Alexandria Engineering Journal (2019) 58, 413–417

H O S T E D BY
Alexandria University

Alexandria Engineering Journal

www.elsevier.com/locate/aej
www.sciencedirect.com

ORIGINAL ARTICLE

On the approximation of Volterra integral

equations with highly oscillatory Bessel kernels via
Laplace transform and quadrature
Marjan Uddin *, Muhammad Taufiq
Department of Basics Sciences and Islamiat, University of Engineering and Technology Peshawar, Pakistan

Received 1 July 2018; revised 16 August 2018; accepted 8 December 2018

Available online 24 December 2018

KEYWORDS Abstract The present work focuses on formulating a numerical scheme for approximation of Vol-
Laplace transform; terra integral equations with highly oscillatory Bessel kernels. The application of Laplace transform
Numerical inverse Laplace reduces integral equations into algebraic equations. By application of inverse Laplace transform
transform; solution is presented as an integral along a smooth curve extending into the left half of the complex
Oscillatory kernels of plane, which is then evaluated by quadrature. Some model problems are solved and the results are
convolution type compared with other available methods. The supremacy of the present method is that the trans-
formed problem becomes non oscillatory. Consequently such types of integral equations with highly
oscillatory kernels can be approximated very effectively with large values of oscillation parameter.
A small amount of work such as Clenshaw-Curtis-Filon type methods are available for efficient
approximation of highly oscillatory integral equations.
Ó 2018 The Authors. Published by Elsevier B.V. on behalf of Faculty of Engineering, Alexandria
University. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/
licenses/by-nc-nd/4.0/).

1. Introduction
Integral equations have many important applications in the
fields of physics and engineering [1,2]. Among these integral
equations, the integral equations with difference kernels (con-
volution type) are the most important type of integral equa-
tions which have numerous applications [3,4]. For example
in scattering problems the resultant integral equations are of
convolution types [5]. Most of the time the solutions of such
type equations can not be solved analytically in closed form.
So numerical methods are the best alternative for solving such
* Corresponding author.
E-mail address: marjan@uetpeshawar.edu.pk (M. Uddin).
Peer review under responsibility of Faculty of Engineering, Alexandria
University.
https://doi.org/10.1016/j.aej.2018.12.003
1110-0168 Ó 2018 The Authors. Published by Elsevier B.V. on behalf of Faculty of Engineering, Alexandria University.
This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
types of integral equations [6]. In the present study the aim is
to approximate the Volterra integral equations with highly
oscillatory Bessel kernels of convolution type.
Z x
uðtÞJm ½xðx  tÞdt ¼ fðxÞ; 0 6 x 6 1; ð0:0:1Þ
0
where x is oscillation parameter, fðxÞ is some smooth function
such that fð0Þ ¼ 0, Jm is Bessel function with integer order m
and uðxÞ is unknown function to be determined.
Some efficient numerical methods have been developed
recently (see, for example, [7–9] and references therein). The
important feature of problem (0.0.1) is the large oscillation
parameter x due to which the Bessel kernel becomes extremely
oscillatory. It means that some standard collocation methods
like discontinuous Galerkin approach may not be applied suc-
cessfully for large values of oscillation parameter in solving
414 M. Uddin, M. Taufiq

such types of integral equations [10,8]. The generalized Vol- where the path H connects the points c  i1 to c þ i1, and is
terra integral equations of the first kind have been extensively chosen in a way which guarantee evaluation of (1.0.6) accu-
studied in the past. Very accurate numerical methods have rately. Let the parametric form of the path H be defined by
been developed which replacing the integral by some quadra- the mapping r : ða; bÞ ! C, then uðtÞ may be approximated
ture formula (for instance, [6,11–13]). These methods can not by discretizing the integral
be applied to the integral (0.0.1) because the Bessel kernel con- Z b
1
tains oscillation parameter x. Approximation of such type uðtÞ ¼ etrðxÞ u^ðrðxÞÞr0 ðxÞdx; t > 0: ð1:0:9Þ
integrals by standard quadrature methods is difficult, and need 2pi a
highly computations cost [14,15]. For special case m ¼ 0, the using some quadrature rule. This classic approach is followed
actual solution may be represented as [7] in [20–22], which employed the equal width rule. Thus for
Z x given h > 0; N P 1, and letting xk ¼ hk; N 6 k 6 N, then
J1 ðxtÞ
uðxÞ ¼ f 0 ðxÞ þ x fðx  tÞdt; x 2 ½0; 1; ð0:0:2Þ approximation to uðtÞ; t P 0, is given by
0 t
h X N
Filon-type quadrature methods will work best for computing uN ðtÞ ¼ etrðxk Þ u^ðrðxk ÞÞr0 ðxk Þ; t > 0: ð1:0:10Þ
such types integrals [10,16–18]. 2pi k¼N

Talbot’s classic algorithm for inverting u^, the interval ðp; pÞ

2. Laplace transformed method and Volterra integral equations is used in place of ða; bÞ, while in [21,22] the interval
ð1; þ1Þ is used for ða; bÞ. This setting is much suited to
Let v be a function, then its Laplace transform is denoted by derive the error bounds of the corresponding truncated trape-
Z 1 zoidal rule
L½vðxÞ ¼ v^ðzÞ ¼ ezx vðxÞdx; Z þ1
0 XN
qðxÞdx ’ h qðhkÞ; N P 1; h > 0: ð1:0:11Þ
where inverse of Laplace transforms is defined by 1 k¼N
Z cþi1
1 From Eq. (1.0.6), for given h, select d > 0 and a, such that
vðxÞ ¼ ezx v^ðzÞdz:
2pi ci1
d < minfp=2  a; ag; and d þ a þ h < p=2: ð1:0:12Þ
This pair of transforms is very suited to approximate problems
Define fðwÞ ¼  sinða þ iwÞ; w ¼ x þ iy, in the work of [22] it
of convolution type. For more detailed studies of transforms
is shown that the mapping f transforms the horizontal line
the book may be very handy [19]. If the function fðxÞ in Eq.
Imw ¼ y, where d < y < d, into the left branch of the
(0.0.1) is enough smooth then using Laplace transform
hyperbola
xm  2  2
L½Jm ðxxÞ ¼ pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi m ; m > 1: ð1:0:3Þ Rez Imz
z2 þ x2 ðz þ z2 þ x2 Þ  ¼1
sinða  yÞ cosða  yÞ
The solution of (0.0.1) can be given by
Therefore, f transforms the stripe Sd into the region limited by
L½uðxÞL½Jm ðxxÞ ¼ L½fðxÞ the left branches corresponding to y ¼ d. For a new param-
and eter k > 0, consider the mapping
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi m z ¼ rðwÞ ¼ kð1 þ fðwÞÞ: ð1:0:13Þ
L½fðxÞ z2 þ x2 ðz þ z2 þ x2 Þ
L½uðxÞ ¼ : ð1:0:4Þ
xm In view of Eq. (1.0.12), it is clear that r transforms the stripePSd
into a region which laying outside of the sector defined by h .
In this work we employed numerical algorithm on inverse
Laplace transform to compute the solution uðxÞ. If u be the In Eq. (1.0.6), contour H is incorporated which is the left
solution of problem (0.0.1) then its Laplace transform u^ gives branch of hyperbola and the real image of real axis under r.
holomorphic extension in a complex Banach space X This gives in
Z þ1
u^ : C n Rh ! X; ð1:0:5Þ uðtÞ ¼ Qt ðxÞdx; t > 0;
1
outside to the acute sector defined by
where Qt : Sd ! X; t > 0, is the mapping
p
Rh ¼ fz 2 C : j argðzÞj 6 hg; 0 < h < : ð1:0:6Þ 1
2 Qt ðwÞ ¼ uðrðwÞÞr0 ðwÞ:
expðtrðwÞÞ^
In a sector complement to Rh ; u^ðzÞ satisfy the condition 2pi

k^
uðzÞk ¼ Oð1=jzjÞ:
In other words, there exists a constant M > 0 such that Theorem 1.0.1 [22]. For fixed d; a satisfying (1.0.6) such that
M k > 0, when N P 1; h ¼ lnNN, and xk ¼ kh, where k 2 Z, let the
uðzÞk 6 ; z 2 C n Rh :
k^ ð1:0:7Þ approximate solution be denoted by uN ðtÞ and uðtÞ be the exact
jzj
solution, and
The inversion formula corresponding to (0.0.2) is read as
Z
1 X
N
uðtÞ ¼ etz u^ðzÞdz; t > 0; ð1:0:8Þ uN ðtÞ ¼ h Qt ðxk Þ; t > 0: ð1:0:14Þ
2pi H
N
On the approximation of Volterra integral equations 415

then there holds Example 1. As a first model problem, we consider the follow-
  ing Volterra integral equation
1 1
kuðtÞ  uN ðtÞk 6 CL lðkt sinða  dÞÞekt 2pnd þ sin aktN ; Z
e lnN  1 e 2 x

ð1:0:15Þ uðtÞJ0 ðxðx  tÞÞdt ¼ sinðxÞ; 0 6 x 6 1; ð2:0:17Þ

0
p ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
CL ¼ C1 ða; d; MÞ ¼ 2M p
ð1 þ sinðd þ aÞÞ=ð1  sinðd þ aÞÞ; where the solution of (2.0.17) can be obtained from (2.0.16)
lðxÞ ¼ ð1 þ j lnð1  ex ÞjÞ; x > 0. which shows, kuðtÞ  uN ðtÞk Z
cN x
¼ Oðe ln N Þ.
uðxÞ ¼ J0 ðxxÞ þ ðx2  1Þ J0 ðxtÞ sinðx  tÞdt; ð2:0:18Þ
0
One advantage of formulation (1.0.10) is its non-
oscillatory structure which can be computed very efficiently. The approximate solution of model (2.0.17) by the present
In addition to approximate the solution uðtÞ at different method is obtained and shown in Table 1 and Fig. 1 respec-
time levels t0 6 t 6 T; T ¼ ^t0 ; t0 P 0; ^ P 1, the trans- tively. We used the hyperbolic contour as discussed above in
formed values Uðxk Þ for N 6 k 6 N can be computed in the form
parallel. By selecting the optimal values of parameters in rðxk Þ ¼ g þ kð1  sinða  ixk ÞÞ ð2:0:19Þ
r, the uniform error can be maintained in interval ½t0 ; ^t0 ,
with moderate ^ P 1. with the following values of optimal parameters which deter-
mined the contour r of integration.
3. Numerical examples and application drb N
g ¼ 2; a ¼ 0:3812; k ¼ ; xk ¼ hk;
eT
In this section, we apply the Laplace transform inversion with d ¼ 0:1; rb ¼ 2pr; r ¼ 0:3431; xk ¼ hk; h ¼ e=N; e ¼
method discussed above to approximate the Volterra integral cosh1 ðds sinðaÞ
1
Þ, s ¼ t0 =T; t0 ¼ 0:1; T ¼ 5, and N ¼ 50. The
Eq. (0.0.1). We solved three model problems for different right
first plot in Fig. 1 shows the absolute error of the present
hand side function fðxÞ in (0.0.1), and various values of oscil- cN

lation parameter x. We compared our results with the results numerical scheme and its corresponding error estimate e ln N
of other methods available for the solved problems. for c ¼ 1, which show good agreement for 10 < N < 50. The
second plot in Fig. 1 shows the absolute error versus the oscil-
lation parameters x, we can see that the accuracy increases
Theorem 2.0.2 [9]. Suppose fðxÞ 2 C4 ½0; 1 and fð0Þ ¼ 0, then
with sharp increase in oscillation parameter. Hence the present
the solution of (0.0.1) can be expressed as
numerical scheme is an excellent alternative for approximating
Z x such types of integral equations. Our numerical scheme pro-
uðxÞ ¼ f 0 ð0ÞJ0 ðxxÞ þ x2 fðx  tÞJ0 ðxtÞdt duced better results as compared to [9].
0
Z x
þ fx00 ðx  tÞJ0 ðxtÞdt: ð2:0:16Þ Example 2. As second model problem we consider the
0 following integral equation

Table 1 Numerical results corresponding to problem 1, yap denote the approximate solution and yex the exact solution.
x x 0:3 0:5 0:8 1
3 uap 2.9552005265e + 2 4.7942532369e + 2 7.1735569021e + 2 8.4147040926e + 2
10
103 uex 2.9552016407e + 2 4.7942527754e + 2 7.1735569880e + 2 8.4147055942e + 2
103 [9] 2.9551981303e + 2 4.7942411493e + 2 7.1735698008e + 2 8.4147491030e + 2

105 uap 2.9552020666e + 4 4.7942553860e + 4 7.1735609075e + 4 8.4147098494e + 4

105 uex 2.9552020598e + 4 4.7942553755e + 4 7.1735609053e + 4 8.4147098208e + 4
105 [9] 2.9552020665e + 4 4.7942553858e + 4 7.1735609086e + 4 8.4147098477e + 4

Fig. 1 Approximation of Volterra integral equation in problem 1.

416 M. Uddin, M. Taufiq
Z x
20 < N < 70. Fig. 2 also show the absolute error versus the
uðtÞJ0 ½wðx  tÞdt ¼ x sinðxÞ; 0 6 x 6 1; ð2:0:20Þ
0 oscillation parameters x.
the exact solution can be obtained using (2.0.16) is given in the
form Example 3. In the last problem we consider the following
integral equation
Z 1
uðxÞ ¼ x ½xð1  tÞðx2  1Þ sinðxð1  tÞÞ þ 2 Z x
0
uðtÞJ0 ðxðx  tÞÞdt ¼ xe x ; 0 6 x 6 1; ð2:0:22Þ
 cosðxð1  tÞÞJ0 ðxxtÞdt; ð2:0:21Þ 0

the problem (2.0.21) is approximated by the present method. where uðxÞ can be represented by
The hyperbolic contour (2.0.19) along with same values of Z x
J1 ðxtÞ
optimal parameters which are used in problem 1 are incorpo- uðxÞ ¼ f 0 ðxÞ þ x fðx  tÞdt; ð2:0:23Þ
cN 0 t
rated. Values of the absolute errors and errors estimate e ln N for
c ¼ 1, of the present method are shown in Table 2 and Fig. 2 The approximate solution of model (2.0.22) solved numerically
respectively. These errors are well comparable for and the results are shown in Table 3 and Fig. 3 respectively.

Table 2 The numerical results are computed using the present method corresponding to problem 2.
x x 0:1 0:5 1
103 uap 9.98433167702 2.397135270504e + 2 8.414711042480e + 2
103 uex 9.98433201500 2.397135268926e + 2 8.414711044244e + 2
103 [9] 9.98391628567 2.392256719616e + 2 8.394135123575e + 2

105 uap 9.983341763027e + 2 2.3971276939968e + 4 8.414709846929e + 4

105 uex 9.983341763684e + 2 2.397127693779e + 4 8.414709848200e + 4
105 [9] 9.983341720634e + 2 2.397127201787e + 4 8.414707772989e + 4

Fig. 2 Numerical results corresponding to problem 2.

Table 3 Approximate solution of problem 3 by the present Laplace transform method.

x ¼ 0:5 x Error(uap ) Error(DF [23]) Error(LCC [23])
100 0.002028 0.16378 0.06374
200 0.000778 0.09775 0.10665
500 0.000171 0.00426 0.03137
1000 0.000021 0.06869 0.06628
x¼1 x Error(uap ) Error(DF [23]) Error(LCC [23])
100 0.000779 0.08783 0.05425
200 0.000269 0.00905 0.08266
500 0.000021 0.11124 0.06774
1000 0.000004 0.05859 0.03097
On the approximation of Volterra integral equations
Fig. 3 Plots of numerical results corresponding to problem 3.
The hyperbolic contour (2.0.19) is used with optimal values of
parameters. The results of our method are more accurate as
compared to [23].
4. Conclusion
It is well known that the numerical inverse Laplace algorithm
are mostly ill-conditioned procedures [24,25]. But the present
numerical scheme which is based on numerical inversion of
Laplace transform and equal width quadrature rule is robust
and efficient. We demonstrated that the present method avoid
the tedious computations of highly oscillatory integrals espe-
cially when the oscillation parameters increases very sharply.
In such a situation standard quadrature methods faces difficul-
ties and may not be applied for large values of x.
References
[1] Constantin Corduneanu, Integral Equations and Applications,
Cambridge University Press, 1991.
[2] Sunil Kumar, Jagdev Singh, Devendra Kumar, Saurabh
Kapoor, New homotopy analysis transform algorithm to solve
volterra integral equation, Ain Shams Eng. J. 5 (1) (2014) 243–
246.
[3] Ralph Chill, Jan Prüss, Asymptotic behaviour of linear
evolutionary integral equations, Integ. Eq. Oper. Theory 39 (2)
(2001) 193–213.
[4] Sunil Kumar, Amit Kumar, Devendra Kumar, Jagdev Singh,
Arvind Singh, Analytical solution of abel integral equation
arising in astrophysics via laplace transform, J. Egypt. Math.
Soc. 23 (1) (2015) 102–107.
[5] Simon N. Chandler-Wilde, Ivan G. Graham, Stephen Langdon,
Euan A. Spence, Numerical-asymptotic boundary integral
methods in high-frequency acoustic scattering, Acta Numer. 21
(2012) 89–305.
[6] Hermann Brunner, Collocation Methods for Volterra Integral
and Related Functional Differential Equations, vol. 15,
Cambridge University Press, 2004.
[7] Hermann Brunner, Penny J. Davies, Dugald B. Duncan,
Discontinuous galerkin approximations for volterra integral
equations of the first kind, IMA J. Numer. Anal. 29 (4) (2009)
856–881.
[8] Penny J. Davies, Dugald B. Duncan, Stability and convergence
of collocation schemes for retarded potential integral equations,
SIAM J. Numer. Anal. 42 (3) (2004) 1167–1188.
417
[9] Shuhuang Xiang, Laplace transforms for approximation of
highly oscillatory volterra integral equations of the first kind,
Appl. Math. Comput. 232 (2014) 944–954.
[10] Haiyong Wang, Shuhuang Xiang, Asymptotic expansion and
filon-type methods for a volterra integral equation with a highly
oscillatory kernel, IMA J. Numer. Anal. 31 (2) (2011) 469–490.
[11] Peter Linz, Product integration methods for volterra integral
equations of the first kind, BIT Numer. Math. 11 (4) (1971) 413–
421.
[12] Frank de Hoog, Richard Weiss, On the solution of volterra
integral equations of the first kind, Numer. Math. 21 (1) (1973)
22–32.
[13] L.G. McAlevey, Product integration rules for volterra integral
equations of the first kind, BIT Numer. Math. 27 (2) (1987) 235–
247.
[14] David Levin, Fast integration of rapidly oscillatory functions, J.
Comput. Appl. Math. 67 (1) (1996) 95–101.
[15] Arieh Iserles, Syvert P. Nørsett, On quadrature methods for
highly oscillatory integrals and their implementation, BIT
Numer. Math. 44 (4) (2004) 755–772.
[16] Maria Branders, Robert Piessens, An extension of clenshaw-
curtis quadrature, J. Comput. Appl. Math. 1 (1) (1975) 55–65.
[17] Robert Piessens, Maria Branders, Modified clenshaw-curtis
method for the computation of bessel function integrals, BIT
Numer. Math. 23 (3) (1983) 370–381.
[18] Shuhuang Xiang, Weihua Gui, Pinghua Mo, Numerical
quadrature for bessel transformations, Appl. Numer. Math. 58
(9) (2008) 1247–1261.
[19] Andrei D. Polyanin, Alexander V. Manzhirov, Handbook of
Integral Equations, CRC Press, 1998.
[20] Alan Talbot, The accurate numerical inversion of laplace
transforms, IMA J. Appl. Math. 23 (1) (1979) 97–120.
[21] Dongwoo Sheen, Ian H. Sloan, Vidar Thomée, A parallel
method for time discretization of parabolic equations based on
laplace transformation and quadrature, IMA J. Numer. Anal.
23 (2) (2003) 269–299.
[22] M. López-Fernández, C. Palencia, On the numerical inversion
of the laplace transform of certain holomorphic mappings,
Appl. Numer. Math. 51 (2–3) (2004) 289–303.
[23] Junjie Ma, Shuhuang Xiang, Hongchao Kang, On the
convergence rates of filon methods for the solution of a
volterra integral equation with a highly oscillatory bessel
kernel, Appl. Math. Lett. 26 (7) (2013) 699–705.
[24] Philip J. Davis, Philip Rabinowitz, Methods of Numerical
Integration, Courier Corporation, 2007.
[25] Wilson C. Obi, Error analysis of a laplace transform inversion
procedure, SIAM J. Numer. Anal. 27 (2) (1990) 457–469.