Applied Mathematics and Computation 145 (2003) 413–420

www.elsevier.com/locate/amc

Numerical solutions of the integral

equations of the first kind
M.T. Rashed
Department of Mathematics, Faculty of Science, South Valley University, Sohag 82524, Egypt

Abstract
We present new two numerical methods for the solution of non-singular integral of
the first kind, which they are simple to use. Numerical comparisons indicate that they
achieves comparable accuracy. Numerical results are illustrated by different examples.
Ó 2002 Elsevier Inc. All rights reserved.

1. Introduction

We shall consider the numerical solution of the non-singular Volterra in-

tegral equations of the first kind
Z x
kðx; tÞyðtÞ dt ¼ gðxÞ;
1 6 x 6 X ð1:1Þ

1

where gðxÞ and kðx; tÞ are known function, yðtÞ is the unknown function to be
determined and X is some large constant. Equations of this form are in general
ill-posed, for a given k, g; (1.1) may have no solution, while if a solution exists
the response ratio koyk=kogk to small perturbations in g may be arbitrary
large. We shall consider here the use of Chebyshev interpolation. Baker [1,4]
studied the numerical treatment of integral equations, Brunner [2] investigated
the solution of Volterra integral equations of the first kind by piecewise
polynomials. Babolian and Delves [3] discuss an augmented Galerkin method
for first kind Fredholm equations, Holyhead and Mckee [5] investigate Taylor,
multistep method for solving linear Volterra integral equations of the first kind.
Lewis [6] studied the numerical solution of Fredholm integral equations of the
first kind.
0096-3003/$ - see front matter Ó 2002 Elsevier Inc. All rights reserved.
doi:10.1016/S0096-3003(02)00497-6
414 M.T. Rashed / Appl. Math. Comput. 145 (2003) 413–420

2. Method one

Consider the Chebyshev interpolation of kðx; tÞyðtÞ w.r.t. t only

X
n
kðx; tÞyðtÞ  kðx; tj Þyj lj;n ðtÞ ð2:1Þ
j¼0

where
 
2dj Xn
00 kjp
lj;n ðtÞ ¼ Tk ðtÞ cos
n k¼0 n

0:5; j ¼ 0; n
dj ¼
1; 0<j<n
P00
Tk ðxÞ is the Chebyshev polynomial of the first kind and denotes a sum with
first and last term halved.
Integrating both side of relation (2.1) from )1 to x
Z x X
n
kðx; tÞyðtÞ dt  Rðx; tj Þyj ð2:2Þ

1 j¼0

where
 
2dj kðx; tj Þ Xn
00 kjp
Rðx; tj Þ ¼ Ik ðxÞ cos
n k¼0
n
8
>
> T1 ðxÞ þ 1; k¼0
Z x >
> T ðxÞ
1
< 2
Ik ðxÞ ¼ Tk ðsÞ ds ¼ 4
; k¼1
>
> Tkþ1 ðxÞ

1
>
> T ðxÞ ð
1Þkþ1
:
k
1 þ 2 ; kP2
2ðk þ 1Þ 2ðk
1Þ ðk
1Þ

Let x by zi ¼ cosðði
0:45Þp=nÞ, i ¼ 0ð1Þn i.e.

Z zi X
n
kðzi ; tÞyðtÞ dt  Rðzi ; tj Þyj ; i ¼ 0ð1Þn ð2:3Þ

1 j¼0

Hence, Eq. (1.1) is approximated by

X
n
Rðzi ; tj Þyj ¼ gðzi Þ; i ¼ 0ð1Þn ð2:4Þ
j¼0

In case Fredholm integral equations of the first kind

Z 1
kðx; tÞyðtÞ dt ¼ gðxÞ;
1 6 x 6 X ð2:5Þ

1
 M.T. Rashed / Appl. Math. Comput. 145 (2003) 413–420 415

are approximated by
X
n
kðzi ; tj Þbj;n ð1Þyj ¼ gðzi Þ; i ¼ 0ð1Þn ð2:6Þ
j¼0

Eqs. (2.4) and (2.6) give the solution of integral equations (1.1) and (2.5) at the
points xi ¼ cosðip=nÞ, i ¼ 0ð1Þn.

3. Method two

We shall consider the Chebyshev interpolation for yðxÞ only

X
n
yðxÞ  yj lj;n ðxÞ ð3:1Þ
j¼0

Substitute from (3.1) in (1.1), we get

X
n
Rðx; tj Þyðtj Þ ¼ gðxÞ
j¼0

where
 
2dj X
n
00 kjp
Rðx; tj Þ ¼ Ak ðxÞ cos ðusing FFTÞ
n k¼0 n
Z x
Ak ðxÞ ¼ kðx; tÞTk ðtÞ dt

1

The values of integral Ak ðxÞ may be computed analytically or numerically as

follows:
XN  
krp
Ak ðxÞ ¼ kðx; tr Þbr;N ðxÞ cos ðusing FFTÞ
r¼0
N

Hence, integral equations of the first kind (1.1) are approximated by

X
n
Rðzi ; tj Þyj ¼ gðzi Þ; i ¼ 0ð1Þn ð3:2Þ
j¼0

where
 
2dj X
n
00 kjp
Rðzi ; tj Þ ¼ Ak ðzi Þ cos ð3:3Þ
n k¼0 n
416 M.T. Rashed / Appl. Math. Comput. 145 (2003) 413–420

X
N  
krp
Ak ðzi Þ ¼ kðzi ; tr Þbr;N ðzi Þ cos ð3:4Þ
r¼0
N
 
ði
0:45Þp
zi ¼ cos ; i ¼ 0ð1Þn
n

Also, integral equation (2.5) are approximated by

X
n
Rðzi ; tj Þyj ¼ gðzi Þ; i ¼ 0ð1Þn ð3:5Þ
j¼0
 
2dj X
n
00 kjp
Rðzi ; tj Þ ¼ Ak ðzi Þ cos ðusing FFTÞ
n k¼0 n
XN  
krp
Ak ðzi Þ ¼ kðzi ; tr Þbr;N ð1Þ cos ðusing FFTÞ
r¼0
N

The last procedure is the product integration rule and Rðzi ; tj Þ, Ak ðzi Þ are com-
puted with using the fast Fourier transformation (FFT) for large values of n. N
may be greater than n (N ¼ 2n). Relations (3.3) and (3.4) may be written in the
form
   
2dj X
n
00 X
N
krp kjp
Rðzi ; tj Þ ¼ kðzi ; tr Þbr;N ðzi Þ cos cos
n k¼0 r¼0 N n

where
 
2dr X
N
00 krp
br;N ðzi Þ ¼ Ik ðzi Þ cos
N k¼0 N

4. Numerical examples

We compare these methods on several examples two have also been con-
sidered by Lewis (1975) and Delves (1979) compared the performance of sev-
eral versions of both the regularization and eigenfunction expansion
algorithms for first kind.

4.1. Volterra integral equations of the first kind

Z x
kðx; tÞyðtÞ dt ¼ gðxÞ; 06x6X
0
 M.T. Rashed / Appl. Math. Comput. 145 (2003) 413–420 417

ð1Þ kðx; tÞ ¼ cosðx
tÞ; gðxÞ ¼ x sinðxÞ; yðxÞ ¼ 2 sinðxÞ

ð2Þ kðx; tÞ ¼ cosðx
tÞ; gðxÞ ¼ sinðxÞ; yðxÞ ¼ 1:0

Computed errors, rn
n Example 1 Example 2
Method 1 Method 2 Method 1 Method 2
2 6.7D)02 1.6D)02 2.9D)03 3.0D)06
3 2.5D)03 4.2D)04 3.9D)04 2.9D)09
4 4.6D)04 2.6D)05 5.5D)06 2.3D)12
5 1.0D)05 5.2D)07 4.8D)07 2.3D)15
6 1.9D)06 2.6D)08 5.7D)09 2.8D)15
7 3.1D)08 4.2D)10 3.9D)10 3.5D)14
8 4.9D)09 1.8D)11 3.8D)12 1.1D)13
9 6.7D)11 2.3D)13 2.0D)13 4.1D)14
10 9.4D)12 2.2D)14 7.9D)15 3.9D)14

ð3Þ kðx; tÞ ¼ e2ðx
tÞ ; gðxÞ ¼ sinðxÞ; yðxÞ ¼ cosðxÞ
2 sinðxÞ

1 x 4x5
ð4Þ kðx; tÞ ¼ þ x4 þ t4 ; gðxÞ ¼ þ ; yðxÞ ¼ 1:0
2 2 5

Computed errors, rn
n Example 3 Example 4
Method 1 Method 2 Method 1 Method 2
2 5.3D)01 2.3D)02 3.9D)01 4.5D)15
3 4.9D)02 9.2D)05 3.9D)02 1.5D)15
4 3.4D)03 3.8D)05 3.4D)14 1.4D)14
5 1.3D)04 9.9D)08 3.9D)14 7.6D)14
6 1.6D)06 3.9D)08 4.8D)14 7.7D)14
7 6.7D)07 7.1D)11 3.1D)15 3.3D)14
8 6.1D)08 2.7D)11 1.6D)15 3.7D)14
9 3.7D)09 1.9D)13 1.9D)13 3.9D)14
10 1.6D)10 2.2D)14 1.3D)13 5.2D)14

ex
e
x
ð5Þ kðx; tÞ ¼ eðx
tÞ ; gðxÞ ¼ ; yðxÞ ¼ e
x
2

ð6Þ kðx; tÞ ¼ ex
t ; gðxÞ ¼ x2 ; yðxÞ ¼ 2x
x2

418 M.T. Rashed / Appl. Math. Comput. 145 (2003) 413–420

Computed errors, rn
n Example 5 Example 6
Method 1 Method 2 Method 1 Method 2
2 6.5D)02 5.7D)03 1.1D)01 2.1D)04
3 5.6D)03 2.5D)04 8.8D)03 5.3D)07
4 4.3D)04 9.5D)06 5.4D)04 5.6D)10
5 2.9D)05 3.2D)07 2.7D)05 4.1D)13
6 1.7D)06 9.8D)09 1.1D)06 9.8D)15
7 9.5D)08 2.7D)10 3.9D)08 3.9D)15
8 4.7D)09 6.7D)12 1.2D)09 7.2D)15
9 2.1D)10 1.5D)13 3.4D)11 1.4D)14
10 8.8D)12 8.3D)14 8.4D)13 7.9D)15

ð7Þ kðx; tÞ ¼ 1 þ x
t; gðxÞ ¼
1 þ x þ e
x ; yðxÞ ¼ xe
x

eðx
tÞ þ e
ðx
tÞ x2
ð8Þ kðx; tÞ ¼ ; gðxÞ ¼ x; yðxÞ ¼ 1

2 2

Computed errors, rn
n Example 7 Example 8
Method 1 Method 2 Method 1 Method 2
2 4.3D)02 1.4D)02 1.1D)02 5.2D)05
3 3.7D)03 8.7D)04 1.9D)03 8.6D)08
4 2.2D)04 4.3D)05 3.6D)05 9.9D)11
5 1.1D)05 1.8D)06 7.2D)06 6.7D)14
6 4.5D)07 6.4D)08 8.7D)08 1.8D)15
7 5.1D)09 2.0D)09 1.2D)08 5.5D)14
8 5.0D)10 5.6D)11 1.1D)10 3.6D)14
9 1.4D)11 1.4D)12 1.1D)11 3.3D)14
10 3.5D)13 4.1D)14 6.8D)14 2.2D)14

4.2. Fredholm integral equations of the first kind

Z 1
kðx; tÞyðtÞ dt ¼ gðxÞ
0

tðx
1Þ; t < x;
ð9Þ kðx; tÞ ¼ gðxÞ ¼ ex þ ð1
eÞx
1; yðxÞ ¼ ex
xðt
1Þ; t P x;

tðx
1Þ; t < x; x3
x
ð10Þ kðx; tÞ ¼ gðxÞ ¼ ; yðxÞ ¼ x
xðt
1Þ; t P x; 6
 M.T. Rashed / Appl. Math. Comput. 145 (2003) 413–420 419

Computed errors, rn
n Example 9 Example 10
Method 1 Method 2 Method 1 Method 2
2 1.1D)01 2.1D)02 2.1D)15 2.7D)15
3 9.4D)03 1.5D)03 2.8D)15 1.1D)14
4 5.9D)04 7.7D)05 1.7D)14 3.1D)15
5 2.9D)05 3.3D)06 2.1D)14 1.3D)13
6 1.2D)06 1.2D)07 1.3D)14 9.3D)13
7 4.4D)08 3.8D)09 3.2D)13 8.7D)13
8 1.4D)09 1.1D)10 4.0D)14 2.2D)13
9 4.1D)11 7.3D)12 7.3D)14 3.3D)14
10 4.1D)12 1.9D)11 1.1D)13 1.8D)12

b
b ex þ1
1
ð11Þ kðx; tÞ ¼ ex t ; gðxÞ ¼ ; b ¼ 2; yðxÞ ¼ ex
xb
1

3=2
ð1 þ x2 Þ
x3
ð12Þ kðx; tÞ ¼ ðx2 þ y 2 Þ1=2 ; gðxÞ ¼ ; yðxÞ ¼ x
3

Computed errors, rn
n Example 11 Example 12
Method 1 Method 2 Method 2
2 1.8D)01 1.4D)02 1.3D)03
3 3.8D)01 8.5D)04 8.6D)04
4 8.6D)02 4.2D)05 2.9D)04
5 8.8D)02 1.7D)06 1.5D)04
6 1.9D)02 3.3D)05 9.3D)05
7 2.4D)02 1.9D)02 6.9D)05
8 6.0Dþ00 1.4Dþ01 5.9D)05
9 2.8Dþ00 2.6Dþ01 5.7D)05
10 6.1Dþ01 1.1Dþ01 7.2D)05

5. Conclusion

1. We have described new numerical methods for the solution of the first kind
Volterra integral equations. The methods are tested by different examples.
420 M.T. Rashed / Appl. Math. Comput. 145 (2003) 413–420

2. 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 ðtÞ dt
j¼0
1

where xj cosðjp=nÞ, j ¼ 0ð1Þn and en ¼ yn
yexact :

3. The very rapid convergence obtained shows that the two methods are excel-
lent methods to treat Volterra integral equation of the first kind.
4. In case Fredholm integral equation of the first kind, the use of Method 2 has
high precession than Method 1.
5. In case Volterra integral equations of the first kind, Method 2 give a better
results than Method 1 and an augmented Galerkin method.
6. For large n, the two suggested methods may be used with FFT.
7. The formulae written in the convenient form of FORTRAN subroutine
which can be run on a personal computer.
8. The two methods give a best results in case singular Fredholm integral equa-
tions of the first kind without any difficulty (Examples 9 and 10).
9. The suggested methods may be applied to Fredholm type and Volterra type
without difficulty.

References

[1] C.T.H. Baker, The Numerical Treatment of Integral Equations, Clarendon Press, Oxford, 1977.
[2] H. Brunner, The solution of Volterra integral equations of the first kind by piecewise
polynomials, J. Inst. Math. Appl. 12 (1973).
[3] E. Babolian, L.M. Delves, An augmented Galerkin method for first kind Fredholm equations, J.
Inst. Math. Appl. 12 (1979).
[4] L. Fox, I.B. Parker, Numerical Analysis, Oxford University Press, London, 1968.
[5] P.A.W. Holyhead, S. Mckee, P.J. Taylor, Multistep methods for solving linear Volterra integral
equations of the first kind, SIAM J. Numer. Anal. 12 (1975).
[6] B.A. Lewis, On the numerical solution of Fredholm integral equations of the first kind, J. Inst.
Math. Appl. 16 (1973) 207–220.