Solving singular second-order initial/boundary value problems in reproducing kernel Hilbert space
Gao et al. Boundary Value Problems 2012, 2012:3
http://www.boundaryvalueproblems.com/content/2012/1/3
RESEARCH
Open Access
Solving singular second-orderinitial/boundary
value problems in reproducing kernel
Hilbert space
Er Gao*, Songhe Song and Xinjian Zhang
* Correspondence: gao.
Department of Mathematics and
Systems Science, College of
Science, National University of
Defense Technology, Changsha
410073, China
Abstract
In this paper, we presents a reproducing kernel method for computing singular
second-order initial/boundary value problems (IBVPs). This method could deal with
much more general IBVPs than the ones could do, which are given by the previous
researchers. According to our work, in the first step, the analytical solution of IBVPs is
represented in the RKHS which we constructs. Then, the analytic approximation is
exhibited in this RKHS. Finally, the n-term approximation is proved to converge to
the analytical solution. Some numerical examples are displayed to demonstrate the
validity and applicability of the present method. The results obtained by using the
method indicate the method is simple and effective.
Mathematics Subject Classification (2000) 35A24, 46E20, 47B32.
1. Introduction
Initial and boundary value problems of ordinary differential equations play an important role in many fields. Various applications of boundary to physical, biological, chemical, and other branches of applied mathematics are well documented in the
literature. The main idea of this paper is to present a new algorithm for computing the
solutions of singular second-order initial/boundary value problems (IBVPs) of the form:
⎧
⎨ p(x)u (x) + q(x)u (x) + r(x)u(x) = F(x, u),
a1 u(0) + b1 u (0) + c1 u(1) = 0,
⎩
a2 u(1) + b2 u (1) + c2 u (0) = 0,
(1:1)
where u(x) ∈ W23 [0, 1] , for x Î [0, 1], p ≠ 0, p(x), q(x), r(x) Î C[0, 1]. a1, b1,c1, a2,
b2, c2 arc real constants and satisfy that a1 u(0) + b1 u’(0) + c1 u (1) and a2 u(1) +
b2u’(1) + c2u’(0) are linear independent. F(x, u) is continuous.
Remark 1.1. We find that if
b1 = c1 = b2 = c2 = 0,
a1 = 0,
a2 = 0,
(1:2)
c2 = 0,
(1:3)
the problems are two-point BVPs; if
b1 = c1 = a2 = b2 = 0,
a1 = 0,
© 2012 Gao et al; licensee Springer. This is an Open Access article distributed under the terms of the Creative Commons Attribution
License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium,
provided the original work is properly cited.
Gao et al. Boundary Value Problems 2012, 2012:3
http://www.boundaryvalueproblems.com/content/2012/1/3
Page 2 of 11
the problems are initial value problems; if
b1 = a2 = 0, a1 = c1 = 0, b2 = c2 = 0,
(1:4)
the problems are periodic BVPs; if
b1 = a2 = 0,
a1 = −c1 = 0,
b2 = −c2 = 0,
(1:5)
the problems are anti-periodic BVPs.
Such problems have been investigated in many researches. Specially, the existence
and uniqueness of the solution of (1.1) have been discussed in [1-5]. And in recent
years, there are also a large number of special-purpose methods are proposed to provide accurate numerical solutions of the special form of (1.1), such as collocation
methods [6], finite-element methods [7], Galerkin-wavelet methods [8], variational
iteration method [9], spectral methods [10], finite difference methods [11], etc.
On the other hands, reproducing kernel theory has important applications in numerical analysis, differential equation, probability and statistics, machine learning and precessing image. Recently, using the reproducing kernel method, Cui and Geng [12-16]
have make much effort to solve some special boundary value problems.
According to our method, which is presented in this paper, some reproducing kernel
Hilbert spaces have been presented in the first step. And in the second step, the homogeneous IBVPs is deal with in the RKHS. Finally, one analytic approximation of the
solutions of the second-order BVPs is given by reproducing kernel method under the
assumption that the solution to (1.1) is unique.
2. Some RKHS
In this section, we will introduce the RKHS W21 [0, 1] and W23 [0, 1] . Then we will construct a RKHS H23 [0, 1] , in which every function satisfies the boundary condition of (1.1).
2.1. The RKHS W21 [0, 1]
Inner space W21 [0, 1] is defined as W21 [0, 1] = {u(x)|u is absolutely continuous real
valued functions, u’ Î L2[0, 1]}. The inner product in W21 [0, 1] is given by
1
(f , h)W21 = f (0)h(0) +
f (t)h (t)dt,
f , h ∈ W21 [0, 1]
(2:1)
0
and the norm ||u||W21 is denoted by ||u||W21 =
(u, u)W21 . From [17,18], W21 [0, 1] is a
reproducing kernel Hilbert space and the reproducing kernel is
K1 (t, s) = 1 + min{t, s}
(2:2)
2.2. The RKHS W23 [0, 1]
Inner space W23 [0, 1] is defined as W23 [0, 1] = {u(x)|u, u , u is absolutely continuous
real valued functions, u"’ Î L2[0, 1]}.
From [15,17-19], it is clear that W23 [0, 1] become a reproducing kernel Hilbert space
if we endow it with suitable inner product.
Gao et al. Boundary Value Problems 2012, 2012:3
http://www.boundaryvalueproblems.com/content/2012/1/3
Page 3 of 11
Zhang and Lu [18] and Long and Zhang [19] give us a clue to relate the inner product with the boundary conditions (1.1). Set L = D3, and
⎧
⎨ γ1 f = a1 f (0) + b1 f (0) + c1 f (1),
(2:3)
γ2 f = a2 f (1) + b2 f (1) + c2 f (0),
⎩
γ3 f = a3 f (0) + b3 f (0) + c3 f (0),
where a3, b3, c3 is random but satisfying that g3 is linearly independent of g1 and g2.
It is easy to know that g1, g2, g3 are linearly independent in Ker L. Then from [18,19],
it is easy to know one of the inner products of W23 [0, 1]
(f , h)W23 =
3
1
γi f γi h +
i=1
f (t)h (t)dt,
f , h ∈ W23 [0, 1]
(2:4)
0
and its corresponding reproducing kernel K2(t, s).
2.3. The RKHS H23 [0, 1]
Inner space H23 [0, 1] is defined as H23 [0, 1] = {u(x)|u, u , u are absolutely continuous
real valued functions, u"’ Î L2[0, 1], and, a1 u(0) + b1 u’(0) + c1 u(1) = 0, a2 u(1) +
b2u’(1) + c2u’(0) = 0}.
It is clear that H23 [0, 1] is the complete subspace of W23 [0, 1] , so H23 [0, 1] is a
RKHS. If P, which is the orthogonal projection from W23 [0, 1] to H23 [0, 1] , is found,
we can get the reproducing kernel of H23 [0, 1] obviously. Under the assumptions of
Section 2, note
1
Pf (t) = (γ3 f )e3 (t) +
G(t, τ ) · f (τ )dτ ,
∀f ∈ W23 [0, 1]
(2:5)
0
Theorem 2.1. Under the assumptions above, P is the orthogonal projection from
H23 [0, 1] to H23 [0, 1] .
Proof. For all f ∈ W23 [0, 1] , We have
(γ1 (Pf ))(t) = (γ2 (Pf ))(t) = 0
That means Pf ∈ H23 [0, 1] . At the same time, for any f , h ∈ W23 [0, 1]
⎛
(Pf , h) = ⎝(γ3 f )e3 (t) +
1
0
1
= (γ3 f )(γ3 h) +
⎞
G(t, τ ) · Lf (τ ) dτ , h⎠
⎛
⎝L
0
1
⎞
G(t, τ ) · Lf (τ )dτ ⎠ · Lh(t) dt
0
1
Lf (t) · Lh(t) dt
= (γ3 f )(γ3 h) +
⎛
0
(f , Ph) = ⎝f , (γ3 h)e3 (t) +
1
⎞
G(t, τ ) · Lh(τ ) dτ ⎠
0
1
1
Lf (t) · L
= (γ3 f )(γ3 h) +
0
G(t, τ ) · Lh(τ ) dτ dt
0
1
Lf (t) · Lh(t) dt
= (γ3 f )(γ3 h) +
0
Gao et al. Boundary Value Pro (...truncated)