General Mathematics Vol. 18, No. 1 (2010), 3–17 Natural splines of Birkhoff type approximating the solution of differential equations 1 Ana Maria Acu Abstract Let us consider the following initial value problem y (r) = f (x, y, y 0 , . . . , y (r−1) ) (1) y (j) (x ) = y (j) , j = 0, r − 1 1 1 and suppose that f : D → R, D ⊂ [a, b] × Rr satisfies all the conditions assuring the existence and uniqueness of the solution y : [a, b] → R of the problem (1). If y is the exact solution of the problem (1), denote by Ũy = n u ∈ H m,2 [a, b] | u(j) (x1 ) = y (j) (x1 ), j = 0, r − 1, o u(r) (xi ) = y (r) (xi ), i = 2, n , where x1 , x2 , . . . , xn are distinct knots in the interval [a, b], a ≤ x 1 < x2 < · · · < xn ≤ b. 1 Received 15 September, 2009 Accepted for publication (in revised form) 14 October, 2009 3 4 A.M. Acu We will give an algorithm to approximate the solution y of (1) by a Birkhoff-type natural spline interpolation function, s y , corresponding to the interpolatory set Ũy . 2000 Mathematics Subject Classification:65D07, 65D05 Key words and phrases: Natural splines of Birkhoff type, differential equations, interpolation. 1 Introduction Let us consider the following initial value problem y 0 = f (x, y) (2) y(x ) = y 0 0 and suppose that f : D ⊂ R2 → R satisfies all the conditions assuring the existence and uniqueness of the solution y : [a, b] → R of the problem (2). In paper [2] G. Micula and P. Blaga develop an algorithm to approximate the solution y of (2) by a spline function of even degree. Using natural splines of Birkhoff type we will give an algorithm to approximate the solution of the differential equation problem y (r) = f (x, y, y 0, . . . , y (r−1) ) y (j) (x ) = y (j) , j = 0, r − 1 1 1 and suppose that f : D → R, D ⊂ [a, b] × Rr satisfies all the conditions assuring the existence and uniqueness of the solution y : [a, b] → R of the problem. Natural splines of Birkhoff type approximating... 5 Let us consider an arbitrary finite interval [a, b], a < b, on the real line and the Lebesque space L2 [a, b] with the corresponding norm Z b 2 kf k2 := f 2 (x)dx. a Denote by H m,2 [a, b] = f : [a, b] → R | f ∈ C m−1 [a, b], f (m−1) abs.cont., f (m) ∈ L2 [a, b] . Let us take x1 , x2 , . . . , xn as distinct knots in the interval [a, b], a ≤ x1 < x2 < · · · < xn ≤ b, the numbers αi ∈ N, where 1 ≤ αi ≤ m, i = 1, n and the set Ii ⊆ {0, 1, . . . , αi − 1} , i = 1, n. Denote the number of interpolation condition by N := n X card(Ii ). i=1 Definition 1 The set Λ := λi,νi : H m,2 [a, b] → R, λi,νi (f ) = f (νi ) (xi ), i = 1, n, νi ∈ Ii is named a set of Birkhoff-type functionals on H m,2 [a, b]. Definition 2 For each y = (y1 , y2 , · · · , yN ) ∈ RN we define the Birkhofftype interpolatory set Uy := u ∈ H m,2 [a, b] | u(νi ) (xi ) = yi,νi , i = 1, n, νi ∈ Ii , where y := (y1 , y2 , . . . , yn ) = ((y1,ν1 )ν1 ∈I1 , (y2,ν2 )ν2 ∈I2 , . . . , (yn,νn )νn ∈In ) . Definition 3 The problem of finding function s ∈ Uy which satisfy (3) s(m) 2 = min u(m) u∈Uy 2 is called Birkhoff-type natural spline interpolation problem, corresponding to the interpolatory set Uy . 6 A.M. Acu Lemma 1 For each y ∈ RN , if the set Uy is nonempty, then problem (3) has unique solution sy given by sy (x) = m−1 X k=0 n ak i (b − x)k X X (x − xi )2m−1−ν + + bi,νi , k! (2m − 1 − ν )! i i=1 ν ∈I i i where the coefficients ak , k = 0, m − 1, bi,νi , i = 1, n, νi ∈ Ii , are given by the following linear system m−1 k−µ1 X µ1 (b − x1 ) ak (−1) = y1,µ1 , µ1 ∈ I1 (k − µ1 )! k=µ 1 j−1 m−1 k−µj X X X (xj − xi )2m−1−νi −µi µj (b − xj ) + bi,νi = yj,µj , ak (−1) (k − µ (2m − 1 − ν − µ )! j )! i j i=1 νi ∈Ii k=µj j = 2, n, µj ∈ Ij , n X X (b − xi )l−νi = 0, l = 0, m − 1. b i,ν i (l − νi )! i=1 ν ∈I ,ν ≤l i i i Definition 4 For each j = 1, n and µj ∈ Ij , let yj,µj ∈ RN be defined by yj,µj := (δij δνi ,µj )i=1,n,νi ∈Ii = (δ1,j δν1 ,µj )ν1 ∈I1 , . . . , (δn,j δνn ,µj )νn ∈In and the corresponding interpolatory set Uj,µj := u ∈ H m,2 [a, b] | u(νi ) (xi ) = δij δνi ,µj , i = 1, n, νi ∈ Ii . We assume that the sets Uj,µj , j = 1, n, µj ∈ Ij are nonempty. For each j = 1, n and µj ∈ Ij , denote by sj,µj the unique solution of problem (3) corresponding to the interpolatory set Uj,µj . The functions sj,µj are called the fundamental Birkhoff-type natural spline interpolation functions. Natural splines of Birkhoff type approximating... 7 Lemma 2 For each y ∈ RN the set Uy is nonempty and the problem (3), corresponding to Uy , has unique solution given by sy = n X X yi,νi si,νi , i=1 νi ∈Ii where y := (y1 , . . . , yn ) = ((y1,ν1 )ν1 ∈I1 , . . . , (yn,νn )νn ∈In ) . Remark 1 For each f ∈ H m,2 [a, b] can be considered y := f (νi ) (xi ) i=1,n,νi ∈Ii = (f (ν1 ) (x1 ))ν1 ∈I1 , . . . , (f (νn ) (xn ))νn ∈In , and the corresponding interpolatory set Uf := u ∈ H m,2 [a, b] | u(νi ) (xi ) = f (νi ) (xi ), i = 1, n, νi ∈ Ii . Since f ∈ Uf , the interpolatory set Uf is nonempty and the problem (3) coresponding to Uf has unique solution for each f ∈ H m,2 [a, b]. 2 Main Results Let us consider the following initial value problem y (r) = f (x, y, y 0, . . . , y (r−1) ) (4) y (j) (x ) = y (j) , j = 0, r − 1 1 1 and suppose that f : D ⊂ Rr+1 → R satisfies all the conditions assuring the existence and uniqueness of the solution y : [a, b] → R of the problem (4). If y is the exact solution of the problem (4), denote by Ũy = u ∈ H m,2 [a, b] | u(j) (x1 ) = y (j) (x1 ), j = 0, r−1, u(r) (xi ) = y (r) (xi ), i = 2, n . 8 A.M. Acu From Lemma 2 follow that there exist, and it is unique Birkhoff-type natural spline interpolation function, sy , coresponding to the interpolatory set Ũy , namely (j) sy (x1 ) = y (j) (x1 ), j = 0, r − 1 (r) sy (xi ) = y (r) (xi ), i = 2, n. The spline function sy has the representation (5) sy (x) = r−1 X (j) y1 s1,j (x) + j=0 n X (0) (1) (r−1) f (xi , yi , yi , . . . , yi )si,r (x) i=2 (0) (1) (r−1) where the unknown values yi , yi , . . . , yi will be determined. The functions sj,µj , j = 1, n, µj ∈ Ij , where I1 = {0, 1, . . . , r − 1}, Ii = {r} , i = 2, n are the fundamental Birkhoff-type natural spline interpolation functions and are given by sj,µj (x) = m−1 X k=0 (j) (b ak r−1 n X (j) (x − xi )2m−1−r − x)k X (j) (x − x1 )2m−1−i + + + b1,i + bi,r k! (2m − 1 − i)! (2m − 1 − r)! i=0 i=2 (j) (j) (j) where the coefficients ak , k = 0, m − 1, b1,i , i = 0, r − 1, bi,r , i = 2, n are given by the following linear system (6) m−1 k−i X (j) i (b − x1 ) a (−1) = δ1,j δi,µj , i = 0, r − 1 k (k − i)! k=i r−1 m−1 k−r 2m−1−r−i X X (j) (j) (xν − x1 ) r (b − xν ) + b a (−1) 1,i k (k − r)! (2m − 1 − r − i)! k=r i=0 ν−1 2m−1−2r X (j) (xν − xi )+ + bi,r = δν,j δr,µj , ν = 2, n (2m − 1 − 2r)! i=2 r−1 n l−i l−r X X (j) (b − x1 ) (j) (b − xi ) b + b = 0, l = 0, m − 1, 1,i i,r (l − i)! (l − r)! i=0,i≤l i=2,r≤l Natural splines of Birkhoff type approximating... 9 Theorem 1 If y is the exact solution of the problem (4), y ∈ H m+1,2 [a, b] and sy is the spline approximating solution (5), then the following estimations y (k) −s(k) y ∞ ≤ √ m−r+1(m−r)(m−r−1) . . . (k+1−r) k∆n km−k+1/2 y (m+1) 2 hold, for k = r, m, and k∆n k := max {xi+1 − xi } . i=0,n Proof. Because y (r) (xi ) − s(r) (xi ) = 0, i = 2, n, there exist the points (1) (1) (xi ), xi < xi < xi+1 , i = 2, n − 1, such that (1) (1) y (r+1) (xi ) − s(r+1) (xi ) = 0, i = 2, n − 1 y hold. (1) (r+1) Now, because y (r+1) (xi ) − sy (2) (1) (2) (1) (1) (xi ) = 0, i = 2, n − 1, there exist a set of points (xi ), xi < xi < xi+1 , i = 2, n − 2 such that (2) (2) y (r+2) (xi ) − s(r+2) (xi ) = 0, i = 2, n − 2. y (k−r) Continuing in the same manner, from the relations y (k) (xi (k) (k−r+1) 0, for i = 2, n − k + r, there exist a set of points (xi (k−r+1) xi (k+1−r) ) − s(k+1) (xi y ) = 0, i = 2, n − k − 1 + r (m−r) hold. Finally, for k = m − 1, there exist a set of points (xi (m−1−r) < xi+1 (m−r) (m−r) ) − s(m) y (xi (m−1−r) ), xi , i = 2, n − m + r such that the relation y (m) (xi hold. < (k−r) (k+1−r) (m−r) (k−r) ), xi )= < xi+1 , i = 2, n − k + r − 1, such that y (k+1) (xi xi (k−r) )−sy (xi ) = 0, i = 2, n − m + r < 10 A.M. Acu (k) (k) (0) Because xi+1 − xi ≤ (k + 1) k∆n k for k = 0, m − r, xi = xi it is clear that for any x ∈ [a, b] there exist an index i0 such that (m−r) x − x i0 ≤ (m − r + 1) k∆n k . Thus y (m) (x) − s(m) y (x) = ≤ Z Z x (m−r) 0 xi (m+1) y (t) − s(m+1) (t) dt y 1/2 x (m−r) 0 Z dt xi x (m−r) 0 xi ≤ {(m−r+1) k∆n k} 1/2 1/2 (m+1) 2 y (t) − s(m+1) (t) dt y Z b a y (m+1) = {(m − r + 1) k∆n k}1/2 y (m+1) − s(m+1) y ≤ ((m − r + 1) k∆n k)1/2 y (m+1) (m) and y (m) − sy ∞ ≤ √ p m − r + 1 k∆n k y (m+1) (t)−s(m+1) (t) 2 dt 1/2 y 2 2 2 . In the same manner, for any x ∈ [a, b] there exists an index i0 such that (m−r−1) x − x i0 ≤ (m − r) k∆n k holds, and y (m−1) (x) − sy(m−1) (x) = Z x (m−r−1) 0 xi (m−r−1) x − x i0 ≤ y (m) − s(m) y ∞ p √ ≤ m − r + 1 k∆n k · y (m+1) (m−1) That means y (m−1) − sy ∞ ≤ √ 2 y (m) (t) − s(m) (t) dt y (m − r) · k∆n k . m − r + 1(m−r) k∆n k1+1/2 y (m+1) For any x ∈ [a, b] there exist an index i0 such that (m−r−2) x − x i0 ≤ (m − r − 1) k∆n k 2 . Natural splines of Birkhoff type approximating... 11 holds, and y (m−2) (x) − (m−2) sy (x) Z = x (m−r−2) 0 xi y (m−1) (t) − sy(m−1) (t) dt √ (m−r−2) x−xi0 ≤ m−r+1(m−r) k∆n k1+1/2 y (m+1) ∞ √ ·(m − r − 1) k∆n k = m − r + 1(m − r)(m − r − 1) k∆k2+1/2 · y (m+1) (m−1) ≤ y (m−1) −sy 2 2 , namely y (m−2) − sy(m−2) ∞ ≤ √ m − r + 1(m − r)(m − r − 1) k∆n k2+1/2 y (m+1) 2 . In generally y (k) − s(k) y ∞ ≤ · √ m − r + 1(m − r)(m − r − 1) . . . (k + 1 − r) k∆n km−k+1/2 y (m+1) 2 , k = r, m. Corollary 1 If the exact solution of the problem (4) y ∈ H m+1,2 [a, b] and sy is the spline approximating solution, then √ (k) y (k) − sy ≤ (b − a)r−k m − r + 1(m − r)! k∆n km−r+1/2 y (m+1) ∞ 2 , k = 0, r−1. Proof. We have x (r) (r) (x) − = y (r) (t) − s(r) − sy y (t) dt ≤ |x − x1 | · y x1 √ ≤ (b − a) m − r + 1(m − r)! k∆n km−r+1/2 y (m+1) 2 . y (r−1) (r−1) sy (x) Z From the above relation we obtain √ (r−1) y (r−1) − sy ≤ (b − a) m − r + 1(m − r)! k∆n km−r+1/2 y (m+1) ∞ 2 ∞ . In generally, for k = 0, r − 1 y (k) − s(k) y ∞ √ ≤ (b − a)r−k m − r + 1(m − r)! k∆n km−r+1/2 y (m+1) 2 . 12 A.M. Acu Corollary 2 If the exact solution of the problem (4) y ∈ H m+1,2 [a, b] and sy is the spline approximating solution then lim k∆n k→0 y (k) − s(k) y ∞ = 0 for k = 0, m hold and the order of convergence is m − k + 1/2 for k = r, m, m − r + 1/2 for k = 0, r − 1. Now the problem is to construct effectively the approximating spline (j) function (5), i.e. to find an algorithm for determination the value sy (xi ), i = 2, n, j = 0, r − 1, considering that sy (x) ≈ y(x), for any x ∈ [a, b]. Let denote the error of the method, as usual by e(x) = y(x) − sy (x), x ∈ [a, b]. Directly from the Corollary 1, if y ∈ H m+1,2 [a, b], we have √ e(j) (x) ≤ (b − a)r−j m − r + 1(m − r)! k∆n km−r+1/2 · y (m+1) (j) namely e (x) = O k∆n k Writing again sy (x) = r−1 X (j) m−r+1/2 y1 s1,j (x) + j=0 2 , (∀) x ∈ [a, b]. n X (0) (1) (r−1) f xk , y k , y k , . . . , y k sk,r (x) k=2 (j) and denoting sy (xi ) =: wij , e(j) (xi ) =: eji , i = 2, n, j = 0, r − 1, it follows (7) wij = r−1 X k=0 (k) (j) y1 s1,k (xi ) + n X k=2 (j) sk,r (xi )f xk , e0k + wk0 , e1k + wk1 , . . . , ekr−1 + wkr−1 , Natural splines of Birkhoff type approximating... 13 i = 2, n, j = 0, r − 1. We suppose that in (4) the function f : D ⊂ Rr+1 → R, D ⊂ [a, b] × Rr ∂f (x, u0 , u1 , . . . , ur−1 ) is a continuous function, and also that derivatives , ∂ui i = 0, r − 1 are continuous function on the domain D. Thus (0) (1) (r−1) f (xk , yk , yk , . . . , yk ) = f xk , e0k + wk0 .e1k + wk1 , . . . , ekr−1 + wkr−1 xk , wk0 , wk1 , . . . , wkr−1 =f + r−1 X i=0 eik ∂f (xk , ξk0 , ξk1 , ξkr−1 ) , ∂ui where min(wki , wki + eik ) < ξki < max(wki , wki + eik ). We can write the system (7) in the form wij = r−1 X (k) (j) y1 s1,k (xi ) + k=0 Eij = n X n X k=2 (j) sk,r (xi ) k=2 (j) sk,r (xi )f xk , wk0 , wk1 , . . . , wkr−1 + Eij , where r−1 X r−1 0 1 i ∂f (xk , ξk , ξk , . . . , ξk ) ek , ∂ui i=0 i = 2, n, j = 0, r − 1 ∂f (t, u0 , u1 , . . . , ur−1 ) ≤ M, i = 0, r − 1 on D. Obviously ∂ui Eij → 0 for k∆n k → 0. supposing that We have o solve the following nonlinear system: (8) wij = r−1 X n X (k) (j) y1 s1,k (xi )+ k=0 (j) sk,r (xi )f (xk , wk0 , wk1 , . . . , wkr−1 ), i = 2, n, j = 0, r−1, k=2 Denote by w 0 = (w20 w30 · · · wn0 ) w 1 = (w21 w31 · · · wn1 ) .. . w r−1 = (w2r−1 w3r−1 · · · wnr−1 ) 14 A.M. Acu W = (w 0 w 1 . . . w r−1 ) r−1 n X X (k) (j) (j) j Hi (W ) = y1 s1,k (xi ) + sk,r (xi )f (xk , wk0 , wk1 , . . . , wkr−1 ), k=0 H(W ) = = Hij (W ) k=2 0 0 H2 (W ) . . . Hn (W ), H21 (W ) . . . Hn1 (W ), H2r−1 (W ) . . . Hnr−1 (W ) j=0,r−1,i=2,n and A= ∂H20 (W ) ∂w20 ··· ∂Hn0 (W ) ∂w20 ··· ∂H2r−1 (W ) ∂w20 ··· ∂Hnr−1 (W ) ∂w20 ··· .. . .. . .. . ∂H20 (W ) 0 ∂wn ∂Hn0 (W ) 0 ∂wn ∂H2r−1 (W ) 0 ∂wn ∂Hnr−1 (W ) 0 ∂wn ··· ∂H20 (W ) ∂w2r−1 ··· ∂H20 (W ) r−1 ∂wn ··· ∂Hn0 (W ) ∂w2r−1 ··· ∂Hn0 (W ) r−1 ∂wn ··· ∂H2r−1 (W ) ∂w2r−1 ··· ∂H2r−1 (W ) r−1 ∂wn ··· ∂Hnr−1 (W ) ∂w2r−1 ··· ∂Hnr−1 (W ) r−1 ∂wn ... s2,r (x2 ) We remark that A = SF , where s (x ) 2,r 2 .. . s2,r (xn ) .. S= . (r−1) s2,r (x2 ) .. . (r−1) s2,r (xn ) ... sn,r (x2 ) ... sn,r (x2 ) . . . sn,r (xn ) . . . s2,r (xn ) . . . sn,r (xn ) (r−1) (r−1) (r−1) . . . sn,r (x2 ) . . . s2,r (x2 ) . . . sn,r (x2 ) (r−1) (r−1) (r−1) . . . sn,r (xn ) . . . s2,r (xn ) . . . sn,r (xn ) Natural splines of Birkhoff type approximating... 15 and F= ∂f (x2 ,w20 ,w21 ,...,w2r−1 ) ∂w20 .. . ... .. . 0 .. . ... .. . 0 .. . 0 0 .. . ... .. . 0 .. . .. . ... .. . 0 .. . ... .. . 0 .. . ... .. . 0 .. . ... 0 ... 0 ,w 1 ,...,wr−1 ) ∂f (xn ,wn n n r−1 ∂wn 0 ,w 1 ,...,wr−1 ) ∂f (xn ,wn n n 0 ∂wn To obtain our results we will use the following theorem Theorem 2 Let Ω ⊂ Rn be a bounded domain and let H : Ω → Ω be a vector function defined by (w1 , . . . , wn ) → (H1 (w1 , . . . , wn ), . . . , Hn (w1 , . . . , wn )). Denote by A(w) the following matric A(w) = A(w1 , w2 , . . . , wn ) := ∂Hi (w) ∂wj . i,j=1,n ∂Hi , i, j = 1, n are continuous in Ω, then there exist ∂wj in Ω a fix-point w ∗ of the application H, i.e w ∗ = H(w ∗ ), which can be If the functions H and found by iteration w ∗ = lim w (n) , w (k) := H(w (k−1) ), k = 1, 2, . . . , w (0) ∈ Ω n→∞ (arbitrary). If in addition kAk ≤ q < 1, for any iteration w (k) , the following estimation holds w (k) − w ∗ ≤ qk w (1) − w (0) . 1−q Theorem 3 Suppose that ∂f (x, u0 , u1 , . . . , ur−1 ) ≤ M, i = 0, r − 1, ∂ui |f (x, u0 , u1 , . . . , ur−1 )| ≤ N (∀) (x, u0 , u1 , . . . , ur−1 ) ∈ D. 16 A.M. Acu If M < kSk−1 , then the system (8) has a solution which can be deter- mined by iteration. Proof. From (8) we can write wij ≤ ≤ r−1 X k=0 r−1 X k=0 (k) y1 (k) y1 · (j) s1,k (xi ) · (j) s1,k (xi ) + n X k=2 +N (j) sk,r (xi ) · f (xk , wk0 , . . . , wkr−1 ) n X k=2 (j) sk,r (xi ) , i = 2, n, j = 0, r − 1. Now we can apply the Theorem 2, where the domain Ω is defined by Ω = (w20 , . . . , wn0 , w21 , . . . , wn1 , . . . , w2r−1 , . . . , wnr−1 ) ⊂ Rr(n−1) | ) r−1 n X X (k) (j) (j) wij ≤ y1 · s1,k (xi ) + N sk,r (xi ) , j = 0, r − 1, i = 2, n . k=0 k=2 It is clear that kAk = kSF k ≤ kSk · kF k ≤ kSk · M ≤ 1, and therefore all the conditions of Theorem 2 are satisfied. There exist a solution w ∗ of (8), which can be found by iteration. Remark 2 In the above considerations, for the matrix A = (ai,j )i,j=1,n we can use one of the following norms ( n ) ( n ) X X kAkr := max |aij | , kAkc := max |aij | . i=1,n j=1 j=1,n i=1 The algorithm for obtaining of numerical solution of the differential equation problem (4) has the following steps: 1. The determination of fundamental spline functions s1,j , si,r , j = 0, r − 1, Natural splines of Birkhoff type approximating... 17 i = 2, n which are obtained from system (6). 2. The starting iteration point W (0) can be chosen using a numerical method for differential equation. 3. From Theorem 2.3 follow that the solution of differential equation (4) can be found by iteration W ∗ = lim W (n) , where W (k) = H(W (k−1) ). n→∞ References [1] P. Blaga, G. Micula , Natural spline functions of even degree, Studia Univ. Babeş-Bolyai Cluj-Napoca, Series Math., 38, 1993, 31-40. [2] P. Blaga, G. Micula, Polynomial spline functions of even degree approximating the solution of differential equations, (I), ZAMM, 76, 1996, Suppl.1, 477-478. [3] P. Blaga, G. Micula, Polynomial spline functions of even degree approximating the solution of (delay) diferential equations , PAMM, Vol. 1, No.1, 2002, 516-517. [4] B.D. Bojanov, H.A. Hakopian and A.A. Sahakian, Spline Functios and Multivariate Interpolations, Kluwer Academic Publishers, 1993. [5] A. Branga, Natural splines of Birkhoff type and optimal approximation, Journal of Computational Analysis and Applications, Vol. 7, No.1, 2005, 81-88. Ana Maria Acu, ”Lucian Blaga” University Department of Mathematics Str. Dr. I. Ratiu, No.5-7, 550012 - Sibiu, Romania e-mail: acuana77@yahoo.com