www.numerical-methods.

com

Solution of Fredholm Integral Equations by Collocation

In this document the solution of Fredholm integral equations1 by the method of collocation is outlined. The method is applied to an example of a Fredholm equation of the second kind. Collocation In this section the method of collocation is applied to the general Fredholm Integral Equation of the second kind:

( )

) ( )

( )

The first stage in the development of the collocation method is to represent (and thereby approximate) the functions ( ) and ( ) using a linear sum of basis functions2. The most simple functional approximations are piecewise constant, piecewise linear or piecewise quadratic3.

For polynomial basis functions, the function ( ) and its approximation are matched at a set of points and the basis functions 1, 2 ,, n are usually chosen so that ( ) and in
( ) ( )

{ this case

where

( )

The piecewise polynomial representation of ( ) is then substituted into the integral equation: ( ) It follows that ( ) ( ( ) ( ) ) ( ) ( )( ( )) ( )

In the collocation method the equation above is enforced at the points

, which are

also termed the collocation points.

Integral Equations Basis Functions 3 Piecewise Polynomial Approximation

1 2

www.numerical-methods.com

This gives the following set of n equations ( ) ( ( ) ( ) ) ( )

The integral equation can now be written as a linear system of equations, as follows; ( where ( ) ( ) and ( ) )

In most practical examples the are computed by a numerical integration4 method. The set of n equations can then be written concisely using matrices and vectors5 as follows

which can be solved using standard methods for solving linear systems of equations6. The method of collocation is applied to an integral equation in the following example and the solution of the integral equation is implemented on an accompanying Excel spreadsheet7. Example In this example the method of collocation is applied to the following integral equation ( )
( )

( )

for which we are required to find an approximation to ( ) on [0,1]. The analytic solution to the integral equation is ( ) Using the most simple piecewise constant basis functions, the integral equation can be written in discrete form ( )
( )

where

is to represent the function

on

By letting take the value of the collocation point ( obtain the following set of equations
( )

for

, we

Numerical Integration or Quadrature Matrix Definitions 6 Solution of Linear Systems of Equations 7 Solution of Fredholm Integral Equations by Collocation.xlsx
4 5

www.numerical-methods.com

The system of equations can now be written more concisely in matrix-vector form, as follows: ( where

and
( )

Let the integrals be computed using a quadrature rule with m points and weights, defined on [-1,1]; and . In order to compute , first the domain of the integral [ ( ) , ] is transformed

onto the standard domain [-1, 1] using the substitution ( Applying the quadrature rule gives ( )
( ) ( )

) (

On the spreadsheet the solution is developed on two separate sheets, one with four collocation points and one with eight collocation points. The integration rule that is used on both sheets is the 2-point Gaussian quadrature rule [ref Gaussian Quadrature ] and is coloured in blue. The results for the 4 collocation point method is shown in the following table

0.125 0.375 0.625 0.875

0.878922828 0.682939979 0.530159048 0.411029118

( ) 0.882496903 0.687289279 0.535261429 0.41686202

error 0.003574075 0.004349299 0.005102381 0.005832902

www.numerical-methods.com

The results for the 8 collocation point method is shown in the following table

0.0625 0.1875 0.3125 0.4375 0.5625 0.6875 0.8125 0.9375

0.938567799 0.828085612 0.730575116 0.644512315 0.568552255 0.501507991 0.442332027 0.390099927

( ) 0.939413063 0.829029118 0.731615629 0.645648526 0.569782825 0.502831578 0.44374731 0.391605627

error 0.000845263 0.000943506 0.001040513 0.001136211 0.00123057 0.001323587 0.001415283 0.0015057

It can be observed that doubling the number of collocation points reduces the error to about . The method appears to be ( ) [ref Big O notation in Mathematics ], where the length of each element of the approximating function.