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The modified quadrature method for Laplace equation with nonlinear boundary conditions

  • Here, the numerical solutions for Laplace equation with nonlinear boundary conditions is studied. Based on the potential theory, the problem can be converted into a nonlinear boundary integral equation. The modified quadrature method is presented for solving the nonlinear equation, which possesses high accuracy order O(h3) and low computing complexities. A nonlinear system is obtained by discretizing the nonlinear equation and the convergence of numerical solutions is proved by the theory of compact operators. Moreover, in order to solve the nonlinear system, the Newton iteration is provided by using the Ostrowski fixed point theorem. Finally, numerical examples support the theoretical results.

    Citation: Hu Li. The modified quadrature method for Laplace equation with nonlinear boundary conditions[J]. AIMS Mathematics, 2020, 5(6): 6211-6220. doi: 10.3934/math.2020399

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  • Here, the numerical solutions for Laplace equation with nonlinear boundary conditions is studied. Based on the potential theory, the problem can be converted into a nonlinear boundary integral equation. The modified quadrature method is presented for solving the nonlinear equation, which possesses high accuracy order O(h3) and low computing complexities. A nonlinear system is obtained by discretizing the nonlinear equation and the convergence of numerical solutions is proved by the theory of compact operators. Moreover, in order to solve the nonlinear system, the Newton iteration is provided by using the Ostrowski fixed point theorem. Finally, numerical examples support the theoretical results.


    The special polynomials and numbers play an important role in many branches of mathematics such as combinatorics, computer science, statistics, etc. The generating functions of the special polynomials are used in the investigation of numerous properties satisfied by polynomials. A large number of indispensable special polynomials such as the Bernoulli, Euler and monic Hermite polynomials belong to the Appell class of sequences. These polynomials play crucial roles in many aspects, most importantly, they provide solutions to certain specified problems of physics, engineering and mathematics (see for more details [5,6,7,8,9,21,22,34,35]).

    Throughout this paper, we use the following standard notations: N:={1,2,3,},N0:=N{0}:={0,1,2,3,},Z:={1,2,3,},Z denotes the set of integers and R denotes the set of real numbers.

    The generating function of the Euler polynomials Eq(v) [23], which arise in various classical and numerical analysis (and also of analytic number theory) is defined as:

    2ew+1evw=q=0Eq(v)wqq!,(|w|<π). (1.1)

    The corresponding Euler numbers (appear in the Taylor series expansions of the secant and the hyperbolic secant functions) Eq:=Eq(0) are given as:

    2ew+1=q=0Eqwqq!,(|w|<π). (1.2)

    Recently, Kim et al., [31] introduced the Changhee polynomials and numbers and established certain explicit formulae and identities for these polynomials. The Changhee polynomials Chq(v) are specified by the following generating function [31]:

    22+w(1+w)v=q=0Chq(v)wqq!, (1.3)

    which for v=0 gives the corresponding Changhee numbers Chq:=Chq(0). Thereafter, Lee et al., [32] introduced a new form of Changhee polynomials, called the Appell-type Changhee polynomials Chq(v), and defined by the following generating equation [32]:

    22+wevw=q=0Chq(v)wqq!, (1.4)

    and have the following explicit relation [32,P3,Theorem 1]:

    Chq(v)=qp=0(qp)Chqvqp, (1.5)

    where Chq:=Chq(0) are the corresponding Appell-type Changhee numbers:

    22+w=q=0Chqwqq!. (1.6)

    The above Appell-type Changhee numbers Chq satisfy the following relation [32,P4,Theorem 4]:

    2Chq+qChq1=0,in the case whenq1, (1.7)

    with initial condition Ch0=1.

    Motivated by the work of Kim et al., [24,26,27,28,29,30,31] and Lee et al., [31,32], in this paper we introduce the generating function of the Appell-type Changhee-Euler polynomials (ATCEP) and derive its properties.

    In this section, the Appell-type Changhee-Euler polynomials (ATCEP), denoted by ChEq(v) are introduced and certain properties of these polynomials are established.

    Definition 1. The Appell-type Changhee-Euler polynomials ChEq(v) are defined by the following generating relation:

    4(ew+1)(2+w)evw=q=0ChEq(v)wqq!. (2.1)

    Utilizing Eqs (1.1) and (1.6) in the left hand side of generating function (2.1) and then using Cauchy-product rule in the left hand side of the obtained equation, we get

    q=0ql=0(ql)El(v)Chqlwqq!=q=0ChEq(v)wqq!.

    Comparing the coefficients of identical powers of w in both sides of the foregoing equation, we get the following series expansion for Appell-type Changhee-Euler polynomials ChEq(v):

    ql=0(ql)El(v)Chql=ChEq(v). (2.2)

    Motivated by the importance of the Euler numbers [36,38] in various branches of mathematics specially in number theory and combinatorics, we introduce the numbers related to the polynomial families introduced here. Taking v=0 in series definition (2.2) of the ATCEP ChEq(v) and using notation:

    ChEq:=ChEq(0), (2.3)

    in the left hand side, we get the following series form for Appell-type Changhee-Euler number (ATCEN) ChEq:

    ql=0(ql)ElChql=ChEq. (2.4)

    Also, we find the following generating functions for ATCEN ChEq:

    4(ew+1)(2+w)=q=0ChEqwqq!. (2.5)

    Theorem 2.1. Let u,vC and qN0, then the following addition formulas hold:

    ChEq(u+v)=qp=0(qp)Ep(u)Chqp(v). (2.6)
    ChEq(u+v)=qp=0(qp)uqpChEp(v). (2.7)

    Proof. Replacing v by u+v in Eq (2.1), we get

    (2ew+1)(22+w)e(v+u)w=q=0ChEq(v+u)wqq!, (2.8)

    which on using Eqs (1.4) and (1.1) in the l.h.s. and then on comparing the coefficients of the identical powers of w in both sides of the obtained relation, we get assertion (2.6).

    Equation (2.8) can be written as

    q=0ChEq(v+u)wqq!=4(ew+1)(2+w)evweuw, (2.9)

    which on using Eq (2.1) and expanding the second exponential of the right side gives

    q=0ChEq(v+u)wqq!=q=0(uw)qq!p=0ChEp(v)wpp!. (2.10)

    Using the Cauchy product rule on the right side of Eq (2.10) and on comparing the coefficients of w, we are lead to assertion (2.7).

    Theorem 2.2. Let qN0 and vC, then the following identities hold true:

    2Eq(v)=2ChEq(v)+qChEq1(v). (2.11)
    2Chq(v)=ChEq(v)+qp=o(qp)ChEqp(v). (2.12)
    ChEq(v)=qp=0(qp)(1)pp!Eqp(v)2p. (2.13)
    ChEq(v)=qp=0(qp)ChEqp(v)p. (2.14)
    ChEq(v)=qp=0(qp)Chqp(v2)Ep(v2). (2.15)
    ddvChEq(v)=qChEq1(v). (2.16)
    dpdvpChEq(v)=q!(qp)!ChEqp(v). (2.17)
    vaChEq1(u)du=1q(ChEq(v)ChEq(a)). (2.18)
    ChEq=qp=0(qp)(v)pChEqp(v). (2.19)
    2Chq=qp=0(qp)ChEqp(v)(v)p(1+(11v)p). (2.20)

    Proof. These identities are easily derivable with the help of generating Eqs (1.1), (1.4) and (2.1) by manipulating double series. Now, rewriting the generating Eq (2.1) as

    4(ew+1)(2+w)=q=0ChEq(v)wqq!(evw), (2.21)

    which on using generating relation (2.5) in the l.h.s. and expanding the exponential on the r.h.s. and then on equating the coefficients of identical powers of w in both sides, we are led to assertion (2.19).

    From Eq (2.21), we have

    42+w=q=0ChEq(v)wqq!(evw(ew+1)), (2.22)

    which on using generating relation (1.6) in l.h.s. and expanding the exponentials on the r.h.s. and then on equating the coefficients of identical powers of w in both sides of the obtained result, yields assertion (2.20).

    Many researchers have established the determinant form of certain special and q-special polynomials [4,12,16,18,19,20,33]. Costabile [10,11,13] has given several approaches to Bernoulli polynomials. An important approach based on a determinant definition was given in [10]. This approach is further extended to provide determinant definitions of the Appell and Sheffer polynomial sequences by Costabile and Longo in [12] and [14] respectively. Motivated by the recent work on the determinant approaches, here we give the determinant representation of ATCEP ChEq(v). We recall the determinant form of the Euler polynomials Eq(v):

    The Euler polynomials Eq(v) of degree q=0,1,2, are defined by

    E0(v)=1,Eq(v)=(1)q|1vv2vq1vq1121212120112(21)12(q11)12(q1)00112(q12)12(q2)..........000112(qq1)|,q=1,2,.... (2.23)

    Definition 2. The Appell-type Changhee-Euler polynomials ChEq(v) of degree q are defined by

    ChE0(v)=1,ChEq(v)=(1)q|1Ch1(v)Ch2(v)Chq1(v)Chq(v)1121212120112(21)12(q11)12(q1)00112(q12)12(q2)..........000112(qq1)|,q=1,2,.... (2.24)

    where the Appell-type Changhee polynomials Chq(v)(q=0,1,2,...) are given by Eq (1.4).

    In the forthcoming section, a family of linear differential equations arising from the generating function of ATCEN ChEq is derived by following the approach presented in [26].

    Differential equations, besides playing important role in pure mathematics, constitute fundamental part of mathematical description of physical processes. Thus, obtaining the solutions for differential equations is of paramount importance. Few types of differential equations allow explicit and straightforward analytical solutions. Many researchers obtained the differential equations for special polynomials and numbers utilizing their generating functions [17,25,30].

    Theorem 3.1. For nN the following family of differential equations for Appell-type Changhee-Euler polynomials ChEq(v) holds true:

    nj=1βj(n)ewG(j1)(w)+(ew+1)G(n)(w)=(1)nβ0(n)(2+w)(n+1), (3.1)

    where G(n)(w):=(ddw)nG(w),

    G=G(w)=4(ew+1)(2+w), (3.2)
    β0(n)=4n!,β1(n)=1,βn(n)=n, (3.3)

    and

    βi(n+1)=1+ni+1j1=0βi1(nj1),(2in). (3.4)

    Proof. Let

    G=G(w)=4(ew+1)(2+w),

    which can be rewritten as:

    (ew+1)G(w)=42+w. (3.5)

    Taking the derivative of Eq (3.5) with respect to w, it follows that:

    (ew+1)G(1)(w)+ewG(w)=(1)4(2+w)2, (3.6)

    Again, by taking the derivative with respect to w of Eq (3.6), we find

    (ew+1)G(2)(w)+2ewG(1)(w)+ewG(w)=(1)28(2+w)3, (3.7)

    and consequently

    (ew+1)G(3)(w)+3ewG(2)(w)+3ewG(1)(w)+ewG(w)=(1)324(2+w)4. (3.8)

    Continuing this process, we find

    nj=1βj(n)ewG(j1)(w)+(ew+1)G(n)(w)=(1)nβ0(n)(2+w)(n+1). (3.9)

    Further, taking the derivative with respect to w of Eq (3.9), we get

    β1(n)ewG(w)+nj=2ew(βj(n)+βj1(n))G(j1)(w)+(βn(n)+1)ewG(n)(w)+(ew+1)G(n+1)(w)=(1)n+1(n+1)β0(n)(2+w)(n+2). (3.10)

    Replacing n by n+1, Eq (3.9) may be rewritten as:

    n+1j=1βj(n+1)ewG(j1)(w)+(ew+1)G(n+1)(w)=(1)n+1β0(n+1)(2+w)(n+2). (3.11)

    Comparison of the coefficients of G(i)'s on both sides of Eqs (3.10) and (3.11), yields the following recursive formulas:

    β0(n+1)=(n+1)β0(n), (3.12)
    β1(n+1)=β1(n), (3.13)
    βj(n+1)=βj(n)+βj1(n),(2jn) (3.14)

    and

    βn+1(n+1)=βn(n)+1. (3.15)

    From Eqs (3.6) and (3.9), we have

    β0(1)=4,β1(1)=1. (3.16)

    Again, from Eq (3.12), we note that

    β0(n+1)=(n+1)β0(n)=(n+1)nβ0(n)=...=(n+1)n(n1)...2.1β0(1),

    that is

    β0(n+1)=4(n+1)!. (3.17)

    In view of Eq (3.13), we have

    β1(n+1)=β1(n)=β1(n1)=...=β1(1)=1. (3.18)

    Further, from Eq (3.15), it follows that:

    βn+1(n+1)=βn(n)+1=βn1(n1)+2=...=β1(1)+n,

    that is

    βn+1(n+1)=1+n. (3.19)

    Taking j=2 in Eq (3.14), we find

    β2(n+1)=β2(n)+β1(n)=β2(n1)+β1(n1)+β1(n)
    =...=n2j=0β1(nj)+β2(2),

    that is

    β2(n+1)=1+n1j=0β1(nj). (3.20)

    Similarly, for j=3 Eq (3.14) gives

    β3(n+1)=1+n2j=0β2(nj), (3.21)

    consequently for j=4, we have

    β4(n+1)=1+n3j=0β3(nj). (3.22)

    Continuing this process, we deduce that

    βi(n+1)=1+ni+1j1=0βi1(nj1),(2jn). (3.23)

    Equation (3.9) together with Eqs (3.17), (3.18) and (3.23) completes the proof of Theorem 3.1.

    Theorem 3.2. For i,nN,pN0 the following identity for the Appell-type Changhee-Euler numbers ChEq holds true:

    nj=1ip=0(ip)βj(n)ChEp+j1+ip=0(ip)ChEp+n+ChEi+n=(1)n+i(n+1)i(β0(n)2n+i+1), (3.24)

    where (n+1)i is the pochhammer symbol [37,P21] and βj(n),(0jn) defined in Eqs (3.3) and (3.4).

    Proof. Making use of Eq (2.5) in the first term of the left hand side of Eq (3.1), we find

    nj=1βj(n)ewG(j1)(w)=nj=1βj(n)l=0wll!p=0ChEp+j1wpp!,

    or equivalently

    nj=1βj(n)ewG(j1)(w)=i=0(nj=1ip=0(ip)βj(n)ChEp+j1)wii!. (3.25)

    Again, using Eq (2.5) in the second term of the left hand side of Eq (3.1), we find

    (ew+1)G(n)(w)=(p=0wpp!+1)((ddw)nl=0ChElwll!),

    that is

    (ew+1)G(n)(w)=i=0(ip=0(ip)ChEp+n+ChEi+n)wii!. (3.26)

    Finally, from the right hand side of Eq (3.1), we have

    β0(n)(1)n(2+w)(n+1)=β0(n)(1)n2(n+1)(1+w/2)(n+1),

    which on using the following identity [37,P34]:

    (1z)a=n=0(a)nznn!,

    gives

    β0(n)(1)n(2+w)(n+1)=i=0((1)n+iβ0(n)(n+1)i2n+i+1)wii!. (3.27)

    Use of Eqs (3.25)–(3.27) in Eq (3.1), yields assertion (3.24).

    In the next section, the graphical representations of the ATCEP ChEq(v) and distribution of their zeros are discussed.

    Over the years, there has been increasing interest in solving mathematical problems with the aid of computers. The software Mathematica is used to show the behaviour of these newly introduced polynomials using the graphs plotted for the special values of indices. The manual computation of the zeros is too complicated, therefore, we use Mathematica to investigate the zeros of the ATCEP ChEq(v). By using numerical investigations and computer experiments, we find the real and complex zeros for certain values of index q. The investigation in this direction will lead to a new approach employing numerical methods in the field of the hybrid special polynomials to appear in mathematics and physics, see for example [18,19].

    With the help of Mathematica and using Eqs (1.5) and (1.7) in relation (2.2), Figures 1 and 2 are drawn for odd values of index q:

    Figure 1.  Curve of ChE15(v).
    Figure 2.  Curve of ChE25(v).

    Similarly, for even values of index q, Figures 3 and 4 are drawn:

    Figure 3.  Curve of ChE20(v).
    Figure 4.  Curve of ChE30(v).

    Next, a remarkably regular structure of the zeros of ATCEP ChEq(v) are explored with the help of Mathematica in Figures 58.

    Figure 5.  Zeros of ChE15(v).
    Figure 6.  Zeros of ChE20(v).
    Figure 7.  Zeros of ChE25(v).
    Figure 8.  Zeros of ChE30(v).

    Further properties, applications and theoretical investigation of scattering of zeros of the ATCEP ChEq(v) introduced here are left to the authors and the interested researchers, for future study.

    Exclusive role have been played by special polynomials in applied mathematics. It is not astonishing when new classes of special polynomials are established as the issues associated with special polynomials are too immense. In this paper, by incorporating the Appell-type Changhee polynomials Chq(v) and the Euler polynomials Eq(v) in a natural way, the so-called Appell-type Changhee-Euler polynomials ChEq(v) are introduced. Then, we investigate certain properties and identities for these new polynomials such as series representation, determinant form and some novel identities. We also present non-homogeneous linear differential equations for the Appell-type Changhee-Euler numbers ChEq. Further we discuss the shape and zero distributions of these polynomials by observing their graphs drawn by Mathematica. The ATCEP ChEq(v) were found to be the member of well-known Appell family and therefore many important properties and identities for this new polynomials were easily established by employing those in the well-developed theory of Appell polynomials. A unifying tool for studying polynomial sequences, namely the representation of Appell polynomials in matrix form has been studied in [1] and extended in [3] to the hypercomplex case. After that, Aceto and Caçāo [2] extends this approach to find the matrix representation of the Sheffer polynomials. The matrix which represents the Sheffer polynomial coefficients can be factorized into two matrices, one associated to Appell polynomials and the other linked to the binomial type polynomial sequences. This approach can be further extended to find the matrix representations of mixed special polynomials related to the Appell polynomials.

    Posing a problem

    If we consider the Genocchi polynomials [15] in place of Euler polynomials in Eq (2.1), we get the following generating function for the Appell-type Changhee-Genocchi polynomials (ATCGP) ChGq(v):

    4w(ew+1)(2+w)evw=q=0ChGq(v)wqq!. (5.1)

    We are believed to be able to establish the corresponding results for the Appell-type Changhee-Genocchi polynomials ChGq(v) as those established in this paper. This posed problem is left to the interested researchers and authors for further investigation.

    The authors are thankful to the reviewers for several useful comments and suggestions towards the improvement of this paper.

    No conflict of interest was declared by the authors.



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