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Solution of Fredholm Integral Equations by Collocation

Solution of Fredholm Integral Equations by Collocation

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Published by rodwellhead
Solution of Fredholm Integral Equations by Collocation

The method of collocation is applied to a general Fredholm integral equation of the second kind. The document is linked to an Excel spreadsheet that implements the collocation method on a typical integral equation and results are given.
Solution of Fredholm Integral Equations by Collocation

The method of collocation is applied to a general Fredholm integral equation of the second kind. The document is linked to an Excel spreadsheet that implements the collocation method on a typical integral equation and results are given.

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Published by: rodwellhead on Mar 26, 2014
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08/20/2014

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Solution of Fredholm Integral Equations by Collocation
In this document the solution of Fredholm integral equations
1
 by the method of collocation is outlined. The method is applied to an example of a Fredholm equation of the second kind.
Collocation
In this section the method of collocation is applied to the general Fredholm Integral Equation of the second kind:
  
 
The first stage in the development of the collocation method is to represent (and thereby approximate) the functions
 
 and

 using a linear sum of basis functions
2
. The most simple functional approximations are piecewise constant, piecewise linear or piecewise quadratic
3
.
For polynomial basis functions, the function
 
 
and its approximation are ‘matched’ at
a set of points

 
and the basis functions
 χ 
1
 , χ 
 2
 
 ,…, χ 
n
 
are usually chosen so that
 
(
){ 
 and in this case
 
 
 

 where
 
 
The piecewise polynomial representation of
 
 is then substituted into the integral equation:
  ∑
 
 


 
 It follows that
 
 

 

 
 In the collocation method the equation above is enforced at the points

, which are also termed the collocation points.
1
2
3
 
This gives the following set of
n
 equations
 (
)
 

(
) 

(
) 
 The integral equation can now be written as a linear system of equations, as follows;
 
∑
 


 where

(
) 

 and
(
) 
 In most practical examples the

 are computed by a numerical integration
4
 method. The set of
n
equations can then be written concisely using matrices and vectors
5
 as follows
  
 which can be solved using standard methods for solving linear systems of equations
6
. The method of collocation is applied to an integral equation in the following example and the solution of the integral equation is implemented on an accompanying Excel spreadsheet 
7
.
4
5
6
7
 
 

 

 

 
 
 

 

 

 

 
 

 

 

 

 
 
Example In this example the method of collocation is applied to the following integral equation for which we are required to find an approximation to
 
 on [0,1]. The analytic solution to the integral equation is
 
 
 
 Using the most simple piecewise constant basis functions, the integral equation can be written in discrete form where
 
 is to represent the function
 
 on

 
. By letting
 take the value of the collocation point (

 for

, we obtain the following set of
 equations
 
 
 


 

 

 

 
 




 

 





 The system of equations can now be written more concisely in matrix-vector form, as follows: where and Let the integrals be computed using a quadrature rule with
m
 points and weights, defined on [-1,1];

 and

. In order to compute

, first the domain of the integral [

 ,
 
 ] is transformed onto the standard domain [-1, 1] using the substitution

 Applying the quadrature rule gives On the spreadsheet the solution is developed on two separate sheets, one with four collocation points and one with eight collocation points. The integration rule that is used on both sheets is the 2-point Gaussian quadrature rule [ref  Gaussian Quadrature ] and is coloured in blue. The results for the 4 collocation point method is shown in the following table
 
 
 
 
 error
0.125 0.878922828 0.882496903 0.003574075 0.375 0.682939979 0.687289279 0.004349299 0.625 0.530159048 0.535261429 0.005102381 0.875 0.411029118 0.41686202 0.005832902

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