Applied Mathematical Sciences, Vol. 5, 2011, no.

14, 685 - 696

Numerical Approach to Solve Second Kind Volterra Integral Equation of Abel Type Using Block-Pulse Functions and Taylor Expansion by Collocation Method
A. Shahsavaran Faculty of Science, Islamic Azad University Borujerd Branch, Borujerd, Iran a.shahsavaran@iaub.ac.ir
Abstract In present paper, we give a numerical approach for solving Abels integral equation of the second kind which is based on the use of BlockPulse Function (BPF) and Taylor expansion by collocation method. Also, detailed error analysis is worked out that shows eciency of the presented method. Finally, some numerical examples with exact solution are given.

Mathematics Subject Classication: 45A05; 45D05; 45E10 Keywords: Abels integral equation; Taylor expansion; Block-Pulse Function; collocation method

Introduction

Volterra integral equations arise in many problems pertaining to mathematical physics like heat conduction problems. Various methods are available concerning their numerical solutions. Block-Pulse Functions were used for solving linear Volterra integral equation of the rst kind [2], Taylor series expansion method were used to solve Volterra integral equations of second kind with convolution kernel [7], Legendre wavelet were used to solve Abel integral equation [11], and so on. In recent years, many dierent basis functions have been used to solve and reduce integral equations to a system of algebraic equations [1-11]. The aim of this work is to present a computational method for solving special

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A. Shahsavaran

case of singular Volterra integral equations of the second kind as named Abels integral equation dened as follows: y(x) = f (x)
x 0

y(t) dt, xt

(1)

where f L2 (R) on the interval x [0, T ]. Our method is based on the use of Taylor expansion and Block-Pulse Functions by collocation method.

Block-Pulse Functions and Taylor expansion

In this section, we dene a k-set of Block-Pulse Functions (BPF) over the interval [0, T ) as: Bi (t) = 1, (i1)T t < k 0, elsewhere
iT , k

for all i = 1, 2, . . . , k

(2)

with a positive integer value for k. Also, Bi is the i-th Block-Pulse Function. In this paper, it is assumed that T = 1, so BPFs are dened over [0, 1). There are some properties for BPFs, the most important properties are disjointness, orthogonality, and completeness. The disjointness property can be clearly obtained from the denition of BPFs: Bi (t)Bj (t) (3) where, i, j = 1, 2, ..., k. The other property is orthogonality: < Bi (t), Bj (t) > (4) The third property is completeness. For every y L2 [0, 1), when k approaches to the innity, Parsevals identity holds:
1 0

y (t)dt =
i=1

b2 Bi (t) 2 , i

where,
1

bi = k < y(t), Bi(t) >= k

y(t)Bi(t)dt.

Volterra integral equation of Abel type

687

A function y(t) dened over the interval [0, 1) may be expanded as:

y(t) =
i=1

bi Bi (t),

(5)

with bi = k < y(t), Bi (t) >. In practice, only k-term of (5) are considered, where k is a power of 2, that is,
k

y(t) with matrix form: y(t)

yk (t) =
i=1

bi Bi (t),

(6)

yk (t) = bt B(t)

(7)

where, b = [b1 , b2 , . . . , bk ]t and B(t) = [B1 (t), B2 (t), . . . , Bk (t)]t . Now we dene function g(t) = 1 , xt 0 t < x 1.

Taylor series expansion of g(t) based on expansion about the point t = 0 leads to:

g(t) =
n=0

g (n) (0)tn , n!

(8)

it is straightforward to show that g then, g (n) (0) = Substituting (9) into (8) leads to
(n)

(2n)!(x t)n1/2 , (t) = 22n n!

(2n)! 22n n!xn+1/2

(9)

g(t) =
n=0

(2n)!tn . 22n (n!)2 xn+1/2

(10)

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A. Shahsavaran

Singular Volterra integral equation of the second kind

Now we consider the following singular Volterra integral equation of the second kind as named Abels integral equation: y(x) = f (x)
x 0

y(t) dt, xt

where f L2 (R) on the interval x [0, 1] and y(t) is the unknown function to be determined. Now by substituting (7) and (10) into (1) we obtain: b B(x) = f (x)
n=0 t

(2n)! 2n (n!)2 xn+1/2 2 n (x)(x)b,

x 0

Bt (t)tn dtb (11)

= f (x)
n=0

where, n (x) = and (x) =

0 j1/2 , k

(2n)! 22n (n!)2 xn+1/2

x

Bt (t)tn dt. j = 1, 2, . . . , k, we

By evaluating (11) at the collocation points xj = obtain: b B(xj ) = f (xj )

n=0 t

n (xj )(xj )b,

(12)

but B(xj ) = ej where ej is the j-th column of identity matrix. So, from (12) we have

bj = f (xj )
n=0

n (xj )(xj )b,

j = 1, 2, . . . , k.

(13)

Now we have to compute value of the series

n (xj )(xj ),
n=0

j = 1, 2, . . . , k.

Volterra integral equation of Abel type

689

If j = 1 we can write (x1 ) = =

0
1 2k

Bt (t)tn dt [B1 (t), . . . , Bk (t)]tn dt [1, 0, . . . , 0]tn dt [1, 0, . . . , 0].

1 2k

=
0

1 2k

= Then,

1 (n + 1)(2k)n+1

n (x1 )(x1 ) =
n=0

(2n)!

1 22n (n!)2 ( 2k )n+1/2 n=0

1 [1, 0, . . . , 0] (n + 1)(2k)n+1

= = because,

1 2k 2 2k

n=0

(2n)! [1, 0, . . . , 0] 22n (n!)2 (n + 1)

[1, 0, . . . , 0],

n=0

(2n)! 22n (n!)2 (n + 1)

= 2,

so,

n (x1 )(x1 ) =
n=0

2 2k

[1, 0, . . . , 0].

(14)

By substituting (14) into (13) we obtain: 2 b1 = f (x1 ) [1, 0, . . . , 0]b 2k 2 = f (x1 ) b1 , 2k or 2 ( + 1)b1 = f (x1 ). 2k (15)

690 Similarly, for j = 2 we can write (x2 ) = =

0
3 2k

A. Shahsavaran

Bt (t)tn dt B (t)t dt +
n t n
3 2k 1 k

1 k

Bt (t)tn dt
3 2k 1 k

=
0

1 k

[1, 0, . . . , 0]t dt +

[0, 1, 0, . . . , 0]tn dt

= So,

1 [2n+1 , 3n+1 2n+1 , 0, . . . , 0]. (n + 1)(2k)n+1

n (x2 )(x2 ) =
n=0 n=0

(2n)! 1 [2n+1 , 3n+1 2n+1 , 3 n+1/2 n+1 2n (n!)2 ( ) (n + 1)(2k) 2 2k

n=0

0, . . . , 0] 1 = 2k (2n)! 22n (n!)2 3n+1/2 (n + 1) [2n+1 , 3n+1 2n+1 , 0, . . . , 0]

1 (2n)!2n+1 (2n)!(3n+1 2n+1 ) = [ , , 2k n=0 22n (n!)2 3n+1/2 (n + 1) n=0 22n (n!)2 3n+1/2 (n + 1) 0, . . . , 0] 2 = [ 3 1, 1, 0, . . . , 0], 2k because,
n=0

(16)

(2n)!2n+1 = 2( 3 1), 2n (n!)2 3n+1/2 (n + 1) 2

and
n=0

(2n)!(3n+1 2n+1 ) = 2. 22n (n!)2 3n+1/2 (n + 1)

By substituting (16) into (13) we obtain: 2 b2 = f (x2 ) [ 3 1, 1, 0, . . . , 0]b 2k 2 = f (x2 ) [( 3 1)b1 + b2 ], 2k

Volterra integral equation of Abel type

691

or 2 2 ( 3 1)b1 + (1 + )b2 = f (x2 ). 2k 2k Generally, for j(2 j k) we can write (xj ) = =

i=2 j
2j1 2k

Bt (t)tn dt
i1 k

0 j

i2 k i1 k i2 k

B (t)t dt + et tn dt i1

j1/2 k j1 k j1/2 k j1 k

Bt (t)tn dt

=
i=2

et tn dt j

1 [2n+1 , 4n+1 2n+1 , . . . , (2j 2)n+1 (2j 4)n+1 , (n + 1)(2k)n+1 (2j 1)n+1 (2j 2)n+1 , 0, . . . , 0], = because from (2) we have 1 0 t < k implies that B1 (t) = 1 and Bi (t) = 0 for i = 2, . . . , k. 1 2 t < k implies that B2 (t) = 1 and Bi (t) = 0 for i = 1, . . . , k and i = 2. k . . . t < 1 implies that Bk (t) = 1 and Bi (t) = 0 for i = 1, . . . , k 1. i Then, t [ i1 , k ), i = 1, 2, . . . , k, implies that B(t) = ei . So, k
k1 k

n (xj )(xj ) =
n=0

(2n)!

[2 , 4 2 , . . . , (2j 2)n+1 (2j 4)n+1 , (2j 1)n+1 (2j 2)n+1 , 0, . . . , 0] 1 = 2k

n+1 n=0 n+1

22n (n!)2 ( 2j1 )n+1/2 2k n=0 n+1 n+1 n+1

1 (n + 1)(2k)n+1

22n (n!)2 (2j

(2n)! 1)n+1/2 (n + 1)

2n+1 , . . . , (2j 2)n+1 (2j 4)n+1 , (2j 1)n+1 [2 , 4 (2j 2)n+1 , 0, . . . , 0] 2 = [ 2j 1 2j 3, 2j 3 2j 5, . . . , 3 1, 2k 1, 0, . . . , 0], (17) because, for i = 2, 3, . . . , j, we have:
n=0

(2n)!((2i 2)n+1 (2i 4)n+1 ) = 2( 2j (2i 3) 22n (n!)2 (2j 1)n+1/2 (n + 1)

2j (2i 1)),

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A. Shahsavaran

n=0

(2n)!((2j 1)n+1 (2j 2)n+1 ) = 2. 22n (n!)2 (2j 1)n+1/2 (n + 1)

By substituting (17) into (13) we obtain: 2 bj = f (xj ) [ 2j 1 2j 3, 2j 3 2j 5, . . . , 3 1, 1 2k , 0, . . . , 0]b 2 = f (xj ) [( 2j 1 2j 3)b1 + ( 2j 3 2j 5)b2 + + 2k ( 3 1)bj1 + bj ], or 2 ( 2k 2j 1 2 2j 3)b1 + ( 2j 3 2j 5)b2 + . . . 2k 2 2 + ( 3 1)bj1 + (1 + )bj = f (xj ), j = 2, 3, . . . , k, 2k 2k

and in abstract form for j = 2, 3, . . . , k, we have: 2 2k

j1

[
i=1

2j (2i 1)

2 2j (2i + 1)]bi + (1 + )bj = f (xj ). 2k

(18)

Therefore, from equations (15) and (18) we can nd column vector b and from (7) we can approximate y(x) by yk (x) at every point x [0, 1).

Error Analysis

In this section we assume that y(t) is a dierentiable function with bounded rst derivative on (0,1), that is, M > 0; t (0, 1) : |y (t)| M.

The representation error when y(t) is represented in a series of BPFs over i every subinterval [ i1 , k ) is k ei (t) = bi Bi (t) y(t) = bi y(t).

Volterra integral equation of Abel type

693

We may proceed as follows:

i k i1 k i k i1 k

ei

= =

e2 (t)dt i (bi y(t))2 dt

i1 i ))(bi y(t1 ))2 = ( ( k k 1 i1 i t1 < ) = (bi y(t1 ))2 , ( k k k where we used mean value theorem. As before, if

(19)

y(t) =
i=1

bi Bi (t)

the i-th fourier coecient is given by bi = k < y(t), Bi(t) >. Using the mean value theorem leads to: bi = k < y(t), Bi(t) > =k
i k i1 k

y(t)dt

i i1 = k( ( ))y(t2 ) k k i1 i t2 < ) = y(t2), ( k k by substituting (20) into (19) and using mean value theorem we obtain:
2

(20)

ei

1 (bi y(t1 ))2 k 1 = (y(t2) y(t1 ))2 k 1 = (t2 t1 )2 y 2 (t0 ) (t1 < t0 < t2 ) k 1 3 M 2. k =

(21)

694
j i Now for i < j we have [ i1 , k ) [ j1 , k ) = {}, so k k 1 e (t)ej (t)dt 0 i

A. Shahsavaran

= 0. Therefore,

=
0 1

e2 (t)dt
k

=
0 1

(
i=1 k i=1 1 0

ei (t))2 dt e2 (t)dt + 2 i
i<j 1 0

=
0 k

ei (t)ej (t)dt

=
i=1 k

e2 (t)dt i
2

=
i=1

ei 1 2 M , k2

1 hence, e(t) = O( k ), where, e(t) = yk (t) y(t).

Numerical Examples
y(x) = x2 + 16 5/2 x 15
x 0

Example 1 :

y(t) dt, xt

with exact solution y(x) = x . Example 2 : y(x) = 2 x

x 0

with exact solution y(x) = 1 ex erf c( x), which erf c( x) is complementary error function and dened by 2 erf c(x) = Example 3 : y(x) = 1x 1 1 1 ) + arcsin( 1+x 4 x+1 8 4
1 . x+1 x 0 x

y(t) dt, xt

eu du.

y(t) dt, xt

with exact solution y(x) =

Volterra integral equation of Abel type

695

Example 4 : 1 y(x) = 4 x + 4 x ln(2) 2 x ln( ) + ln(x) x with exact solution y(x) = ln(x).
x 1 y(t) dt, y(x) = 1 + x xt 0 1 with exact solution y(x) = x . Table 1 shows the computed error e = y(x) yk (x) for the examples 1-5 with k = 32. x 0

y(t) dt, xt

Example 5 :

Table 1 t Example 1 Example 2 Example 3 Example 4 Example 5 0.1 1 103 1 102 3 103 7 102 1 103 0.2 1 103 1 103 1 103 8 103 1 102 3 3 3 2 0.3 2 10 1 10 1 10 1 10 1 102 0.4 7 103 3 103 2 103 2 102 1 102 0.5 1 102 3 103 4 103 2 102 1 103 2 3 3 2 0.6 1 10 1 10 2 10 1 10 3 103 0.7 3 103 4 104 6 104 2 103 5 103 3 4 4 3 0.8 5 10 5 10 6 10 5 10 5 103 0.9 1 102 1 103 1 103 1 102 6 103

Conclusion

In present paper, Block-Pulse Functions and Taylor expansion together with the collocation points are applied to solve the Abels integral equation. As for Legendre polynomials, Chebyshev polynomials and other generalized orthogonal polynomials, the calculation procedures are usually too tedious, although some recursive formula are available. The benets of this method are low cost of setting up the equations. Also, the linear system of equations (15) and (18) together is a lower triangular system which can be easily solved by forward substitution with O(k 2 ) operations, therefore the count of operations is low. Numerical results obtained in Table 1 have good accuracy in comparison with the numerical results obtained by using Legendre wavelet [11]. S. A. Youse [11] has solved example 1 and example 2 by Legendre wavelet method. Comparing this method with our method shows that the number of calculations of our method presented in this paper is lower. Error analysis shows that the approximation may be more accurate when k (the number of Block Pulse Functions) is increased, therefore for better results, using a larger k is recommended.

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References
[1] K. E. Atkinson, The numerical solution of integral equations of the second kind, Cambridge University Press, 1997. [2] E. Babolian, Z. Masouri, Direct method to solve Volterra integral equation of the rst kind using operational matrix with Block-Pulse Functions, J. Comput. Appl. Math., in press. [3] C. T. Baker, The numerical solution of integral equations, Clarendon Press, Oxford, 1997. [4] L. M. Delves, J. L. Mohammed, Computational methods for integral equations, Cambridge University Press, 1983. [5] J. Kondo, Integral equations, Oxford University Press, 1991. [6] Y. Mahmoudi, Wavelet Galerkin method for numerical solution of nonlinear integral equation, Appl. Math. Comput. 167(2005)1119-1129. [7] K. Maleknejad and N. Aghazadeh, Numerical solution of Volterra integral equations of second kind with convolution kernel using Taylor series expansion method, Appl. Math. Comput. 161(2005)915-922. [8] K. Maleknejad, M. Hadizadeh, A new computational method for VolterraHammerstein integral equations, Computers Math. Appl. 37(1999)1-8. [9] B. V. Riley, The numerical solution of Volterra integral equations with nonsmooth solutions based on sinc approximation, Appl. Numer. Math. 9(1992)249-257. [10] A. M. Wazwaz, A rst course in integral equations, world scientic publishing company, New Jersey, 1997. [11] S. A. Youse, Numerical solution of Abel integral equation by using Legendre wavelets, Appl. Math. Comput. 175(2006)574-580. Received: September, 2010