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Some algorthim for solving system of linear volterra

integral equation of second kind by using MATLAB 7

ALAN JALAL ABD ALKADER

College of Education / Al- Mustansiriyah University

Department of Mathematics

2011/6/7-: ‫تقديم البحث‬

2011/11/30-:‫قبول النشر‬


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Abstract

In this paper it is study and modify some Quadrature method to solve system
of Volterra integral equation of order 1 and using some Algorithm to appear
steps of solve using two kind of Quadrature method (Trapezium Simpson
1/3) and comparing between to method.
The leas square error and running time to find the result t by using modify
program (MATLAB) version 7, product 2009. the Simpson's rule, very good
method all less the leas square error running time

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1.1 Introduction:
A numerical quadrature (numerical integration) rules is a primary tool used
by engineers and scientists to obtain approximate answers for definite
integrals that can not be solved analytically [5].
Also, it is a basis of every numerical method for solution of integral
equation [3].
By used quadratre methods to solve second kind integral equations of
convolution type.
We first present the most familiar of numerical integration the quadrature
rules (Trapezoidal rule, Simpson'sl/3 rule. And used to treat system of linear
VIE's.
n
Q[ f ] = ∑ wk f (xk ) = w0 f (x0 ) + w1 f (x1 ) + ... + wn f (xn )
k =0

with the property that

b

∫ f (x )dx = Q[ f ] + E[ f ]
a

is called a numerical integration or quadrature formula

The term E[f] is called the truncation error for integration. The values {xk }nk=0
are called the quadrature nodes and {wk }nk=0 are called the weights [31].
The following are basic formulas of quadrature methods.

1.2 Trapezoidal Rule:[5,4]

The familiar and simple trapezoidal rule is based on approximating u(x) on

interval (x0 = a, b = x1) by the straight line joining (x0,u(x0)) and (x1,u(x1)).
Hence using the area of trapezoid with height 1/2[U(x0) + U(x1)], gives :
x1 3

∫ u(x )dx =
h
[u (x0 ) + u (x1 )] − h u n (z ) (1.1)
x0
2 12
Where z ∈ (x0, x1)
when the length of interval [a, b] is not sufficiently small, the trapezoidal
rule (1.1) is not of much use. For such an interval, we break it into a slim of
integrals over small subinterval, and then apply (1.1) to each of these smaller
integrals, we call it the composite trapezoidal rule.

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Let h = b-a/n, n ≥ 1 and xi = a + i * h(i = 0,1, …, n); then it can be written as:
Using Trapezoidal Rule
Using repeated Trapezoidal rule in equation, at the first stage x = xl, we
obtain the following set of approximating equations:

u11 (x ) = f1 (x ) + K11 (x1 , t 0 )u10 + k11 (x1 , t1 )u11 + ... + k m (x1 , t0 )um 0 + k1m (x1 , t1 )u m1
h h h h
2 2 2 2
u21 (x ) = f 2 + (x1 ) + k 21 (x1 , t0 )u10 + k21 (x1 , t1 )u11 + ... + k 2 m (x1 , t 0 )um 0 + k 2 m (x1 , t1 )u m1
h h h h
2 2 2 2
um (x ) = fm (x1 ) + km1(x1, t 0 )u10 + km1(x1, t1 )u11 + ... + kmm(x11, t 0 )um0 + kmm(x1, t1 )um1
h h h h
2 2 2 2
where uir ≅ ui (xr), for all r = 1, 2, …, n. on simplifying the above we obtain:
 h 
1 − 2 k11 (x1 , t1 ) − k12 (x1 , t1 ) Λ − k1m (x1 , t1 ) 
h h
2 2  u11 
 h  
− k21 (x1 , t1 ) 1 − k22 (x1 , t1 ) Λ − k2 m (x1 , t1 )   u21 
h h
 2 2 2   Μ =
Μ Μ Μ  
 h  u
− 2 km1 (x1 , t1 ) − km 2 (x1 , t1 ) Λ 1 − kmm (x1 , t1 )  m1 
h h
2 2 

 
 f1 ( x1 ) +
h
k11 ( x1 , t 0 )u10 +
h
k12 (x1 , t0 )u20 + Λ
h
k1m (x1 , t0 )um 0 
+
2 2 2
 
 f 2 (x1 ) + k21 (x1 , t0 )u10 + k22 (x1 , t0 )u20 + Λ + k2 m (x1 , t0 )um 0 
h h h
 2 2 2 
 Μ Μ Μ Μ 
 f (x ) + h k (x , t )u + km 2 (x1 , t0 )u20 +
h
Λ + kmm (x1 , t0 )um 0 
h
 m 1 2 m1 1 0 10 2 2 
If follows that the rth stage, uir; I = 1, 2, …, m, r = 1, 2, …, n. are obtained by
solving the system.
 h 
1 − 2 k11 (xr , t r ) − k12 (xr , t r ) − k1m (xr , t r )  u
h h
Λ
2 2  1r 
 h  
− k 21 (xr , t r ) 1 − k 22 (xr , t r ) Λ − k 2 m ( xr , t r )   u 2 r 
h h
 2 2 2   Μ
Μ Μ Μ Μ  
− h k (x , t ) − k m 2 ( xr , t r )
h
Λ 1 − k mm (xr , t r )  mr 
h u
 2 m1 r r 2 2 


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r −1 r −1
k11 (xr t j )u1 j + k1m (xr , t0 )um 0 + h∑ k1m (xr , t j )urr 
 
 f1 ( xr ) +
h
k11 ( xr , t 0 )u10 + h ∑ Λ
h
+
2 2
 j =1
r −1
j =1
r −1

 f (x ) + h k (x , t )u + h k (x t )u + Λ + k2 m (xr , t0 )um 0 + h∑ k2 m (xr , t j )ur 
h
 2 r 2 21 r 0 10 ∑j =1
21 r j 1 j
2 j =1
 (1.2)
 
Μ r −1
Μ Μ
r −1 
 f (x ) + h k (x , t )u + h∑ k (x t )u + Λ + kmm (xr , t0 )um 0 + h∑ kmm (xr , t j )u 
h
 m r 2 m1 r 0 10 j =1
m1 r j 1 j
2 j =1 
Finally, the Gauss-Elimination procedure is used to solve the system (1. 2)
for each value of r, r = 1,2, ... ,n to find uj(xr); I = 1,2, ... ,m.

The algorithm (VIETRAP)

Step 1:
a. Assume h = (b - a)/n, n∈N
b. Set ui 0 = fi 0, i = 1, 2, ..., m.
Step 2:
To compute uil, i = 1, 2, ... , m, we use step (l) and putting r = 1 in equ.(1. 2)
and use Gauss-Elimination procedure to solve the resulting system.
Step 3:
In the same way as in step (2), and by using equation (1. 2) we compute Ulr,
U2r, ..., umr; r = 2, 3, ... , n.

Simpson's 1/3 Rule[2,1]

Now, the Simpson's 1/3 rule is used to approximate each integral term in
equation (1.1), at first stage x = x1 approximated each integral term in
equation (1.1) by the Trapezoidal rule by using equ. (1.1) to get Ujl,
i = 1, 2, ..., m.
If follows that at the rth stage if the number of subintervals are even we apply
the Simpson's 1/3 rule.
Therefore, Uir, 1, 2, ..., m, are obtained by solving the system:

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 h 
1 − 3 k11 (xr , t r ) − k12 (xr , tt ) − k1m (xr , t r ) 
h h
Λ
3 3  u1r 
 h  
− k21 (xr , t r ) 1 − k22 (xr , t r ) Λ − k2 m (xr , t r )   u2 r 
h h
 3 3 3   Μ
(1.3)
Μ Μ Μ Μ  
− h k (x , t ) − k m 2 (xr , t r )
h
Λ 1 − kmm (xr , t r )  mr 
h u
 3 m1 r r 3 3 


 
 f1 (xr ) + 3 k11 (xr , t0 )u10 + 3 k11 (xr , t1 )u11 + k11 (xr , tr −1 )u1r −1 
h 4h 4h
Λ +
3
 
+ Λ + k1m (xr , t0 )um 0 + k1m (xr , t1 )um1 + k1m (xr , tr −1 )umr −1 
h 4h 4h
Λ +
 3 3 3 
 f (x ) + h k (x , t )u + 4h k (x , t )u + Λ +
4h
k21 (xr , t r −1 )u1r −1 
 2 r 3 21 r 0 10 3 21 r 1 11 3 
= 
+ Λ + k2 m (xr , t0 )um 0 + k2 m (xr , t1 )um1 + k2 m (xr , tr −1 )umr −1 
h 4h 4h
Λ +
 3 3 3 
 Μ Μ Μ Μ Μ 
 f (x ) + k (x , t )u + km1 (xr , tr −1 )u1r −1 
 m r 3 m1 r 0 10 3 km1 (xr , t1 )u11 +
h 4 h 4h
Λ +
3
 
+ Λ + kmm (xr , t0 )um 0 + kmm (xr , t1 )um1 + k1m (xr , tr −1 )umr −1 
h 4h 4h
Λ +
 3 3 3 
Then, the Gauss-Elimination procedure is used to solve the system (1. 3) for
each value of r = 2, 4,6, ... , n, to find Ui (xr), i = 1,2, ... , m.
Also, if the number of subintervals are odd, we get a combination between
Trapezoidal and Simpson's 1/3 rules.
A the rth stage Uir, i = 1, 2, ..., m, are obtained by solving the system:

 h 
1 − 3 k11 (xr , t r ) − k12 (xr , tt ) − k1m (xr , t r ) 
h h
Λ
3 3  u1r 
 h  
− k21 (xr , tr ) 1 − k22 (xr , tr ) Λ − k2 m (xr , tr )   u2 r 
h h
 3 3 3   Μ
Μ Μ Μ Μ  
− h k (x , t ) − km 2 (xr , tr )
h
Λ 1 − kmm (xr , tr )  mr 
h u
 3 m1 r r 3 3 


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 
f1 (x r ) + 2 k11 (x r , t 0 )u10 + 6 k11 (x r , t 1 )u11 + Λ + 3 k11 (x r , t 2 )u12
h 5h 4h

 
k11 (x r , t r −1 )u1r −1 + Λ + k1m (x r , t 0 )u m 0 + k1m (x r , t1)u m1 
4h h 5h
+ Λ +
 3 2 6 
+ 3h k (x , t )u + Λ + 4h k (x , t )u 
r r −1 mr −1
 3 1m r 2 m2
3
1m

 
f 2 (x r ) + k 21 (x r , t 0 )u10 + k 21 (x r , t1 )u11 + Λ + k 21 (x r , t 2 )u12
h 5h 4h

 2 6 3 
+ Λ + 4h k 21 (x r , t r −1 )u1r −1 + Λ + h k 2 m (x r , t 0 )u m 0 + 5h k 2 m (x r , t1)u m1 
 3 2 6 
 4h 
+
 3 k 2 m (x r , t 2 )u m 2 + Λ +
4h
k 2 m (x r , t r −1 )u mr −1 
3
Μ Μ Μ Μ 
 
f m (x r ) + k m1 (x r , t 0 )u10 + k m1 (x r , t 1 )u11 + Λ +
h 5 h 4 h
k m1 (x r , t 2 )u12 
 2 6 3 
 
+ Λ + 3 k m1 (x r , t r −1 )u1r −1 + Λ + 2 k mm (x r , t 0 )u m 0 + 6 k mm (x r , t1)u m1 
4h h 5h
 4h 
k mm (x r , t 2 )u m 2 + Λ + k mm (x r , t r −1 )u mr −1
4h
+ 
 3 3 

…… (1-4)
Finally, the Gauss-Elimination procedure is used to solve the system (1. 4)
for each value of r, r = 3, 5, 7, 9, ..., n to find ui (xr); I= 1, 2, ..., m.

The Algorithm ( VIESIMP1/3)

Step 1
Assume h=(b-a)/n , n∈N
Set ui0=fi0 i=1,2,………m
Compute uir i=1,2,…….m by using (2.14) with stepe (1 and 2) when
the
Number of subintervals
Step 2
Use Gauss – Elimination procedure to solve the resulting system

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1.3 Numerical Solution of a System of Linear VIE 's Using Quadrature

Methods.[6,7]

In this section, we use quadrature methods to find the numerical solution of

a system of linear VIE's of the form:
m x
u1 (x ) = f1 (x ) + ∑ ∫ k ij (x, t )u j (t )dt x ∈ I = [a , b], i = 1,2,..., m …(1.5)
j=1 a
where m ∈ N, f; i = 1, 2, ...., m are assumed to be continuous on I, and kij;
i, j = 1, 2, ...., m denotes given continuous functions.
Moreover, the initial values are obtained from equ. (1.5) by setting x = a,
gives:
i = 1, 2, ...., m.
Suppose the interval [a, b] is divided into n equal subintervals of length,
h=
(b − a ) , such that a = x < x < .... < x = b with x = a + r * h, r = 0, l,
0 1 n r
n
...., n and u1(xr) for i = 1, 2, ...., m, r = 1, 2, ...., n can be determined such
that:
x x x
u1(x) = f1(x) + ∫ k11(x, t)u1(t)dt + ∫ k12(x, t)u2(t)dt +Λ ∫ k1m(x, t)um(t)dt
a a a
x x x
u2(x) = f2(x) + ∫ k21(x, t)u1(t)dt + ∫ k22(x, t)u2(t)dt +Λ ∫ k2m(x, t)um(t)dt … (1.6)
a a a
Μ
x x x
um(x) = fm(x) + ∫ km1(x, t)u1(t)dt + ∫ km2(x, t)u2(t)dt +Λ ∫ kmm(x, t)um(t)dt
a a a

1.3.1 Numerical Examples:

In this section we test some of the numerical examples performed in solving

the linear system of Volterra integral equations. The exact solution is used
only to show the accuracy of the numerical solution obtained with our
method.

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Example 1
Consider the problem:
x x
8x 3
u1 (x ) = x + 1 − x −
2
+ ∫ xu1 (t )dt + ∫ (x + t )u 2 (t )dt
6 0 0
x x
x 2 x3
u 2 (x ) = x − − + tu1 (t )dt + ∫ (x − t )u 2 (t )dt
2 2 ∫0 0
which is a system of two linear VIE's, with u1 (x) = x + 1, u2 (x) = x.
Table (1-1) and (1-2) present a comparison between the exact and quadrature
method for u1(x) and u2(x) respectively depending on least square error and
running time with h = 0.1.
Table (1-1)

X Exact Trap SIMP

0.0 1.000000000 1.000000000 1.00000000
0.1 1.100000000 1.100167513 1.100167513
0.2 1.200000000 1.200340213 1.200004561
0.3 1.300000000 1.300523870 1.300173012
0.4 1.400000000 1.400725496 1.400019249
0.5 1.500000000 1.500954169 1.500185993
0.6 1.600000000 1.601222152 1.600047580
0.7 1.700000000 1.701546572 1.700212639
0.8 1.800000000 1.801951244 1.800097564
0.9 1.900000000 1.902471168 1.900265806
1.0 2.000000000 2.003156866 2.000486548
L.S.E. 2.5620e-005 2.5543e-007

Table (1-2)

X Exact Trap SIMP

0.0 0.000000000 0.000000000 0.000000000
0.1 0.100000000 0.100000838 0.100000838
0.2 0.200000000 0.200005086 0.200000228
0.3 0.300000000 0.300016405 0.300003292
0.4 0.400000000 0.400038996 0.400009579
0.5 0.500000000 0.500077974 0.500009395

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0.6 0.600000000 0.600139885 0.600023580

0.7 0.700000000 0.700233468 0.700022076
0.8 0.800000000 0.800370771 0.800048108
0.9 0.900000000 0.900568858 0.900047483
1.0 1.000000000 1.000852426 1.000091521
L.S.E. 1.2697e-006 1.4185e-008
R.T. 0.550000000 0.820000000

Example (2):
Consider the problem:
x
x4
u1 (x ) = e − + xu 2 (t )dt
3 ∫0
x

x
u 2 (x ) = x − xe + e − 1 + ∫ tu1 (t )dt
2 x x

0
Which is a system of two linear VIE's, with u1(x) = ex, u2(x) = x2.
Table (1.3) and (1.4) present a comparison between the exact and numerical
solution of five types of quadrature methods for u1(x) and u2(x) respectively
depending on least square error and running time with h = 0.1.

Table (1-3)

X Exact Trap SIMP

0.0 1.000000000 1.000000000 1.000000000
0.1 1.105170918 1.105188484 1.105188484
0.2 1.221402758 1.221476909 1.221407557
0.3 1.349858808 1.350035363 1.349915143
0.4 1.491854698 1.492157843 1.491844017
0.5 1.648721271 1.649275581 1.648821531
0.6 1.822188000 1.822971890 1.822162917
0.7 2.013752707 2.014998727 2.013903110
0.8 2.225540928 2.227295182 2.225621677
0.9 2.459603111 2.462008162 2.459812445
1.0 2.718281828 2.721515574 2.718414491
L.S.E. 2.2054e-005 1.0644e-007

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Table (1-4)

X Exact Trap SIMP

0.0 1.000000000 1.000000000 1.000000000
0.1 1.094837581 1.094941434 1.094941434
0.2 1.178735908 1.178823951 1.178744083
0.3 1.250856695 1.250823535 1.250983017
0.4 1.310479336 1.310234449 1.310506972
0.5 1.357008100 1.356477124 1.357156493
0.6 1.389978088 1.389104985 1.390029026
0.7 1.409059874 1.407810130 1.409226183
0.8 1.414062800 1.412427714 1.414135304
0.9 1.404936877 1.402938810 1.405116551
1.0 1.381773290 1.379471410 1.381863504
L.S.E. 1.465e-005 1.255e-007
R.T. 0.82000000 1.380000000

1.4 Discussion:
In this paper , we have introduced quadrature methods for solving a system
of linear VIE's: For each method a computer program was written and an
example was solved.
For easier comparison the solutions were represented in tabular forms. We
conclude the following remarks:
• The number of subintervals n is restricted to be even for Simpson's 1/3
• Through the solution of system of linear VIE's, we see that
Trapezoidal and Simpson's 1/3 gives the best results when it is
compared with other quadrature rules. [See example (1) , (2) ].

References:
[1] ABD-AL-Hammeed, F.T.; "Numerical Solution of Fredholm Integro-
differential Equation Using Spline Function"; M.Sc. thesis, University of
Technology, 2002.

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[2] AL-Faour, O.M.; "An Approximate Solution for Solving Linear

System of Integral Equation with Application on "Stiff" Problems";
University of Technology 2003.
[3] AL-Jubory, A.K; "Numerical Techniques for Special Type of Integral
Equation"; M.Sc. thesis, University of Technology, 2004.
[4] AL-Nasir, R.H.; "Numerical Solution of Volterra Integral Equation of
the Second Kind"; M.Sc. thesis, University of Technology, 1999.
[5] AL-Rawi, S.N.; "Numerical Solution of First Kind Integral Equation
of Convolutions Type"; M.Sc. thesis, University of Technology, 1995 ..
[6] AL-Salhi, B.F.; "Numerical Solution of Non-Linear Volterra Integral
Equation of the Second Kind"; M.Sc. thesis, University of Technology,
2000.
[7] AL- Timeme, AJ.; "Approximated Method for First order Volterra
Integro-differential Equations"; M.Sc. thesis, University of Technology,
2003.

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