International Mathematical Forum, 4, 2009, no.

20, 969 - 976

Solution of Fredholm-Hammerstein Integral

Equations with Walsh-Hybrid Functions
Y. Ordokhani

Department of Mathematics, Alzahra University, Tehran, Iran

ordokhani@alzahra.ac.ir

Abstract
In this paper a numerical method for finding the solution of Fredholm-
Hammerstein integral equations is proposed. At first the properties of
the Walsh-hybrid functions, which combination of block-pulse functions
and Walsh functions are proposed. The properties of the hybrid func-
tions with the operational matrix of integration together Newton-Cotes
nodes are then utilized to reduce the solution of integral equation to the
solution of algebraic equations. The method is computationally attrac-
tive and application are demonstrated through illustrative examples.

Mathematics Subject Classification: 65R20

Keywords: Walsh functions, Block-pulse functions, Integral equations,

Fredholm-Hammerstein, Hybrid

1 Introduction
In this paper we use Walsh-hybrid function method for solving Fredholm-
Hammerstein integral equations. Several methods are used for solving integral
equations. For Fredholm integral equations, the classical method of successive
approximations was introduced in [1]. A variation of the Nystrom method was
presented in [2]. In [3], Kumar and Sloan applied a collocation-type method for
Hammerstein integral equations and also in [4] Brunner applied a collocation-
type method to nonlinear Volterra-Hammerstein integral equations.
Orthogonal function often used to represent an arbitrary time functions,have
received considerable in dealing with various problem of dynamic systems. The
main characteristic of this technique is that reduces these problems to those of
solving a systems of algebraic equations, thus greatly simplifying the problem.
Orthogonal functions have also been proposed to solve linear integral equa-
tions. Special attentions has been given to a applications of Walsh functions[5],
970 Y. Ordokhani

block-pulse functions [6], Laguerre series [7],Legendre polynomials [8], Cheby-

shev polynomials [9] and rationalized Haar functions [10]. In [11] Arabzadeh,
Razzaghi and Ordokhani applied hybrid of block-pulse and rationalized Haar
functions for solving differential equations.
In the present paper we apply Walsh-hybrid functions to solve the nonlinear
Fredholm-Hammerstein integral equations of the form
 1
y(t) = f (t) + λ κ(t, s)g(s, y(s))ds, 0≤t≤1 (1)
0

where λ is a real known constant and f, g and κ are assume to be in L2 , with

g(t, y(t)) nonlinear in y. We assume that Eq. (1) has a unique solution y(t)
to be determined. The method consist of expanding the solution by Walsh-
hybrid function with unknown coefficient. The properties of the Walsh-Hybrid
functions together with the Newton-Cotes nodes and Newton-Cotes integration
method [12] are then utilized to reduce the nonlinear Fredholm-Hammerstein
integral equations to the solutions algebraic equations. In this method time
and computational are small.
The paper is organized as follows : Section 2 is devoted to the basic formu-
lation of the Walsh-hybrid functions required for our subsequent development.
In Section 3 we apply the proposed numerical method to the numerical solu-
tion of Fredholm-Hammerstein integral equations, and in Section 4 we report
our numerical finding and demonstrate the accuracy of the proposed method.

2 Properties of Walsh-Hybrid Functions

2.1 Walsh-hybrid functions
Walsh-Hybrid functions hnm (t), n = 1, 2, ..., N, m = 0, 1, ..., M − 1, have three
arguments, n and m are the order for block-pulse and Walsh functions respec-
tively and t is the normalized time. They are defined on the interval [0, 1)
as

n−1
ωm (Nt + 1 − n), N
≤ t < Nn
hnm (t) = (2)
0, otherwise
Here, ωm (t) are the Walsh functions of order m which are orthogonal in the
interval [0, 1) and satisfy [13]
r

ωm (t) = rmi (t), ω0 (t) = 1, (3)
i=1

where
r

m= 2mi , m = 1, 2, · · · , M − 1, M = 2α , α = 1, 2, · · · .
i=1
Solution of Fredholm-Hammerstein integral equations 971

Here, ri (t) are the Rademacher functions of order i, which are orthogonal in
the interval [0, 1), but is not complete orthogonal set in L2 [0, 1) space and
satisfy the conditions given by [13]

ri (t) = sgn(Sin(2i+1 Πt)), i = 0, 1, 2, · · · , (4)

where sgn denotes the sign function, sign(t) gives −1, 0, or 1 depending on
whether t is negative, zero, or positive. Since hnm (t) is the combination of
Walsh functions and block-pulse functions which are both complete and or-
thogonal, thus the set of hybrid functions are complete orthogonal set. The
orthogonality property is given by
 1 
1
N
, n = n , m = m
hnm (t)hn m (t)dt = (5)
0 0, otherwise

where n = 1, 2, · · · , N and m = 0, 1, 2, · · · , M − 1.

2.2 Function approximation

A function f in L2 [0, 1) space my be expanded in hybrid functions as
+∞
 +∞

f (t) = cnm hnm (t), (6)
m=0 n=1

where cnm are given by

 1
cnm = N f (t)hnm (t)dt. (7)
0

The series in Eq. (6) contains an infinite number of terms. If we let m =

0, 1, 2, ..., M − 1 and n = 1, 2, · · · , N then the infinite series in Eq. (6) is
truncated up to its first NM terms as
M
 N
−1 
f (t)  cnm hnm (t) = C T H(t), (8)
m=0 n=1

where

C = [c10 , c11 , · · · , c1M −1 |c20 , c21 , · · · , c2M −1 | · · · |cN 0 , cN 1 , · · · , cN M −1 ]T , (9)

and
972 Y. Ordokhani

H(t) = [h10 (t), h11 (t), · · · , h1M −1 (t)|h20 (t), h21 (t), · · · , h2M −1 (t)| · · · |

hN 0 (t), hN 1 (t), · · · , hN M −1 (t)]T . (10)

Also, the integration of the cross,product of two vector H(t) in Eq. (10) is
 1
1
D= H(t)H T (t)dt = diag.(I, I, ..., I), (11)
0 N
where D is the NM × NM matrix and I is a identity matrix from M × M
dimension.
Now, let κ(t, s) in L2 ([0, 1)×[0, 1)) my be expanded in hybrid functions,then
we have
κ(t, s)  H T (t)KH(s), (12)
where K is the NM × NM matrix and
 1 1
K = (knm ), knm = N 2 κ(t, s)hnm (t, s)dsxdt, (13)
0 0

n = 1, 2, · · · , N, m = 0, 1, 2, · · · M − 1.

2.3 Operational matrix of integration

The integration of the vector H(t) defined in Eq. (10) is given by
 t
H(t )dt  P H(t), (14)
0

where P is the NM × NM operational matrix for integration and is given by

⎡ ⎤
Pw E E ··· E E
⎢ ⎥
⎢
⎢
O Pw E ··· E E ⎥
⎥
⎢ · · · ··· · · ⎥
1 ⎢ ⎥
⎢ ⎥
P = ⎢ · · · ··· · · ⎥.
N ⎢ ⎥
⎢ · · · ··· · · ⎥
⎢ ⎥
⎢ O O O · · · Pw E ⎥
⎣ ⎦
O O O · · · O Pw
Also E is the M × M matrix represented by
⎡ ⎤
1 0 0 ··· 0
⎢ ⎥
⎢ 0 0 0 ··· 0 ⎥
⎢ ⎥
⎢
⎢ · · · ··· · ⎥
⎥,
E= ⎢ ⎥
⎢ · · · ··· · ⎥
⎢ ⎥
⎣ · · · ··· · ⎦
0 0 0 ··· 0
Solution of Fredholm-Hammerstein integral equations 973

and Pw is the M × M operational matrix for Walsh functions and is given in

[14] as ⎡ ⎤
−1
(Pw ) M × M I
2M 2
M
× M
⎢ 2 2 2 ⎥
Pw = (Pw )M ×M = ⎢
⎣
⎥,
⎦
1
2M
IM ×M O
2 2

where (Pw )1×1 = [ 12 ] and IM ×M is a identity matrix from M × M dimension.

3 Solution of Fredholm-Hammerstein Integral

Equations
Consider the nonlinear Fredholm integral equations given in Eq. (1). To solve
for y(t) we first approximate the solution not the Eq. (1), but rather to an
equivalent equation:
z(t) = g(t, y(t)), 0 ≤ t ≤ 1. (15)
Using Eq. (1) we have
 1
z(t) = g(t, f (t) + λ κ(t, s)z(s)ds). (16)
0

Suppose z(t) can be expressed as

z(t) = C T H(t), (17)
where C and H(t) are defined similarly to Eq. (9) and (10 ) respectively. Using
Eqs. (11), (12), (16) and (17) we get
z(t) = g(t, f (t) + λH T (t)KDC). (18)
In order to construct the approximations for z(t) we collocate Eq. (18) in MN
points. Suitable collocation points are Newton-Cotes nodes given in [12] as
2p − 1
tp =
, p = 1, 2, · · · , MN. (19)
2MN
Equation (18) can be expressed as
z(tp ) = g(tp , f (tp ) + λH T (tp )KDC), p = 1, 2, · · · , MN. (20)
Equation (20) can be solved for the unknowns cnm , n = 1, 2, · · · , N, m =
0, 1, · · · , M − 1. The required approximations to the solution y(t) in Eq. (1)
are obtained as
 1
y(t) = f (t) + λ κ(t, s)z(s)ds, 0 ≤ t ≤ 1.
0

Using Eqs. (11) and (12) we get

y(t) = f (t) + λH T (t)KDC. (21)
974 Y. Ordokhani

4 Illustrative Examples
4.1 Example 1
Consider the equations
 1
2
y(t) = 1 + sin (t) + κ(t, s)y 2 (s)ds, 0 ≤ t ≤ 1, (22)
0

where 
−3sin(t − s), 0 ≤ s ≤ t
κ(t, s) =
0, otherwise.
Using equation (20) the solution for equation (22) can be calculated. The
computational results for M = 4, N = 8,and M = 4, N = 16 together with the
exact solution y(t) = cos(t) are given in Table 1.

t Present method Present method Exact

for M = 4, N = 8 for M = 4, N = 16
0.0 0.000112 0.000002 0
0.2 0.980127 0.980065 0.980067
0.4 0.921186 0.921060 0.921061
0.6 0.825148 0.825338 0.825336
0.8 0.696814 0.696703 0.696707
1 0.540212 0.540300 0.540302
Table 1. Approximate and exact solutions for Example 1.

4.2 Example 2
Consider the nonlinear Volterra-Hammerstein integral equation [15]
 t
−15 8 13 7 11 6 9 5 2
y(t) = t + t − t + t +t −t+ (t + s)y 3(s)ds. 0 ≤ t ≤ 1 (23)
56 14 10 20 0

Suppose 
t + s, 0 ≤ s ≤ t
κ(t, s) =
0, otherwise,
by using (23) we have
 1
−15 8 13 7 11 6 9 5 2
y(t) = t + t − t + t +t −t+ κ(t, s)y 3 (s)ds. 0 ≤ t ≤ 1 (24)
56 14 10 20 0
Solution of Fredholm-Hammerstein integral equations 975

Similarly to equation (20) we can fined y(t) in equation (24). The computa-
tional results using the present method with M = 4, N = 16 together with the
method [15] for m = 40 and the exact solution y(t) = t2 −t are given in Table 2.

t Method of [15] Present method Exact

for m = 40 for M = 4, N = 16
0.0 0.00000 0.0000004 0
0.2 -0.16000 -0.1599991 -0.16
0.4 -0.24000 -0.2400006 -0.24
0.6 -0.24000 -0.2400006 -0.24
0.8 -0.16000 -0.1599991 -0.16
1 0.00001 0.0000004 0
Table 2. Approximate and exact solutions for Example 2.

5 Conclusion
The Walsh-hybrid functions and the associated operational matrices of inte-
gration P, D and Newton-Cotes nodes tp are applied to solve the Fredholm-
Hammerstein integral equations. The method is based upon reducing the sys-
tem into a set of algebraic equations. The matrices P and D have many zeros;
hence is much faster than Walsh functions and reduces the CPU time and the
computer memory, at the same time keeping the accuracy of the solution. The
numerical examples support this claim.

Acknowledgment The work was supported by Alzahra university.

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976 Y. Ordokhani

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Received: August, 2008