Numerical Investigation of The Fredholm Integral Equations
Numerical Investigation of The Fredholm Integral Equations
Numerical Investigation of The Fredholm Integral Equations
Article
Numerical Investigation of the Fredholm Integral Equations
with Oscillatory Kernels Based on Compactly Supported Radial
Basis Functions
Suliman Khan 1 , Sharifah E. Alhazmi 2 , Aisha M. Alqahtani 3, * , Ahmed EI-Sayed Ahmed 4 ,
Mansour F. Yaseen 5,6 , Elsayed M. Tag-Eldin 7 and Dania Qaiser 1
1 School of Mathematics and Statistics, Central South University, Changsha 410083, China; suliman@csu.edu.cn
or dr.suliman.khan21@gmail.com (S.K.); 182108004@csu.edu.cn (D.Q.)
2 Mathematics Department, Al-Qunfudah University College, Umm Al-Qura University,
Mecca 24382, Saudi Arabia; sehazmi@uqu.edu.sa
3 Department of Mathematical Sciences, College of Science, Princess Nourah Bint Abdulrahman University,
Riyadh 11671, Saudi Arabia
4 Mathematics Department, Faculty of Science, Taif University, Taif 21944, Saudi Arabia; a.elsayed@tu.edu.sa
5 Department of Mathematics, College of Science and Humanities in Al-Aflaj, Prince Sattam Bin Abdulaziz
University, Al-Aflaj 11912, Saudi Arabia; mf.ali@psau.edu.sa
6 Department of Mathematics, Faculty of Science, Damietta University, New Damietta 34517, Egypt
7 Faculty of Engineering and Technology, Future University in Egypt, New Cairo 11835, Egypt;
elsayed.tageldin@fue.edu.eg
* Correspondence: aalqahtani@gmail.com or alqahtani@pnu.edu.sa
Abstract: The integral equations with oscillatory kernels are of great concern in applied sciences and
Citation: Khan, S.; Alhazmi, S.E.; computational engineering, particularly for large-scale data points and high frequencies. Therefore,
Alqahtani, A.M.; Ahmed, A.E.-S.; the interest of this work is to develop an accurate, efficient, and stable algorithm for the computation
Yaseen, M.F.; Tag-Eldin, E.M.; Qaiser, of the Fredholm integral equations (FIEs) with the oscillatory kernel. The oscillatory part of the
D. Numerical Investigation of the FIEs is evaluated by the Levin quadrature coupled with a compactly supported radial basis function
Fredholm Integral Equations with (CS-RBF). The algorithm exhibits sparse and well-conditioned matrix even for large-scale data points,
Oscillatory Kernels Based on
as compared to its counterpart, multi-quadric radial basis function (MQ-RBF) coupled with the
Compactly Supported Radial Basis
Levin quadrature. Usually, the RBFs behave with spherical symmetry about the centers, known as
Functions. Symmetry 2022, 14, 1527.
radial. The comparison of convergence and stability analysis of both types of RBFs are performed
https://doi.org/10.3390/
sym14081527
and numerically verified. The proposed algorithm is tested with benchmark problems and compared
with the counterpart methods in the literature. It is concluded that the algorithm in this work is
Academic Editors: Ji-Huan He and
accurate, robust, and stable than the existing methods in the literature based on MQ-RBF and the
Muhammad Nadeem
Chebyshev interpolation matrix.
Received: 17 June 2022
Accepted: 17 July 2022 Keywords: compactly supported radial basis functions; fredholm integral equations; levin method;
Published: 26 July 2022 stability analysis; highly oscillatory kernels; high frequency
mechanical problems, pipe flow, laser engineering, and quantum mechanics [4–8]. There-
fore, this paper consider the Fredholm integral equations (FIEs) of the type
Z d
v(t) = u(t) + K (t, τ )v(τ )dτ, (1)
c
where v(t) is the unknown function, and K (t, τ ) represents kernel function. In the oscilla-
tion form, the above equation can be represented as
Z d
v(t) = u(t) + f (t, τ )eiωg(t,τ ) v(τ )dτ, (2)
c
for K (t, τ ) = f (t, τ )eiωg(t,τ ) , which is the oscillatory part of the kernel function, and ω 1.
The complete analysis of the integral Equation (2) is based on the proper computation of
the oscillatory integral. Therefore, the existing literature on the highly oscillatory integrals
would be of great concern. The accurate, efficient, and stable computation of the highly
oscillatory integrals (HOIs) is much demanding in engineering and applied sciences. It
is difficult to compute the highly oscillatory integrals as demanded in the applied sci-
ences with traditional quadratures, such as the Simpson rule and Gaussian quadrature,
particularly for large-frequency ω. Therefore, substantial efforts have been carried out
towards the better computation of highly oscillatory integrals. There are several methods
in the literature, for this purpose, including the Filon-type method [9–12], Levin-type
method [4,5,13–16], asymptotic method [17], and steepest descent method [18].
In the literature, the computation of FIEs with oscillatory kernels is performed in [6–8].
In [8], the author considered the asymptotic properties of the FIEs with the oscillatory
kernel f (t, τ )eiω |t−τ | . In [6], the authors considered the analysis of the spectral problem
with oscillatory Fredholm integral operators. Moreover, in [19], the authors implemented
a collocation method while using the Clenshaw–Curtis points for the solution of FIEs
having oscillatory kernels; the oscillatory part of the integral equation was evaluated by
the efficient Filon method. The authors in [20] constructed structure oscillatory spaces
which capture the oscillatory components of the FIEs having oscillatory kernels. The
authors implemented the Galerkin method for solving the FIEs and obtained an optimal
convergence rate with the claim of stability. In [21], the authors developed a spectral Levin
method for computing the generalized Fourier transforms. The barycentric weights of
the Hermite interplant are evaluated by the method which produces differential matri-
ces. In [22], the authors applied the Clenshaw–Curtis algorithm to the Jacobi weights
for functions having endpoint singularities. The theoretical results were verified with
several numerical experiments. Furthermore, in [23], the authors applied different splitting
algorithms for computing Cauchy-type singular integrals. Error analysis of the algorithms
were demonstrated and verified with several numerical results. Further, in [24], the authors
presented a sparse and accurate Levin method based on Chebyshev operators for HOIs
and extended the applicability of the method to Volterra integral equations (VIEs) with
oscillatory kernels. Later on, the work [25] observed several facts about the method [24],
which usually produced ill-conditioned and dense coefficient matrices. To cover this gap,
the author applied the Jacobi spectral Levin method for highly oscillatory integrals to
highly oscillatory integrals containing end-point singularities and integral equations with
oscillatory kernels and weakly singular kernels [25].
In various scientific disciplines, HOIs exhibit many practical phenomena and are the
core subject of interest for different computational algorithms. The modified Fourier series
utilizes HOIs for a function approximation scheme, resulting a faster convergence than
the Fourier series [26]. In acoustics, the problem is modeled by the oscillatory integrals for
computing the oscillatory integral equations with boundary element method (BEM) [27]. A
modified version of the BEM is available in the literature, known as the dual interpolation
boundary face method (DiBFM), exhibits superior behavior in accuracy and computational
Symmetry 2022, 14, 1527 3 of 23
time. The DiBFM has been applied to potential [28], elasticity problems [29], and the
Poisson equation [30–32].
In [33], the authors applied a modified Levin method based on the Chebyshev dif-
ferentiation matrix for the numerical analysis of highly oscillatory integrals. The authors
used TSVD in the case of an ill-conditioned system. The method in [33] was extended
to FIEs with oscillatory kernels by the authors in [7]. Further, the authors in [34] applied
the Filon–Clenshaw–Curtis method for the analysis of oscillatory integrals along with
Sommariva’s results, and a modified Chebyshev collocation method was presented for
computing FIEs with oscillatory kernels. The authors claimed a lower computational com-
plexity and accurate behavior of the method. The numerical results in [34] have advantages
over the results in [7], but the method in [34] is limited to a certain class of functions, and
it is difficult to compute the modified moments for a complex phase function. Keeping
a few observations on the methods in [7], the authors in [35] applied the Levin method
based on MQ-RBFs and obtained accurate and efficient results for computing FIEs with
oscillatory kernels.
The RBFs used in [35] are global basis functions, which exhibit ill-conditioned matrix.
As a result, the analysis of the FIEs with oscillatory kernels performed by the method
in [35] causes computational and stability issues. The methods in [7,35] are suitable for
computing the FIEs with oscillatory kernels for small data points and low frequencies. As
the data points or frequency increases, the methods in [7,35] confront the computational
and stability issues to compute FIEs with oscillatory kernels. For this purpose, in this paper,
we apply the local basis functions known as compactly supported radial basis functions
(CS-RBFs), which exhibit well-conditioned behavior than the global RBFs. The Levin
method is coupled with the CS-RBFs to compute the FIEs with oscillatory kernels. The
method behaves well in accuracy, efficiency, and stability, even for large-scale data points
and high frequency. The numerical results are included to verify the performance of the
proposed method.
The rest of the paper is categorized as follows. A detailed description of the Levin
method with the CS-RBFs is outlined in Section 2. The stability and error estimates of the
global RBFs and local RBFs are described in Section 3. The validation of the proposed
method is performed by solving benchmark problems in Section 4, and compared with
the competitive methods [7,35]. Finally, a few remarks about the conclusions are given in
Section 5.
The main hurdle in the integral Equation (3) is the computation of the oscillatory
integral
Z d
Ii = f (ti , τ )eiωg(ti ,τ ) v(τ )dτ, i = 0, 1, . . . , n. (4)
c
To compute the integral Ii , we applied the modified Levin method [4,25]. Based upon
the idea of the Levin method, we have to find an approximate polynomial ψ(τ ) that satisfies
the following ODE:
0 0
ψ (τ ) + iωg (ti , τ )ψ(τ ) = f (ti , τ )v(τ ). (5)
First, to find the unknown function ψ(τ ) from (5), and applying the well-known Levin
procedure, we get
h i
Ii = ψ(d)eiωg(ti ,d) − ψ(c)eiωg(ti ,c) V. (6)
Symmetry 2022, 14, 1527 4 of 23
The ODE (5) in the form of differentiation matrix D (see Section 2.1) can be repre-
sented as
0
Dψ(τ ) + iωg (ti , τ )ψ(τ ) = f (ti , τ )v(τ ), i = 0, 1, . . . , n, (7)
which produces the following system of linear equations:
The solution of Equation (6)his based on the first and lasti value of the solution vector,
for which we have a vector Pi = eiωg(ti ,d) , 0, . . . , 0, −eiωg(ti ,c) .
Consequently, the integral (4) along with (9) can be written as
or
Ii = Wi V, (11)
where Wi = Pi (D + iωΥi )−1 diag(Fi ) and vector V is of the order (n + 1) × 1. Finally, the
FIE (2) can be written as
v(ti ) = u(ti ) + Ii , (12)
or
V = U + WV, (13)
where the vector U is of the order (n + 1) × 1, and the matrix W is of order (n + 1) × (n + 1).
Consequently, the solution of the FIE can be written as
V = (I − W)−1 U. (14)
As in the papers [7,35], the solution vector V was obtained with LU-factorization for
the well-conditioned system of equations, and truncated singular value decomposition
(TSVD) was applied for the ill-conditioned system of equations. In our work, as the system
of equations is always stable and there is no risk of being ill-conditioned, we have applied
LU-factorization for the solution vector V.
Aγ = g, (17)
here the matrix A is of order (n + 1) × (n + 1), and the vector g is of order (n + 1) × 1. The
elements of the matrix A are to be written as:
n
dm dm
m Ψ( x j ) = ∑ γk m (1 − r j )3+ (3r j + 1). (19)
dx j k =0
dx j
dm dm
m g = m Aγ. (20)
dx j dx j
Substituting the value of γ from Equation (17), the differential weights can be ob-
tained by:
dm
Dm
j = AA−1 . (21)
dx m
j
Using the above procedure, we can get a differentiation matrix D with the order
( n + 1) × ( n + 1).
In the literature, the methods based on MQ-RBF usually produce the dense and ill-
conditioned matrix A. This behavior of matrix A causes computational and stability issues
in practical computation. For this purpose, we have applied CS-RBFs
φ(r ) = (1 − r )3+ (3r + 1) instead of MQ-RBF to obtain a stable and well-conditioned system.
Q( x j ) = s j , j = 1, . . . , m, (23)
to be satisfied for the points to be coincided, i.e., n = m. From Equation (23), the following
system of linear equations is obtained:
Aγ = s,
here the power function P( x ) represents a norm of the error functional on ℵ and can be
evaluated at x with
|ŝ(ω )|2
Z
|s|2ℵ = dω < ∞,
Rd ψ̂ ( ω )
and
|ŝ(ω )|2
Z
ℵ = { s ∈ L2 ( R n ) dω < ∞}.
Rd ψ̂(ω )
In the above equation, ψ̂ is the generalized Fourier transform of ψ. For different RBFs,
the upper bounds are different and represented by F (h( x )) for the power function P( x ),
with different values in each case. In the work of Schaback [36], the author derived lower
bounds in terms of eigenvalues and represented them by G (h( x )). For the specific values
of each upper and lower bounds, readers are referred to (Tables 1 and 2 in [36]) and
(Tables 11.1 and 12.1 in [37]). A few lower bounds of the multi-quadric (MQ), Gaussian
(GA), and CS-RBFs are as follows:
−12.76ed
MQ : G (h) = he( h )
−40.71e2 d2
−d h2
GA : G (h) = h e
CS-RBFs : G (h) = h2k+1 ,
where h = supy∈Ω min x∈X || x − y||, d represents the dimension, X is the interpolation set,
and e is the shape parameter.
Furthermore, in the work of Wendland [38], the error estimate of CS-RBF is derived
and represented as
k+ 1
h 2
||s − Qs,X || L∞ (Ω) ≤ C1 ||s|| H z ( Rd ) , (25)
α
where z = d2 + k + 12 , s is a function from H z ( Rd ), and C1 is a constant. Moreover, in the
book of Wendland (see Table 11.1, [37]), the upper bounds F (h( x )) are computed, which
are given as
−e
MQ : F (h) = e( h )
−| log h|
he
GA : F (h) = e
Symmetry 2022, 14, 1527 7 of 23
4. Numerical Experiments
This section presents the practical implementation of the proposed method on bench-
mark problems. In each case, the relative error er , conditioned number, and CPU time
have been reported and compared with the existing methods in the literature [7,35]. The
method in [35] is based on the MQ-RBF, which has a shape parameter, and the proper
selection of a shape parameter is still an open problem. For simplicity, we have taken
the shape parameter e = 0.5. On the other hand, the CS-RBFs also involved a scaling
parameter, which affects the performance of the method. In this work, we have applied
φ( αr ) = (1 − αr )3+ (3 αr + 1) CS-RBF in the numerical experiments with scaling parameter
α = 0.5. The details of the scaling parameter and its effects on accuracy and stability can be
found in [39–41].
2 −7 2 /20+121/25) 2 /20+1/25)
where u(t) = 1 + (t − 1/2)2 cos(10t) − e−t [eiω (t − eiω (t ], g(t, τ ) =
−28τ 3 +iω (2τ +12/5) −t2 −7τ 4
t2 /20 + (τ + 6/5)2 , and f (t, τ ) = 1+(τ −1/2)2 cos(10τ )
e .
The analysis of the FIEs (27) are performed with the methods in [7,35] and by the
proposed method. For low nodal points, the method in [35] demonstrated better in accuracy
than the counterpart methods but worst in conditioned number and computational time
(Figures 1–3 reflect this behavior). As the nodal points increased, the proposed method
attained its superiority in accuracy, efficiency, and stability over the counterpart meth-
ods [7,35] for the same problem (Figures 4–6 confirm this claim). For the fixed nodes and
varying frequency, the computations were performed, obtaining the supremacy of the
proposed method in all respects (Figures 7–9 reflects this behavior). The exact solution of
Equation (27) is v(t) = 1 + (t − 1/2)2 cos(10t).
Symmetry 2022, 14, 1527 8 of 23
Figure 1. Relative error er , condition number and computational time of the problem (27) with
ω = 1000 by the method in [35].
Figure 2. Relative error er , condition number and computational time of the problem (27) with
ω = 1000 by the method in [7].
Symmetry 2022, 14, 1527 9 of 23
Figure 3. Relative error er , condition number and computational time of the problem (27) with
ω = 1000 by the proposed method.
Figure 4. Relative error er , condition number and computational time of the problem (27) with
ω = 106 by the method in [35].
Symmetry 2022, 14, 1527 10 of 23
Figure 5. Relative error er , condition number and computational time of the problem (27) with
ω = 106 by the method in [7].
Figure 6. Relative error er , condition number and computational time of the problem (27) with
ω = 106 by the proposed method.
Symmetry 2022, 14, 1527 11 of 23
Figure 7. Relative error er , condition number and computational time of the problem (27) with
N = 100 by the method in [35].
Figure 8. Relative error er , condition number and computational time of the problem (27) with
N = 100 by the method in [7].
Symmetry 2022, 14, 1527 12 of 23
Figure 9. Relative error er , condition number and computational time of the problem (27) with
N = 100 by the proposed method.
√
The exact solution of Equation (28) is v(t) = tan2 (cos(5 t + 1)). The FIEs (28) are
evaluated by the methods in [7,35] and by the proposed method. For low nodal points
and fixed frequency, the performance of the method [35] is better in accuracy but worse
in conditioned number and computational time (Figures 10–12 reflects this behavior). As
the nodal points increased, the proposed method gained its goal of better accuracy, well-
conditioned behavior, and fast computation (Figures 13 and 14 confirms this claim). The
proposed method maintained its good performance for the large frequency and fixed nodal
points as well (Figures 15 and 16 verify this).
Symmetry 2022, 14, 1527 13 of 23
Figure 10. Relative error er , condition number and computational time of the problem (28) with
ω = 1000 by the method in [35].
Figure 11. Relative error er , condition number and computational time of the problem (28) with
ω = 1000 by the method in [7].
Symmetry 2022, 14, 1527 14 of 23
Figure 12. Relative error er , condition number and computational time of the problem (28) with
ω = 1000 by the proposed method.
Figure 13. Relative error er , condition number and computational time of the problem (28) with
ω = 108 by the method in [35].
Symmetry 2022, 14, 1527 15 of 23
Figure 14. Relative error er , condition number and computational time of the problem (28) with
ω = 108 by the proposed method.
Figure 15. Relative error er , condition number and computational time of the problem (28) with
N = 50 by the method in [35].
Symmetry 2022, 14, 1527 16 of 23
Figure 16. Relative error er , condition number and computational time of the problem (28) with
N = 50 by the proposed method.
2
2 /20+121/25) 2 /20+1/25)
where u(t) = cos(10t) − e−t eiω (t − eiω (t , g(t, τ ) = t2 /20 + (τ +
iω (2τ +12/5) −t2
6/5)2 , and f (t, τ ) = cos(10τ )
e .
The numerical experiments for the evaluation of the integral (29) are performed. For
low nodal points and frequency, the performance of the methods [7,35] is better in terms
of accuracy, but worse in conditioned number and computational time (Figures 17–19
reflects this behavior). For a large number of nodes and frequency, the proposed method
gained better accuracy, well-conditioned and demonstrated fast computational behavior
(Figures 20–22 confirms this claim). Finally, the analysis is carried out for a large fre-
quency, in which the proposed method performed well in all aspects of the computation
(Figures 23–25 confirms this behavior). From Figures 17–25, it is concluded that the pro-
posed method performed better in all respects than the competitive methods [7,35]. The
exact solution of the Equation (29) is v(t) = cos(10t).
Symmetry 2022, 14, 1527 17 of 23
Figure 17. Relative error er , condition number and computational time of the problem (29) with
ω = 100 by the method in [35].
Figure 18. Relative error er , condition number and computational time of the problem (29) with
ω = 100 by the method in [7].
Symmetry 2022, 14, 1527 18 of 23
Figure 19. Relative error er , condition number and computational time of the problem (29) with
ω = 100 by the proposed method.
Figure 20. Relative error er , condition number and computational time of the problem (29) with
ω = 108 by the method in [35].
Symmetry 2022, 14, 1527 19 of 23
Figure 21. Relative error er , condition number and computational time of the problem (29) with
ω = 108 by the method in [7].
Figure 22. Relative error er , condition number and computational time of the problem (29) with
ω = 108 by the proposed method.
Symmetry 2022, 14, 1527 20 of 23
Figure 23. Relative error er , condition number and computational time of the problem (29) with
N = 100 by the method in [35].
Figure 24. Relative error er , condition number and computational time of the problem (29) with
N = 100 by the method in [7].
Symmetry 2022, 14, 1527 21 of 23
Figure 25. Relative error er , condition number and computational time of the problem (29) with
N = 100 by the proposed method.
5. Conclusions
In the sequel, the Levin method based on CS-RBF is presented for better computation
of the FIEs with oscillatory kernels. In the literature, the Levin method based on MQ-
RBF and the Chebyshev differentiation matrix have been reported in the work [7,35].
These methods are better in accuracy for a lower number of nodal points and lower
frequencies. On increasing the nodal points or frequency, these methods produce dense
and ill-conditioned matrices, which causes computational complexities and stability issues.
For this purpose, we have adopted CS-RBF as a basis function, which has produced sparse
and well-conditioned interpolation matrices, even for large-scale data points and large
frequencies. The proposed method has demonstrated superior performance in accuracy
and stability and has reduced computational time for the FIEs with oscillatory kernels.
Numerical experiments were conducted and compared with the counterpart methods [7,35]
to ensure the better performance of the proposed method.
Author Contributions: Conceptualization, S.K.; Data curation, E.M.T.-E. and D.Q.; Formal analy-
sis, A.M.A., M.F.Y. and D.Q.; Funding acquisition, E.M.T.-E., A.M.A., A.E.-S.A., M.F.Y. and S.E.A.;
Investigation, A.E.-S.A. and S.K.; Methodology, S.K., E.M.T.-E., S.E.A. and D.Q.; Software, S.K.,
A.E.-S.A. and D.Q.; Supervision, M.F.Y., A.M.A. and A.E.-S.A.; Validation, E.M.T.-E., A.M.A. and
S.E.A.; Visualization, A.E.-S.A., S.K. and A.M.A., Writing—review & editing S.K., D.Q. and S.E.A. All
authors have read and agreed to the published version of the manuscript.
Funding: This research was funded by Princess Nourah bint Abdulrahman University Researchers
Supporting Project number (PNURSP2022R52), Princess Nourah bint Abdulrahman University,
Riyadh, Saudi Arabia. A. EI-Sayed Ahmed would like to thank Taif University Researchers supporting
Project number (TURSP-2020/159), Taif University-Saudi Arabia. The author Sharifah E. Alhazmi
would like to thank the Deanship of Scientific Research at Umm Al-Qura University for supporting
this work by Grant Code: (22UQU4282396DSR13).
Data Availability Statement: All the data presented in the manuscript can be obtained from the
author Suliman Khan (dr.suliman.khan21@gmail.com) by reasonable request.
Symmetry 2022, 14, 1527 22 of 23
Abbreviations
The following abbreviations are used in this manuscript:
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