Homotopy Perturbation Method For Solving System of Generalized Abel's Integral Equations
Homotopy Perturbation Method For Solving System of Generalized Abel's Integral Equations
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Appl. Appl. Math.
Mathematics:
ISSN: 1932-9466 An International Journal
(AAM)
Vol. 6, Issue 1 (June 2011) pp. 268 – 283
(Previously, Vol. 6, Issue 11, pp. 2009 – 2024)
*
Corresponding author
Abstract
In this paper, a user friendly algorithm based on the homotopy perturbation method (HPM) is
proposed to solve a system of generalized Abel’s integral equations. The stability of the solution
under the influence of noise in the input data is analyzed. It is observed that the approximate
solutions converge to the exact solutions. Illustrative numerical examples are given to
demonstrate the efficiency and simplicity of the proposed method in solving such types of
systems of Abel’s integral equations.
268
AAM: Intern. J., Vol. 6, Issue 1 (June 2011) [Previously, Vol. 6, Issue 11, pp. 2009 – 2024] 269
1. Introduction
The Volterra integral equations were studied by Traian Lalescu in his thesis, Sur les equations de
Volterra, written under the supervision of Emile Picard. Lalescu (1912) wrote the first book ever
on integral equations. These equations find applications in demography, the study of viscoelastic
materials, and in insurance mathematics through renewal equation. Volterra integral equations
arise in many problems pertaining to mathematical physics like heat conduction problems. Many
interesting problems of mechanics and physics lead to an integral equation in which the kernel
K ( x, t ) is of convolution type, that is, K ( x, t ) k ( x t ), where k is a certain function of one
variable. Recently, systems of Volterra integral equations of convolution type have attracted the
attention of many authors and several different methods have been developed to solve these
numerically. In particular, we consider the following system of singular Volterra integral
equation of convolution type
x
c( x) y ( x) k ( x t ) a y (t ) dt f ( x) , 0 x 1, (1)
0
are column vectors and (i i ) i i and k ( x t ) (ki i ( x t ))i i are diagonal matrices of order n .
In equation (1), the functions k and f are given and y is the vector function of the solution of
the system (1) to be determined. Here, we assume that the system (1) has a unique solution. If the
domain of definition of the kernel is infinite, or if the kernel has a singularity within its domain
of definition, then the integral equation is said to be singular. In certain cases, the kernel is only
weakly singular as the singularity may be transformed away by a change of variable. In the
Volterra integral equations system of convolution type, if at least one of the integral equations is
singular, then the system is called system of singular Volterra integral equations of convolution
type. There are several numerical method for solving equation (1) for example, Galerkin,
collocation, Taylor series and Taylor polynomials Methods, [Burton (2005), Maleknejad and
Kajani (2004), Maleknejad and Aghazadeh (2005) and Yalsinbas (2002)]. Recently a number of
algorithms have been proposed based on Legendre wavelets [Malekkejad and Kajani (2003)]
Chebyshev polynomials [Malekkejad et al. (2007)], Bernstein polynomials [Pandey et al.
(2009)], Expansion method [Rabbani (2007)], Power Series method [Tahmasbi and Fard (2008)]
and almost Bernstein operational matrix method [Singh et al. (2010)].
1
For the special case when the kernel k ( x t ) , where is a diagonal matrix of order n
( x t )
with all the entries lying in (0, 1): the system (1) reduces to a system of generalized Abel’s
integral equations.
In this paper, we have developed a simple algorithm based on homotopy perturbation method for
the numerical solution of system of generalized Abel’s integral equations.
270 Sunil Kumar et al.
u
A ( u ) f ( r ), r , with the boundary conditions: B u , 0, r , (3)
n
L (u ) N (u ) f ( r ) 0 , r .
H ( , p ) (1 p ) L ( ) L ( u 0 ) p A ( ) f ( r ) 0 , p [ 0 ,1], r . (4)
Hence,
it shows that H ( v , p ) continuously traces an implicitly defined curve from a starting point
H (u0 ,0) to a solution H (v,1) .The embedding parameter p increases monotonously from zero to
one as the trivial linear part L (u ) 0 deforms continuously to the original problem
A(u ) f ( r ). The embedding parameter p 0 ,1 can be considered as an expanding parameter
[He (1999)] to obtain
v v 0 pv 1 p 2 v 2 ... (6)
The solution is obtained by taking the limit as p tends to 1 in equation (6). Hence,
u lim v v0 v1 v2 . (7)
p 1
The series ( 7 ) converges for most cases and the rate of convergence depends on A ( u ) f ( r ) , He
(1999).
3. Method of Solution
x
a y (t )
cy ( x ) f ( x ) dt , 0 x 1, (8)
0
( x t )
x n a ij y j ( t )
ci y i ( x ) f i ( x ) i
dt , 1 i n. (9)
0 j 1 (x t) jj
x n
a ij L ji (t )
(1 p )Li ( x ) y i 0 ( x ) p Li ( x ) f i ( x ) i jj
dt 0 . (10)
0 j 1 ( x t )
Li ( x ) p
j 0
j
Lij ( x ) , i 1, 2 ,3,... n , (11)
272 Sunil Kumar et al.
where L ij ( x ), i , j 1, 2 ,3,... , are the functions to be determined. After choosing the initial
approximations L i 0 ( x ) y i 0 ( x ) appropriately for 1 i n , the following iterative scheme is
used to evaluate L ij ( x ).
Substituting equation (11) in (10) and equating the coefficients of p with the same power, we
get
x
n a L (t )
p1 : L i1 ( x ) i i j j 0 ij dt ,
0 j 1 ( x t )
x
n a i j L j1 ( t )
p2 : L i 2 ( x ) i
ij dt ,
0 j 1 ( x t )
x
n a L (t )
p3 : L i 3 ( x ) i i j j 2 ij dt ,
0 j 1 ( x t )
.
.
.
x
n a L (t )
p m
: L im ( x ) i i j j ( m 1) ij dt , (12)
0 j 1 (x t)
m
y i ( x ) lim Li ( x ) lim
p 1 m
j0
Lij ( x ). (13)
4. Stability Analysis
We consider the stability of the solution components yi as given by (13) under the influence of
noise in the input data f (x ). That is, we wish to investigate the effect on the solution y ( x ) when
the input f (x ) is corrupted with noise f (x ) where f (x ) is unknown apart from some
restriction on its magnitude relative to f (x ).
Assuming ~
y ( x ) to be the solution of equation (8) under the influence of noise
f ( x ) f1 ( x ), f 2 ( x ), f 3 ( x ),..., f n ( x ) ,
then
x a~ y (t )
y ( x) f ( x) f ( x)
~ dt , 0 x 1. (14)
0 ( x t )
AAM: Intern. J., Vol. 6, Issue 1 (June 2011) [Previously, Vol. 6, Issue 11, pp. 2009 – 2024] 273
~
Choosing the initial approximation L0 ( x) y0 ( x) 0 ( x) L0 0 , where
~
~ ~ ~ ~
L0 L10 , L20 , L30 ,..., Ln 0 , y0 ( x ) y10 , y 20 , y30 ,..., y n 0 and 0 ( x) 10 , 20 , 30 ,..., n 0 f ( x),
~ x a y (t ) (t )
L1 ( x) 0 0
dt L1 ( x) 1 ( x),
0 ( x t )
~
L2 ( x) L2 ( x) 2 ( x),
.
.
.
Lm ( x) Lm ( x) m ( x),
x a m 1 (t )
m ( x) dt , m 1, 2,3,.
0 ( x t )
m
~
Thus, the perturbed solution ~y ( x ) is given by ~y ( x ) lim L j ( x ).
m
j 0
The effect of the noise term 0 ( x ) in the input data f (x ) deviates the solution by
m n
y ( x ) y ( x ) y ( x ) lim Li ( x ) Li ( x ) lim i ( x ). (15)
m n
i 0 i 0
From equation (15), we conclude that y (x ) and f (x ) are connected via the following
generalized Abel integral equation
x y (t )
cy ( x) f ( x) dt. (16)
0 ( x t )
Theorem:
The presence of the noise f (x ) in the input function f (x ) perturbs the solution vector y (x ) by an
amount equivalent to the solution of the Abel integral equation (16) with input equal to the noise
f (x ) itself.
274 Sunil Kumar et al.
As f (x ) is not known before hand, we take an upper bound for f (x ). Let sup f ( x ) , then
0 x 1
x y (t )
(16) reduces to cy ( x) dt , which can be readily solved.
0 ( x t )
5. Illustrative Examples
In this section, we discuss the implementation of our proposed algorithm and investigate its
accuracy by applying the homotopy perturbation method. The simplicity and accuracy of the
proposed method is illustrated through the following numerical examples by computing the
absolute error E i ( x ) y i ( x ) ~
y i m ( x ) , 1 i n , where y i (x ) is the exact solution and
~
y i m ( x ) is the approximate solution of the problem when the series (13) is truncated at level
j m.
Example 1.
As the first examples, we consider the following system of generalized Abel’s integral equations
x 3
x 4x 2
y1(x) y2 (x)
1
y1(t) y2 (t) dt x x ,
x t 2 3
0
(17)
x
x
2 y ( x) y ( x)
1
y (t ) dt 2 x x ,
2 1 2
0 x t 2
3
x 4x 2 3 x2
p : L11( x)
1
x 2 ,
2 3 2
3
x x 2
L21( x) ,
4 6
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5
7 2 x2 8 x 2
3 x2
p : L12 ( x) x
2
2
,
2 16 15
3
x 2
2 x2
L2 2 ( x) ,
6 32
5 5
7 2 x2 8 x 2 2 x 2 2 x3
p : L1 3 ( x)
3
,... .
16 15 2 6
5
2 x 2
2 x2
L2 3 ( x) ,... .
60 32
Figures 1 and 2 show the absolute error between the exact solution y i ( x ) and the approximate
solution ~
yi 28 (x) obtained by truncating (13) at level n 28 for i 1, 2, respectively, for
example.
8. 10 6
6. 10 6
4. 10 6
2. 10 6
1.2 10 14
1. 10 14
8. 10 15
6. 10 15
4. 10 15
2. 10 15
Example 2.
In this example, the following system of generalized Abel’s integral equations of the second kind
is considered.
x
2 y1 (t ) x
y2 (t) 1 2 x
12 y ( x) y 2 ( x) 0 x t dt 0 1
dt 4 x x 3
,
(x t) 3 3 3
13 3 4
x 12 (18)
x
y2 (t) 1 4 3 ,
y2 ( x) y 1 ( x) 0 (x t) 14 dt x 3
ex erfc ( x ) 1
25
12
x 1
with the exact solutions y1 ( x ) 1 e erfc ( x ) and y 2 ( x ) x 3
.
13 3 4
x 12
x 4 3 , the iteration formula (12) gives
Taking, L10 ( x) 2 x
1
and L2 0 ( x) x 3
3 3 25
12
the various Lij (x) as
3 7
x
4 x 2 16 x 4
p : L11( x) x
1
,
3 3 9 3 63 3
3 3
x 4
13 3 4 1 4 ,
L21( x) x 12
4 3 25 17
12
6
3 9 11
3 3 7 5 2 16 2 x 4
4 x 2 4 x 2 16 x 4 x 8x 2 3 2 2
4 ,
p2 : L12 ( x)
3 9 3 63 3 6 3 45 3 4 13
63 3
4
3 3
4
x
4 1
2
11 3 4 ,
L22 ( x) x 6
4 3 17 43
6
12
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5 11 5 2 3 2
2 x2 2 x2 8 2 x
64 2 x 4 8x 2 3 2 x3 3
2
p : L13 ( x)
3
2 6 3 45 3 693 3 45 3 4 18 3 4
3
13 3
3 119
16 2 x 4 x 4
4 4 ,
13 17
63 3 3 3
4 4
3 3
3
x 4
31 3 4 1 4 ,... .
L23 ( x) x 12
4 3 43 13
12
3
Figures 3 and 4 show the absolute errors between the exact solution y i ( x ) and the approximate
solution ~
yi 30 (x) for i 1, 2, respectively, for Example 2.
0.000014
0.000012
0.00001
8. 10 6
6. 10 6
4. 10 6
2. 10 6
2.5 10 16
2. 10 16
1.5 10 16
1. 10 16
5. 10 17
Example 3.
In this example, we consider the following system of generalized Abel’s integral equations
x x 12 8
49x 7 175x 5 13 9 x4
1F2 1,
7 y1(t) 5y2 (t)
35y1(x) y2 (x) dt dt 35sinx x , , ,
10 5 4
2 2
0 (x t)
5
0 (x t)
7 12 24
(19)
y2 (t) dt 5x sinx 25x ,
9
x 5
12 8
7 x 7 5x 5 13 9 x4
p : L10 ( x) sin x 1F2 1, , , ,
0
60 24 10 5 4
9
5x 5
L20 ( x) x ,
36
81 3 19 88 5 14
12 7x 5x 35
35 8
7 5 5 x 5 F 1, 13 , 9 , x
4
p1 : L11 ( x)
7x
7
5 7
1 2
60 116 123 24 10 5 4
300 252
35 35
2
3 11
x 5
5 8 21 x 4
1 2 1, ,
F , ,
16 5 10 4
25
5
2
4
13
9 x
5
L21 ( x)
5x 5
5 ,... .
36 18
25
5
Figures 5 and 6 show the absolute errors between the exact solution y i ( x ) and the approximate
solution ~
yi10 (x) obtained by truncating (13) at level n 10 for i 1, 2, respectively, for
Example 3.
AAM: Intern. J., Vol. 6, Issue 1 (June 2011) [Previously, Vol. 6, Issue 11, pp. 2009 – 2024] 279
3.5 10 7
3. 10 7
2.5 10 7
2. 10 7
1.5 10 7
1. 10 7
5. 10 8
0.00001
8. 10 6
6. 10 6
4. 10 6
2. 10 6
Example 4.
14
2 5x 50 x 125 x
5 x y1(t) x 25y (t) x 4y (t) 1 5
100y1(x) y2(x) y3(x) dt 2
dt
2
dt 100 x x 3 x ,
0 (x t) 1
0 ( x t) 3
1
0 (x t) 5 2 3 3 63
3 4 1312
8 9 x (20)
x 9y (t) x 4y (t) 1
2 27 x
3
4 3
36y2(x) y1(x) y3(x) dt dt 36 x x x
2 3 3 ,
1
0 (x t) 4
1
0 (x t) 3 10 25
12
5 4
20 11 x 3
x 11y1(t) x 4y (t) 1 343 x 7
6
44 y3(x) y1(x) y2(x) dt 3 1 dt 44x2 x x 3 ,
1
0 (x t) 6 0 (x t ) 7 195 7
2
3
1
with the exact solutions y1(x) x, y2 (x) x 3 and y3 (x) x2.
280 Sunil Kumar et al.
14
x x 5x 5
p 0
: L1 0 ( x ) x ,
40 6 3 252
13 3 4
8 x 12
L20 (x) x
1
3 3x 3
4 3
,
40 25
4
12
4 5
20 x 3
L30 ( x) x 2
343 x 7
6 ,
8580 7
8
3
10 2 4 5 3215
3 3 x 3
3 x
7 14
x x x x 2 x 4 5x
2 2
3 5 6 5
p : L11(x)
1
40 6 3 90 3 600 63 3 252 1 7 47
560 2 3 200
6 15
33 19 4 27 128
x 10 343 x 35
5 5 7 ,
43 163
1008 214500
10 35
2
3 4 x116 3 4
13 41
12
3 11
8 x
12
3x
3x 3
x 2 5
2
4 3 4 3 4 3
L21 ( x)
40 144 3 6 25 17 53
4 16 160
12 6 12
74 2 27
343x 21
3 7 ,
95
77220
21
7 ,.... .
33
121
7
AAM: Intern. J., Vol. 6, Issue 1 (June 2011) [Previously, Vol. 6, Issue 11, pp. 2009 – 2024] 281
Figures 7 and 9 show the absolute errors between the exact solution y i ( x ) and the approximate
solution ~
yi 7 (x) obtained by truncating (13) at level n 7 for i 1, 2, 3, respectively, for
Example 4.
4. 10 6
3. 10 6
2. 10 6
1. 10 6
3. 10 6
2. 10 6
1. 10 6
3. 10 6
2.5 10 6
2. 10 6
1.5 10 6
1. 10 6
5. 10 7
5. Conclusion
The Homotopy perturbation method proposed is a new and efficient algorithm for the numerical
solution of system of generalized Abel’s integral equations. It is proved that the change
y ( x ), in the solution y ( x ) caused by the presence of noise f ( x ) in the observable data
f ( x ), is the solution of the generalized Abel integral equation with input data equal to the
noise f ( x ) itself. From the given numerical examples, and Figs 1-9, we conclude that the
method is accurate and easy to implement for solving systems of generalized Abel’s integral
equations especially of the second kind.
Acknowledgment
The first author acknowledges the financial supports from Rajiv Gandhi National Fellowship of
the University Grant Commission, New Delhi, India under the JRF schemes.
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