New Spectral Second Kind Chebyshev Wavelets Algorithm for Solving Linear and Nonlinear Second-Order Differential Equations Involving Singular and Bratu Type Equations
Abstract
A new spectral algorithm based on shifted second kind Chebyshev wavelets operational matrices of derivatives is introduced and used for solving linear and nonlinear second-order two-point boundary value problems. The main idea for obtaining spectral numerical solutions for these equations is essentially developed by reducing the linear or nonlinear equations with their initial and/or boundary conditions to a system of linear or nonlinear algebraic equations in the unknown expansion coefficients. Convergence analysis and some efficient specific illustrative examples including singular and Bratu type equations are considered to demonstrate the validity and the applicability of the method. Numerical results obtained are compared favorably with the analytical known solutions.
1. Introduction
Spectral methods are one of the principal methods of discretization for the numerical solution of differential equations. The main advantage of these methods lies in their accuracy for a given number of unknowns (see, e.g., [1–3]). For smooth problems in simple geometries, they offer exponential rates of convergence/spectral accuracy. In contrast, finite difference and finite-element methods yield only algebraic convergence rates. The three most widely used spectral versions are the Galerkin, collocation, and tau methods. Collocation methods have become increasingly popular for solving differential equations, also they are very useful in providing highly accurate solutions to nonlinear differential equations (see, e.g., [4, 5]).
The subject of wavelets has recently drawn a great deal of attention from mathematical scientists in various disciplines. It is creating a common link between mathematicians, physicists, and electrical engineers. Wavelets theory is a relatively new and an emerging area in mathematical research. It has been applied to a wide range of engineering disciplines; particularly, wavelets are very successfully used in signal analysis for wave form representation and segmentations, time frequency analysis, and fast algorithms for easy implementation. Wavelets permit the accurate representation of a variety of functions and operators. Moreover, wavelets establish a connection with fast numerical algorithms (see [6, 7]).
The subject of nonlinear differential equations is a well-established part of mathematics, and its systematic development goes back to the early days of the development of calculus. Many recent advances in mathematics, paralleled by a renewed and flourishing interaction between mathematics, sciences, and engineering, have again shown that many phenomena in applied sciences, modelled by differential equations, will yield some mathematical explanation of these phenomena [8–10].
Even-order differential equations have been extensively discussed by a large number of authors due to their great importance in various applications in many fields. For example, in the sequence of papers [1, 2, 11], the Galerkin method is applied for handling these problems. They constructed suitable basis functions which satisfy the boundary conditions of the given differential equation. For this purpose, they used compact combinations of various orthogonal polynomials. The suggested algorithms in these papers are suitable for handling one- and two-dimensional linear high even-order boundary value problems.
In this paper, we aim to give some algorithms for handling both linear and nonlinear second-order boundary value problems based on introducing a new matrix of derivatives, then applying Petrov-Galerkin method on linear equations and collocation method on nonlinear equations. High accurate spectral wavelets solutions are achieved with a small number of retained modes compared with the usual spectral methods, also we can handle singular differential equations with discontinuous variable coefficients.
Among the second-order boundary value problems is the one-dimensional Bratu problem which has a long history. Bratu’s own paper appeared in 1914 [12]; generalizations are sometimes called the Liouville-Gelfand or Liouville-Gelfand-Bratu problem in honor of Gel’fand [13] and the nineteenth century work of the great French mathematician Liouville. In recent years, it has been a popular testbed for numerical and perturbation methods [14–16].
Simplification of the solid fuel ignition model in thermal combustion theory yields an elliptic nonlinear partial differential equation, namely, the Bratu problem. Also due to its use in a large variety of applications, many authors have contributed to the study of such problem. Some applications of Bratu problem are the model of thermal reaction process, the Chandrasekhar model of the expansion of the Universe, chemical reaction theory, nanotechnology, and radiative heat transfer (see [17–21]).
The application of Legendre wavelets for solving differential and integral equations is thoroughly considered by many authors (see, [22–26]). Also, Chebyshev wavelets are used for solving some differential, fractional and integral equations (see [5, 27–31]).
In [32, 33], a cosine and sine (CAS) wavelets operational matrix of fractional order integration has been derived and used to solve integrodifferential equations of fractional order.
One approach for solving differential equations is based on converting the differential equations into integral equations through integration, approximating various signals involved in the equation by truncated orthogonal series, and using the operational matrix of integration, to eliminate the integral operations.
Special attentions have been given to applications of block pulse functions [34], Legendre polynomials [35], Chebyshev polynomials [36], Haar wavelets [37], Legendre wavelets [24, 25, 38], and Chebyshev wavelets [27]. Another approach is based on using operational matrix of derivatives in order to reduce the problem into solving a system of algebraic equations (see [23]).
The main aim of this paper is to develop a new spectral algorithm for solving second-order two-point boundary value problems based on shifted second kind Chebyshev wavelets operational matrix of derivatives. The method reduces the differential equation with its initial and/or boundary conditions to a system of algebraic equations in the unknown expansion coefficients. Large systems of algebraic equations may lead to greater computational complexity and large storage requirements. However, the second kind Chebyshev wavelets are structurally sparse; this reduces drastically the computational complexity of solving the resulting algebraic system.
The structure of the paper is as follows. In Section 2, we give some relevant properties of second kind Chebyshev polynomials and their shifted forms. In Section 3, we develop a new shifted second kind Chebyshev wavelets operational matrices of derivatives (SCWOMD); also we ascertain the convergence analysis of the proposed algorithm. As an application of SCWOMD, numerical solutions of second-order linear and nonlinear initial value problems or two-point boundary value problems are implemented and presented in Section 4. In Section 5, some numerical examples are presented to show the efficiency and the applicability of the presented algorithm. Some concluding remarks are given in Section 6.
2. Some Properties of Second Kind Chebyshev Polynomials and Their Shifted Forms
In the present section, we discuss some relevant properties of the second kind Chebyshev polynomials and their shifted forms.
2.1. Second Kind Chebyshev Polynomials
Theorem 1. The first derivative of second kind Chebyshev polynomials is given by
2.2. Shifted Second Kind Chebyshev Polynomials
Corollary 2. The first derivative of the shifted second kind Chebyshev polynomial is given by
3. Shifted Second Kind Chebyshev Operational Matrix of Derivatives
3.1. Function Approximation
3.2. Convergence Analysis
We state and prove a theorem ascertaining that the second kind Chebyshev wavelet expansion of a function f(x), with bounded second derivative, converges uniformly to f(x).
Theorem 3. A function , with |f′′(x)| ⩽ L, can be expanded as an infinite sum of Chebyshev wavelets, and the series converges uniformly to f(x). Explicitly, the expansion coefficients in (12) satisfy the following inequality:
Proof. From (12), it follows that
A shifted second kind Chebyshev wavelets operational matrix of the first derivative is stated and proved in the following theorem.
Theorem 4. Let Ψ(t) be the second kind Chebyshev wavelets vector defined in (15). Then, the first derivative of the vector Ψ(t) can be expressed as
Proof. If we make use of the shifted second kind Chebyshev polynomials, then the rth element of the vector Ψ(t) defined in (15) can be written in the following form:
Corollary 5. The operational matrix for the nth derivative can be obtained from
4. Second-Order Two-Point Boundary Value Problems
In this section, we are interested in solving linear and nonlinear two-point boundary value problems subject to homogenous or nonhomogenous initial or boundary conditions based on the wavelets operational matrices constructed in Section 3.
4.1. Linear Second-Order Two-Point Boundary Value Problems
4.2. Nonlinear Second-Order Two-Point Boundary Value Problems
To find an approximate solution to y(x), we compute (51) at the first 2k(M + 1) − 2 roots of . These equations with (44) or (45) or (46) generate 2k(M + 1) nonlinear equations in the expansion coefficients, cnm, which can be solved with the aid of Newton’s iterative method.
5. Numerical Results and Discussions
In this section, the presented algorithms in Section 4 are applied to solve linear and nonlinear second-order initial and boundary value problems as well as Bratu’s equations. Some examples subject to different initial, boundary, and mixed boundary conditions are considered to illustrate the efficiency and the applicability of the proposed algorithms. All computations are performed by using Mathematica 8.
Example 1. Consider the following linear second-order boundary value problem:
In Table 1, the maximum absolute error E is listed for various values of k and M.
k | M | E | k | M | E |
---|---|---|---|---|---|
3 | 2.28 · 10−3 | 2 | 9.23 · 10−6 | ||
0 | 4 | 6.32 · 10−5 | 1 | 3 | 8.62 · 10−8 |
5 | 6.23 · 10−6 | 4 | 1.07 · 10−9 |
Example 2. Consider the following linear second-order boundary value problem:
In Table 2, the maximum absolute error E is listed for various values of k and M.
k | M | E | k | M | E |
---|---|---|---|---|---|
3 | 2.52 · 10−5 | 2 | 4.90 · 10−8 | ||
0 | 4 | 2.11 · 10−6 | 1 | 3 | 2.55 · 10−9 |
5 | 9.01 · 10−8 | 4 | 3.50 · 10−10 |
Example 3. Consider the following nonlinear initial value problem (see [41]):
We solve (55) using the algorithm described in Section 4.2 for the case corresponds to M = 2, k = 0 to obtain an approximate solution of y(x). First, if we make use of (24) and (35), then the two operational matrices D and D2 are given, respectively, by
Example 4. Consider the following nonlinear second-order boundary value problem:
In Table 3, we list the maximum absolute error E, for various values of k and M.
k | M | E | k | M | E |
---|---|---|---|---|---|
0 | 3 | 5.69 · 10−4 | 1 | 2 | 1.12 · 10−6 |
4 | 1.35 · 10−5 | 3 | 1.97 · 10−8 |
Example 5. Consider the following linear singular initial value problem (see [23]):
M | E | M | E |
---|---|---|---|
2 | 2.98 · 10−4 | 6 | 1.85 · 10−10 |
4 | 1.70 · 10−5 | 8 | 9.12 · 10−11 |
x | 0.2 | 0.4 | 0.6 | 0.8 |
---|---|---|---|---|
Legendre Wavelets [23] | 4.30 · 10−12 | 1.24 · 10−11 | 2.97 · 10−12 | 4.35 · 10−12 |
SCWOMD | 6.47 · 10−13 | 1.21 · 10−12 | 1.74 · 10−12 | 2.32 · 10−12 |

Example 6. Consider the following Bratu equation (see [17–20]):
M | λ | E | λ | E | λ | E |
---|---|---|---|---|---|---|
10 | 1 | 2.162 · 10−7 | 2 | 2.758 · 10−5 | 3.51 | 7.658 · 10−4 |
12 | 4.453 · 10−9 | 8.082 · 10−6 | 8.665 · 10−5 | |||
14 | 8.461 · 10−11 | 1.461 · 10−9 | 2.384 · 10−8 | |||
16 | 1.546 · 10−12 | 5.342 · 10−10 | 6.587 · 10−9 | |||
18 | 2.782 · 10−14 | 1.644 · 10−11 | 2.387 · 10−10 | |||
20 | 7.216 · 10−16 | 4.024 · 10−12 | 1.058 · 10−10 |

Remark 6. It is worth noting here that the obtained numerical results in the previous six solved examples are very accurate, although the number of retained modes in the spectral expansion is very few, and again the numerical results are compared favorably with the known analytical solutions.
6. Concluding Remarks
In this paper, an algorithm for obtaining a numerical spectral solution for second-order linear and nonlinear boundary value problems is discussed. The derivation of this algorithm is essentially based on constructing the shifted second kind Chebyshev wavelets operational matrix of differentiation. One of the main advantages of the presented algorithm is its availability for application on both linear and nonlinear second-order boundary value problems including some singular equations and also Bratu type equations. Another advantage of the developed algorithm is that high accurate approximate solutions are achieved using a small number of the second kind Chebyshev wavelets. The obtained numerical results are compared favorably with the analytical ones.
Acknowledgments
This paper was funded by the Deanship of Scientific Research (DSR), King Abdulaziz University, Jeddah. The authors, therefore, acknowledge with thanks DSR technical and financial support. Also, they would like to thank the referee for his valuable comments and suggestions which improved the paper into its present form.