Sains Malaysiana 49(11)(2020): 2859-2870

http://dx.doi.org/10.17576/jsm-2020-4911-24

 

Explicit Schemes based on Rational Approximant for Solving First Order Initial Value Problems

(Skim tak Tersirat berdasarkan Pendekatan Nisbah bagi Menyelesaikan Masalah Nilai Awal Peringkat Pertama)

 

A’IN NAZIFA FAIRUZ1, ZANARIAH ABDUL MAJID1,2* & ZARINA BIBI IBRAHIM2

 

1Institute for Mathematical Research, Universiti Putra Malaysia, 43400 UPM Serdang, Selangor Darul Ehsan, Malaysia

 

2Department of Mathematics, Faculty of Science, Universiti Putra Malaysia, 43400 UPM Serdang, Selangor Darul Ehsan, Malaysia

 

Received: 17 January 2020/Accepted: 20 May 2020

 

ABSTRACT

A class of rational methods of the second, third and fourth-order are proposed in this study. The formulas are developed based on a rational function with the denominator of degree one. Besides that, the concept of the closest points of approximation is also emphasized in formulating these methods. The derived methods are not self-starting; thus, an existing rational method is applied to calculate the starting values. The stability regions of the methods are also illustrated in this paper and suggest that only the second-order method is A-stable, while the third and fourth-order methods are not. The proposed formulas are examined on different problems, in which the solution possesses singularity, stiff and singularly perturbed problems. The numerical results show the capability of the proposed methods in solving problems with singularity. It also suggests that the developed schemes are more accurate than the existing rational multistep methods for problems with integer singular point. It is also shown that the derived schemes are suitable for solving stiff and singularly perturbed problems, although some of the formulas are not A-stable.

 

Keywords: Problem which solution possesses singularity; rational methods; singularly perturbed problem; stiff problem

 

ABSTRAK

Suatu kelas kaedah nisbah bagi peringkat kedua, ketiga dan keempat dicadangkan dalam kajian ini. Kaedah ini dirumus berdasarkan fungsi nisbah yang mempunyai penyebut berdarjah satu. Selain itu, konsep titik penghampiran terdekat juga ditekankan dalam merumus kaedah ini. Kaedah yang dirumus ini merupakan kaedah yang tidak bermula dengan sendirinya. Justeru, suatu kaedah nisbah sedia ada digunakan untuk menghitung nilai pemula. Rantau kestabilan bagi kaedah nisbah tersebut juga dijelaskan dan mencadangkan bahawa hanya kaedah peringkat kedua adalah A-stabil, manakala kaedah peringkat ketiga dan keempat pula bukan A-stabil. Kaedah yang dicadangkan telah diuji pada masalah yang berbeza, iaitu masalah dengan penyelesaian yang mempunyai kesingularan, kekakuan dan pengusikan singular. Hasil berangka menunjukkan kebolehan kaedah tersebut dalam menyelesaikan masalah dengan kesingularan. Hasil juga mencadangkan bahawa penghampiran yang diberikan oleh kaedah yang dirumus adalah lebih jitu berbanding kaedah multilangkah nisbah bagi masalah dengan titik singular integer. Keputusan juga menunjukkan bahawa kaedah yang dicadangkan sesuai untuk menyelesaikan masalah kekakuan dan masalah dengan pengusikan singular walaupun sebahagian daripada rumus tersebut bukanlah A-stabil.

 

Kata kunci: Kaedah nisbah; masalah dengan pengusikan singular; masalah dengan penyelesaian yang mempunyai kesingularan; masalah kekakuan

 

REFERENCES

Abelman, S. & Eyre, D. 1990. A numerical study of multistep methods based on continued fraction. Computers and Mathematics with Applications 20(8): 51-60.

Adeboye, K.R. & Umar, A.E. 2013. Generalized rational approximation method via pade approximants for the solutions of IVPs with singular solution and stiff differential equations. Journal of Mathematical Sciences 2(1): 327-368.

Fatunla, S. 1986. Numerical treatment of singular initial value problems. Computers and Mathematics with Application 12B(5-6): 1109-1115.

Gadella, M. & Lara, L.P. 2013. A numerical method for solving ODE by rational approximation. Applied Mathematical Sciences 7(23): 1119-1130.

Ikhile, M. 2001. Coefficients for studying one-step rational schemes for ivps in odes: I. Computers and Mathematics with Applications 44(3-4): 769-781.

Lambert, J.D. 1973. Computational Methods in Ordinary Differential Equations. London: John Wiley and Sons.

Musa, H., Suleiman, M.B., Ismail, F., Senu, N. & Ibrahim, Z.B. 2013. An improved 2-point block backward differentiation formula for solving stiff initial value problems. In AIP Conference Proceedings 1522. pp. 211-220.

Musa, H., Suleiman, M. & Senu, N. 2012. Fully implicit 3-point block extended backward differentiation formula for stiff initial value problems. Applied Mathematical Sciences 6(85): 4211-4228.

Okosun, K.O. & Ademiluyi, R. 2007a. A three step rational methods for integration of differential equations with singularities. Research Journal of Applied Science 2(1): 84-88.

Okosun, K.O. & Ademiluyi, R. 2007b. A two-step second order inverse polynomial methods for integration of differential equations with singularities. Research Journal of Applied Sciences 2(1): 13-16.

Otunta, F.O. & Nwachukwu, G.C. 2005. Rational one-step numerical integrator for initial value problems in ordinary differential equations. Journal of the Nigerian Association of Mathematical Physics 9: 285-295.

Ramos, H. 2007. A non-standard explicit integration scheme for initial value problem. Applied Mathematics and Computation 189: 710-718.

Ramos, H., Singh, G., Kanwar, V. & Bhatia, S. 2017. An embedded 3(2) pair of nonlinear methods for solving first order initial-value ordinary differential system. Numerical Algorithm 75(3): 509-529.

Ramos, H., Singh, G., Kanwar, V. & Bhatia, S. 2015. Solving first order initial value problems by using an explicit non-standard a-stable one-step method in variable step-size formulation. Applied Mathematics and Computation 268: 796-805.

Teh, Y.Y. 2014. An explicit two-step rational method for the numerical solution of first order initial value problem. In AIP Conference Proceedings 1605. pp. 96-100.

Teh, Y.Y. & Yaacob, N. 2013. A new class of rational multistep methods for solving initial value problems. Malaysian Journal of Mathematical Science 7(1): 31-57.

Teh, Y.Y., Zurni, O. & Mansor, K.H. 2016. Rational block method for the numerical solution of first order initial value problem I: concept and ideas. Global Journal of Pure and Applied Mathematics 12(4): 3787-3808.

Teh, Y.Y., Yaacob, N. & Alias, N. 2011. A new class of rational multistep methods for the numerical solution of first order initial value problem. Matematika 27(1): 59-78.

 

*Corresponding author; email: am_zana@upm.edu.my

 

 

 

 

 

previous