universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

16
UNIVERSITI PUTRA MALAYSIA SUZAN JABBAR OBAIYS IPM 2013 5 NUMERICAL SOLUTIONS OF HYPERSINGULAR INTEGRALS AND INTEGRAL EQUATIONS OF THE FIRST KIND

Upload: dangbao

Post on 28-Jan-2017

225 views

Category:

Documents


2 download

TRANSCRIPT

Page 1: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

UNIVERSITI PUTRA MALAYSIA

SUZAN JABBAR OBAIYS

IPM 2013 5

NUMERICAL SOLUTIONS OF HYPERSINGULAR INTEGRALS AND INTEGRAL EQUATIONS OF THE FIRST KIND

Page 2: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPMNUMERICAL SOLUTIONS OF HYPERSINGULAR

INTEGRALS AND INTEGRAL EQUATIONS OF THE

FIRST KIND

By

SUZAN JABBAR OBAIYS

Thesis Submitted to the School of Graduate Studies, Universiti PutraMalaysia, in Fulfilment of the Requirements for the Degree of Doctor

of Philosophy

October 2013

Page 3: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

COPYRIGHT

All material contained within the thesis, including without limitation text, lo-gos, icons, photographs and all other artwork, is copyright material of UniversitiPutra Malaysia unless otherwise stated. Use may be made of any material con-tained within the thesis for non-commercial purposes from the copyright holder.Commercial use of material may only be made with the express, prior, writtenpermission of Universiti Putra Malaysia.

Copyright c© Universiti Putra Malaysia

Page 4: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

DEDICATIONS

Specially Dedicated to

Mum and Dad,

My Husband, Ahmad Fahad,

And,

My lovely sons Anas, Anwar and Sanad who have always stood by me

and dealt with all of my absence from many family occasions with a

smile.

ii

Page 5: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

Abstract of thesis presented to the Senate of Universiti Putra Malaysia infulfilment of the requirement for the degree of Doctor of Philosophy

NUMERICAL SOLUTIONS OF HYPERSINGULAR INTEGRALSAND INTEGRAL EQUATIONS OF THE FIRST KIND

By

SUZAN JABBAR OBAIYS

October 2013

Chairman: Associate Professor Zainidin Eshkuvatov, Ph.D.

Faculty: Institute For Mathematical Research

In this thesis, two problems are considered:

i) An automatic quadrature scheme is presented for the evaluation of hypersingular

integral of the form

Qi(f, x) =

∫ 1

−1

wi(t)f(t)

(t− x)2dt, x ∈ [−1, 1], i = 0, 1, 2, (1)

where w0(x) = 1, w1(x) =√

1− x2, w2(x) = 1√1−x2

are the weights, and the

function f imperatives to have certain smoothness or continuity properties.

ii) We also described the approximate solutions of hypersingular integral equations

of the form

∫ 1

−1Q(t)

[ K(t, x)

(t− x)2+ L(t, x)

]dt = f(x), x ∈ (−1, 1), (2)

iii

Page 6: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

where K(t, x) and L(t, x) are regular square-integrable functions of t and x, and

K(x, x) 6= 0. The density function Q(t) satisfies the Holder-continuous first deriva-

tive, means that Q(t) ∈ C1,α[−1, 1]. The real function f is approximated by the

orthogonal Chebyshev polynomials of the first and second kinds Tn(x) and Un(x)

respectively.

For the first problem in (1), an automatic quadrature scheme (AQS) for hypersin-

gular integrals is derived. The numerical results show that the Chebyshev polyno-

mials give a very good approximation by choosing the appropriate weight function.

Particular attention is paid to the error estimate of the numerical solutions of Eq.

(1). The error rate is calculated by Chebyshev norm for the class of functions

CN+2,α[−1, 1], which is defined as

‖ eN ‖c = max−1≤a≤t≤b≤1

|f(t)− PN (t)|. (3)

For the second problem in (2), we first consider the characteristic hypersingular

integral equation of the form

1

π=

∫ 1

−1

φ(t)dt

(t− x)2= f(x), |x| < 1, (4)

where K(t, x) = 1 and L(t, x) = 0. By applying the Galerkin method, Eq. (4)

can be reduced to a system of linear algebraic equations. The exactness of the

numerical solutions of Eq. (4), when the density function φ(t) is a polynomial of

degree 3, is proved.

While for the case of K(t, x) = 1 and L(t, x) 6= 0, an efficient expansion method

for approximating the solution of Eq. (2) is presented.

MATLAB codes are developed to obtain the numerical results for all proposed

problems. The numerical examples assert the theoretical results

iv

Page 7: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

Abstrak tesis yang dikemukakan kepada Senat Universiti Putra Malaysia sebagaimemenuhi keperluan untuk ijazah Doktor Falsafah

NUMERICAL SOLUTIONS OF HYPERSINGULAR INTEGRALSAND INTEGRAL EQUATIONS OF THE FIRST KIND

Oleh

SUZAN JABBAR OBAIYS

October 2013

Pengerusi: Professor Madya Zainidin K. Eshkuvatov, Ph.D.

Fakulti: Institute Penyelidikan Matematik

Dalam tesis ini, dua permasalahan dipertimbangkan:

i) Skim Quadrature Automatik dipersembahkan untuk menilai kamiran hipersin-

gular dalam bentuk:

Qi(f, x) =

∫ 1

−1

wi(t)f(t)

(t− x)2dt, x ∈ [−1, 1], i = 0, 1, 2, (1)

dengan, w0(x) = 1, w1(x) =√

1− x2, w2(x) = 1√1−x2

adalah pemberat, dan

fungsi f adalah tertakluk kepada ciri kemulusan dan keselanjaran.

ii) Kami juga menggambarkan penyelesaian hampir bagi kamiran hipersingular

dalam bentuk

∫ 1

−1Q(t)

[ K(t, x)

(t− x)2+ L(t, x)

]dt = f(x), x ∈ (−1, 1), (2)

v

Page 8: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

dengan K(t, x) dan L(t, x) adalah fungsi regular dalam t dan x yang boleh kamir

kuasa dua dan K(x, x) 6= 0. Fungsi ketumpatan Q(t) mematuhi terbitan pertama

keselanjaran Holder Q(t) ∈ C1,α[−1, 1].

Fungsi nyata f dihampirkan dengan polinomial Chebyshev orthogonal jenis per-

tama dan kedua Tn(x) dan Un(x).

Untuk masalah pertama dalam (1), skim quadrature automatik (AQS) untuk

kamiran hipersingular diterbitkan. Keputusan berangka menunjukkan polinomial

Chebyshev memberikan penghampiran paling baik dengan pilihan fungsi pemberat

yang sesuai.

Tumpuan khusus diberikan kepada anggaran ralat penyelesaian berangka bagi per-

samaan (1). Kadar ralat telah dikira dengan norma Chebyshev untuk fungsi kelas

CN+2,α[−1, 1], yang didefinasikan sebagai

‖ eN ‖c = max−1≤a≤t≤b≤1

|f(t)− PN (t)|. (3)

Untuk permasalahan dalam (2), kami pertimbangkan persamaan kamiran hipersin-

gular cirian dalam bentuk

1

π=

∫ 1

−1

φ(t)dt

(t− x)2= f(x), |x| < 1, (4)

dengan K(t, x) = 1 dan L(t, x) = 0. Dengan mengaplikasi kaedah Galerkin, per-

samaan Eq. (4) boleh ditulis sebagai sistem persamaan linear aljabar. Ketepatan

penyelesaian berangka bagi Eq. (4) apabila fungsi ketumpatan φ(t) adalah poli-

nomial darjah ketiga, dibuktikan.

Manakala bagi kes K(t, x) = 1 dan L(t, x) 6= 0, kaedah pengembangan efisien

untuk penghampiran kepada penyelesaian bagi Eq. (2) dipersembahkan.

vi

Page 9: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

Kod MATLAB dibangunkan untuk mendapatkan penyelesaian berangka bagi se-

mua masalah yang dicadangkan. Contoh berangka mengesahkan keputusan teori-

tikal.

vii

Page 10: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

ACKNOWLEDGEMENTS

First of all, praise is for Allah Subhanahu Wa Taala for answering my prayers of

giving me the strength, guidance and patience to complete this thesis.

This thesis reflects the contribution and insights of many people. I shall take the

opportunity to thank the people who have played a significant role in providing

encouragement, support and cooperation for this work.

I am particularly grateful to Assoc. Prof. Dr. Zainidin Eshkuvatov, chairman of

the supervisory committee, for his supervision, help and great support.

I wish to thank, my second advisor, Assoc. Prof. Dr. Nik Mohd Asri Nik Long

for the valuable discussions, comments and supports.

My utmost gratitude to my advisor, Assoc. Prof. Dr. Zanariah Abdul Majid, for

her invaluable on both an academic and a personal level, for which I am extremely

grateful.

I owe my deepest gratitude to the director of the Institute for Mathematical Re-

search (INSPEM), Prof. Dato Kamel Ariffin Mohd Atan for the moral support

and help he provided to me, and also I would like to acknowledge him for the

award of ”Excellent Performance Award” that has provided a great support for

this research.

I would like to express my deepest gratitude to the Head of Mathematics Depart-

ment Prof. Dr. Fudziah Ismail for her nice personality and great support for all

post graduate students.

I would like to express my special thanks to the Institute for Mathematical Re-

search, Department of Mathematics, Universiti Putra Malaysia. I am deeply in-

debted to all the professors, lecturers and staff whose help, stimulating suggestions

and encouragement in all the time of research and writing of this thesis.

Also I am indebted to my many friends and colleagues who supported me dur-

viii

Page 11: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

ing my study in Universiti Putra Malaysia, specially my lovely sister Normazlina,

Phang, Balqish, Fennece, Melene, and so many other beloved friends.

Last but not the least, my deepest gratitude and love to my beloved husband,

Ahmad Fahad for all his patience, love, and support.

To my beloved sons Anas, Anwar and Sanad for all the days that you stay alone

and did your homework without my help, I love you so much.

ix

Page 12: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

I certify that a Thesis Examination Committee has met on 2 September 2013 toconduct the final examination of Suzan Jabbar Obaiys on her thesis entitledNumerical Solutions Of Hypersingular Integrals And Integral EquationsOf The First Kind in accordance with the Universities and University CollegesAct 1971 and the Constitution of the Universiti Putra Malaysia [P.U.(A) 106] 15March 1998. The Committee recommends that the student be awarded the Doc-tor of Philosophy.

Members of the Thesis Examination Committee were as follows:

Fudziah Ismail, PhDProfessorFaculty of ScienceUniversiti Putra Malaysia(Chairperson)

Mohd Rizam Abu Bakar, PhDAssociate ProfessorFaculty of ScienceUniversiti Putra Malaysia(Internal Examiner)

Ali Hassan Mohamed Murid, PhDAssociate ProfessorFaculty of ScienceUniversiti Teknologi Malaysia(Internal Examiner)

Takemitsu Hasegawa, Ph.D.ProfessorDepartment of Information ScienceFaculty of EngineeringUniversity of FukuiJapan(External Examiner)

NORITAH OMAR, Ph.D.Associate Professor and Deputy DeanSchool of Graduate StudiesUniversiti Putra Malaysia

Date:

x

Page 13: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

This thesis was submitted to the Senate of Universiti Putra Malaysia and has beenaccepted as fulfilment of the requirement for the degree of Doctor of Philosophy.

The members of the Supervisory Committee were as follows:

Zainidin K. Eshkuvatov, Ph.D.Associate ProfessorFaculty of ScienceUniversiti Putra Malaysia(Chairperson)

Nik Mohd Asri Nik Long, Ph.D.Associate ProfessorFaculty of ScienceUniversiti Putra Malaysia(Member)

Zanariah Abdul Majid, Ph.D.Associate ProfessorFaculty of ScienceUniversiti Putra Malaysia(Member)

BUJANG BIN KIM HUAT, Ph.D.Professor and DeanSchool of Graduate StudiesUniversiti Putra Malaysia

Date:

xi

Page 14: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

DECLARATION

I declare that the thesis is my original work except for quotations and citations

which have been duly acknowledged. I also declare that it has not been previ-

ously, and is not concurrently, submitted for any other degree at Universiti Putra

Malaysia or at any other institution.

SUZAN JABBAR OBAIYS

Date: 2 October 2013

xii

Page 15: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

TABLE OF CONTENTS

Page

COPYRIGHT i

DEDICATIONS ii

ABSTRACT iii

ABSTRAK v

ACKNOWLEDGEMENTS viii

APPROVAL x

DECLARATION xii

LIST OF TABLES xv

LIST OF FIGURES xvi

LIST OF ABBREVIATIONS xvii

CHAPTER

1 INTRODUCTION 11.1 Preliminary Concepts 11.2 Singular integrals and integral equations 3

1.2.1 Cauchy principle value integrals 41.2.2 Hypersingular integrals and hypersingular integral equations 8

1.3 Orthogonal polynomials 181.4 Examples of orthogonal polynomials 201.5 Numerical integration 30

1.5.1 Interpolation Rules 311.5.2 The Lagrangian form of the polynomial interpolating 321.5.3 Chebyshev interpolation formulae 33

1.6 Basic Properties and Formulae for Chebyshev Polynomials 361.7 Thesis objectives 381.8 Thesis outlines 38

2 LITERATURE REVIEW 402.1 Approximations of hypersingular integrals 402.2 Numerical solutions of hypersingular integral equations 54

3 AUTOMATIC QUADRATURE SCHEME FOR THE EVALUA-TION OF HYPERSINGULAR INTEGRALS OF SECOND OR-DER SINGULARITY 653.1 Introduction 653.2 Derivation of automatic quadrature scheme for HSIs 683.3 Automatic quadrature scheme for special weight functions 72

xiii

Page 16: universiti putra malaysia suzan jabbar obaiys ipm 2013 5 numerical

© COPYRIG

HT UPM

3.4 Numerical results 753.5 Automatic quadrature scheme of HSIs based shifted Chebyshev

polynomials 863.5.1 Introduction 86

3.6 Construction of automatic quadrature scheme for HSIs 873.7 Numerical results 893.8 Conclusions 90

4 CONVERGENCE OF THE NUMERICAL SOLUTION OF HY-PERSINGULAR INTEGRALS OF SECOND ORDER SINGU-LARITY 914.1 Convergence of the numerical solution of HSIs in Eq. (3.7) 914.2 Conclusion 102

5 NUMERICAL SOLUTION OF HYPERSINGULAR INTEGRALEQUATIONS OF THE FIRST KIND 1035.1 Introduction 1035.2 Description of the numerical methods of hypersingular integral equa-

tions 1055.2.1 Galerkin method 1065.2.2 Collocation method 107

5.3 Numerical results 1085.4 Exactness of the numerical solution 1135.5 The approximate solution of HSIEs of the form in Eq. (5.1) 1185.6 Description of the general method 1185.7 Numerical examples 1215.8 Conclusion 128

6 CONCLUSION AND FUTURE WORKS 1296.1 Conclusion 1296.2 Suggestions for further investigations 130

REFERENCES/BIBLIOGRAPHY 134

BIODATA OF STUDENT 137

LIST OF PUBLICATIONS 139

xiv