Table Of ContentElectronicTransactionsonNumericalAnalysis.
ETNA
Volume45,pp.183–200,2016.
KentStateUniversity
Copyright(cid:13)c 2016,KentStateUniversity.
http://etna.math.kent.edu
ISSN1068–9613.
OPERATIONALMÜNTZ-GALERKINAPPROXIMATIONFOR
ABEL-HAMMERSTEININTEGRALEQUATIONSOFTHESECONDKIND∗
P.MOKHTARY†
Abstract.SincesolutionsofAbelintegralequationsexhibitsingularities,existingspectralmethodsforthese
equationssufferfrominstabilityandlowaccuracy.Moreover,fornonlinearproblems,solvingtheresultingcomplex
nonlinearalgebraicsystemsnumericallyrequireshighcomputationalcosts.Toovercomethesedrawbacks,inthis
paperweproposeanoperationalGalerkinstrategyforsolvingAbel-Hammersteinintegralequationsofthesecond
kindwhichappliesMüntz-Legendrepolynomialsasnaturalbasisfunctionstodiscretizetheproblemandtoobtain
asparsenonlinearsystemwithupper-triangularstructurethatcanbesolveddirectly.Itisshownthatourapproach
yieldsawell-posedandeasy-to-implementapproximationtechniquewithahighorderofaccuracyregardlessofthe
singularitiesoftheexactsolution.Thenumericalresultsconfirmthesuperiorityandeffectivenessoftheproposed
scheme.
Key words. Abel-Hammerstein integral equations, Galerkin method, Müntz-Legendre polynomials, well-
posedness
AMSsubjectclassifications.45E10,41A25
1. Introduction. Abel’sintegralequation,oneoftheveryfirstintegralequationsseri-
ouslystudied,andthecorrespondingintegraloperatorhaveneverceasedtoinspiremathe-
maticianstoinvestigateandtogeneralizethem. Abelwasledtohisequationbyaproblemof
mechanics,thetautochroneproblem[16]. However,hisequationandsomevariantsofithave
foundapplicationsinsuchdiversefieldsasstereologyofsphericalparticles[3,18],inversion
ofseismictraveltimes[4],cyclicvoltametry[5],waterwavescatteringbytwosurface-piercing
barriers[12],percolationofwater[15],astrophysics[19],theoryofsuperfluidity[22],heat
transferbetweensolidsandgasesundernonlinearboundaryconditions[25],propagationof
shock-wavesingasfieldstubes,subsolutionsofanonlineardiffusionproblem[29],etc.
SeveralanalyticalandnumericalmethodshavebeenproposedforsolvingAbelintegral
equationssuchasrationalinterpolation[2],non-polynomialsplinecollocation[6],Adomian
decomposition[8],productintegration[9],homotopyperturbation[20],trapezoidaldiscretiza-
tion[13],waveformrelaxation[11],JacobispectralcollocationandTaumethods[14,21,27],
Taylorexpansion[17],Laplacetransformation[19],fractionallinearmultistepmethods[23],
Runge-Kuttamethods[24],modifiedTaumethods[26],LegendreandChebyshevwavelets
[31,33],etc.Almostallaforementionedmethodshavebeenappliedtothelinearcase,andvery
fewapproachesintheliteratureutilizeapproximationsforanumericalsolutionofnonlinear
Abelintegralequations. Thus,providingasuitablenumericalstrategywhichapproximates
solutionsofnonlinearAbelintegralequationscanbeworthwhileandnewinthearea. Inthis
paper,weconsideraHammerstein-typeofnonlinearityintheAbelintegralequation.
TheGalerkinmethodisoneofthemostpopularandpowerfulprojectiontechniquefor
solving integral equations. It belongs to the class of weighted residual methods, in which
approximationsaresoughtbyforcingtheresidualtobezerobutonlyinanapproximatesense.
Thismethodhastwomainadvantages. First,itreducesthegivenlinear(nonlinear)problem
tothatofsolvingalinear(nonlinear)systemofalgebraicequations. Second,ithasexcellent
errorestimateswiththeso-called"exponential-likeconvergence"beingthefastestpossible
whenthesolutionisinfinitelysmooth;see[10,30].
∗ReceivedNovember3,2015.AcceptedMarch1,2016.PublishedonlineonMay6,2016.Recommendedby
R.Ramlau.
†DepartmentofMathematics,FacultyofBasicSciences,SahandUniversityofTechnology,Tabriz,Iran
([email protected], [email protected]).
183
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Inthispaper,weintroduceanumericalschemebasedontheGalerkinmethodtoapproxi-
matethesolutionsofthefollowingAbel-Hammersteinintegralequationofthesecondkind
x
(cid:90) K(x,t)
(1.1) u(x)=f(x)+ √ G(t,u(t))dt, x∈Λ=[0,1],
x−t
0
usingsomesimplematrixoperations. Throughoutthepaper,C willdenoteagenericpositive
i
constant. Thefollowingtheoremstatestheexistenceanduniquenessresultfor(1.1).
THEOREM1.1([7]). Letthefollowingconditionsbefulfilled:
• f(x)isacontinuousfunctiononΛ,
• K(x,t)isacontinuousfunctiononD :={(x,t)|0≤t≤x≤1}withK(x,x)(cid:54)=0,
and
• G:Λ×R→RisaLipschitz-continuousfunctionwithrespecttothesecondvariable,
i.e.,
|G(t,u (t))−G(t,u (t))|≤C |u (t)−u (t)|.
1 2 1 1 2
Thenequation(1.1)hasauniquecontinuoussolutionu(x)onΛ. Here,Rdenotesthesetof
allrealnumbers.
However,fromwell-knownexistenceanduniquenesstheorems[7,21,26,27],wecan
concludethat(1.1)typicallyhasasolutionwhosefirstderivativeisunboundedattheorigin
andbehaveslike
1
(1.2) u(cid:48)(x)(cid:39) √ ·
x
After providing criteria for the existence and uniqueness of solutions of (1.1) in the
previoustheorem,weinvestigatethewell-posednessoftheproblem. Itiswellknownthat
linearAbelintegralequationsofthesecondkindarewell-posedinthesensethatsolutions
dependcontinuouslyonthedata. Inthefollowingtheoremweprovethatthisalsoholdstrue
for(1.1).
THEOREM1.2. Considertheequation(1.1)andletu˜(x)bethesolutionoftheperturbed
problem
x
(cid:90) K˜(x,t)
(1.3) u˜(x)=f˜(x)+ √ G(t,u˜(t))dt.
x−t
0
IftheassumptionsofTheorem1.1holdfor(1.3),thenwehave
(1.4) (cid:107)u(x)−u˜(x)(cid:107) ≤C (cid:107)f −f˜(cid:107) +C (cid:107)K−K˜(cid:107) ,
∞ 3 ∞ 4 ∞
where(cid:107).(cid:107) denotesthewell-knownuniformnorm.
∞
Proof. Subtracting(1.1)from(1.3)yields
x x
(cid:90) K(x,t) (cid:90) K˜(x,t)
u(x)−u˜(x)=f(x)−f˜(x)+ √ G(t,u(t))dt− √ G(t,u˜(t))dt
x−t x−t
0 0
x
(cid:90) K(x,t)
=f(x)−f˜(x)+ √ (G(t,u(t))−G(t,u˜(t)))dt
x−t
0
(cid:16) (cid:17)
(cid:90)x K(x,t)−K˜(x,t)
+ √ G(t,u˜(t))dt.
x−t
0
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OPERATIONALMÜNTZ-GALERKINAPPROXIMATION 185
SinceK(x,t)andG(x,t)arecontinuousfunctions,wecanwrite
x
(cid:90) |G(t,u(t))−G(t,u˜(t))|
|u(x)−u˜(x)|≤|f(x)−f˜(x)|+(cid:107)K(x,t)(cid:107) √ dt
∞
x−t
0
x
(cid:90) |K(x,t)−K˜(x,t)|
+(cid:107)G(t,u˜(t))(cid:107) √ dt.
∞
x−t
0
SinceG(t,u(t))satisfiestheLipschitzconditionwithrespecttothesecondvariable,weobtain
x
(cid:90) |u(t)−u˜(t)|
|u(x)−u˜(x)|≤|f(x)−f˜(x)|+C (cid:107)K(x,t)(cid:107) √ dt
2 ∞
x−t
0
x
(cid:90) |K(x,t)−K˜(x,t)|
+(cid:107)G(t,u˜(t))(cid:107) √ dt.
∞
x−t
0
Finally,usingtheGronwallinequality(see[26,Lemma4.2]),wecandeducethat
(cid:107)u(x)−u˜(x)(cid:107) ≤C (cid:107)f(x)−f˜(x)(cid:107) +C (cid:107)K−K˜(cid:107) ,
∞ 3 ∞ 4 ∞
whichgivesthedesiredresult(1.4).
FromTheorems1.1and1.2,wecandeducetheexistenceanduniquenessofsolutions
of(1.1)andalsothewell-posednessoftheproblembyassumingLipschitz-continuityofthe
nonlinearfunctionG(t,u(t)). However,animplementationofspectralmethodscanleadto
some difficulties from the numerical point of view such as a complex nonlinear algebraic
systemthathastobesolved,highcomputationalcosts,andtherebypossiblylowaccuracy. In
thispaper,weshowthatifG(t,u(t))isasmoothfunction,thenwecanobtainitsGalerkin
solutionbysolvingawell-posedupper-triangularnonlinearalgebraicsystemusingforward
substitution.
ItiswellknownthattheGalerkinmethodisanefficienttooltosolveintegralequations
with smooth solutions. However, from (1.2) we can conclude that for (1.1) this approach
leadstoanumericalmethodwithpoorconvergencebehaviour. Moreover,aswementioned
above, for nonlinear problems, its implementation produces a numerical scheme with a
highcomputationalcost. Thereforetomakeitapplicablefor(1.1),wemustprospectfora
well-conditioned,easytouse,andhighlyaccuratetechnique. Tothisend,inthispaperwe
employsuitablebasisfunctionswhichhavegoodapproximationpropertiesforfunctionswith
singularitiesattheboundaries. HereweconsiderMüntz-Legendrepolynomials[28,32]as
naturalbasisfunctionstodefinetheGalerkinsolutionof(1.1). Thesefunctionsareofnon-
polynomialnatureandaremutuallyorthogonalwithrespecttotheweightfunctionw(x)=1.
WewillshowthatifwerepresenttheGalerkinsolutionof(1.1)asalinearcombinationofthese
polynomials,wecanproduceanumericalschemewithasatisfactoryorderofconvergence,
andtheunknowncoefficientsoftheapproximatesolutioncanbecharacterizedbyawell-posed
upper-triangularsystemofnonlinearalgebraicequations. Wewillsolveitdirectlybyapplying
thewell-knownforwardsubstitutionmethod.
Thereminderofthispaperisorganizedasfollows: inSection2,wedescribetheMüntz-
Legendrepolynomials, whicharethebasisforoursubsequentdevelopment. InSection3,
weexplaintheapplicationoftheoperationalGalerkinmethodbasedontheMüntz-Legendre
polynomials to obtain an approximate solution of (1.1). Here we also give results on the
numericalsolvabilityandacomplexityanalysisoftheresultingsystemofnonlinearalgebraic
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equations. InSection4,weapplytheproposedmethodfromSection3toseveralexamplesand
presentsomecrucialnumericalcharacteristicssuchasnumericalerrors,orderofconvergence,
and comparison results with other existing numerical techniques and thereby confirm the
efficiencyandeffectivenessoftheproposedmethod. Section5,isdevotedtoourconclusions.
2. Müntz-Legendrepolynomials. Inthissection,wegivethedefinitionandthebasic
propertiesoftheMüntz-Legendrepolynomialswhichareusedinthesequel. Allthedetailsin
thissectionaswellasfurtheronescanbefoundin[28,32].
Then-thMüntz-Legendrepolynomialisdefinedas
L (x):= 1 (cid:90) n(cid:89)−1t+ξk+1 xt dt,
n 2πi t−ξ t−ξ
k n
k=0
D
wherethesimplecontourDsurroundsallthezerosofthedenominatorintheaboveintegrand
∞
and0=ξ <ξ <...<ξ <...,withξ →∞and (cid:80) ξ−1 =∞. Thesepolynomialsare
0 1 n n k
k=1
mutuallyorthogonalwithrespecttotheweightfunctionw(x)=1suchthatwehave
(cid:90) δ
L (x)L (x)dx= n,m , n≥m,
n m 2ξ +1
n
D
whereδ istheKroneckersymbol. ItcanbeshownthattheMüntz-Legendrepolynomials
n,m
havethefollowingrepresentation
n
(cid:88)
Ln(x):= ρk,nxξk =Span{1,xξ1,xξ2,...,xξn},
k=0
n−1
(2.1) (cid:81) (ξ +ξ +1)
k j
ρ = j=0 , forn∈N ,
k,n n 0
(cid:81)
(ξ −ξ )
k j
j=0,j(cid:54)=k
andtheysatisfytherecursionformula
1
(cid:90)
L (x)=L (x)−(ξ +ξ +1)xξn t−ξn−1L (t)dt, x∈(0,1].
n n−1 n n−1 n−1
x
Here,N isasusualthesetofnonnegativeintegers.
0
3. TheMüntz-Galerkinapproach. Inthissection,wedevelopanoperationalGalerkin
methodwhichappliestheMüntz-Legendrepolynomialsasbasisfunctionstoobtainanapprox-
imatesolutionto(1.1). Wepresentourresultsintwoparts. First,usingasequenceofmatrix
operations,weobtainasuitablenonlinearalgebraicformoftheMüntz-Galerkindiscretization
of(1.1). Second,weexplainhowtheuniquesolutionisfound. Hereweshowthattheresulting
nonlinearsystemfromthefirststepcanberepresentedbyanupper-triangularstructureand
thisenablesustocomputethesolutiondirectly.
3.1. Outlineofthemethod. Inthissection,weapplytheMüntz-Galerkinapproachto
convert(1.1)intoasuitablenonlinearalgebraicform. Tothisend,wesupposethat
i
(3.1) ξ = , i=0,1,...,
i 2
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OPERATIONALMÜNTZ-GALERKINAPPROXIMATION 187
anddefineu (x)asMüntz-Galerkinapproximationoftheexactsolutionu(x)inthefollowing
N
way:
∞
(cid:88)
(3.2) u (x):= u L (x)=uL=uLX,
N i i
i=0
where u := [u ,u ,...,u ,0,...] and L := [L (x),L (x),...,L (x),...]T is a Müntz-
0 1 N 0 1 N
Legendrepolynomialbasis. Fromtherelations(1.2),(2.1),and(3.1),weconcludethatour
approximatesolution(3.2)hasthesameasymptoticbehaviorastheexactones,whichisthe
crucialfactforachievingasatisfactoryaccuracyintheGalerkinmethod. Clearly,wecanwrite
L := LX whereL = {L }∞ isaninfinitelynon-singularlower-triangularcoefficient
i,j i,j=0
matrixwithdegreedeg(Li(x)) ≤ ξi i = 0,1,...,andX := [1,xξ1,xξ2,...,xξN,...]T are
thestandardMüntzbasisfunctions. Assumethat
Nf
(cid:88)
f(x)(cid:39) f xξi =f X =fL−1L, f :=[f ,f ,...,f ,0,...]T,
i 0 1 Nf
i=0
(cid:88)NG
(3.3) G(t,u(t))(cid:39) s (t)up(t).
p
p=0
Substituting(3.2)into(1.1)andusing(3.3),ourMüntz-Galerkinmethodistoseeku (x)
N
suchthatwehave
u (x)=fX+(cid:88)NG (cid:90)x K(√x,t)sp(t)up (t)dt
N x−t N
p=0
0
(3.4) =fX+(cid:90)x K(√x,t)s0(t)dt+(cid:88)NG (cid:90)x K(√x,t)sp(t)up (t)dt.
x−t x−t N
p=1
0 0
LetusdefineK (x,t)=K(x,t)s (t)forp≥1,andassumethat
p p
∞ ∞
(cid:88)(cid:88)
(3.5) K (x,t)= kp xitj, p≥1.
p i,j
i=0j=0
Byinserting(3.5)into(3.4),weobtain
(3.6) u (x)=fX+(cid:90)x K(√x,t)s0(t)dt+(cid:88)∞ (cid:88)∞ (cid:88)NG (cid:90)x k√ip,jxitjup (t)dt.
N x−t x−t N
0 i=0j=0p=10
Now,weintendtoderiveamatrixrepresentationfortheintegraltermsin(3.6). Forthis,
wefirstgivethefollowinglemmawhichtransformup (t)intoasuitablematrixform. Our
N
strategy is to extend the proof in [14, Theorem 2.1] to the case of Müntz-Legendre basis
functions.
LEMMA3.1. SupposethatuN(x)isgivenby(3.2). Thenwehave
up (x)=uLQp−1X,
N
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whereQisthefollowinginfiniteupper-triangularmatrix
uL uL uL ···
0 1 2
0 uL0 uL1 ···
Q:= 0 0 uL0 ···,
... ... ... ...
withL ={L }∞ , j =0,1,... .
j i,j i=0
Proof. Weproceedusingmathematicalinductiononp. Forp=1thelemmaisvalid. We
assumethatitholdsforpandtransittop+1asfollows:
up+1(x)=up (x)×u (x)
(3.7) N N N
=(cid:0)uLQp−1X(cid:1)×(uLX)=uLQp−1(X×(uLX)).
Now,itissufficienttoshowthat
(3.8) X×(uLX)=QX.
Tothisend,wecanwrite
(cid:32) ∞ ∞ (cid:33) (cid:40) ∞ ∞ (cid:41)∞
X×(uLX)=X× (cid:88)(cid:88)urLr,sx2s = (cid:88)(cid:88)urLr,sxs+2i
s=0r=0 s=0r=0 i=0
(cid:88)∞ (cid:32)(cid:88)∞ (cid:33) j∞ (cid:88)∞ (cid:32)(cid:88)∞ (cid:33) j∞
= urLr,j−i x2 = urLr,j−i x2
j=0 r=0 j=i r=0
i=0 i=0
=QX,
whichproves(3.8). Clearly,inserting(3.8)into(3.7)givesthedesiredresult.
NowapplyingLemma3.1inthethirdtermontheright-handsideof(3.6)yields
(cid:88)∞ (cid:88)∞ (cid:88)NG (cid:90)x k√ip,jxitjup (t)dt=(cid:88)∞ (cid:88)∞ (cid:88)NG (cid:90)x k√ip,jxitjuLQp−1X dt
x−t N x−t t
i=0j=0p=10 i=0j=0p=10
(3.9) =uL(cid:88)NG Qp−1(cid:88)∞ (cid:88)∞ kp xi(cid:90)x √tj+m2 dt∞ ,
i,j x−t
p=1 i=0j=0 0 m=0
whereXt :=[1,tξ1,tξ2,...,tξN,...]T. Usingtherelation[27]
(cid:90)x √tj+m2 dt∞ =(cid:26)√πΓ(1+j+ m2) x1+22j+m(cid:27)∞ ,
x−t Γ(3+m +j)
2 m=0
0 m=0
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OPERATIONALMÜNTZ-GALERKINAPPROXIMATION 189
wecanrewrite(3.9)as
(cid:88)∞ (cid:88)∞ (cid:88)NG (cid:90)x k√ip,jxitjup (t)dt
x−t N
i=0j=0p=10
√
=uL(cid:88)NG Qp−1(cid:88)∞ (cid:88)∞ kip,j(cid:26) πΓΓ((31+m++j+j)m2) x1+2(i+2j)+m(cid:27)∞
p=1 i=0j=0 2 m=0
(3.10)
=uL(cid:88)NG Qp−1(cid:88)∞ (cid:88)∞ kip,j(cid:110)Amj x1+2(i+2j)+m(cid:111)∞
m=0
p=1 i=0j=0
(cid:32)(cid:88)NG (cid:33)
=uL Qp−1A X
p
p=1
=uLQ X,
p
where
√
πΓ(1+j+ m) (cid:88)NG
Am = 2 , Q = Qp−1A ,
j Γ(3+m +j) p p
2 p=1
andA isaninfiniteupper-triangularmatrixwithnonzeroentries
p
l
(cid:88)
(3.11) (A ) := kp As , s,l=0,1,2,... .
p s,2l+s+1 j,l−j l−j
j=0
Itcaneasilybeseenthatbyproceedinginthesamemannerasin(3.9)–(3.11),wefind
that
x x
(cid:90) K(x,t)s (t) (cid:90) K(x,t)
(3.12) √ 0 dt=s √ X dt=s AX,
0 t 0
x−t x−t
0 0
where the infinite upper-triangular matrix A is obtained from (3.11) with k in place
j,l−j
ofkp .
j,l−j
Now,togetthealgebraicformoftheMüntz-Galerkindiscretizationof(1.1),itissufficient
thatweinserttherelations(3.2),(3.10),and(3.12)into(3.6). Thuswehave
(cid:0) (cid:1)
(3.13) uL(id−Q )X = f +s A X,
p 0
whereidistheinfinite-dimensionalidentitymatrix. UsingX =L−1L,wecanrewrite(3.13)
as
(3.14) uL(id−Q )L−1L=(cid:0)f +s A(cid:1)L−1L.
p 0
Becauseoftheorthogonalityof{L (x)}∞ ,projecting(3.14)onto{L (x)}N yields
k k=0 k k=0
(3.15) uNLN(cid:16)idN −QN(cid:17)(cid:0)LN(cid:1)−1 =(cid:16)fN +s NAN(cid:17)(cid:0)LN(cid:1)−1,
p 0
whereuN =[u ,u ,...,u ], fN =[f ,f ,...,f ], s N =[s0,s1,...,sN],andLN,idN,
0 1 N 0 1 N 0 0 0 0
QN,(cid:0)LN(cid:1)−1,AN aretheprincipalsubmatricesoforderN+1ofthematricesL,id,Q ,L−1,
p p
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andA,respectively. Sincetheproductofupper-triangularmatricesgivesanupper-triangular
matrix,thematrixQ definedin(3.11)hasanupper-triangularstructure. Consequently,the
p
nonlinearalgebraicsystem(3.15)hasanupper-triangularstructure,whosesolutionyieldsthe
unknowncomponentsofthevectoruN. Inthenextsectionwepresentmoredetailsregarding
thecomplexityanalysisanduniquesolvabilityofthissystem.
REMARK3.2. Clearly,forG(t,u(t))=up(t),thesystem(3.15)canberepresentedas
(3.16) uNLN(cid:16)idN −(cid:0)Qp−1(cid:1)NAN(cid:17)(cid:0)LN(cid:1)−1 =fN(cid:0)LN(cid:1)−1, p(cid:54)=1,
(3.17) uNLN(cid:16)idN −AN(cid:17)(cid:0)LN(cid:1)−1 =fN(cid:0)LN(cid:1)−1, p=1(linearcase),
where(cid:0)Qp−1(cid:1)N istheprincipalsubmatrixoforderN +1fromQp−1.
3.2. Numericalsolvabilityandcomplexityanalysis. Themainobjectofthissectionis
toprovideanexistenceanduniquenesstheoremforthenonlinearalgebraicsystem(3.16)and
itscomplexityanalysis. Inotherwords,weexplainhowwecancomputetheunknownvector
ubysolving(3.16)byawell-posedtechnique. Furthermore,weextendthefollowinganalysis
alsotothesystem(3.15).
Multiplyingbothsidesof(3.16)byLN yields
(3.18) uNLN(cid:16)idN −(cid:0)Qp−1(cid:1)NAN(cid:17)=fN.
Bydefining
(3.19) u=uNLN =[u ,u ,...,u ],
0 1 N
wecanrewrite(3.18)as
u(cid:16)idN −(cid:0)Qp−1(cid:1)NAN(cid:17)=fN.
FromthestructureofthematrixQinLemma3.1,wehave
uL0 uL1 uL2 ··· u0 u1 u2 ···
Q:= 00 uL00 uuLL10 ······=00 u00 uu10 ······.
... ... ... ... ... ... ... ...
From[14],weobservethat(cid:0)Qp−1(cid:1)N hasthefollowingupper-triangularToeplitzstruc-
ture:
(cid:0)Qp−1(cid:1)N
(cid:16) (cid:17)p−1 (cid:16) (cid:17)p−2 (cid:16) (cid:17)p−3(cid:18) (cid:16) (cid:17)2 (cid:19)
u (p−1) u u 1(p−1) u (p−2) u +2u u ···
0 0 1 2 0 1 0 2
(cid:16) (cid:17)p−1 (cid:16) (cid:17)p−2
0 u0 (p−1) u0 u1 ···
= (cid:16) (cid:17)p−1
0 0 u ···
0
. . . .
.. .. .. ..
(cid:16) (cid:17)p−1
0 ··· 0 u
0
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http://etna.math.kent.edu
OPERATIONALMÜNTZ-GALERKINAPPROXIMATION 191
Qp−1(u ) Qp−1(u ,u ) Qp−1(u ,u ,u ) ··· Qp−1(u ,u ,...,u )
0,0 0 0,1 0 1 0,2 0 1 2 0,N 0 1 N
0 Qp−1(u ) Qp−1(u ,u ) ··· Qp−1 (u ,u ,...,u )
0,0 0 0,1 0 1 0,N−1 0 1 N−1
= . . . . ,
. . . .
. . . ··· .
0 0 0 ··· Qp−1(u )
0,0 0
whereQp−1(u ,u ,...,u ),i,j =0,1,...,N,arenonlinearfunctionsoftheelementsu ,
i,j 0 1 j 0
u ,...,u . Thus,fromthestructureoftheupper-triangularmatrixAdefinedby(3.11),we
1 j
obtainthat
0 A 0 A ··· ···
0,1 0,3
0 0 A1,2 0 A1,4 ···
(3.20) (cid:0)Qp−1(cid:1)NAN =(cid:0)Qp−1(cid:1)N0 0 0 A2,3 ... ...
... ... ... ... ... ...
0 0 0 ··· 0 AN−1,N
0 0 0 0 0 0
0 Qp0,−01(u0)A0,1 Qp0,−11(u0,u1)A1,2 Qp0,−01(u0)A0,3+Qp0,−21(u0,u1,u2)A2,3 ···
0 0 Qp0,−01(u0)A1,2 Qp0,−11(u0,u1)A2,3 ···
=0.. 0.. 0.. Qp0,−01(u..0)A2,3 ··..· .
. . . . .
0 0 0 0 Qp0,−01(u0)AN−1,N
0 0 0 0 0
Nowwiththeaboverelation,wecanwrite
(3.21) uQp−1A=[0,F (u ),F (u ,u ),...,F (u ,u ,...,u )],
1 0 2 0 1 N 0 1 N−1
whereF (u ,u ,...,u ),fori=1,2,...,N,arenonlinearfunctionsoftheelementsu ,
i 0 1 i−1 0
u ,...,u . Substituting(3.21)into(3.16)yields
1 i−1
u0 f0 0
u...1=f...1+ F1(...u0) ,
uN fN FN(u0,u1,...,uN−1)
andtherefore
u =f ,
0 0
u =f +F (u ),
1 1 1 0
(3.22)
.
.
.
u =f +F (u ,u ,...,u ),
N N N 0 1 N−1
givestheunknowncomponentsofthevectoru. Finally,(3.19)yieldstheunknownvectoruN
intheGalerkinrepresentation(3.2). Theanalysisaboveissummarizedinthenexttheorem.
ETNA
KentStateUniversity
http://etna.math.kent.edu
192 P.MOKHTARY
THEOREM3.3. Thenonlinearsystem(3.18)hasauniquesolutionuN whichisobtained
by(3.22)and(3.19).
Obviously, this analysis can be extended similarly to the system (3.15) yielding the
followingresult:
THEOREM3.4. Thenonlinearsystem(3.15)hasauniquesolutionuN.
Proof. ByproceedinginasimilarmannerasinSection3.2,wecanrewrite(3.15)as
(cid:16) (cid:17)
u idN −QN =fN,
p
wherefN =fN +s NAN. From(3.11),(3.20),theupper-triangularstructureofthematrix
0
(cid:0)Qp−1(cid:1)NAN,andsinceasummationofupper-triangularmatricesyieldsanupper-triangular
p
matrix,wesimilarlyobtainthat
(3.23) uQN =[0,F˜ (u ),F˜ (u ,u ),...,F˜ (u ,u ,...,u )],
p 1 0 2 0 1 N 0 1 N
whereF˜(u ,u ,...,u ),fori=1,2,...,N,arenonlinearfunctionsoftheelementsu ,
i 0 1 i−1 0
u ,...,u . Byadoptingthesamestrategyasin(3.21)–(3.22),wecanconcludetheresult.
1 i−1
4. Numerical results. In thissection, we apply theproposed methodof the previous
sectiontoapproximatethesolutionof(1.1)andprovidesomeexamples. Thecomputations
wereperformedusingMathematicawithdefaultprecision. Inthetablesbelow,thelabels"Nu-
mericalerrors"and"Order"alwaysrefertotheL2-normoftheerrorfunctionandtheorderof
convergence,respectively. Wealsocompareourresultswiththoseobtainedbyseveralexisting
methodsforthisclassofproblemsandtherebyconfirmthesuperiorityandeffectivenessofour
scheme. Wealsoillustratethewell-posednessoftheproblemandthusnumericallyverifythe
theoreticalresultofTheorem1.2. InallexampleswehaveN =N =N.
G f
EXAMPLE4.1. Considerthefollowingintegralequations:
√ √ x
√ 4 x3 12 x5 (cid:90) 1+x+t
(4.1) u(x)= x− − + √ u2(t)dt,
3 5 x−t
0
x
πx √ (cid:90) u(t)
(4.2) u(x)= + x− √ dt,
2 x−t
0
x
√ 3πx2 (cid:90) u3(t)
(4.3) u(x)= x+ − √ dt,
8 x−t
0
√
whichallhavethesameexactsolutionu(x)= x.
ApplyingthemethoddescribedintheprevioussectionwithN =1,theMüntz-Galerkin
approximationoftheseproblemsisgivenby
u (x)=u1L1X1,
1
where
(cid:20) 1 0(cid:21) √
u1 =[u ,u ], L1 = , X1 =[1, x]T.
0 1 −2 3
Description:Since solutions of Abel integral equations exhibit singularities, existing spectral Several analytical and numerical methods have been proposed for solving It can be seen that the reported results in Table 4.8 confirm the Collocation Methods for Volterra Integral and Related Functional Equations