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1 Numerical solutions of integral equations by using CAS wavelets A THESIS Submitted by partial fulfillment of the requirement of the award of the degree of Master of Science In Mathematics By Deo kumari sahu Under the supervision of Prof. S. Saha Ray May, 2012 DEPARTMENT OF MATHEMATICS NATIONAL INSTITUTE OF TECHNOLOGY, ROURKELA-769008 ODISHA, INDIA

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Page 1: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

1

Numerical solutions of integral equations by using CAS wavelets

A THESIS

Submitted by partial fulfillment of the

requirement of the award of the degree of

Master of Science

In

Mathematics

By

Deo kumari sahu

Under the supervision of

Prof. S. Saha Ray

May, 2012

DEPARTMENT OF MATHEMATICS

NATIONAL INSTITUTE OF TECHNOLOGY, ROURKELA-769008

ODISHA, INDIA

Page 2: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

2

NATIONAL INSTITUTE OF TECHNOLOGY, ROURKELA

CERTIFICATE

This is to certify that the project Thesis entitled “Numerical solutions of integral

equations by using CAS wavelets” submitted by Deo kumari sahu, Roll no:

410ma2105 for the partial fulfillment of the requirements of M.Sc. degree in

Mathematics from National institute of Technology, Rourkela is a authentic

record of review work carried out by her under my supervision and guidance.

The content of this dissertation has not been submitted to any other Institute or

University for the award of any degree.

Dr. S. Saha Ray

Associate Professor

Department of Mathematics

National Institute of Technology Rourkela,

Rourkela-769008

Odisha, India

Page 3: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

3

DECLARATION

I declare that the topic “ Numerical solutions of integral equations by using

CAS wavelets” for my M.Sc. degree has not been submitted in any other

institution or University for award of any other degree .

Place: Deo kumari sahu

Date: Roll no. 410ma2105

Department of Mathematics

National Institute of Technology

Rourkela-769008

Odisha, India

Page 4: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

4

ACKNOWLEDGEMENT

I would like to warmly acknowledge and express my deep sense of gratitude and

indebtedness to my supervisor Dr. S. Saha Ray, Associate Professor, Department

of Mathematics, National Institute of Technology, Rourkela, Orissa, for his keen

guidance, constant encouragement and prudent suggestions during the course

of my study and preparation of the final manuscript of this project .

Thanks to all my classmates and my friends for their support any encourage.

Also thanks, to all my family members who have all supported me on my journey.

Finally, thanks to all my good wisher. It has been a pleasure to work on

Mathematics in National Institute of Technology, Rourkela.

Page 5: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

5

ABSTRACT

Wavelets are mathematical functions that cut up data into different frequency

components and study each component with a resolution matched to its scale.

They have advantages over traditional Fourier methods in analyzing physical

situations where the signal contains discontinuities and sharp spikes. Wavelets

are developed independently in the field of mathematics, quantum physics,

electrical engineering, and seismic geology. Interchange between this field during

the last ten years have led to many new wavelet application such as image

compression, turbulence, human vision, radar and earthquake prediction. In this

we introduce a numerical method of solving integral equation by using CAS

wavelets. This method is method upon CAS wavelet approximations. The

properties of CAS wavelets are first presented. CAS wavelet approximations

methods are then utilized to reduce the integral equations to the solution of

algebraic equations.

Page 6: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

6

KEYWORDS

Kernel

Fredholm integral equations

Volterra integral equations

Integro-differential equations

Page 7: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

7

Contents Page no.

1. Introduction 8

2. Properties of CAS wavelets 10

3. Method of solving fredholm integral equations 13

4. Example of fredholm integral equation solved using CAS wavelets 14

5. Integro-differential equation-introduction 22

6. Properties of CAS wavelets 23

7. Method of solving integro-differential equations by using CAS wavelets 28

8. Example of integro-differential equation solved using CAS wavelets 29

9. Conclusion 39

10. References 40

Page 8: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

8

INTRODUCTION

Wavelets theory is a relatively new and emerging area in mathematical research.

It has been applied in a wide range of engineering disciplines; particularly,

wavelets are very successfully used in signal analysis for waveform representation

and segmentations, time-frequency analysis and fast algorithms for easy

implementation [1]. Wavelet algorithms process data at different scales or

resolutions. If we look at a signal at a large “window” we would notice gross

features. Similarly, if we look at a signal with the small “window” we would

notice small “window”. Wavelets permit the accurate representation of a

variety of functions and operators. Moreover, wavelets establish a connection

with fast numerical algorithms [2].

For Fredholm-Hammerstein integral equations, the classical method of successive

approximations was introduced in [3]. A variation of the Nystrom method was

presented in [4]. A collocation type method was developed in [5]. In [6], Yalcinbas

applied a Taylor polynomial solution to Volterra-Fredholm integral equations.

Page 9: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

9

LINEAR FREDHOLM INTEGRAL EQUATIONS

In this thesis, we are concerned with the application of CAS wavelets to

the numerical solution of a Fredholm integral equation of the form

1 ,0 )(),()()(1

0 txdttytxKxfxy (1)

The general linear Fredholm integral equations of the second kind for a function

is an equation of the type

)1(0 )()(),()(1

0 xxfdyyyxKx (2)

While the linear Fredholm integral equation of the first kind is given by

)1(0 )()(),(

1

0

xxfdyyyxK (3)

In eq. (1) , where and the kernel are assumed to be in L2(R) on the

interval 1 ,0 tx and eq. (1) has a unique solution to be determined.

In this thesis, a new numerical method to solve Fredholm integral equations is

introduced. The method consists of reducing the integral equation to a set of

algebraic equations by expanding the solution as CAS wavelets with unknown

coefficients. The CAS wavelets are first given. The product operational matrix and

orthonormality property of CAS wavelets basis are then utilized to evaluate the

coefficients of CAS wavelets expansion.

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10

Properties of CAS wavelets

Wavelets and CAS wavelet

Wavelets constitute a family of functions constructed from dilation and

translation of a single function called the mother wavelet. When the dilation

parameter a and the translation parameter b vary continuously we have the

family of continuous wavelets as [7]

0 ≠ R,∈, , )( 2

1

, abab

atatba

,

If we restrict the parameters a and b to discrete values as

0,1,, 00000

baanbbaakk

and and are positive integers

We have the following family of discrete wavelets

, )( 002

0, nbtaatk

k

nk

where )(tnm form a wavelet basis for .In particular when

and then )(, tnk forms an orthonormal basis [7].

CAS wavelets ),,,()( tmnktnm have four arguments

= 0, 1, 2….2k-1, can be assume any nonnegative integer, is any

Integer and is the normalized time. They are defined on the interval [0, 1) as

otherwise ,0

2

1

2

nfor ,22

)( k2

k

k

m

k

nm

ntntCAS

t (4)

where )2sin()2cos()( tmtmtCASm (5)

The dilation parameter is ka 2 and translation parameter is knb 2 .

The set of CAS wavelets are an orthonormal basis.

Page 11: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

11

FUNCTION APPROXIMATION

A function defined over [0, 1) may be expanded as

1

)()(n m

nmnm tctf (6)

where ))(),(( ttfc nmnm . If the infinite series in eq. (6) is truncated, then eq. (6)

can be written as

2

)()()(1

(

k

n

M

Mm

T

nmnm tCtctf (7)

where and are 2k(2 +1) x 1 matrices given by

TMMMMMMM kk cccccccC

)(2)(2)(2)(2)(1)1(1)(1 ,....,,...,,...,,,.....,, (8)

TMMMMMMM tttttttt kk )(,),........(),.....,(),.....,(),(),.....,(),()(

2)(22)(21)1(1)(1 (9)

The product operational matrix of the CAS wavelet

Let )()()( tCtt T

(10)

Where Ĉ is a 2k(2M+1) x 2k(2M+1) product operational matrix.

Let = 1 and = 1, thus we have

C = [c1(-1),c10,c11,c2(-1),c20,c21]T (11)

Tttttttt )(),(),(),(),(),()( 2120)1(21110)1(1 (12)

In eq. (12) we have

(13)

2

10

))4sin()4(cos(2)(

2)(

))4sin()4(cos(2)(

21

11

21

10

21

)1(1

t

ttt

t

ttt

Page 12: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

12

(14)

12

1

))4sin()4(cos(2)(

2)(

))4sin()4(cos(2)(

21

21

21

20

21

)1(2

t

ttt

t

ttt

Page 13: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

13

Method of solving fredholm integral equations

Consider the fredholm integral equations which are given eq. (1). To use CAS

wavelets, we have to approximate as

)()( xCxy T (15)

and )()( xdxf T (16)

and )()(),( tKxtxK T (17)

where and are defined as eqn. (6) and (7).

Also where is 2k(2 +1) x 2k(2 +1) matrices and elements of are calculated as

1

0

1

0

),()()( dtdxtxKtx ljni

Where n=1,2…,2k, i=- , l=1,….,2k,, j=-

Then we have

1

0

)()()()( CdttKxxdxC TTTT (18)

Thus with the orthonormality of CAS Wavelets we have

KCxdxCx TTT )()()( (19)

Eq. (17) is a linear systems of C and thus

C = (I-K)-1d, where I is identity matrix.

Page 14: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

14

Example-1

1

0

)()4cos()( dtttyxxy

Let us approximate

)()( xCxy T and )()( xdxf T

Take = 1 and =1

For 0x

2))4sin()4(cos(2)()1(0 xxx

2)(00 x

2))4sin()4(cos(2)(01 xxx

0)()1(1 x

0)(10 x

0)(11 x

So, Tx 0 ,0 ,0 ,2 ,2 ,2)(

and )()( xdxf T

0

0

0

2

2

2

d d )4cos( 654 3 2 1 ddddx

Page 15: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

15

=> 321 222)4cos( dddx

=> 321 2221 ddd (20)

4

1 xfor

2))4sin()4(cos(2)()1(0 xxx

2)(00 x

2))4sin()4(cos(2)(01 xxx

0)()1(1 x

0)(10 x

0)(11 x

So, Tx 0,0,0,2,2,2)(

So, )()( xdxf T

321 2221 ddd (21)

8

1 x for

2))4sin()4(cos(2)()1(0 xxx

2)(00 x

2))4sin()4(cos(2)(01 xxx

0)()1(1 x

0

0

0

2

2

2

d d )4cos( 654 3 2 1 ddddx

Page 16: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

16

0)(10 x

0)(11 x

So, Tx 0 ,0 ,0 ,2 ,2 ,2)(

and )()( xdxf T

321 2220 ddd (22)

2

1 x for

0)()1(0 x 0)(00 x 0)(01 x

2))4sin()4(cos(2)()1(1 xxx

2)(10 x 2))4sin()4(cos(2)(11 xxx

and )()( xdxf T

0

0

0

2

2

2

d d )4cos( 654 3 2 1 ddddx

2

2

2

0

0

0

d d )4cos( 654 3 2 1 ddddx

Page 17: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

17

654 2220 ddd (23)

4

3 x for

0)()1(0 x 0)(00 x 0)(01 x

2))4sin()4(cos(2)()1(1 xxx

2)(10 x

2))4sin()4(cos(2)(11 xxx

)()( xdxf T

654 2221 ddd (24)

8

3 x for

0)()1(0 x 0)(00 t 0)(01 x

2))4sin()4(cos(2)()1(1 xxx

2)(10 x 2))4sin()4(cos(2)(11 xxx

So, Tx 2 ,2 ,2,0 ,0 ,0)(

)()( xdxf T

2

2

2

0

0

0

d d )4cos( 654 3 2 1 ddddx

Page 18: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

18

654 2220 ddd (25)

Solving equation (20), (21) and (22) we get

d1 = 22

1 , d6 = 0, d3 =

22

1

and on solving equation (23), (24) and (25) we get

d4 =22

1 , d5 = 0, d6 =

22

1

So, d = [d1, d2, d3, d4, d5, d6]T

d = [22

1,0,

22

1,

22

1,0,

22

1, ]T

Now, K is 2k(2M+1) x 2k(2M+1) matrices where elements of K can be calculate

as

where n = 1, 2….2k, i = ,….., , l = 1,…2k , j = - ,…

Then we have

Thus with the orthonormality of CAS wavelets we have

KCxdxCx TTT )()()(

And answer is C = (I-K)-1d

where I is the identity matrix.

1

0

1

0

),()()( dtdxtxktx ljni

1

0

)()()()()( CdtttKxxdxC TTTT

2

2

2

0

0

0

d d )4cos( 654 3 2 1 ddddx

Page 19: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

19

Here in this example is t

Since = 1 and = 1

So, n = l = 1, 2 and i = j = -1, 0, 1

So, k will be 6 x 6 matrixes

And since

and

So, =

Then C = (I-K)-1d

Now (I-k)-1 =

8

2)( 0)(

8

23)(

2

2)(

8

2)( 0)(

1

21

21

1

21

21

1

21

20

1

21

20

1

21

2(-1)

1

21

)1(2

tdttdxx

tdttdxx

tdttdxx

08

100

8

10

0375.000375.00

08

100

8

10

08

100

8

10

0125.000125.00

08

100

8

10

10796.0000796.00

07500.1007500.00

00796.0100796.00

00796.0010796.00

02500.0002500.10

00796.0000796.01

8

2)( 0)(

8

2)(

2

2)(

8

2)( 0)(

21

0

11

21

0

11

21

0

10

21

0

10

21

0

)1(1

21

0

)1(1

tdttdxx

tdttdxx

tdttdxx

Page 20: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

20

Then (I-k)-1d =

C = (I – K)-1d

Now = CT

)4cos()( xxy

22

10

22

122

10

22

1

22

10

22

122

10

22

1

10796.0000796.00

07500.1007500.00

00796.0100796.00

00796.0010796.00

02500.0002500.10

00796.0000796.01

0

0

0

)4sin()4(cos(2

2

)4sin()4(cos(2

22

10

22

1

22

10

22

1 21

21

21

xx

xx

22

10

22

1

22

10

22

1C

Page 21: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

21

Therefore, )4cos()( xxy is the exact solution of the given integral equation.

Page 22: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

22

Integro-differential equations

Introduction

wavelets ),,,()( tmnktnm involve four argument , , and , where

n=0,1,.…,2k- 1, k is assumed any nonnegative integer , is any integer and

is the normalized time. Recently, Yousefi and Banifatemi [11] introduced the

CAS wavelets which are defined by In this thesis , we introduce a new

numerical method to solve the linear Fredholm integro-differential equation

,)0(

1t0 ,)(),()()('

0

1

0

yy

dssystKtfty (26)

Where the function ]),1,0([L )( 2tf the kernel [0,1]) x ]1,0([L ),( 2stK are known

and )(ty is the unknown function to be determined . This method reduces

the integral equation to set of algebraic equations by expanding )(ty as CAS

wavelets with unknown coefficients.

Page 23: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

23

Properties of CAS wavelets

Wavelets and CAS wavelets

Wavelets constitute a family of functions constructed from dilation and

translation of a single function )(t called the mother wavelets. When the

dilation is 2 and the translation parameter is 1 we have the following family of

discrete wavelets [12].

),2(2)( 2 ntt k

k

kn

where kn form a wavelet orthonormal basis for L2(R)

(27)

otherwise ,0

1nfor ,

)( 2222 k

k

k

k

m

nm

ntntCAS

t

where )2sin()2cos()( tmtmtCASm

The set of CAS wavelets also forms an orthonormal basis for L2([0,1]). Here

we use CAS wavelets to solve integro-differential equations by introducing the

operational matrix of integration.

Page 24: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

24

Function approximation

A function f(t) defined over [0,1] may be expanded as

0

)()(n Zm

nmnm tctf (28)

Where )),(),(( ttfc nmnm (29)

If the infinite series in equation (28) is truncated, then equation (28) can

be written as

12

0

)()()(

k

n

M

Mm

T

nmnm tCtctf

(30)

Where C and Ψ(t) are 2k(2M+1) x 1 matrices given by

TMMMMMMM kk cccccccC

)(2)(2)(2)(2)(1)1(1)(1 ,....,,...,,...,,,.....,, (31)

TMMMMMMM tttttttt kk )(,),........(),.....,(),.....,(),(),.....,(),()(

2)(22)(21)1(1)(1 (32)

CAS wavelet operational matrix of integration

We have to construct the 6 x 6 matrix P for M=1 and k=1.

The six basis function are given by

(33) 2

10

))4sin()4(cos(2)(

2)(

))4sin()4(cos(2)(

21

01

21

00

21

)1(0

t

ttt

t

ttt

(34) 12

1

))4sin()4(cos(2)(

2)(

))4sin()4(cos(2)(

21

11

21

10

21

)1(1

t

ttt

t

ttt

Page 25: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

25

By integrating (33) and (34) from 0 to t and representing it to the matrix

form, we obtain

1

0

)1(0

12

1 0

2

1t0 )1)4sin()4(cos(

4

2

')'(

t

tt

dtt

= )()((4

10100 tt

= )(0,0,0,4

1,

4

1,0 6 t

1

0

00

1t2

1

2

2

2

1t0 2

')'(

t

dtt

= )(2

1)(

4

1)(

4

1)(

4

1100100)1(0 tttt

= )(0,2

1,0,

4

1,

4

1,

4

16 t

Similarly we have

1

0

00)1(001 ))()((4

1')'( ttdtt

)(0,0,0,0,4

1,

4

16 t

,

1

0

1110)1(1 ))()((4

1')'( ttdtt

= )(4

1,

4

1,0,0,0,0 6 t

Page 26: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

26

1

0

1110)1(110 )(4

1)(

4

1)(

4

1')'( tttdtt

= )(4

1,

4

1,

4

1,0,0,0 6 t

1

0

10)1(111 ))()((4

1')'( ttdtt

= )(4

1,

4

1,0,0,0,0 6 t

.

Thus

1

0

666 )(')'( tPdtt x

Where, Tt 1110)1(10100)1(06 ,,,,,)(

and

110000

11

1000

110000

000011

0201

11

00011

0

4

166xP

Hence

3333

3333

660 xx

xx

xL

FLP

011

11

1

110

33

xLwhere

Page 27: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

27

and

000

020

000

33xF

In general, we have

1

0

)(')'( tPdtt

Where is given as in eq. (32) and P is a 2k(2M+1) x 2k(2M+1) matrix given by

L

F

FFL

FFFL

Pk

0....00

..........

..........

......0..

....0

....

2

1

..

..

..

..

1

Where F and L are (2M+1) x (2M+1) matrices

Page 28: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

28

Method to solve linear Fredholm integro-differential equations.

Consider the linear fredholm integro-differential equation in equation (26).

We approximate

)(Xf(t) ),(Yy(0) ),()( T

0 tttYtyTT

and )(()(),( sKtstK T

Where Y’, Y0 and X are the coefficients. Also is a

matrix and the elements of can be calculated as

1

0

1

0

,...,, ,12,....,0 ,),()()( MMjiklndtdsstKst ljni

Then we have

)()(')0()(')(

1

0

1

0

0 tYdssYydssytyTT

= )()'()()(' 00 tYPYtYtPYTTTT

Substituting in equation (26), we have

XYKYYP

YYPKtYYPtXtYt

dsYYPssKtYYPtXtYt

T

TTTTTT

TTTTTTT

00

T

)00

1

0

00

')KP-(I

)'()()')()(')(

)'()()()()'()()(')(

Thus solving this linear system we can get the vector Y’.

Then TT YPYY 0'

or )()( tYty T

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29

Example -2

Consider the integro-differential equation

0)0(

)()('

1

0

y

dttxyxexexy xx

The exact solution is xxe

We first approximate )()0( 0 xYyT

)(

)(

)(

)(

)(

)(

0

11

10

)1(1

01

00

)1(0

0

x

x

x

x

x

x

YT

For 0x

2))4sin()4(cos(2)()1(0 xxx

2)(00 x

2))4sin()4(cos(2)(01 xxx

0)()1(1 x

0)(10 x

0)(11 x

So, Tx 0 ,0 ,0 ,2 ,2 ,2)(

Page 30: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

30

So,

0

0

0

2

2

2

, , , , ,)( 654321 yyyyyyxy

321 2220 yyy (35)

4

1 xfor

2))4sin()4(cos(2)()1(0 xxx

2)(00 x

2))4sin()4(cos(2)(01 xxx

0)()1(1 x

0)(10 x

0)(11 x

So, Tx 0,0,0,2,2,2)(

So,

0

0

0

2

2

2

, , , , ,)( 654321 yyyyyyxy

321 2220 yyy (36)

8

1x

2))4sin()4(cos(2)()1(0 xxx

2)(00 x

2))4sin()4(cos(2)(01 xxx

0)()1(1 x

0)(10 x

0)(11 x

Page 31: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

31

So, Tx 0 ,0 ,0 ,2 ,2 ,2)(

So,

0

0

0

2

2

2

, ,, , ,)( 654321 yyyyyyxy

321 2220 yyy (37)

2

1x

0)()1(0 x

0)(00 x 0)(01 x

2))4sin()4(cos(2)()1(1 xxx

2)(10 x 2))4sin()4(cos(2)(11 xxx

So, Tx 2 ,2 ,2,0 ,0 ,0)(

So,

2

2

2

0

0

0

, , , , ,)( 6154321 yyyyyyxy

654 2220 yyy (38)

4

3x

0)()1(0 x

0)(00 x 0)(01 x

2))4sin()4(cos(2)()1(1 xxx

2)(10 x 2))4sin()4(cos(2)(11 xxx

Page 32: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

32

So,

2

2

2

0

0

0

, , , , ,)( 654321 yyyyyyxy

654 2220 yyy (39)

8

3x

0)()1(0 x 0)(00 t 0)(01 x

2))4sin()4(cos(2)()1(1 xxx

2)(10 x 2))4sin()4(cos(2)(11 xxx

So, Tx 2 ,2 ,2,0 ,0 ,0)(

So,

2

2

2

0

0

0

, , , , ,)( 654321 yyyyyyxy

654 2220 yyy (40)

On solving equation (35), (36), (37), (38), (39) and (40)

TYWe 0,0,0,0,0,0get 0 xtxkMkFor ),( here and matrice 6 x 6Kget We, 1,1

Page 33: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

33

so, K =

)()( eapproximat we tXxfNow T

For 0x

2))4sin()4(cos(2)()1(0 xxx

2)(00 x

2))4sin()4(cos(2)(01 xxx

0)()1(1 x

0)(10 x

0)(11 x

So, Tx 0 ,0 ,0 ,2 ,2 ,2)(

So,

0

0

0

2

2

2

, , , , ,)( 654321 xxxxxxxf

321

0 2220 xxxe

321 2221 xxx (42)

08

100

8

10

0375.000375.00

08

100

8

10

08

100

8

10

0125.000125.00

08

100

8

10

Page 34: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

34

4

1x

2))4sin()4(cos(2)()1(0 xxx 2)(00 x

2))4sin()4(cos(2)(01 xxx

0)()1(1 x

0)(10 x

0)(11 x

So, Tx 0 ,0 ,0, 2 ,2 ,2)(

So,

0

0

0

2

2

2

, , , , ,)( 654321 xxxxxxxf

3214

1

2224

1xxxe

321 222034.1 xxx (43)

8

1x

2))4sin()4(cos(2)()1(0 xxx

2)(00 x

2))4sin()4(cos(2)(01 xxx

0)()1(1 x

0)(10 x

0)(11 x

So, Tx 0 ,0 ,0 ,2 ,2 ,2)(

Page 35: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

35

So,

0

0

0

2

2

2

, , , , ,)( 654321 xxxxxxxf

3218

1

2228

1xxxe

321 222008.1 xxx (44)

2

1x

0)()1(0 x

0)(00 x 0)(01 x

2))4sin()4(cos(2)()1(1 xxx

2)(10 x 2))4sin()4(cos(2)(11 xxx

So, Tx 2 ,2 ,2 ,0 ,0 ,0)(

So,

2

2

2

0

0

0

, , , , ,)( 6154321 xxxxxxxf

6542

1

2222

1xxxe

654 2221487.1 xxx (45)

]1,2

1[

4

3x

0)()1(0 x

0)(00 x 0)(01 x

Page 36: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

36

2))4sin()4(cos(2)()1(1 xxx 2)(10 x

2))4sin()4(cos(2)(11 xxx

So,

2

2

2

0

0

0

, , , , ,)( 64321 xxxxxxxf x

6544

3

2224

3xxxe

654 2223670.1 xxx (46)

8

3x

0)()1(0 x 0)(00 x 0)(01 x

2))4sin()4(cos(2)()1(1 xxx

2)(10 x 2))4sin()4(cos(2)(11 xxx

So, Tx 2 ,2 ,2 ,0 ,0 ,0 )(

So,

2

2

2

0

0

0

,, , , , )( 654321 xxxxxxxf

6548

3

222 8

3 xxxe

Page 37: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

37

654 222 0799.1 xxx (47)

On solving equation (42), (43), (44), (45), (46) and (47)

We get

024.0 ,889.0 ,101.0 ,009.0 ,179.0 ,002.0 X XYKYYPKPINow TT 00',

Y’ =

14557.0

255339.0

22257.0

0590784.0

337076.0

123579.0

Now, TTT YPYY 0 '

0141958.0448058.00203233.00366578.0342209.00221223.0 TY

)(y(t) , T tYThen

483956609.0 )4sin(020556301.0 )4cos(083127613.0 )( ttty

Page 38: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

38

Table

This table shows that difference of exact solution and numerical solution.

where is the exact solution and is the numerical solution.

Absolute errors in CAS wavelet method (M=1, k=1)

I I

0.1 0.110517091 0.46201024 0.351493149

0.2 0.244280551 0.440063871 0.19578332

0.3 0.404957642 0.418117503 0.013159861

0.4 0.596729879 0.39728942 0.199440459

0.5 0.824360635 0.374224765 0.45013587

0.6 1.09327128 0.352278397 0.740992883

0.7 1.409626895 0.330332028 1.079294867

0.8 1.780432743 0.308385659 1.472047084

0.9 2.2136428 0.286439293 1.927203507

Page 39: Numerical solutions of integral equations by using CAS waveletsethesis.nitrkl.ac.in/3287/1/project_thesis.pdf · For Fredholm-Hammerstein integral equations, the classical method

39

1. CONCLUSION

CAS wavelets gives an efficient and accurate method for solving the

Fredholm integral equations. This method reduces an integral equations into

set of algebraic equations. The integration of the product of two CAS

wavelets function vectors is an identity matrix, which makes computation

of integral equation attractive. It is also shown that the CAS wavelets

provide an exact solution.

CAS wavelet also provide an efficient method for solving integro-differential

equations by reducing an integral equations into a set of algebraic

equations.

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40

10.REFERENCE:-

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41

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