Hindawi Publishing Corporation Journal of Applied Mathematics Volume 2013, Article ID 547502, 6 pages http://dx.doi.org/10.1155/2013/547502 Research Article Approximate Solutions of Singular Two-Point BVPs Using Legendre Operational Matrix of Differentiation A. Sami Bataineh,1 A. K. Alomari,2 and I. Hashim3 1 Department of Mathematics, Faculty of Science, Al-Balqa’ Applied University, Al Salt 19117, Jordan Department of Mathematics, Faculty of Science, Hashemite University, Zarqa 13115, Jordan 3 School of Mathematical Sciences, Universiti Kebangsaan Malaysia, 43600 Bangi, Selangor, Malaysia 2 Correspondence should be addressed to I. Hashim; ishak h@ukm.my Received 22 January 2013; Accepted 17 March 2013 Academic Editor: Sazzad Chowdhury Copyright © 2013 A. Sami Bataineh et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Exact and approximate analytical solutions of linear and nonlinear singular two-point boundary value problems (BVPs) are obtained for the first time by the Legendre operational matrix of differentiation. Different from other numerical techniques, shifted Legendre polynomials and their properties are employed for deriving a general procedure for forming this matrix. The accuracy of the technique is demonstrated through several linear and nonlinear test examples. 1. Introduction In this work, we consider the singular two-point boundary value problems (BVPs) of the type 1 σΈ σΈ 1 σΈ 1 π’ (π₯) + π’ (π₯) + (π’ (π₯))π = π (π₯) , π (π₯) π (π₯) π (π₯) (1) 0 < π₯ ≤ 1, subject to the boundary conditions π’ (0) = πΌ1 , π’ (1) = π½, (2) π’σΈ (0) = πΌ2 , π’ (1) = π½, (3) or where π, π, π, and π are continuous functions on (0, 1], and the parameters πΌ1 , πΌ2 , π½ are real constants. Problems of form (1) and (2) have been studied in many areas of science and engineering, for example, fluid mechanics, quantum mechanics, optimal control, chemical reactor theory, aerodynamics, reaction-diffusion process, geophysics, and so forth. Exact/approximate solutions of these problems are of great importance due to their wide applications in scientific research. Singular BVPs have been studied by several authors. Bataineh et al. [1] used the modified homotopy analysis method (MHAM) to search for approximate solutions of a certain class of singular two-point BVPs. Ravi Kanth and Aruna. [2] and Lu [3] used differential transform method (DTM) and variational iteration method (VIM), respectively, for solving singular two-point boundary value problems. Abu-Zaid and Gebeily [4] provided a finite difference approximation to the solution of the above problems. Ravi Kanth and Reddy [5] presented a method based on cubic splines for solving a class of singular two-point BVPs. The existence of a unique solution of (1) and (2) was discussed in [4]. Legendre operational matrix of differentiation, first proposed by Saadatmandi and Dehghan [6], is a powerful method for solving linear and nonlinear problems. They extended the application of Legendre polynomials to solve fractional differential equations. Recently, Pandey et al. [7] employed the Legendre operational matrix of differentiation to solve Lane-Emden type equations. Most recently, Kazem et al. [8] constructed a general formulation for the fractionalorder Legendre functions to obtain the solution of fractionalorder differential equations. To the best of the authors’ knowledge, the present work demonstrates for the first time 2 Journal of Applied Mathematics the applicability of the method of Legendre operational matrix of differentiation for obtaining the exact/approximate solutions of the singular two-point BVPs of the type (1) and (2). Several examples are studied to demonstrate the capability of the method. A function π’(π₯) square integrable in [0, 1] may be expressed in terms of shifted Legendre polynomials as 2. Legendre Polynomials and Operational Matrix of Differentiation where the coefficients ππ are given by ∞ π’ (π₯) = ∑ππ ππ (π₯) , 1 The πth-order Legendre polynomials, πΏ π (π§), on the interval [−1, 1] are defined as πΏ 0 (π§) = 1, ππ = (2π + 1) ∫ π’ (π₯) ππ (π₯) ππ₯, In practice, we consider the (π + 1)-term-shifted Legendre polynomial so that π’ (π₯) = ∑ππ ππ (π₯) = πΆπ π (π₯) , (4) 2π + 1 π π§ πΏ π (π§) − π§πΏ (π§) , π+1 π + 1 π−1 π (2π + 1) (2π₯ − 1) ππ (π₯) − π (π₯) , π + 1 π−1 (π + 1) (5) πΆπ = [π0 , π1 , . . . , ππ ] , π π (π₯) = [π0 (π₯) , π1 (π₯) , . . . , ππ (π₯)] . where π0 (π₯) = 1 and π1 (π₯) = 2π₯ − 1. The analytic form of the shifted Legendre polynomial ππ (π₯) of degree π is given by π=1 Note that ππ (0) = (−1) orthogonality condition π (π + π)!π₯π . (π − π) (π!)2 (6) ππ (π₯) = π·1 π (π₯) , ππ₯ for π = π, for π =ΜΈ π. { {2 (2π − 1) , π· = (πππ ) = { { {0 1 (7) 0 0 6 .. . 0 0 0 .. . 0 ⋅⋅⋅ 0 0 0 ⋅⋅⋅ 0 0 0 ⋅⋅⋅ 0 0 .. .. .. .. . . . . 2 0 10 0 ⋅ ⋅ ⋅ (2π − 3) 0 0 (2π − 1) (0 6 0 14 ⋅ ⋅ ⋅ (12) where π·1 is the (π + 1) × (π + 1) operational matrix of derivative. A general method of constructing such operational matrix of derivative could be presented as follows. (1) Differentiate analytically some polynomials of first degree, (2) express these derivatives as a linear combination of polynomials of lower degree, and (3) find a general formula. Now, the general formula of the operational matrix of derivative π·1 is given by for π = π − π, { π = 1, 3, . . . , π, if π odd, π = 1, 3, . . . , π − 1, if π even, (13) Otherwise. For example, for odd π we have 0 2 (0 ( .. . 2 π2 π (π₯) = (π·1 ) π (π₯) , . . . , 2 ππ₯ π ππ π (π₯) = (π·1 ) π (π₯) , ππ₯π and ππ (1) = 1 satisfy the 1 { 1 ∫ ππ (π₯) ππ (π₯) ππ₯ = { 2π + 1 0 {0 (11) The derivative of the vector π(π₯) can be expressed as π = 1, 2, . . . , π (10) π=0 where the shifted Legendre coefficient vector πΆ and the shifted Legendre vector π(π₯) are given by These polynomials on the interval π§ ∈ [0, 1], so-called shifted Legendre polynomials, can be defined by introducing the change of variable π§ = 2π₯ − 1. The shifted Legendre polynomials πΏ π (2π₯ − 1) denoted by ππ (π₯) can be obtained as ππ (π₯) = ∑(−1)π+π (9) π π = 1, 2, . . . . ππ+1 (π₯) = π = 1, 2 . . . . 0 πΏ 1 (π§) = π§, πΏ π+1 (π§) = (8) π=0 3. Applications of the Operational Matrix of Derivative 0 0 0) .. ) . . 0 0) (14) To solve (1) and (2) by means of the operational matrix of derivative method [6], we approximate (π’(π₯))π and π(π₯) by the shifted Legendre polynomials as π (π’ (π₯))π β (πΆπ π (π₯)) , π π (π₯) β πΊ π (π₯) , (15) (16) Journal of Applied Mathematics 3 where the vector πΊπ = [π0 (π₯), . . . , ππ (π₯)]π represents the nonhomogenous term. By using (12), (15), and (16) we have 2 π’σΈ σΈ (π₯) β πΆπ (π·1 ) π (π₯) , (17) π’σΈ (π₯) β πΆπ π·1 π (π₯) . (18) The exact solution of (23) subject to (24) in the case of π(π₯) = 4 − 9π₯ + π₯2 − π₯3 is π’ (π₯) = π₯2 − π₯3 . To solve (23) and (24) we apply the technique described in Section 3.1. With π = 3, we approximate the solution as Employing (15)–(18), the residual R(π₯) for (1) can be written as 2 1 1 πΆπ (π·1 ) π (π₯) + πΆπ π·1 π (π₯) R (π₯) β π (π₯) π (π₯) + π 1 (πΆπ π (π₯)) − πΊπ π (π₯) . π (π₯) π’ (π₯) = π0 π0 (π₯) + π1 π1 (π₯) + π2 π2 (π₯) + π3 π3 (π₯) (26) = πΆπ π (π₯) . (19) According to (14), we have Now, finding the solution π’(π₯) given in (10) can be divided into two cases: linear and nonlinear. 3.1. Linear Case. For π = 1, we generate π−1 linear equations as in a typical tau method [9] by applying 1 (25) 0 2 π· =( 0 2 1 0 0 6 0 0 0 0 10 0 0 ), 0 0 0 0 (π· ) = ( 12 0 1 2 0 0 0 60 13 19 1 + π0 + π1 + 6π2 + 12π3 = 0, 20 2 6 Also, by substituting boundary conditions (2) and (3) into (15) and (18) we have 49 1 1 61 + π + π + π + 10π3 = 0. 60 6 0 6 1 15 2 0 π’ (0) = πΆπ π (0) = πΌ1 , π = 0, 1, . . . , π − 2. π’ (1) = πΆπ π (1) = π½, (21) (28) Now, from (21) we have π0 − π1 + π2 − π3 = 0, or π’σΈ (0) = πΆπ π·1 π (0) = πΌ2 , π’ (1) = πΆπ π (1) = π½, (22) Equations (20)–(22) generate (π + 1) set of linear equations, respectively. These linear equations can be solved for unknown coefficients of the vector πΆ. Consequently, π’(π₯) given in (15) can be easily calculated. 3.2. Nonlinear Case. For π = 2, 3, . . ., we first collocate (19) at (π − 1) points. For suitable collocation points, we use the first (π − 1) shifted Legendre roots of ππ+1 (π₯). These equations together with (21) or (22) generate (π + 1) nonlinear equations which can be solved using Newton’s iterative method. Consequently, π’(π₯) given in (10) can be calculated. To illustrate the effectiveness of the presented method, we will consider the following examples of singular two-point BVPs. Example 1. We first consider the linear singular two-point BVP [1, 10], π’σΈ σΈ (π₯) + 1 σΈ π’ (π₯) + π’ (π₯) = π (π₯) , π₯ 0 < π₯ ≤ 1, π’ (0) = 0, π’ (1) = 0. (29) π0 + π1 + π2 + π3 = 0. Solving the linear system (28)-(29) yields π0 = 1 , 12 π1 = 1 , 20 π3 = − 1 , 12 π4 = − 1 . (30) 20 Thus, 1 1 1 1 π’ (π₯) = ( − − )( 12 20 12 20 1 2π₯ − 1 ) 6π₯2 − 6π₯ + 1 20π₯3 − 30π₯2 + 12π₯ − 1 = π₯2 − π₯ 3 , (31) which is the exact solution (25). Example 2. Consider the linear singular two-point BVPs [1], (1 − π₯ σΈ σΈ 3 1 π₯ ) π’ (π₯) + ( − 1) π’σΈ (π₯) + ( − 1) π’ (π₯) = π (π₯) , 2 2 π₯ 2 0 < π₯ ≤ 1, (32) (23) subject to the boundary conditions of the form (2) 0 0 ). 0 0 (27) Therefore, using (20) we obtain (20) ∫ R (π₯) ππ (π₯) ππ₯ = 0, 0 0 0 0 subject to the boundary conditions of the form (3) (24) π’σΈ (0) = 0, π’ (1) = 0. (33) 4 Journal of Applied Mathematics 0.001 The exact solution of (32) subject to (33) in the case 29π₯ 13π₯2 3π₯3 π₯4 + + − , 2 2 2 2 is 2 3 π’ (π₯) = π₯ − π₯ . 0.0008 (34) (35) Absolute error π (π₯) = 5 − 0.0009 1 π1 = , 20 1 π3 = − , 12 1 π4 = − . 20 0.0006 0.0005 0.0004 0.0003 0.0002 By the same manipulations as in the previous example and assuming π = 3, we have 1 π0 = , 12 0.0007 0.0001 0 (36) 0 0.2 = π₯2 − π₯ 3 , (37) which is the exact solution (35). Example 3. We next consider the linear singular two-point BVPs [11], 0 < π₯ ≤ 1, (38) subject to the boundary conditions π’σΈ (0) = 0, π’ (1) = cos 1. (39) The exact solution of (38) subject to (39) in the case π (π₯) = − cos π₯ − 1 sin π₯, π₯ 1 Figure 1: Absolute errors of π’(π₯) in the interval π₯ ∈ [0, 1] for different values of π of Example 3. Table 1: The values of the unknown matrix πΆπ for π = 8 and π = 9 of Example 3. ππ π0 π1 π2 π3 π4 π5 π6 π7 π8 π9 π=9 0.8414709848 −0.2337732110 −0.718349800πΈ − 1 0.394000000πΈ − 2 0.512000000πΈ − 3 0.0000000000 0.0000000000 −0.100000000πΈ − 2 0.0000000000 0.0000000000 π=8 0.8414709848 −0.233773211 −0.7183498πΈ − 1 0.394000000πΈ − 2 0.512000000πΈ − 3 0.0000000000 0.0000000000 0.100000000πΈ − 3 0.0000000000 subject to the boundary conditions π’ (0) = 1, (40) is π’ (π₯) = cos π₯. 0.8 π=8 π=9 1 2π₯ − 1 1 1 1 1 ) π’ (π₯) = ( − − )( 6π₯2 − 6π₯ + 1 12 20 12 20 20π₯3 − 30π₯2 + 12π₯ − 1 1 σΈ π’ (π₯) = π (π₯) , π₯ 0.6 π₯ Thus, π’σΈ σΈ (π₯) + 0.4 (41) By using the technique described in Section 3.1, with π = 9 and π = 8, the values of the unknown matrix πΆπ are given in Table 1. Figure 1 shows the absolute errors of π’(π₯) in the interval π₯ ∈ [0, 1] for different values of π. Obviously, increasing the number of terms of the Legendre polynomials has the effect of increasing the solution accuracy. π’ (1) = √3 . 2 (43) The exact solution of (42) subject to (43) in the case π(π₯) = 0 is 1 . π’ (π₯) = (44) √1 + (π₯2 /3) We approximate the solution as 10 π’ (π₯) = ∑ππ ππ (π₯) = πΆπ π (π₯) . (45) π=0 2 Here, π·1 and (π·1 ) are as given in (27). Using (19), we have 4. Numerical Experiments 2 πΆπ (π·1 ) π (π₯) + Example 4. Finally, consider the nonlinear singular twopoint BVP [12] 2 π’ (π₯) + π’σΈ (π₯) + (π’ (π₯))5 = π (π₯) , π₯ σΈ σΈ 0<π₯<1 (42) 5 2 π 1 πΆ π· π (π₯) + (πΆπ π (π₯)) = 0. π₯ (46) Now, we collocate (46) at the first nine roots of π11 (π₯), that is π₯0 ≈ 0.01088567093, π₯1 ≈ 0.05646870012, . . . , π₯8 ≈ 0.8650760028. (47) Journal of Applied Mathematics 5 Table 2: The values of the unknown matrix πΆπ for π = 8, π = 9, and π = 10 of Example 4. ππ π0 π1 π2 π3 π4 π5 π6 π7 π8 π9 π10 π = 10 9.514261509πΈ − 01 −6.966876186πΈ − 02 −1.857026292πΈ − 02 2.743692722πΈ − 03 1.552129543πΈ − 04 −6.327914767πΈ − 05 1.707748370πΈ − 06 1.062085947πΈ − 06 −1.096567492πΈ − 07 −1.180570173πΈ − 08 2.978752464πΈ − 09 π=9 9.514261511πΈ − 01 −6.966876151πΈ − 02 −1.857026217πΈ − 02 2.743693272πΈ − 03 1.552138998πΈ − 04 −6.327882993πΈ − 05 1.708463078πΈ − 06 1.061πΉ824274πΈ − 06 −1.092619480πΈ − 07 −1.275316483πΈ − 08 3π−007 only a small size operational matrix is required to provide the solution at high accuracy. It can be clearly seen in the paper that the proposed method is working well even with a few number of terms of the Legendre polynomials. Absolute error 2.5π−007 2π−007 1.5π−007 Acknowledgment 1π−007 This work was supported by the Universiti Kebangsaan Malaysia’s Grant no. DIP-2012-12. 5π−008 0 π=8 9.514261551πΈ − 01 −6.966879907πΈ − 02 −1.857018754πΈ − 02 2.743858911πΈ − 03 1.549045730πΈ − 04 −6.349471339πΈ − 05 1.940268030πΈ − 06 1.136868997πΈ − 06 −1.103651304πΈ − 07 0 0.2 0.4 0.6 0.8 1 π₯ π = 10 π=9 π=8 π=7 Figure 2: Absolute errors of π’(π₯) in the interval π₯ ∈ [0, 1] for different values of π of Example 4. Also (21) gives πΆπ π (0) = π0 − π1 + π2 − π3 + π4 − π5 + π6 − π7 + π8 − π9 + π10 = 1, (48) πΆπ π (1) = π0 + π1 + π2 + π3 + π4 + π5 + π6 + π7 + π8 + π9 + π10 = √3 . 2 Equations (46) and (48) generate 11 nonlinear equations which can be solved using Newton’s iterative method. The values of the unknown matrix πΆπ for π = 8, π = 9, and π = 10 are given in Table 2. Figure 2 shows the absolute errors of π’(π₯) in the interval π₯ ∈ [0, 1] for different values of π. 5. Conclusions In this paper, the Legendre operational matrix of derivative was applied to solve a class of linear and nonlinear singular two-point BVPs. 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