Numerical Solution of Nonlinear Third-Kind Volterra Integral Equations Using An Iterative Collocation Method
Numerical Solution of Nonlinear Third-Kind Volterra Integral Equations Using An Iterative Collocation Method
https://doi.org/10.1080/00207160.2023.2260007
RESEARCH ARTICLE
MATHEMATICS SUBJECT
CLASSIFICATIONS
45E99; 45G05; 65R20
1. Introduction
The integral equations and their particular forms (integro-differential, delay integral, partial integro-
differential, . . . ) have become important in the mathematical modelling of many fields of sciences and
engineering (see, e.g. [2–5,8,10]).
Recently, there has been a growing interest in the numerical solution of integral equations (see,
e.g. [4,8,9,15–21,24]).
In this paper, we study a numerical method for nonlinear third-kind Volterra integral equations
of the form:
t
β
t x(t) = f (t) + H(t, s, x(s)) ds, t ∈ I = [0, T], (1)
0
which is a particular case of the nonlinear of the so-called ‘cordial’ integral equations, which were
introduced by Vainikko in [23], for the core of the cordial equation is φ(s) = sβ−1 and the regular
kernel is sμ−β k(t, s, x).
The existence and uniqueness result in Cm ([0, T]) for the nonlinear cordial equations was obtained
in [24], and the existence and uniqueness in Cm ([0, T]) of some classes of third-kind Volterra integral
equations was given in [1]. Nonlinear third-kind Volterra integral equations appear in some heat
conduction problems with mixed-type boundary conditions [2,3] and arise as mathematical models
in many models , see, for example [5,6,9].
An important contribution to the numerical solution of the nonlinear cordial integral equations
was given by Vainikko in [24] by using spline collocation–interpolation method, but the numerical
solution is given by an implicit formula.
Song et al. in [22] considered collocation methods in certain piecewise polynomial spaces for the
following nonlinear Volterra integral equations of the third kind
t
t β x(t) = t β g(t) + k(t, s)G(x(s)) ds, t ∈ I = [0, T].
0
The numerical solutions of the linear third-kind Volterra integral equations have been studied in
many papers (see, e.g. [11–13,21–23,25]). A rigorous convergence analysis of the Chebyshev col-
location method was given in [11]. A spectral collocation method based on the generalized Jacobi
wavelets was given in [12]. An operational matrix is used to obtain for solving a class of third-kind
linear Volterra integral equations in [13]. Spectral collocation methods were established in [21]. The
spline collocation method was studied in [22].
The aim of this paper is to generalize the iterative collocation method in [7,14] to construct an
iterative collocation method in a suitable spline polynomials space. Under fairly simple conditions
on the data functions, we have obtained a high order of convergence; moreover, the approximate
solutions are given by explicit formulas.
This paper is organized as follows. In Section 2, we describe a numerical scheme for the solution
of Equation (1). In Section 3, we analyse the convergence and obtain error estimates. Numerical
examples that illustrate the performance of the method are presented in Section 4, and this paper
finishes with conclusion in Section 5.
S(−1)
m−1 (I, N ) = {u : un = u|σn ∈ πm−1 , n = 0, .., N − 1}.
This is the space of piecewise polynomials of degree at most m−1. Its dimension is Nm. We consider
the space L∞ (I) with the norm
m
ym (ζn (τ ))
m
y(tn + τ h) = λj (τ )y(tn,j ) + n (τ ), n (τ ) = hm (τ − cj ), (3)
m!
j=1 j=1
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS 3
m τ − cl
where τ ∈ [0, 1] and λj (τ ) = l=j are the Lagrange polynomials associated with the param-
c − cl
mj
eters cj , j = 1, . . . , m. Let m = j=1 |λj | be the Lebesgue constants, such that
⎧ ⎫
m ⎨ m ⎬
|λj |= max |λj (s)|, s ∈ [0, 1] .
⎩ ⎭
j=1 j=1
Inserting (3) for the function s −→ k(t, s, x(s))ds into (2), we obtain for each j = 1, . . . , m, , n =
0, . . . , N − 1
m cj μ−β
h (n + τ )μ−1
x(tnj ) = g(tnj ) + k(tn + cj h, tn + cl h, x(tnl ))λl (τ ) dτ
0 (n + cj )β
l=1
m 1
n−1
hμ−β (i + τ )μ−1
+ k(tn + cj h, ti + cl h, x(til ))λl (τ ) dτ
0 (n + cj )β
i=0 l=1
+ o(hm ). (4)
m
u(tn + τ h) = λl (τ )u(tn,l ), τ ∈ [0, 1]. (5)
l=1
Then the coefficients u(tn,j ) in the expansion (5) must satisfy the following system:
m
cj hμ−β (n + τ )μ−1
u(tn,j ) = g(tnj ) + k(tn + cj h, tn + cl h, u(tnl ))λl (τ ) dτ
0 (n + cj )β
l=1
m
n−1
1 hμ−β (i + τ )μ−1
+ k(tn + cj h, ti + cl h, u(til ))λl (τ ) dτ (6)
i=0 l=1 0 (n + cj )β
for j = 1, . . . , m, n = 0, . . . , N − 1. Since the above system is nonlinear, we will use an iterative collo-
cation sequence of splines uq ∈ S−1 m−1 (I, N ), q ∈ N, to approximate the exact solution of (1). These
splines are obtained by the formula
m
uq (tn + τ h) = λj (τ )uq (tn,j ), τ ∈ [0, 1] (7)
j=1
m
n−1 1 hμ−β (i + τ )μ−1
+ k(tn + cj h, ti + cl h, uq (til ))λl (τ ) dτ , (8)
0 (n + cj )β
i=0 l=1
The above formula is explicit and the sequence of approximations uq is obtained without solving
any algebraic system.
In the next section, we will prove the convergence of the approximate solution uq to the exact
solution x of (1).
3. Convergence analysis
In this section, we assume that the function k satisfies the Lipschitz condition with respect to the third
variable: there exist L ≥ 0 such that
Lemma 3.1 ([4]): Let {kj }nj=0 be a given non-negative sequence and the sequence {εn } satisfies ε0 ≤ p0
and
n−1
εn ≤ p 0 + ki εi , n ≥ 1,
i=0
The following result gives the existence and the uniqueness of a solution for (1).
Lemma 3.2: Let g ∈ C([0, T]), k(t, s, u) ∈ C(T × R). We put k1 (t, s, u) = sμ−β k(t, s, u), so
k1 (t, s, u) ∈ C(T × R) where T = {(t, s) ∈ R2 : 0 ≤ t ≤ T, 0 ≤ s ≤ t}. Let
∂k1
∈ C(T × R).
∂u
Assume that equation
1
ξ = k1 (0, 0, ξ ) + g(0) (9)
β
has a unique solution ξ ∗ ∈ R, and that
a∗ (0, 0)
1 = , ∀λ : Re(λ) ≥ 0, (10)
λ+β
where
∂k1
∗
a (0, 0) = (0, 0, u) .
∂u u=ξ ∗
Proof: The result follows from Theorems 7.1 and 7.5 of [24], taking into account that in our case
φ(x) = xβ−1 ,with β > 0, and therefore the linear integral operator Vφ (using the same notation as
in [24]) is defined by
t μ−1
s
Vφ u(t) = u(s) ds,
0 tβ
hence the spectrum of this operator is
1
σ0 (Vφ ) = {0} ∪ : λ ∈ C, Re(λ) ≥ 0 ,
λ+β
which is used to obtain condition (10).
Lemma 3.3: Let the conditions of Lemma 3.2 be satisfied and let x∗ be a solution of (1). Moreover, let
g ∈ Cm ([0, T]) and k ∈ Cm (T × R) for some natural m.
Then x∗ ∈ Cm ([0, T]).
Proof: (1) For all ξ ∈ R, we have k1 (0, 0, u) = 0, which implies that (9) has a unique solution ξ ∗ ∈ R
such that ξ ∗ = g(0)
(2) Since a∗ (0, 0) = 0 because ∂k
∂u (0, 0, u) = 0, ∀u ∈ R, then (10) is satisfied.
1
(3) We have,
μ−β
|k1 (t, s, u)| ≤ |k1 (t, s, u) − k1 (t, s, 0)| + |k1 (t, s, 0)| ≤ LT
|u| + c0 ,
=c1
Remark 3.1: Under the conditions of Lemmas 3.2, 3.3 and Corollary 3.4 the nonlinear weakly
singular third-kind Volterra integral Equation (1) has a unique solution in Cm ([0, T]).
The following lemma gives the existence and the uniqueness of the solution for the nonlinear
system (6).
Lemma 3.5: For sufficiently small h, the nonlinear system (6) has a unique solution u ∈ S−1
m−1 (I, N ).
Proof: We will use the induction combined with the Banach fixed point theorem.
where
m
n−1
1 hμ−β (i + τ )μ−1
G(tn,j ) = g(tn,j ) + k(tn + cj h, ti + cl h, u(til ))λl (τ ) dτ .
i=0 l=1 0 (n + cj )β
The following result gives the convergence of the approximate solution u to the exact solution x.
Theorem 3.6: Let f, k be m times continuously differentiable on their respective domains and assume
that
LT μ−β
< 1. (13)
β
Then,
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS 7
ξ ≤ Chm ,
Proof: (i) Since condition (13) is satisfied, existence and uniqueness of solution of (1) in Cm ([0, T])
is guaranteed according to Remark 3.1.
(ii) First of all, note that from Lemma 3.5 there exists a unique collocation solution u. We have,
from (4) and (6), for all n = 0, . . . , N − 1 and j = 1, . . . , m
m
cj hμ−β (n + τ )μ−1
|ξnj | ≤ αhm + L |λ l (τ )| dτ |ξnl |
0 (n + cj )β
l=1
n−1
m
1 hμ−β (i + τ )μ−1
+ L |λl (τ )| dτ |ξil |,
0 (n + cj )β
i=0 l=1
m cj
m μ−β μ−β−1
|ξnj | ≤ αh + Lh (n + cj ) |λl (τ )| dτ |ξnl |
l=1 0
n−1
m 1
+ Lhμ−β (i + cj )μ−β−1 |λl (τ )| dτ |ξil |
i=0 l=1 0
m cj
≤ αhm + LhT μ−β−1 |λl (τ )| dτ |ξnl |
l=1 0
n−1
m 1
μ−β−1
+ LhT |λl (τ )| dτ |ξil |. (14)
i=0 l=1 0
n−1
ξn ≤ αhm + h LT μ−β−1 m ξn + h LT μ−β−1 m ξi .
a1 i=0 a1
1
Let h < a1 , Hence for all h ∈ (0, h], we have
α
n−1
a1
m
ξn ≤ h +h ξi .
1 − ha 1 − ha
1 i=0 1
a2 a3
ξn ≤ a2 hm exp (Ta3 )
8 K. KHERCHOUCHE ET AL.
The following result gives the convergence of the iterative collocation solution uq to the exact
solution x.
Theorem 3.7: Consider the iterative collocation solution uq , q ≥ 1 defined by (7) and (8), then for any
initial condition u0 (tn,j ) ∈ J, the iterative collocation solution uq , q ≥ 1 converges to the exact solution
x. Moreover, the following error estimate holds:
ξ q ≤ ahm + dbq hq ,
where the error ξ q (t) = uq (t) − x(t), provided that h is sufficiently small, where a, b, d are finite
constants independent of h.
n−1
m
1 hμ−β (i + τ )μ−1
+ L |λl (τ )| dτ |ξ q (til )|,
0 (n + cj )β
i=0 l=1
n−1
m 1
μ−β μ−β−1
+ Lh (i + cj ) |λl (τ )| dτ |ξ q (til )|
i=0 l=1 0
m cj
≤ Chm + LhT μ−β−1 |λl (τ )| dτ |ξ q−1 (tnl )|
l=1 0
n−1
m 1
μ−β−1
+ LhT |λl (τ )| dτ |ξ q (til )|.
i=0 l=1 0
q
Now, for each fixed q ≥ 1, we consider the sequence ξn = max{|ξ q (tn,l )|l = 1 · · · .m} for n =
0, . . . , N − 1, it follows that,
n−1
ξn ≤ Chm + h LT μ−β−1 m ξn h LT μ−β−1 m ξi .
q q−1 q
+ (15)
a1 i=0 a1
q
Next, we consider the sequence ξ q = max{ξn , n = 0, . . . ., N − 1}.
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS 9
q
n−1
q
ξn ≤ Chm + ha1 ξ q−1 + ha1 ξi .
i=0
ξ q ≤ a2 hm + ha3 ξ q−1
≤ a2 hm + a3 a2 hm+1 + h2 a23 ξ q−2
≤ a2 hm + a2 a3 hm+1 + a2 a23 hm+2 + h3 a33 ξ q−3 .
q−1 m+q−1 q
ξ q ≤ a2 hm + a2 a3 hm+1 + a2 a23 hm+2 + · · · + a2 a3 h + hq a3 ξ 0
q−1 q−1 q
= a2 hm (1 + a3 h + a23 h2 + · · · + a3 h ) + hq a3 ξ 0
1 − (a3 h)q q
= a2 hm + hq a3 ξ 0 ,
1 − a3 h
1
Let h < a3 , Hence for all h ∈ (0, h], we have
1 q
ξ q ≤ a2 hm + hq a3 ξ 0 .
1−a h
3
a4
q x(m)
ξ ≤ mξ + hm
m!
m q q x(m)
≤ m a4 h + m a5 a3 h + hm .
m!
x(m)
Thus the proof is completed by taking a = m a4 + m! , b = a3 , d = m a5 .
Remark 3.2: From the error estimate in Theorem 3.7 it follows that for all q ≥ m the total error has
the order of O(hm ).
10 K. KHERCHOUCHE ET AL.
4. Numerical examples
To illustrate the theoretical results obtained in the previous section, we present the following exam-
ples with T = 1. All the exact solutions x are already known. In each example, we calculate the error
between x and the iterative collocation solution uq . In all the examples, we choose N = 10, 20, m = 1,
2, 3, q = 5,u0 (tnj ) = 1, μ = 4 and β = 2, moreover, we calculate the experimental orders of conver-
gence (EOC) by using the maximum error eN = max{|x(ti ) − uq (ti )|, i = 0, . . . , N} for N = 5, 10,
15, 20 and m = 1, 2, 3.
μ−β
Since the condition LT β < 1 is essential to guarantee the existence and uniqueness of the exact
solution, we checked that it is satisfied in all the numerical examples.
To check the influence of the choice of collocation points in the accuracy of the method, we have
j
tested two sets of collocation parameters : (a) equidistant points: cj = m+1 , j = 1, . . . , m; (b) Gaussian
√ √
points: for m = 2, c1 = 1
− 1
√ , c2 = 1
+ 1
√ ; for m = 3, c1 = 1
− √3 , c = 0, c3 = 1
+ √3 .
2 2 3 2 2 3 2 2 5 2 2 2 5
t s3
x(t) = g(t) + k(t, s, x(s)) ds, t ∈ [0, 1],
0 t2
st 1
with k(t, s, x(s)) = 5(1+(x(s)) 2 ) , and g(t) is chosen so that the exact solution is x(t) = 5(t 2 +1) . The
absolute errors for Example 4.2 are given in Table 4, for the case of equidistant points, and in Table 5,
for the case of Gaussian points. The experimental convergence orders for the two types of collocation
points are displayed in Table 6.
12 K. KHERCHOUCHE ET AL.
In all the three examples, we observe that the experimental convergence orders correspond to
the theoretical ones, independently from the choice of the collocation parameters. Moreover, when
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS 13
comparing the results obtained by the two sets of collocation points, it turns out that the absolute
errors are smaller in the case of the Gaussian points.
5. Conclusion
In this work, we have applied an iterative method for solving nonlinear third-kind Volterra integral
(−1)
equation (1) in the polynomial spline space Sm−1 (N ). The current method is easy to implement,
has high order of convergence and the coefficients of approximate solution are determined by using
explicit formula without solving any algebraic system. The numerical examples confirm that the
method is convergent, very effective and convenient.
Having tested two sets of collocation points (equidistant and Gaussian ones), we have concluded
from the numerical results that the use of Gaussian collocation points improves the accuracy but does
not change the convergence order of the method. Further research on this kind of problems will be
conducted by generalizing the work done to two-dimensional partial integro-differential equations
with weakly singular kernels.
Acknowledgments
The third author (P. Lima) acknowledges financial support from FCT, through projects UIDB/04621/2020,
UIDP/04621/2020.
Disclosure statement
No potential conflict of interest was reported by the author(s).
ORCID
Azzeddine Bellour http://orcid.org/0000-0002-3644-0804
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