A new sequential approach for solving the integro-differential equation via Haar wavelet bases

DOI10.1134/S096554251702004XMaRDI QIDQ2359073zbMATH OpenOpenAlexWikidataFDO

Publication date 27 June 2017

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s096554251702004x

error analysis fixed point theorem nonlinear mixed Volterra-Fredholm integro-differential equations of the second kind, numerical examples operational matrix rationalized Haar wavelet

Mathematics Subject Classification ID

Fredholm integral equations (45B05) Volterra integral equations (45D05) Other nonlinear integral equations (45G10) Integro-ordinary differential equations (45J05) Numerical methods for integral equations (65R20) Numerical methods for wavelets (65T60)

Review text

The authors present a numerical method to approximate the solution of the nonlinear mixed Volterra-Fredholm integro-differential equations of the second kind: \[ \lambda u'(x) = f(x) + \alpha \int_0^1 K_1(x,t,u(t))dt + \beta\int_0^x K_2(x,t,u(t))dt, \] where \(x,t\in[0,1]\), \(u\in C([0,1],\mathbb{R})\), \(|\alpha|+|\beta|\neq0\), \(u(0)=u_0\), \(\lambda\in \mathbb{R}\backslash\{0\}\), \(f:[0,1]\rightarrow\mathbb{R}\), and \(K_1,K_2:[0,1]^2\times \mathbb{R}\rightarrow \mathbb{R}\). By integration on both sides of the above equation, one can define an operator \(T\) as follows: \[ [Tu](x):=\frac{1}{\lambda}\left[u_0+\int_0^x f(t) dt+\alpha \int_0^x\int_0^1 K_1(s,t,u(t))dt ds + \beta\int_0^x\int_0^s K_2(s,t,u(t))dtds\right]. \] By imposition assumptions on \(T\) and the Banach fixed point theorem, the solution of the integro-differential equation is given by the fixed point \(u\) of the operator \(T\), that is, \(u=\lim_{n\rightarrow\infty} T^n(u_0)\). More precisely, one can define a sequence \(u_i\) (\(i\geq 1\)) iteratively by: \[ \begin{multlined} u_i = Tu_{i-1} = \frac{1}{\lambda}\left[u_0+\int_0^x f(t) dt+\alpha \int_0^x\int_0^1 K_1(s,t,u_{i-1}(t))dt ds\right.\\\left. + \beta\int_0^x\int_0^s K_2(s,t,u_{i-1}(t))dtds\right], \end{multlined} \] and then \(u=\lim_{i\rightarrow \infty}u_i\). By using the rational Haar wavelets on the interval \([0,1]\), the paper then projects the function \(K_1,K_2\) onto the orthogonal Haar wavelet system \(\{h_0(t),\dots,h_{m-1}(t)\}\otimes\{h_0(s),\dots,h_{m-1}(s)\}\) at level \(i\) by \[ [Q_m(K_1)](t,s) :=\sum_{k=0}^{m-1}\sum_{\ell=0}^{m-1} K_{k\ell} h_k(t) h_\ell(s) \] and \[ [Q_m(K_2)](t,s) :=\sum_{k=0}^{m-1}\sum_{\ell=0}^{m-1} L_{k\ell} h_k(t) h_\ell(s). \] In such a way, the \(i\)th iteration solution \(u_i\) is for \(i\geq 1\) approximated by \[ u_i\approx \frac{1}{\lambda}\left[u_0+\int_0^x f(t) dt+\alpha \int_0^x\int_0^1 [Q_m(K_1)](t,s)dt ds + \beta\int_0^x\int_0^s [Q_m(K_2)](t,s)dtds\right]. \] Since \([Q_m(K_1)](t,s)\) and \([Q_m(K_2)](t,s)\) are then piece-wise constants, the integration can be computed efficiently. The paper then continues to show the error analysis between the exact solution \(u\) and the \(i\)th iteration approximation solution \(u_i\), and show that the \(i\)th iteration approximation solution converges to the exact solution under certain conditions. The authors finally demonstrate some numerical examples and comparisons to illustrate the effectiveness of their method.

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