Research Journal of Applied Sciences, Engineering and Technology 7(4): 801-806, 2014 ISSN: 2040-7459; e-ISSN: 2040-7467 © Maxwell Scientific Organization, 2014 Submitted: April 15, 2013 Accepted: May 08, 2013 Published: January 27, 2014 A Numerical Solution for One-dimensional Parabolic Equation Using Pseudo-spectral Integration Matrix and FDM Saeid Gholami Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran Abstract: This study presents a numerical method for the solution of one type of PDEs equation. In this study, apply the pseudo-spectral successive integration method to approximate the solution of the one-dimensional parabolic equation. This method is based on El-Gendi pseudo-spectral method. Also the Finite Difference Method (FDM) is used as a minor method. The present numerical results are in satisfactory agreement with exact solution. Keywords: El-Gendi method, Gauss-Lobatto points. pseudo-spectral successive integration, parabolic equation The authors of El-Gendi et al. (1992) presentedan operation matrix for the successive integration. In fact, this matrix is generalization of the El-Gendi matrix. Elbarbary (2007) presented a modification of the ElGendi successive integration matrix in (El-Gendi et al., 1992) which yields more accurate results than those computed by El-Gendi matrix in solving problems. Finally, Elgindy (2009) developed a new explicit expression of the higher order pseudo-spectral integration matrices. Applications to initial value problems, boundary value problems and linear integral and integro-differential equations are presented. The purpose of this study is to apply the Pseudospectral successive integration method to solving the one-dimensional parabolic equation. The Pseudospectral successive integration method in based on ElGendi (1969) Also; the finite difference method is used. INTRODUCTION Clenshaw and Curtis (1960) presented a new numerical method for integration of a function based on the Chebyshev polynomials. El-Gendi (1969) developed a new numerical scheme based on the Clenshaw and Curtis quadrature scheme which described a new method for the numerical solution of linear integral equations of Fredholm type and of Voltera type. This method has been extended to the linear integro-differential equations and ordinary differential equations. This method is presented an operation matrix for integration. Delves and Mohamed (1985) used the El-Gendi method to solving the integral equations. They have shown that the El-Gendi (1975) method represented a modification of the Nystrom scheme when applied to solving second kind of Fredholm integral equations. Also, in Jeffreys and Jeffreys (1956) suggested a new method to solving the differential equations based on the successive integration of the Chebyshev expansions. This method is accomplished by starting with Chebyshev approximations for the highest order derivative and generating approximations to the lower order derivatives through successive integration of the highest order derivative. Hatziavramidis and Ku (1985) have been presented a Chebyshev expansion method for the solution of boundary-value problems of O.D.E type by using the pseudo-spectral successive integration method. The method is easier to implement than spectral methods employing the Galerkin and Tau approximations and yields results of comparable accuracy to these methods, with reduce computing requirement. Also Nasr et al. (1990) and Nasr and ElHawary (1991) respectively, used the El-Gendi method and successive integration method to solving the Falkner-skan equation which uses a boundary value technique and the Orr-sommerfeld equation for both plane poiseulle flow and the Blasius velocity profile. El-Gendi’s method: Clenshaw and Curtis (1960) presented the numerical integration of a ‘well-behaved’ function ๐๐(๐ฅ๐ฅ)in −1 ≤ ๐ฅ๐ฅ ≤ 1, by Chebyshev expansion of ๐๐(๐ฅ๐ฅ)as follows: ๐๐ ๐๐(๐ฅ๐ฅ) = ∑′′ ๐๐=0 ๐๐๐๐ ๐๐๐๐ (๐ฅ๐ฅ), (1) where: 2 and, ๐๐ ๐๐๐๐ = ∑′′ ๐๐ =0 ๐๐๏ฟฝ๐ฅ๐ฅ๐๐ ๏ฟฝ ๐๐๐๐ ๏ฟฝ๐ฅ๐ฅ๐๐ ๏ฟฝ ๐๐ ๐๐๐๐ ๐ฅ๐ฅ๐๐ = − cos , ๐๐ = 0,1, … , ๐๐ ๐๐ (2) (3) and integrating this series term by term. A summation symbol with double prims denotes a sum with first and last terms halved. The operation matrix B to ๐ฅ๐ฅ approximate the indefiniteintegral ∫−1 ๐๐(๐ก๐ก) ๐๐๐๐, presented by El-Gendi (1969) as follows: 801 Res. J. App. Sci. Eng. Technol., 7(4): 801-806, 2014 ๐๐ ๐ฅ๐ฅ ∫−1 ๐๐(๐ก๐ก) ๐๐๐๐ = ๏ฟฝ ๐๐ =0 ∑๐๐+1 ๐๐=0 ๐๐๐๐ ๐๐๐๐ (๐ฅ๐ฅ) with: ๐ฅ๐ฅ ๐๐๐๐ ∫−1 ๐๐๐๐ (๐ก๐ก) ๐๐๐๐ = where, (−1)๐๐ +1 ๐๐ ๐๐ ๐๐ 2๐๐ โจ โช โช โช โฉ ๐๐๐๐−1 = ๐๐๐๐ = 1 ๐๐ ๐๐ −2 − ๐๐ ๐๐ 2 2(๐๐−1) ๐๐ ๐๐ −1 2๐๐ , ๐๐๐๐+1 = , , (๐๐๐๐ ๐๐)(๐ฅ๐ฅ) = ∑๐๐ ๐๐=0 ๐๐๐๐ ๐๐๐๐ (๐ฅ๐ฅ), (5) ๐๐ ๐๐ (6) ๐ผ๐ผ๐๐ (๐๐) = ๐๐ ๏ฟฝ ๐๐=0 where, ๐ต๐ต = ๏ฟฝ๐๐๐๐,๐๐ ๐๐๐๐,๐๐ (๐๐) = ๏ฟฝ, (๐ฅ๐ฅ ๐๐ −๐ฅ๐ฅ ๐๐ )๐๐ −1 (๐๐−1)! ๐๐๐๐,๐๐ ,๐๐, ๐๐ = 0(1)๐๐ ๐ก๐ก ๐ก๐ก ๐ก๐ก ๐ก๐ก ๐๐ ๐๐๐๐ (๐ฅ๐ฅ) = ๏ฟฝ ๐๐ =0 where, ๐๐ (−1)๐๐ ๏ฟฝ๐๐ ๏ฟฝ 2๐๐ ๐๐ ๐๐ (๐๐) ๐๐๐๐+๐๐−2๐๐ (๐ฅ๐ฅ), ๐๐ > ๐๐ ๐๐๐๐ = ∏๐๐ ๐๐ =0 (๐๐ + ๐๐ − ๐๐ − ๐๐) ๐๐ ≠๐๐−๐๐ Proof (Khalifa et al., 2003). (9) Theorem 2: Elbarbary (2007) The successive integration of Chebyshev polynomials is expressed in terms of Chebyshev polynomials as follows: ๐ฅ๐ฅ ๐ก๐ก ๐ก๐ก ๐ก๐ก ๐ก๐ก ๐๐ −1 ๐๐ −2 2 1 ∫−1 ∫−1 ∫−1 … ∫−1 ∫−1 ๐๐๐๐ (๐ก๐ก0 ) ๐๐๐ก๐ก0 ๐๐๐ก๐ก1 … ๐๐๐ก๐ก๐๐−2 ๐๐๐ก๐ก๐๐−1 = ๐๐−๐พ๐พ๐๐ ๏ฟฝ where, ๐๐ =0 ๐ฝ๐ฝ๐๐ ๐๐ (−1)๐๐ ๏ฟฝ๐๐ ๏ฟฝ 2๐๐ ๐๐ ๐๐ ๐๐๐๐,๐๐ ,๐๐ (๐ฅ๐ฅ) ๐๐−1 ๐๐๐๐,๐๐ ,๐๐ (๐ฅ๐ฅ) = ๐๐๐๐+๐๐−2๐๐ (๐ฅ๐ฅ) − ๏ฟฝ ๐๐ ๐๐๐๐ = ๏ฟฝ Pseudo spectral integration matrix: We assume that (๐๐๐๐ ๐๐)(๐ฅ๐ฅ) is Nth order Chebyshev interpolating polynomial of the function ๐๐(๐ฅ๐ฅ) in the points ๏ฟฝ๐ฅ๐ฅ๐๐ , ๐๐(๐ฅ๐ฅ๐๐ )๏ฟฝ where, ๐๐ ๐ฅ๐ฅ ๐๐๐๐ ∫−1 ∫−1๐๐ −1 ∫−1๐๐ −2 … ∫−12 ∫−11 ๐๐๐๐ (๐ก๐ก0 ) ๐๐๐ก๐ก0 ๐๐๐ก๐ก1 … ๐๐๐ก๐ก๐๐−2 ๐๐๐ก๐ก๐๐−1 , (8) This study is organized as follows: In section 2, the pseudo-spectral integration method which is based on the El-Gendi (1975) method is presented. In section 3, the main problem is solved by using the present pseudo-spectral integration method and finite difference method. In section 4 for a given example with analytical solution, employed presented method and numerical results are presented. A brief conclusion is in section 5. (๐๐๐๐ ๐๐)(๐ฅ๐ฅ) = ๏ฟฝ๐๐ =0 ๐๐๐๐ ๐๐๐๐ (๐ฅ๐ฅ) (13) (14) Theorem 1: Khalifa et al. (2003) the exact relation between Chebyshev functions and its derivatives is expressed as: [๐ผ๐ผ๐๐ (๐๐)] = ๐ฅ๐ฅ ๐ก๐ก ๐ก๐ก ๐ก๐ก ๐ก๐ก ๏ฟฝ∫−1 ∫−1๐๐ −1 ∫−1๐๐ −2 … ∫−12 ∫−11 ๐๐(๐ก๐ก0 ) ๐๐๐ก๐ก0 ๐๐๐ก๐ก1 … ๐๐๐ก๐ก๐๐−2 ๐๐๐ก๐ก๐๐−1 ๏ฟฝ = ๐ต๐ต(๐๐) [๐๐] (7) (๐๐) ๏ฟฝ๐๐ =0 ๐ผ๐ผ๐๐ ๐๐๏ฟฝ๐ฅ๐ฅ๐๐ ๏ฟฝ ๐๐๐๐ ๏ฟฝ๐ฅ๐ฅ๐๐ ๏ฟฝ, ๐๐ The successive integration of ๐๐(๐ฅ๐ฅ) at the points ๐ฅ๐ฅ๐๐ can be estimated by successive integration of (๐๐๐๐ ๐๐)(๐ฅ๐ฅ). Thus we have: where, B is a square matrix of order N+1 and [๐๐] = [๐๐(๐ฅ๐ฅ0 ), ๐๐(๐ฅ๐ฅ1 ), … , ๐๐(๐ฅ๐ฅ๐๐ )]๐ก๐ก where ๐ฅ๐ฅ๐๐ are Gauss-Lobatto points (3). Finally, in El-Gendi et al. (1992) to approximate the successive integration of function ๐๐(๐ฅ๐ฅ) we have: (๐๐) (12) ๐๐ 2๐ผ๐ผ ๐๐ ๐๐๐๐ = Then, after certain re-rearrangement we define the matrix B as follows: ๐ฅ๐ฅ (11) where, 4(๐๐+1) ๏ฟฝ∫−1 ๐๐(๐ก๐ก) ๐๐๐๐๏ฟฝ = ๐ต๐ต[๐๐], ๐๐ ๏ฟฝ๐๐=0 ๐ผ๐ผ๐๐ ๐๐๐๐ (๐ฅ๐ฅ) ๐๐๐๐ ๏ฟฝ๐ฅ๐ฅ๐๐ ๏ฟฝ ๐๐ where, ๐๐๐๐ (๐ฅ๐ฅ) = δ๐๐ ,๐๐ (δ๐๐ ,๐๐ is Kronecker delta) and 1 ๐ผ๐ผ0 = ๐ผ๐ผ๐๐ = , ๐ผ๐ผ๐๐ = 1 for ๐๐ = 1(1)๐๐ − 1. Since 2 (๐๐๐๐ ๐๐)(๐ฅ๐ฅ) is a unique Nth interpolating polynomial, it can be expressed in terms of a series expansion of the classical Chebyshev polynomials, hence we have: 1 โง ๐๐0 = ∑′′ ๐๐ =0 ๐๐ 2 −1 − 4 ๐๐1 , ๐๐ ≠1 โช โช โช๐๐๐๐ = ๐๐ ๐๐−1 −๐๐ ๐๐+1 , ๐๐ = 1,2, … , ๐๐ − 2 2๐ผ๐ผ ๐๐ ๐๐๐๐ (๐ฅ๐ฅ) = (4) ๐ฅ๐ฅ ๐๐ ๐๐ =0 (๐๐−๐๐ )!๐๐ ! ๐๐=0 (๐๐) ๐๐๐๐ ๐๐๐๐+๐๐−2๐๐ (−1), , ๐๐๐๐ = ∏๐๐ ๐๐ =0 (๐๐ + ๐๐ − ๐๐ − ๐๐), ๐๐ ≠๐๐−๐๐ ๐๐ 2 ๐๐ = 0 ๐ฝ๐ฝ๐๐ = ๏ฟฝ , ๐พ๐พ = ๏ฟฝ๐๐ − ๐๐ + 1 1 i > 0 ๐๐ 0 ๐๐ = 0 1 ≤ ๐๐ ≤ ๐๐. ๐๐ > ๐๐ Proof (Elbarbary, 2007). Thus, from Theorem 2 and (13), (14) we have: (10) 802 Res. J. App. Sci. Eng. Technol., 7(4): 801-806, 2014 ๐ผ๐ผ๐๐ (๐๐) = ๏ฟฝ And boundary conditions: ๐๐ ๐๐ =0 ๏ฟฝ 2๐ผ๐ผ ๐๐ ๐๐ ๐๐ −๐พ๐พ๐๐ ๐๐ ๏ฟฝ๐๐=0 ๐ผ๐ผ๐๐ ๐๐๐๐ ๏ฟฝ๐ฅ๐ฅ๐๐ ๏ฟฝ ๏ฟฝ ๐๐ =0 ๐๐ (−1)๐๐ ๏ฟฝ๐๐ ๏ฟฝ ๐ฝ๐ฝ๐๐ 2๐๐ ๐๐ ๐๐ ๐๐๐๐,๐๐ ,๐๐ (๐ฅ๐ฅ)๏ฟฝ ๐๐๏ฟฝ๐ฅ๐ฅ๐๐ ๏ฟฝ The matrix form of the successive integration of the function ๐๐(๐ฅ๐ฅ) at the Gauss-Lobatto points ๐ฅ๐ฅ๐๐ is as follows: [๐ผ๐ผ๐๐ (๐๐)] = ๏ฟฝ๏ฟฝ ๐๐ ๐๐ =0 Θ(๐๐) [๐๐] ๏ฟฝ 2๐ผ๐ผ ๐๐ ๐๐ ๐๐−๐พ๐พ๐๐ ๐๐ ๏ฟฝ๐๐=0 ๐ผ๐ผ๐๐ ๐๐๐๐ ๏ฟฝ๐ฅ๐ฅ๐๐ ๏ฟฝ ๏ฟฝ ๐๐ =0 ๐ฝ๐ฝ๐๐ ๐๐ (−1)๐๐ ๏ฟฝ๐๐ ๏ฟฝ 2๐๐ ๐๐ ๐๐ ๐ฃ๐ฃ(−1, ๐ก๐ก) = ๐บ๐บ0 (๐ก๐ก), ๐ฃ๐ฃ(1, ๐ก๐ก) = ๐บ๐บ1 (๐ก๐ก), 0 ≤ ๐ก๐ก ≤ ๐๐, Also, with the over-specification at a point the special domain: ๐ฃ๐ฃ(๐๐0 , t) = ๐พ๐พ(๐ก๐ก), 0 ≤ ๐ก๐ก ≤ ๐๐, Now, we apply pseudo-spectral successive method and FDM to solving the Eq. (18) with its conditions. We apply FDM on t-dimension, assume: ๐๐๐๐,๐๐ ,๐๐ (๐ฅ๐ฅ)๏ฟฝ ๐๐๏ฟฝ๐ฅ๐ฅ๐๐ ๏ฟฝ๏ฟฝ = (15) The elements of the matrix Θ(๐๐) are: (๐๐) ๐๐๐๐,๐๐ = 2๐ผ๐ผ ๐๐ ๐๐ ๐๐ ๐๐ −๐พ๐พ๐๐ ๏ฟฝ๐๐=0 ๐ผ๐ผ๐๐ ๐๐๐๐ ๏ฟฝ๐ฅ๐ฅ๐๐ ๏ฟฝ ๏ฟฝ ๐๐ =0 ๐ฝ๐ฝ๐๐ ๐๐ (−1)๐๐ ๏ฟฝ๐๐ ๏ฟฝ 2๐๐ ๐๐ ๐๐ ๐๐๐๐,๐๐ ,๐๐ (๐ฅ๐ฅ๐๐ ), ๐ก๐ก๐๐ = ๐๐โ, (16) Hence, we have: The matrix Θ(๐๐) which presented by ELbarbary (2007) is the pseudo-spectral integration matrix. ๐๐๐๐ (๐๐,๐ก๐ก) ONE-DIMENSIONAL PARABOLIC EQUATION ๐๐๐๐ (๐๐,๐ก๐ก) We consider the one-dimensional parabolic equation (Dehghan and Tatari, 2006) of the form: ๐๐๐๐ ๐๐๐๐ = ๐๐ 2 ๐ข๐ข ๐๐๐ฅ๐ฅ 2 + ๐๐(๐ก๐ก)๐ข๐ข(๐ฅ๐ฅ, ๐ก๐ก) + ๐น๐น(๐ฅ๐ฅ, ๐ก๐ก), 0 ≤ ๐ฅ๐ฅ ≤ 1, 0 ≤ ๐ก๐ก ≤ ๐๐ 1 = 2โ [−3๐ฃ๐ฃ(๐๐, ๐ก๐ก0 ) + 4๐ฃ๐ฃ(๐๐, ๐ก๐ก1 ) − ๐ฃ๐ฃ(๐๐, ๐ก๐ก2 )] ๐๐๐๐ ๐ก๐ก=๐ก๐ก ๐๐ = 2โ ๏ฟฝ๐ฃ๐ฃ๏ฟฝ๐๐, ๐ก๐ก๐๐ +1 ๏ฟฝ − ๐ฃ๐ฃ๏ฟฝ๐๐, ๐ก๐ก๐๐ −1 ๏ฟฝ๏ฟฝ, ๐๐ = 1(1)๐๐ − 1 (20) ๐ก๐ก=๐ก๐ก ๐๐ = 2โ [3๐ฃ๐ฃ(๐๐, ๐ก๐ก๐๐ ) − 4๐ฃ๐ฃ(๐๐, ๐ก๐ก๐๐ −1 ) + ๐ฃ๐ฃ(๐๐, ๐ก๐ก๐๐−2 )] (21) (19) 1 1 −[3 + 2โ ๐๐(๐ก๐ก0 )]๐ฃ๐ฃ(๐๐, ๐ก๐ก0 ) + 4๐ฃ๐ฃ(๐๐, ๐ก๐ก1 ) − ๐ฃ๐ฃ(๐๐, ๐ก๐ก2 ) = 8โ ๐๐ 2 ๐ฃ๐ฃ(๐๐,๐ก๐ก 0 ) ๐๐๐๐ 2 + 2โ ๐๐(๐๐, ๐ก๐ก0 ), (22) + 2โ ๐๐(๐๐, ๐ก๐ก๐๐ ), (23) ๐ฃ๐ฃ๏ฟฝ๐๐, ๐ก๐ก๐๐ +1 ๏ฟฝ − 2โ ๐๐๏ฟฝ๐ก๐ก๐๐ ๏ฟฝ๐ฃ๐ฃ๏ฟฝ๐๐, ๐ก๐ก๐๐ ๏ฟฝ − ๐ฃ๐ฃ๏ฟฝ๐๐, ๐ก๐ก๐๐ −1 ๏ฟฝ = And boundary conditions: 8โ ๐ข๐ข(0, ๐ก๐ก) = ๐๐0 (๐ก๐ก), ๐ข๐ข(1, ๐ก๐ก) = ๐๐1 (๐ก๐ก), 0 ≤ ๐ก๐ก ≤ ๐๐, ๐๐ 2 ๐ฃ๐ฃ(๐๐,๐ก๐ก ๐๐ ) ๐๐๐๐ 2 [3 − 2โ ๐๐(๐ก๐ก๐๐ )]๐ฃ๐ฃ(๐๐, ๐ก๐ก๐๐ ) − 4๐ฃ๐ฃ(๐๐, ๐ก๐ก๐๐−1 ) + With the over-specification at a point in the special domain: ๐ฃ๐ฃ(๐๐, ๐ก๐ก๐๐−2 ) = 8โ ๐ข๐ข(๐ฅ๐ฅ0 , t) = ๐ธ๐ธ(๐ก๐ก), 0 ≤ ๐ก๐ก ≤ ๐๐ ๐๐ 2 ๐ฃ๐ฃ(๐๐,๐ก๐ก ๐๐ ) ๐๐๐๐ 2 + 2โ ๐๐(๐๐, ๐ก๐ก๐๐ ) (24) From the pseudo-spectral successive integration at ๐๐๐๐ the Gauss-Lobatto points (๐ฅ๐ฅ๐๐ = − cos ) we have: where, ๐๐0 , ๐๐1 , ๐น๐น and ๐ธ๐ธ are known functions and the functions ๐ข๐ข and ๐๐ are unknowns. In this study, we apply both the pseudo spectral integration method and Finite Difference Method (FDM) (Strikverda, 2004) to solving this equation. (In this study, we suppose that the function ๐๐ is obtained by analytical method) First, to translating 0 ≤ ๐ฅ๐ฅ ≤ 1 to −1 ≤ ๐๐ ≤ 1 we ๐๐+1 . Hence the Eq. (17) changed to the form: used ๐ฅ๐ฅ = ๐๐ 2 ๐ฃ๐ฃ(๐๐,๐ก๐ก ๐๐ ) ๐๐๐๐ 2 ๐๐๐๐ (๐๐,๐ก๐ก ๐๐ ) ๐๐๐๐ 2 ๐๐=๐๐ ๐๐ ๐๐=๐๐ ๐๐ = ๐๐๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ, (1) ๐๐ = ∑๐๐ ๐๐=0 ๐๐๐๐,๐๐ ๐๐๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ + ๐๐1 , (25) (26) (2) ๐ฃ๐ฃ๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ = ∑๐๐ ๐๐=0 ๐๐๐๐,๐๐ ๐๐๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ + ๐๐1 (๐๐๐๐ + 1) + ๐๐2 (27) ๐๐ 2 ๐ฃ๐ฃ = 4 2 + ๐๐(๐ก๐ก)๐ฃ๐ฃ(๐๐, ๐ก๐ก) + ๐๐(๐๐, ๐ก๐ก), −1 ≤ ๐๐ ≤ ๐๐๐๐ 1,0 ≤ ๐ก๐ก ≤ ๐๐, (18) (๐๐๐๐๐๐ ๐๐ = 0(1)๐๐, ๐๐ = 0(1)๐๐ ). With initial condition: ๐ฃ๐ฃ(๐๐, 0) = ๐๐(๐๐), −1 ≤ ๐๐ ≤ 1 ๐๐ = 0(1)๐๐ Substituting (19)-(21) into (18) gives: ๐ข๐ข(๐ฅ๐ฅ, 0) = ๐๐(๐ฅ๐ฅ), 0 ≤ ๐ฅ๐ฅ ≤ 1 ๐๐๐๐ , ๐ก๐ก=๐ก๐ก 0 ๐๐๐๐ (17) ๐๐ ๐๐ ๐๐๐๐ ๐๐๐๐ (๐๐,๐ก๐ก) With initial condition: ๐๐๐๐ โ= 803 The constants ๐๐1 and ๐๐2 are obtained to satisfy the boundary conditions. Thus: Res. J. App. Sci. Eng. Technol., 7(4): 801-806, 2014 1 (2) ๐๐1 = − ๏ฟฝ∑๐๐ ๐๐=0 ๐๐๐๐,๐๐ ๐๐๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ − ๐บ๐บ1 ๏ฟฝ๐ก๐ก๐๐ ๏ฟฝ + ๐บ๐บ0 ๏ฟฝ๐ก๐ก๐๐ ๏ฟฝ๏ฟฝ, for ๐๐ = 2 0(1)๐๐ ๐๐2 = ๐บ๐บ0 ๏ฟฝ๐ก๐ก๐๐ ๏ฟฝ, for ๐๐ = 0(1)๐๐ and: Substituting ๐๐1 and ๐๐2 into (27) gives us the approximation solution at point ๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ as follows: ๐ฃ๐ฃ๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ = 1 (2) (2) ๐๐ ∑๐๐ ๐๐=0 ๐๐๐๐,๐๐ ๐๐๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ − (๐๐๐๐ + 1) ๏ฟฝ∑๐๐=0 ๐๐๐๐,๐๐ ๐๐๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ๏ฟฝ + 1 2 (๐๐๐๐ + 1)๐บ๐บ1 ๏ฟฝ๐ก๐ก๐๐ ๏ฟฝ − 1 2 2 (๐๐๐๐ − 1)๐บ๐บ0 ๏ฟฝ๐ก๐ก๐๐ ๏ฟฝ ๐๐๐๐,0 = ๐๐๐๐,๐๐ = (28) But, to complete our work, we need to find all the unknowns ๐๐๐๐,๐๐ . Hence for this purpose we substitute (28) into (22)-(24) and solve the system of linear equations to present more details we define: 1 (2) (2) (2) (2) (2) (2) ๐ด๐ด๐๐ = ๏ฟฝ๐๐๐๐,0 , ๐๐๐๐,1 , … , ๐๐๐๐,๐๐ ๏ฟฝ − (๐๐๐๐ + 1)๏ฟฝ๐๐๐๐,0 , ๐๐๐๐,1 , … , ๐๐๐๐,๐๐ ๏ฟฝ 2 ๐ก๐ก Φ๐๐ = ๏ฟฝ๐๐0,๐๐ , ๐๐1,๐๐ , … , ๐๐๐๐,๐๐ ๏ฟฝ 1 1 Υ๐๐,๐๐ = (๐๐๐๐ + 1)๐บ๐บ1 ๏ฟฝ๐ก๐ก๐๐ ๏ฟฝ − (๐๐๐๐ − 1)๐บ๐บ0 ๏ฟฝ๐ก๐ก๐๐ ๏ฟฝ 2 2 ๐๐๐๐,๐๐ = (30) • ๏ฟฝ3 + 2โ ๐๐(๐ก๐ก0 )๏ฟฝ Υ๐๐,0 + 4 Υ๐๐,1 − Υ๐๐,2 − 2โ ๐๐(๐๐, ๐ก๐ก0 ) = 0 (31) • ๏ฟฝ2โ ๐๐๏ฟฝ๐ก๐ก๐๐ ๏ฟฝ๏ฟฝ Υ๐๐,๐๐ − Υ๐๐,๐๐ −1 − 2โ ๐๐๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ = 0 (36) and: (32) Φ∗ = [Φ0 , Φ1 , Φ2 , … , Φ๐๐ ]๐ก๐ก ๏ฟฝ3 + 2โ๐๐(๐ก๐ก0 )๏ฟฝΥ๐๐,0 − 4Υ๐๐,1 + Υ๐๐,2 + 2โ๐๐(๐๐๐๐ , ๐ก๐ก0 ) โก โค −Υ๐๐,2 + ๏ฟฝ2โ๐๐(๐ก๐ก1 )๏ฟฝΥ๐๐,1 + Υ๐๐,0 + 2โ๐๐(๐๐๐๐ , ๐ก๐ก1 ) โข โฅ โข โฅ )๏ฟฝΥ๐๐,2 + Υ๐๐,1 + 2โ๐๐(๐๐๐๐ , ๐ก๐ก2 ) −Υ + ๏ฟฝ2โ๐๐(๐ก๐ก ๐๐,3 2 ๐ต๐ต = โข โฅ โฎ โข โฅ −Υ๐๐,๐๐ + ๏ฟฝ2โ๐๐(๐ก๐ก๐๐−1 )๏ฟฝΥ๐๐,๐๐−1 + Υ๐๐,๐๐−2 + 2โ๐๐(๐๐๐๐ , ๐ก๐ก๐๐ ) โข โฅ โฃ−๏ฟฝ3 − 2โ๐๐(๐ก๐ก๐๐ )๏ฟฝΥ๐๐,๐๐ + 4Υ๐๐,๐๐−1 + Υ๐๐,๐๐−2 + 2โ๐๐(๐๐๐๐ , ๐ก๐ก๐๐ )โฆ (33) ๏ฟฝ3 − 2โ ๐๐(๐ก๐ก๐๐ )๏ฟฝ ๐ด๐ด๐๐ Φ๐๐ − 4 ๐ด๐ด๐๐ Φ๐๐−1 + ๐ด๐ด๐๐ Φ๐๐ −2 − 8โ ๐๐๐๐,๐๐ + ๏ฟฝ3 − 2โ ๐๐(๐ก๐ก๐๐ )๏ฟฝ Υ๐๐,๐๐ − 4 Υ๐๐,๐๐−1 + Υ๐๐,๐๐−2 − 2โ ๐๐(๐๐, ๐ก๐ก๐๐ ) = 0 Solving the systems (32)-(34) leads to obtaining the all unknowns ๐๐๐๐,๐๐ . Notice that if ๐๐ = 0, ๐๐ then ๐ด๐ด๐๐ = 0, thus we can obtained the first and last rows of the matrix Φ as follows: 1 ๏ฟฝ−Υ0,๐๐ +1 + 2โ๐๐๏ฟฝ๐ก๐ก๐๐ ๏ฟฝΥ0,๐๐ + Υ0,๐๐ −1 + 2โ๐๐๏ฟฝ๐๐0 , ๐ก๐ก๐๐ ๏ฟฝ๏ฟฝ ๐๐ = 1(1)๐๐ − 1 (38) Table 1: Absolute error for n = 4, N = 4 at points ๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ X/ t ๐๐1 ๐๐2 ๐๐3 5.2×10−3 1.1×10−2 4.8×10−3 ๐ก๐ก0 8.5×10−4 8.3×10−4 1.6×10−3 ๐ก๐ก1 −3 −3 3.1×10 3.8×10 2.6×10−4 ๐ก๐ก2 9.4×10−4 8.0×10−4 4.8×10−4 ๐ก๐ก3 2.1×10−2 1.3×10−2 1.1×10−3 ๐ก๐ก4 The absolute error at all points ๏ฟฝ๐๐0 , ๐ก๐ก๐๐ ๏ฟฝ and ๏ฟฝ๐๐4 , ๐ก๐ก๐๐ ๏ฟฝ for any ๐๐ = 0(1)4 are equals to zero 1 ๏ฟฝ๏ฟฝ3 + 2โ ๐๐(๐ก๐ก0 )๏ฟฝ Υ0,0 − 4 Υ0,1 + Υ0,2 8โ + 2โ ๐๐(๐๐0 , ๐ก๐ก0 )๏ฟฝ 8โ (37) Finally, by solving (35), all unknowns ๐๐๐๐,๐๐ to be determined. Hence we can approximate the solutions of the main problem at all points ๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ by substituting ๐๐๐๐,๐๐ into (28). (34) ๐๐0,๐๐ = (35) ๐ด๐ด = −๏ฟฝ3 + 2โ๐๐(๐ก๐ก0 )๏ฟฝ๐ด๐ด๐๐ 4๐ด๐ด๐๐ −๐ด๐ด๐๐ 0 โฏ 0 โก โค โฏ 0 โข −๐ด๐ด๐๐ −๏ฟฝ2โ๐๐(๐ก๐ก1 )๏ฟฝ๐ด๐ด๐๐ ๐ด๐ด๐๐ 0 โฅ โข โฅ โฎ โฑ โฎ โข 0 −๐ด๐ด๐๐ −๏ฟฝ2โ๐๐(๐ก๐ก๐๐−1 )๏ฟฝ๐ด๐ด๐๐ ๐ด๐ด๐๐ โฅ 0 โข โฅ โฏ 0 ๐ด๐ด๐๐ −4๐ด๐ด๐๐ ๏ฟฝ3 − 2โ๐๐(๐ก๐ก๐๐ )๏ฟฝ๐ด๐ด๐๐ โฆ โฃ For ๐๐ = 0(1)๐๐ and ๐๐ = ๐๐ ๐๐0,0 = 1 ๏ฟฝ−๏ฟฝ3 − 2โ๐๐(๐ก๐ก๐๐ )๏ฟฝΥ๐๐,๐๐ + 4 Υ๐๐,๐๐−1 − Υ๐๐,๐๐−2 8โ + 2โ๐๐(๐๐๐๐ , ๐ก๐ก๐๐ )๏ฟฝ, where, A is 3-D matrix: For๐๐ = 0(1)๐๐ and ๐๐ = 1(1)๐๐ − 1 ๐ด๐ด๐๐ Φ๐๐ +1 − ๏ฟฝ2โ ๐๐๏ฟฝ๐ก๐ก๐๐ ๏ฟฝ๏ฟฝ ๐ด๐ด๐๐ Φ๐๐ − ๐ด๐ด๐๐ Φ๐๐ −1 − 8โ ๐๐๐๐,๐๐ + Υ๐๐,๐๐ +1 − 1 ๏ฟฝ−Υ๐๐,๐๐ +1 + 2โ๐๐๏ฟฝ๐ก๐ก๐๐ ๏ฟฝΥ๐๐,๐๐ + Υ๐๐,๐๐ −1 8โ + 2โ๐๐๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ๏ฟฝ , ๐๐ = 1(1)๐๐ − 1 ๐ด๐ดΦ∗ − 8โ๐๐๐๐,๐๐ = ๐ต๐ต For ๐๐ = 0(1)๐๐ and ๐๐ = 0 −๏ฟฝ3 + 2โ ๐๐(๐ก๐ก0 )๏ฟฝ ๐ด๐ด๐๐ Φ0 + 4 ๐ด๐ด๐๐ Φ1 − ๐ด๐ด๐๐ Φ2 − 8โ ๐๐๐๐,0 − 1 ๏ฟฝ๏ฟฝ3 + 2โ ๐๐(๐ก๐ก0 )๏ฟฝ Υ๐๐,0 − 4 Υ๐๐,1 + Υ๐๐,2 8โ + 2โ ๐๐(๐๐๐๐ , ๐ก๐ก0 )๏ฟฝ Also, to computing another ๐๐๐๐,๐๐ for ๐๐ = 1(1)๐๐ − 1 and ๐๐ = 0(1)๐๐ we always have the system of form: (29) Finally, if (29)-(31) substitute into (22)-(24), respectively then we have 3 systems of linear equations as: • 1 ๏ฟฝ−๏ฟฝ3 − 2โ ๐๐(๐ก๐ก๐๐ )๏ฟฝ Υ0,๐๐ + 4 Υ0,๐๐ −1 8โ − Υ0,๐๐−2 + 2โ ๐๐(๐๐0 , ๐ก๐ก๐๐ )๏ฟฝ ๐๐0,๐๐ = 804 Res. J. App. Sci. Eng. Technol., 7(4): 801-806, 2014 Table 2: Absolute error for n = 8, N = 8 at points ๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ X/ t ๐๐1 ๐๐2 ๐๐3 ๐๐4 3.9×10−4 1.4×10−3 2.5×10−3 2.8×10−3 ๐ก๐ก0 −4 −4 −5 3.4×10 6.9×10 8.8×10−4 ๐ก๐ก1 8.7×10 1.7×10−4 2.0×10−4 ๐ก๐ก2 5.7×10−5 9.4×10−5 1.4×10−4 4.7×10−4 7.1×10−4 6.6×10−4 ๐ก๐ก3 1.8×10−4 6.2×10−4 9.7×10−4 9.5×10−4 ๐ก๐ก4 2.1×10−4 7.0×10−4 1.1×10−3 1.1×10−3 ๐ก๐ก5 1.8×10−4 6.1×10−4 9.8×10−4 9.8×10−4 ๐ก๐ก6 1.9×10−4 6.7×10−4 1.1×10−3 1.2×10−3 ๐ก๐ก7 1.7×10−4 ๐ก๐ก8 3.5×10−5 6.3×10−5 1.8×10−5 The absolute error at all points ๏ฟฝ๐๐0 , ๐ก๐ก๐๐ ๏ฟฝ and ๏ฟฝ๐๐8 , ๐ก๐ก๐๐ ๏ฟฝ for any ๐๐ = 0(1)8 are equals to zero. ๐๐5 2.1×10−3 7.7×10−4 4.2×10−5 3.7×10−4 5.9×10−4 7.4×10−4 6.4×10−4 8.1×10−4 2.7×10−4 Table 3: Absolute error for n = 10, N = 10 at points ๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ X/t ๐๐1 ๐๐2 ๐๐3 ๐๐4 ๐๐5 ๐๐6 1.6×10−4 6.2×10−4 1.3×10−3 1.7×10−3 1.9×10−3 1.6×10−3 ๐ก๐ก0 2.1×10−4 4.4×10−4 6.6×10−4 7.6×10−4 6.8×10−4 ๐ก๐ก1 5.3×10−5 5.1×10−6 8.4×10−6 1.4×10−4 1.8×10−4 ๐ก๐ก2 1.4×10−5 7.2×10−5 1.4×10−4 2.5×10−4 2.9×10−4 2.4×10−4 1.3×10−4 ๐ก๐ก3 4.1×10−5 −4 −4 −4 −4 −5 2.3×10 4.1×10 5.1×10 4.7×10 3.2×10−4 ๐ก๐ก4 6.4×10 2.8×10−4 5.2×10−4 6.6×10−4 6.3×10−4 4.5×10−4 ๐ก๐ก5 7.9×10−5 3.0×10−4 5.5×10−4 7.1×10−4 6.8×10−4 5.0×10−4 ๐ก๐ก6 8.3×10−5 3.1×10−4 5.7×10−4 7.5×10−4 7.3×10−4 5.5×10−4 ๐ก๐ก7 8.5×10−5 2.5×10−4 4.7×10−4 6.2×10−4 6.0×10−4 4.5×10−4 ๐ก๐ก8 7.0×10−5 2.8×10−4 5.3×10−4 7.1×10−4 7.1×10−4 5.4×10−4 ๐ก๐ก9 7.6×10−5 5.7×10−6 3.2×10−6 1.2×10−4 1.9×10−4 2.3×10−4 ๐ก๐ก10 3.8×10−5 The absolute error at all points ๏ฟฝ๐๐0 , ๐ก๐ก๐๐ ๏ฟฝ and ๏ฟฝ๐๐10 , ๐ก๐ก๐๐ ๏ฟฝ for any j = 0(1)10 are equals to zero 0.025 For n = 4 and N = 4 Max error Max error 0.020 0.015 0.010 0.005 0 0 0.1 0.2 0.3 0.4 0.5 t 0.6 0.7 0.8 0.9 1.0 2.0 1.8 1.6 1.4 1.2 1.0 0.8 0.6 0.4 0.2 0 ×10-3 0 0.2 ๐๐6 1.1×10−3 4.4×10−4 8.3×10−5 1.2×10−4 2.2×10−4 3.1×10−4 2.7×10−4 3.6×10−4 2.2×10−4 ๐๐7 1.0×10−3 4.8×10−4 1.5×10−4 3.8×10−5 1.6×10−4 2.4×10−4 2.7×10−4 3.1×10−4 2.5×10−4 3.2×10−4 2.0×10−4 ๐๐7 2.8×10−4 1.2×10−4 3.5×10−5 1.5×10−5 4.2×10−5 6.4×10−5 5.6×10−5 8.5×10−5 7.7×10−5 ๐๐8 4.8×10−4 2.4×10−5 9.1×10−5 3.7×10−6 5.0×10−5 8.8×10−5 1.0×10−4 1.3×10−4 1.0×10−4 1.4×10−4 1.2×10−4 ๐๐9 1.2×10−4 6.4×10−5 2.7×10−5 5.1×10−6 8.1×10−6 1.8×10−5 2.2×10−5 2.8×10−5 2.2×10−5 3.3×10−5 3.5×10−5 For n = 10 and N = 10 0.4 0.6 0.8 1.0 t Fig. 1: The maximum error for n = 4 and N = 4 3.0 ×10 -3 Fig. 3: The maximum error for n = 10 and N = 10 For n = 8 and N = 8 ๐น๐น(๐ฅ๐ฅ, ๐ก๐ก) = (๐๐ 2 − (๐ก๐ก + 1)2 )๐๐๐๐ ๐๐(−๐ก๐ก 2 ) (cos(๐๐๐๐) + sin(๐๐๐๐)) Max error 2.5 2.0 ๐ธ๐ธ(๐ก๐ก) = √2 exp(−๐ก๐ก 2 ) , ๐ฅ๐ฅ0 = 0.25 1.5 where, ๐๐(๐ก๐ก) = 1 + ๐ก๐ก 2 and the exact solution is: 1.0 0.5 0 0 0.2 0.4 0.6 0.8 ๐ข๐ข(๐ฅ๐ฅ, ๐ก๐ก) = exp(−๐ก๐ก 2 ) (cos(๐๐๐๐) + sin(๐๐๐๐)) 1.0 By presented approach in section 3 we solved this problem. The present numerical results are in the above Table 1 to 3 and Fig. 1 to 3. t Fig. 2: The maximum error for n = 8 and N = 8 NUMERICAL RESULTS CONCLUSION Consider the Eq. (17) in (14) with below details: ๐๐(๐ฅ๐ฅ) = cos(๐๐๐๐) + sin(๐๐๐๐) ๐๐0 (๐ก๐ก) = exp(−๐ก๐ก 2 ) , ๐๐1 (๐ก๐ก) = −exp(−๐ก๐ก 2 ) 805 This study applies the pseudo-spectral successive integration method to approximate the solutions of the one-dimensional parabolic equation at the points ๏ฟฝ๐๐๐๐ , ๐ก๐ก๐๐ ๏ฟฝ. So far this method, don’t applied to solve the Res. J. App. Sci. Eng. Technol., 7(4): 801-806, 2014 partial differential equations. This study, demonstrate that the pseudo-spectral successive integration method can solve the partial differential equations. Elgindy, K.T., 2009. Generation of higher order pseudo-spectral integration matrices. Appl. Math. Comput., 209: 153-161. Hatziavramidis, D. and H.C. Ku, 1985. An integral Chebyshev expansion method for boundary value problems of O.D.E. type. Comput. Math. 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