PBSTRACT OF THE THESIS OF AIJ Thomas Leroy Grlshn for the Dge) tNe) Date thesis is presented Title An 3. September 28, rror Bound for rn Iterative in iathemtics ti 1953 ethod of So1vinT Fredhoim Integral Ecuations _ a ___________________ Abstract approved Various problems in physics and engineering lead to integral equations of the Fredholm type and second kind. Generally speaking, Fredholin's solution of such equations is given in terms of the ratio of two infinite series. This method is not customarily thought of as useful for computation because the direct calculation of the tenns of these series is formidably difficult. However, the successive terms of the two series can be calculated from recursion formulas as suggested by G. C. Evans. The principal result contained in this thesis is the th step of this process. bound for the error at the Techniques of F. Tricorni are adapted to this problem. An illustrative example is worked, and tables are given which w111 facilitate use of the error bound by others. AN EBROR EOITND FOR AN ITtA!IVE METHOD OP OLV ING- PREDHOLM INTEGRAL E4TAT I ONS by THOMAS LEROY GLAHN A THESIS submitted to OREGON STATE COLLEGE in partial fulfillment of the requirernents for the degree of MASTER OF June C lERCE 19511. APPROVED: ?rofessor of Mathematics In Charge of Major Head, of Department of Mathematics airman of choo1 G'rad.uate Committee Dean of Gi,adnate Date thesis is presented TyDed by Margaret Schnjdt choo1 !ePtemb0r28, 193 TABLE OF OONTL1TS Page INTRODUCTION . . . . . . , . PREDHOLii1S SOLUTION , . . . . . . . . . . . , . . . . . . , . . . . . . , THEAPPROXIMATEOLUTION.,.,.,.,,.......... CO}4JTATIONOP A n AND THEBOU1DPORTHEEEROR ,,,........... .,...,......... B(x,y) TABULATIONS AND A NUIitgRICAL EXAPLE . , , . . . . . . . . . . i 14. 6 7 il 17 AGIGOWLEDGET The author wjshes to express his gratitude to Dr. A, T. Lonseth for his guidance during the preDaration of this thesis, and. patience AN NRROI BUlLID FOP. AN IERAT IvE METHOD OP SOLV ING FPtEDHOLM INTEGRAL EQUATIONS INTRODUOT I ON ±hys:ica1 irob1erns are inteal equations or more familiar, equations. many The usually formulated as differential equations. Älthouh differential ecjuations are problems can be conveniently expressed as integral calculus of variations is a rich source of such equations and the use of the Green1s function for the differential eouations of a boundary value problem results in an integral ecluation. Ccnsidering everything, there is reason to suspect that the extensive use of differential equations is more habitual than expedient. boundary value problem) when exDressed. as an integral equat ion, A may appear rather cumbersome as compared with the corresponding differen- tial ecjuation. it However, must be remembered equation expresses not only the that the integral Localu condition of the Droblem, but also the boundary conditions which must be satisfied. Por instance, a linear boundary value problem in one variable can usually be exoressed as u(x) where Iniown of the second kind and here. The f(x) The K(x,t) u(t) dt as a Fredhoim type linear integral ecjuation it represents the class which will function 1(x) and the a loiown parameter and + a contain the boundary conditions, K(x,t) and f(x) This is = u(x) is the 'kernel'1 un1mown solution of this equation, K(x,t) are be considered Irnown, X is function, if it exists, can be cressed 2 as (6, pp.19-20), b u(x) with H(':,t;X) as the = f(x) 'reso1vent +J H(x,t;X) (t) ct kerne1. There is a well-known expansion ±or the resolvent kernel which was derived by Predholin pp.365-390). (3, This expansion cives the resolvent kernel as the quotient of two integral power series and, generally speaking, both series contain an infinite nuther of tarm$. If the series contain only a finite number of terms, compute the exact solution. in the general case, however, actual computation of a solution by Fredhoim' approximation. It it is Dossible to s method mtist result in an is our purpose here to determine a bound for the error contained in this approximate solution. One of the major objections to the use of sion for the resolvent kernel The coefficient of the th s expan has been the amount of labor involved. term of each series involves successive integrations of a determinant of order n. n Beyond the second or third term, the direct compitation of these coefficients is far too laborious to be practical. lead. to owever, relationships two relatively simple recursion formulas. outing the series is not usually it seemed that it est which This method of found. in the literature corn- and, therefore, should appear here. The necessary relationships for this method appear in the works of Predhoim (3, o.37l), as part of his derivation of the solution. ia1esco (5, pp.25-33), used the same relationships to derive Predhoim's resolvent kernel from the itòrated or Neuman resolvent kernel. They ii also appear in several books which present the $'redholm theory but the suggestion that they be used for computation appears very seldom in the literature. vans, in a veview of a book written by Lovitt, apparently was the first to suggest the use of the relationships for computation (1, pD.l1-i)--5), (Lt, p,)432), Prank and von Mises (2, p.516), and. Hildebrand included them as computational aids in their presentation of the Predholm theory. In the chapters that follow, we shall consider first the true solution as given by Predholm and then the approximate solution. Following this will be the method of computation and the bound for the error in the approximate solution. The final chapter will contain a table for use in evaluating the bound and a numerical example. The error bound is developed along the lines of Tricomi's derivation of an error bound for a similar problem (7, pp.l-83-486), and. (8, pp.26-30). His approach to the problem is used. bound. is given in terms of the functions that he used. difference is that Tricorni used an approximate kernel and. the error e principal K(x,y), while here an approximation is made directly to the true resolvent kernel. To be elicit, where K*(x,y) Tricorni replaced the kernel by K*(x,y) satisfied. the condition ¡ uniformly in K(x,y) x and. y solution obtained by using K(x,y) - K*(xy)J < He then developed. an error bound for the K*(x,y) as the kernel. 11. OLUT ION ThEDHOLM' S The integral equations under consideration are of the type f(x) + x u(x) (2.1) K(x,t) u(t) dt J "a Where K(x,t) meter, and and f(x) a-re X imown functions, is a laiown para- is the unknown function. u(x) Pred.holm solved this equation subject to the following conditions: a. K(x,y) b. f(x) c. D(X) is real and continuous on I:a is real and continuous on O. R:a = x,y = b. x b. (See equation 2.5) Under these conditions, the unique, continuous solution is given by ('b u(x) (2.2) = ¿(x t;X) f(x) The functions i(x,y;X) and are the integral power series D(X) L(x,y;X) referred to in the introduction and ,_,\flXn+l (x,y;X) (2.3) with B(x,y) = K(x,y) (2.)L) = K(x,y) b n0 and for f(t) dt. D(X) + J n fl is defined by B (x,y) n 1, K(x,t1) ... K(x,t) b B(x,y) dt ... dt =5a ¿ K(t,y) K(t,ti)... K(t,t) n The series in the denominator is defined by f-i)x co (2.) - D(X) = n=O with A = 3. and for b (2.6) n b n 1, IK(t1,t1) I... A Ja Ja Both series converge for imiformly with resDect to A nt .., ..*.....s. K(t,t1) ... - co< X < + x and y dt1 ... clt. I K(tn,tn)I co and on R: a A(x,y;X) x,y converges b. TRE JPPROXIMATE SOLUTION Ou.r taking only a finite number and. D(X). u(x) approximate solution will be obtained by of the terms in the series for A(x,y;X) m That is A (x,t;X) u (3.1) m (x) = m f(t) dt (l)nXfl+l = A (x,y;X) (3.2) m f(x) + fl0 In B(x,y) fl Ill D(X) (3.3) with = nO B(x,y) and. A defined by n. (2.1k-) and. (2.6). where and. 1 A COMPUTATION OP AND B (x, y) As mentioned in the introductIon, the direct comDutation of A and B(x,y) for n > 2 is quite laborious. Therefore, we will present here two recursion fornmi.as which are relatively easy to use. The recursion f oriailas are (Li,i) B (t, t) dt and b (.2) = Ecjuations and A1K(x,y) - (n+l)j (.i) and (.2) are valid for all B(x,y) = K(x,y), the desired n B(x,t) K(t,y) and since O nujnber of terms dt. A0 = 1 may be computed. EQuation (.2) is essentially an exoression of Fredholmts first findamental relationship which is (3, p.373), rb xJ L(x,y;X) = XD(X) K(x,y) A(x,t;X) K(t,y) dt + a and may be derived from this relationship by associating like powers of the parameter X We will derive both equations directly from the definition in the following manner. In view of (2)4), we may write 3(t,t) dt ,f .. K(t,t) K(t,t) K(t,t1) K(t1,t) K(t1,t1) ... K(t11t11) .. el...... ................. K(t,t) K(t,t1) ... dt1 ... dt nj dt. Replacing by t by t1, t1 ,, t2, by t this may be t141, written fb b b B (t,t)dt K(t,t1) IK(t1,t) I n .Ja =5a a dt1 ... K(t1,t1) ,. K(t+1,t+1)I and considering (2.6) this becomes b 3(t,t) dt 4n1 = which is the desired res'ilt. In order to derive equation (11.2) consider (2.11) which is b b B(x,y) =J...f K(x,t) K(x,y) K(x,t1) K(t,y) K(t1,t1) ... K(t1,t) . e .......... K(t,y) .. s.. 5 K(t,t1) e .. ... dt. dt1 ... .. s. K(t,t) Developing the determinant in the integranö. in terms of the elements of the first column, it is found that b B(x,y) J a. b 1K(t,t) ... IK(t ,t ... dt1 ... K(x,y) ..ja n i ) K(t ,t n )I ni K(x,t)..........K(x,t) n i .sse.esessIeess irb n + K(t i-b (-i) ,t a 1(t ,t nl Ir i )....... K(t ... 1=1 a i-1 ) t. by and we obtain for that summation t, t1 n) K(t.41t) s.. s.... ........ K(t view of (2.6), the first term reduces to of the summation, replace ,t i-1 n. t, .dt. e. ,t) AK(x,y). by e dti5 ... In the terms , tn by tn_i, 1=1 dt1. J t2t a a ' (X, t1, ... t t. . .. litt tjt t I . . etn_i t I I tn_i where = ( IK(x,t1) t,..... K(x,t11) K(x,t.)..... K(x,t_1) K(x,t) :i. I I . . . . . . . . . . . I t t a t I I h t I t I I t I I t t I I t I I t t t t I t I I I t . I S I t I t IK(t_1t1) IIS.S...........I......................I IK(t1,t1) SIP...I,,...s,.,.,II ( t1 ) t . I I S t I I S I I I I I K(t1,t) I II t t I I S ........,.. K(t,t_1) I S I I t t I I t I I I I K( t , tn_i ) IItIIIIIS*SItStS.I....I....I*.S.....S.....I....I....II..I..SIt L(t 1,t1) ...., K(t ,t1) n-]. K(x,t) into the first column, the summation becomes t,y) K(x,t) K(x,t1) S.... K(x,t_1) K(t1,t) Kt1,t1).,,.. K(t1,t_1 IS.It,S,..I,. ..... ..I......... K(t_1,t) K(t_1t1)... K(tn_i,tfl_l)I dt dt1 ... d.t_1 This forni of the integrand shows that the terms of the summation are all respect to t1 integrations. and we have . ecjual. ta_1 K(t,y) I K(tn_itt) K(t_1,t1).. K(tn_l,t_lu1 Now bringing the co1uim containing n2i_1f t In addition, we may integrate first with and consider K(t,y) constant for these may be taken before the (n-1)-fold. integral b K(x,t) {I J . (x,t1) ..... ...s.*s.s dt1 ... (2.)4-), . e... ...*... K(t_1t1) .. (t_1t) Conidering K(xt_1) K(t1t1) ..... K(t1,t_1) K(t1,t) s. .. dt. this may be written _nj K(t,y) B (x,t) dt and the final relationship is ß(x,y) = AK(x,y) - nf _1(x,t) K(ty) dt. ib! THE BOUED FOR THE ERROR We will now develop a bound for the error u(x) as the Sibtractin (5.1) solution and tru.e um(x) ju(x) j with as the approximate solution. u(x) (3.1) from (2.1) we obtain u(x) - f(t) j L;t; Um(x) - ______ Omitting the argu.ments for the present, =1b uu u-u or In (5.1) may be written D -AD m7 rm aLm J In b =1 [(D D)+ D(&-A In I J fdt )I fdt. DD I Ja t. m I Taking absolute values, we arrive at the inequality fb[Al!Dm_Di+lDIlA_AJ1 (5.2) fu-taj Ifj In order to get (5.2) into a usable form, upper be found for ¡DI, ¡Aj, and ¡Da_DI, bounds in terms of the functions; (5.3) (I) __Ç_ = jA_Aj. 2 E x n=O n co __n._ '(z) = n 2 _ n] n co (x) In e E n=ni+1 n. dt. bnds nst will get these 12 n-1 co fl(x) m and = X nm1 (n-l), In deriving the bounds, freqaent use will be made of Hadamardts theorem concerning determinants. RLDAMARD1 S THEQREM. It If the elements is stated here briefly. ajj of the determinant a11 ... a a1 ... are real and satisfy the inecjuality 1<= M la1jI then n2 A1 tiPPER BOU1D FOR Restating (2.5), we write 1D(X). D(X) n0 with A0 = 1 n and for n, 1, (b K(t1,t1) ... K(t1,t) r'° An =J a since K(x,y) .) a .................e K(t,t1) ... . dt K(t,t) R, is continuous in the closed rectangle also bounded there and we may assume that fore, cit1 Hadaardts theorem may K(x,y)j M in There- be applied to the absolute value of the determinant in the integrand. and the resulting inegumlity is IAl R. it is <Sb dt1 ,,, dt 13 (5.U) LAi Mow D(X)j M n (b-a) ooNn < = n=o and. if we substitute , jAl nt we will have the into this exoression, (5)1W) inequality lxE 2 ID(X)I fl:O If we let N = N (b-a) ni, fi D(x)I AN U?P. BOUND POE. (ba)L consider (5.3), the resait is and. (5.5) n (N) jL(x,y;X)1. e will start with equation (2.3) which is (l)nxfl+1 co (x,1;X) = where B(x,y) = K(x,y) > n = i and for K(x,t1) .... K(x,t) K(x,y) 1b .(x,y) = çb JJ ... a ,) K(t 1(x,y) nl n=o t1).... K(t1,t K(t ) ................... i dt, J. n a K(tt) K(t,y) K(t,t1) Again we may apply Hadanard' s theorem to the absolute value of the determinant and it is f oimd that <C b b i±2. 2 C (n+l) t]311(x,y)1 a n+1 M dt1 ... dt 'a or 2 (5.6) ... dt B(x,y)j = (n+i) +1 Mn (b-a) l4 i < Now ¡(x,y;X)1 IB(x,y)I = =O and. if n. I we substitute (5.6) into this inequ.ality, it will become n 1n+l (b-a) (n+1) Letting N = ¡XI M (b-a) changing the index of summation this may and. be written ¡A(x,yX)j and. considering (5.3), ¡x i n1 the final form is ¡(x,y;X)j (5.7) AN ' -1)' ¼!' UPPi BOUND FQR ¡XI Mfl...*(N). - D(X)l. ¡Dm(A) Subtracting equation (2.5) from (3.3) we get the difference Dm(A) - D(X) = -E n=m+]. Por the absolute value, we get the inequality ¡xv' - D(A)I Using (5.ui.) with N = lxi nm+l M (b-a) and. ¡A n. n in view of (5.3), this may be written as (5.8) ID(A) - D(X)j AN UPPER BOUIW POR as previously defined, £(x,y;X) - ') n+i j(x,y;X) - &(x,y;X) j . With B(x,y) the difference between (2.3) and (3.2) is Am(x,y;x) = E nm+1 (-l)"X"1 fl. B(x,y) 15 Using (5.6), we get the ineauality in+1 co IA(x,y;X) - Am(x,y;X)j With N (n+1) nnrfi as 2reviously defined, t+1 2 n. n (b-a) this may be written w - -fl(Y?l X M n_-m+2 (n-i)'. Considering (5.3), this becomes (x,y;X) - £:1(x,y;X)! (5,9) JBSTITtJIN T BOUNDS. jxj MLL'1111 (N) We will now substitute the expres- sions just found for the corresponding quantities in (5.2) which is b LID < -u(x)I Iu(x) -Dl 4 ID11A- I jf(t)1 dt. D(X) and IDIIDmI 1 Let max 1f(x)I for a x b. Since are constants, we may bring them from under the integral sign. stituting the bounds we have just found, (5.5), DQ.) Now sub- (5.7), (5.8), and (5.9), the inequality becomes < ¡u(x) IXIM.CL! (1'T) ..n.. I (N) +n.(N) Ixji:[.n.1i(N) I *u(x)1 (b-a) IDIIDI L j or (5.10) u(x) -u(x)I < r.Û(N)A(N) +fl(N)t11(i) 1P I L The quantity it IDI IDI IDmI may be left in this expression because will be computed as part of the solution but a lower bound must be found. for IDI. In order to get this lower bound, consider (5.8) which 16 is ¡D-.Dj Since IDI - ID_Dj, ¡DI we may write IDI - II (5.11) or IDI _fl..(N) Providing that the qu.antity may be substituted for IDI = IDI IDI -_O(N) is positive, in (5.10) without disturbing the inequali- There is no reason to believe that for a particular value of ty. this will be true. with hand, However, £)_(N) and its limit is zero as ni, ID1 ni D(?) becomes infinite, ¡DI. On the other Since we have there will exist a positive integer O, ni is positive, monotone decreasing will converge to a fixed constant assumed that it such p that IDI > .fl(i) for ni > p This means that in order for this substitution to be valid, m mast be taken large enough to insure that is very close to zero, practice, ¡DEI this would reTxire that m >.O..(N). If be very large. the computation will indicate the point at which the exoression is valid. Assuming that the substitution is valid, (5.10) becomes (5.12) ¡u(x) < .n.$ (N) .Ç1(N) + -u(x)j = IDI{IDm1 _fn(H)} This is the final forni for the error bound. D(X) In TABULATIONS AND A NUMEIRICAL EXAIPLE fl The function intervals of 0.05 . It has been tabulated for (x) tabulate. at i was tabulated by Tricorni for use in his error bound which was mentioned in the introduction The functions x O £1. m (x) and 1(x) Ç). (8, p. 28). are not convenient to rn That is, they must be conwuted for each value of Por rn. this reason, the coefficients in the series expressions for ft(x) and .û. 1(x) are tabulated below. to determine the value of m ll(x) and all preceding terms. The series for fl Similarly, to obtain flmt(x) at intervals of fl'2(x), 0.1 fl.(x), from and all preceding terms. The second table is a tabulation of fl.(x), (' may be used. by omitting the term containing omit the term containing fl).(x), (x) and 1i'6(x) fl'(x), for O fl(x), x 18 COEFFICIENTS OF TH SERIES FOR fl(x) fl(x) fl(x) 1.000000 1.000000 x 1.000000 X2 x3 .ç(x) fL'(x) x]2 0.0062311- 0.036333 2.000000 x]-3 0,002795 0.016928 1.000000 2.598077 1L 0.001209 0.007591 0,866026 2.666667 X]-5 0.000506 0.0032811. .0,666667 2.329238 x]-6 0.000205 0,001375 O.)4658118 1.800000 x]-7 0.000081 0.000558 0.300000 1,26011.06 x]-8 0.000031 0.000220 0.180058 0.812698 x]-9 0.000011 0,0000811- 0.101587 o.1817o x 0,0000011. 0,000031 0,05)1.211.1 0.275573 x21 0,000001 0,00001]. x1° 0,027557 0,111.7196 x22 X11 0.013382 0,0711805 x5 0.0000011- '9 TABLE OP IUI1ICAL VALUES X = O z = 0.1 x 0,2 X 0.3 xi O.0 x 0.5 fl.(x) 1.000000 1.110938 1.28166 1.2O181 1.638873. 1.921110 flx) 0.000000 0,000938 0.008166 0.030181 0.078871 0.1711011. flax) 0.000000 0.000005 0.000171 0.001398 0.006379 0.0211811- ftx) O.000000 0,000000 0.000003 0.000011.7 0.000379 0.001939 1.228901 1.529652 1.930203 2.1171325 3.213360 0.000000 0.028901 0.129652 0.330203 0.671325 1.213360 0.000000 0,000253 0,0011.395 0.O24376 0.0811.966 0.230507 0.000000 0,000002 0.000092 0.001133 0.006905 0.028680 x = 0.6 x = 0.7 x = 0.8 x = 0.9 x = 1.0 2.291210 2.7811.7115 3,11.511.618 11.,380827 5.68611.1111. 0,331210 0,5911.711.5 1.01)4618 1.670827 2.68611.14 0.0577)-1-8 0.137631 0.298111.6 0.6020914. 1.153752 0.007527 0.0211.011.2 0.0668511. 0.1675811. 0.38790)4 4.21169118 5.7103511. 7.817878 10.907159 15.519250 2,011.6911.8 3.310351!. 5.217878 8.107159 ]2 519250 0.535611.0 1.122630 2.189775 }-1..058717 7.25)4507 0.093803 0.2608511. 0.611.5896 1.11.67622 3.125269 .çLt(x) ..04x) .fl.,!(x) QQQ Por an example of the aDplication of this error bound, we will consider the boundary value problem d.2u + Xu + = g(x) u(l) = O u(0) 0, &X2 The corresponding integral eQuation iS pl u(x) where f(x) + XJ = K(x,t) = K(x,t) u(t) dt (x(1-t) for O x t t(l-x) for O t x K(x,t) g(t) dt and ri f(x) = Jo Por this kernel, we find that to satisfy in R, we rtust take and max If(x)j = M P = for 0.25 O It x i M K(x,y)I will be assumed that N Therefore jX X = i m(b-a)0.25 and the error expression becomes (6.i) lu(x) -um (x) l(O25)(025) 0.25 + fl(O,25)mm+i(O,251 lDm(l)I{ÌDm(l)i This expression will be evaluated for m = 2, -ft(0.25)} )4, m 6 and for this pur- pose we will need the following quantities (6.2) fl (0.25) = i.329177 n_l (0,25) = 1.715269 fl2(O.25) = 0.016677 fl(O.25) fl(o,25) = O.O0O5a fl.(o,25) = 0,002125 = 0.000013 fl1,(O.25) = 0.000059 = 0.052890 D2(1) = 0,8)41661 D)4(1) = 0,8)41)471 D6(i) = 0,8)41)471 Gonsidering these values, it is seen that the error expression is valid for m 2 That is, > fl(o.25) Substituting the values as given by (6.2) into (6.1), obtain Iu() lu(x) - u)4(x) fu(x) 0.0356 F ua(x) u6(x) 0,00133 F ¡ L 0.000035 F we: 22 B IBLIOGRAPHY 1. Evans, G.. C A review of the book Linear Integrai Equations, We V. Lovitt. The Apierjcn metheratjca1 monthly 34:124-2-l5O. 1927. 1r 2. Prank, Phillip and. Richard. von iises. Die Differential i.n Integraigleichungen der Mechanik und Physik. 2d. ed. Vol. 1. Braunschweig, Friedrich Vieweg und. Schn 1930. 3, Frecihoiri, .. 916p. Sar une classe d'cjuations fonctionnelles. 27:365-390. 1903. Ivar. Acta mathematjca )4 ::. Hu1debrand P. B, Methods of aDplied mathematics. Prentice-hall, 1952. U32p. Lalesco, Trajan. Introduction la thgorie des quations Ìaris, A, He'man et fils, 1912. 152p. intgra1es. 6. Lovitt, William Vernon. Linear intera1 equations. i4cGraw-Hill, 192)4. 253D. 7. Tricorni, Pranceso. New York. Sulla risoluzione nuaerica delle equazioni integrali di Fredhoirn. Atti della reale accademia nazionale di lincei, Rondiconti 33, 1°. emestre )#83-)486. 8. New York, 192)4. Francesco. Ancora sulla risoluzione numerica delle equazioni integrali di Predhoim. Atti della reale accademia nazionale dei lincei, Rendiconti 33, 20. Tricorni, Seraostre :26-30. 192)4.