單銳,魏金俠,張雁
(燕山大學理學院,河北秦皇島066004)
Bernstein算子矩陣法求高階弱奇異積分微分方程數(shù)值解
單銳,魏金俠,張雁
(燕山大學理學院,河北秦皇島066004)
為了求高階變系數(shù)且?guī)в腥跗娈惙e分核Volterra-Fredholm積分微分方程的數(shù)值解,提出了Bernstein算子矩陣法.利用Bernstein多項式的定義及其性質(zhì)給出任意階弱奇異積分的近似求積公式,同時也給出Bernstein多項式的微分算子矩陣.通過化簡所求方程及離散化簡后的方程,可將原問題轉(zhuǎn)換為求代數(shù)方程組的解.最后,通過收斂性分析說明該方法是收斂的,并用數(shù)值算例驗證了方法的有效性.
高階變系數(shù);弱奇異;積分微分方程;Bernstein多項式;算子矩陣;數(shù)值解
Bernstein多項式在數(shù)學的各個領域有著重要的應用,這些多項式經(jīng)常被用來求解積分方程、微分方程的數(shù)值解以及近似理論分析[1].近些年來,越來越多的積分、微分方程的數(shù)值解通過各種多項式的算子矩陣求得.文獻[2]利用Bernstein多項式的算子矩陣求解微分方程;Maleknejad等[3]利用Bernstein多項式的算子矩陣求解非線性Volterra-Fredholm-Hammerstein積分方程.積分微分方程數(shù)值解問題一直是研究的重要課題.許多科學與工程領域的問題都可以轉(zhuǎn)化為積分微分方程[4-5].其中,Volterra-Fredholm積分微分方程是一類人們特別感興趣的方程,已經(jīng)給出了很多種數(shù)值算法.文獻[6]使用Legendre小波求解Fredholm積分方程;文獻[7]利用Cattani′s方法求一類線性Fredholm積分微分方程;文獻[8]采用Bernstein算子矩陣法求解高階線性Volterra-Fredholm積分微分方程組.然而,對于高階變系數(shù)并含任意階弱奇異積分核的Volterra-Fredholm積分微分方程的數(shù)值解的研究較少.本文通過Bernstein多項式及其算子矩陣對這類方程進行討論,將求原方程的數(shù)值解問題轉(zhuǎn)化為求解代數(shù)方程組,使得計算大大簡化.
1.1 Bernstein多項式[8]
結合Bernstein多項式及其算子矩陣,考慮如下形式積分微分方程,有
滿足的初始條件為y(n-1)(0)=y(tǒng)n-1,y(n-2)(0)=y(tǒng)n-2,…,y(0)=y(tǒng)0.式中:K(t,s),f(t),ai(t)為已知的連續(xù)函數(shù);y(t)為未知函數(shù)且y(t)∈L2([0,1]);y(i)(t)為y(t)的i階導數(shù);λ1,λ2,α為常數(shù),且0<α<1.
定義1 n次Bernstein多項式定義為
設y(s)∈L2([0,1]),考慮如下弱奇異積分
式(16)即為弱奇異積分的近似求積公式.
設Φ′(x)=FΦ(x),其中F是(n+1)×(n+1)階矩陣,稱為Bernstein多項式微分算子矩陣.由式(4)可知
此時,可以得到Bernstein多項式微分算子矩陣為
如果y(x)?cTΦ(x),則對于i≥2,有
引理1[9]設ym(i)(t)=cTFiΦ(t)為y(i)(t),i=1,2,…,n的近似解,則對于任意ε>0,存在正整數(shù)Ni,i=1,2,…,n,使得當m>Ni時,對?t∈[0,1],有‖ym(i)(t)-y(i)(t)‖<ε.其中:c=[c0,c1,…,cn]T;Φ(x)=[B0,m(x),B1,m(x),…,Bm,m(x)]T
引理2[9]設ym(t)=cTΦ(t)為y(t)的近似解,則對于任意ε>0,存在正整數(shù)Nn+1,使得當m>Nn+1時,對?t∈[0,1]有‖ym(t)-y(t)‖<ε.其中:c=[c0,c1,…,cm]T;Φ(x)=[B0,m(x),B1,m(x),…,Bm,m(x)]T.令
則有如下定理.
定理1 若y(i)m(t),ym(t)的定義同上,對任意ε>0,存在正整數(shù)N,使得當m>N時,有‖fm(t)-f(t)‖<ε.
證明 由于ai(t),i=0,1,2,…,n為[0,1]上的連續(xù)函數(shù),故存在正整數(shù)Mi,i=0,1,2,…,n,使得?t∈[0,1],有‖ai(t)‖≤Mi.
考慮Volterra-Fredholm積分微分方程
4(t+s)y(s)d s=f(t).(31)式(31)中:f(t)=65t4+32t3+7
∑i=0
tiy(i)(t)+∫t
0
(t-s)-1/2y(s)d s+∫1
0),其精確解為y(t)=t4+2t3.取n分別為n=4,n=5,n=6,用MATLAB軟件計算數(shù)值解與精確解的絕對誤差,如表1所示.
10t+1730+
Γ(11/2)+2πt9/2Γ(5)πt7/2Γ(4)Γ(9/2
表1 數(shù)值解與精確解的絕對誤差Tab.1 Absolute error of numerical solution and exact solution
計算結果表明,結合Bernstein多項式的算子矩陣,上述方法可以對含高階變系數(shù)且?guī)в腥跗娈惙e分核Volterra-Fredholm積分微分方程進行數(shù)值求解,驗證了該方法的有效性和可行性.同時通過表1,可以看到所提方法具有高精度,且使用較強.
利用Bernstein多項式并結合算子矩陣的思想,對變系數(shù)做了有效的離散.將變系數(shù)且?guī)в腥跗娈惙e分核Volterra-Fredholm積分微分方程轉(zhuǎn)化為熟悉的線性代數(shù)方程,從而更容易計算機求解.通過收斂性分析,理論上說明了所提方法是收斂的.數(shù)值算例進一步表明,該方法所得數(shù)值解精度高,且計算量小,是一種有效的算法.
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Bernstein Operational Matrix Method for Solving the Numerical Solution of High Order Integro-Differential Equation with Weakly Singular
SHAN Rui,WEI Jinxia,ZHANG Yan
(College of Sciences,Yanshan University,Qinhuangdao 066004,China)
In order to obtain the numerical solution for high order variable coefficients Volterra-Fredholm integro-differential equation with weakly singular kernels,we present a Bernstein operational matrix method in this paper.A approximate formula which solves solution for any arbitrary order weakly singular integral is given by using the definition of Bernstein polynomial and some properties,and a operational matrix of derivative of Bernstein polynomial is also obtained.By translating the original problem through simplifying and descreting the equation,the problem can be transferred into a system of algebraic equations.Convergence analysis shows that the method is convergent.The numerical example shows that the method is effective.
high order variable coefficients;weakly singular;integro-differential equation;Bernstein polynomial;operational matrix;numerical solution
O 241.8
A
(責任編輯:陳志賢 英文審校:黃心中)
1000-5013(2012)05-0595-06
2012-03-01
單銳(1961-),女,教授,主要從事偏微分方程、積分微分方程數(shù)值解和最優(yōu)化理論的研究.E-mail:weijinxiaymx201366@163.com.
河北省教育廳科學研究計劃項目(2009159)