Applied Mathematics and Computation 156 (2004) 507–512

www.elsevier.com/locate/amc

Numerical solutions of functional

integral equations
M.T. Rashed
Department of Mathematics, Faculty of Science, Sohag University, Sohag 82524/82516, Egypt

Abstract
In this paper, we give a more general definition of integral equations of the second
and first kind which are called functional integral equations. Fredholm and Volterra
integral equations are special type of these equations. We derive an expansion method
to treat these equations. Finally, we introduce numerical examples and conclusion.
Ó 2003 Elsevier Inc. All rights reserved.

Keywords: Functional integral equations; Lagrange interpolation; Volterra and Fredholm integral

1. Introduction

In this paper, we introduce new definition for integral equations such that
Fredholm or Volterra integral equations are special type [1–3]. Fredholm
functional integral equation of the second kind is given by
Z b
yðxÞ þ pðxÞyðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ; a 6 x 6 b: ð1:1Þ
a
Also, Volterra functional integral equation of the second kind is given by
Z x
yðxÞ þ pðxÞyðhðxÞÞ þ k kðx; tÞyðtÞ dt ¼ gðxÞ; a 6 x 6 b: ð1:2Þ
a

But, Fredholm functional integral equations of first kind are given by

Z b
pðxÞyðhðxÞÞ þ kðx; tÞyðtÞ dt ¼ gðxÞ; a 6 x 6 b: ð1:3Þ
a

E-mail address: taha_123452002@yahoo.com (M.T. Rashed).

0096-3003/$ - see front matter Ó 2003 Elsevier Inc. All rights reserved.
doi:10.1016/j.amc.2003.08.003
508 M.T. Rashed / Appl. Math. Comput. 156 (2004) 507–512

Also, Volterra functional integral equations of first kind are given by

Z x
pðxÞyðhðxÞÞ þ kðx; tÞyðtÞ dt ¼ gðxÞ; a 6 x 6 b: ð1:4Þ
a

It is obviously that if we put pðxÞ ¼ 0 in (1.1)–(1.4) we get Fredholm and

Volterra integral equations of the second or first kind [1–3].

2. Suggested method

In this paper, we give numerical method to compute numerical solutions of

Fredholm or Volterra functional integral equations by using Lagrange inter-
polation for yðxÞ, yðhðxÞÞ and Kðx; tÞyðtÞ as follows:
X
n
yn ðxÞ ¼ ‘n ðx; xj Þyðxj Þ; ð2:1Þ
j¼0

X
n
yn ðhðxÞÞ ¼ ‘n ðhðxÞ; xj Þyðxj Þ ð2:2Þ
j¼0

and
X
n
kðx; tÞyðtÞ ¼ ‘n ðt; xj Þkðx; xj Þyðxj Þ; ð2:3Þ
j¼0

where
Y x  xk
‘n ðx; xj Þ ¼ :
x  xk
k¼0 j
k6¼j

Substituting from (2.1)–(2.3) in (1.1)–(1.4) we get from each functional integral

equation a system of equations, respectively
X
n
yðxj Þf‘n ðxi ; xj Þ þ pðxi Þ‘n ðhðxi Þ; xj Þ þ kkðxi ; xj ÞBðxn ; xj Þg ¼ gðxi Þ;
j¼0

0 6 i 6 n; ð2:4Þ
X
n
yðxj Þf‘n ðxi ; xj Þ þ pðxi Þ‘n ðhðxi Þ; xj Þ þ kkðxi ; xj ÞBðxi ; xj Þg ¼ gðxÞ;
j¼0

0 6 i 6 n; ð2:5Þ
X
n
yðxj Þfpðzi Þ‘n ðhðzi Þ; xj Þ þ kðzi ; xj ÞBðxn ; xj Þg ¼ gðzi Þ; 0 6 i 6 n; ð2:6Þ
j¼0
 M.T. Rashed / Appl. Math. Comput. 156 (2004) 507–512 509

X
n
yðxj Þfpðzi Þ‘n ðhðzi Þ; xj Þ þ kðzi ; xj ÞBðzi ; xj Þg ¼ gðzi Þ; 0 6 i 6 n; ð2:7Þ
j¼0

where
iðb  aÞ
xi ¼ a þ ; i ¼ 0ð1Þn
n
and
ðb  aÞ ði  0:45Þp b þ a
zi ¼ cos þ ; i ¼ 0ð1Þn:
2 n 2
The points zi , i ¼ 0ð1Þn in (2.6) and (2.7) are very useful in making a system of
equations stable, where
Z xi Z xi Y
n
ðt  xk Þ
Bðxi ; xj Þ ¼ ‘n ðt; xj Þ dt ¼ ¼ dt
a a ðx j  xk Þ
k¼0
k6¼j
Z Y xi a
xi  a 1 n
2
t þ xi þa
2
 xk
¼ dt
2 1 xj  xk
k¼0
k6¼j
 kp 
xi  a X
n Y
n xi a
2
cos n
þ xi a
2
 xk
¼ Bðtk Þ ;
2 k¼0 xj  xk
k¼0
k6¼j

i ¼ 0ð1Þn; j ¼ 0ð1Þn;
00 1
2dk X n
skp ; k ¼ 0; n;
Bðtk Þ ¼ Is cos ; dk ¼ 2
n s¼0 n 1; 0 < k < n;
8
< 2; s ¼ 0;
Is ¼ 0; s is odd;
: 2
1s 2 ; s is even:

A summation symbol with double primes denotes a sum with first and last
terms halved.

3. Numerical examples

This section contains four examples of Fredholm and Volterra functional

integral equations of the second or first kind which are treated by the suggested
method
510 M.T. Rashed / Appl. Math. Comput. 156 (2004) 507–512
Z 1:1
yðxÞ þ ex yðhðxÞÞ þ ext yðtÞ dt ¼ gðxÞ; 0 6 x 6 1:1; ð3:1Þ
0

yðxÞ ¼ ex ; gðxÞ ¼ ex þ ehðxÞx þ ex ðb  aÞ;

where
x2
ð1Þ hðxÞ ¼ lnðx þ 0:5Þ; ð2Þ hðxÞ ¼ ;
2
ð3Þ hðxÞ ¼ xex ; ð4Þ hðxÞ ¼ 0:8x;
Z x
yðxÞ þ ex yðhðxÞÞ þ exþt yðtÞ dt ¼ gðxÞ; 0 6 x 6 1:1; ð3:2Þ
0

yðxÞ ¼ ex ; gðxÞ ¼ ex þ exhðxÞ þ xex ;

Z x
2
ex yðhðxÞÞ þ ext yðtÞ dt ¼ gðxÞ; 0 6 x 6 1:1; ð3:3Þ
0

ex x2
yðxÞ ¼ x; gðxÞ ¼ ex hðxÞ  ðe  1Þ;
2
Z 1
pðxÞyðhðxÞÞ þ kðx; tÞyðtÞ dt ¼ gðxÞ; 0 6 x 6 1; ð3:4Þ
0

yðxÞ ¼ ex ; gðxÞ ¼ pðxÞehðxÞ þ ex þ xð1  ex Þ  1ðb  aÞ;

ð1Þ pðxÞ ¼ ex ; ð2Þ pðxÞ ¼ 0:0;

tðx  1Þ; t 6 x;
kðx; tÞ ¼
xðt  1Þ; t > x:
The computed error rn is given by
Z 1
1=2 ( X )1=2
2 1 n 2
rn ¼ en ðtÞ dt
e ðxj Þ
1 n j¼0 n

where
en ðxj Þ ¼ yexact ðxj Þ  yn ðxj Þ
yexact is the exact solution of (1.1) and yn ðxj Þ is the approximated solution of
(1.1) functional integral equations with using the suggested method.
In Table 1 we give the computed errors rn for example (3.1) which are given
by the suggested method for different hðxÞ and n:
x2
ð1Þ hðxÞ ¼ lnðx þ 0:5Þ; ð2Þ hðxÞ ¼ ;
2
ð3Þ hðxÞ ¼ xex ; ð4Þ hðxÞ ¼ 0:8x:
 M.T. Rashed / Appl. Math. Comput. 156 (2004) 507–512 511

Table 1
Computed errors rn for example (3.3)
n hðxÞ
(1) (2) (3) (4)
2 5.2D)02 7.2D)01 7.9D)01 6.1D)01
3 3.8D)02 2.8D)01 2.9D)01 3.1D)01
4 5.7D)03 8.5D)04 4.2D)02 9.2D)02
5 5.1D)04 4.2D)02 8.5D)03 3.2D)02
6 1.6D)04 4.5D)02 1.6D)03 1.7D)02
7 7.2D)06 2.5D)03 2.1D)04 4.6D)03
8 2.0D)06 6.4D)04 2.4D)05 1.0D)03
9 1.7D)07 1.8D)04 2.4D)06 7.6D)04
10 4.9D)09 7.6D)06 7.0D)08 1.1D)04

Table 2
Computed errors rn for example (3.4)
n hðxÞ
(1) (2) (3) (4)
2 2.9D)02 5.8D)03 2.2D)03 3.9D)03
3 2.5D)03 1.9D)04 1.3D)04 3.9D)04
4 2.2D)04 6.2D)05 7.0D)06 2.7D)05
5 2.3D)05 5.6D)06 2.3D)07 1.2D)06
6 2.4D)06 1.5D)07 1.1D)08 3.1D)08
7 2.9D)07 5.8D)09 3.3D)10 6.2D)10
8 2.6D)08 1.8D)10 8.3D)12 4.3D)11
9 3.1D)09 5.9D)12 3.1D)13 1.0D)12
10 3.2D)10 2.3D)13 7.8D)15 1.7D)14

Table 3
Computed errors rn for examples (3.3) and (3.4)
n pðxÞ
ex 0.0 ex 0.0
2 2.8D)02 4.4D)02 4.7D)02 1.1D)01
3 1.5D)02 2.1D)02 9.3D)03 1.1D)02
4 1.6D)03 1.8D)03 1.2D)03 7.9D)04
5 2.9D)04 3.5D)04 1.3D)04 4.9D)05
6 7.1D)05 4.7D)05 9.6D)06 2.7D)06
7 1.4D)05 5.6D)06 4.9D)07 1.2D)07
8 5.3D)06 9.5D)07 1.9D)08 5.1D)09
9 5.9D)07 5.8D)08 1.0D)09 2.0D)10
10 5.1D)07 1.3D)08 1.3D)09 6.4D)11

Table 2 contains the computed errors rn for example (3.2) which are given by
the suggested method for different hðxÞ and n.
512 M.T. Rashed / Appl. Math. Comput. 156 (2004) 507–512

The computed errors rn for examples (3.3) and (3.4) are given in Table 3
with using hðxÞ ¼ lnðx þ 0:5Þ and pðxÞ

4. Conclusion

The method clearly has very satisfactory stability properties. As n increases,

the error reduces initially and then finally stabilizes. Example (3.4) is Fredholm
integral equation of first kind when pðxÞ ¼ 0 and the numerical results are very
rapid to converge to the exact solutions.

References

[1] C.T.H. Baker, The Numerical Treatment of Integral Equations, Oxford University Press,
Oxford, 1977.
[2] L.M. Delves, J.L. Mohamed, Computational Methods for Integral Equations, Cambridge
University Press, Cambridge, 1985.
[3] L.M. Delves, J. Walsh, Numerical Solution of Integral Equations, Oxford University Press,
Oxford, 1974.