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Taylor Series Method For Solving Linear Fredholm Integral Equation of Second Kind Using MATLAB

This document presents a new Taylor series method for solving linear Fredholm integral equations of the second kind using MATLAB. The method approximates the kernel as a summation of multiplied functions using Taylor series expansion. A MATLAB program is developed to approximate the kernel function and find the solution. The results found using this method have high accuracy when compared to other analytical methods.
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0% found this document useful (0 votes)
94 views

Taylor Series Method For Solving Linear Fredholm Integral Equation of Second Kind Using MATLAB

This document presents a new Taylor series method for solving linear Fredholm integral equations of the second kind using MATLAB. The method approximates the kernel as a summation of multiplied functions using Taylor series expansion. A MATLAB program is developed to approximate the kernel function and find the solution. The results found using this method have high accuracy when compared to other analytical methods.
Copyright
© © All Rights Reserved
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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Taylor Series Method for Solving Linear Fredholm

Integral Equation of Second Kind Using MATLAB


Hameed H Hameed Hayder M Abbas Zahraa A Mohammed
Foundation Of Technical Baghdad University, College Almustansiriya university
Education Of Science for women. College Of Science
Technical Institute Of Alsuwayra Department Of Mathematics Department Of Astronomy

Abstract
This paper presents a new method to find the approximation solution for linear ferdholm integral

equation : by using Taylor series expansion to approximate the kernel

as a summation of multiplication functions by i.e.

then use the degenerate kernel idea to solve the fredholm integral

equation .In this paper we solve the above integral equation with and , is a real number,
and are real continues functions .
We have deduced a MATLAB program to solve the above equation, we have used MATLAB
(R2008a) to perform this program .
The presented method has high accurate when compare its results with the other analytical methods
results .
‫الخالصة‬
‫في هذا البحث ابتكر الباحثون طريقة جديدة إليجاد الحل التقريبي لمعادلة فريدهولم التكاملية الخطية‬

‫وجعلها على شكل حاصل جمع‬ ‫وذلك باستخدام متسلسلة تايلور لتقريب النواة‬

‫ومن ثم استخدام فكرة‬ : ‫بمعنى آخر تكون النواة كاآلتي‬ ‫و‬ ‫من ضرب الدوال‬

‫عدد حقيقي‬ ‫بحيث يكون‬ ‫و‬ ‫ في بحثنا هذا وجدنا الحل عند‬. ‫النواة المنحلة إليجاد حل معادلة فريدهولم التكاملية‬
. ‫دوال حقيقية مستمرة‬ ‫و‬ ‫ كل من‬/‫وكانت‬
.MATLAB (R2008a) ‫في هذا البحث كونا برنامج لتقريب دالة النواة ومن ثم ايجاد الحل وقد نفذنا البرنامج بواسطة‬
.‫وعند مقارنة نتيجة الحل التقريبي مع نتائج حلول تحليلية اخرى وجدنا ان الحل التقريبي كان عالي الدقة‬
1-Introduction
Integral equations, that is, equations involving an unknown function which appear
under an integral sign. Such equations occur widely in divers areas of applied
mathematics ,they offer a powerful technique for using the integral equation rather than
differential equations is that all of the conditions specifying the initial value problems or
boundary value problems for a differential equation can often be condensed into a single
integral equation . So that any boundary value problems can be transformed into
fredholm integral equation involving an unknown function of only once variable.
This reduction of what may represent a complicated mathematical model of
physical situation into a single equation is itself a significant step , but there are other
advantages to be gained by replacing differentiation with integration ,some of these

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Journal of Babylon University/Pure and Applied Sciences/ No.(1)/ Vol.(19): 2011

advantages arise because integration is a smooth process ,a feature which has significant
implication when approximation solution are sough .
2-Importance of the work
The main purpose is to produce of this paper a new approximation solution by approximate
the kernel using Taylor series expansion for the function of two variables and making it
as a degenerate kernel then finding the solution of ferdholm integral equation .
3-A Review of previous works
There are many papers deal with numerical and approximate solutions of fredholm integral
equations, Akber and Omid (Zabadi & Fard, 2007) produced an approach via optimization
methods to find approximation solution for non linear fredholm integral equation of first kind,
while Vahidi and Mokhtari produced the system of linear fredholm integral equation of second
kind was handled by applying the decomposition method(Vahidi & Mokathri, 2008). Babolian
and Sadghi proposed the parametric form of fuzzy number to convert a linear fuzzy fredholm
integral equation of second kind to a linear of integral equation of the second kind in crisp case
(Babolian & Goghory, 2005).
Hana and others considered the problem of numerical inversion of fredholm integral
equation of the first kind via piecewise interpolation(Hanna et al., 2005). Maleknejad and others
proposed to use the continuous legender wavelets on the interval to solve the linear second
kind integral equation (Maleknejad et al., 2003), the numerical methods to approximate the
solution of system of second kind fredholm integral equation were proposed by Debonis and
Laurita (Debonis & Laurita , 2008).
Chan et al., presented a scheme based on polynomial interpolation to approximate matrices
from the discretizetion the integral operators(Chan et al., 2002) and cubic spline
interpolations has been proposed to solve integral equations by Kumar and Sangal (Kumar and
Sangal, 2004)
3- Separate or degenerate kernel
A kernel is called separable if it can be expressed as the sum of a finite number of
terms ,each of which is the product of a function of only and a function of only i.e.

(Raisinghania, 2007).

4- Solution of ferdholm integral equation of second kind with degenerate kernel


(Raisinghania, 2007).
Consider the non homogenous fredholm integral equation of second kind

Since the kernel is degenerate or separate we take

Where the functions assumed to be linearly independent, using (2) and (1) reduces

to

or

using (4) ,(3) reduces to

15
where constants are to be determined in order to find the solution of (1)
in the form given by (5) . We now proceed to evaluate as follows:

from (5) we have

substituting the values of and given in (5) and (6) respectively in (3) , we have

or

Now, let and

Where and are known constant, then (7) may simplify as

or , but the functions are linearly

independent ,therefore or

Then we obtain the following system of linear equations to determine

The determinate of system

Which is a polynomial in of degree at most (n) , is not identically zero ,since


when , .to discuss the solution of (1) , the following situation arise:
Situation I : when at least on right member of the system is non zero
,the following two cases arise under this situation :
(i) if ,then a unique non zero solution of system exist
and so (1) has unique non zero solution given by (5) .
(ii) if ,then the equations have either no solution or
they possess infinite solution and hence (1) has either no solution or infinite solution.
Situation II: when ,then (8) shows that for .Hence the
equations reduce to a system of homogenous linear equation .The
following two cases arises under this situation

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Journal of Babylon University/Pure and Applied Sciences/ No.(1)/ Vol.(19): 2011

(i) if ,then a unique zero solution of the system


exist and so from (5) we see that (1) has unique zero
solution .
(ii) if ,then the system posses infinite non zero
solutions and so (1) has infinite non zero solutions , those value of for which
are known as the eigenvalues and any nonzero solution of the

homogenous fredholm integral equation is known

as a corresponding eigenfunction of integral equation .


Situation III: when but

i.e. is orthogonal to

all the functions ,then (8) shows that reduce to a


system of homogenous linear equations. The following two cases arise under this situation .
(i) if ,then a unique zero solution then (1) has
only unique solution .
(ii) If then the system possess infinite nonzero
solutions and (1) has infinite nonzero solutions .The solution corresponding to the
eigenvalues of .
4-1 Example (1) : find the analytical solution of the following integral equation

Solution :since that mean


separated function , , from
equation (6) we obtain ,then

, , ,

, ,then that implies ,

and .

5- Taylor series of function with two variables (Karris, 2004)


Let is a continuous function of two variables and ,then the Taylor series
expansion of function at the neighborhood of any real number with respect to the variable
is :

17
and that mean the terms of Taylor

expansion to the function at the neighborhood with respect to the variable


5-1 Examples
Example (2) :The five terms of Taylor series expansion of the function at
1) and 2) as the following :
1)
2)

Example (3): Compare the values of the function at the point (2,4) with its
Taylor expansion of three terms .
Solution: and

the three terms of Taylor expansion is ,


then the Taylor expansion at (2,4) is 2981.
6-Remark: The Taylor series must be calculated at the point or close to the point that we want
the value of the function at that point as shown in example (3).

7-Our work : since any continuous function of two variables can be approximated by
the Taylor expansion therefore , then this function can be separated as a summation of product

terms of by i.e.

7-1 Example (4) : if ,then the Taylor expansion with respect the variable at

with five terms is ,that mean

,and

7-1-1 The Algorithm of separation kernel and solution of fredholm integral equation
a- input the kernel
b- input the function
c- input the value of
d- input the values and
e- input the number of Taylor series' terms
f- calculate the Taylor expansion of with respect ,

g- from f find and ,

h- calculate and

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Journal of Babylon University/Pure and Applied Sciences/ No.(1)/ Vol.(19): 2011

i- calculate the matrix

j- calculate the determinate of matrix


k- if go to step n
l- if the system has infinite number of solutions ,go to step s
m- the system has unique solution ,go to step s
n- if go to step r
o- if , the system has infinite number of solutions ,go to step s
p- the system has unique solution
q- if ,the system has no real solution, go to step s
r- the solution of system is then

s- end
7-1-2 Numerical results
In this section we present numerical results by solve the ferdholm integral equation by our
approximation solution then comparison it with analytical solution
7-1-2-1 Examples

Example (5) :the approximation solution of integral equation

as following :
, that implies

and
, by using the previous algorithm
and the related MATLAB program the solution is ,
alfa =
0.4597 0.8415 -0.2298 -0.1402 0.0192
0.3012 0.3818 -0.1506 -0.0636 0.0125
0.2232 0.2391 -0.1116 -0.0399 0.0093
0.1771 0.1717 -0.0885 -0.0286 0.0074
0.1467 0.1331 -0.0733 -0.0222 0.0061
beta = [1.0000 0.5000 0.3333 0.2500 0.2000]
A=
0.5403 -0.8415 0.2298 0.1402 -0.0192
-0.3012 0.6182 0.1506 0.0636 -0.0125
-0.2232 -0.2391 1.1116 0.0399 -0.0093
-0.1771 -0.1717 0.0885 1.0286 -0.0074
-0.1467 -0.1331 0.0733 0.0222 0.9939
C = [4.8387 2.6109 1.7935 1.3655 1.1020]

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Y(x) =1+3.9878*sin(x)+2.3833*cos(x)
While the analytical solution by using the degenerate kernel was in Raisinghania. (2007)
.
The following table shows the analytical and approximate results
Table (1) comparison between the analytical solution and the approximation solution of

Analytical solution Approximate solution


x y1=1+4.01*sin(x)+2.404*cos(x) y2=1+3.9878*sin(x)_2.3833*cos(x) Error=abs(y1-y2)
-6.28318 3.404005242 3.383305213 0.020700029
-5.65487 5.30189787 5.272102379 0.029795491
-5.02655 5.55661239 5.529102297 0.027510093
-4.39823 4.07085655 4.056139771 0.014716779
-3.76991 1.412138355 1.415836197 0.003697843
-3.14159 -1.404002621 -1.383302606 0.020700015
-2.51327 -3.301896674 -3.272101186 0.029795487
-1.88496 -3.556613074 -3.529102973 0.027510101
-1.25664 -2.070858854 -2.056142058 0.014716796
-0.62832 0.587858602 0.584160778 0.003697823
0 3.404 3.3833 0.0207
0.628318 5.301895477 5.272099993 0.029795484
1.256637 5.556613759 5.529103649 0.02751011
1.884955 4.070861158 4.056144345 0.014716813
2.513274 1.412144442 1.415842246 0.003697803
3.141592 -1.403997379 -1.383297394 0.020699985
3.76991 -3.30189428 -3.2720988 0.02979548
4.398229 -3.556614443 -3.529104325 0.027510118
5.026547 -2.070863463 -2.056146632 0.014716831
5.654866 0.587852514 0.58415473 0.003697784
6.283184 3.403994758 3.383294787 0.020699971

The following figure shows comparison between of the two results

Fig(1) the analytical and approximation solutions results of integral equation

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Journal of Babylon University/Pure and Applied Sciences/ No.(1)/ Vol.(19): 2011

Example (6) :The approximation solution of the integral equation

as the following:

That implies

.
By using the algorithm and the MATLAB program we obtain the solution is

alfa =
1.1667 0.8333 -0.0833 0.0417 -0.0260
-0.4333 -0.3000 0.0333 -0.0167 0.0104
0.2357 0.1595 -0.0190 0.0095 -0.0060
-0.1516 -0.1008 0.0127 -0.0063 0.0040
0.1072 0.0703 -0.0092 0.0046 -0.0029
beta =[ 0.5000 -0.1667 0.0833 -0.0500 0.0333]
A=
-0.1667 -0.8333 0.0833 -0.0417 0.0260
0.4333 1.3000 -0.0333 0.0167 -0.0104
-0.2357 -0.1595 1.0190 -0.0095 0.0060
0.1516 0.1008 -0.0127 1.0063 -0.0040
-0.1072 -0.0703 0.0092 -0.0046 1.0029
C =[ 3.0452 -1.1206 0.6055 -0.3874 0.2729]

Y = 3.6601*x+2.3743*x^(1/2)

While the analytical solution was([ 9]

Table (2) comparison between the analytical solution and the approximation

solution of
Analytical solution Approximate solution
x Error =abs(y1-y2)
y1=(90/26)x+(60/26)x^.5 y2=3.6601x+2.3743x^.5
0 0 0 0
0.5 3.477938726 3.508933631 0.030994905
1 6 6.0344 0.0344
1.5 8.364795857 8.398061748 0.033265891
2 10.64818514 10.67796726 0.029782117
2.5 12.87955115 12.90434792 0.024796778
3 15.0739634 15.09270823 0.01874483

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3.5 17.24037391 17.25225857 0.011884659
4 19.38461538 19.389 0.004384615
4.5 21.51073925 21.50710089 0.003638363
5 23.62169533 23.6095962 0.012099134
5.5 25.71971049 25.69877707 0.020933423
6 27.80651479 27.7764235 0.030091295
6.5 29.88348405 29.84395102 0.039533039
7 31.95173379 31.90250734 0.049226457
7.5 34.01218336 33.95303834 0.059145014
8 36.06560106 35.99633452 0.069266535
8.5 38.1126368 38.03306454 0.07957226
9 40.15384615 40.0638 0.090046154

The following figure shows the comparison between the two results

Fig (2) the analytical and approximation solutions results of integral equation

7-1-3 Remark : We find Taylor expansion of the kernel at the point instead at
to avid the division by zero.
Conclusion and future work
The method of approximate kernel by Taylor expansion is a new method to solve
the fredholm integral equation of second kind, and it has high accurate results , in this
paper we have approached to solve the fredholm integral equation with integration limits
from to just.
In future work we hope to solve the fredholm integral equation of second kind with
integration limits from to whatever the values of and .
References
Babolian. E. & Goghory. H.S. (2005) Numerical solution of linear fredholm fuzzy integral
equation of second kind by Adomian method ,Journal of applied mathematics and
computation Vol. 161 ,Issue 3,PP.733-744.

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Journal of Babylon University/Pure and Applied Sciences/ No.(1)/ Vol.(19): 2011

Chan. R.H. , Rong. F.U. & Chan. C.F.(2002) A fast solver for fredholm equation of the
second kind with weakly singular kernel ,East-West journal of numerical math.,Vol.2
No.3 PP.1-24.
Debonis. M.C. & Laurita. C. (2008) Numerical treatment of second kind fredholm integral
equations systems on bounded intervals ,Journal of computational and applied
mathematics ,Vol.217,Issue 1 PP.64-87 ,July .
Hanna. G., Roumeliotis. J. & Kucera. A. (2005) Collocation and fredholm integral equation
of the first kind ,Journal of inequalities in pure and applied mathematics ,Vol.6.Issue
5 ,Article 131.
Karris. S.T. (2004) Numerical analysis using matlab and spreadsheets ,Second Edition
Orchard Publication ,Ch. 6 ,PP.49.
Kumar. S & Sangal. A.L. ( 2004) Numerical solution of singular integral equations using
cubic spline interpolation, India journal of applied mathematics, Vol.35, No.3, PP.415-
421.
Maleknejad. K. , Tavassoli K.M. & Mahmoudi. Y. (2003) Numerical solution of linear
fredholm and volterra integral equation of second kind by using legender wavelets,
Kybernete journal ,Vol.32,Issue 9/10,PP.1530-1539.
Raisinghania. M.D.(2007). Integral equations and boundary value problems, S.chand &
Company LTD ,India
Vahidi. A.R. & Mokhtar I.M. (2008). On the decomposition method for system of linear
fredholm integral equations of second kind .Journal of applied mathematical
science ,Vol.2,No.2, PP 57-62.
Zabadi. A.H & Fard. O.S.,(2007) Approximate solution of non linear fredholm integral
equation of first kind via converting to optimization problem. Proceeding of world
academy of Science, Engineering and Technology, vol.21, January .

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