors estimate the density function '(t) by means of Legendre and the rst Chebyshev polynomials. For this study we replace the function '(t) by the four Chebyshev polynomials and compare the accuracy of the estimation of the unknown function with many numerical examples. 2. Discretization of integral equation In this section, we apply a collocation method to the equation() in order to discredit and convert it to a system of linear equations. For this latter by using a Chebyshev polynomials we approximate the unknown '(t) such that '(t) = '(t) = c X c n S n (x); (2) where S n (x) denotes the nth Chebyshev polynomial of the rst, second, third or fourth kind. So, that these series behave like Fourier series. Thus in particular, n= - 5 -

2 Journal of Approximation Theory and Applied Mathematics, 204 Vol. 4 this series converges pointwise to ' on [ ; ] if ' is continuous there, while the convergence is uniform if ' satis es a Dini-Lipschitz condition or is of bounded variation, see, e.g. [,2]. Then truncations of the series provide polynomials with good approximation properties on the interval [ ; ]:: The four Chebyshev polynomials with the interval of orthogonality [ ; ], see [2,4] are de ned as - The rst-kind polynomial T n T n (x) = cos n when x = cos cos n + cos(n 2) = 2 cos cos(n ); T n (x) = 2xT n (x) T n 2 (x); n = 2; 3; :::: T 0 (x) = ; T (x) = x 2- The second-kind polynomial U n sin(n + ) U n (x) = when x = cos sin sin(n + ) + sin(n ) = 2 cos sin n; U n (x) = 2xU n (x) U n 2 (x); n = 2; 3; :::: U 0 (x) = ; U (x) = 2x 3- The third-kind polynomial U n V n (x) = cos(n + 2 ) cos 2 when x = cos cos(n + 2 ) + cos(n ) = 2 cos cos(n + 2 ); V n (x) = 2xV n (x) V n 2 (x); n = 2; 3; :::: 2-6 -

3 Journal of Approximation Theory and Applied Mathematics, 204 Vol. 4 V 0 (x) = ; V (x) = 2x 4- The fourth-kind polynomial W n W n (x) = sin(n + 2 ) sin 2 when x = cos sin(n + 2 ) + sin(n ) = 2 cos sin(n + 2 ); W n (x) = 2xW n (x) W n 2 (x); n = 2; 3; :::: V 0 (x) = ; V (x) = 2x + : By substituting the relation (2) in the equation() we get c n S n (t 0 ) Z k(t; t 0 ) c n S n (t 0 ) = f(t 0 ): (3) Choosing the equidistant collocation points as follows t j = + 2j ; j = 0; ; :::m; (4) m and de ne the residual as R n (t 0 ) = c n S n (t 0 ) Z k(t; t 0 ) c n S n (t) f(t 0 ) Then, by imposing conditions at collocation points R n (t j ) = 0; j = 0; 2; ::::m; the integral equation (3) is converted to a system of linear equations. Theorem Let A : X! X be compact and the equation (I A)' = f; (5) admit a unique solution:assume that the projections P n :X! X n satisfy to kp n A Ak! 0; n!. Then, for su ciently large n; the approximate equation ' n P n A' n P n f; (6) 3-7 -

4 Journal of Approximation Theory and Applied Mathematics, 204 Vol. 4 has a unique solution for all f 2 X and there holds an error estimate k' ' n k M k' P n 'k ; (7) with some positive constant M depending on A: Proof As it is known for all su ciently large n the inverse operators (I P n A) exist and are uniformly bounded, see [,5]. To verify the error bound, we apply the projection operator P n to the equation (5) and get or again Subtracting this from (6) we nd Hence the estimate (7) follows. P n ' P n A' = P n f; ' P n A' = P n f + ' P n ': (I P n A)(' ' n ) = (I P n )': 3. Numerical examples Example Consider the Fredholm integral equation '(t 0 ) Z exp(2t t)'(t)dt = exp(2t 0)( 3 exp( 3 ) + 3 exp( 3 ); where the function f(t 0 ) is chosen so that the solution '(t) is given by '(t) = exp(2t) The approximate solution e'(t) of '(t) is obtained by the solution of the system of linear equations for N = 0 Points of t Exact solution Approx solution Error e e e e e e e e e e e e e e e e e e e e e e e e e e e e e e e e e-006 Table. The exact and approximate solutions of example in some arbitrary points, of the system of linear equations 4-8 -

5 Journal of Approximation Theory and Applied Mathematics, 204 Vol. 4 Example 2 Consider the Fredholm integral equation '(t 0 ) Z 0 (t 0 t) 3 '(t)dt = + 2t 2 0 t 0 2 (6 + p 2( 3 + 2t 2 0) arctan( p 2)); where the function f(t 0 ) is chosen so that the solution '(t) is given by '(t) = + 2t 2 : The approximate solution e'(t) of '(t) is obtained by the solution of the system of linear equations for N = 0 Points of t Exact solution Approx solution Error e e e e e e e e e e e e e e e e e e e e e e e e e e e e e e e e e-007 Table 2. The exact and approximate solutions of example 2 in some arbitrary points, of the system of linear equations 4. Conclusion In this work, a projection method known as collocation method with the four Chebyshev polynomials was chosen to discretize the Fredholm integral equations. This method has some advantages, there is no di erence between the four Chebyshev polynomials. It is easy to require best convergence and less computations than other methods discussed in [3, 7]. In some methods the kernels of equations and the second member are required to satisfy some conditions. 5. References [] K.E. Atkinson, The numerical solution of integral equation of the second kind, Cambridge University press, (997). [2] A. Benoit, B. Salvy, Chebyshev expansions for solutions of linear di erential equations, published in ISSAC 09 (2009) [3] K. Maleknejad, K. Nouri, M. Youse, Discussion on convergence of Legendre polynomial for numerical solution of integral equations, Applied Mathematics and Computation 93 (2007)

6 Journal of Approximation Theory and Applied Mathematics, 204 Vol. 4 [4] J. C. Mason, D.C. Handscomb, Chebyshev polynomilas by CRC Press LLC [5] L. Kantorovitch, G. Akilov, Functional analysis, Pergamon Press, University of Michigan (982). [6] M. Nadir, A. Rahmoune, Solving linear Fredholm integral equations of the second kind using Newton divided di erence interpolation polynomial, [7] L. Yucheng, Application of the Chebyshev polynomial in solving Fredholm integral equations in Mathematical and Computer Modelling 50 (2009)