D. Otrocol
Tiberiu Popoviciu Institute of Numerical Analysis
Romanian Academy, Cluj-Napoca, Romania
V. A. Ilea
Department of Mathematics, Babes-Bolyai University Cluj-Napoca, Romania
C. Revnic
Department of Mathematics and Computer Science
Iuliu Hat¸ieganu University of Medicine and Pharmacy, Cluj-Napoca, Romania
Keywords
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Paper coordinates
D. Otrocol, V. A. Ilea, C. Revnic, An iterative method for a functional-differential equation with mixed type argument, Fixed Point Theory, 11 (2010), no. 2, pp. 327-336
AN ITERATIVE METHOD FOR A FUNCTIONAL-DIFFERENTIAL EQUATION WITH MIXED TYPE ARGUMENT
DIANA OTROCOL*, VERONICA ILEA** AND CORNELIA REVNIC***
*Tiberiu Popoviciu Institute of Numerical Analysis
Romanian Academy, Cluj-Napoca, Romania
E-mail: dotrocol@ictp.acad.ro
** Department of Mathematics, Babeş-Bolyai University Cluj-Napoca, Romania
E-mail: vdarzu@math.ubbcluj.ro
***Department of Mathematics and Computer Science
Iuliu Haţieganu University of Medicine and Pharmacy, Cluj-Napoca, Romania
E-mail: cornelia.revnic@umfcluj.ro
Abstract
In this paper we shall study a functional-differential equations with mixed type argument. For this problem we give an algorithm based on the step method and the successive approximations method.
Key Words and Phrases: Functional-differential equations, mixed type argument, step method, successive approximation method, Newton’s method.
2010 Mathematics Subject Classification: .
1. Introduction
In this paper we study the following problem
(1.1)
(1.2)
The problem (1.1)-(1.2) has been studied in the papers R. Driver [4], I.A. Rus and C. Iancu [9] and V.A. Darzu [2]. This problem is known in literature as WheelerFeynman problem. For this problem the above authors studied the existence and uniqueness of the solution using the step method.
The purpose of this paper is to elaborate an algorithm based on the step method and the successive approximation method and to apply it on the problem (1.1)-(1.2).
Algorithm. At each step we have a problem like this
where and .
It follows that
We denote .
Then
We denote . So
(1.4)
The purpose is to impose conditions on such that equation (1.4) has a unique solution who can be approximated by Newton’s method.
In order to study the problem (1.1)-(1.2) we need the following well known results.
Implicit function theorem. ([1]) We suppose that satisfy the following conditions
(i) ;
(ii) there exists and ;
(iii) for each , there exists such that .
Then, there exists a unique solution such that , , solution that can be obtained using the successive approximations method.
In terms of , for the problem (1.1)-(1.2), the conditions from the above theorem are:
(C2) ;
( ) , the equation has a unique solution.
We shall use the notations, the terminology and some results given by I.A. Rus in the paper [6], and the following result, that is a generalization of the fibre contraction theorem (see [6]).
Fibre contraction theorem. (Theorem 9.1., [7]) Let , be some metric spaces. Let
be some operators. We suppose that:
(i) , are complete metric spaces;
(ii) the operator is WPO;
(iii) there exists such that:
are -contractions;
(iv) the operators , are continuous.
The operator : ,
is . If is PO, then is PO.
2. Main Result
In this section we apply the algorithm from section 1 for the problem (1.1)-(1.2).
Let be such that . In the conditions , the step method consists in the following:
For we have
where
We denote .
Let
From the implicit function theorem there exists a solution such that
The key of each step is to approximate the solution with the method of Newton:
where and is a contraction.
We choose the function with , where is a constant. It is obvious that .
Now we consider the operator , defined by
Proving that is a contraction we have the uniqueness of the solution on . For all we have the inequality
We have that on , so in the next step we shall use instead of .
For we have
We denote .
Let
Applying the implicit function theorem, we have that there exists the solution such that
Now we approximate the solution with the method of Newton:
where and is a contraction.
We choose with , where is a constant. Then we have .
Let us consider the operator , defined by
In the same way as in the previous step we prove that is a contraction. Follows that on , so in the next step we shall use instead of .
By induction, for we have
We denote .
Let
Applying implicit function theorem, there exists the solution such that . We approximate the solution with the method of Newton, by , where and is a contraction.
The function chosen here is , where is a constant. Then .
Let the operator defined by
Notice that is a contraction. Then we have that on .
So, the following convergence takes place
In what follows we present the step method for the solution determined with the above algorithm.
Thus we have the following theorem
Theorem 2.1. In the conditions we have:
a) the problem (1.1)-(1.2) has in a unique solution
b) the sequence define by
Theorem 2.1 gives a uniqueness result for the solution of the problem (1.1)-(1.2) by successive approximation method and now we want to improve the convergence of this solution. So, here cames the question: can we put instead of in the conclusion b) of Theorem 2.1? The answer of this question is given by the following theorem.
Theorem 2.2. We suppose that the conditions and
there exists such that
are satisfied. Then the sequence defined by
(2.1)
is convergent and .
Proof. We consider the Banach spaces
and the operators
and
For fixed , the sequence (2.1) means
We need to prove that the operator is PO and for this we apply the fibre contraction theorem.
Since is a constant operator then is -contraction with , so is PO and , where . For we have:
for all . Choosing , we get that are -contractions with , so we are in the conditions of the fibre contraction theorem, therefore is PO and . Thus
where , for all , and are defined by (2.1). From condition ( ) and from the definitions of , we have
therefore
is the unique solution in .
3. Numerical example
In this section we give an example to test the numerical method presented above. We consider the following functional-differential problem with mixed type argument:
(3.1)
We divide the working interval by the points . We develop the solution for the step of time , thus we obtain points on each subinterval . From implicit function theorem, on each , there exists a solution and this solution is approximated by Newton’s method. Applying the algorithm explained in the previous section we get:
(3.2)
with .
Figure 1: Figure 1. Exact and numerical solution for equation (3.1)
The algorithm from Section 2 is implemented using Matlab in the following way:
Step 0: We construct the vector formed by points of the interval at each step . Further, we initialize the known solution for this interval with and its derivative with .
Step k: We concatenate to the initial vector the rest of the points till , constructing the interval . For this interval we get the solution applying Newton’s method. For starting this method, we initialize the value of the first solution with that computed to the last knot at the previous step.
Stoping test: We evaluate the difference in norm between two consecutive computed values and and the iterations stop when it is less than a chosen value (in our case ). The last values of the solution are retained in the solution vector and are plotted along to the exact solution of the equation (3.1). These solutions are presented in Fig. 1.
We can see from Fig. 1 that for the equation (3.1), our algorithm work perfectly. The exact solution are designed graphically by circles and the numerical solution by line. We observe that the numerical solution is overlapping the exact solution.
References
[1] G. Belitskii, V. Tkachenko, One-Dimensional Functional Equations, Birkhäuser Verlag, Basel, 2003.
[2] V.A. Darzu, Wheeler-Feynman problem on compact interval, Studia Univ. Babeş-Bolyai Math., 47(2002), No. 1, 43-46.
[3] V. A. Ilea, Functional Differential Equations of First Order with Advanced and Retarded Arguments, Presa Universitară Clujeană, 2006 (in Romanian).
[4] R.D. Driver, A backwards two-body problem of classical relativistic electrodynamics, The Physical Review, 178(1969), 2051-2057.
[5] C. T. Kelley, Solving Nonlinear Equations with Newton’s Method, SIAM, 2003.
[6] I.A. Rus, Picard operators and applications, Sciantiae Mathematicae Japonicae, 58(2003), No. 1, 191-219.
[7] I.A. Rus, Abstract models of step method which imply the convergence of successive approximations, Fixed Point Theory, 9 (2008), No. 1, 293-307.
[8] I.A. Rus, M.A. Şerban, D. Trif, Step method for some integral equations from biomathematics, to appear.
[9] I.A. Rus, C. Iancu, Wheeler-Feynman problem for mixed order functional differential equations, Tiberiu Popoviciu Itinerant Seminar of Functional Equations, Approximation and Convexity, Cluj-Napoca, May 23-29, 2000, 197-200.
Received: November 25, 2009; Accepted: January 30, 2010.