Applied Mathematical Sciences, Vol. 9, 2015, no.

2, 51 - 56
HIKARI Ltd, www.m-hikari.com
http://dx.doi.org/10.12988/ams.2015.411960

On Volterra Integral Equations of the First Kind

with a Bulge Function by Using Laplace Transform
P. Haarsa1 and S. Pothat2
1

Department of Mathematics, Srinakharinwirot

Bangkok 10110, Thailand
2
Wad Ban-Koh School, Bandara, Amphoe Pichai
Uttaradit 53220, Thailand
c 2014 P. Haarsa and S. Pothat. This is an open access article distributed
Copyright
under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract
In this paper, we study the Volterra integral equations of the first kind
with a bulge function. The Laplace transform, inverse Laplace transform and the convolution theorem are used in this study to obtain the
exact solution. The Simpsons quadrature rule is used to find the numerical solutions.

Mathematics Subject Classification: 45B05, 44A05

Keywords: Laplace transform, Volterra integral equations, Taylor series
expansion, Convolution theorem

Introduction

Problems in which integral equations [6] are faced include radiative energy
transfer and the oscillation of a string, membrane, or axle. Oscillation problems may also be solved as differential equations. Integral equations are significant in many applications. S. Xiang [5] focused on Laplace and inverse Laplace
transforms for approximation of Volterra integral equations of the first kind
with highly oscillatory Bessel kernels, where the explicit formulae for the solution of the first kind integral equations are derived, from which the integral
equations can also be efficiently calculated by the Clenshaw-Curtis-Filon-type

52

P. Haarsa and S. Pothat

methods. Furthermore, by applying the asymptotics of the solution, some simpler formulas for approximating the solution for large values of the parameters
are deduced. F. Mirzaee [3] used the repeated Simpsons quadrature rule to
solve the linear Volterra integral equations of the first kind, converted the linear
Volterra integral equations of the first kind to a recurrence relation and shown
that the estimates have a good degree of accuracy. In this paper, we study
the Volterra integral equations of the first kind with a bulge function. The
Laplace transform, inverse Laplace transform, the convolution theorem and
the Taylor series expansion are used in this study to derive the exact solution.
The Simpsons quadrature rule is used to find the numerical solutions.

Preliminaries

We began our study by giving out the the Laplace transform, the convolution
theorem and the Volterra integral equations of the first kind which can be used
in this study.
Definition 2.1. The Laplace Transform [1]. Given a function f (t) defined for
all t 0, the Laplace transform of f is the function F defined as follow:
Z
F (s) = L {f (t)} =

est f (t)dt.

(1)

for all values of s for which the improper integral converges

Theorem 2.2. The Convolution Theorem [2]. The convolution of two functions f (t) and g(t) denoted f (t) g(t), is given by
Zt
f (t) g(t) =

f ( )g(t )d .

(2)

whenever the integral is defined.

A linear Volterra equation of the first kind is of the form
Zt
K(t, x)y(x)dx, 0 x t.

f (t) =

(3)

where f is a given function and x is an unknown function to be solved for.

Simpsons quadrature rule [3, 4] can be used for the numerical solutions of
the Volterra integral equation of the first kind. If N is even, then Simpsons

53

On Volterra integral equations

quadrature rule may be applied to each subinterval [x2i , x2i+1 , x2i+2 ] ; i =

0, 1, ..., N2 1, individually yields the approximation
h
[f (x2i ) + 4f (x2i+1 ) + f (x2i+2 )] .
3
Summing
ture rule

N
2

approximation results in the composite version of Simpsons quadrah

[f (a) + 4f (a + h) + 2f (a + 2h) + 4f (a + 3h) + ... +
3
2f (b 2h) + 4f (b h) + f (b)] .

S(h) =

for the entire interval. The error of S(h) is the sum of all
Zb
ES(h) =
a

N
2

(4)

individual error

1
2
h5 X
f (4) (i ), i = [x2i , x2i+2 ] .
f (x)dx S(h) =
90 i=0

(5)

The solution of Volterra integral equation of

the first kind by using the Laplace transform
(tl)2

Lemma 3.1. The Laplace transform of the bulge function e 2

by




2
(tl)2
1 1 + l2 l(s2 3 + l2 )
2
l2
+
+
L e
.
=e
s
s3
s4

is expressed

(6)

Proof. The Taylor series expansion ex is of the form

x

e =

X
xn
n=0

n!

=1+x+

x2 x3 x4
+
+
+ ...
2!
3!
4!

(7)

Therefore, by substituting equation (7) with x = (tl)

, we obtain
2


2
2
2
(tl)2
1 l2 2
l2
l2
l2
2
e
= e
+ e lt + e
+
t +
2
2


2
1 l3 3
l2
e
+
t + O(t4 ).
2
6

(8)

By taking the Laplace transform to equation (8) and using the fact that the
Laplace transform is linear, we derived




2
(tl)2
1 1 + l2 l(s2 3 + l2 )
2
l2
L e
=e
+
+
.
(9)
s
s3
s4

54

P. Haarsa and S. Pothat

Lemma 3.2. The solution of the Volterra integral equation of the first kind
with a bulge function
Zt

y(t )ea d = e

(tl)2
2

can be expressed by
l2

e 2 
6t + 6a + 3(3l + l3 a + al2 )t2 + 6(1 + l2 + la)t
y(t) =
6

+ l(6 + at3 (3 + l2 )) .
(10)
Proof. By taking the Laplace transform to the above equation, we have
t



Z

(tl)2
a
2
L
y(t )e d = L e
.
(11)

Applying the convolution theorem, it yields



2


1 1 + l2 l(s2 3 + l2 )
at
l2
+
+
L y(t) e
.
=e
s
s3
s4

(12)

And again by applying the convolution theorem and Lemma 3.1 to equation
(12), we obtain


2
 at
1 1 + l2 l(s2 3 + l2 )
l2
+
+
L {y(t)} L e
.
(13)
=e
s
s3
s4
Or
1

y(t) = L





2
1 1 + l2 l(s2 3 + l2 )
l2
+
+
(s + a) .
e
s
s3
s4

(14)

We can next use the partial fraction method to equation (14), we have
)
( l2
2
2
2
l2
l2
2
3
2
e
(l
+
a)
e
(1
+
l
+
la)
e
(3l
+
l

a
+
l
a)
y(t) = L1
+
+
s
s2
s3
( l2
)
2
2
l2
e
(3
+
l
)la
+ L1
+ e 2 .
(15)
4
s
Then, the inverse Laplace transform can be employed to equation (15) to
obtain
l2

e 2 
y(t) =
6t + 6a + 3(3l + l3 a + al2 )t2 + 6(1 + l2 + la)t
6

+ l(6 + at3 (3 + l2 )) .
(16)

55

On Volterra integral equations

Example 3.3. we consider the Volterra integral equation of the first kind with
a bulge function from lemma 3.2 which is
Zt

y(t )ea d = e

(tl)2
2

by fixing l = 2, a = 1 and h = 0.1, 0.05, 0.025, 0.01 in Simpsons quadrature

rule, we compare the exact solution from equation (16) and the approximate
solution obtained by the Simpsons quadrature rule as shown graphically.

0.16

0.08
Approx solution
Exact solution

0.14

Approx solution
Exact solution

0.07

y(t)

0.06

y(t)

0.12
0.1

0.05

0.08

0.04

0.06

0.2

0.4

0.6

0.8

0.03

0.2

0.4

0.6

0.8

0.6

0.8

0.04

0.015
Approx solution
Exact solution

0.035

Approx solution
Exact solution

y(t)

y(t)

0.03
0.01

0.025
0.02
0.015

0.2

0.4

0.6
t

0.8

0.005

0.2

0.4
t

Figure 1: Graphs of the comparison of exact solutions and numerical solutions

of example. Graph A, we fix l = 2, a = 1 and h = 0.1. Graph B, we fix l = 2,
a = 1 and h = 0.05. Graph C, we fix l = 2, a = 1 and h = 0.025. Graph D,
we fix l = 2, a = 1 and h = 0.01.

56

P. Haarsa and S. Pothat

Conclusion

In this work, we studied the Volterra integral equations of the first kind with
(tl)2

a bulge function which is denoted by f (t) = e 2 where l is a positive

constant. For this study, we fix the value of l = 2 and a = 1 but we decease the values of h as h = 0.1, 0.05, 0.025, 0.01. We applied the repeated
Simpsons quadrature rule for solving the numerical solutions. To reach the
exact solution, we applied the Laplace transform, the inverse Laplace transform, the Taylor series expansion and the convolution theorem. Referring to
our example, We can conclude that the approximate solutions obtained by the
Simpsons quadrature rule are in good concord with the exact solutions.

References
[1] C. Henry Edwards and David E. Penney, differential equations and boundary value problem, Pearson Education, Inc, USA, 2004.
[2] D. Lomen and J. Mark, differential equations, Prentice-Hall International,
Inc, USA, 1988.
[3] F. Mirzaee, Numerical Solution for Volterra Integral Equations of the
First Kind via Quadrature Rule, AMS., 6(20)(2012), 969 - 974.
[4] G. M. Phillips and P. J. Taylor, Theory and applications of numerical
analysis, Academic Press, New York, 1973.
[5] S. Xiang, Laplace transforms for approximation of highly oscillatory Volterra integral equations of the first kind, Applied Mathematics and Computation., 232(1)(2014), 944 - 954.
http://dx.doi.org/10.1016/j.amc.2014.01.054
[6] Wikipedia: Integral equations in mathematics.
Received: November 29, 2014; Published: December 22, 2014