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Abstract
The aim of this paper is to find the numerical solutions of the second order linear and nonlinear differential
equations with Dirichlet, Neumann and Robin boundary conditions. We use the Bernoulli polynomials as
linear combination to the approximate solutions of 2nd order boundary value problems. Here the Bernoulli
polynomials over the interval [0,1] are chosen as trial functions so that care has been taken to satisfy the cor-
responding homogeneous form of the Dirichlet boundary conditions in the Galerkin weighted residual
method. In addition to that the given differential equation over arbitrary finite domain [a,b] and the boundary
conditions are converted into its equivalent form over the interval [0,1]. All the formulas are verified by con-
sidering numerical examples. The approximate solutions are compared with the exact solutions, and also
with the solutions of the existing methods. A reliable good accuracy is obtained in all cases.
n 0 n 1k 0 k
(2) b a x a , and thus we have:
d du
1 n k n p x q x u r x , 0 x 1 (4a)
m
1 k m , m 1 dx dx
n0 n 1 k 0 k
1 1
The first 11 Bernoulli polynomials are given bellow: 0u 0 u ' 0 c1 , 0 u 1 u ' 1 c2 (4b)
ba ba
Br0 x 1
where,
x 5 x3 5 x 4
Br5 x x5 p x
1
p b a x a ,
6 3 2
b a
2
Br1 x x q x q b a x a , (4c)
r x r b a x a
2 4
x 5x
Br6 x 3x5 x 6
2 2
Using Bernoulli polynomials, Bri x in Equation (2),
Br2 x x x 2 we assume an approximate solution in a form,
n
x 7 x3 7 x5 7 x 6 u x ai Bri x , n 1,
Br7 x x7 (5)
6 6 2 2 i 0
du n
dBri ferent boundary conditions as follows:
ai ,
dx i 0 dx Case 1: The matrix formulation with the Robin (mixed)
n n boundary conditions, (i.e., 0 0 , 1 0, 0 0,
u 0 ai Bri 0 and u 1 ai Bri 1 1 0 ), are already defined in Equations (8).
i 0 i 0
Case 2: The matrix formulation of the differential
After minor simplification, from (6) we can obtain equation (3a) with the Dirichlet boundary conditions (i.e.,
n 1 dBri dBrj 0 0 , 1 0, 0 0, 1 0 ), is given by
p x dx dx
q x Bri x Brj x dx n
i 0 0 Di , j ai F j , j 2,3, , n (9a)
0 b a p 1 Bri 1 Brj 1 i 2
where,
1
0 b a p 0 Bri 0 Brj 0
1
dBri dBrj
(7) Di , j p x q x Bri x Brj x dx,
ai 0 dx dx (9b)
1
i, j 2,3, , n.
1
c2 b a p 1 Brj 1
r x Brj x dx 1
0 1 F j r x Brj x dx
c1 b a p 0 Brj 0 0
1
1
d dBrj
p x 0 q x 0 x Brj x dx, (9c)
0 dx dx
or, equivalently in matrix form,
n j 2,3, , n
Di, j ai F j , j 0,1, 2, , n (8a)
Case 3: The approximate solution of the differential
i 0
equation (3a) consisting of Neumann boundary condi-
where, tions (i.e., a0 0 , a1 0 , 0 0, 1 0, ) can be ob-
1
dBri dBrj tained by putting a0 0 and 0 0, in the Equation
Di , j p x q x Bri x Brj x dx (8) as
0 dx dx
0 b a p 1 Bri 1 Brj 1
n
We now also implement the procedure described in Exploiting integration by parts with minor simplifica-
section 3 to find the numerical solutions of two nonlinear tions, we obtain
second order boundary value problems. n 1 dBri dBrk 1 dBri d
Example 5. We consider a nonlinear BVP with dx dx 4 0 dx Brk dx0 Bri Brk
Dirichlet boundary conditions [16] i 2 0
d 2 u 1 du 1 1 n dBrj
dx 2
u 4 x3 , 1 x 3
8 dx 4
(18a) a j Bri
4 j 2 dx
Brk dx ai
u 1 17 and u 3 43 3
d dBrk 1 d 0
1
(18b)
16 2 x 1 Brk 0
3
0 Brk dx
The exact solution of the problem is given by 0 dx dx 4 dx
k 2,3, , n
16
u x x2
x (22)
The above Equations (22) are equivalent to the matrix
To use Bernoulli polynomials, first we convert the form
BVP (18) to an equivalent BVP on 0,1 by replacing
x by 2 x 1 such that D C A G (23)
2
d u 1 du where the elements of the matrix A, C , D and G are
16 2 x 1 , 0 x 1,
3
u (19a)
dx 2 4 dx ai , ci , k , di , k and g k , respectively, given by
where the matrices are constructed from The exact solution of the problem is given by
1
dBri dBrk 2
di,k dx and u x x 1 .
0 dx dx 2 x
, (25b) In this case, solving the nonlinear BVP (26) by Modi-
d 0 dBrk
1
g k 16 2 x 1 Brk
3
dx fied Galerkin method, the approximate solution is as-
0 dx dx sumed by
Once the initial values of the parameters ai are ob- n
tained from Equation (25a), they are substituted into u x ai Bri x , n 1, (27)
i 0
Equation (23) to obtain new estimates for the values of
Now following the procedures described as in exam-
ai . This iteration process continues until the converged
ple-5 and with minor simplifications, the Equation (22)
values of the unknowns are obtained. Substituting the
leads us
final values of the coefficients in Equation (20), we ob-
tain an approximate solution of the BVP (19), and if we n 1 dBri dBrk 3
1 x Bri Brk
2
replace x by x 1 2 in this solution we will obtain i 0 0 dx dx 2
the approximate solution of the given BVP (18).
3 n
Using first 10 and 15 Bernoulli polynomials with 8 it- a j 1 x Bri Brj Brk
2 j 0
erations, the absolute differences between exact and the
approximate solutions are sown in Table 5. It is ob- 1 n n
served that the accuracy is found of the order nearly a j al Bri Brj Brl Brk dx
2 j 0 l 2 (28)
106 and 108 on using 10 and 15 Bernoulli polynomi-
als, respectively.
Bri 1 Brk 1 Bri 0 Brk 0 ai
Example 6. Consider a nonlinear differential equation
[9] with the Robin boundary conditions [17]: 1
1 1
1 x Brk dx Brk 0 Brk 1
3
d2u 1
1 x u , 0 x 1.
3
(26a) 20 2
dx 2 2
k 0,1, 2, , n
u 0 u 0 1 2 and u 1 u 1 1 . (26b)
which can be written in a matrix form, similar to the sys- iterations at various points of the domain of the problems.
tem (23), It is observed that the approximate results converge
D C B A G (29a) monotonically to the exact solutions.
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