This document presents a sixth-order hybrid block method for numerically solving first order initial value problems. The method is derived by combining five consistent finite difference schemes obtained from multistep collocation of the differential system and interpolation at grid and off-grid points. The accuracy of the method is demonstrated on some standard test problems.
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A six-step Continuous Block method of order (5, 5, 5, 5, 5, 5) T is proposed for direct solution of the second (2nd) order initial value problems. The main method and additional ones are obtained from the same continuous interpolant derived through interpolation and collocation procedures. The methods are derived by interpolating the continuous interpolant at 𝑥 = 𝑥𝑛+𝑗 , 𝑗 = 6 and collocating the first and second derivative of the
continuous interpolant at 𝑥𝑛+𝑗 , 𝑗 = 0 and 𝑗 = 2, 3, … 5 respectively. The stability properties of the methods are discussed and the stability region shown. The methods are then applied in block form as simultaneous numerical integrators. Two numerical experiments are given to illustrate the efficiency of the new methods.
Block Hybrid Method for the Solution of General Second Order Ordinary Differe...QUESTJOURNAL
ABSTRACT: We consider the construction of block hybrid method for the solution of general second order ODEs. Derivation of the method was based on the use of hermite polynomial as basis function. The main method and its additional equations are obtained from the same continuous formulation via interpolation and collocation procedures. The method is then applied in block form as simultaneous numerical integrator, this approach eliminates requirement for starting values, and it also reduces computational effort. The stability properties of the method is discussed and the stability region shown. Two numerical experiments were given to illustrate the accuracy and efficiency of the new method.
Derivation and Application of Six-Point Linear Multistep Numerical Method for...IOSR Journals
A six-step Continuous Block method of order (5, 5, 5, 5, 5, 5) T is proposed for direct solution of the second (2nd) order initial value problems. The main method and additional ones are obtained from the same continuous interpolant derived through interpolation and collocation procedures. The methods are derived by interpolating the continuous interpolant at 𝑥 = 𝑥𝑛+𝑗 , 𝑗 = 6 and collocating the first and second derivative of the
continuous interpolant at 𝑥𝑛+𝑗 , 𝑗 = 0 and 𝑗 = 2, 3, … 5 respectively. The stability properties of the methods are discussed and the stability region shown. The methods are then applied in block form as simultaneous numerical integrators. Two numerical experiments are given to illustrate the efficiency of the new methods.
Block Hybrid Method for the Solution of General Second Order Ordinary Differe...QUESTJOURNAL
ABSTRACT: We consider the construction of block hybrid method for the solution of general second order ODEs. Derivation of the method was based on the use of hermite polynomial as basis function. The main method and its additional equations are obtained from the same continuous formulation via interpolation and collocation procedures. The method is then applied in block form as simultaneous numerical integrator, this approach eliminates requirement for starting values, and it also reduces computational effort. The stability properties of the method is discussed and the stability region shown. Two numerical experiments were given to illustrate the accuracy and efficiency of the new method.
Solving second order ordinary differential equations (boundary value problems) using the Least Squares Technique. Contains one numerical examples from Shah, Eldho, Desai
A ( )-Stable Order Ten Second Derivative Block Multistep Method for Stiff I...inventionjournals
International Journal of Mathematics and Statistics Invention (IJMSI) is an international journal intended for professionals and researchers in all fields of computer science and electronics. IJMSI publishes research articles and reviews within the whole field Mathematics and Statistics, new teaching methods, assessment, validation and the impact of new technologies and it will continue to provide information on the latest trends and developments in this ever-expanding subject. The publications of papers are selected through double peer reviewed to ensure originality, relevance, and readability. The articles published in our journal can be accessed online
Exact solutions for weakly singular Volterra integral equations by using an e...iosrjce
In this paper, an iterative method proposed by Daftardar-Gejji and Jafari namely (DJM) will be
presented to solve the weakly singular Volterra integral equation (WSVIE) of the second kind. This method is
able to solve large class of linear and nonlinear equations effectively, more accurately and easily. In this
iterative method the solution is obtained in the series form that converges to the exact solution if it exists. The
main contribution of the current paper is to obtain the exact solution rather than numerical solution as done by
some existing techniques. The results demonstrate that the method has many merits such as being derivativefree,
overcome the difficulty arising in calculating Adomian polynomials to handle the nonlinear terms in
Adomian Decomposition Method (ADM). It does not require to calculate Lagrange multiplier as in Variational
Iteration Method (VIM) and no needs to construct a homotopy and solve the corresponding algebraic equations
as in Homotopy Perturbation Method (HPM). The results reveal that the method is accurate and easy to
implement. The software used for the calculations in this study was MATHEMATICA®
10.0.
Kakuro: Solving the Constraint Satisfaction ProblemVarad Meru
This work was done as a part of the project for the course CS 271: Introduction to Artificial Intelligence (http://www.ics.uci.edu/~kkask/Fall-2014%20CS271/index.html), taught in Fall 2014.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
International Journal of Engineering and Science Invention (IJESI) is an international journal intended for professionals and researchers in all fields of computer science and electronics. IJESI publishes research articles and reviews within the whole field Engineering Science and Technology, new teaching methods, assessment, validation and the impact of new technologies and it will continue to provide information on the latest trends and developments in this ever-expanding subject. The publications of papers are selected through double peer reviewed to ensure originality, relevance, and readability. The articles published in our journal can be accessed online.
Solving second order ordinary differential equations (boundary value problems) using the Least Squares Technique. Contains one numerical examples from Shah, Eldho, Desai
A ( )-Stable Order Ten Second Derivative Block Multistep Method for Stiff I...inventionjournals
International Journal of Mathematics and Statistics Invention (IJMSI) is an international journal intended for professionals and researchers in all fields of computer science and electronics. IJMSI publishes research articles and reviews within the whole field Mathematics and Statistics, new teaching methods, assessment, validation and the impact of new technologies and it will continue to provide information on the latest trends and developments in this ever-expanding subject. The publications of papers are selected through double peer reviewed to ensure originality, relevance, and readability. The articles published in our journal can be accessed online
Exact solutions for weakly singular Volterra integral equations by using an e...iosrjce
In this paper, an iterative method proposed by Daftardar-Gejji and Jafari namely (DJM) will be
presented to solve the weakly singular Volterra integral equation (WSVIE) of the second kind. This method is
able to solve large class of linear and nonlinear equations effectively, more accurately and easily. In this
iterative method the solution is obtained in the series form that converges to the exact solution if it exists. The
main contribution of the current paper is to obtain the exact solution rather than numerical solution as done by
some existing techniques. The results demonstrate that the method has many merits such as being derivativefree,
overcome the difficulty arising in calculating Adomian polynomials to handle the nonlinear terms in
Adomian Decomposition Method (ADM). It does not require to calculate Lagrange multiplier as in Variational
Iteration Method (VIM) and no needs to construct a homotopy and solve the corresponding algebraic equations
as in Homotopy Perturbation Method (HPM). The results reveal that the method is accurate and easy to
implement. The software used for the calculations in this study was MATHEMATICA®
10.0.
Kakuro: Solving the Constraint Satisfaction ProblemVarad Meru
This work was done as a part of the project for the course CS 271: Introduction to Artificial Intelligence (http://www.ics.uci.edu/~kkask/Fall-2014%20CS271/index.html), taught in Fall 2014.
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
International Journal of Engineering and Science Invention (IJESI) is an international journal intended for professionals and researchers in all fields of computer science and electronics. IJESI publishes research articles and reviews within the whole field Engineering Science and Technology, new teaching methods, assessment, validation and the impact of new technologies and it will continue to provide information on the latest trends and developments in this ever-expanding subject. The publications of papers are selected through double peer reviewed to ensure originality, relevance, and readability. The articles published in our journal can be accessed online.
Continuous models of economy adopted to either define evolutions of economic
systems or investigate economic dynamics, amongst its other areas of applications, are
known to be related to differential equations. The considered model in this article takes
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conventional solved by reducing to the system of first order. This approach is
computationally tasking, unlike block methods which bypasses reduction by directly
solving the model. A new approach is introduced named Modified Taylor Series
Approach (MTSA). Hence, the resultant MTSA-derived block method is implemented to
solve the second order non-linear model of economy under consideration.
Hybrid Block Method for the Solution of First Order Initial Value Problems of...iosrjce
Method of collocation of the differential system and interpolation of the approximate solution which
is a combination of power series and exponential function at some selected grid and off-grid points to generate
a linear multistep method which is implemented in block method is considered in this paper. The basic
properties of the block method which include; consistency, convergence and stability interval is verified. The
method is tested on some numerical experiments and found to have better stability condition and better
approximation than the existing methods
Utilitas Mathematica by making commits to strengthening our professional community This journal is published by Utilitas Mathematica academy and provides all over Utilitas Mathematica international level terms of research provides worldwide.
Chebyshev Collocation Approach for a Continuous Formulation of Implicit Hybri...IOSR Journals
In this paper, an implicit one-step method for numerical solution of second order Initial Value
Problems of Ordinary Differential Equations has been developed by collocation and interpolation technique.
The one-step method was developed using Chebyshev polynomial as basis function and, the method was
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consistency of the new method. An advantage of the derived continuous scheme is that it can produce several
outputs of solution at the off-grid points without requiring additional interpolation. Numerical examples are
presented to portray the applicability and the efficiency of the method.
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initial value problem of ordinary differential equations. Collocation method is used to derive a continuous
scheme; and the continuous scheme evaluated at special points, the Gaussian points of fourth degree Legendre
polynomial, gives us four function evaluations and the Runge-Kutta method for the iteration of the solutions.
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scheme show that the method is highly efficient, A – stable, has simple structure, converges to exact solution
faster and better than some existing popular methods cited in this paper.
Numerical Solution Of Delay Differential Equations Using The Adomian Decompos...theijes
Adomian Decomposition Method has been applied to obtain approximate solution to a wide class of ordinary and partial differential equation problems arising from Physics, Chemistry, Biology and Engineering. In this paper, a numerical solution of delay differential Equations (DDE) based on the Adomian Decomposition Method (ADM) is presented. The solutions obtained were without discretization nor linearization. Example problems were solved for demonstration. Keywords: Adomian Decomposition, Delay Differential Equations (DDE), Functional Equations , Method of Characteristic.
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In this paper we consider some non stationary relaxed synchronous and asynchronous multisplitting methods for solving the linear complementarity problems with their coefficient matrices being H−matrices. The convergence theorems of the methods are given,and the efficiency is shown by numerical tests.
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Sixth order hybrid block method for the numerical solution of first order initial value problems
1. Mathematical Theory and Modeling www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.3, No.8, 2013
113
Sixth-Order Hybrid Block Method for the Numerical Solution of
First Order Initial Value Problems
E. A. AREO and R.B. ADENIYI
1. Department of Mathematical Sciences, Federal University of Technology Akure, Akure, Nigeria.
2. Department of Mathematics, University of Ilorin.
* E-mail of the corresponding author: areofemmy@yahoo.com and eaareo@futa.edu.ng
Abstract
Hybrid block method of order six is proposed in this paper for the numerical solution of first order
initial value problems. The method is based on collocation of the differential system and interpolation of the
approximate at the grid and off-grid points. The procedure yields five consistent finite difference schemes which
are combined as simultaneous numerical integrators to form block method. The method is found to be zero-
stable hence convergent. The accuracy of the method is shown with some standard first order initial value
problems.
2010 Mathematics Subject Classifications:65L05,65L06,65L07 and 65L20
Keywords: Multistep, collocation, Finite Differential Method,simultaneous numerical integrators, block,
accuracy, consistent and convergent.
1. Introduction
Many problems encountered in the various branches of science, engineering and
management give rise to differential equations of the form:
bxayxyyxfy ≤≤′ ,=)(),,(= 00 (1.1)
where f is assumed to be Lipschiz constants.
The solution of (1.1) has been discussed by various researchers among them are [see Lie and Norsett
(1989), Onumanyi et al. (1994, 1999, 2002), Sirisena [(1999, 2004), Lambert (1973) and Gear (1971)]. However,
experience has shown in [Lie and Norsett (1989), and Onumanyi et al. (1994)] that the traditional multistep
methods including the hybrid ones can be made continuous through the idea of multistep collocation. These
earlier works have focused on the construction of continuous multistep methods by employing the multistep
collocation. The continuous multistep methods produce piecewise polynomial solutions over k-steps ],[ knn xx +
for the first order systems of ordinary differential equation (ODEs). Sirisena et al. (2004) developed a continuous
new Butcher type two-step block hybrid multistep method for problem (1.1). The results obtained showed a class
of discrete schemes of order 5 and error constants ranging from
5
6 101.45= −
×C to
4
6 101.790= −
×C . In a
recent paper, we reported one-step embedded Butcher type two-step block hybrid schemes employing basis
functions as approximate solution see Areo et al. (2009) , but in this paper effort is being made to extend the
scope. In this paper, we propose sixth-order hybrid block method for the numerical solution of first order initial
value problems.
2. The Derivation of the Method
In this section, the derivation of the continuous formulation of the proposed sixth-order hybrid block
method is presented and employs it to deduce the discrete ones. The continuous scheme is used to obtain finite
difference methods which are combined as simultaneous numerical integrators to constitute conveniently the
block method.
In order to derive the continuous scheme, the method of Sirisena et al. (2004) is applied where a k-step
multistep collocation method with m collocation points was obtained as follows:
)(,x()()()(=)( j
1
0=
1
0=
_
jj
t
j
jnj
t
j
xyfxhxyxxy βα ∑∑
−
+
−
+ (2.1)
where )(xjα and )(xjβ are the continuous coefficients of the method. Where )(xjα and )(xjβ
are defined as
{ }10,1,...,;=)( 1,
1
0=
−∈+
−+
∑ tjxx j
ij
mt
i
j αα (2.2)
2. Mathematical Theory and Modeling www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.3, No.8, 2013
114
and
{ }10,1,2,...,;=)( 1,
1
1
−∈+
−+
−
∑ tjxx j
ij
mt
i
j ββ (2.3)
jnx + : 10,1,2,...,= −tj in (2.1) are )(0 kt ≤≤ arbitrary chosen interpolation points taken from
},...,{ knn xx + and jx
−
: 10,1,...,= −mj are the m collocation points belonging to },...,{ knn xx + . To get
)(xjα and )(xjβ , Sirisena et al. (2004) arrived at a matrix equation of the form
IDC = (2.4)
Where I is the identity matrix of dimension )()( mtmt +×+ while D and C are matrices defined as
−+
−+
−+
−−
−+
−+
−+−+−+
−+
+++
−+
2
11
2
00
1
1
2
11
1
1
2
11
12
1)(210
1)(210
1
1
1
=
mt
mm
mt
mt
tntntn
mt
nnn
mt
nnn
xmtx
xmtx
xxx
xxx
xxx
D
K
OMOMM
K
K
OMOMM
K
K
(2.5)
The above matrix (2.5) is the multistep collocation matrix of dimension )()( mtmt +×+ and
+−++−++
−−
−−
mtmmtmttmtmt
mt
mt
hh
hh
hh
C
1,0,1,1,0,
1,20,21,21,20,2
1,10,11,11,10,1
=
ββααα
ββααα
ββααα
KK
MMMMMMM
KK
KK
(2.6)
Where t and m are defined as the number of interpolation points and the number of collocation points used
respectively. The columns of the matrix
1
= −
DC give the continuous coefficients
10,1,...,=;)(10,1,...,=;)( −− kjxandkjx jj βα
The proposed sixth-order hybrid block method was developed subjected to the following conditions for matrix D:
+
3
110 =,=2,=
n
n xxxxt ;
+
++++
13
12
116
11
6
52
5
3
22
3
11 =,=,=,=,=,=5,= n
nnnn
nn xxxxxxxxxxxxm
and equation (2.1) becomes
3
1
3
10 )()(=)(
+
+
n
n yxyxxy αα
++++++ +
++++
11
12
11
12
11
6
5
6
5
3
2
3
2
3
1
3
10 )()()()()()( n
nnnn
n fxfxfxfxfxfxh ββββββ (2.7)
Thus the matrix D in (2.5) becomes
3. Mathematical Theory and Modeling www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.3, No.8, 2013
115
+++++
+++++
+++++
+++++
++++++
5
1
4
1
3
1
2
11
5
6
5
4
6
5
3
6
5
2
6
5
6
5
5
3
2
4
3
2
3
3
2
2
3
2
3
2
5
3
1
4
3
1
3
3
1
2
3
1
3
1
5432
6
3
1
5
3
1
4
3
1
3
3
1
2
3
1
3
1
65432
6543210
6543210
6543210
6543210
6543210
1
1
=
nnnnn
nnnnn
nnnnn
nnnnn
nnnnn
nnnnnn
nnnnnn
xxxxx
xxxxx
xxxxx
xxxxx
xxxxx
xxxxxx
xxxxxx
D (2.8)
Thus, the elements of
1
= −
DC were obtained such that )(= , jicC , 7,1 ≤≤ ji
From (2.2) and (2.3) using the elements of
1
= −
DC we have,
]13)675()3015()5265()4131()1215([
13
1
=)( 642332456
60 hhxxhxxhxxhxxxx
h
x nnnnn +−−−+−−−+−−α
42332456
6
3
1 )675()3015()5265()4131()[1215(
13
1
=)( hxxhxxhxxhxxxx
h
x nnnnn −+−−−+−−−α
332456
50 )48245()76050()56673()16173([
1560
1
=)( hxxhxxhxxxx
h
x nnnn −+−−−+−−β
])1560()14211( 542
hxxhxx nn −+−−
])3075()18415()36972()31455()9747([
312
1
=)( 42332456
5
3
1 hxxhxxhxxhxxxx
h
x nnnnn −−−+−−−+−−β
])345()2711()7254()7587()[2727(
104
1
=)( 42332456
5
3
2 hxxhxxhxxhxxxx
h
x nnnnn −+−−−+−−−β
42332456
5
6
5 )408()3320()9360(])10584()4104([
195
1
=)( hxxhxxhxxhxxxx
h
x nnnnn −−−+−−−+−−β
])135()1123()3276()3915()[1647(
312
1
=)( 42332456
51 hxxhxxhxxhxxxx
h
x nnnn −+−−−+−−−β
On substituting the above into (2.7), the continuous scheme is obtained as follows:
nnnnnn yhhxxhxxhxxhxxxx
h
xy ]13)675()3015()5265()4131()1215([
13
1
=)( 642332456
6
+−−−+−−−+−−
3
1
2332456
6
])675()3015()5265()4131()[1215(
13
1
+
−+−−−+−−−+
n
nnnnn yhxxhxxhxxhxxxx
h
332456
5
)48245()76050()56673()16173([
1560
1
hxxhxxhxxxx
h
nnnn −+−−−+−−+
nnn fhxxhxx ])1560()14211( 542
−+−−
3
1
42332456
5
])3075()18415()36972()31455()9747([
312
1
+
−−−+−−−+−−+
n
nnnnn fhxxhxxhxxhxxxx
h
3
2
42332456
5
])345()2711()7254()7587()[2727(
104
1
+
−+−−−+−−−+
n
nnnnn fhxxhxxhxxhxxxx
h
6
5
42332456
5
])408()3320()9360(])10584()4104([
195
1
+
−−−+−−−+−−+
n
nnnnn fhxxhxxhxxhxxxx
h
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Vol.3, No.8, 2013
116
1
42332456
5
])135()1123()3276()3915()[1647(
312
1
+−+−−−+−−−+ nnnnn fhxxhxxhxxhxxxx
h
(2.9)
Now, evaluating (2.9) at 1= +nxx ,
12
11=
+n
xx ,
6
5=
+n
xx ,
3
2=
+n
xx and its first derivative at
12
11=
+n
xx , the
following five discrete schemes which constitute the block method were obtained:
]256410595[11
390
=
13
9
13
4
1
6
5
3
2
3
1
3
11 +
++++
+ ++++−− n
nnn
n
n
nn fffff
h
yyy (2.10)
3
2
3
1
3
1
12
11 5131549539491375[4246781
172523520
=
159744
43463
159744
116281
++++
++−−
nn
nn
nn
fff
h
yyy
]263840518593344 1
6
5 +
+
++ n
n
ff (2.11)
]1253206375 1
6
5
3
2
3
14375[445
19968
=
832
207
3
1832
625
6
5 +
+++−
+
−
+++ n
nnfnf
h
ny
n
y
fffy (2.12)
]11570423552465[269
10530
=
39
11
39
28
1
6
5
3
2
3
1
3
1
3
2 +
++++
+−++−− n
nnn
nn
n
fffff
h
yyy (2.13)
3
2
3
1
3
1 173450978422623[2029293
38817792
=
3234816
1683990
3234816
1683990
+++
−+−
nn
nn
n
fff
h
yy
]105342933881779241912640 1
12
11
6
5 +
++
+−+ n
nn
fff (2.14)
3. The Basic Properties of the Method
3.1 Order, Error Constant and Consistency of the Method
The five finite difference schemes (2.10)-(2.14) derived are discrete schemes belonging to the class of
Linear Multistep Method (LMM) of the form
).()(=)()(
0=0=
jnj
k
j
jnj
k
j
xfxhxyx ++ ∑∑ βα (3.1)
This is a method associated with a linear difference operator,
))(=)((=]);([
0=
jhxyhjhxyhxyL ''
jj
k
j
++∑ βα (3.2)
where )(xy is an arbitrary function continuously differentiable on the interval ],[ ba . The Taylor series
expansion about the point x ,
),()()()(=]);([ )(2
210 xyhcxyhcxhycxychxyL qq
q
'''
++++ L (3.3)
where
kC ααα +++ K100 =
)()(= 10101 kkC βββααα +++−+++ KK
M
LKK 2,3=),2(
1)!(
1
)2(
!
1
= 1
2
1
121 qk
q
k
q
C k
qq
k
qq
q βββααα −−
+++
−
−+++ (3.4)
Definition 3.1: The method (3.1) is said to be of order P if 0===== 210 pCCCC K and 01 ≠+pC is
the error constant, see Lambert (1973). Applying this definition to equations (2.10)-(2.14) which make up the
block method, it is verified that each of the five difference schemes is of order
T
p )(6,6,6,6,6= with error
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117
constants
T
)1039.99684772,1052.39215869,
4891041792
925
,
3681207388602
280357
,
95528160
29
( 0707 −−
×−×−−−− .
Definition 3.2: A LMM of the form (3.1) is said to be consistent if the LMM is of order 1≥p . Since
the discrete schemes derived in (2.10)-(2.14) are of order 1≥ according to Definition 3.2, therefore, the
schemes are consistent.
3.2 Zero-Stability and Convergence of the Method
It is known from the literature that the stability of a LMM determines the manner in which the error is
propagated as the the numerical computation proceeds. Hence, the investigation of the zero-stability property is
necessary.
Definition 3.3: According to Lambert (1973), The LMM is said to be zero - stable if no root of the first
characteristic polynomial )(ξρ has modulus greater than one, and if every root with modulus one is
simple, where
j
j
k
j
ξαξρ ∑ 0=
=)( . The investigation carried out on the five difference schemes in
(2.10)-(2.14) revealed that all the roots of the derived schemes are less than or equal to 1; hence the schemes are
zero-stable. Since the consistency and zero-stable of the schemes (2.10)-(2.14) have been established, then the
proposed hybrid block method is convergent, see Lambert (1973) and Fatunla (1988).
4 Numerical Experiment
In this section, the concern is the application of the schemes derived in section two in block form on
some initial value problems with test problems 4.1.1-4.1.3 and an application problem 4.1.4:
4.1 Problems
Problem 4.1.1:
x
exyandxhyyy −
≤≤−′ =)(10.1,0=1,=(0);=
[see Sirisena et al. (1999 and 2004) and Areo et al. (2009)]
Problem 4.1.2:
10.1,0=2,=(0)1;)8(= ≤≤+−−′ xhyxyy
x
xxy 8
2=)( −
+ l
[see Sirisena et al. (1999 and 2004) and Areo et al. (2009)]
Problem 4.1.3:
10.1,0=0,=(0),= ≤≤−′ xhyyxy
1=)( −+ −x
xxy l
[see Sirisena et al. (1999 and 2004) and Areo et al. (2009)]
Problem 4.1.4: Considering the discharge valve on a 200 -gallon tank that is full of water opened at
time 0=t and 3 gallons per second flow out. At the same time 2 gallons per second of 1 percent chlorine
mixture begin to enter the tank. Assume that the liquid is being stired so that the concentration of chlorine is
consistent throughout the tank. The task is to determine the concentration of chlorine when the tank is half full. It
takes 100 seconds for this moment to occur, since we lose a gallon per second. If )(ty is the amount of
chlorine in the tank at time t , then the rate chlorine is entering is
100
2
gal/sec and it is leaving at the rate
]
200
3[
t
y
−
gal/sec.
Thus, the resulting IVP is
t
y
dt
dy
−
−
200
3
100
2
= , 10 ≤≤ t : 0=(0)y , 0.1=h
whose analytical solution is
3
]
1000
5
2[1
100
1
2=)(
t
tty −−− .
[See John L. Van Iwaarden (1985)]
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118
4.2 Results
The comparison of errors for problems 4.1.1-4.1.4 are shown in the tables below.
Table 1: Comparison of absolute errors for Problem 4.1.1
X Sirisena et al.
(1999)
Sirisena et al.
(2004)
Areo et al. (2009) Proposed Method
0.1 2.00×10-9
2.00×10-9
3.60×10-10
0.0
0.2 2.00×10-9
2.00×10-9
1.80×10-10
0.0
0.3 3.00×10-9
1.00×10-9
5.80×10-10
0.0
0.4 4.00×10-9
2.00×10-9
7.40×10-10
0.0
0.5 2.00×10-9
1.00×10-9
8.10×10-10
0.0
0.6 5.00×10-9
3.00×10-9
9.90×10-10
1.00×10-10
0.7 6.00×10-9
2.00×10-9
9.90×10-10
0.0
0.8 6.00×10-9
3.00×10-9
1.00×10-9
1.00×10-10
0.9 6.00×10-9
3.00×10-9
1.10×10-9
0.0
1.0 6.00×10-9
3.00×10-9
1.20×10-9
1.00×10-10
Table 2: Comparison of absolute errors for Problem 4.1.2
X Sirisena et al.
(1999)
Sirisena et al.
(2004)
Areo et al. (2009) Proposed Method
0.1 3.60×10-4
3.60×10-4
7.20×10-6
1.99×10-7
0.2 1.50×10-4
1.50×10-4
6.50×10-6
1.79×10-7
0.3 1.40×10-4
5.90×10-5
4.40×10-6
1.20×10-8
0.4 6.10×10-5
1.60×10-5
2.60×10-6
7.23×10-8
0.5 4.20×10-5
4.30×10-5
1.50×10-6
3.98×10-8
0.6 1.80×10-5
2.10×10-5
8.00×10-7
2.80×10-8
0.7 1.10×10-5
5.70×10-7
4.20×10-7
1.10×10-8
0.8 4.90×10-6
1.60×10-6
2.10×10-7
5.30×10-9
0.9 2.80×10-6
5.10×10-6
1.10×10-7
2.30×10-9
1.0 1.30×10-6
2.80×10-6
5.30×10-8
1.00×10-9
Table 3: Comparison of absolute errors for Problem 4.1.3
X Sirisena et al.
(1999)
Sirisena et al.
(2004)
Areo et al. (2009) Proposed Method
0.1 2.00×10-9
2.00×10-9
3.80×10-11
0.0
0.2 2.10×10-9
2.10×10-9
7.80×10-11
0.0
0.3 3.70×10-9
1.70×10-9
1.00×10-10
6.00×10-10
0.4 1.00×10-9
0.00 1.30×10-10
3.00×10-11
0.5 4.70×10-9
6.70×10-9
2.10×10-10
0.0
0.6 4.10×10-9
0.00 1.90×10-10
1.00×10-10
0.7 4.80×10-9
1.00×10-9
1.90×10-10
0.0
0.8 4.10×10-9
0.00 2.20×10-10
0.0
0.9 4.70×10-9
0.00 2.40×10-10
0.0
1.0 4.20×10-9
0.00 2.70×10-10
1.00×10-10
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119
Table 4: Comparison of absolute errors for Problem 4.1.4
X Areo (2011) Proposed Method
0.1 3.26×10-6
0,0
0.2 6.82×10-6
0,0
0.3 1.07×10-5
2.40×10-11
0.4 1.48×10-5
2.40×10-11
0.5 1.92×10-5
2.40×10-11
0.6 2.39×10-5
3.00×10-11
0.7 2.89×10-5
3.00×10-11
0.8 3.42×10-5
3.00×10-11
0.9 3.97×10-5
3.00×10-11
1.0 4.56×10-5
3.00×10-11
5. Conclusion
A collocation approach which produces a family of order six multiderivative schemes has been
proposed for the numerical solution of first order initial value problems. The errors arising from Problems 4.1.1-
4.1.3 using the proposed method were compared with those obtained by Sirisena et al. (1999), Sirisena et al.
(2004) and Areo et al. (2009) respectively, who earlier solved the same problems while the errors arising from
Problem 4.1.4 were compared with Areo (2011).
A close look at the tables presented above reveal that the newly proposed method perform better than
those compared with. The method is also desirable by virtue of possessing of high order accuracy.
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