Applied Mathematical Sciences, Vol. 5, 211, no. 45, 227-2216 Fractional Calculus for Solving Abel s Integral Equations Using Chebyshev Polynomials Z. Avazzadeh, B. Shafiee and G. B. Loghmani Department of Mathematics Faculty of Science, Yazd University P.O. Box: 89195-741, Yazd, Iran z.avazzedeh@yahoo.com Abstract In this paper, the numerical method for solving Abel s integral equations is presented. This method is based on fractional calculus. Also, Chebyshev polynomials are utilized to apply fractional properties for solving Abel s integral equations of the first and second kind. The fractional operator is considered in the sense of Riemann- Liouville. Although Abel s integral equations as singular Volterra integral equations are hard and heavily in computation but, the examples show ability and effectiveness of this method. Mathematics Subject Classification: 45Exx, 26A33, 41A5 Keywords: Singular Volterra integral equation, Abel s integral equation, Fractional calculus, Chebyshev polynomial, Collocation method 1. Introduction Abel s integral equations provide an important tool for modeling a numerous phenomena in basic and engineering sciences such as physics, chemistry, biology, electronics and mechanics [4, 6, 11]. Abel s integral equations often appears in two form the first and second kind as follows respectively and f(x) = u(x) =f(x)+ dt, (1) dt, (2)
228 Z. Avazzadeh, B. Shafiee and G. B. Loghmani where f(x) is a continuous function, x, t T and T is constant. Moreover, generalized Abel s integral equation can be considered the following forms f(x) = dt, (3) (x t) α and u(x) =f(x)+ dt, (4) (x t) α where <α<1, f(x) C[,T], x, t T and T is constant. Our main aim is offering a new approach for solving the generalized cases. There are many different methods for solving integral equations [2, 16, 17] which only some of them are efficient for singular integral equations [1, 5]. In particular, Abel s integral equation with singularity property causes hard and heavy computations [3, 6, 14, 18]. Abel s integral equation can be considerd as a fractional integral equation. Fractional calculus is a branch of mathematical analysis. It is discussed in detail in [8, 1, 13, 15]. In this study, we use fractional calculus properties for solving of these singular integral equations. Fractional calculus can reduce the computations and improve the solutions. Since calculation of fractional integral and derivative are directly difficult for arbitrary functions, we approximate the functions by Chebyshev polynomials [12]. Finally, by using the collocation method we obtain the system of linear equations. The paper it organized the following way: In section 2, we peresent the fractional integral and derivative operators and some their properties. In section 3, we combined fractional technique, Chebyshev polynomials and the collocation method for solving Abel s integral equation. Some examples are investigated in section 4. The numerical results show the accuracy of the method. Last section is conclusion that gives some points of the method. 2. Fractional integral and derivative Definition 2.1. A real function u(x), x>, is said to be in the space C μ, μ R if there exists a real number p(> μ), such that u(x) =x p v(x), where v(x) C[, ), and it is said to be in the space C m μ iff u (m) C μ, m N. Definition 2.2. The Riemann-Liouville fractional integral operator of order α, of a function u(x) C μ, μ 1 is defined as J α u(x) = 1 Γ(α) such that J u(x) =u(x). (x t) α 1 dt, α >, x >, (5)
Fractional calculus for solving Abel s integral equations 229 Proposition 2.1. The operator J α in above definition satisfy in the following properties for u i C μ, i =...n, μ 1 1. J α ( n u i (x)) = n J α u i (x), 2. J α x β = Γ(β +1) Γ(α + β +1) xα+β, β > 1. More properties of the fractional integral can be found in [8, 15]. Definition 2.3. The Riemann-Liouville fractional derivative operator of order α, of a function u(x) is defined as D α u(x) = 1 Γ(1 α) D where Du means the first order of u. 3. Description of the method (x t) α dt, 1 >α>, x >, (6) In this method, we use the Chebyshev polynomials through the fractional calculus to approximate the solution of Abel s integral equations. So, we introduce briefly orthogonal Chebyshev polynomials as a suitable tool for approximation [9]. Definition 3.1. If t = cos θ ( θ π), the function T n (t) =cos(nθ) = cos(n arccos t), (7) is a polynomial of degree n(n =, 1, 2,...). T n is called Chebyshev polynomial of degree n. When θ increase from to π, t decrease from 1 to -1. Then the interval [-1,1] is domain of definition of T n (t). Also, the roots of Chebyshev polynomial of degree n + 1 can be obtained by the following formula ( ) 2i +1 t i = cos, i =...n. (8) 2n +1 In addition, the successive Chebyshev polynomials can be obtain by the following recursive relation T (x) =1, T 1 (x) =x, (9) T n (x) =2xT n (x) T n 1 (x). Now, we describe the method in detail for the first and second kind.
221 Z. Avazzadeh, B. Shafiee and G. B. Loghmani 3.1. The first kind According to (3) and (5), Abel s integral equation of first kind can be rewritten as follow f(x) = Γ(1 α)j 1 α u(x). (1) Since calculating of J 1 α u(x) is directly cost and inefficient, we will use Chebyshev polynomials for approximating u(x). We assume u(x) on interval [ 1, 1] can be written as a infinite series of Chebyshev basis u(x) = a i T i (x). (11) For interval [a, b], we can use suitable change of variable to obtain this interval. So we express u(x) as a truncated Chebyshev series as follow u n (x) = a i T i (x), (12) such that u n (x) will be approximated solution of Abel s integral equation. Now, we can write (1) in the form f(x) = Γ(1 α) a i J 1 α T i (x). (13) Note that, we applied the linear combination property of fractional integral according to proposition 2.1. So, it is sufficient to obtain J 1 α T i. Assume T i (x) = i b k x k, (14) k= where b k, k =...i, are coefficients of Chebyshev polynomial of degree i that are defined by (9). Now, by replacing (14) in J 1 α T i (x) we have J 1 α T i (x) = i b k J 1 α x k. (15) k= Proposition 2.1 confirms validity of (15) and utilizes computation of J 1 α T i. So, substitution (15) in (13) gives the following form f(x) = Γ(1 α) a i i b k J 1 α x k. (16) k=
Fractional calculus for solving Abel s integral equations 2211 Now, we collocate the roots of Chebyshev polynomial of degree n + 1 in (16). It leads to a system of linear equations. By solution of obtained system we have the approximate solution of Abel s integral equation as (12). For more efficiency of this method, we suggest reordering Chebychev series as follows a i T i (x) = c i x i, (17) where c i is linear combination of a i. Then (13) is reformed f(x) = Γ(1 α) c i J 1 α x i. (18) This reformation leads to reduce computation the term J 1 α x i from n 2 to n times. We remind using directly {1, x,..., x n } as basis instead of Chebyshev polynomials leads to ill-condition system. 3.2. The second kind We can rewrite (4) with consideration (5) in the form u(x) =f(x) + Γ(1 α)j 1 α u(x). (19) Similarly, we replace (12) to (19). So we have a i T i (x) =f(x) + Γ(1 α) a i J 1 α T i (x), (2) or equivalently by using (17) a i T i (x) =f(x) + Γ(1 α) c i J 1 α x i. (21) After computing J 1 α x i and substitute the collocation points we have a system of linear equations. Solution of the system leads to the approximated solution of Abel s integral equation. We solve some examples by this method and assess the accuracy of method in the next section. 4. Numerical results In this section, the illustrated examples are given to show efficiency of the proposed method in section 3. The criteria of error is root of mean square of error(rmse) that obtained as follows N (u(x i ) u n (x i )) 2 i=1 RMSE =, (22) N
2212 Z. Avazzadeh, B. Shafiee and G. B. Loghmani where x i, i =1,..., N, are chosen uniformly in interval [,T ]. All of the computations have been done using the Maple 13 with 1 digits precision. Example 1. Consider Abel s integral equation [18] dt = 2 x(15 56x 2 +48x 3 ), x t 15 with the exact solution x 3 x 2 + 1. Since the exact solution is a polynomial of degree 3, this method gives the exact solution for n 3. Example 2. Let [7] dt = e x 1, with the exact solution 1 π e x erf( x), which erf(x) is error function and defined by erf(x) = 2 e τ 2 dτ. π A comparison between the exact and approximate solutions at 1 points with uniform mesh in [, 1] is demonstrated for n =1, 2, 3 in Table 1. Also, we report RMSE for these points. From Table 1, it can be found that the obtained approximations are fast and accurate. Example 3. Consider singular integral equation [7] dt = x +1, (x t) 4 5 (1 + 1.25x)sin(.8π) and its exact solution is π 5. Table 2 presents value of u n (x) x and exact solution RMSE of error. Example 4. Consider the following Abel s integral equation [7] (x t) 1 3 dt = x 7 6, 7Γ( 1 6 with exact solution ) 18 πγ( 2 we report the numerical results in Table 3. ). 3 Example 5. Consider Abel s integral equation of second kind as follow [14] u(x) =x + 4 3 x 3 2 dt,
Fractional calculus for solving Abel s integral equations 2213 with exact solution x. Since the exact solution is a polynomial of degree 1, this method gives the exact solution for n 1. Example 6. Let following Abel s integral equation of second kind [14, 18] u(x) =x 2 + 16 15 x 5 2 dt, x t with exact solution x 2. Similar the previous example, since the exact solution is a polynomial of degree 2, this method leads to the exact solution for n 2. Example 7. Consider Abel s integral equation of second kind [14, 18] u(x) =2 x dt, with exact solution 1 e πx erfc( πx), which erfc( πx) is complementary error function and defined by erfc(x) = 2 e τ 2 dτ. π Numerical results are shown in Table 4 for some different n. Example 8. Consider Abel s integral equation of second kind [14, 18] x u(x) = 1 x +1 + 2 arcsinh( x) 1+x dt, 1 with exact solution x +1. RMSE values are 4.2 1 9, 8.66 1 17 and 1.41 1 24 for n =1, 2 and 3 respectively. Error function for n =3is illustrated in Figure 1. 5. Conclusion In this method, we develop the Chebyshev method through the fractional calculus for solving generalized Abel s integral equations. We note that this method is easy to computation and running. Also, ability and efficiency of the method are great. In particular, when the solution of problem is in a power series form, the method evaluates the exact solution. It is observed in Example 1, 5 and 6.
2214 Z. Avazzadeh, B. Shafiee and G. B. Loghmani Table 1 Estimated and exact solution of Example 2 x n =1 n =2 n = 3 exact.1.21522.2152.21523.21529.2.32592.32593.32585.32588.3.42816.42779.42761.42756.4.52841.52927.52938.52933.5.63563.63491.6357.6353.6.74713.74719.7478.7474.7.86658.86718.86723.86719.8.99783.99692.99714.9978.9 1.13747 1.1376 1.13823 1.1383 1. 1.2898 1.291 1.2926 1.29239 RMSE 9.7 1 4 5. 1 4 1.1 1 4 Table 2 Estimated and exact solution of Example 3 x n =1 n =2 n = 3 exact.1.32882.33219.33317.33359.2.32529.32117.32371.32268.3.32346.32567.32715.3273.4.3431.3385.33679.3379.5.34828.3496.3492.34924.6.3612.36162.36247.36264.7.37894.37715.37648.37674.8.38938.3927.3978.39127.9.4782.467.4638.464 1..42415.42245.4219.4297 RMSE 2.81 1 3 1.11 1 3 5.2 1 4 Table 3 Estimated and exact solution of Example 4 x n =1 n =2 n = 3 exact.1.28424.28484.2851.2852.2.4334.4327.4333.4334.3.49462.49444.49413.49399.4.56879.574.5756.5741.5.63918.63742.63787.63774.6.69839.69891.69873.69861.7.75358.75468.75472.75458.8.8828.8635.8681.8669.9.85375.85519.85545.85562 1..89394.89918.948.919 RMSE 2.77 1 3 9 1 4 4.6 1 4
Fractional calculus for solving Abel s integral equations 2215 Table 4 Estimated and exact solution of Example 7 x n =1 n =2 n = 3 exact.1.41641.41439.41414.4145.2.5713.5861.5826.5835.3.56585.56451.5643.5643.4.622.6319.6335.6334.5.63312.63284.63287.63286.6.65695.65645.65632.65632.7.67478.67553.67561.6756.8.69249.69174.69187.69184.9.7521.7571.7577.7578 1..71715.71783.7179.71794 RMSE 1.1 1 3 1.7 1 4 4 1 5 Figure 1: Error function of Example 8 for n =3 References [1] R.P. Agarwal, D. O Regan, Singular Differential and Integral Equations with Applications, Springer, 23. [2] K.E. Atkinson, The Numerical Solutions of Integral Equations of the Second Kind, Cambridge University Press, 1997. [3] G. Capobianco, D. Conte, An efficient and fast parallel method for Volterra integral equations of Abel type, J. Comput. Appl. Math. 189 (26) 481-493.
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