Loading...

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*

1Department of Mathematical Science, Adamawa State University, Mubi-Nigeria,
2Department of Mathematics and Statistics,  Federal University, Wukari-Nigeria,

CitationCitation COPIED

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(

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.

Introduction

This paper solves second order initial value problems in the form

 

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. 

Derivation of the Method

We consider a power series approximate solution of the form

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

 

Collocating (4) at all points  and Interpolating Equation (2) at , gives a system of non linear equation of the form AX = U (5)

Where

and

Solving (5) for ai 's  using Gaussian elimination method, gives a continuous hybrid linear multistep method of the form 
Differentiating (6) once yields  
Equation (6) is evaluated at the non-interpolating points and (7) at all points, produces the following general equations in block form
Equation (6) is evaluated at the non-interpolating points
produces the following general equations in block form

AY L = BR1 +CR2 +DR3+ ER4+ GR   (8)

Where, 
Multiplying equation (8) by the inverse of (A) gives the hybrid block formula of the form