NUMERICAL ANALYSIS OF LOVE’S INTEGRAL EQUATION by Amy Pilkington Advisor: Andre Weideman REUS3, OSU I. Introduction ‘This paper is the result of analyzing and comparing four separate ways of numerically solving Love's integral equation. Presented first is Nystrom’s method of solving integral equations using three different approaches: (1) the Trapezoidal rule, (2) Simpson’s rule, and (3) the Legendre rule. The final method presented is known as the degenerate kernel method. Each method is programmed in Matlab and the solutions found by each are compared, but more informative are their differences in the actual errors and the calculated error bounds. We will want to find which methods and approaches are most accurate and/or most efficient, in approximating the true solution of Love's integral equation. Intuitively, these results can be used to predict how well these methods would numerically solve any similar type of integral equation. First, we will do a brief review of how the three rules mentioned above can also be used to numerically approximate the value of an integral. IL. Numerical Integration There are many examples of integrals that can not be evaluated explicitly, or if they can, it is not quite efficient to do so. This is where it becomes useful to numerically approximate ‘the integral by a process known as numerical integration, or quadrature. This method is mainly used to numerically integrate a function, f(s), which maps the set of real numbers to itself, on a finite interval [a,5]. The integral is approximated by a linear combination of values of this function at certain nodal points, 61, 2,.... Sq, With coefficients, or weights, Wi, W2,-.., Wr, Such that Qn(F(s))- (1) ‘The three rules mentioned above are referred to as the numerical quadrature rules when used to approximate such an integral this way. The following is an explanation of how this process is applied according to each rule. With the Trapezoidal rule, we let n = +1, where N is an even number, and we partition the interval (a, ] into V equally spaced subintervals with endpoints, 6), 62,..., 841, Where OCs(2)) = f° H(0) ds wsf(61) + waflen) +--+ waflen) 1$1 = 4, Swa1 = b, and S341 > 83,7 = 1,..., N41. These endpoints are the nodal points where the integrand, f(s), is evaluated for the approximation in equation (1). To approximate the area under f(s), we sum the areas of the trapezoids, each with height, h = sj41 — sj, j =1,...,N, which is the same as h = (b — a)/N, and with bases, f(s1), ..., f(sw41)- Thus, remembering that the formula of the area of a trapezoid is (1h)(basey + base), each base is added twice in the summing of these except for f(s1) and f(sw4:), and the weights of equation (1) are w; = h/2 for i= 1,N +1, and w; =h for i =2,..., N, The formula for the theoretical error, Q(f(s)) — Qx(f(s)), in using the Trapezoidal rule is ao By(f) = ESO pra) < Hal flor o°€ [0s as shown in Atkinson [1989], and where (b= aja? joao Notice that since the second derivative of any constant or linear f(s) is zero, this error also equals zero for any such function. Therefore, the Trapezoidal rule finds the exact integral for these two kinds of functions. With Simpson’s rule, as in the Trapezoidal rule, we do the same partition of the interval, [a,], into an even number, IV, of equally spaced subintervals with endpoints, 81,.... 841, that are again the same nodal points as before. We then approximate f(s) on each interval, [sj,s)42], j = 1,-.-,N —1, with a quadratic interpolating polynomial and sum their respec- tive integrals. The corresponding weights are then w; = h/3 for i = 1,N +1, w; = 4h/3 for i= 2,4,...,N, and w; = 2h/3 for i = 3,5,..., N—1, where h = 8341 — 8), § = 1y---,.Ny or h = (b—a)/N, as in the Trapezoidal rule. The formula for the theoretical error in using Simpson’s rule is By) = 25 9(0) < ral Meo, «€ [0st also in Atkinson [1989], and where _ (b= a)ht ee Notice that this error equals zero for any function that is of degree < 3, and therefore Simpson’s rule finds the exact integral of any such function. In both of the above rules, the nodal points are equally spaced apart. It might be more accurate to approximate the integral with a linear combination of values of the integrand at nodal points that aren’t equally spaced apart. The Legendre rule uses this technique. ‘To illustrate, we will show how it works for n = 2, a = —1, and b = 1. For any other finite interval, one makes a linear transformation so that one has an integral with these two limits. Then we have QU(s)) =f He)ds = wiles) + walla), 2and we have four unknowns to solve for. We need to set up a system of four of these equations. We choose the following four functions and use their corresponding equations to create the system: Sa(s) = c(constant) Qy wie + wre, hls) =s Q2 =0 = wis; + ws, fa(s) = 5? Qs wis} + W258}, fils) = 5° Q% ns} + ws}, with solution wy = wz = -y/3, s2 = V3. We chose these functions so that we could have exact solutions for up to as high @ degree as possible. This process is done similarly for any n with a system of 2n equations. In fact, the nodal points are the zeros of the n*-degree Legendre polynomial. Data tables can be found which contain these weights and nodal points already calculated for certain n. We will use a Matlab program, found in the Netlib network, to calculate these values for any n. The theoretical error formula for the Legendre rule is Pm (nl)t —_fO( 2A) = GPP ae Seles ae E11}, as in Atkinson [1989], and where gnt(n)jt = Gn + Diem Notice, as before, that this error equals zero for any function of degree < 2n — 1. Therefore, the Legendre rule is increasingly exact as n increases. IIL. Nystrom’s method for solving Love's integral equation Slightly more complicated is the solving of integral equations numerically. For example, one common type of integral equation is the Fredholm integral equation of the second kind, (1 K)u)(s) = u(s) - i K(s,t)u(t) dt = 9(s), a0 . x = xt (-1) 9a (nL) *bic (24m 241, J (2*L41)) AT (NS +2ALL) 2) 7 l-=1l+1; end if j-=n x= x + (a(1)/2) 42M, end A(1,3) = ~intp(64,conv(y1, ((1/pi) *x))) 7 BCS, 2)=(1/pa) x7 end for i=2:N for j-2: A(i, 3) = ~intp(64,conv(I (4,1) /B(3/2)))7 end :N for j=1:N if i A(i,j) = 1+ AG,3)e end end end WRA\c! w= (MN, 2) + w(1)*B(1,2)7 for p = 2:N u=u + w(p)*B(p, end S = (-1:.1:1); U = polyval(u,S) plot (S,0)% Matlab program to solve equation (II) by degenerate kernel method & amy Pilkington, REUO3 m = input ('m=?") n= mél; N= 2*m+1; ao = [1]: for q=lim a0=[0 a0]; aQeminimax(‘ degen’, a0); end a = minimax (‘degen’ a0); a= fliplr(a); I= eye (Ny: yl = -a(n)*I(1, :)-(a(1)/2)*2(N, c(1) = intpg(64,y1 for k = 2:N elk) Antpg (64,1 (k,:))7 end B(1,:) = (1/pi) *I(N, + for i = 2:N BLE A(i,1) = -intp(64,conv(I(4, end A(1,1) = ~dntp(64,conv(y1,B(2,#)))5 = X = (-1).*3#a(n) #bdc (24m, $1) #Z((N- 541): l-1; while j-2*1>0 x = xt (HL) Ata (no) Abic (2*m-2*1, j= (24141) ) #Z ( (N54 24141) / 2) 7 leitiy end if jean x= x + (a(1)/2)*T(N, end A(1,3) = -intp(64,conv(yl, ((1/pi) *x))) + BCS. 2) (1/pi) #2 end for end for end end wea\e!; ua = w(1)*B(1,: for p = 2:N ua = ua + w(p)*B(p,:) end $= (-1:.1:1); U = gtan(ua,S); plot (8,