Citation
Jalius, Chriscella
(2016)
Numerical solutions of linear fredholm integro-differential equations of the second kind using quadrature-difference methods.
Masters thesis, Universiti Putra Malaysia.
Abstract
Fredholm integro-differential equation (FIDE) is an equation which is the unknown
functions appears under the sign of derivative and also integral sign. Therefore, the
formulation of numerical quadrature rules and finite difference method are applied
for solving first-order and second-order linear FIDE of the second kind. The finite
difference method is used for ordinary differential equations part, while composite
quadrature rules are applied for the integral part of FIDE. Numerical solutions of
linear FIDE by using quadrature-difference methods are proposed in this thesis.
There are four types of formulation proposed in this thesis which are composite
Simpsons 3/8 rule with first derivative of 5-point finite difference, composite Simpsons
3/8 rule with second derivative of 5-point finite difference, composite Booles
rule with first derivative of 7-point finite difference and composite Booles rule with
second derivative of 7-point finite difference. These formulations will be used to
produce an approximation equations in order to discretize the FIDE into a system of
linear algebraic equation. The system of linear algebraic equation will be solved by
using Gauss elimination method. An algorithm and a coding of the proposed methods
are developed in this thesis. The source of the coding for solving linear FIDE is
developed by using C programming with constant step size.
The four types of formulation which based on quadrature rules and finite difference
method are implemented for solving Type 1 and Type 2 of first-order and secondorder
linear FIDE. In this thesis, the boundary condition will be considered in solving
the second-order linear FIDE. Moreover, the order of accuracy of the proposed method are studied in this thesis.
Finally, the numerical experiments were carried out in order to examine the accuracy
of the proposed method. The results indicated that the proposed methods are suitable
for solving first-order and second-order linear FIDE of the second kind.
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