Journal of Advanced Research in Scientic Computing

Vol. 2, Issue. 2, 2010, pp. 44-53 Online ISSN: 1943-2364

Numerical solution of a system of generalized Abel integral equations using Bernstein polynomials
Rajesh K. Pandey1 , B.N. Mandal2,
1

Indian Institute of Information Technology, Design & Manufacturing, Department of Mathematics, Jabalpur, M. P., India. 2 NASI Senior Scientist, Physics and Applied Mathematics Unit, Indian Statistical Institute, 203, B.T. Road, Kolkata 700 108, India.

Abstract. In this paper, a system of generalized Abel integral equations has been solved numerically using Bernstein polynomials. A similar system arises in solving certain mixed boundary value problems of classical theory of elasticity. Keywords: System of generalized Abel integral equations; Bernstein polynomials. Mathematics Subject Classication 2010: 45E10

Introduction

Many interesting problems of mechanics and physics lead to an integral equation in which the kernel K(t, u) is of convolution type, that is K(t, u) = k(t u), where k is a certain function of single variable. A similar integral equation with weakly singular kernel named Abel integral equation appears in many branches of science and engineering. Usually, physical quantities accessible to measurement are quite often related to physically important but experimentally inaccessible ones by Abel integral equations. A system of generalized integral equations of Abel type were studied by Lowengrub[4] and Walton[9]. As stated in [9], certain mixed boundary value problems arising in the classical theory of elasticity reduce to the problem of determining functions 1 and 2 satisfying Abel type integral equations of the type, 1 x 2 (t) 1 (t) dt + a12 (x) dt = f1 (x) a11 (x) t ) x ) x (t 0 (x

Correspondence to: B.N. Mandal, Physics and Applied Mathematics Unit, Indian Statistical Institute, 203, B.T. Road, Kolkata 700 108, India. Email: biren@isical.ac.in Received: 20 August 2010, accepted: 25 October 2010. http://www.i-asr.com/Journals/jarsc/ 44 c 2010 Institute of Advanced Scientic Research

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45

a21 (x)
x

1 (t) dt + a22 (x) x ) (t

(x

2 (t) dt = f2 (x), t )

(1.1)

where, x (0, 1), 0 < < 1 and aij (x) are continuous on [0,1]. Since only = 1, 2 occur in physical problems, we restrict our attention to these values only. Mandal et.al.[6], solved this problem analytically for the special case = 1, = 1/2, aij (x) = 1, using the idea of fractional calculus. Bernstein polynomials have been used in solving numerically partial dierential equations[1], integral equations of various types such as Fredhlom integral equations[5], Volterra integral equations[3], singular integral equations and integro-dierential equations[2] and Abel integral equations[7,8]. In this paper, we have developed a simple algorithm based on approximation of unknown functions in terms of Bernstein polynomials and thereby nd numerical solutions by converting and solving the generalized system into a system of linear equations for given fi (x)(i = 1, 2).

Bernstein polynomials and its properties

( Bi,n = ) ti (1 t)ni , for i = 0, 1, 2, ..., n. (2.1)

The Bernstein basis polynomials of degree n in the interval [0, 1] are dened by n i

There are (n + 1) nth degree Bernstein basis polynomials forming a basis for the linear space Vn consisting of all polynomials of degree less than or equal to n in R[x]-the ring of polynomials over the eld R. Any polynomial B(x) in Vn can be written as B(x) =
n i=0

ai Bi,n (x)

(2.2)

where ai s are constants. The Bernstein polynomials have the following properties: (i)Bi,n (0) = i0 and Bi,n (1) = in , where is the Kronecker delta function. (ii)Bi,n (t) has one root, each of multiplicity i and n i, at t = 0 and t = 1 respectively. (iii)Bi,n (t) 0 for t [0, 1] and Bi,n (1 t) = Bni,n (t) (iv) For i = 0, Bi,n has a unique local maximum in [0, 1] at t = i/n and the maximum ( ) n i nn (n i)ni value i i (v) The Bernstein polynomials form a partition of unity i.e. n Bi,n (t) = 1 i=0

46 Numerical solution of a system of generalized Abel integral equations using Bernstein polynomials

Method of solution

For getting the approximate solution of (1.1), 1 (t) and 2 (t) are approximated in the Bernstein polynomial basis on [0, 1] as, 1 (t) 1 (t) =
n i=0

ai Bi,n (t) and 2 (t) 2 (t) =

n i=0

bi Bi,n (t)

(3.1)

where ai and bi (i = 0, 1, 2, .......n) are unknown constants to be determined. Substituting (3.1) in (1.1), we obtain, a11 (x)
n i=0 n i=0

ai i (x) + a12 (x)

n i=0 n i=0

bi i (x) = f1 (x)

a21 (x) where, i (x) =

0 x

ai i (x) + a22 (x)

bi i (x) = f2 (x),

(3.2)

Bi,n (t) dt, (x t )

i (x) =
x

(t

Bi,n (t) dt and x (0, 1). x )

We now put x = xj , j = 0, 1, 2..., n in (3.2), where xj s are chosen as suitable distinct points in (0, 1) such that 0 < x0 .... < xn < 1. Putting x = xj we obtain the linear systems n n a11 (xj ) ai ij + a12 (xj ) bi ij = f1 (xj ),
i=0 i=0 n i=0 n i=0

a21 (xj ) where

ai ij + a22 (xj )

bi ij = f2 (xj ),

(3.3)

ij = i (xj ) and ij = i (xj ) for i, j = 0, 1, ..., n. The linear systems (3.3) can be easily solved by any standard method for the unknown constants ai s and bi s provided of course the coecient matrix is nonsingular. It is emphasized that it is always possible to choose distinct points xj (0, 1)(j = 0, 1...., n) such that this is possible. The computed ai s and bi s are then used in (3.1) to obtain the approximate solutions 1 (t) and 2 (t) In the next section a number of illustrative examples are presented to demonstrate the simplicity of the method as well as accuracy of the numerical results. In all these examples we have chosen n = 8 and the errors, dened as Et = 1 (t) 1 (t) and E2 (t) = 2 (t)2 (t), are computed for dierent values of t [0, 1] and depicted graphically. Also we tabulated the approximate and exact solution for t = 0.0, 0.2, ......, 0.8, 1.0

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Illustrative examples

Case I: In this case, we have considered examples with the assumption that = 1. Example 4.1. Consider the system of generalized Abel integral equations (1.1) with aij (x) = 1, for i, j = 1, 2, = 1/2 with 4 2 4 f1 (x) = x3/2 + (1 x)5/2 + 2x2 (1 x)1/2 + x(1 x)3/2 , 3 5 3 2 16 f2 (x) = (1 x)3/2 + 2x(1 x)1/2 + x5/2 . 3 15 2 . This has the exact solution 1 (t) = t and 2 (t) = t Table 1 Approximate and exact solution of Example 4.1 t 1 (t) 1 (t) 2 (t) 2 (t) 0.0 -0.000110 0.0 -0.000063 0.0 0.2 0.200022 0.2 0.040015 0.04 0.4 0.400040 0.4 0.160037 0.16 0.6 0.600035 0.6 0.360032 0.36 0.8 0.800067 0.8 0.640060 0.64 1 0.998009 1.0 0.998055 1.0

0.001
4

2.5 10 E1( t ) E2( t ) 5 10

0.00125

0.002

0.2

0.4 t

0.6

0.8

Figure 1: Errors associated with Ex. 4.1

Example 4.2. Consider the system of generalized Abel integral equation with aij (x) = 1, for i, j = 1, 2, = 1/3 with f1 (x) = 9 5/3 729 14/3 3 9 x + x + (1 x)11/3 + x(1 x)8/3 10 1540 11 8

3 6 3 9 3 x2 (1 x)2/3 x(1 x)5/3 + x3 (1 x)2/3 + x2 (1 x)5/3 (1 x)8/3 2 5 2 5 8

48 Numerical solution of a system of generalized Abel integral equations using Bernstein polynomials

and 3 19 3 12 f2 (x) = (1 x)5/3 + x2 (1 x)8/3 + x4 (1 x)2/3 + x3 (1 x)5/3 5 14 2 5 + 12 3 3 243 11/3 27 4/3 x(1 x)11/3 + x(1 x)2/3 + (1 x)14/3 + x x . 11 2 14 440 40

This has exact solution 1 (t) = t + t4 and 2 (t) = t3 t2 Table 2 Approximate and exact solution of Example 4.2 t 1 (t) 1 (t) 2 (t) 2 (t) 0.0 0.000147 0.0 -0.000316 0.0 0.2 0.201583 0.201600 -0.032005 -0.032000 0.4 0.425635 0.425600 -0.095979 -0.096000 0.6 0.729584 0.729600 -0.143986 -0.144000 0.8 1.209559 1.209600 -0.128090 -0.128000 1 2.001582 2.0 0.000498 0.0

0.002 0.0015 0.001 E1( t ) E2( t ) 5 10

4

0 5 10
4

0.001

0.2

0.4 t

0.6

0.8

Figure 2: Errors associated with Ex. 4.2

Example 4.3. In this example, a11 (x) = 1, a12 (x) = 1/4, a21 (x) = 1/2, a22 (x) = 3, = 1/2 with f1 (x) = 16 5/2 1 1 1 x + (1 x)5/2 + x2 (1 x)3/2 + x2 (1 x)1/2 15 10 2 2

1 1 1 3 + x3 (1 x)1/2 + x(1 x)3/2 + (1 x)7/2 + x(1 x)5/2 2 3 14 10 and 2 16 96 1 f2 (x) = (1 x)5/2 + x2 (1 x)1/2 + x(1 x)3/2 + x5/2 + x7/2 . 5 3 5 35 This has exact solution 1 (t) = t2 and 2 (t) = t2 + t3

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Table 3 Approximate and exact solution of Example 4.3 t 1 (t) 1 (t) 2 (t) 2 (t) 0.0 -0.001610 0.0 -0.000084 0.0 0.2 0.040050 0.040000 0.047977 0.048000 0.4 0.160083 0.160000 0.223992 0.224000 0.6 0.359990 0.360000 0.575916 0.576000 0.8 0.639726 0.640000 1.151847 1.152000 1 1.009014 1.000000 2.005230 2.000000

0.01 0.0075 0.005 E1( t ) E2( t ) 0.0025 0 0.0025 0.005 0 0.2 0.4 0.6 0.8 1

t Figure 3: Errors associated with Ex. 4.3

Example 4.4. This example presents the problem (1.1), with a11 (x) = x2 + 1, a12 (x) = (x + 1)/4, a21 (x) = x2 /2, a22 (x) = 2 x, = 1/2 and ( ) 16 2 2 6 5/2 1 7/2 3/2 5/2 3 1/2 f1 (x) = (x +1)x + (1+x) (1 x) + 2(1 x) + (1 x) x + 2x (1 x) 15 4 7 5 and 32 1 f2 (x) = (2 x)x7/2 + x2 35 2 ( ) 2 4 5/2 1/2 2 3/2 (1 x) + 2(1 x) x + (1 x) x . 5 3

This has exact solution 1 (t) = t2 and 2 (t) = t3 Table 4 Approximate and exact solution of Example 4.4 t 1 (t) 1 (t) 2 (t) 2 (t) 0.0 0.000000 0.0 0.000000 0.0 0.2 0.040019 0.040000 0.008019 0.008000 0.4 0.160049 0.160000 0.064023 0.064000 0.6 0.359974 0.360000 0.215971 0.216000 0.8 0.639978 0.640000 0.511841 0.512000 1 1.003905 1.000000 1.001006 1.000000

50 Numerical solution of a system of generalized Abel integral equations using Bernstein polynomials

Example 4.5. In this example, a11 (x) = 1, a12 (x) = 1/4, a21 (x) = 2, a22 (x) = 1/8, = 2/3 with f1 (x) = 243 10/3 729 13/3 3 9 3 3 x + x + (1x)10/3 + x(1x)7/3 x(1x)4/3 x+ x3 (1x)1/3 140 455 40 28 8 4 + and 18 36 12 3 f2 (x) = (1x)10/3 x(1x)7/3 + x2 (1x)7/3 + x(1x)10/3 +6x3 (1x)1/3 +6x4 (1x)1/3 5 7 7 5 9 6 243 7/3 27 7/3 x2 (1 x)4/3 + (1 x)13/3 + x x . 2 13 1120 112 This has exact solution 1 (t) = t3 t2 and 2 (t) = t4 t3 Table 5 Approximate and exact solution of Example 4.5 t 1 (t) 1 (t) 2 (t) 2 (t) 0.0 0.000009 0.0 0.000021 0.0 0.2 -0.006404 -0.006400 -0.032064 -0.032000 0.4 -0.038404 -0.038400 -0.095994 -0.096000 0.6 -0.086399 -0.086400 -0.143986 -0.144000 0.8 -0.102402 -0.102400 0.127987 0.128000 1 -0.000014 0.0 0.000140 0.0 9 2 3 x (1 x)4/3 (1 x)7/3 16 28

Case II: In this case, we have considered examples with the assumption that = 2. Example 4.6. Consider the system of generalized Abel integral equations (1) with aij (x) = 1, for i, j = 1, 2, with 1 1 1 f1 (x) = x + (1 x)1/2 + x2 ln(1 + 1 x2 ) x2 ln x, 2 2 2 f2 (x) = 2 x + (1 x2 )1/2 . 4

This has the exact solution 1 (t) = t and 2 (t) = t2 . Table 6 Approximate and exact solution of Example 4.6 t 1 (t) 1 (t) 2 (t) 2 (t) 0.0 -0.000003 0.0 -0.000003 0.0 0.2 0.200011 0.200000 0.040016 0.040000 0.4 0.400036 0.400000 0.160038 0.160000 0.6 0.600028 0.600000 0.360031 0.360000 0.8 0.800080 0.800000 0.640077 0.640000 1 0.997813 1.000000 0.998037 1.0

Rajesh K. Pandey and B.N. Mandal

51

0.005

0.003 E1( t ) E2( t ) 0.001

0.001

0.2

0.4

0.6

0.8

t Figure 4: Errors associated with Ex. 4.4

2 10

1 10 E1( t ) E2( t ) 1 10

0
4

2 10

0.2

0.4 t

0.6

0.8

Figure 5: Errors associated with Ex. 4.5

0.001 2 10 E1( t ) 6 10 E2( t )

4

0.0014 0.0022 0.003

0.2

0.4 t

0.6

0.8

Figure 6: Errors associated with Ex. 4.6

52 Numerical solution of a system of generalized Abel integral equations using Bernstein polynomials

Example 4.7. In this example we consider a system of generalized Abel integral equations (1.1) with a11 (x) = x2 + 1,a12 (x) = (x + 1)/4, a21 (x) = x2 /2, a22 (x) = x, = 1/2 and ( ) ( )[ 3 4 2 1 1 1 2 f1 (x) = (x + 1) x + x + x+ (1 x2 )1/2 16 16 4 4 2 ] 1 2 1 2 ) x2 ln x , + x ln(1 + 1 x 2 2 ( 1 3 1 3 f2 (x) = x2 (1 x2 )1/2 + x2 ln(1 + 1 x2 ) + x4 ln(1 + 1 x2 ) 2 4 2 8 ) 1 3 x4 ln x x2 ln x + x3 . 8 2 4 This has the exact solution 1 (t) = t2 + t4 and 2 (t) = t2 . Table 7 Approximate and exact solution of Example 4.7 t 1 (t) 1 (t) 2 (t) 2 (t) 0.0 -0.000001 0.0 0.000000 0.0 0.2 0.041640 0.041600 0.040094 0.040000 0.4 0.185705 0.185600 0.160081 0.160000 0.6 0.489598 0.489600 0.359896 0.360000 0.8 1.049501 1.049600 0.639494 0.640000 1 2.008946 2.0 1.003657 1.0

0.012 0.0092 E1( t ) 0.0064 E2( t ) 0.0036

4

8 10

0.002

0.2

0.4 t

0.6

0.8

Figure 7: Errors associated with Ex. 4.7

Conclusions

From the given numerical examples and tables, we conclude that the proposed method is a powerful tool for solving systems of generalized Abel integral equations.

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53

Acknowledgments
This work has been carried out when rst author visited Indian Statistical Institute under IASc-INSA-NASI summer research fellowship-2010.
References [1] D. Bhatta. Use of modied Bernstein polynomials to solve Kdv-Burgers equation numerically. Appl. Math. Comput., 2008, 206: 457-464. [2] S. Bhattacharya, B. N. Mandal. Numerical solution of a singular integro-dierential equations integral equations. Appl. Math. Comput., 2008, 195: 346-350. [3] S. Bhattacharya, B. N. Mandal. Use of Bernstein polynomials in numerical solutions of Volterra integral equations. Appl. Math. Sci., 2008, 2: 1745-1757. [4] M. Lowengrub. System of Abel type integral equations, Research Notes in Math., Edited by R. P. Gilbert and R. J. Weinacht, Pitman Publishing, 1976, 277-296. [5] B. N. Mandal, S. Bhattacharya, Numerical solution of some classes of integral equations using Bernstein polynomials, Appl. Math. Comput., 2007, 109: 1707-1716. [6] N. Mandal, A. Chakrabarti, B. N. Mandal. Solution of a system of generalized Abel integral equations using fractional calculus. Appl. Math. Lett., 1996, 9(5): 1-4. [7] P. Singh, V. K. Singh, R. K. Pandey. A stable numerical inversion of Abels integral equations using almost Bernstein operational matrix. J. Quantitative Spectroscopy & Radiative Transfer, 2010, 111: 245-252. [8] V. K. Singh, R. K. Pandey, O. P. Singh. New stable numerical solution singular integral equation of Abel type using normalized Bernstein polynomials. Applied Math. Sciences, 2009, 3: 241-255. [9] J. Walton. System of generalized Abel integral equations with applications to simultaneous dual relations. SIAM J. Math. Anal., 1979, 10: 808-822.