Abstract
For full singular integro-differential equations with Gilbert kernel, the collocation method is justified. The approximate solution is sought in the form of Hermite–Fejer polynomial. The convergence of the method is proved and the rate of convergence is estimated.
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1 Introduction
Algebraic interpolation polynomials with multiple nodes, known as Hermite polynomials, are well-investigated and are successfully used to solve a wide range of application-oriented problems. Their trigonometric analogue is investigated much less and many questions concerning the existence, uniqueness, and approximate properties of such polynomials still remain open.
Early studies of trigonometric interpolation polynomials with multiple nodes apparently began toward the 30th years of the 20th century. S. M. Lozinsky [1] considered the approximation of the complex-variable functions regular in a single circle, and continuous on its boundary, by the trigonometric interpolation polynomials with multiple nodes located on a single circle’s border. He was the first to call such polynomials Hermite–Fejer polynomials.
E. O. Zeel [2, 3], generalizing the results of the predecessors [4,5,6,7], proved the existence of the trigonometrical interpolation polynomials of the arbitrary multiplicity w.r.t. the system of the equidistant nodes for the real-valued \(2\pi \) - periodic functions. Moreover, he showed the explicite form of the corresponding fundamental polynomials and established the conditions of uniform convergence of such polymials to the interpolated function depending on the parity of its multiplicity and the smoothness of the interpolated function.
B. G. Gabdulkhayev [8] obtained in a convenient form the best, in the sense of an order, estimates of the speed of convergence of trigonometrical interpolation polynomials of the first multiplicity to continuously differentiable functions. Also, in this work he investigated the properties of the quadrature formulas for Gilbert’s kernel singular integrals based on such polynomials. Relying on the results of [3] and using B. G. Gabdulkhayev [8] technique Yu. Soliyev [9, 10] investigated systematically quadrature formulas based on the interpolation polynomials of different multiplicity for singular integrals with Cauchy and Gilbert kernels.
In this paper the calculation scheme of the collocation method based on trigonometric interpolation polynomials with the multiple nodes for the full singular integro-differential equation in periodic case is constructed and justified. Convergence of the method is proved, and the errors of the approximate solution are estimated.
2 Statement of the Problem
Consider the singular integro-differential equation
where x is a required function, \(a_{\nu }\), \(b_{\nu }\), \(h_{\nu }\) (by both variables), \(\nu =0,1\), and y are known \(2\pi \)-periodic functions, singular integrals
are to be interpreted as the Cauchy–Lebesgues principal value, and
are regular integrals.
3 Calculation Scheme
Let’s denote \({\mathbb N}\) the set of natural numbers, \({\mathbb N}_0\) the set of natural numbers with zero added, \({\mathbb R}\) the set of real numbers \({\mathbb C}\) the set of complex numbers.
Let’s fix the natural number \(n\in {\mathbb N}\). An approximate solution of the Eq. (1) we seek as a Hermite–Fejer polynomial
here \(t_{2k}\), \(k=0,1...,n-1\), are even numbered nodes of the mesh
Unknown coefficients \(x_{2k}\), \(x^\prime _{2k}\), \(k=0,1...,n-1\), of the polynomial (2) we find out as a solution of the system of the algebraic equations
where
is a Lagrange interpolation operator w.r.t. the nodes (3) applied by the variable \(\tau \) to the functions \(h_{\nu }x^{(\nu )}_n\), \(\nu =0,1,\) and
are the quadrature formulae.
4 Some Preliminaries
Let’s denote \(\mathrm{C}\) the space of continuous \(2\pi \)-periodic functions with usual norm
For the fixed \(m\in {\mathbb N}_0\) denote \(\mathrm{C}^m \subset \mathrm{C}\) the set of the functions on \({\mathbb R}\) with continuous derivatives of order m (\(\mathrm{C}^0=\mathrm{C}\)). The norm on \(\mathrm{C}^m\) we define as follows:
Let’s denote \(\mathrm{H}_{\alpha }\) the set of Hölder continuous functions of order \(\alpha \in {\mathbb R}\), \(0<\alpha \le 1\). For the function f of this set let’s denote
the smallest constant of Hölder condition of the function f. With the help of this constant we can now define the norm on the set \(\mathrm{H}_{\alpha }\), namely,
From the set \(\mathrm{C}^m\), for the fixed \(\alpha \in {\mathbb R},\) \(0 < \alpha \le 1,\) we can select the set of the functions \(\mathrm{H}^m_{\alpha }\) with derivatives of order m satisfying Hölder condition
The norm on the set \(\mathrm{H}^m_{\alpha }\) \((\mathrm{H}^0_{\alpha }=\mathrm{H}_{\alpha })\) we define as follows:
Denote \({\mathscr {T}}_n\) the set of all trigonometric polynomials of order not higher than n. For the follows we need 2 lemmas from the paper [11].
Lemma 1
Let the numbers \(\alpha ,\beta \in {\mathbb R}\), \(0<\alpha \le 1\), \(0<\beta \le 1\), \(m,r\in {\mathbb N}_0\), \(m \le r\), are such that \(m+\beta \le r+\alpha \). Then for any \(n\in {\mathbb N}\) and any function \(x\in \mathrm{H}^r_{\alpha }\) the following estimate is validFootnote 1:
where \(T_n\in {\mathscr {T}}_n\) is a polynomial of the best approximation of the function x.
Lemma 2
For any \(n\in {\mathbb N}\), \(\beta \in {\mathbb R}\), \(0<\beta \le 1\) and arbitrary trigonomentric polynomial \(T_n\in {\mathscr {T}}_n\) the following estimate is valid:
An operator \(P_{2n}\) is exact for any polynomial of order \(n-1\) and, as it is shown in [12, 13], has the following properties:
for any \(n\in {\mathbb N}\), \(n\ge 2\), \(\beta \in {\mathbb R}\), \(0<\beta \le 1\), and arbitrary fixed number \(m\in {\mathbb N}\).
5 Justification
Theorem 1
Let the Eq. (1) and the calculation scheme (2)–(4) of the method satisfy the following conditions:
A1 functions \(a_{\nu }\), \(b_{\nu }\), \(\nu =0,1\), and y belong to \(\mathrm{H}_{\alpha }\) for some \(\alpha \in {\mathbb R}\), \(0<\alpha \le 1\); functions \(h_{\nu }\), \(\nu =0,1\), belong to \(\mathrm{H}_{\alpha }\) with the same \(\alpha \) for each variable uniformly w.r.t. other variable,
A2 \(a^2_1(t)+b^2_1(t)\ne 0, \quad t\in [0,2\pi ],\)
A3 \(\kappa ={\mathrm{ind}}(a_1+ib_1)=0,\)
A4 an Eq. (1) has a unique solution \(x^{*}\in \mathrm{H}^1_{\beta }\) for each right-hand side \(y\in \mathrm{H}_{\beta }\), \(0<\beta < \alpha \le 1\).
Then for n large enough the system of equations (4) is uniquely solvable and approximate solutions \(x^{*}_n\) converge to the exact solution \(x^{*}\) of the Eq. (1) by the norm of the space \(\mathrm{H}^1_{\beta }\)
Proof
Let’s show first that the assumption A4 of the Theorem 1 is not empty in the sense that there exist the equations of the class considered satisfying A4.
In fact, consider an equation
It is known [14], that the characteristic operator
of the Eq. (6) is invertable, and an inverse operator \(B^{-1}:H_{\beta } \rightarrow H_{\beta }\) could be written explicitly. Now apply the operator \(B^{-1}\) to both sides of the Eq. (6). Then we’ll get an equivalent equation
In the couple of the spaces \((H_{\beta }^1,H_{\beta }),\) an Eq. (7) is a Fredholm equation. Homogeneous equation
in the space of the real-valued functions has a solution \(x(t)=ce^{-t}, \ t\in [0,2\pi ].\) However, this solution is not periodic for \(c\ne 0,\) so the only suitable value is \(c=0\). It means that in the space of the periodic functions \(H_{\beta }^1\) the homogeneous equation has the only zero solution \(x(t)=0, \ t \in [0,2\pi ],\) and it means that the Eq. (7), and thus the Eq. (6), are uniquely solvable for any right-hand side \(y \in H_{\beta }\), \(0< \beta <\alpha \le 1\).
For the following part of the proof of the Theorem 1 we’ll use the method described in [15, 16].
Let’s fix \(\beta \in {\mathbb R}\), \(0<\beta < \alpha \le 1\), and let \(\mathrm{X}=\mathrm{H}^1_{\beta }\), \(\mathrm{Y}=\mathrm{H}_{\beta }\). Then the Eq. (1) can be rewritten as an operator equation
For each function \(x\in \mathrm{X}\) we’ll match the Cauchy integral
Denote \(x^{+}(t)\) \(x^{-}(t)\) the limit values of the function \(\varPhi (z)\) as z trends to \(\exp (it)\) by any ways inside and outside unit circle correspondently. For the functions \(x^{+}\) and \(x^{-}\) the following Sokhotsky’s formulae are valid means identical operator.
Differentiating (9) and using known formulae
we’ll obtain
From the conditions A2, A3, according to [17] it follows
where
Then, using (10), the characteristic operator of the Eq. (1) can be rewritten [14, 17] as
The Eq. (1) or, in other notation, the Eq. (8) we rewrite as an equivalent operator equation
where
and according the condition A2 of the Theorem 1, \(v(t)\ne 0\), \(t \in [0,2\pi ]\). An equivalence here means that the Eqs. (1) and (11) are both solvable or not solvable simultaneously and, if they are solvable, their solutions coincide.
Let \(\mathrm{X}_n\subset {\mathscr {T}}_n\) be the set of trigonometrical polynomials of the form (2), and \(\mathrm{Y}_n=P_{2n}\mathrm{Y}\subset {\mathscr {T}}_n\). Then the system of equations (4) is equivalent to the operator equation
where
Here an equivalence means that if the system of equations (4) has a solution \(x^{*}_{2k}, x^{\prime *}_{2k},\) \(k=0,1,...,n-1\), then the Eq. (12) will also has a solution which coincide with the polynomial
Let’s prove now that the operators K and \(K_n\) are close to each other on \(\mathrm{X}_n\).
For any \(x_n\in \mathrm{X}_n\), using the polynomial of the best approximation \(T_{n-1}\in {\mathscr {T}}_{n-1}\) for the function \(Ax_n\), we’ll have
Now, taking into account the structural qualities of the function \(Ax_n\), we can estimate
From (13), using Lemma 1, an estimation (5), and in view of (14) we have
In the same way, we obtain
Considering the trigonometrical degree of accuracy of the quadrature formulae for the regular integrals used in (4) we can write
Now, using the polynomial of the best uniform approximation \(T_{n-1}\in {\mathscr {T}}_{n-1}\) for the function \(\sum \limits ^{1}_{\nu =0}J^0h_{\nu }x^{(\nu )}_n\), we get
Considering the structural qualities of the function \(h_{\nu }(t,\tau )\) by the variable t, it is easy to show that
From (18) and (19), using Lemma 1 and an estimation (5), we get
Further, taking into account the structural qualities of the functions \(h_{\nu }(t,\tau )\) by the variable \(\tau \), error estimations of the quadrature formulae, and Lemma 2, for the second summand of the right-hand side of the estimate (17) we get
Finally, using the estimate (17), (20), and (21), we get
Let’s denote \(\psi _{n-1}(t)\in {\mathscr {T}}_{n-1}\) the polynomial of the best uniform approximation of the function \(\psi (t)\). Using an auxiliary operator
we get
Futher, we have
Each summand of the right-hand side of (24) we estimate, using Lemma 1 as follows:
Now by using (24), (25), and (5) we can rewrite inequality (23) as
And finally, using estimations (15), (16), (22), and (26), we get
As the operators Q and K are both invertable and the inverse operator \(Q^{-1}\) is bounded, then
So there exists \(n_0\in {\mathbb N}\) such that for all \(n\in {\mathbb N}\), \(n\ge n_0,\)
For such n according to the Theorem 1.1 of the paper [16] there exist the operators \(K_n^{-1}:\mathrm{Y}_n\rightarrow \mathrm{X}_n\), and they are bounded. Moreover, for the right-hand sides of the Eqs. (11), (12), using the condition A1 of the Theorem 1, Lemma 1 and estimation (5), we have
Now, using the corollary of the Theorem 1.2 [16], for the solutions \(x^*\) and \(x^*_n\) of the Eqs. (11), (12), taking into account (27), (28), we’ll find
The Theorem 1 is proved. \(\square \)
Corollary 1
If, in the conditions of the Theorem 1, the functions \(a_{\nu }\), \(b_{\nu }\), \(h_{\nu }\) (by both variables), \(\nu =0,1\), and y belong to \(\mathrm{H}^r_{\alpha }\), \(r\in {\mathbb N}\). Then the approximate solutions \(x_n^{*}\) converge to the exact solution \(x^{*}\) of the Eq. (1) as \(n\rightarrow \infty \) by the norm of the space \(\mathrm{H}^1_{\beta }\) as follows:
Proof
Using the Theorem 6 from [15], we can write
where \(\bar{x}_n\) is an arbitrary element of the space \(\mathrm{X}_n\). Under corollary 1 conditions the solution \(x^{*}\) of the Eq. (1) is so, that \(x^{*\prime }\in \mathrm{H}^{r}_{\alpha }\) for \(0<\alpha <1\) and \(x^{*(r+1)}\in Z\) for \(\alpha =1\) (Z means Zigmund class of the functions). Then, taking for the \(\bar{x}_n\in {\mathscr {T}}_n\) the polynomial of the best uniform approximation for the function \(x^{*}\) and using Lemma 1, for the first summand of the right-hand side of (30) we’ll obtain
Taking into account the structural qualities of the functions \(h_{\nu }(t,\tau ), \ \nu =0,1,\) by the variable \(\tau \), the error estimation of the quadrature formulae, using Lemma 2 and estimation (5) for the second summand of the right-hand side of the inequality (30), we get
Now, substituting estimations (31) and (32) in (30), and taking into account, that
we get an estimation (29). Corollary 1 is proved. \(\square \)
Notes
- 1.
Here and further c denotes generic real positive constants, independent from n.
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Fedotov, A. (2018). Hermite–Fejer Polynomials as an Approximate Solution of Singular Integro-Differential Equations. In: Pinelas, S., Caraballo, T., Kloeden, P., Graef, J. (eds) Differential and Difference Equations with Applications. ICDDEA 2017. Springer Proceedings in Mathematics & Statistics, vol 230. Springer, Cham. https://doi.org/10.1007/978-3-319-75647-9_8
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