Open Journal of Applied Sciences, 2012, 2, 115-121

doi:10.4236/ojapps.2012.22016 Published Online June 2012 (http://www.SciRP.org/journal/ojapps)

Collocation Method for Nonlinear Volterra-Fredholm

Integral Equations
Jafar Ahmadi Shali1, Parviz Darania2, Ali Asgar Jodayree Akbarfam1
1

Department of Mathematics and Computer Science, University of Tabriz, Tabriz, Iran

2
Department of Mathematics, Faculty of Science, Urmia University, Urmia, Iran
Email: {j_ahmadishali, pdarania}@tabrizu.ac.ir, Akbarfam@yahoo.com
Received April 18, 2012; revised May 14, 2012; accepted May 25, 2012

ABSTRACT
A fully discrete version of a piecewise polynomial collocation method based on new collocation points, is constructed
to solve nonlinear Volterra-Fredholm integral equations. In this paper, we obtain existence and uniqueness results and
analyze the convergence properties of the collocation method when used to approximate smooth solutions of VolterraFredholm integral equations.
Keywords: Collocation Method; Nonlinear Volterra-Fredholm Integral Equations; Convergence Analysis; Chelyshkov
Polynomials

1. Introduction
We shall consider the nonlinear Volterra-Fredholm integral equation

y t g t 1 y t 2 Fy t , t I 0, T . (1)
The Volterra integral operators given by

: C I C I

y t 0 k1 t , s, y s ds,
t

Pmk t

(2)

where k1 C D and D t , s : 0 s t T
and Fredholm integral operators given by
F :C I C I

Fy t 0 k2 t , s, y s ds,
T

(3)

where r , r 1, 2 denotes (real or complex) parameters and

k2 C I I and let g C I be a given function.
The mentioned equations are characterized by the
presence of a linear functional argument and play an important role in explaining many different phenomena.
In particular, they turn out to be fundamental when ordinary differential equations based model fail. These
equations arise in industrial applications and in studies
based on biology, economy, control and electro-dynamic.
Collocation method is a widely popular numerical
technique in solving integral equations, differential equations, etc. When collocation method is used to solve
complicated engineering problems, it has several disadvantages, that is, low efficiency, ill-conditioned, etc. Thus,
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different types of techniques were proposed to improve

the computational performance of collocation method.
Recently, Chelyshkov has introduced sequences of
polynomials in [1], which are orthogonal over the interval 0,1 with the weight function 1. These polynomials
are explicitly defined by
mk

1 mj k mm kk 1 j t k j ,
j

k 0,1, , m. (4)

j 0

The polynomials Pmk t have properties, which are

analogous to the properties of the classical orthogonal
polynomials. These polynomials can also be connected to
,
a fixed set of Jacobi polynomials Pm t . Precisely

Pmk t 1

mk

t k Pn k

0,2 k 1

2t 1 .

Investigating more on (4), we deduce that in the family

of orthogonal polynomials

m
P t k 0
mk

have k multiple

zeros t 0 and m k distinct real zeros in the interval 0,1 . Hence, for every m the polynomial Pm 0 t
has exactly m simple roots in 0,1 . Following [1], it can
be shown that the sequence of polynomials

P t

m0

m 0

generate a family of orthogonal polynomials on 0,1

which possesses all the properties of other classic orthogonal polynomials e.g. Legendre or Chebyshev polynomials. Therefore, if the roots of Pm 0 t are chosen as
collocation points, then we can obtain an accurate numerical quadrature.
In the present paper, we further develop the works carried out in [2-6].
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We discuss existence and uniqueness results and analyze the convergence properties of the collocation method
when used to approximate smooth solutions of linear
Volterra-Fredholm integral equations and finally, some
numerical results are presented in the final section, which
support the theoretical results obtained in this paper.

2. Existence and Uniqueness Results

max g .

Lemma 2.1. Assume H is a nonempty closed set in a

Banach space V, and that T : H H is continuous.
Suppose T m is a contraction for some positive integer
m. Then, T has a unique fixed-point in H.
Proof: For proof see [7].
Here, in integral Equation (1), we assume that ki for
some constants M i , satisfies a Lipschitz condition with
respect to its third argument
ki t , s, y1 ki t , s, y2 M i y1 y2 ,

(6)

yi , i 1, 2.

Theorem 2.2. Assume g and ki satisfy the condition

(6) and given functions g , ki , are continuous on their
domains. Moreover, assume
1

M2 T .

we get
M t 2

2
1
M 2T y1 y2
T y1 t T y2 t
2!

By a mathematical induction, we obtain

T : C I C I ,

Ty t g t 1 y t 2 Fy t ,

(8)

t I 0, T

M t m

m
1
M 2T y1 y2
m !

(13)

T m y1 t T m y2 t
TM m

m
1

TM 2 y1 y2
m !

(14)

Since, 0 TM 2 1 then
lim TM 2 0,
m

and
M 1m
0,
m m !
lim

the operator T m is a contraction on C I when m is

chosen sufficiently large. By the Lemma 2.1, the operator
T has a unique fixed-point in C I .

3. Collocation Method
Let tn nh, n 0, , N 1, t N T define a uniform
partition for I 0,T , and let
N : 0 t0 t1 t N T ,

n : tn , tn 1 0 n N 1 .
The mesh N is constrained in the following sense:

0 k1 t , s, y1 s k1 t , s, y2 s ds
t

(9)

0 k2 t , s, y1 s k2 t , s, y2 s ds
T

Ty1 t Ty2 t M 1 0 y1 s y2 s ds
t

M 2 0 y1 s y2 s ds. (10)
T

M 1t M 2T y1 y2

T
N

with a given mesh N we associate the set of its

interior points, Z N : tn : n 1, , N 1 . For a fixed
N 1 and, for given integers d 1 and m 1, the
d
piecewise polynomial space Sm d Z N is defined by

Then

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. (12)

Thus

Let us show that for m sufficiently large, the operator

T is a contraction on C I . For y1 , y2 C I
Ty1 t Ty2 t

T m y1 t T m y2 t

Since

(7)

Then the integral Equation (1) has a unique solution

y t C I .
Proof: We define the nonlinear integral operator

(11)

0 k2 t , s, Ty1 s k2 t , s, Ty2 s ds,

(5)

t I

0 s t T,

0 k1 t , s, Ty1 s k1 t , s, Ty2 s ds

Let C I denote the Banach space continuous realvalued functions, such that g C I with
g

T 2 y1 t T 2 y2 t

Sm d Z N : u : C d I ; u

n m d , 0

n N 1 ,

where m d denotes the set of (real) polynomials of a

degree not exceeding m d . The dimension of this
d
space is given by dim Sm d Z N N m d 1.
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J. A. SHALI ET AL.

For integral equation, we have d 1, hence, the

1
Sm 1

collocation space will be

Z N . Let

n 1 m

n, j

u Sm 1 Z N ,
n

l 1

u t u tn sh Lr s u tn cr h ,
r 1

(15)

n 0,1, , N 1
1

From (15) we see that an element u S m 1 Z N , is

well defined when we know the coefficients
n

cr h

where 0 c1 cm 1, and define the set

m , N 1
j 1, n 0

of collocation points by

tn, j : tn c j h,

The collocation solution u Sm 1 Z N , will be determined by imposing the condition that u satisfies the
integral Equation (1) on the finite set X N
u t g t 1 u t 2 Fu t ,

(16)

t XN ,

Thus, for t tn, j tn c j h the collocation Equation

(16) assumes the form

u tn, j g tn , j 1 0 k1 tn , j , s, u s ds

17)

2 0 k2 tn, j , s, u s ds.
T

From this equation and after some computations, we

obtain

n 1

u tn, j g tn , j 1h 0 k1 tn, j , ti sh, u ti sh ds

i 0

1h k1 tn, j , tn sh, u tn sh ds
cj

N 1

2 h 0 k2 tn , j , ti sh, u ti sh ds
1

i 0

(18)
Now, by using the local Lagrange basis functions
L1 s

s cr
, l 1, , m,
r 1, r l cl cr
m

(19)

for approximating the integral terms, we use the Lagrange interpolating polynomial to approximate

k1 tn , j , s, u s

and k2 tn , j , s, u s , we obtain

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cj
0

2 h k2 tn, j , ti c1h, u ti cl h
i 0 l 1

L s ds
1

L j , l s ds

L s ds.
1

(20)
Defining the quadrature weights
wl : 0 Ll s ds, l 1, , m,
1

(21)

w j ,l : 0 L j ,l s ds, l , j 1, , m ,
cj

(22)

the fully discretized collocation equation corresponding

to (20)-(22) is thus given by

g t h w k t
n 1 m

, ti c1h, u ti c1 h

u tn , j

j 1, , m, n 0, , N 1.

tn , j

n, j

and

for all n 0, , N 1. In order to compute these coefficients, we consider the set of collocation parameters

X N : tn, j

i 0 l 1

N 1 m

u t

1h k1 tn, j , tn c1h, u tn cl h

for all t n we have

c ,

g t h k t
u tn, j

n, j

l 1

i 0 l 1

n, j

, ti cl h, u ti cl h

1h w j ,l k1 tn, j , tn cl h, u tn cl h
l 1

N 1 m

(23)

2 h wl k2 tn , j , ti cl h, u ti cl h .
i 0 l 1

1
Note that, u S m 1 Z N and Equation (23) represent
for each n 0,1, , N 1, a recursive system of m
nonlinear algebraic equations with the unknowns u tn, j .

4. Global Convergence
Let u S m 1 Z N denote the (exact) collocation solution to (1) defined by (16). In our convergence analysis
we examine the linear test equation
1

y t g t 1 0 k1 t , s y s ds
t

2 0 k2 t , s y s ds, t I 0, T ,
T

(24)

where k1 C D , k2 C I I . We will assume that

21 is not in the spectrum F of the Fredholm integral operator F. A comment of the convergence results
to the nonlinear Equation (1) can be found at the end of
this section.
Theorem 4.1. Assume that the given function in (24)
satisfy g C m , k1 C m D , k2 C m I I . Then for all
sufficiently small h T N the constrained mesh collocation solution u S m 1 Z N
1

to (24), for all

n 0,1, , N 1, satisfies

Cm M m h m ,

(25)

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J. A. SHALI ET AL.

where Cm are positive constants not depending on h.

This estimate holds for all collocation parameters c j
with 0 c1 cm 1.
Proof: In each interval ti ti 1 , the exact solution y
of (24) is m times continuously differentiable. This follows from the smoothness hypotheses we have imposed
on g , k1 , k2 and from the expressions for y t . From
this it is obvious that both the left and right limits of
y t , as t tends to nh , exist and are finite. We will
prove the estimate (25) by using the Peanos Theorem to
write

y tn sh Lr s y tn cr h h m Rm , n s ,
r 1

s 0,1.

(26)

k t , t sh L s ds
,

Define the matrices in L m ,

1

i
1, n

0 i n N 1,

i, j 1, 2, , m

(32)

(33)

1 k t , t sh L s ds
r
,
3, n 0 2 n, j i

r , j 1, 2, , m

0 i n N 1,
and the vectors in m by
i

A1, n
i

(27)

0 k1 tn, j , ti sh Rm,i s ds
1

A2, n

m
1
m 1
m 1
s z Lk s ck z ,
m 1!
k 1

A3, n
i

(28)

cj

k1 tn , j , tn sh Rm, n s ds

k t
1

n, j

, ti sh Rm,i s ds

Thus, it follows from (15) that the collocation error

with n , j y tn c j h u tn c j h , and it satisfies the

equation

By substituting the (29) in the (30) and after some

computations, we obtain
n 1 m

n, j 1h
i 0 r 1

k t
1

0 1

n 1

n, j

, ti sh Lr s ds ir

i 0

r 1

N 1 m

2 h k2 tn , j , ti sh Lr s ds ir
i 0 r 1

N 1

2 h m 1 0 k2 tn , j , ti sh Rm,i s ds.
1

i 0

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n 1

i 0

i 0
N 1

m 1

N 1

A2, n 2 h 3, n i 2 h m 1 A3, n ,
i 0

(39)

i 0

N 1

n 1h2, n n 2 h 3,i n i
n 1

N 1

1h 1, n i 1h m 1 A1, n 1h m 1 A2, n 2 h m 1 A3, n

i

i 0

i 0

(40)

1h m 1 0 k1 tn , j , tn sh Rm, n s ds
cj

(37)

i 0

this linear algebraic system may be written more concisely as

i 0

1h 0 k1 tn , j , tn sh Lr s ds nr
cj

n 1

1h

n 1

1h m 1 k1 tn, j , ti sh Rm,i s ds
1

n 1h 1, in i 1h m 1 A1, in 1h2, n n

(30)

(36)

by substituting the Equations (32)-(38) in Equation (31)

we obtain

tn , j

2 0 k2 tn , j , s s ds.

,
T

n n,1 n,2 nm , n 0,1, , N 1, (38)

tn , j 1 0 k1 tn , j , s s ds

(35)

tn sh Lr s n, r h m Rm, n s , s (0,1], (29)

j 1, 2, , m, i n,

: y u possesses to the local representation

j 1, 2, , m,

z 0,1

r 1

(34)

j 1, 2, , m, i n,

and
K m s, z

n, j

c j k t , t sh L s ds
r
,
0 1 n, j n

r , j 1, 2, , m

2, n

Here, we have
1
m
Rm , n s : 0 K m s, z y tn zh dz ,

0 1

Now, let
(31)

I m 21hB2,0

0
0

0
I m 21hB2,1
0

0
0
0

0
0
I
2

h
B

m
1
2, N 1

(41)
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J. A. SHALI ET AL.
0
1
N 1
I m 22 h3,0
22 h3,0
22 h3,0

(42)

0
1
N 1
22 h3, N 1 22 h3, N 1 I m 22 h3, N 1

0

1

N 1

(43)

ameters h 0, h , the uniform bound

Im

1
1

P0 ,

(49)

holds. Here, for B L m , B 1 denotes the matrix

(operator) norm induced by the l1 -norm in m . Assume
B1, n P1 for 0 i n N 1, and

that 1 and

1 P2 .
1
From (46) and (48) we have

1 I m n P0 n 1 ,
1

Then we have
n 1

n 1

i
1, n i

Q 21h 21h m 1 A
i 0

i 0

N 1

(44)

21h m 1 A2, n 22 h m 1 A3, n .

i

F : max 0 k2 t , s ds k 2T k 2 ,
*

(45)

tI

assuming that k2 t , s

i 0

n 1
i 0

i
21h m 1 A2, n 22 h m 1 A3, n
i 0
1

(51)

2 P0 P1 1h

i 1 2 P0 1hm1 nmk 1M m K m

1h

mk1 M m K m 2 h m 1 Nmk 2 M m K m ,

m 1

n 1
i 0

and hence

for some matrix norm. This clearly holds whenever h is

sufficiently small. In other words, there is an h 0 so
that for any mesh N with h h , each matrix n
has a uniformly bounded inverse. Therefore, matrix
has a uniformly bounded inverse.
Also, the invertibility of the N m N m block matrix
Q now depends not only on h but also on 2 it is guar1
anteed if 2 F , where
2

*
k2

n 1

N 1

Since the kernel K i is continuous on their domains,

the elements of the matrixes 2, n , n 0,1, , N 1 are
all bounded. By using the Neumann Lemma the inverse
of the matrix n I m 21h2,n exists whenever

n 1 1 21h 1, in i 21h m 1 A1, in

i 0

1h 2, n

(50)

i
1, n

and the elements of the

matrixes Q are all bounded. Thus from (44), we get

Im n

(46)

1Q

(47)

where

n 1

1 0 i 1 1 M m h m 1 ,

(52)

i 0

where

0 2 P0 P1 1h , 1 2 P0 mK m k1 1 n 1 2 N k2
A1, n mk1 K m M m , i n, A2,n mk1 K m M m ,
i

m
A3,n mk2 K m M m , i n, M m : y
1

km : max 0 K m s, z dz ,
1

s[0,1]

: max 0 k1 s, v dv k1.
1

tI

(53)
Also,

N 1

j 1

l 0

j 1

nj

lj

(54)

Then, from (52) and (54), we have

and

n 1

n 1 0 i 1 1 M m h m 1 , n 0,1, , N 1.
i 0

n 1

n 1

i 0

i 0

n 1 21h 1, in i 21h m 1 A1, in

+21h

m 1

A2, n 22 h

m 1

N 1

i 0

(48)

A3,n .

It is clear that, matrix has a uniformly bounded inverse and the elements of the matrixes are all bounded.
Note that, from these assumptions and 1 Q 1 ,
there exists a constant D0 so that for all mesh diCopyright 2012 SciRes.

Now, by using the discrete Gronwall inequality, we

have
n 1 2 M m h m 1 , n 0,1, , N 1,
where 2 1 exp n 0 .
Now, by using the local error representation (29) this
yields, setting Wm : max L j ,
j

tn sh Wm n 1 h m K m M m Cm M m h m ,
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J. A. SHALI ET AL.

uniformly for s 0,1 and 0 n N 1, where

Table 1. Error for example 1.

Cm Wm 2 K m .

The is equivalent to the estimate

m
Cm y

hm .

We conclude this section with a comment regarding

the extension of the results of Theorem 1 to the nonlinear
Equation (1). Under the assumption of the existence of a
(unique) solution y t on I, the nonlinear analogue of
the error Equation (30) is
tn , j
tn , j 1 0 k1 tn, j , s, y s k1 tn, j , s, u s ds

2 0 k2 tn , j , s, y s k2 tn, j , s, u s ds.

(55)
ki
, i 1, 2 are continuous
y
and bounded on D D1 with

If the partial derivatives

D1 : y : y y s M , s I ,

for some M , and if h 0 is sufficiently small,

then (55) may again be written in the form (30). The
roles of ki are now assumed by
H i t , s :

ki t , s, zi s
y

, i 1, 2

where zi s : i y s 1 i u s , 0 i s 1.
Hence, the above proof is easily adapted to deal with
the nonlinear case (1), and so the convergence results of
Theorem 1 remain valid for nonlinear Volterra-Fredholm
integral equations.

5. Presentation of Results
In this section, we report on the numerical result of test
problem solved by the proposed method of this article.
Typical forms of collocation parameters c j are:
Gauss points: Zeros of Pm 2t 1 ;
Radou I points: Zeros of Pm 2t 1 Pm 1 2t 1 ;

Guass
e

Radau
e

Radau
e

Chelyshkov
e

2 1030

2 1030

2 1030

1 1030

2 1030

2 1030

3 1030

1 1030

2 1030

2 1030

2 1030

2 1030

has the following analytical solution y t t therefore,

provides an example to verify the accuracy of this method.
Table 1 shows the maximum errors involved pre1 1 1
sented method with h , , , along with the exact
2 4 8
solution.
For computational purposes, in the test problem different forms of kernels are considered. All the computations were carried out with Maple. In each cases of Example the obtained nonlinear equations was solved by
the Newtons method.
The result for collocation points c j are presented in
Table 1 which indicates that the numerical solutions ob1
1 1
and
tained from (56) and step sizes equal to ,
8
2 4
are nearly identical. These results indicate that, if we use
the Chelyshkov points, then we obtain the numerical solutions of minimum error.

6. Conclusion
We have shown that the collocation method yields an
efficient and very accurate numerical method for the approximation of solutions to Volterra-Fredholm integral
equations. Also we have shown that, if the roots of
Pm 0 t are chosen as collocation points, then we can
obtain an accurate numerical quadrature.

7. Acknowledgements
The authors truly appreciate the comments made by referees.

Radou II points: Zeros of Pm 2t 1 Pm 1 2t 1 ;

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polynomials, respectively.
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