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第 55 卷 第 2 期

2020 年 4 月

JOURNAL OF SOUTHWEST JIAOTONG UNIVERSITY

Vol. 55 No. 2 Apr. 2020

ISSN: 0258-2724 DOI:10.35741/issn.0258-2724.55.2.2 Research article

Mathematics

B

OUBAKER

W

AVELET

F

UNCTIONS FOR

S

OLVING

H

IGHER

O

RDER

I

NTEGRO

-D

IFFERENTIAL

E

QUATIONS

求解高阶积分微分方程的布巴克小波函数

Eman Hassan Ouda, Suha Shihab, Mohammed Rasheed Applied Science Department, University of Technology

Baghdad, Iraq, [email protected],[email protected], [email protected],

[email protected], [email protected], [email protected]

Received: January 20, 2020 ▪ Review: February 28, 2020 ▪ Accepted: April 14, 2020

This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)

Abstract

In the present paper, the properties of Boubaker orthonormal polynomials are used to construct new Boubaker wavelet orthonormal functions which are continuous on the interval [0, 1). Then, a Boubaker wavelet orthonormal operational matrix of the derivative is obtained with the new general procedure. The matrix elements can be expressed in a simple form that reduces the computational complexity. The collocation method of the Boubaker orthonormal wavelet functions together with the application of the derived operational matrix of the derivative are then utilized to transform the higher-order integro-differential equation into a solution of linear algebraic equations. As a result, the solution of the original problem reduces to the solution of a linear system of algebraic equations and can be sufficiently solved by an approximate technique. The main advantage of the suggested method is that the orthonormality property greatly simplifies the original problem and leads to easy calculation of the coefficients of expansion. Special attention is needed to perform the convergence analysis. The error is analyzed when a sufficiently smooth function is expanded in terms of the Boubaker orthonormal wavelet functions, then an estimation of the upper bound of the error is calculated. The results obtained by the technique in the current work are reported by solving some numerical examples and the accuracy is checked by comparing the results with the exact solution.

Keywords: Integro-Differential Equation, Wavelet Polynomial, Orthonormal Boubaker Polynomial, Operational Matrix, Convergence Analysis

摘要 在本文中,将布贝克正交多项式的性质用于构造在间隔[0,1)上连续的新布贝克小波正交 函数。然后,使用新的一般程序获得导数的布贝克小波正交运算矩阵。矩阵元素可以简化形式表 达,从而降低了计算复杂度。布贝克正交小波函数的搭配方法以及派生运算矩阵的应用随后被用

(2)

于将高阶积分微分方程转换为线性代数方程的解。结果,原始问题的解简化为代数方程的线性系 统的解,并且可以通过近似技术来充分解决。所建议方法的主要优点是正交性极大地简化了原始 问题,并易于计算膨胀系数。需要特别注意以弱假设进行收敛分析。当根据布贝克正交小波函数 展开足够平滑的函数时,分析误差,然后计算误差的上限。通过求解一些数值示例,报告了该技 术在当前工作中获得的结果,并通过将结果与精确解进行比较来检查准确性。 关键词: 积分微分方程,小波多项式,正交布贝克多项式,运算矩阵,收敛性分析

I. I

NTRODUCTION

Integro-differential equations of ordinary or fractional order arise from a mathematical modeling of the development of an epidemic case and various physical and biological models [39]. They have found applications in many important phenomena, for example, viscoelasticity in material science and electromagnetics are defined by: nth order integro-differential equations [1], nonlinear integro-differential equations [2], [3], linear Volterra integro-differential equations [4], [5], linear Fredholm integro-differential equations [6], [7], mixed Fredholm-Volterra integro-differential equations [8], [9], singular differential equations [10], fuzzy integro-differential equations [11], fractional delay integro-differential equations [12], fractional Fredholm-Volterra integro-differential equations [13], fractional stochastic integro-differential equations [14], nonlinear fractional integro-differential equations [15], [16], [17], [18], and integro partial differential equations [19], [20].

There are various numerical techniques to find the solutions for such problems, for example; the approximation of wavelet functions has played a role in the numerical solution of different kinds integro-differential equations, such as quadratic spline wavelets for solving integro-differential equations [21], wavelet operational matrices for singular Volterra partial integro-differential equations [22], quasi wavelets for nonlinear integro reaction-diffusion equations [23], Legendre wavelets for fractional delay integro-differential equations [24], rational Haar wavelets for nonlinear integro-differential equations [25], multiwavelets for Volterra integro-differential equations [26], special wavelets for partial integro-differential equations and a system of nonlinear fractional equations [27], [28], [29] and Chebyshev wavelets of the second kind for treating nonlinear Fredholm integro-differential equations [30].

In the present work, orthonormal Boubaker wavelets are applied to the approximate solution of higher second kind Volterra integro-differential equations of the form

(1) where , , and are known functions, while is an unknown function, and with the initial conditions

,

(2) The non-orthogonal Boubaker polynomial is used in [31] for solving the variational problem. The application of an orthonormal Boubaker wavelet can be used in pure and applied physics such as solid state physics in order to solve some optical constants of different materials [32], [33], [34], [35], [36], [37], [38], [39], [40], [41], [42], [43], [44], [45], [46], [47], [48], [49], [50], [51], [52], [53] .

The work in this paper is arranged as follows. Section II gives a fundamental idea about Boubaker polynomials and the definition of an orthonormal Boubaker polynomial. The error analysis is given in Section III, while the orthonormal Boubaker polynomial operation matrix of a derivative is constructed in Section IV. Section V presents the application of the obtained operation matrix together with the collocation method for solving a higher second kind Volterra integro-differential equation. Section VI illustrates the efficiency of the proposed algorithm together with some test examples. Lastly, Section VII provides concluding remarks.

II. B

OUBAKER

O

RTHONORMAL

W

AVELET

F

UNCTION

The Boubaker orthonormal wavelet functions have four arguments,

(3)

with representing the degree of the Boubaker orthonormal functions while is the normalized time.

The Boubaker orthonormal functions are given as

(4) Here are the Boubaker orthonormal polynomials of order . They can be defined as follows:

)

(5)

Figure 1. First five Boubaker orthonormal polynomials

III. F

UNCTION

A

PPROXIMATION AND

E

RROR

A

NALYSIS

A square integrable function is defined over the interval [0,1) and is expanded as a Boubaker orthonormal wavelet series in the form

(6) (6) where

Truncating the series in Eq. (4) yields

(7) (7) where U and are the following

matrices

(8) (8)

and

(9) Suppose that is a -times differentiable function on , then the upper-bound error is defined through the following theorem.

Theorem 1. Let be a continuous function on and , where is a positive constant. Let be the approximated solution of using a Boubaker orthonormal wavelet function. Then, the upper-bound error can be obtained as

(10) (10)

Proof. The Boubaker orthonormal wavelets

series of U(t), Ua (t) is given by

(11) (11) Let

(12) (12) Using Eqs. 9 and 10, one can obtain

U (t) (13) (13)

Both the third and fourth terms in (11) become zero because vanishes outside the interval [0, 1).

Then

Using the orthonormality of , yields

(4)

Here , and this leads to

(taking

, and we have . This leads to

which is the required result.

IV. B

OUBAKER

O

RTHONORMAL

W

AVELET

O

PERATION

M

ATRIX

OF THE

D

ERIVATIVE

Let be the Boubaker orthonormal wavelet vector presented in Eq. 6, and then can be written as

(15) (15) where is the operational matrix of

the derivative expressed as

where is an matrix and expressed as follows:

Related to the definition of the component, we have

V. O

PERATION

M

ATRIX

M

ETHOD

FOR

S

OLVING NTH

O

RDER

I

NTEGRO

-D

IFFERENTIAL

E

QUATIONS

In the present section, the Boubaker orthonormal wavelet together with its operational matrix of a derivative is applied to find the approximate solution for the integro-differential equation of the following:

(16) Together with the conditions

(17)

where are real and the constant p are positive integers, g(t), and k(t, x) are giving functions whereas u(t) is determined. Eqns. 16 and 17 occur in various fields of physics engineering, astrophysics, etc., whose that

(18) where U and are in Eq. 8 and Eq. 9.

Using Boubaker orthonormal matrix of derivative Eq. 16 can be written as

(19) Residual for Eq.19 can be written as

(20) using collocation method which leads to a system of linear algebraic equations and we can obtain the unknown in vector U which be used to find the solution u(t), after that the initial conditions in Eq. 17 also used to form the system of algebraic equations and are given by:

(21) where denotes matrix power.

VI. I

LLUSTRATIVE

E

XAMPLES

Example 1. Consider the following Volterra

integro-differential equation:

(5)

with exact solution

Table 1 shows the numerical results for this example, with 5 compared with the

exact solution, which is graphically illustrated in Figure 2.

Table 1.

Numerical results of Example 1

t Error 0 0 0 0 0.1 0.0053461737 0.0051961260 1.5e-4 0.2 0.0228777934 0.0228601100 1.4e-5 0.3 0.0550988346 0.0552035379 1.0.e-4 0.4 0.1049051814 0.105016901 1.1e-4 0.5 0.1756393646 0.175669600 3.0e-5 0.6 0.2711524798 0.2711099386 4.2e-5 0.7 0.3958741877 0.3958651274 9.0.e-6 0.8 0.5548918143 0.5550412845 1.4e-5 0.9 0.7540396888 0.7543234336 2.8e-4 1.0 1.0000000000 0.9999755049 2.4e-5

Figure 2. Graphical illustration of Example 1

Example 2. The second test example is

= 0, (23) with the exact solution

The numerical results for this example are listed in Table 2, with compared with the exact solution, which is graphically illustrated in Figure 3.

Table 2.

Numerical results of Example 2

t Error 0 1 1 0 0.1 0.9950041652 0.9950056513 1.4e-6 0.2 0.9800665778 0.9800758838 9.3e-6 0.3 0.9553364891 0.9553596292 2.3e-5 0.4 0.9210609940 0.9210978384 3.6e-5 0.5 0.8775825618 0.8776234813 4.0e-5 0.6 0.8253356149 0.8253615467 2.5e-5 0.7 0.7648421872 0.7648290423 1.3e-5 0.8 0.6967067093 0.6966349950 7.1e-5 0.9 0.6216099682 0.6214804507 1.2e-4 1.0 0.5403023058 0.5401584740 1.4e-4

Figure 3. Graphical illustration of Example 2

Example 3. The third test Volterra

integro-differential equation is

(6)

The exact solution of this equation is

(25) Table 3 shows the numerical results for this example, with , compared with the exact solution and is graphically illustrated in Figure 4.

= [-0.186481 843328393 0.177110658 0.00497555 0.00027155129

0.0000000049].

Table 3.

Numerical results of Example 3

t Error 0 -1 -1 0 0.1 -0.8998374166 -0.9008797206 1.0e-3 0.2 -0.7987306641 -0.8001684964 1.4e-3 0.3 -0.6958172081 -0.6972896130 1.4e-3 0.4 -0.5903143571 -0.5916663157 1.3e-3 0.5 -0.4815089580 -0.4827218095 1.2e-3 0.6 -0.3687468344 -0.3698792591 1.1e-3 0.7 -0.2514218946 -0.2525617890 1.1e-3 0.8 -0.1289648456 -0.1301924833 1.2e-3 0.9 -0.0008314511 -0.0021943858 1.3e-3 1.0 0.1335097233 0.13200949978 1.5e-3

Figure 4. Graphical illustration of Example 3

Example 4. Consider the fourth Volterra

integro-differential equation

(26) Table 4 shows the numerical results for this example with , compared with the exact solution and graphically illustrated in Figure 5.

] = [0.75 0.144337567 0 0]

Table 4.

Numerical results of Example 4

t Error 0 0 0 0 0.1 0.1 0.1 0 0.2 0.2 0.2 0 0.3 0.3 0.3 0 0.4 0.4 0.4 0 0.5 0.5 0.5 0 0.6 0.6 0.6 0 0.7 0.7 0.7 0 0.8 0.8 0.8 0 0.9 0.9 0.9 0 1.0 1.0 1.0 0

Figure 5. Graphical illustration of Example 4

VII. C

ONCLUSION

Higher-order integro-differential equations are usually difficult to solve analytically. Therefore, a numerical solution is required. Boubaker orthonormal wavelets function is presented and defined a general formulation for its derivative operational matrix. Then, the collocation method differential equation is applied, which is useful as demonstrated in examples. The error is analyzed and an upper bound error is found. The obtained results are reported in both tables and graphs, and the presented method can be shown to obtain an excellent agreement-approximate solution.

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[39] H.H. NASRAWY , A.K.O 。 AL-JUBORY 和 K.A. HUSSAINA(2019)一 种解决积分微分方程的高效算法。西南交 通 大 学 学 报 , 54 ( 6 ) 。 可 从 http://jsju.org/index.php/journal/article/view/ 453 获得。

Figure 1. First five Boubaker orthonormal polynomials
Table  1  shows  the  numerical  results  for  this  example,  with  5  compared  with  the
Figure 4. Graphical illustration of Example 3

参照

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