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Optimized Three-step Hybrid Block Method for Stiff Problems in Ordinary Differential Equations

Year 2020, Volume: 17 Issue: 2, 80 - 95, 01.11.2020

Abstract

This paper presents the construction and implementation of a three-step optimized hybrid method for solving stiff system of first order initial value problems of ordinary differential equations. The method contains six implicit formulas which were obtained from a continuous approximation, using shifted chebyshev polynomial as the basis function, via evaluations at six different points on the selected three-step including three optimized intra-step points. The method is consistent, zero-stable and convergent. Numerical experiments are included to show the competitive and superior strength of the proposed method for solving these kinds of problems over similar properties of methods in literature.

Thanks

The authors appreciate the anonymous reviewers for their work and criticism that greatly improve the manuscript.

References

  • [1] W. E. Milne, Numerical Solution of Differential Equations, John Wiley and Sons, New York, 1953.
  • [2] H. Ramos, “An Optimized Two-step Hybrid Block Method for Solving First-order Initial-value Problems in ODEs,” Differential Geometry-Dynamic System, vol. 19, pp. 107-118, 2017.
  • [3] O. A. Akinfenwa, S. N. Jator, and N. M. Yao, “Continuous Block Backward Differentiation Formula for Solving Stiff Ordinary Differential Equations,” Computers and Mathematics with Applications , vol. 65, pp. 996-1005, 2013.
  • [4] H. Musa, M. B. Suleiman, and N. Senu, Fully “Implicit 3-point Block Extended Backward Differentiation Formula for Stiff Initial Value Problems,” Applied Mathematical Sciences, vol. 6, pp. 4211-4228, 2012.
  • [5] H. Musa, M. B. Suleiman, F. Ismail, N. Senu, and Z, B. Ibrahim, “An Improved 2-point Block Backward Differentiation Formula for Solving Stiff Initial Value Problems,” AIP Conference Proceedings, 2013, no. 1522, 211.
  • [6] J. Sunday, M. R. Odekunle, A. A. James, and A. O. Adesanya, “Numerical Solution of Stiff and Oscillatory Differential Equations Using a Block Integrator,” British Journal of Mathematics and Computer Science, vol. 4, no. 17, pp. 2471-2481, 2014.
  • [7] H. Ramos, Z. Kalogiratou, Th. Monovasilis, and T. E. Simos, “A Trigonometrically Fitted Optimized Two-step Hybrid Block Method for Solving Initial Value Problems of the form 𝑦′′=𝑓(𝑥,𝑦,𝑦′) with Oscillatory Solutions,” AIP Conference Proceedings, 2015, no. 1648, 810007.
  • [8] H. Ramos and P. Popescu, “How Many 𝑘-step Linear Block Methods Exist and which of them is Most Efficient and Simplest One?,” Applied Mathematics and Computation, vol. 36, pp. 296-309, 2018.
  • [9] G. Singh, A. Garg, V. Kanwar, and H. Ramos, “An Efficient Optimized Adaptive Step-size Hybrid Block Method for Integrating Differential Systems,” Applied Mathematics and Computation, vol. 362, 124567, 2019.
  • [10] M. O. Ogunniran, O. A. Tayo, Y. Haruna, and A. F. Adebisi, “Linear Stability Analysis of Runge-Kutta Methods for Singular Lane-Emden Equations,” Journal of Nigerian Society of Physical Sciences, vol. 2, pp. 134 – 140, 2020.
  • [11] J. D. Lambert, Computational Methods in Ordinary Differential Equations, John Wiley and Sons, New York, 1991.
  • [12] P. Henrici, Discrete Variable Methods in Ordinary Differential Equations, John Wiley and Sons, New York, 1962.
  • [13] Z. B. Ibrahim, K. I. Othman, and M. Suleiman, “Implicit 𝑟-block Backward Differentiation Formula for Solving First-order Stiff ODEs,” Applied Mathematics Computation, vol. 186, pp. 558-565, 2007.
Year 2020, Volume: 17 Issue: 2, 80 - 95, 01.11.2020

Abstract

References

  • [1] W. E. Milne, Numerical Solution of Differential Equations, John Wiley and Sons, New York, 1953.
  • [2] H. Ramos, “An Optimized Two-step Hybrid Block Method for Solving First-order Initial-value Problems in ODEs,” Differential Geometry-Dynamic System, vol. 19, pp. 107-118, 2017.
  • [3] O. A. Akinfenwa, S. N. Jator, and N. M. Yao, “Continuous Block Backward Differentiation Formula for Solving Stiff Ordinary Differential Equations,” Computers and Mathematics with Applications , vol. 65, pp. 996-1005, 2013.
  • [4] H. Musa, M. B. Suleiman, and N. Senu, Fully “Implicit 3-point Block Extended Backward Differentiation Formula for Stiff Initial Value Problems,” Applied Mathematical Sciences, vol. 6, pp. 4211-4228, 2012.
  • [5] H. Musa, M. B. Suleiman, F. Ismail, N. Senu, and Z, B. Ibrahim, “An Improved 2-point Block Backward Differentiation Formula for Solving Stiff Initial Value Problems,” AIP Conference Proceedings, 2013, no. 1522, 211.
  • [6] J. Sunday, M. R. Odekunle, A. A. James, and A. O. Adesanya, “Numerical Solution of Stiff and Oscillatory Differential Equations Using a Block Integrator,” British Journal of Mathematics and Computer Science, vol. 4, no. 17, pp. 2471-2481, 2014.
  • [7] H. Ramos, Z. Kalogiratou, Th. Monovasilis, and T. E. Simos, “A Trigonometrically Fitted Optimized Two-step Hybrid Block Method for Solving Initial Value Problems of the form 𝑦′′=𝑓(𝑥,𝑦,𝑦′) with Oscillatory Solutions,” AIP Conference Proceedings, 2015, no. 1648, 810007.
  • [8] H. Ramos and P. Popescu, “How Many 𝑘-step Linear Block Methods Exist and which of them is Most Efficient and Simplest One?,” Applied Mathematics and Computation, vol. 36, pp. 296-309, 2018.
  • [9] G. Singh, A. Garg, V. Kanwar, and H. Ramos, “An Efficient Optimized Adaptive Step-size Hybrid Block Method for Integrating Differential Systems,” Applied Mathematics and Computation, vol. 362, 124567, 2019.
  • [10] M. O. Ogunniran, O. A. Tayo, Y. Haruna, and A. F. Adebisi, “Linear Stability Analysis of Runge-Kutta Methods for Singular Lane-Emden Equations,” Journal of Nigerian Society of Physical Sciences, vol. 2, pp. 134 – 140, 2020.
  • [11] J. D. Lambert, Computational Methods in Ordinary Differential Equations, John Wiley and Sons, New York, 1991.
  • [12] P. Henrici, Discrete Variable Methods in Ordinary Differential Equations, John Wiley and Sons, New York, 1962.
  • [13] Z. B. Ibrahim, K. I. Othman, and M. Suleiman, “Implicit 𝑟-block Backward Differentiation Formula for Solving First-order Stiff ODEs,” Applied Mathematics Computation, vol. 186, pp. 558-565, 2007.
There are 13 citations in total.

Details

Primary Language English
Subjects Engineering
Journal Section Articles
Authors

Muideen Ogunniran

Yahaya Haruna This is me

Rapheal Adeniyi

Morufu Oyedunsi Olayiwola

Publication Date November 1, 2020
Published in Issue Year 2020 Volume: 17 Issue: 2

Cite

APA Ogunniran, M., Haruna, Y., Adeniyi, R., Olayiwola, M. O. (2020). Optimized Three-step Hybrid Block Method for Stiff Problems in Ordinary Differential Equations. Cankaya University Journal of Science and Engineering, 17(2), 80-95.
AMA Ogunniran M, Haruna Y, Adeniyi R, Olayiwola MO. Optimized Three-step Hybrid Block Method for Stiff Problems in Ordinary Differential Equations. CUJSE. November 2020;17(2):80-95.
Chicago Ogunniran, Muideen, Yahaya Haruna, Rapheal Adeniyi, and Morufu Oyedunsi Olayiwola. “Optimized Three-Step Hybrid Block Method for Stiff Problems in Ordinary Differential Equations”. Cankaya University Journal of Science and Engineering 17, no. 2 (November 2020): 80-95.
EndNote Ogunniran M, Haruna Y, Adeniyi R, Olayiwola MO (November 1, 2020) Optimized Three-step Hybrid Block Method for Stiff Problems in Ordinary Differential Equations. Cankaya University Journal of Science and Engineering 17 2 80–95.
IEEE M. Ogunniran, Y. Haruna, R. Adeniyi, and M. O. Olayiwola, “Optimized Three-step Hybrid Block Method for Stiff Problems in Ordinary Differential Equations”, CUJSE, vol. 17, no. 2, pp. 80–95, 2020.
ISNAD Ogunniran, Muideen et al. “Optimized Three-Step Hybrid Block Method for Stiff Problems in Ordinary Differential Equations”. Cankaya University Journal of Science and Engineering 17/2 (November 2020), 80-95.
JAMA Ogunniran M, Haruna Y, Adeniyi R, Olayiwola MO. Optimized Three-step Hybrid Block Method for Stiff Problems in Ordinary Differential Equations. CUJSE. 2020;17:80–95.
MLA Ogunniran, Muideen et al. “Optimized Three-Step Hybrid Block Method for Stiff Problems in Ordinary Differential Equations”. Cankaya University Journal of Science and Engineering, vol. 17, no. 2, 2020, pp. 80-95.
Vancouver Ogunniran M, Haruna Y, Adeniyi R, Olayiwola MO. Optimized Three-step Hybrid Block Method for Stiff Problems in Ordinary Differential Equations. CUJSE. 2020;17(2):80-95.