New Algorithms for Numerical Assessment of Nonlinear Integro-Differential Equations of Second-Order using Haar Wavelets

Authors

  • Imran AZIZ Department of Mathematics, University of Peshawar
  • Siraj Ul ISLAM Department of Basic Sciences, University of Engineering and Technology, Peshawar
  • Muhammad FAYYAZ Department of Computer Science, CECOS University Peshawar
  • Mohammad AZRAM Department of Science in Engineering, Faculty of Engineering, International Islamic University Malaysia, Kuala Lumpur

Keywords:

Haar wavelet, collocation method, second-order Fredholm integro-differential equation of second kind, second-order Volterra integro-differential equations of second kind

Abstract

This paper deals with the extended design for Fredholm and Volterra integral equations and design for Fredholm and Volterra integro-differential equations of first-order to second-order nonlinear Fredholm and second-order nonlinear Volterra integro-differential equations having square integrable kernels. This approach utilizes the inherent dynamics of the Haar wavelet. The Haar wavelet is used to provide a single platform for the proposed method. The method is tested on problems from literature, and numerical results are compared with existing methods. The numerical results indicate that the accuracy of the method is reasonably high, even on a coarse grid.

doi:10.14456/WJST.2015.39

Downloads

Download data is not yet available.

Metrics

Metrics Loading ...

Author Biography

Mohammad AZRAM, Department of Science in Engineering, Faculty of Engineering, International Islamic University Malaysia, Kuala Lumpur

Department of Science

References

I Aziz and S Ul-Islam. New algorithms for numerical solution of nonlinear Fredholm and Volterra integral equations using Haar wavelets. J. Comput. Appl. Math. 2013; 239, 333-45.

S Ul-Islam, I Aziz and M Fayyaz. A new approach for numerical solution of integro-differential equations via Haar wavelets. Int. J. Comput. Math. 2013; 90, 1971-89.

H Thiem. A model for spatial spread of an epidemic. J. Math. Biol. 1977; 4, 337-51.

Y Kuang. Delay Differential Equations: With Applications in Population Dynamics. Academic Press, 1993, p. 1-412.

A Saib, D Tangman and M Bhuruth. A new radial basis functions method for pricing American options under Merton’s jump-diffusion model. Int. J. Comput. Math. 2012; 9, 1164-85.

E Sachs and A Strauss. Efficient solution of a partial integro-differential equation in finance. Appl. Numer. Math. 2008; 58, 1687-703.

J Li, Y Zhou, Z Ma and J Hyman. Epidemiological models for mutating pathogens. Int. J. Comput. Math. 2004; 65, 1-23.

R Cont and E Voltchkova. A finite difference scheme for option pricing in jump diffusion and exponential Levy models. SIAM J. Numer. Anal. 2005; 43, 1596-626.

E Larsson, K Ahlander and A Hall. Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform. J. Comput. Appl. Math. 2008; 222, 175-92.

E Babolian, Z Masouri and S Hatamzadeh-Varmazyar. Numerical solution of nonlinear Volterra-Fredholm integro-differential equations via direct method using triangular functions. Comput. Math. Appl. 2009; 58, 239-47.

P Darania and A Ebadian. A method for the numerical solution of the integro-differential equations. Appl. Math. Comput. 2007; 188, 657-68.

K Ivaz, S Shahmorad and B Mostahkam. Newton-tau numerical solution of one dimensional nonlinear integro-differential equations. Southeast Asian Bull. Math. 2009; 33, 733-40.

U Lepik. Haar wavelet method for nonlinear integro-differential equations. Appl. Math. Comput. 2006; 176, 324-33.

K Maleknejad, B Basirat and E Hashemizadeh. Hybrid Legendre polynomials and Block-Pulse functions approach for nonlinear Volterra-Fredholm integro-differential equations. Comput. Math. Appl. 2011; 61, 2821-8.

B Sepehriana and M Razzaghi. Single-term Walsh series method for the Volterra integro- differential equations. Eng. Anal. Bound. Elem. 2004; 28, 1315-9.

E Babolian, Z Masouri and S Hatamzadeh-Varmazyar. New direct method to solve nonlinear Volterra-Fredholm integral and integro-differential equations using operational matrix with block-pulse functions. Prog. Electromag. Res. 2008; 8, 59-76.

A Avudainayagam and C Vani. Wavelet-Galerkin method for integro-differential equations. Appl. Numer. Math. 2000; 32, 247-54.

J Zhao and R Corless. Compact finite difference method for integro-differential equations. Appl. Math. Comput. 2006; 177, 271-88.

AM Wazwaz. Linear and Nonlinear Integral Equations. Higher Education Press, Berlin, Germany, 2011.

Downloads

Published

2014-07-22

How to Cite

AZIZ, I., ISLAM, S. U., FAYYAZ, M., & AZRAM, M. (2014). New Algorithms for Numerical Assessment of Nonlinear Integro-Differential Equations of Second-Order using Haar Wavelets. Walailak Journal of Science and Technology (WJST), 12(11), 995–1007. Retrieved from https://wjst.wu.ac.th/index.php/wjst/article/view/1065