EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS Vol. 14, No. 3, 2021, 969-979 ISSN 1307-5543 – ejpam.com Published by New York Business Global Generalized iteration method for the solution of fourth order BVP via Green′s function Fatma Aydin Akgun1,∗, Zaur Rasulov2 1 Yildiz Technical University, Mathematical Engineering Department, Davutpasa Campus, 34210, Istanbul, Turkey Abstract. The aim of this paper is to extend and generalize Picard-Green’s fixed point iteration method for the solution of fourth-order Boundary Value Problems. Several numerical applications to linear and nonlinear fourth-order Boundary Value Problems are discussed to illustrate the main results. 2020 Mathematics Subject Classifications: 47J26, 41A25 Key Words and Phrases: Boundary value problem, fixed point iteration method, Green’s function, integral operator, rate of convergence 1. Introduction An iterative method is an important tool for solving linear and nonlinear Boundary Value Problems (BVPs). It has been used in the research areas of mathematics and several branches of science and other fields. In recent years, the study of generalization for the solution of third and fourth-order BVPs has attracted many scientists’ interest. For instance, in mathematical modeling applications of a two-dimensional channel with porous walls, deformation of elastic beams, fluid dynamics. These problems have been studied by several mathematicians(see [11], [1], [4], [7], [2], [3], [8], [5], [15], [14] and the references therein. [11] converted the BVP to Initial Value Problem (IVP) and solved the linear equation while [13] solved the problem by transforming the fourth-order BVP to third-order BVP and applied by contracting mapping principle. Meanwhile, [6] applied the contracting mapping principle to the fourth-order BVP. Both of them showed the existence, uniqueness, and convergence of the proposed methods. [12] introduced his method for IVP by showing the existence and uniqueness for ordi- nary differential equations, whereas [10] introduced his method. [9] considered a cantilever beam problem in equilibrium position as follows: u ′′′′ (t) = f(t, u(t), u ′ (t), u ′′ (t), u ′′′ (t)) (1) ∗Corresponding author. DOI: https://doi.org/10.29020/nybg.ejpam.v14i3.4020 Email addresses: fakgun@yildiz.edu.tr (F.A. Akgun), rasulovzaurr@gmail.com (Z. Rasulov) http://www.ejpam.com 969 © 2021 EJPAM All rights reserved. F.A.Akgun, Z. Rasulov / Eur. J. Pure Appl. Math, 14 (3) (2021), 969-979 970 subject to the boundary conditions: u(0) = 0, u ′ (0) = 0, u ′′ (1) = 0, u ′′′ (1) = 0 (2) where t ∈ (0, 1) and f : [0, 1] × R3 + × R− → R+ is continuous. By assuming that f(t, u, x, y, z) is superlinear on u, x, y, z and satisfying a Nagumo-type condition, the existence and uniqueness of the problem Eq. (1) − (2) are provided in the same arti- cle. However, Quanq in [6] showed that the theorems in [9] are not sufficient for solving resembling problems and provided some examples. In this paper, we extend and generalize Picard-Green’s known iteration method to fourth-order BVP. We proved the existence and uniqueness of theorems satisfying neces- sary conditions for convergence. Furthermore, we give some numerical examples, including linear and nonlinear BVPs, to illustrate the main results. Finally, we confirm better ap- proximation with minimum errors than existing solutions by MATLAB. 2. Green’s function and methodology Consider the following fourth-order BVP, L[u] = p(t)u ′′′′ (t) + q(t)u ′′′ (t) + r(t)u ′′ (t) + h(t)u ′ (t) + g(t)u(t) = f(t) (3) with the boundary conditions Ba[u] = α1u(a) + α2u ′ (a) + α3u ′′ (a) + α4u ′′′ (a) = α Bb[u] = β1u(b) + β2u ′ u(b) + β3u ′′ (b) + β4u ′′′ (b) = β Bc[u] = γ1u(c) + γ2u ′ (c) + γ3u ′′ (c) + γ4u ′′′ (c) = γ Bd[u] = ω1u(c) + ω2u ′ (c) + ω3u ′′ (c) + ω4u ′′′ (c) = ω (4) where t ∈ (a, b) , α, β, γ and ω are constants and either c = a or c = b and either d = a or d = b. The existence and uniqueness results for the solution of the problems Eq. (3)-(4) are given in [13],[6] and [3]. The Green’s function G(t, s) corresponding to linear term in Eq. (3) G(t, s) = { a1u1 + b1u2 + c1u3 + d1u4, a < t < s a2u1 + b2u2 + c2u3 + d2u4, s < t < b (5) where t 6= s , u1, u2, u3 and u4 are linearly independent solutions of L[u] and ai, bi, ci and di, (i = 1, 2) are constants. We follow five conditions to find the constants and final version of Green’s function of the fourth-order boundary value problem. 1. G satisfies the homogeneous boundary conditions; Ba[G(t, s)] = Bb[G(t, s)] = Bc[G(t, s)] = Bd[G(t, s)] = 0, (6) F.A.Akgun, Z. Rasulov / Eur. J. Pure Appl. Math, 14 (3) (2021), 969-979 971 2. G is continuous at t = s; a1u1(s) + b1u2(s) + c1u3(s) + d1u4(s) = a2u1(s) + b2u2(s) + c2u3(s) + d2u4(s), (7) 3. G ′ is continuous at t = s; a1u ′ 1(s) + b1u ′ 2(s) + c1u ′ 3(s) + d1u ′ 4(s) = a2u ′ 1(s) + b2u ′ 2(s) + c2u ′ 3(s) + d2u ′ 4(s), (8) 4. G ′′ is continuous at t = s; a1u ′′ 1(s) + b1u ′′ 2(s) + c1u ′′ 3(s) + d1u ′′ 4(s) = a2u ′′ 1(s) + b2u ′′ 2(s) + c2u ′′ 3(s) + d2u ′′ 4(s). (9) 5. G ′′′ has jumping discontinuous at t = s; a1u ′′′ 1 (s)+b1u ′′′ 2 (s)+c1u ′′′ 3 (s)+d1u ′′′ 4 (s)+1/p(s) = a2u ′′′ 1 (s)+b2u ′′′ 2 (s)+c2u ′′′ 3 (s)+d2u ′′′ 4 (s). (10) As a consequence of these calculations, the Green’s function can be written in the following form up = ∫ b a G(t, s)f(s)ds, (11) where un is the particular solution of Eq. (3). 3. Picard-Green’s fixed-point iterative method (PGEM) Let us define the following linear integral operator to implement the proposed Picard- Green’s fixed point iteration method. T [u] = uh + ∫ b a G(t, s)(p(s)u ′′′′ (s)+ q(s)u ′′′ (s)+ r(s)u ′′ (s)+h(s)u ′ (s)+g(s)u(s))ds, (12) By using Eq. (12), we obtain T [u] = uh + ∫ b a G(t, s)(p(s)u ′′′′ (s) + q(s)u ′′′ (s) + r(s)u ′′ (s) + h(s)u ′ (s) + g(s)u(s)− f(s))ds + ∫ b a G(t, s)f(s)ds.(13) Using Eq. (11), we get T [u] = u+ ∫ b a G(t, s)(p(s)u ′′′′ (s) + q(s)u ′′′ (s) + r(s)u ′′ (s) +h(s)u ′ (s) + g(s)u(s)− f(s))ds. (14) Let the starting function u0 be the homogeneous solution of L[u] = 0 and un+1 = T [un], for all n ≥ 0, then Picard-Green’s fixed point iteration method for Eq. (3) is defined as: un+1 = un+ ∫ b a G(t, s)(p(s)u ′′′′ n (s)+q(s)u ′′′ n (s)+r(s)u ′′ n(s)+h(s)u ′ n(s)+g(s)un(s)−f(s))ds. (15) F.A.Akgun, Z. Rasulov / Eur. J. Pure Appl. Math, 14 (3) (2021), 969-979 972 4. Mann-Green’s fixed point iterative method (MGEM) The operator for Mann-Green’s fixed point iteration method is un+1 = (1 − αn)un + αnT [un], for n ≥ 0. We generalize the Mann-Green’s method by applying the solutions of Eq. (12)-(14) as follows: un+1 = (1− αn)un + αn ∫ b a G(t, s)(p(s)u ′′′′ n (s) + q(s)u ′′′ n (s) + r(s)u ′′ n(s) + h(s)u ′ n(s) + g(s)un(s)− f(s))ds = un + αn ∫ b a G(t, s)(p(s)u ′′′′ n (s) + q(s)u ′′′ n (s) + r(s)u ′′ n(s) + h(s)u ′ n(s) + g(s)un(s)− f(s))ds. (16) Here, the choice of starting point is similar to the PGEM. 5. Convergence analysis In this section, we analyze the convergence and determine the convergence rate. The convergence analysis will be provided by using nonlinear differential equations and by the contraction principle. Consider the fourth-order BVP u ′′′′ (t) = f(t, u(t), u ′ (t), u ′′ (t), u ′′′ (t)), (17) with the boundary conditions u(0) = α, u ′ (0) = β, u ′′ (1) = γ, u ′′′ (1) = ω. (18) In particular, the solution of the problem Eq. (17) − (18) is as follows: up = ∫ 1 0 G(t, s)f(s, up, u ′ p, u ′′ p , u ′′′ p )ds. (19) Note that Eq. (19) cannot be replaced in Eq. (13). Due to this, Eq. (12) should be modified as T [up] = ∫ b a G(t, s)(p(s)u ′′′′ p (s) + q(s)u ′′′ p (s) + r(s)u ′′ p(s) + h(s)u ′ p(s) + g(s)up(s))ds. (20) From Eq. (19) and Eq. (20), we get T [up] = up + ∫ b a G(t, s)(p(s)u ′′′′ p (s) + q(s)u ′′′ p (s) + r(s)u ′′ p(s) + h(s)u ′ p(s) (21) +g(s)up(s)− f(s, up, u ′ p, u ′′ p , u ′′′ p ))ds. Let up = u. The Green’s function of Eq. (1) − (2) is as follows: G(t, s) = { −t3 6 + st2 2 , 0 < t < s, −s3 6 + ts2 2 , s < t < 1, (22) F.A.Akgun, Z. Rasulov / Eur. J. Pure Appl. Math, 14 (3) (2021), 969-979 973 and the adjoint of Eq. (22) is as follows: G∗(t, s) = − { −s3 6 + ts2 2 , 0 < s < t, −t3 6 + st2 2 , t < s < 1. (23) By using Eq. (23) and Eq. (15), we have un+1 = un + ∫ b a G∗(t, s)(u ′′′′ n (s)− f(s, un(s), u ′ n(s), u ′′ n(s), u ′′′ n (s))ds. (24) In particular, we have un+1 = un − ∫ t 0 ( −s3 6 + ts2 2 )(u ′′′′ n (s)− f(s, un(s), u ′ n(s), u ′′ n(s), u ′′′ n (s))ds (25) − ∫ 1 t ( −t3 6 + st2 2 )(u ′′′′ n (s)− f(s, un(s), u ′ n(s), u ′′ n(s), u ′′′ n (s))ds. Theorem 1. Let f(t, u, u′, u′′, u′′′) be a continuous function with bounded derivative u and K := 1/8Lc < 1, where Lc = max [0,1]×R3 |∂(f) ∂(u) |. Then, the iterative sequence un(t)∞(n=1) given in Eq. (26) converges uniformly to the solu- tion of Eq. (1) − (2) for any bounded function f(t, u, u′, u′′, u′′′) on [0,1]. Proof. Let ‖u‖ = max0≤ t≤1 |u(t)| in C[0, 1] . By integrating (26) by parts, we get un+1 (t) = un (t) +G∗(t, 1)u ′′′ n (1)−G∗(t, 0)u ′′′ n (0)−G∗s(t, 1)u ′′ n(1) +G∗s(t, 0)u ′′ n(0) +G∗ss(t, 1)u ′ n(1)−G∗ss(t, 0)u ′ n(0)−G∗sss(t, 1)un(1) +G∗sss(t, 0)un(0) + ∫ 1 0 G∗ssss(t, s)un(s)ds− ∫ 1 0 G∗(t, s)f(s, un(s), u ′ n(s), u ′′ n(s), u ′′′ n (s))ds. (26) By using (18) and the conditions of Green’s function in Eq. (26), we obtain un+1 (t) = t3ω 6 + γ + ω 2 t2 + βt− α− ∫ 1 0 G∗(t, s)(f(s, un(s), u ′ n(s), u ′′ n(s), u ′′′ n (s))ds. (27) Let un+1 = TG(u) where TG : C[0, 1]→ C[0, 1], then TG(u) ≡ ω 6 t3 + γ + ω 2 t2 + βt− α− ∫ 1 0 G∗(t, s)(f(s, un(s), u ′ n(s), u ′′ n(s), u ′′′ n (s))ds. (28) Theorem 2. Let TG(u) be a contractive mapping, then the fixed-point iteration method is convergent. F.A.Akgun, Z. Rasulov / Eur. J. Pure Appl. Math, 14 (3) (2021), 969-979 974 From Eq. (28), |TG(u)− TG(z)| = | ∫ 1 0 G∗(t, s)(f(s, u, u ′ , u ′′ , u ′′′ )− f(s, z, z ′ , z ′′ , z ′′′ ))ds|, (29) and by using the fact that max 0≤t≤1 | ∫ 1 0 G∗(t, s)ds| = 1/8, (30) we get |TG(u)− TG(z)| ≤ 1 8 ∫ 1 0 |f(s, u, u ′ , u ′′ , u ′′′ )− f(s, z, z ′ , z ′′ , z ′′′ )|ds. (31) By applying Mean Value Theorem, we obtain the following inequality: |TG(u)− TG(z)| ≤ 1 8 max [0,1] |f(t, u(t), u ′ (t), u ′′ (t), u ′′′ (t)) (32) −f(t, z(t), z ′ (t), z ′′ (t), z ′′′ (t))| ≤ 1 8 Lc‖u− z‖, where ‖u− z‖ = max0≤t≤1 |u(t)− z(t)| and Lc = max[0,1]×R3 |∂f(t,u,u ′,u′′,u′′′) ∂u |. From The- orem 1, we get ‖TG(u)− TG(z)‖ ≤ K‖u− z‖, (33) where K ∈ (0, 1). This proves that TG is a contraction mapping. On the other hand, the rate of convergence can be estimated as follows. Consider ‖un+1 − un‖ = ‖TG(un)− TG(un−1)‖ ≤ K‖un − un−1‖ ≤ Kn‖u1 − u0‖. (34) If m > n > 0, from Eq. (34), we obtain ‖um − un‖ = ‖um − um−1‖+ ...+ ‖un+1 − un‖ ≤ (Km−1 + ...+Kn)‖u1 − u0‖ ≤ Kn(1 +K +K2 +K3 + ...)‖u1 − u0‖ = Kn 1−K ‖u1 − u0‖. (35) The estimated error is ‖u∗ − un‖ ≤ Kn 1−K ‖u1 − u0‖ (36) while n→∞. We establish the convergence of MGEM analogously. F.A.Akgun, Z. Rasulov / Eur. J. Pure Appl. Math, 14 (3) (2021), 969-979 975 6. Numerical Examples In this section, we give numerical examples to confirm the applicability of the main results. Example 1. Consider the fourth order BVP u ′′′′ (t) = −3 u ′ u ′′′ 1152 + (u ′′ )2 576 + t 4 + 95 4 , (37) with the boundary conditions u(0) = u ′ (0) = u ′′ (1) = u ′′′ (1) = 0. (38) The exact solution of Eq. (37) − (38) is u(t) = t4 − 4t3 + 6t2, (39) and the Green’s function is G(t, s) = { −t3 6 + st2 2 , 0 < t < s −s3 6 + ts2 2 , s < t < 1. (40) By applying PGEM, we get un+1 = un − ∫ t 0 ( −s3 6 + ts2 2 )(u ′′′′ n (s) + 3 u ′ nu ′′′ n 1152 − (u ′′ n)2 576 − s 4 − 95 4 )ds (41) − ∫ 1 t ( −t3 6 + st2 2 )(u ′′′′ n (s) + 3 u ′ nu ′′′ n 1152 − (u ′′ n)2 576 − s 4 − 95 4 )ds, where the starting function is u0 = 0. The absolute error of the problem is estimated by Err = |u(t)− un(t)|. (42) Table 1 shows the maximum errors obtained by PGEM for several iterations, which indicate high accuracy. Meanwhile, Table 2 lists the errors of the results obtained by PGEM, MGEM, and contraction mapping for comparison. Here, it is assumed that α = 0.99. From Table 2 it is clear that PGEM has a better rate of convergence than other methods. Table 1: Maximum Errors of Exercise 4.1. Number of Iterations Maximum Error 3 1.75E − 07 5 3.42E − 12 7 6.68E − 17 F.A.Akgun, Z. Rasulov / Eur. J. Pure Appl. Math, 14 (3) (2021), 969-979 976 Table 2: Error comparisons of Exercise 4.1. Picard Contraction Mapping Mann t Error (7) Error (7) Error(7) 0.1 1.64E − 18 4.44E − 16 9.76E − 15 0.2 5.85E − 18 1.33E − 15 3.51E − 14 0.3 1.17E − 17 1.89E − 15 7.10E − 14 0.4 1.87E − 17 3.55E − 15 1.14E − 13 Example 2. Consider the following fourth-order BVP u ′′′′ (t) = u(t) 6 (u(t) + u ′ (t) + u ′′ (t)− u′′′(t)) + 1, (43) with the boundary conditions u(0) = u ′ (0) = u ′′ (1) = u ′′′ (1) = 0. (44) Note that problem Eq. (43) − (44) does not have an exact solution. On the other hand, the Green’s function of the problem is G(t, s) = { −t3 6 + st2 2 , 0 < t < s −s3 6 + ts2 2 , s < t < 1. (45) Using Eq. (45)and PGEM, un+1 = un − ∫ t 0 ( −s3 6 + ts2 2 )(u ′′′′ n (s)− un(s) 6 (un(s) + u ′ n(s) + u ′′ n(s)− u′′′n (s))− 1)ds − ∫ 1 t ( −t3 6 + st2 2 )(u ′′′′ n (s)− un(s) 6 (un(s) + u ′ n(s) + u ′′ n(s)− u′′′n (s))− 1)ds (46) is obtained. Here, the starting function is u0 = 0. In Table 3, the errors obtained by PGEM and MGEM are illustrated. For MGEM, α = 0.99 and α = 0.80 are chosen, respectively.From Table 3, it is clear that the closer α to 1, the higher accuracy for MGEM is obtained. Moreover, Picard-Green’s method is the special case of Mann-Green’s method, when α = 1. Example 3. Consider the fourth-order BVP u ′′′′ (t) + 4u(t) = 1, (47) with the boundary conditions u(−1) = u(1) = u ′ (−1) = u ′ (1) = 0. (48) The Green’s function of the problem Eq.(47) − (48)is G(t, s) = { s3−3s+2 24 (−1− t)3 + s3−s2−s+1 8 (−1− t)2, −1 < s < t s3−3s−2 24 (1− t)3 + −s3−s2+s+1 8 (1− t)2, t < s < 1. (49) F.A.Akgun, Z. Rasulov / Eur. J. Pure Appl. Math, 14 (3) (2021), 969-979 977 Table 3: Error comparisons of Exercise 4.2. Picard Mann t Error (7) Error (7) Error (7) 0.1 5.89E − 15 2.63E − 13 1.55E − 07 0.3 4.72E − 14 1.89E − 12 1.22E − 06 0.5 1.16E − 13 4.63E − 12 2.96E − 06 0.7 1.98E − 13 7.94E − 12 5.04E − 06 0.9 2.86E − 13 1.15E − 11 7.26E − 06 When Eq.(49) is embedded into PGEM, the iterative method is obtained as un+1 = un − ∫ t −1 ( s3 − 3s− 2 24 (1− t)3 + −s3 − s2 + s+ 1 8 (1− t)2)(u4n(s) + 4un(s)− 1)ds − ∫ 1 t ( s3 − 3s+ 2 24 (−1− t)3 + s3 − s2 − s+ 1 8 (−1− t)2)(u4n(s) + 4un(s)− 1)ds.(50) In Eq.(50) the starting function u0 = 0. The numerical results obtained by PGEM at 20th iteration are presented with the errors in Table 4. In this case, to apply MGEM, α = 0.95 and α = 0.70 were chosen. The Figure 1 below represents the 20th iteration by PGEM which is very close to the exact solution of the problem Eq. (47) − (48) . Table 4: Error comparisons of Exercise 4.3. Picard Mann t Numerical Value Error (20) Error(20) Error (20) −1.0 0.0 3.49E − 18 3.49E − 18 3.49E − 18 −0.8 0.004829301786589 9.19E − 19 9.13E − 19 1.12E − 14 −0.6 0.015199277038320 5.81E − 19 6.01E − 19 1.80E − 14 −0.4 0.026098892616535 1.14E − 18 1.17E − 18 8.75E − 15 −0.2 0.034019288419593 8.72E − 19 9.19E − 19 6.17E − 15 0.0 0.036887761992940 1.01E − 19 5.05E − 20 1.31E − 14 7. Conclusion In this paper, we present the Picard-Green’s method, one of the most popular methods, generalized and extended for the fourth-order nonlinear and linear BVP by embedding Green’s function into the Picard-Green’s Mann-Green’s fixed point iteration methods. Different examples were solved to demonstrate its accuracy. The obtained results were compared to other numerical and analytical solutions earlier found in the literature during the solution. Moreover, we proved the convergence and found the rate of convergence. 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