Bernstein Tau Method for Bessel and Diffusion Equations

V. Appala Naidu*  G. V. S. R. Deekshitulu**
* Department of Mathematics, Government College for Men, Kadapa, Andhra Pradesh, India.
** Department of Mathematics, University College of Engineering Kakinada, Kakinada, Andhra Pradesh, India.

Abstract

Some physical problems in science and engineering are modelled by the parabolic partial differential equations with nonlocal boundary specifications. The aim of the present paper is to solve the higher-order linear differential and partial differential equations using Bernstein operational matrix of differentiation and Tau method. The nature of simplicity and efficiency of numerical technique has been demonstrated by considering Bessel equation of order zero and diffusion equation. The novelty of the work in this paper is to obtain an approximate solution to second order parabolic differential equation using an algorithm involving Bernstein basis polynomials and Tau method. The approximate solutions obtained by the present method are compared with the exact solutions, and the numerical results of other methods.

Keywords :

Introduction

Polynomials play a central role in the theory of approximations and numerical analysis as they can be differentiated and integrated without difficulty and can approximate any continuous function with desired accuracy. Many authors have used the basic idea of Weierstrass approximation theorem to develop the techniques to find approximate solutions using continuous or piecewise continuous polynomials. Recently, Bernstein basis polynomials are employed in the problems related to computer aided geometric design, finite element analysis, roots of polynomials, robust control of dynamic systems, modelling inter-molecular potential energy surfaces, calibration of optical range sensors, etc.

In the last few years, in the field of theory of approximations and computer aided geometric design (CAGD) (Farin, 2014; Hoschek & Lasser, 1993; Lorentz, 2013) a tremendous work has been done using Bernstein basis polynomials (Lorentz, 2013). Bernstein basis has gained importance because of its properties like symmetry, the recursive relation and making partition of unity. Moreover, the set of Bernstein basis polynomials of degree n on an interval forms a complete basis for the space of algebraic polynomials of degree less than or equal to n. A number of methods have been proposed to solve linear and nonlinear differential equations. Bottcher and Strayer (1987) applied B splines to time-dependent problems, Johnson et al. (1987, 1988) to many-body perturbation theory, Qiu and Fischer (1999) introduced integration by cell algorithm for Slater integrals in a spline basis. Bhatti et al. (2003) developed a procedure and implemented B splines of degree n in approximating solution of the non-homogeneous second order differential equations. Bhatti and Bracken (2007) introduced an algorithm for approximating solutions to differential equations in a modified Bernstein basis polynomials and the coefficients in an approximate solution have been determined by Galerkin method. Pandey and Kumar (2012) applied Bernstein operational matrix of differentiation to propose a numerical technique to solve Lane-Emden type equations. Aysegul et al. (2013) have proposed Bernstein collocation method for solving linear differential equations. Tohidi and coworkers (Tohidi et al., 2013) have introduced Bernoulli operational matrix of differentiation technique to solve nonlinear Lane- Emden type equations. Ahmed (2014) has introduced an algorithm for approximating solutions to second order linear differential equations subject to Dirichlet conditions in Bernstein basis polynomials and the coefficients in an approximate solution have been determined by orthonormal relation of Bernstein basis polynomials with its dual basis (Jiittler, 1998).

Recently uayip Yuzbası (2016) proposed collocation method based on Bernstein polynomials to solve nonlinear Fredhlom- Volterra integro-differential equation. Shahnam Javadi et al. (2016) introduced shifted orthonormal Bernstein polynomials to solve generalized pantograph equations. A system of delay differential equations of multi pantograph type has been solved by Davaeifar and Rashidinia (2017). Dadkhah et al. (2018) introduced hybrid functions of block-pulse and Bernstein polynomials to solve time delay optimal control problems. Hashim and Alshbool (2019) have used Bernstein operational matrices to solve fluid flow equations. The novelty of the work in this paper is to obtain an approximate solution to second order parabolic differential equation using an algorithm involving Bernstein basis polynomials and Tau method.

1. Bernstein Polynomials

1.1 Definition 1

The general form of the Bernstein basis polynomials of degree n on [a, b] are defined as,

(1)

where,

(2)

is the binomial coefficient or Bezier coefficient. For convenience, set

Polynomials in Bernstein form were first used by Bernstein (Bernšteın, 1912) in a constructive proof of the Stone-Weierstrass approximation theorem. With the advent of computer graphics, Bernstein polynomials restricted to the interval x ∊ [0, 1] became important in the form of Bezier curves.

1.2 Definition 2

The Bernstein basis polynomials of degree n on [0, 1] are defined by,

(3)

and the nth degree Bernstein polynomial of the function f (x) on [0, 1] is expressed as,

(4)

1.3 Properties of Bernstein Polynomials

  •  where is the Kronecker delta function.
  • The Bernstein basis polynomials form a partition of unity i.e.,
  • The Bernstein basis polynomials are all non-negative i.e.,
  • Any of the lower-degree Bernstein polynomials (degree < n) can be expressed as linear combination of Bernstein polynomials of degree n.
  • Let  converges to f(x) uniformly on [0, 1] as n⟶α
  • For a given

1.4 Theorem 1 - Bernstein Approximation Theorem (Lorentz, 1953)

A bounded function f(x) on [0, 1] holds the relation,

(5)

at each point of continuity x of f; and the relation holds uniformly on [0, 1], if f(x) is continuous on this interval.

2. Main Results

In most of the recent works (Ahmed, 2014; Dascioglu & Isler, 2013; Bhatti & Bracken, 2007), solutions to the differential equations have been obtained using Bernstein polynomial basis along with Galerkin method or Collocation method or Dual basis method respectively. Pandey and Kumar (2012) solved linear and nonlinear homogeneous differential equations using Bernstein polynomial basis with Tau method. With this motivation, in this paper we discuss the solutions of higher-order linear differential equation, Bessel and second order parabolic equations using Bernstein basis polynomials with Tau method. In this paper Bernstein Tau method is proposed and by using the theorem 1, an approximate solution of differential equations in terms of truncated Bernstein series is assumed to be of the form.

(6)

Here and ym is the mth degree Berstein approximate solution of y.

2.1 Fundamental matrix Relations

We know that,

Then which implies

Further,

where,

The first operational matrix of differentiation is D(1) = APA-1 . That is,

(7)

It can be generalized as,

(8)

2.2 Bernstein Tau Method

Now consider the nth order nonhomogeneous linear differential equation of the form,

(9)

satisfying initial conditions,

(10)

Using Equation (6), y(x) can be approximated as,

(11)

Here the unknown coefficients ci, i = 0, 1, 2, ..., m are obtained by using Bernstein Tau method. In view of Equation (8) and (11), Equation (9) can be written as,

(12)

The initial conditions in Equation (10) are transformed as,

(13)

Define the residual R (x) for equation (12) as,

(14)

The unknown coefficients ci are calculated using Tau method (Pandey & Kumar, 2012), that is,

(15)

Which yields m - n linear equations corresponding to the values of i. Equations (13) and (15) constitute set of m + 1 linear equations. The unknown coefficients c0 , c1 , ..., cm are obtained by solving these m + 1 linear equations and hence the Bernstein approximate solution ym (x) is obtained by submitting unknown coefficients ci in equation (6).

The values of the residual function at xa ∈ [0, 1], q = 0, 1, 2, ...

determine the accuracy of the truncated Bernstein series solution equation (6), (9) and (10). Evidently ǀRm (xq)ǀ ≤ 10-ki , where ki is a positive integer and i = 0, 1, 2, 3, ... . If k = max {k|i = 0, 1, 2, 3, ...} and 10-k is the prescribed error limit, then the truncation limit m is increased until ǀRm (xq)ǀ at each of the points becomes smaller than the prescribed error limit.

3. Test Problems and Numerical Results

Example 1. Consider the eighth-order linear differential Equation.

(16)

satisfying initial conditions,

The above problem has been solved by Mestrovic (2007) using modified decomposition method. Now, we apply Bernstein basis polynomials with Tau method to solve the problem. The exact solution of Equation (16) is y(x) = (1-x)ex.

Using Bernstein basis polynomials, y(x) can be approximated as,

(17)

where C = [c1, c2, ...cn]T contains unknown coefficients of the expansion and

Using Bernstein operational matrix of differentiation, Equation (16) can be written as,

(18)

The residual Rn(x) for Equation (18) can be written as,

Applying Tau method (Pandey & Kumar, 2012), Equation (18) can be converted into n-8 linear Equations with the condition.

(19)

The initial conditions are given by,

(20)

Equation (19) and (20) generate n + 1 set of linear equations. These equations are solved for unknown coefficients ci and hence the Bernstein approximate solution ym (x) is obtained.

The comparison of the absolute errors is given in Table 1 and the comparison of results in Table 1 shows the superiority of the present method over the method of Meštrović (2007) for n = 8. Figure 1 shows that the approximate solution in the present method almost coincide with the exact solution. The absolute errors are shown graphically in Figure 2.

Example 2. Consider the Bessel differential Equation of order zero.

(21)

Table 1. Comparison of Numerical Results of Example 1 for n = 8

Figure 1. The Exact and Approximate Solutions of Example 1 for n=8

Figure 2. Comparison of Absolute Errors of Example 1

With the initial conditions,

(22)

It has been solved by using Chebyshev wavelets and the results were compared with the method of Razzaghi and Yousefi (2000) in Babolian and Fattahzadeh (2007). Now, we apply Bernstein basis polynomials with Tau method to solve the problem. The exact solution of equation (21) is,

The comparison of the absolute errors is given in Table 2 and the comparison of results in Table 2 shows the superiority of the present method over the methods of Babolian and Fattahzadeh (2007) and Razzaghi and Yousefi (2000) for n = 5. Figure 3 shows that the approximate solution in the present method almost coincide with the exact solution. The comparison of absolute errors for n=3, 4, 5, and 10 is given in Table 3 and these values assert that the convergence of the method become faster as degree of Bernstein polynomials is increased.

Table 2. Comparison of Numerical Results of Example 2 for n = 5

Table 3. Comparison of Absolute Errors of Example 2

Figure 3. The Exact and Approximate Solutions of Example 2 for n=5

4. Solution of Second Order Parabolic Differential Equation

This section presents an algorithm for approximating solutions to second order parabolic linear differential Equation.

Consider the heat transfer Equation,

(23)

subject to the Initial-boundary conditions,

(24)

where f(x) is given source function. Ahmed (2014) solved the above problem using orthonormal relation of Bernstein polynomials with its dual basis.

In this paper, we apply Bernstein polynomial basis with Tau method to solve the problem. An approximation to the solution of equation (23) in Bernstein basis polynomials is assumed to be of the form,

(25)

In view of Equation (25), Equation (23) and (24) take the form,

(26)
(27)
(28)

The boundary conditions in equation (27) determined coefficients a0(t) = 0 and an(t) = 0. The residual Rn(x) for equation (23) can be written as,

(29)

Applying Tau method (Pandey & Kumar, 2012), equation (26) can be converted to n-2 linear equations with the condition,

(30)

The system of equations can be reduced to the following matrix differential form,

(31)

where and A is a square matrix of order n - 1. Thus, the coefficients are obtained by solving the differential equation (31). An analytical solution of equation (31) is given by,

(32)

The coefficients a(0) = [a1(0), a2(0), ..., an−1(0)] involving in Equation (28) are obtained by Tau method (Pandey & Kumar, 2012). In order to get a(t) substitute a(0) into Equation (32). Hence the Bernstein approximation solution of y(x, t) is obtained. −π2t The exact solution of Equation (23) for α = 1, f (x) = sin(πx) has the form y(x, t) = e-π2t sin(πx). The comparison of the absolute errors is given in Table 4 and the comparison of results in Table 4 shows efficiency of the present method over the method of Ahmed (2014) for n = 5.

Table 4. Comparison of the Absolute Errors Obtained by Present Method with Method of Ahmed (2014) for n = 5

Conclusion

In this article, higher-order linear differential equations and second order parabolic differential equations are solved by using Bernstein basis polynomials and Tau method. In each of the three problems, the approximate solutions obtained by the present method are compared with the exact solutions, and the numerical results of other methods. The present method shows its efficiency and simplicity over other existing methods. All of these calculations and graphs are done by using Mathematica (Wolfram, 2004).

Acknowledgements

The authors acknowledge the reviewers for their excellent comments and elevating the quality of the article.

References

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