Applied Mathematics and Computation 156 (2004) 485–492

www.elsevier.com/locate/amc

Numerical solution of functional differential,

integral and integro-differential equations
M.T. Rashed
Department of Mathematics, Faculty of Science, Sohag University, Sohag 82516, Egypt

Abstract
This paper describes a numerical method, based on Lagrange interpolation and
Chebyshev interpolation, to treat functional integral equations of Volterra type and
Fredholm type. Also, the method can be extended to functional differential and integro-
differential equations. Various numerical examples are treated.
Ó 2003 Elsevier Inc. All rights reserved.

Keywords: Lagrange interpolation; Functional integral equations of the second kind; Functional
integro-differential equations; Functional differential equations of first or second order; Chebyshev
interpolation

1. Introduction

In recent years there has been a growing interest in the numerical treatment
of functional differential equations,

a0 y 0 ðxÞ þ a1 y 0 ðhðxÞÞ þ b0 yðxÞ þ b1 yðhðxÞÞ ¼ gðxÞ; ð1:1Þ

which is said to be of retarded type if a0 6¼ 0 and a1 ¼ 0. It is said to be of

neutral type if a0 6¼ 0 and a1 6¼ 0. It is said to be advanced type if a0 ¼ 0 and
a1 ¼ 0. For more general functional equations by Cooke and List [2]. In further
details many authors such as Oppelstrup [5], EL-Gendi [3], Arndt [1], Zennaro
[6] Fox, et al., [4].

E-mail address: taha_123452002@yahoo.com (M.T. Rashed).

0096-3003/$ - see front matter Ó 2003 Elsevier Inc. All rights reserved.
doi:10.1016/j.amc.2003.08.021
486 M.T. Rashed / Appl. Math. Comput. 156 (2004) 485–492

2. Functional linear integral equations of the second kind

Our aim in this paper to compute the numerical solution yn ðxÞ of functional
linear integral equations of the second kind
Z x
yðxÞ þ AðxÞyðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ; a 6 x 6 b; ð2:1Þ
a
Z b
yðxÞ þ AðxÞyðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ; a 6 x 6 b; ð2:2Þ
a
Z x
yðxÞ þ k kðx; hðtÞÞyðhðtÞÞ dt ¼ gðxÞ; a 6 x 6 b; ð2:3Þ
a
Z hðxÞ
yðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ; a 6 x 6 b: ð2:4Þ
a
In these functional integral equations (2.1)–(2.4), we may use Lagrange inter-
polation of yðxÞ by
Xn
yðxÞ ¼ yðxj Þ‘j ðxÞ; ð2:5Þ
j¼0

where
n 
Y 
x  xk
‘j ðxÞ ¼
xj  xk
k¼0
k6¼j

and
X
n
yðhðxÞÞ ¼ yðxj Þ‘j ðhðxÞÞ; ð2:6Þ
j¼0

n 
Y 
hðxÞ  xk
‘j ðhðxÞÞ ¼ ;
xj  xk
k¼0
k6¼j

where hðxÞ is well known function. Also

X
n
kðx; tÞyðtÞ ¼ kðx; xj Þyðxj Þ‘j ðtÞ: ð2:7Þ
j¼0

The integral part of the each functional equations (2.1)–(2.4) is given as fol-
lows:
Integrating (2.7) w.r.t t from a to x
Z x X
n
kðx; tÞyðtÞ dt ¼ kðx; xj Þyðxj Þbj ðxÞ: ð2:8Þ
a j¼0
 M.T. Rashed / Appl. Math. Comput. 156 (2004) 485–492 487

Integrating (2.7) w.r.t t from a to b

Z b Xn
kðx; tÞyðtÞ dt ¼ kðx; xj Þyðxj Þbj ðxn Þ: ð2:9Þ
a j¼0

Integrating (2.7) w.r.t t from a to hðxÞ

Z hðxÞ X
n
kðx; tÞyðtÞ dt ¼ kðx; xj Þyðxj Þbj ðhðxÞÞ; ð2:10Þ
a j¼0

where
Z hðxÞ n 
Y 
t  xk
bj ðhðxÞÞ ¼ dt: ð2:11Þ
a xj  xk
k¼0
k6¼j

The integral in the relation (2.11) is approximated as:

Z !
hðxÞ  a 1 Y n hðxÞa hðxÞþa
2
t þ 2
 x k
bj ðhðxÞÞ ¼ dt
2 1 xj  xk
k¼0
k6¼j
!
hðxÞ  a X Y hðxÞa
N n
2
tsþ hðxÞþa
2
 xk
¼ ds ; ð2:12Þ
2 s¼0
xj  xk
k¼0
k6¼j

where
 
2ds XN
ksp
ds ¼ dk Ik cos ;
N k¼0 N
8
> 2; k ¼ 0;
>
<
Ik ¼ 0; k is odd;
>
> 2
: ; k even;
1  k2

0:5; s ¼ 0; N ;
ds ¼
1; 0 < s < N:
At the final point, the functional integral equation is approximated by
system of n linear equations.
Also, the method is extended to treat the functional equations of advanced
type (k ¼ 0 in (2.1) or (2.3))
yðxÞ þ AðxÞyðhðxÞÞ ¼ gðxÞ; a 6 x 6 b: ð2:13Þ
The last equation may not has analytically solution.
488 M.T. Rashed / Appl. Math. Comput. 156 (2004) 485–492

3. Functional linear integro-differential equations of the second kind

Consider the functional integro-differential equation of the second kind

Z x
wðx; yðxÞ; y 0 ðxÞ; y 00 ðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ; a 6 x 6 b; ð3:1Þ
a
0
yðaÞ ¼ a; y ðaÞ ¼ b;
where
wðx; yðxÞ; y 0 ðxÞ; y 00 ðxÞÞ ¼ y 00 ðxÞ þ AðxÞy 0 ðxÞ þ BðxÞyðhðxÞÞ þ DðxÞyðxÞ:
With using Lagrange interpolation, the second derivative y 00 ðxÞ is given by
X
n
y 00 ðxÞ ¼ yn00 ðxj Þ‘j ðxÞ: ð3:2Þ
j¼0

Integrating (3.2) w.r.t. x from a to x

X
n
y 0 ðxÞ ¼ y 0 ðaÞ þ yn00 ðxj Þbj ðxÞ: ð3:3Þ
j¼0

Integrating (3.3) w.r.t. x from a to x

Xn
yðxÞ ¼ yðaÞ þ ðx  aÞy 0 ðaÞ þ yn00 ðxj Þcj ðxÞ; ð3:4Þ
j¼0
Z x Z x Z x
cj ðxÞ ¼ ‘j ðtÞ dt dx ¼ ðx  tÞ‘j ðtÞðdtÞ:
a a a
The integral is computed as (2.11). Also, integrating (3.3) w.r.t. x from a to
hðxÞ
X
n
yðhðxÞÞ ¼ yðaÞ þ ðhðxÞ  aÞy 0 ðaÞ þ yn00 ðxj Þcj ðhðxÞÞ: ð3:5Þ
j¼0

Substitution from (3.2) to (3.5) into (3.1) lead to system of n linear equations
Xn
Rj ðxi Þyn00 ðxj Þ ¼ Gðxi Þ; i ¼ 0ð1Þn;
j¼0

where
Z x
Rj ðxÞ ¼ ‘j ðxÞ þ AðxÞbj ðxÞ þ BðxÞcj ðhðxÞÞ þ DðxÞcj ðxÞ þ k kðx; tÞcj ðtÞ dt
a
ð3:6Þ
and
GðxÞ ¼ gðxÞ  AðxÞy 0 ðaÞ  y 0 ðaÞ½BðxÞðhðxÞ  aÞ þ DðxÞðx  aÞ
Z x
k kðx; tÞ½yðaÞ þ ðt  aÞy 0 ðaÞ dt: ð3:7Þ
a
 M.T. Rashed / Appl. Math. Comput. 156 (2004) 485–492 489

The integrals in (3.6) and (3.7) may be computed approximately. It is ob-

viously that the method may be extended to functional linear differential
equations of the second order if k ¼ 0 in (3.1).

4. Numerical examples

We consider here the following examples on the functional integral equa-

tion, integro-differential and differential equation.

4.1. Volterra integral equation of the second kind

Z x
yðxÞ þ AðxÞyðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ;
a

AðxÞ ¼ xex ; kðx; tÞ ¼ ext ; gðxÞ ¼ ex þ xehðxÞx þ kex ðx  aÞ;

yðxÞ ¼ ex ; a ¼ 0:0; b ¼ 1:1
(1) hðxÞ ¼ x=2, (2) hðxÞ ¼ x lnðx þ 2:0Þ

hðxÞ 1 2
n k ¼ 1:0 k¼0 k¼1 k¼0
2 3.9D)03 3.3D)03 6.4D)03 7.6D)03
3 2.2D)04 2.3D)04 8.2D)04 8.6D)04
4 9.2D)06 9.2D)06 7.6D)05 7.9D)05
5 4.1D)07 4.3D)07 5.8D)06 5.9D)06
6 1.4D)08 1.5D)08 3.6D)07 3.6D)07
7 5.0D)10 5.1D)10 1.9D)08 1.9D)08
8 1.6D)11 1.6D)11 8.0D)10 7.9D)10
9 4.7D)13 4.8D)13 2.8D)11 2.8D)11
10 1.3D)14 1.3D)14 8.4D)13 7.9D)13

4.2. Fredholm integral equation of the second kind

Z b
yðxÞ þ AðxÞyðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ;
a

AðxÞ ¼ xex ; kðx; tÞ ¼ x  t;

490 M.T. Rashed / Appl. Math. Comput. 156 (2004) 485–492

4 
2 b3  a3
x b  a4
gðxÞ ¼ x½x þ h ðxÞe þ kx k ;
3 4
yðxÞ ¼ x2 ; a ¼ 0:0; b ¼ 1:1

(1) hðxÞ ¼ x=2, (2) hðxÞ ¼ x2

hðxÞ 1 2
n k ¼ 1:0 k¼0 k¼1 k¼0
2 1.9D)16 3.9D)17 1.7D)16 1.6D)16
3 3.0D)16 2.7D)16 1.5D)16 1.9D)16
4 2.3D)16 1.1D)16 1.7D)16 1.9D)16

4.3. Volterra integral equation of the second kind

Z x
yðxÞ þ k kðx; hðtÞÞyðhðtÞÞ dt ¼ gðxÞ; kðx; tÞ ¼ exhðtÞ ;
a
gðxÞ ¼ ex þ kðx  aÞex ;
yðxÞ ¼ ex ; a ¼ 0:0; b ¼ 1:1
(1) hðxÞ ¼ x=2, (2) hðxÞ ¼ xex2 , (3) hðxÞ ¼ x lnðx þ 2Þ, (4) hðxÞ ¼ x2

hðxÞ 1 2 3 4
n
2 3.9D)16 1.6D)16 0.0D+00 3.5D)16
3 2.9D)16 3.5D)16 2.6D)16 5.4D)16
4 4.0D)16 1.0D)16 3.1D)16 9.3D)16

4.4. Volterra integral equation of the second kind

Z hðxÞ
yðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ;
a

kðx; tÞ ¼ ext ; gðxÞ ¼ ehðxÞ2 þ kðhðxÞ  aÞex2 ;

yðxÞ ¼ ex2 ; a ¼ 0:0; b ¼ 1:1

(1) hðxÞ ¼ x=2, (2) hðxÞ ¼ xex2 , (3) hðxÞ ¼ x lnðx þ 2Þ, (4) hðxÞ ¼ 2x
 M.T. Rashed / Appl. Math. Comput. 156 (2004) 485–492 491

hðxÞ 1 2 3 4
n
2 1.4D)02 1.9D)02 2.3D)03 1.1D)02
3 2.2D)03 3.4D)03 2.7D)04 1.2D)03
4 2.9D)04 5.2D)04 2.0D)05 8.7D)05
5 3.5D)05 7.1D)05 1.3D)06 5.7D)06
6 3.6D)06 8.9D)06 6.2D)08 3.3D)07
7 3.4D)07 1.1D)06 2.6D)09 1.4D)08
8 2.8D)08 1.4D)07 8.7D)11 3.7D)10
9 2.1D)09 1.4D)07 2.4D)12 1.8D)11
10 3.1D)09 5.6D)08 5.2D)14 8.1D)13

4.5. Volterra integro-differential equation of the second kind

Z x
yðtÞ
y 00 ðxÞ þ lnðx þ 3Þy 0 ðxÞ þ ex yðhðxÞÞ þ k dt ¼ gðxÞ;
a tþ3

2 lnða þ 3Þ
yðaÞ ¼ ln2 ða þ 3Þ; y 0 ðaÞ ¼ ;
aþ3
2½1  lnðx þ 3Þ 2 lnðx þ 3Þ
gðxÞ ¼ 2
þ þ ex ln2 ðhðxÞ þ 3Þ
ðx þ 3Þ xþ3
ln3 ðx þ 3Þ  ln3 ða þ 3Þ
þk ;
3
yðxÞ ¼ ln2 ðx þ 3Þ; a ¼ 0:0; b ¼ 1:1

(1) hðxÞ ¼ x=2, (2) hðxÞ ¼ x2

hðxÞ 1 2
n k ¼ 1:0 k¼0 k¼1 k¼0
2 1.1D)04 8.5D)05 1.1D)04 8.5D)05
3 1.7D)05 1.8D)05 1.7D)05 1.8D)05
4 7.5D)07 7.2D)07 7.5D)07 7.2D)07
5 5.5D)08 5.6D)08 5.6D)08 5.6D)08
6 7.3D)09 7.6D)09 7.3D)09 7.6D)09
7 7.2D)10 7.6D)10 7.2D)10 7.6D)10
8 8.0D)11 8.6D)11 8.1D)11 8.6D)11
9 8.6D)12 9.2D)12 8.6D)12 9.2D)12
10 9.3D)13 1.0D)12 9.4D)13 1.0D)12
492 M.T. Rashed / Appl. Math. Comput. 156 (2004) 485–492

5. Conclusion

ba
(1) The method
ba
ipgiveaþbthe solution at the points xi ¼ a þ ih, h ¼ n or
xi ¼ 2 cos n þ n , i ¼ 0ð1Þn.
(2) The method can be extended to the functional differential equation
A1 ðxÞy 00 ðh1 ðxÞÞ þ A2 ðxÞy 00 ðxÞ þ B1 ðxÞy 0 ðhðxÞÞ þ B2 ðxÞy 0 ðxÞ þ C1 ðxÞyðhðxÞÞ
þ C2 ðxÞyðxÞ ¼ gðxÞ; yðaÞ ¼ a; y 0 ðaÞ ¼ b:
(3) The computed errors rn in these tables are defined to be
" #1=2 Z 1=2
X
n 1
2
rn ¼ en ðxj Þ=n
e2n ðxÞ dx ; en ¼ yn  yexact :
j¼0 1

(4) The very rapid convergence obtained shows that the method indeed suc-
cessfully treats the problem.
(5) The method may be used to treat boundary functional differential or inte-
gro-differential equations.
W1 ðx; yðxÞ; yðhðxÞÞ; y 0 ðxÞ; y 0 ðhðxÞÞ; y 00 ðxÞ
Z b
þk kðx; tÞW ðt; yðtÞ; yðhðtÞÞ; y 0 ðtÞ; y 0 ðhðtÞÞ; y 00 ðtÞÞ dt ¼ gðxÞ;
a
yðaÞ ¼ a; yðbÞ ¼ b:

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