A composite collocation method for the nonlinear mixed Volterra–Fredholm–Hammerstein integral equations

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Abstract

This paper presents a computational technique for the solution of the nonlinear mixed Volterra–Fredholm–Hammerstein integral equations. The method is based on the composite collocation method. The properties of hybrid of block-pulse functions and Lagrange polynomials are discussed and utilized to define the composite interpolation operator. The estimates for the errors are given. The composite interpolation operator together with the Gaussian integration formula are then used to transform the nonlinear mixed Volterra–Fredholm–Hammerstein integral equations into a system of nonlinear equations. The efficiency and accuracy of the proposed method is illustrated by four numerical examples.

Introduction

There is considerable literature that discusses approximating the solution of linear and nonlinear Hammerstein integral equations [1], [2], [3], [4], [5], [6], [7], [8], [9], [10]. For Fredholm–Hammerstein integral equations, the classical method of successive approximations was introduced in [1]. A variation of the Nystrom method was presented in [2], and a collocation-type method was developed in [3]. In [4], Brunner applied a collocation-type method to nonlinear Volterra–Hammerstein integral equations and integro-differential equations and discussed its connection with the iterated collocation method. Han [5] introduced and discussed the asymptotic error expansion of a collocation-type method for Volterra–Hammerstein integral equations. The existence of the solutions to nonlinear Hammerstein integral equations was discussed in [6]. Several authors consider the nonlinear mixed Volterra–Fredholm integral equation of the formy(x)=f(x)+λ10xK1(x,t)G1(t,y(t))dt+λ201K2(x,t)G2(t,y(t))dt,0x1,where λ1 and λ2 are constants and f(x) and the kernels K1(x, t) and K2(x, t) are given functions assumed to have nth derivatives on the interval 0  x, t  1. For the case G1(t, y(t)) = yp(t) and G2(t, y(t)) = yq(t), where p and q are nonnegative integers, Yalcinbas [7] applied Taylor series and Bildik and Inc [8] used the modified decomposition method to find the solution. For the case G1(t, y(t)) = F1(y(t)) and G2(t, y(t)) = F2(y(t)), where F1(y(t)) and F2(y(t)) are given continuous functions which are nonlinear with respect to y(t), Yousefi and Razzaghi [9] applied Legendre wavelets to obtain the solution, and for the general case, where G1(t, y(t)) and G2(t, y(t)) are given continuous functions which are nonlinear with respect to t and y(t), Ordokhani [10] applied the rationalized Haar functions to get the solution.

It is well known that the collocation-type methods provide highly-accurate approximations for the solutions of nonlinear operator equations in function spaces, provided that these solutions are sufficiently smooth [11], [12], [13]. In this paper, we are concerned with the extension of the composite collocation method based on the Legendre–Gauss-type points to the numerical solution of the nonlinear mixed Volterra–Fredholm–Hammerstein integral equations of the form of Eq. (1.1). The method consists of reducing the calculation of the solution of this equation to a set of nonlinear equations by first expanding the candidate function as a hybrid function with unknown coefficients. These hybrid functions, which consist of block-pulse functions and Lagrange polynomials, are first introduced. The properties of hybrid functions and composite collocation method based on the Legendre–Gauss-type points are then utilized to evaluate the unknown coefficients and find an approximate solution to Eq. (1.1). This paper is organized as follows: in Section 2, we introduce the composite interpolation operator using the hybrid functions and discuss some approximation errors. In Section 3, we introduce our method, and in Section 4, we report our numerical findings and demonstrate the efficiency and accuracy of the proposed method.

Section snippets

Hybrid of block-pulse functions and Lagrange polynomials

The hybrid of block-pulse functions and Lagrange polynomials ϕnm, n = 1, 2,  , N, m = 0, 1,  , M are defined on the interval [0, 1) asϕnm(x)=Lm(2Nx-2n+1)n-1Nx<nN,0otherwise,where n and m are the orders of the block-pulse function and the Lagrange polynomial, respectively. Here, Lm(x) denotes the Lagrange polynomial of degree M defined by [14]Lm(x)=i=0,imMx-xixm-xi,m=0,1,,M,where xm, m = 0, 1,  , M are the zeros of Legendre polynomial of degree M + 1. It is readily verified thatLm(xm)=δmm=1m=m,0mm,where δ

The composite collocation method

Consider the nonlinear mixed Volterra–Fredholm–Hammerstein integral equation given in Eq. (1.1). In order to use the composite collocation method, we approximate y(x) by a function in PMN with coefficients determined by collocating Eq. (1.1) at the points xnm, n = 1, 2,  , N, m = 0, 1,  , M. Lety(x)=CTϕ(x),where C and ϕ(x) are N(M + 1) × 1 matrices given byC=c10,c11,,c1M,c20,c21,,c2M,,cN0,cN1,,cNMT,andϕ(x)=ϕ10,ϕ11,,ϕ1M,ϕ20,ϕ21,,ϕ2M,,ϕN0,ϕN1,,ϕNMT.Then, from Eqs. (1.1), (3.1), we haveCTϕ(x)=f(x)+λ10xK

Illustrative examples

In this section, we apply the method presented in this paper to solve four test problems. The first example is a nonlinear mixed Volterra–Fredholm–Hammerstein integral equation given in [7], for which by using the present method the exact solution can be obtained. The second example is a nonlinear mixed Volterra–Fredholm–Hammerstein integral equation adapted from [10]. The third and fourth examples are the integral equations reformulation of the nonlinear two point boundary value problems given

Conclusion

In this paper, a numerical algorithm for solving nonlinear mixed Volterra–Fredholm–Hammerstein integral equations is presented. The properties of hybrid of block-pulse functions and Lagrange polynomials based on Legendre–Gauss-type points are discussed and utilized to define the composite interpolation operator as an extension of the well-known Legendre interpolation operator. The method is based on the composite collocation method in which the composite interpolation operator together with the

Acknowledgment

The authors wish to express their sincere thanks to an anonymous referee for valuable suggestions that improved the final manuscript.

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