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Abstract
In this paper, the spectral element method with Gauss-Lobatto-Legendre (GLL)
collocation points is employed to approximate a class of nonlinear Fredholm-type
integral equations of the second kind. We introduce this numerical approxima-
tion method and estimate for exact solution and approximation solution of the
equation presented conditions of existence and uniqueness over Lp ([a, b]) (p ≥ 1)
Numerical experiments involving nonlinear equations in one-dimensional domain
illustrate the effectiveness of this approach.
Keywords: Nonlinear Fredholm Integral Equation, Spectral Element Method,
Picard Iteration.
1. Introduction
We present spectral element method for the numerical solution of nonlinear
integral equations of Fredholm type. These equations take the form
!
Z b
u(x) = g(x) + f x, k(x, y)u(y) dy , x ∈ [a, b]. (1)
a
where −∞ < a < b < ∞, f , k, and g are known functions and u is the solution
to be determined.
As we know, the integral equations of the form (1) cannot be solved ex-
actly, so that we must resort to numerical methods to determine its solution;
different techniques can be applied in the solution of this integral equation and
some of these techniques are referenced in this work. We can highlight the
projection methods as Galerkin and collocation method [1, 3], wavelet Galerkin
method [8], Nyström methods [2], Adomian’s decomposition method [5, 10].
However, few papers in the literature deal with spectral methods in the solution
of integral equations. For instance, Oliveira and Azevedo [9] to compute the so-
lution homogeneous Fredholm integral equations of second kind incorporating
Gauss-Lobatto-Legendre (GLL) collocation points. Tian [11] applied spectral
methods to solve linear Volterra integral equations using Chebyshev points while
Yang and Chen [12] proposed the Jacobi spectral Galerkin method for nonlinear
Volterra integral equations of the second kind. Das and Nelakanti [6] prepare
a convergence analysis of the spectral method considering a class of nonlinear
Volterra-Fredholm mixed-type integral equations.
In this section we formulate the finite element schemes for the problem (1).
For this, we first define a nonlinear integral operator H : C([a, b]) → C([a, b])
by !
Z b
(Hψ)(x) = g(x) + f x, k(x, y)ψ(y) dy , x ∈ [a, b]. (2)
a
such that h·, ·i indicate the usual inner product in the L2 -space.
We now consider the discretization of the variational problem by the the
Galerkin method. In this sense, we define a subspace Vh spanned by a set of n
elements of L2 ([a, b]), i.e,
Vh = span{φ1 , φ2 , . . . , φn }.
2
Consider now Πh : L2 ([a, b]) → Vh be the L2 -projection operator defined by
hu, φi = hΠh u, φi, ∀ φ ∈ Vh . (6)
Then, the Galerkin formulation (5) can be equivalently written as: Find uh ∈ Vh
such that
uh = Πh Guh . (7)
In this regard it is noted that the projection operator Πh is defined on every
element, and it can be considered as an interpolation operator of degree N .
such that Ne is the number of elements. Let P0h be the space of piecewise-
constant functions defined in T . The shape functions
(
|Di |−1/2 , x ∈ Di
φi (x) = (9)
0, x 6∈ Di , i = 1, . . . , Ne
constitute an orthonormal basis for P0h , hence the discrete Galerkin problem (5)
can be rewritten as follows
XNe Z b Z b
un,j φj (x)φi (x) dx = g(x)φi (x) dx
j=1 a a
(10)
Z b Ne
X Z b
+ f x, un,j k(x, y)φj (y) dy φi (x) dx ∀ φi ∈ Vh .1
a j=1 a
In matrix form
Mu = G + F(x, Ku), (11)
such that
Z b Z b
Mi,j = φj (x)φi (x) dx, Gi = g(x)φi (x) dx,
a a
(12)
Z b Ne
X Z b
Fi,j = f x, un,j k(x, y)φj (y) dy φi (x) dx.
a j=1 a
3
and consequently M = I, while K is given by
s Z
1 p
Ki,j = i
K(x, y) dx ≈ |Di |K(x̄i , ȳ j ). (14)
|D | Di
where x̄i is the barycenter of the element Di . In this form, we obtain the
following nonlinear system:
Ne
X
p p
un,i = |Di | g(x̄i ) + f x̄i , un,j |Dj |K(x̄i , ȳ j ) , 0 ≤ i ≤ Ne . (15)
j=1
Note that the system can be solved by iterative methods. In this case we
will choose Picard’s method to obtain such a solution. Usually finite elements
of high order leads to a system of nonlinear equations in which the matrix M is
not necessarily diagonal providing a large computational effort. It is, therefore,
a marked disadvantage of the above method that will encourage the choice of
the spectral basis functions in the following section.
Consider the interval [a, b] partitioned into Ne equally spaced for a given
stepsize h := L/Ne (L = b − a), and subdivided into N interior subintervals
whose total number of nodes is n := N Ne . We shall related domain of the
global and local description by using the element index by 0 ≤ e ≤ Ne − 1
and the local index 0 ≤ j ≤ N − 1 so that global nodal index is given by
I = IEN (j, e) := j +eN +1. The grid coordinates are defined by xI := (e+ζj )h,
ζj = (xj + 1)/2, where xj is the j-th collocation point in the interval [−1, 1].
We choose the spectral element method (SEM) with Gauss-Lobatto-Legendre
(GLL) collocation points (for details see [9]) of degree N , which provides an ap-
proximation in the form
Nv
X
uh (x) ≈ uJ φJ (x), (16)
j=1
4
In this way the calculation of the integral with a product GLL quadrature
is given by:
e
Z X v −1
Ne NX Nv
X
f (x) dx ≈ w̃l f (F e (ξl ))J e = wJ f (xJ ), (17)
D e=1 l=0 J=1
with X
w̃J = wl J e , IENJ = {(l, e) ; J = IEN (l, e)}. (18)
(l,e)∈IENJ
3. Convergence Analysis
4. Numerical experiments
Numerical results were obtained by implementing the piecewise-constant fi-
nite element (PC) and the spectral element method (GLL) to determine the
solution of the nonlinear integral equations of Fredholm type.
In the Picard iterative schemes, convergence is achieved when the stopping
criterion used admitted the following conditions
ku(r) − u(r−1) k∞ > T OLmin ,
T OLmin = 1e − 10,
ku(r−1) k∞ < T OLmax , T OLmax = 10ku(0) k∞ , (22)
r ≤ rmax , rmax = 1000,
If u(0) = 0
then T OLmax = 10.
Our experiments concern the numerical convergence of these methods. We
study the error e = ||uh − u||∞ for distinct kernel K(x, y).
5
4.1. Example 1
In this section, let us consider f (x, y) = (y 2 + 1)1/3 and
1/3
g(x) = x2 /9 − (x3 /27)2 + 1
with kernel
1 y ≤ x,
k(x, y) =
0 y > x.
have as exact solution u(x) = x2 /9.
We take as initial guess the constant function u(0) (x) = 0 for the Picard
iterations, since the equation above does not require initial guesses near the
region where this solution could be present. We will study the behavior of the
global error e as h grows and investigate the rate of convergence by approximate
interpolation this error. Figure indicates that the greater refinement of mesh,
implies that smaller will be the global error e.
−4
10
−5
10
e
−6
10
P0
N =1
N =2
N =3
−7 N =4
10 −3 −2 −1
10 10 10
h
4.2. Example 2
In this example, setting the interval [a, b] = [0, 4π] and the functional integral
equation (1) as follows:
Z 4π 2
1 + λ2
λ
u(x) = −α cos2 (x)+ 2α − cos(x)+ − α +α eλ|x−y| u(y) dy ,
2λ 2 0
(24)
where the kernel is k(x, y) = eλ|x−y| and the nonlinear function f (x, y) = αy 2 ,
with parameters λ and α, respectively. The function g(x) is given by
1 + λ2
2 λ
g(x) = −α cos (x) + 2α − cos(x) + −α ,
2λ 2
6
so that equation (24) has an exact solution
1
−(1 + λ2 ) cos(x) + λ2 .
uex (x) =
2λ
Here, the parameter α controls the nonlinearity of the problem in the sense that
it weighs f in (1), whereas the λ parameter is related to the kernel correlation
length. If |λ| is large, then k(x, y) decays faster to zero as |x − y| increases,
which requires refined discretization.
1 2
10 10
0 1
10 10
−1 0
10 10
e
e
−2 −1
10 10
P0 P0
−3
10 N =1 −2
10 N =1
N =2 N =2
N =3 N =3
−4 N =4 −3 N =4
10 −3 −2 −1
10 −3 −2 −1
10 10 10 10 10 10
h h
Figure 2: Global error in terms of the uniform subdivision h considering (a) α = 0.1 and (b)
α = 1.
Figure 2 shows the relative error of the 1D kernel exponential. The error
curves of both PC and GLL decay with order O(hX ), regardless of the polyno-
mial degree.
4.3. Example 3
Let us consider the functional integral equation (1) as follows
Z 1
u(x) = exp k(x, y)u(y) dy , (25)
0
with kernel
−y(1 − x) y ≤ x,
k(x, y) =
−x(1 − y) y > x.
The exact solution to this problem is given by
1 1
u∗ (x) = + c2 + ,
2 cos(c(x − 12 )/2)
√
where c is the solution of the equation c/ cos(c/4) = 2. This equation was
obtained through a change of variable suggested by [7] for Hammerstein’s equa-
tions. Its original equation has the form
Z 1
v(x) = k(x, y) exp(v(y)) dy, (26)
0
7
and making the change of variable u(x) = exp(v(x)) we obtain (25).
Let us assume as an initial guess the constant function u0 (x) = 0 for the
Picard method. In Figure 3 we present the behavior of global error e in terms
of h. As in the previous examples, the larger refinement of the mesh, smaller
will be the global error e.
−3
10
−4
10
−5
e 10
−6
10
P0
−7
10 N =2
N =3
N =4
−8 N =5
10 −3 −2 −1
10 10 10
h
5. Conclusions
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8
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