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Numerical solution of Volterra Integral equations of second kind

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 Jumah Aswad Zarnan, International Journal of Computer Science and Mobile Computing, Vol.5 Issue.7, July- 2016, pg. 509-514

Available Online at www.ijcsmc.com

International Journal of Computer Science and Mobile Computing

A Monthly Journal of Computer Science and Information Technology

ISSN 2320–088X
IMPACT FACTOR: 5.258

IJCSMC, Vol. 5, Issue. 7, July 2016, pg.509 – 514

Numerical Solution of Volterra

Integral Equations of Second Kind
Jumah Aswad Zarnan
Asst. Prof. Dr., Dept. Of Accounting by IT, Cihan University \ Campus \ Sulaimaniya, Iraq
[email protected]

Abstract— In the present paper, we solve numerically Volterra integral equations of second kind with regular
and singular kernels by given a numerical algorithm to solve the equation. Numerical example are
considered to verify the effectiveness of the proposed derivations and numerical solution is compared with the
existing method available in the literature.

Keywords— Volterra integral equations, numerically, algorithm, regular, singular.

I. INTRODUCTION
Many problems of mathematical physics can be started in the form of integral equations. These equations also
occur as reformulations of other mathematical problems such as partial differential equations and ordinary
differential equations. Therefore, the study of integral equations and methods for solving them are very useful in
application. In recent years, there has been a growing interest in the Volterra integral equations arising in
various fields of physics and engineering [1], e.g., potential theory and Dirichlet problems, electrostatics, the
particle transport problems of astrophysics and reactor theory, contact problems, diffusion problems, However,
in this paper a very simple and efficient numerical method is used. Some valid numerical methods, for solving
Volterra equations using various polynomials [2], have been developed by many researchers.

II. VOLTERRA INTEGRAL EQUATIONS

A typical form of an integral equation in ( )is at the form [3]

( )

( ) ( ) ∫ ( ) ( ) ( )
( )

Where ( ) is called the kernel of the integral equation (1) and ( ) and ( ) are the limits of integration.
It can be easily observed that the unknown function ( ) appears under the integral sign. It is to be note here
that both the kernel ( ) and the function ( ) in equation (1) are given functions and is a constant
parameter.

© 2016, IJCSMC All Rights Reserved 509

 Jumah Aswad Zarnan, International Journal of Computer Science and Mobile Computing, Vol.5 Issue.7, July- 2016, pg. 509-514

The most standard form of Volterra integral equations is of the form

( ) ( ) ( ) ∫ ( ) ( ) ( )

where the limits of integration are function of and the unknown function ( ) appears linearly under the
integral sign. if the function ( ) , then the equation (2) simply becomes

( ) ( ) ∫ ( ) ( ) ( )

and this equation is known as Volterra integral equations of the second kind; whereas if ( ) , the
equation (2) becomes

( ) ∫ ( ) ( ) ( )

Which is known as Volterra integral equations is of the first kind.

III. METHOD OF SOLUTION

When the kernel of a Volterra integral equations of the difference form ( ) , the equation is said to be
of convolution type and may be solved by using the Laplace transform, which is gives the exact solution of
Volterra integral equations . In [4], the researchers used a very simple and efficient Galerkin weighted residual
numerical method with Chebbyshev polynomials as trial function to solve the Volterra integral equations of the
second kind.
In this paper we give numerical algorithm to solve the Volterra integral equations of the second kind using
Trapezoidal rule.
Now we give numerical algorithm to solve the Volterra integral equations of the second kind.
Recall eq. (3)

( ) ( ) ∫ ( ) ( )

First, with the aid of Trapezoidal rule the integral term in equation (3) would be approximated; this leads to
the following equation:

[ ] ( )

This equation gives the approximate solution to (3) at ( ) , where ;

( ) and ( ) .
The approximate solution (5) can be written as equations in at , since
is taken as initial value. The system of equation is:

( ⁄ )
( ⁄ )
( ⁄ )

[ ( ⁄ ) ][ ] [ ]

The solution can be obtained by repeated forward substitution starting with as initial point.

© 2016, IJCSMC All Rights Reserved 510

 Jumah Aswad Zarnan, International Journal of Computer Science and Mobile Computing, Vol.5 Issue.7, July- 2016, pg. 509-514

IV. NUMERICAL EXAMPLE

In this paper, we illustrate the above algorithm with the help of numerical example, which include second
kind Volterra integral equation available in the existing literature [1], [3]. The computations, associated with the
example, are performed by MATLAB [5], [6]. The convergence of each linear Volterra integral equation is
calculated by:

| ( ) ( )|
Where ( ) denotes the approximate solution by the using algorithm.

Consider the Volterra integral equation of second kind

( ) ∫( ) ( )

The exact solution is ( ) . Results have been shown in tables I, II and III for .

TABLE I

COMPUTED EXACT, APPROXIMATE SOLUTION AND ABSOLUTE ERROR FOR

Approximate
Exact Solution Error
Solution
0 0 0 0.00E+00
0.333 0.333333333333333 0.327194696796152 6.14E-03
0.666 0.629629629629630 0.618369803069737 1.13E-02
1.000 0.855967078189300 0.841470984807897 1.45E-02

0.9

approximate solution
0.8
exact solution

0.7

0.6

0.5
u,ue

0.4

0.3

0.2

0.1

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x

Fig.1 Exact solution and numerical solution for

© 2016, IJCSMC All Rights Reserved 511

 Jumah Aswad Zarnan, International Journal of Computer Science and Mobile Computing, Vol.5 Issue.7, July- 2016, pg. 509-514

TABLE II
COMPUTED EXACT, APPROXIMATE SOLUTION AND ABSOLUTE ERROR FOR

Approximate
Exact Solution Error
Solution
0 0 0 0.00E+00
0.1 0.099833416646828 0.100000000000000 1.67E-04
0.2 0.198669330795061 0.199000000000000 3.31E-04
0.3 0.295520206661340 0.296010000000000 4.90E-04
0.4 0.389418342308651 0.390059900000000 6.42E-04
0.5 0.479425538604203 0.480209201000000 7.84E-04
0.6 0.564642473395035 0.565556409990000 9.14E-04
0.7 0.644217687237691 0.645248054880100 1.03E-03
0.8 0.717356090899523 0.718487219221399 1.13E-03
0.9 0.783326909627483 0.784541511370484 1.21E-03
1.0 0.841470984807897 0.842750388405864 1.28E-03

0.9
approximate solution

0.8 exact solution

0.7

0.6

0.5
u,ue

0.4

0.3

0.2

0.1

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x

Fig.2 Exact solution and numerical solution for

© 2016, IJCSMC All Rights Reserved 512

 Jumah Aswad Zarnan, International Journal of Computer Science and Mobile Computing, Vol.5 Issue.7, July- 2016, pg. 509-514

TABLE III
COMPUTED EXACT, APPROXIMATE SOLUTION AND ABSOLUTE ERROR FOR

Approximate
Exact Solution Error
ABLE II Solution
0 0 0 0.00E+00
0.05 0.049979169270678 0.050000000000000 2.08E-05
0.10 0.099833416646828 0.099875000000000 4.16E-05
0.15 0.149438132473599 0.149500312500000 6.22E-05
0.20 0.198669330795061 0.198751874218750 8.25E-05
0.25 0.247403959254523 0.247506556251953 1.03E-04
0.30 0.295520206661340 0.295642471894526 1.22E-04
0.35 0.342897807455451 0.343039281357363 1.41E-04
0.40 0.389418342308651 0.389578492616807 1.60E-04
0.45 0.434965534111230 0.435143757644708 1.78E-04
0.50 0.479425538604203 0.479621163278498 1.96E-04
0.55 0.522687228930659 0.522899516004092 2.12E-04
0.60 0.564642473395035 0.564870619939675 2.28E-04
0.65 0.605186405736040 0.605429547325409 2.43E-04
0.70 0.644217687237691 0.644474900842829 2.57E-04
0.75 0.681638760023334 0.681909067108143 2.70E-04
0.80 0.717356090899523 0.717638460705686 2.82E-04
0.85 0.751280405140293 0.751573758151465 2.93E-04
0.90 0.783326909627483 0.783630121201865 3.03E-04
0.95 0.813415504789374 0.813727408949261 3.12E-04
1.00 0.841470984807897 0.841790378174283 3.19E-04

0.9
approximate solution

0.8 exact solution

0.7

0.6

0.5
u,ue

0.4

0.3

0.2

0.1

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x

Fig.3 Exact solution and numerical solution for

© 2016, IJCSMC All Rights Reserved 513

 Jumah Aswad Zarnan, International Journal of Computer Science and Mobile Computing, Vol.5 Issue.7, July- 2016, pg. 509-514

V. CONCLUSIONS
In this paper, a very simple and efficient Trapezoidal method has been developed to solve second kind Volterra
integral equations. The numerical results obtained by the proposed method are in good agreement with the exact
solutions. In this paper, we may note that the numerical solutions coincide with the exact solutions even a few
Numerical Solutions of Volterra Integral Equations of Second kind with the help of Trapezoidal method are
used in the approximation, which are shown in the numerical example. We also notice that the accuracy
increase with increase the number of interval partitions ( ) in the approximations, which is shown in Table 1,
Table 2 and Table 3. We may realize that this method may be applied to solve other integral equations for the
desired accuracy.

REFERENCES
[1] Abdul J. Jerri, Introduction to Integral Equations with Applications, John Wiley & Sons Inc., (1999).
[2] N. Saran, S. D. Sharma and T. N. Trivedi, Special Functions, Seventh edition, Pragati Prakashan, (2000).
[3] M. Rahman, Integral equations and their Applications, WITPress, USA (2007).
[4] M. M. Rahman, M . A. Hakim, M. Kamrul Hassan, M. K. Alam and L. Nowsher Ali, Numerical solution
of Volterra Integral Equations of second kind with help of Chebyshev polynomials, Annals of Pure and
Applied mathematics, Vol. 1, No. 2, (2012), 158-167.
[5] Steven C. Chapra, Applied Numerical Methods with MATLAB for Engineers and Scientists, Second
edition, Tata McGraw-Hill, (2007).
[6] Weiming Wang, A mechanical algorithm for solving the Volterra integral equation, Appl. Mathe. Comput.,
172 (2006), 1323 – 1341.

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