May 8, 2018 - and Interpolating. Equation (2) at. ,. 0,. n s x s. , gives a system of non linear equation of the form. A
Volume: 1.2
Open Access Journal
Advances in Computer Sciences
ISSN 2517-5718
A Class of One-Step Hybrid Third Derivative Block Method for the Direct Solution of Initial Value Problems of Second-Order Ordinary Differential Equations Skwame Y1 Raymond D2*
1 2
Department of Mathematical Science, Adamawa State University, Mubi-Nigeria Department of Mathematics and Statistics, Federal University, Wukari-Nigeria
Article Information
Abstract In this paper, we consider the development of a class of one-step hybrid third derivative block method with three off-grid points for the direct solution of initial value problems of second order Ordinary Differential Equations. We adopted method of interpolation and collocation of power series approximate solution to generate the continuous hybrid linear multistep method, which was evaluated at grid points to give a continuous block method. The discrete block method was recovered when the continuous block method was evaluated at selected grid points. The basic properties of the method was investigated and was found to be zero-stable, consistent and convergent. The efficiency of the method was tested on some stiff equations and was found to give better approximation than the existing method, which we compared our result with.
Keywords
One-Step; Hybrid Block Method; Third Derivative; Stiff Odes; Collocation and Interpolation Method.
DOI:
10.31021/acs.20181109
Article Type:
Research Article
Journal Type:
Open Access
Volume:
1 Issue: 2
Manuscript ID: ACS-1-109 Publisher:
Boffin Access Limited
Received Date:
13 February 2018
Accepted Date: 16 April 2018 Published Date: 08 May 2018
Introduction
This paper solves second order initial value problems in the form
= y '' f ( x, y ( x ) , y ' ( x )= y '0 ) , y ( x0 ) y= 0 , y ' ( x0 )
(1)
where f is continuous within the interval of integration. Solving higher order derivatives method by reducing them to a system of first-order approach involves more functions to evaluate which then leads to a computational burden as in [1-3]. The setbacks of this approach had been reported by scholars, among them are Bun and Vasil’yer and Awoyemi et al [4,5].
The method of collocation and interpolation of the power series approximation to generate continuous linear multistep method has been adopted by many scholars; among them are Fatunla, Awoyemi, Olabode, Vigor Aquilar and Ramos, Adeniran et al, Abdelrahim et al, Mohammad et al to mention a few [5-11]. Block method generates independent solution at selected grid points without overlapping. It is less expensive in terms of number of function evaluation compared to predictor corrector method, moreover it possess the properties of Runge Kutta method for being self-starting and does not require starting values. Some of the authors that proposed block method are: [12-17]. In this paper, we developed a on e-step hybrid third derivative method with three offgrid, which is implemented in block method. The method is self-starting and does not require starting values or predictors. The implementation of the method is cheaper than the predictor-corrector method. This method harnesses the properties of hybrid and third derivative, this makes it e¢cient for sti¤ problems.
The paper is organized as follows: In section 2, we discuss the methods and the materials for the development of the method. Section 3 considers analysis of the basis properties of the method which include convergence and stability region, numerical experiments where the e¢ciency of the derived method is tested on some numerical examples and discussion of results. Lastly, we concluded in section 4.
*Corresponding author: Raymond D Department of Mathematics and Statistics Federal University, Wukari-Nigeria Tel. No: 0233207482596 E-mail:
[email protected]
Citation:
Skwame Y, Raymond D. A Class of One-Step Hybrid Third Derivative Block Method for the Direct Solution of Initial Value Problems of Second-Order Ordinary Differential Equations. Adv Comput Sci. 2018;1(2):109
Copyright:
© 2018 Skwame Y, et al. This is an open-access article distributed under the terms of the Creative Commons Attribution 4.0 international License, which permits unrestricted use, distribution and reproduction in any medium, provided the original author and source are credited.
Derivation of the Method
We consider a power series approximate solution of the form
y ( x) =
2 r + s −1
∑ j =0
x − xn ai h
j
(2)
where r=2 and s=5 are the numbers of interpolation and collocation points respectively, is considered t o be a solution to (1). The second and third derivative of (2) gives
Adv Comput Sci
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aj j!
x − xn 2 h ( j − 2) h
2 r + s −1
∑
y '' ( x ) =
j =2
j −2
= f ( x, y , y ' ) ,
x − xn ∑ 3 h j =3 h ( j − 3 )
(3)
= g ( x, y , y ' ) ,
Substituting (3) into (1) gives
j −2 2 r + s −1 a j j ! x − xn j −3 x − xn = f ( x, y, y '') ∑ 2 + ∑ 3 h ( j − 2) h h =j 2= j 3 h ( j − 3) (4)
aj j!
2 r + s −1
1 Collocating (4) at all points xn + r , r = 0 4 1 and Interpolating 1
Equation (2) at xn + s , s = 0, , gives a system of non linear equation 4 of the form
AX = U
4031 ( x - xn )5 85862 ( x - xn )6 54 405 h3 h4
+
208100 ( x - xn )7 75920 ( x - xn )8 66080 ( x - xn )9 + 567 189 243 h5 h6 h7
j −3
aj j!
2 r + s −1
y ''' ( x ) =
+
(5)
Where
A = [ a0 , a1 , a2 , a3 , a4 , a5 , a6 , a7 , a8 , a9 , a10 , a11 ] T ,
-
b1 = 4
7168 ( x - xn )5 270592 ( x - xn )6 45 405 h3 h4
+
841216 ( x - xn )7 567 h5
-
-
753664 ( x - xn )10 32768 ( x - xn )11 + 1215 h8 297 h9
2
xn2
x2
n+
xn3 1 4
x3
n+
xn4 1 4
2 2
6 xn 6x 1
2
6x
2
6x
2
6 xn +1
0 0
n+
n+
x4
x5
n+
12 x 12 x
n+
4 1 2
1 4 2 n 2
xn5
12 x 2
n+
1 4 3 n 3
xn6 x6
n+
1 4 1 2
20 x 20 x
n+
20 x3
n+
1 4 4 n 4
xn7 x7
n+
1 4 1 2
30 x 30 x
n+
30 x 4
n+
1 4 5 n 5
xn8 x8
n+
1 4 1 2
42 x 42 x
n+
42 x5
n+
1 4 6 n 6
xn9 x9
n+
1 4 1 2
56 x 56 x
n+
56 x 6
n+
1 4 7 n 7
x10 n x10 1
n+
1 4 1 2
72 x 72 x
n+
72 x 7
n+
n+
4 8 n 8
90 x 1 4 1 2
90 x
n+
90 x8
n+
1 4 1 2
12 x 2
20 x3
30 x 4
42 x5
56 x 6
72 x 7
90 x8
12 x
20 x
30 x
6 6
24 xn 24 x 1
60 602
120 120
42 x 210 210
56 x 336 336
72 x 504 504
90 xn8+1 7207n 7207 1
0
6
24 x
60
120
210
336
504
7207
0
6
24 x
60
0
6
24 xn +1
60
n+
3 4
3 4 2 n +1
n+
n+
n+
3 4 3 n +1 2 n
n+
4 1 2
3 n+ 4
1 n+ 4 2 1 n+ 2 2 3 n+ 4 2 n +1
3 4 4 n +1 3 n 3 1 n+ 4 3 1 n+ 2 3 3 n+ 4 3 n +1 n+
120
120
3 4 5 n +1 4 n 4 1 n+ 4 4 1 n+ 2 4 3 n+ 4 4 n +1
n+
210
210
3 4 6 n +1 5 n 5 1 n+ 4 5 1 n+ 2 5 3 n+ 4 5 n +1 n+
336
336
3 4 7 n +1 6 n 6 1 n+ 4 6 1 n+ 2 6 3 n+ 4 6 n +1 n+
504
504
n+
n+
n+
7207
3 4
4 1 2
3 n+ 4 7 n +1
720
yn y x11 1 n+ 1 n+ 4 a0 4 9 110 xn f n a1 110 x 9 1 f 1 a2 n+ n+ 4 4 110 x 9 1 a3 f 1 n+ n+ 2 2a 4 110 x 9 3 a f 3 5 n+ n+ 4 = 4 110 xn9+1 a6 f n +1 9908n a7 g n 9908 1 a8 g 1 n+ a9 n + 4 4 9908 1 a10 g 1 n+ n+ 2 a 2 9908 3 11 g 3 n+ n+ 4 4 g n +1 9908n +1 x11 n
Solving (5) for a i ' s using Gaussian elimination method, gives a continuous hybrid linear multistep method of the form + h ∑ β f
1 1 3 , , + h ∑ γ j g n + j + γ k g n + k , k= 4 2 4
1 1 2 3 j n+ j j n+ j k n+k 1 = j 0=j 0 j = 0, 4
∑α
y
+β f
Differentiating (6) once yields
1 1 1 α j yn + j + h ∑ β j f n + j + ∑ β j f n + j + h 2 ∑ γ j g n + j + ∑ γ j g n + j ∑ 113 113 h = 1 j 0= j 0 =j 0, = = j 4 , 2 , 4 j 4 , 2 , 4 4 p ' ( x )=
Where
(6)
(7)
4( x − xn ) α0 = 1 − h
α1 = 4
364288 ( x - xn )8 358912 ( x - xn )9 + 189 h6 243 h7
b1 = -
and
y ( x=)
148231 128 ( x - xn ) 4 ( x - xn )h 11975040 9 h2
+
U = yn , y 1 , f n , f 1 , f 1 , f 3 , f n +1 , g n , g 1 , g 1 , g 3 , g n +1 T , n+ n+ n+ n+ n+ n+ n+ 4 4 2 4 4 2 4
1 xn 1 xn + 1 4 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
5120 ( x - xn )11 126464 ( x - xn )10 + 297 h9 1215 h8
Adv Comput Sci
3264 ( x - xn )8 2048 ( x - xn )9 2048 ( x - xn )10 + 7 9 45 h6 h7 h8
+
b3 = 4
-
x)
243193 128 ( x - xn ) 4 ( x - xn )h + 11975040 9 h2
17408 ( x - xn )5 213248 ( x - xn )6 + 135 405 h3 h4
-
685568 ( x - xn )7 313088 ( x - xn )8 + 567 189 h5 h6
326144 ( x - xn )9 720896 ( x - xn )10 + 243 h7 1215 h8
32768 ( x - xn )11 297 h9
-
Equation (6) is evaluated at the non-interpolating points and (7) at all points, produces the following general equations in block form
2602339 1 485 ( x ( x - xn )h + ( x - xn ) 38320128 2 36
456 ( x - xn )5 4424 ( x - xn )6 10496 ( x - xn )7 5 h3 15 h4 21 h5
b1 = -
4( x − xn ) h
=-
-
12( x - xn ) 4 1807 ( x - xn )h 80640 h2
382169 53 ( x - xn ) 4 ( x - xn )h + 191600640 36 h2
1241 ( x - xn )5 23758 ( x - xn )6 + 90 405 h3 h4
-
80356 ( x - xn )7 38992 ( x - xn )8 + 567 189 h5 h6
-
43552 ( x - xn )9 103936 ( x - xn )10 + 243 h7 1215 h8
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5120 ( x - xn )11 297 h9
-
Equation (6) is evaluated at the non-interpolating points
28343 1 ( x - xn )h 2 + ( x - xn )3 g0 = 18247680 6
-
4546 ( x - xn )7 1600 ( x - xn )8 1360 ( x - xn )9 + 189 h4 63 h5 81 h6
4
Where,
551 16 ( x - xn ) 4 ( x - xn )h 2 49896 3 h
20768 ( x - xn )8 19328 ( x - xn )9 38912 ( x - xn )10 + 63 81 405 h5 h6 h7 8192 ( x - xn )11 + 495 h8
-
g1 = 2
6( x - xn ) 4 32027 ( x - xn )h 2 3548160 h
264 ( x - xn )5 3124 ( x - xn )6 3224 ( x - xn )7 + h2 h3 h4 5 15 7 608( x - xn )8 4288 ( x - xn )9 1024 ( x - xn )10 + 9 5 h5 h6 h7 2048 ( x - xn )11 + 55 h8 +
g3 = 4
3959 16 ( x - xn ) 4 ( x - xn )h 2 1596672 9 h
+
736 ( x - xn )5 9184 ( x - xn )6 30208 ( x - xn )7 + 45 135 189 h2 h3 h4
-
14176 ( x - xn ) 15232 ( x - xn ) 34816 ( x - xn ) + 63 81 405 h5 h6 h7
+
8
9
10
8192 ( x - xn )11 495 h8
14339 1 ( x - xn ) 4 ( x - xn )h 2 127733760 12 h 5 6 47 ( x - xn ) 452 ( x - xn ) 1538 ( x - xn )7 + + 60 135 189 h2 h3 h4 752 ( x - xn )8 848 ( x - xn )9 2048 ( x - xn )10 + 63 h5 81 h6 405 h7 512 ( x - xn )11 + 495 h8 g1 =
Adv Comput Sci
AYL = B R1 + C R2 + D R3 + E R4 + G R5
608 ( x - xn )5 18848 ( x - xn )6 7424 ( x - xn )7 + 15 135 27 h2 h3 h4
+
4
produces the following general equations in block form
512 ( x - xn )11 512 ( x - xn )10 + 495 h8 81 h7
g1 =
2
and (7) at all points
xn , xn + 1 , xn + 1 , xn + 3 , xn +1 4 2 4
25 ( x - xn ) 4 209 ( x - xn )5 398 ( x - xn )6 + 18 36 27 h h2 h3 +
xn + 1 , xn + 3 , xn +1
−2 −3 −4 − 4 h 4 A = − h 4 − h 4 − h − 4 h
1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0= 0 B 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1
y 1 n+ 4 y n + 12 yn + 3 4 yn +1 C Y = = y ' n+ 1 4 y' 1 n+ 2 y 'n + 3 4 y 'n +1 16463h 2 435456 6149h 2 72576 2 9925h 72576 −148231h D = 11975040 83485h 1197504 26921h 147840 1156801h 5987520 2735353h 11975040
Volume: 1.2
445h 2 32256 767 h 2 10752 767 h 2 5376 −1807 h 80640 1489h 80640 767 h 5376 21521h 80640 24817h 80640
1 0 2 0 3 0 = R
37111h 2 6967296 12679h 2 1161216 2 19709h 1161216 − 260233h 38320128 = , R2 1961683h 95800320 1403419h 63866880 2182739h 95800320 5021969h 191600640
2225h 2 435456 1403h 2 72576 5179h 2 72576 −243193h 11975040 89279h 5987520 103853h 3991680 165731h 1197504 2640391h 11975040
(8)
[ fn ]
3217 h 2 6967296 1381h 2 1161216 8411h 2 f 1 1161216 n+ 4 −382169h f 1 191600640 , R = n + 2 3 137161h f n+ 3 4 95800320 f n +1 5303h 2365440 358217 h 95800320 3530299h 38320128
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−17 h3 9072 −3053h3 967680 3 −29h 7560 2 551h 49896 G= 2 −23851h 2280960 2 −95h 16632 2 −72269h 15966720 2 −61h 249480
−83h3 30720 −83h3 15360 −83h3 15360 32027 h 2 3548160 −12053h 2 1774080 −56677 h 2 3548160 −12053h 2 1774080 32027 h 2 3548160
−871h3 1451520 −347 h3 193536 −269h3 241920 3959h 2 1596672 −5755h 2 3193344 −7951h 2 2661120 −123463h 2 15966720 15701h 2 1140480
−599h3 23224320 −127 h3 1935360 −1117 h3 g 1 3870720 n+ 4 14339h 2 g n + 12 127733760 , = R 5 2 −2567 h E g n + 3 = 4 31933440 g n +1 −5311h 2 42577920 −6439h 2 31933440 −312317 h 2 127733760
Multiplying equation (8) by the inverse of (A) gives the hybrid block formula of the form
4253h3 23224320 23h3 60480 3 467 h 774144 2 −28343h 18247680 = , R4 2 551h 798336 2 3629h 4730880 2 3239h 3991680 2 25651h 25546752
[ gn ]
I YL = B R1 + C R2 + D R3 + E R4 + G R5
1 0 0 0 0 0 0 0
0 1 0 0 0
0 0 1 0 0
0 0 0 1 0
0 0 0 0 1
0 0 0 0 0
0 0 0 0 0
0 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0
148231h 2 47900160 196 h 2 4455 2 18531h 197120 13952 h 2 + 93555 89371 h 1088640 1654 h 8505 921h 4480 2048h 8505
1807 h
2
y 1 n+ 4 y n + 1 1 2 0 0 y 3 1 n+ 4 0 y 0 n +1 1 = y' 0 n+ 1 4 1 0 y' 1 0 0 n+ 2 1 y ' 0 0 3 n + 4 0 y ' n +1
243193h
2
322560 2 h
47900160 2 68 h
40 2 3159 h
4455 2 6813h
35840 2 52 h
197120 2 8578 h
315 103h
93555 38341h
2520 52 h
1088640 394 h
315 81h
8505 711h
280 104 h
4480 2048 h
315
8505
Adv Comput Sci
2602339 h 2 153280512 35h 2 h 891 2 4 39015 h h 630784 2 6353h 2 3h yn + 74844 [ f ] n 4 y 'n 1539551h h 1 17418240 24463h 1 272160 1 6501h 1 71680 1601h 17010
28343h3 −551h3 382169 h 72990720 199584 1277 h3 766402560 −41h3 2 13h 13305603 5544 3 8910 2 9747 h −4509 h 8469 h 6307840 394240 3153920 269 h 2 −464 h3 2 f 1 3457 h n + 4 124740 374220 f 1 + 26051h 2 [ g n ] + 31185 2 n+ 59681h −31207 h 2 11612160 f 1451520 17418240 n + 3 421h 2 −19 h 2 4 1153h 1134 181440 272160 fn +1 2 −279 h 2 411h 339 h 143360 71680 179202 1601h 2 −32 h 29 h 17010 2835 11340 2
Volume: 1.2
−32027 h
3
−3959 h
3
14192640 3 −5 h
6386688 3 −17 h
693 3 −19197 h
9240 3 −9 h
1576960 3 −10 h
2464 3 −16 h
693 2 −81h
4455 2 −1243h
1520 2 −h
290304 2 −31h
40 2 −81h
5670 2 −183h
1520
17920 2 32 h
0
2835
2
510935040 2 −109 h 1330560 2 −27 h g 1 180224 n+ 2 4 −5 h g 1 n+ 12474 2 2 −2237 h g 3 n+ 4 11612160 2 g n +1 −43h 181440 2 −9 h 28672 2 −29 h 11340 −14339 h
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Analysis of Basic Properties of the Method Order of the Block According to [7] the order of the new method in Equation (8) is obtained by using the Taylor series and it is found that the developed method has a uniformly order eleven, with an error constants vector of:
6.1829 ×10−14 ,1.752 ×10−13 ,3.0454 ×10−13 , 4.8542 ×10−13 , C11 = −13 −13 −13 −13 4.1791×10 , 4.8542 ×10 ,5.5292 ×10 ,9.7083 ×10
T
Consistency
The hybrid block method [4] is said to be consistent if it has an order more than or equal to one. Therefore, our method is consistent.
Zero Stability of Our Method
k ( i ) k −i = ρ ( z ) det = ∑ A z 0 j =0
−h
1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 ρ ( z) = z 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0
0 0 0 0 0 0 0 − 0 0 0 0 0 0 1 0 0
0 0 1 0 0 0
0 0 1 0 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
h 4 h 2 3h 2 4 = z 6 ( z − 1) h 1 1 1 1
ρ ( z )= z 6 ( z − 1) = 0, 2
Definition: A block method is said to be zero-stable if as h → 0 , the root zi , i = 1(1) k of the first characteristic polynomial ρ ( z ) = 0 that is
7219 4 = h12 w 15107327262720000
Satisfies zi ≤ 1 and for those roots with zi = 1 , multiplicity must not exceed two. The block method for k=1, with three off grid collocation point expressed in the form
Hence, our method is zero-stable.
Regions of Absolute Stability (RAS)
Using Mat Lab package, we were able to plot the stability region of the block methods (see Figure 1 below). The stability polynomial for K=1 with three offstep point using Scientific Workplace software package we have in the following one:
79 1171 3423139 3 4 3 11 w + w w − h 30519853056000 156959244288000 139591703907532800
−
4666483 585349 73634299 2899283 3 4 9 3 3 w + w + h w − w 23930006384148480 1495625399009280 3625758543052800 2913555972096000
10
12604072069 775601 4 6897035147 3 7 4 707100649 3 w + w − h w + w 1495625399 00928000 8157956721 868800 9442079539 200 109258348953600 6 1953881 4 26693444639 3 5 2850443 4 357859 3 + h w + w w − w − h 1077753600 145677798604800 36883123200 256927334400 −h
−h
8
2587 4 12221035 3 3 25 4 269 3 2 16399 4 1009733 3 4 3 w + w − w w + w − h w + w + h w + 4257792 1034643456 1782 114740 228096 4790016
4
x-values 0.100 0.200 0.300 0.400 0.500 0.600 0.700 0.800 0.900 1.00
Exact Solution 0.90483741803595957316 0.81873075307798185867 0.74081822068171786607 0.67032004603563930074 0.60653065971263342360 0.54881163609402643263 0.49658530379140951470 0.44932896411722159143 0.40656965974059911188 0.36787944117144232160
x-values .0.100 0.200 0.300 0.400 0.500 0.600 0.700 0.800 0.900 1.00
Exact Solution -0.10517091807564762480 -0.22140275816016983390 -0.34985880757600310400 -0.49182469764127031780 -0.64872127070012814680 -0.82211880039050897490 -1.01375270747047652160 -1.22554092849246760460 -1.45960311115694966380 -1.71828182845904523540
Table 1: Comparison of the proposed method
Table 2: Comparison of the proposed new method
Adv Comput Sci
Computed Solution 0.90483741803595957245 0.81873075307798185795 0.74081822068171786534 0.67032004603563930001 0.60653065971263342285 0.54881163609402643185 0.49658530379140951390 0.44932896411722159058 0.40656965974059911099 0.36787944117144232065 Computed Solution -0.10517091807564762481 -0.22140275816016983391 -0.34985880757600310397 -0.49182469764127031779 -0.64872127070012814679 -0.82211880039050897478 -1.01375270747047652150 -1.22554092849246760440 -1.45960311115694966350 -1.71828182845904523500
Volume: 1.2
Error in our method 7.100E(-19) 7.200E(-19) 7.300E(-19) 7.300E(-19) 7.500E(-19) 7.800E(-19) 8.000E(-19) 8.500E(-19) 8.900E(-19) 9.500E(-19) Error in our method 1.000E(-20) 1.000E(-20) -3.000E(-20) -1.000E(-20) -1.000E(-20) -1.000E(-19) -1.000E(-19) -2.000E(-19) -3.000E(-19) -4.000E(-19)
Error in [13] 1.054712E(-14) 1.776357E(-14) 2.342571E(-14) 2.797762E(-14) 3.130829E(-14) 3.397282E(-14) 3.563816E(-14) 3.674838E(-14) 3.730349E(-14) 3.741452E(-14) Error in [16] 8.326679(-17) 2.775557(-16) 5.551115(-16) 9.436896(-16) 2.109424(-15) 3.219647(-15) 4.440892(-15) 5.995204(-15) 7.771561(-15) 1.065814(-14)
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2. SJ kayoed, O Adeyeye. A 3-step hybrid method for direct solution of second order initial value problems. Aust J Basic Appl Sci. 2011;5(12):2121-2126. 3. A James, A Adesanya, S Joshua. Continuous block method for the solution of second order initial value problems of ordinary differential equation. Int J Pure Appl Math. 2013;83(3):405-416. 4. RA Bun, TD Vasil’s. A numerical method for solving Differential equations of any Order Comp. Math Phys. 1992;32(3):317-330.
5. DO Awoyemi, AO Adesanya, SN Ogunyebi. Construction of Self Starting Numeral Method for the Solution of initial value Problem of General Second Ordinary Differential Equation. Journ Num math. 2008;4(2):267-278. 6. SO Fatunla. Block methods for second order. Int J Comput Maths. 2007;41(1-2):55-63.
7. BT Olabode. An accurate scheme by block method for the third order ordinary differential equation. Pacific journal of science and technology. 2009;10(1).
Figure 1: Absolute Stability Region
Using Mat Lab software, the absolute stability region of the new method is plotted and shown in Figure 1.
Numerical Example
Problem I: We consider a highly stiff problem
y ''+ 1001 y '+ 1000 y , y ( 0 ) = 1, y ' ( 0 ) = −1
Exact Solution:
y ( x ) = exp ( − x ) h =
1 10
Exact Solution:
Conclusion
)
9. AO Adeniran, BS Ogundare. An efficient hybrid numerical scheme for solving general second order Initial Value Problems (IVPs). International Journal of Applied Mathematical Research. 2015;4(2):411-419.
10. R Abdelrahim, O Zurni. Direct Solution of Second-Order Ordinary Differential Equation Using a Single-Step Hybrid Block Method of Order Five. Mathematical and Computational Applications. 2016;21(2):12.
12. SN Jator. A six order linear multi step method for the direct solution of y ' ' = f x, y, y 1 . Intern J Pure and Applied of Maths. 2007;40(4):457-472.
(
1 y (= 0 ) 1, y ' ( = 0) , 0 ≤ x ≤ 1. 2
)
13. Jator SN, Li J. A self-starting linear multistep method for direct solution general second order initial value problems. Intern J Comput Math. 2009;86(5):827-836.
1 y ( x) = 1 − e x with h = 100
It is evident from the above tables that our proposed methods are indeed accurate, and can handle stiff equations. Also in terms of stability analysis, the method is A-stable. Comparing the new method with the existing method, the result presented in the Tables 1 and 2 shows that the new method performs better than the existing method, and even the order of new method is higher than the order of the existing method [11,18]. In this article, a one-step block method with three off-step points is derived via the interpolation and collocation approach. The developed method is consistent, A-stable, convergent, with a region of absolute stability and order Ten.
References
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(
11. A Mohammad, O Zurni. Implicit One-Step Block Hybrid ThirdDerivative Method for the Direct Solution of Initial Value Problems of Second-Order Ordinary Differential Equations. Hindawi Journal of Applied Mathematics. 2017.
Problem II:
f ( x , y , y= ') y ' ,
8. J Vigo-Aguilar, H Ramos. Variable stepsize implementation of multistep methods for y ' ' = f x, y, y 1 . J Comput Appl Math. 2006;192(1):114–131.
14. ZA Majid, MB Sulaiman, Z Omar. 3 points implicit block method for solving ordinary differential equations, Bull. Malaysia Mathematical Science Soc. 2006;29(1) 23-31. 15. DO Awoyemi, EA Adebile, AO Adesanya, TA Anake. Modified block for the direct solution for the second order ordinary differential equations. Intern J Applied Math and Comp. 2011;3(3):181-188.
16. Anake TA, Awoyeni DO, Adesanya AO. A one step method for the solution of general second order ordinary differential equations. Intern J Sci and Engin. 2012;2(4):159-163.
17. Adesanya AO, Odekule MR, Alkali MA. Three steps block predictor-block Corrector method for solution of general second order of ordinary differential equations. Intern J Engin Research and Application. 2012;2(4):2297-2301.
18. M Alkasassbeh, Z Omar. Generalized two-hybrid One-Step Implicit Third derivatives block method for the Direct Solution of Second Order Ordinary Differential Equations. International Journal of Pure and Applied Mathematics. 2017;112(3):497-517.
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