Applied Mathematics and Computation 143 (2003) 73–88

www.elsevier.com/locate/amc

Numerical solution of a special type

of integro-differential equations
M.T. Rashed
Department of Mathematics, Faculty of Science, South Valley University, 82524 Sohag, Egypt

Abstract
The aim of this paper is to present a solutions to special type integro-differential
equation of the first and second kind. Practical examples are illustrated Rashed method
is very useful in computing a numerical solution of linear integro-differential equation of
first and second order. This paper describe three methods to treat a special type of linear
integro-differential equation of the first and second kind.
Ó 2002 Elsevier Science Inc. All rights reserved.

1. Introduction

A method is presented for constructing numerical integration formulae us-

ing Chebyshev interpolation when the first derivative is known. (For further
reading see Refs [1–6].) The first derivative is approximated by
X
n
y 0 ðxÞ ¼ yr0 ‘r;n ðxÞ ð1:1Þ
r¼0

where
 
2dr X
n
00 krp
‘r;n ðxÞ ¼ Tk ðxÞ cos
n k¼0 n

0:5; r ¼ 0; n
dr ¼
1; 0<r<n

Integrating both sides of (1.1) with respect to x from )1 to x

0096-3003/02/$ - see front matter Ó 2002 Elsevier Science Inc. All rights reserved.
doi:10.1016/S0096-3003(02)00347-8
74 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88

X
n
yðxÞ ¼ yð1Þ þ yr0 br ðxÞ ð1:2Þ
r¼0

Integrating both sides of (1.2) with respect to x from )1 to x

Z x Xn
yðtÞ dt ¼ ðx þ 1Þyð1Þ þ yr0 Er ðxÞ ð1:3Þ
1 r¼0

On other hand, (1.2) can be used to find yðxÞ at the points xi ¼ cosðip=nÞ,
i ¼ 0ð1Þn by using the relation
Z x X
n
yðtÞ dt ¼ yr br ðxÞ ð1:4Þ
1 i¼0

where
 
2dr X
n
00 krp
br ðxÞ ¼ Ik ðxÞ cos ðusing FFTÞ ð1:5Þ
n k¼0 n
 
2dr X
n
00 krp
Er ðxÞ ¼ pk ðxÞ cos ðusing FFTÞ ð1:6Þ
n k¼0 n

to give
8
> T1 ðxÞ þ 1; k¼0
Z x >
< ½T ðxÞ  1=4;
2 k¼1
Ik ðxÞ ¼ Tk ðtÞ dt ¼ kþ1
1 >
> Tkþ1 ðxÞ Tk1 ðxÞ ð1Þ
:  þ 2 ; kP2
2ðk þ 1Þ 2ðk  1Þ k 1
and
Z x Z x
pk ðxÞ ¼ Tk ðtÞ dt dx
1 1
8
>
> ½T2 ðxÞ þ 4T1 ðxÞ þ 3=4; k¼0
>
>
< ½T3 ðxÞ  9T1 ðxÞ  8=24; k¼1
¼ ½T4 ðxÞ  8ðT2 ðxÞ þ 2T1 ðxÞÞ  9=48; k¼2
>
> Tkþ2 ðxÞ Tk2 ðxÞ Tk ðxÞ
>
>
: þ  þ Ak ðxÞ; k P3
4ðk þ 1Þðk þ 2Þ 4ðk  1Þðk  2Þ 2ðk  1Þðk þ 1Þ
where
 
1 1 ðx þ 1Þ
Ak ðxÞ ¼ ð1Þk  
2kðk þ 1Þðk þ 2Þ 2kðk  1Þðk  2Þ ðk  1Þðk þ 1Þ
P00
Tk ðxÞ is the Chebyshev polynomial of the first kind and denotes a sum with
first and last terms halved.
If the second derivative y 00 ðxÞ is known at the points xi ¼ cosðip=nÞ, i ¼ 0ð1Þn
and if yð1Þ and y 0 ð1Þ are known, the problemRx is how to evaluate the in-
definite integral of yðxÞ at any point x i.e. 1 yðtÞ dt.
 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88 75

The second derivative is approximated by

X
n
y 00 ðxÞ ¼ yr00 ‘r;n ðxÞ ð1:7Þ
r¼0

hence
X
n
y 0 ðxÞ ¼ y 0 ð1Þ þ yr00 br;n ðxÞ ð1:8Þ
r¼0

and
X
n
yðxÞ ¼ yð1Þ þ ðx þ 1Þy 0 ð1Þ þ yr00 Er ðxÞ ð1:9Þ
r¼0

We may use Eq. (1.9) to find the values of yðxÞ at the points xi ¼ cosðip=nÞ,
i ¼ 0ð1Þn and then use (1.4) (or any quadrature rule) to find the definite or
indefinite integral. Such this procedure can be generalized to n-derivatives. In a
similar way, if the second derivative is known and yð1Þ and yð1Þ are known
but the integrand function is unknown, then from (1.9) using x ¼ 1 gives
1 1X n
y 0 ð1Þ ¼ ½yð1Þ  yð1Þ  y 00 Er ð1Þ ð1:10Þ
2 2 r¼0 r
Substitute from (1.10) in (1.8) and (1.9) to give
1 Xn
y 0 ðxÞ ¼ ½yð1Þ  yð1Þ þ yr00 ½br ðxÞ  Er ð1Þ=2 ð1:11Þ
2 r¼0

and
ðx þ 1Þ Xn
yðxÞ ¼ yð1Þ þ ½yð1Þ  yð1Þ þ yr00 Dr ðxÞ
2 r¼0 ð1:12Þ
ðx þ 1Þ
Dr ðxÞ ¼ Er ðxÞ  Er ð1Þ
2
The solution then known using (1.12) to evaluate the values of yðxÞ at the
points xi ¼ cosðip=nÞ, i ¼ 0ð1Þn and then using (1.4) to find the definite or
indefinite integral at any point x.

2. Linear Volterra integro-differential equation of second kind

In [7] a method is suggested to treat the linear Volterra or Fredholm integro-

differential equation of second kind (second order) of the form
Z x
00 0
Q1 ðx; y ðxÞ; y ðxÞ; yðxÞÞ þ k Kðx; tÞQ2 ðt; y 00 ðtÞ; y 0 ðtÞ; yðtÞÞ dt ¼ gðxÞ
1
ð2:1Þ
76 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88

where
Q1 ðx; y 00 ðxÞ; y 0 ðxÞ; yðxÞÞ ¼ p1 ðxÞy 00 ðxÞ þ p2 ðxÞy 0 ðxÞ þ p3 ðxÞyðxÞ
and
Q2 ðt; y 00 ðtÞ; y 0 ðtÞ; yðtÞÞ ¼ p4 ðtÞy 00 ðtÞ þ p5 ðtÞy 0 ðtÞ þ p6 ðtÞyðtÞ
Consider the following condition

(1) under the initial conditions

yð1Þ ¼ a; y 0 ð1Þ ¼ b
substitute from (1.7), (1.8) and (1.9) in (2.1) to yield
X
n
Ar ðxÞyr00 ¼ GðxÞ ð2:2Þ
r¼0

where
 
2dr X
n
00 krp
Ar ðxÞ ¼ Bk ðxÞ cos ðusing FFTÞ
n k¼0 n
Z x
Bk ðxÞ ¼ p1 ðxÞTk ðxÞ þ p2 ðxÞIk ðxÞ þ p3 ðxÞpk ðxÞ þ k Kðx; tÞðp4 ðtÞTk ðtÞ
1

þ p5 ðtÞIk ðtÞ þ p6 ðtÞpk ðtÞÞ dt

and
Z x
GðxÞ ¼ gðxÞ  p2 ðxÞb  p3 ðxÞ½a þ bðx þ 1Þ  k Kðx; tÞ½p5 ðtÞa
1
þ p6 ðtÞ½a þ bðt þ 1Þ dt

(2) under the boundary conditions

yð1Þ ¼ a; yð1Þ ¼ b
substitute from (1.7), (1.11) and (1.12) into (2.1) to give the approximating
equation
X
n
Ar ðxÞyr00 ¼ GðxÞ
r¼0

where
 
2dr X
n
00 krp
Ar ðxÞ ¼ Bk ðxÞ cos
n k¼0 n
 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88 77

and
Z x
Bk ðxÞ ¼ W1 ðxÞ þ k Kðx; tÞW2 ðtÞ dt
1

W1 ðxÞ ¼ p1 ðxÞTk ðxÞ þ p2 ðxÞ½Ik ðxÞ  pk ðx0 Þ=2 þ p3 ðxÞ½pk ðxÞ

 ðx þ 1Þpk ð1Þ=2
W2 ðtÞ ¼ p4 ðtÞTk ðtÞ þ p5 ðtÞ½Ik ðtÞ  pk ðx0 Þ=2 þ p6 ðtÞ½pk ðtÞ
 ðt þ 1Þp
Z k ðx0 Þ=2
x
GðxÞ ¼ G1 ðxÞ  k Kðx; tÞG2 ðtÞ dt
1 
ðx þ 1Þ
G1 ðxÞ ¼ gðxÞ  p2 ðxÞ½b  a=2  p3 ðxÞ b þ ðb  aÞ
2

ðt þ 1Þðb  aÞ
G2 ðtÞ ¼ p5 ðtÞðb  aÞ=2 þ p6 ðtÞ a þ
2
These formulae will now be applied to some particular Volterra integro-
differential equations.

3. Special type of Volterra integro-differential equation of the second kind

In this paper we may use the special cases of (2.1) in which [p1 ðxÞ ¼ p2 ðxÞ ¼
0, p3 ðxÞ ¼ 1 and p4 ðtÞ ¼ p6 ðtÞ ¼ 0] is used.
Z x
yðxÞ þ k Kðx; tÞy 0 ðtÞ dt ¼ gðxÞ
1 ð3:1Þ
yð1Þ ¼ a
We may use three methods to treat this problem:

(1) integration by parts,

(2) differentiate both sides of the Eq. (3.1) with respect to x,
(3) use the Rashed method (directly without using methods 1 or 2).

3.1. Method one

Using integration by parts, Eq. (3.1) has the form

Z x
yðxÞ þ k½Kðx; xÞyðxÞ  Kðx; 1Þyð1Þ  k Kt ðx; tÞyðtÞ dt ¼ gðxÞ
1

i.e.
Z x
yðxÞ  k K1 ðx; tÞyðtÞ dt ¼ GðxÞ ð3:2Þ
1
78 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88

where
Kt ðx; tÞ gðxÞ þ kaKðx; 1Þ
K1 ðx; tÞ ¼ ; GðxÞ ¼
1 þ kKðx; xÞ 1 þ kKðx; xÞ
On other hand, using p1 ðxÞ ¼ p2 ðxÞ ¼ 0, p3 ðxÞ ¼ 1 and p4 ðtÞ ¼ 1 p5 ðtÞ ¼ p6 ðtÞ ¼
0 in Eq. (2.1) gives
Z x
yðxÞ þ k Kðx; tÞy 00 ðtÞ dt ¼ gðxÞ ð3:3Þ
1

(a) Under the initial conditions

yð1Þ ¼ a; y 0 ð1Þ ¼ b
using integration by parts, Eq. (3.3) has the form
Z x
p3 ðxÞyðxÞ þ k½Kðx; xÞy 0 ðxÞ  Kðx; 1Þy 0 ð1Þ  k Kt ðx; tÞy 0 ðtÞ dt ¼ gðxÞ
1
or
Z x
0
kKðx; xÞy ðxÞ þ p3 ðxÞyðxÞ  k Kt ðx; tÞy 0 ðtÞ dt ¼ gðxÞ þ kKðx; 1Þb
1

(1) If Kðx; xÞ 6¼ 0, we get a linear Volterra integro-differential of the first order

which may be solved by using the suggested method in [7].
(2) If Kðx; xÞ ¼ 0, again integrating by parts
Z x
p3 ðxÞyðxÞ þ k½Kt ðx; xÞyðxÞ  Kt ðx; 1Þa þ k Ktt ðx; tÞyðtÞ dt
1

¼ gðxÞ þ kKðx; 1Þb

Let p3 ðxÞ ¼ 1, then
Z x
yðxÞ þ k K1 ðx; tÞyðtÞ dt ¼ GðxÞ ð3:4Þ
1
where
Ktt ðx; tÞ gðxÞ þ kKðx; 1Þb þ kKt ðx; 1Þa
K1 ðx; tÞ ¼ ; GðxÞ ¼
1 þ kKt ðx; xÞ 1 þ kKt ðx; xÞ
Eq. (3.4) is a linear Volterra integral equation of the second kind. To solve it we
may use the expansion
X
n
yðxÞ ¼ yr ‘r;n ðxÞ
r¼0

Hence, Eq. (3.2) or (3.4) is approximated by

X
n
Br ðxÞyr ¼ GðxÞ
r¼0
 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88 79

where
 
2dr X n
00 krp
Br ðxÞ ¼ Rk ðxÞ cos
n k¼0 n
Z x
Rk ðxÞ ¼ Tk ðxÞ þ k K1 ðx; tÞTk ðtÞ dt
1

3.2. Method two

Using the relation

Z x Z x
d okðx; tÞ
Kðx; tÞ dt ¼ Kðx; xÞ þ dt ð3:5Þ
dx 1 1 ox

Eq. (3.1) has the form

Z x
0 0 oKðx; tÞ 0
y ðxÞ þ kKðx; xÞy ðxÞ þ k y ðtÞ dt ¼ g0 ðxÞ
1 ox
Z x
½1 þ kKðx; xÞy 0 ðxÞ þ k Kx ðx; tÞy 0 ðtÞ dt ¼ g0 ðxÞ
1

or
Z x
0
y ðxÞ þ K1 ðx; t; kÞy 0 ðtÞ dt ¼ GðxÞ ð3:6Þ
1

where
kKx ðx; tÞ g0 ðxÞ
K1 ¼ ; Gðx; kÞ ¼
1 þ kKðx; xÞ 1 þ kKðx; xÞ
Eq. (3.6) is a linear Volterra integral equation of the second kind in unknown
y 0 . Hence using interpolation (1.2) to find yðxÞ, with relation (3.5), Eq. (3.3) to
the form
Z x
0 00
y ðxÞ þ kKðx; xÞy ðxÞ þ k Kx ðx; tÞy 00 ðtÞ dt ¼ g0 ðxÞ
1

or
Z x
00 0
kKðx; xÞy ðxÞ þ y ðxÞ þ k Kx ðx; tÞy 00 ðtÞ dt ¼ g0 ðxÞ ð3:7Þ
1

(1) If Kðx; xÞ 6¼ 0, Eq. (3.7) is an integro-differential equation of the second

kind.
(2) If Kðx; xÞ ¼ 0, using the relation (3.5) gives
80 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88
Z x
y 00 ðxÞ þ kKx ðx; xÞy 00 ðxÞ þ k Kxx ðx; tÞy 00 ðtÞ dt ¼ g00 ðxÞ
1

or
Z x
00
y ðxÞ þ K1 ðx; t; kÞy 00 ðtÞ dt ¼ GðxÞ ð3:8Þ
1

where
kKxx ðx; tÞ g00 ðxÞ
K1 ðx; tÞ ¼ ; Gðx; kÞ ¼
1 þ kKx ðx; xÞ 1 þ kKx ðx; xÞ

which is a linear Volterra integral equation of the second kind in the unknown
y 00 ðxÞ. Hence using relation (1.9) generates solution of the integro-differential
equation at any point x.

3.3. Rashed method

Consider Eq. (3.3) (with (1.7) and (1.9)) to give

X
n
Br ðxÞyr00 ¼ GðxÞ ð3:9Þ
r¼0

where
 
2dr X
n
00 krp
Br ðxÞ ¼ Ak ðxÞ cos ðusing FFTÞ
n k¼0 n
Z x
Ak ðxÞ ¼ Pk ðxÞ þ k Kðx; tÞTk ðtÞ dt
1

Choosing x by
 
i  0:45
zi ¼ cos p ; i ¼ 0ð1Þn
n

gives
Z zi
Ak ðzi Þ ¼ Pk ðzi Þ þ k Kðzi ; tÞTk ðtÞ dt
1

The suggested method is used without transforming the integro-differential into

an integral equation like methods 1 or 2. Also, the suggested method does not
need the first or the second derivatives of derived term gðxÞ nor any condition
on Kðx; xÞ (see Example 5).
 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88 81

4. Linear Fredholm integro-differential equation of the second kind

Consider
Z 1
yðxÞ þ k Kðx; tÞy 00 ðtÞ dt ¼ gðxÞ ð4:1Þ
1

yð1Þ ¼ a; y 0 ð1Þ ¼ b
With using method 2, Eq. (4.1) transforms into the equation
Z 1
y 00 ðxÞ þ k Kxx ðx; tÞy 00 ðtÞ dt ¼ g00 ðxÞ
1

which is an integral equation of the second kind with unknown function y 00 ðxÞ
using Eq. (1.9), gives a solution of Eq. (4.1).

4.1. Rashed method

Eq. (4.1) is approximated by

X
n
yj00 fEj ðxÞ þ kKðx; tj Þbj ðx0 Þg ¼ GðxÞ
j¼0

and we can find the solution of Eq. (4.1) by using (1.9).

5. Linear Volterra integro-differential of first kind

5.1. Method two

Consider the Volterra integro-differential of first kind

Z x
Kðx; tÞy 00 ðtÞ dt ¼ gðxÞ ð5:1Þ
1

yð1Þ ¼ a; y 0 ð1Þ ¼ b
then using method two to find the integro-differential equation of the second
kind gives
Z x
oKðx; tÞ 00
Kðx; xÞy 00 ðxÞ þ y ðtÞ dt ¼ g0 ðxÞ
1 ox
The Rashed method is used to find y 00 ðxÞ and (1.9) is used to find the solution of
integro-differential equation (5.1)
82 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88

5.2. Rashed method

Eq. (5.1) is approximated by

X n
Kðx; tr Þyr00 br ðxÞ ¼ gðxÞ
r¼0

Choosing x as
 
i  0:45
zi ¼ cos p ; i ¼ 0ð1Þn
n
gives
X n
Kðzi ; tr Þbr ðzi Þyr00 ¼ gðzi Þ
r¼0

where
tr ¼ cosðrp=nÞ; r ¼ 0ð1Þn
Hence, (1.9) is used to find the solution of the integro-differential equation. The
last method moved better than method 2 and treated the case Kðx  tÞ (see
Example 9).

6. Numerical performances

The computed errors rn are defined by

( )1=2  Z 1=2
X
n 1
2
rn ¼ en ðxj =nÞ ’ e2n ðxÞ dx
j¼0 1

where
 
jp
xj ¼ cos ; j ¼ 0ð1Þn and en ¼ yn  yexact
n
and we illustrates in the following tables.

6.1. Volterra integro-differential equation of the second kind

Example 1
Z x
yðxÞ þ k ext y 0 ðtÞ dt ¼ gðxÞ
1
1
yð1Þ ¼ e
gðxÞ ¼ ex ½1 þ kðx þ 1Þ
Exact solution yðxÞ ¼ ex
Computed errors rn ; Example 1
 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88 83

Method n Method 1 Method 2 Rashed Method 1 Method 2 Rashed

(k ¼ 1:0) (k ¼ 100:0)
2 3:1D  16 2:9D  02 2:3D  03 3:5D  16 2:9D  02 2:8D  02
3 5:8D  16 3:5D  03 2:7D  03 3:8D  16 3:5D  03 3:5D  03
4 3:1D  16 1:9D  04 1:4D  04 6:4D  16 1:9D  04 1:9D  04
5 2:7D  16 1:2D  05 9:6D  06 8:7D  16 1:2D  05 1:2D  05
6 2:6D  16 6:8D  07 5:7D  07 5:5D  16 6:8D  07 6:8D  07
7 2:7D  16 3:6D  08 3:0D  08 6:5D  16 3:6D  08 3:6D  08
8 5:9D  16 1:7D  09 1:5D  09 5:3D  16 1:7D  09 1:7D  09
9 1:9D  16 7:6D  11 6:7D  11 5:6D  16 7:6D  11 7:6D  11
10 8:0D  17 3:1D  12 2:7D  12 8:4D  16 3:1D  12 3:1D  12

Example 2
Z x
yðxÞ þ k ðx2  t2 Þy 00 ðtÞ dt ¼ gðxÞ
1

yð1Þ ¼ 1; y 0 ð1Þ ¼ 2
4k 3 2k
gðxÞ ¼ x þ ð1 þ 2kÞx2 
3 3
Exact solution yðxÞ ¼ x2
Computed errors rn ; Example 2

Method n Method 1 Method 2 Rashed Method 1 Method 2 Rashed

(k ¼ 2:0) (k ¼ 100:0)
2 4:1D  16 6:3D  16 1:3D  15 3:5D  16 7:9D  17 1:9D  15
3 4:6D  16 1:2D  15 1:9D  15 1:9D  14 5:2D  16 1:9D  15
4 1:5D  15 2:1D  16 1:2D  14 9:1D  16 2:6D  16 3:1D  15
5 8:5D  16 4:8D  16 4:5D  15 1:4D  14 3:1D  15 7:4D  16
6 9:6D  14 1:4D  15 6:0D  15 1:4D  15 1:9D  16 3:3D  15
7 1:9D  15 8:3D  16 1:7D  15 3:1D  14 1:3D  14 9:8D  16
8 3:0D  16 1:0D  15 2:0D  15 3:6D  15 8:8D  16 1:8D  14
9 2:4D  16 2:1D  16 5:2D  14 1:1D  14 3:8D  15 1:6D  14
10 2:9D  15 3:1D  16 1:8D  14 1:7D  15 6:7D  16 5:7D  14

Example 3
Z x
yðxÞ þ k ð2 þ t2 Þy 00 ðtÞ dt ¼ gðxÞ
1

yð1Þ ¼ e; y 0 ð1Þ ¼ e
gðxÞ ¼ 3ke  ex ðkðx2 þ 2x þ 4Þ  1Þ
Exact solution yðxÞ ¼ ex
Computed errors rn ; Example 3
84 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88

Method n Method 1 Method 2 Rashed Method 1 Method 2 Rashed

(k ¼ 0:001) (k ¼ 1:0)
2 3:6D  04 9:6D  03 4:5D  03 3:6D  02 2:9D  02 6:5D  02
3 4:8D  05 9:7D  04 2:1D  04 3:8D  03 1:6D  03 6:8D  03
4 4:6D  06 4:5D  05 1:4D  05 2:4D  04 9:3D  05 8:9D  04
5 3:7D  07 2:1D  06 7:9D  07 1:3D  05 2:3D  06 2:8D  05
6 2:6D  08 1:0D  07 3:9D  08 7:3D  07 1:0D  07 9:3D  07
7 1:7D  09 4:7D  09 1:6D  09 3:8D  08 3:5D  09 6:1D  08
8 8:4D  11 2:0D  10 6:2D  11 1:8D  09 1:1D  10 3:0D  09
9 4:1D  12 8:0D  12 2:4D  12 7:9D  11 3:9D  12 1:2D  10
10 1:8D  13 2:9D  13 1:2D  13 3:2D  12 1:3D  13 4:8D  12

Example 4
Z x
yðxÞ þ k ðx þ tÞy 0 ðtÞ dt ¼ gðxÞ
1

yð1Þ ¼ e1
gðxÞ ¼ ð1  k þ 2kÞex  kðx  2Þe1
Exact solution yðxÞ ¼ ex
Computed errors rn ; Example 4

Method n Method 1 Method 2 Rashed Method 1 Method 2 Rashed

(k ¼ 1:0) (k ¼ 100:0)
2 8:1D  02 3:1D  02 3:9D  02 6:3D  02 4:9D  02 2:5D  02
3 6:2D  03 4:9D  03 8:9D  03 9:2D  03 1:8D  03 9:7D  04
4 4:1D  04 2:1D  04 1:3D  03 7:9D  04 3:5D  04 4:0D  04
5 1:0D  04 1:3D  05 2:8D  05 5:5D  05 2:1D  05 3:9D  05
6 3:2D  06 9:9D  07 1:3D  06 3:8D  06 9:1D  07 2:9D  06
7 1:3D  07 6:6D  08 6:4D  08 2:1D  07 4:5D  08 1:9D  07
8 2:2D  08 1:9D  09 1:7D  09 1:2D  08 2:3D  09 1:4D  08
9 4:6D  10 9:5D  11 8:9D  11 5:3D  10 1:0D  10 7:2D  10
10 1:4D  11 4:5D  12 9:7D  12 2:5D  11 3:8D  12 3:7D  11

Example 5
Z x
yðxÞ þ cosðx  tÞy 00 ðtÞ dt ¼ x2 þ 2 sinðxÞ; 06x61
0

yð0Þ ¼ y 0 ð0Þ ¼ 0
Exact solution yðxÞ ¼ x2
Rashed method rn ; Example 5
 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88 85

n rn
2 2:1D  04
3 4:3D  05
4 1:3D  07
5 1:6D  08
6 5:4D  11
7 5:3D  12
8 1:4D  14
9 1:7D  15
10 6:4D  17

6.2. Fredholm integro-differential equation of the second kind

Example 6
Z 1
yðxÞ þ k ðx2  t2 Þy 00 ðtÞ dt ¼ gðxÞ
1

yð1Þ ¼ 1; y 0 ð1Þ ¼ 2

4k
gðxÞ ¼ x2 ð1 þ 4kÞ 
3
Exact solution yðxÞ ¼ x2
Computed errors rn ; Example 6

Method n Method 2 Rashed Method 2 Rashed

(k ¼ 1:0) (k ¼ 100:0)
2 6:7D  16 3:2D  16 3:7D  15 2:9D  14
3 4:5D  16 2:3D  16 5:2D  16 3:1D  15
4 1:3D  16 3:4D  16 9:3D  16 1:1D  14
5 4:5D  16 3:1D  16 2:9D  16 1:7D  14
6 3:9D  16 2:6D  16 2:4D  16 2:6D  14
7 2:2D  16 4:7D  16 5:4D  16 2:3D  14
8 2:7D  16 3:8D  16 2:7D  16 1:7D  14
9 1:5D  16 6:1D  16 5:6D  16 2:4D  14
10 3:9D  16 5:5D  16 2:5D  16 1:3D  14
86 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88

Example 7
Z 1
yðxÞ þ k exþt y 00 ðtÞ dt ¼ gðxÞ
1

yð1Þ ¼ e; y 0 ð1Þ ¼ e

gðxÞ ¼ ex þ 2kex

Exact solution yðxÞ ¼ ex

Computed errors rn ; Example 7

Method n Method 2 Rashed Method 2 Rashed

(k ¼ 1:0) (k ¼ 100:0)
2 9:9D  16 9:9D  16 6:1D  14 4:5D  14
3 9:0D  16 5:9D  16 4:2D  14 6:5D  14
4 7:7D  16 7:5D  16 4:8D  14 3:6D  14
5 5:9D  16 3:3D  16 3:7D  14 3:9D  14
6 3:0D  16 2:6D  16 6:0D  14 2:5D  14
7 8:5D  16 5:3D  16 2:5D  14 3:1D  14
8 5:1D  16 1:5D  16 3:7D  14 2:7D  14
9 7:2D  16 3:6D  16 5:6D  14 3:3D  14
10 5:2D  16 3:3D  16 3:8D  14 2:8D  14

6.3. Volterra integro-differential equation of the first kind

Example 8
Z x
ext y 00 ðtÞ dt ¼ gðxÞ
1

yð1Þ ¼ ea ; y 0 ð1Þ ¼ aea

a2 h xþa 2
i
gðxÞ ¼ e  eðx þaxÞ
xþa
Exact solution yðxÞ ¼ eax

Computed errors rn ; Example 8

 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88 87

Method n Method 2 Rashed Method 2 Rashed

(a ¼ 1:1) (a ¼ 1:1)
2 1:2D  01 9:9D  02 2:1D  01 7:6D  02
3 2:5D  02 2:8D  02 1:9D  02 1:5D  02
4 1:6D  03 7:3D  04 1:2D  03 3:6D  04
5 6:7D  05 9:2D  05 1:3D  04 5:1D  05
6 1:6D  05 7:9D  06 2:0D  05 6:8D  06
7 3:6D  07 2:7D  07 2:2D  06 6:2D  07
8 4:7D  08 4:3D  08 1:9D  07 5:1D  08
9 1:9D  09 1:1D  09 1:4D  08 3:6D  09
10 1:0D  10 1:6D  10 9:6D  10 2:3D  10

Example 9
Z x
cosðx  tÞy 0 ðtÞ dt ¼ 2 sinðxÞ
0

yð0Þ ¼ 0; y 00 ð0Þ ¼ 0
Exact solution yðxÞ ¼ x2
Rashed method rn ; Example 9

n rn
2 2:7D  04
3 5:0D  05
4 1:6D  07
5 2:5D  08
6 6:4D  11
7 7:8D  12
8 1:7D  14
9 2:4D  15
10 8:8D  17

References

[1] R.P. Boas Jr., Entire Functions, Academic Press, New York, 1954.
[2] L.M. Delves, J.L. Mohamed, Computational Methods for Integral Equation, Cambridge
University Press, London, 1985.
88 M.T. Rashed / Appl. Math. Comput. 143 (2003) 73–88

[3] L. Fox, I.B. Parker, Numerical Analysis, Oxford University Press, London, 1968.
[4] P. Henrici, Discrete Variable Methods in Ordinary Differential Equation, New York, John
Wiley, 1962.
[5] P.J. Minz, Inst. Maths Applics., 1974.
[6] R.A. Cicenia, Inst. Maths Applics., 1974.
[7] M.T. Rashed, Ph.D. thesis, Assiut Uni. and Liverpool, 1989.