Fifth order 2−point implicit block method with an off-stage function for solving first order stiff initial value problems

Numerical solution schemes are often referred to as being explicit or implicit.However, implicit numerical methods are more accurate than explicit for the same number of back values in solving still Initial Value Problems (IVPs). Hence, one of the most suitable methods for solving still IVPs is the...

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Main Author:	Zainal, Siti Zhafirah
Format:	Thesis
Language:	English
Published:	2014
Subjects:	Initial value problems - Numerical solutions Differential equations Numerical analysis
Online Access:	http://psasir.upm.edu.my/id/eprint/52118/1/IPM%202014%209RR.pdf
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spelling	my-upm-ir.521182017-05-02T03:30:50Z Fifth order 2−point implicit block method with an off-stage function for solving first order stiff initial value problems 2014-12 Zainal, Siti Zhafirah Numerical solution schemes are often referred to as being explicit or implicit.However, implicit numerical methods are more accurate than explicit for the same number of back values in solving still Initial Value Problems (IVPs). Hence, one of the most suitable methods for solving still IVPs is the Backward Differentiation Formula (BDF). In this thesis, a new two point implicit block method with an X stage function (2P4BBDF) for solving first order still Ordinary Differential Equations (ODEs) is developed. This method computes the approximate solutions at two points simultaneously based on equidistant block method. The proposed new formula is different from previous studies because it has the advantage of generating a set of formulas by varying a value of the parameters within the interval (-1,1).In this thesis we use 1/2 and 1/4 as the parameter. The stability analysis for the method derived namely; + = 1/2 and + = 1/4 show that the method is almost A-stable. Numerical results are given to compare the competitiveness of the new method with an existing method. The new method is compared numerically with a fifth order 3 point BBDF method by Ibrahim et al (2007). It is seen that the new method is marginally better than the 3 point BBDF in terms of accuracy and computational times. We also investigate the convergence and order properties of the 2P4BBDF method. The zero stability and consistency which are necessary conditions for convergence of the BBDF method are established. The algorithm for implementing the method will also developed. Initial value problems - Numerical solutions Differential equations Numerical analysis 2014-12 Thesis http://psasir.upm.edu.my/id/eprint/52118/ http://psasir.upm.edu.my/id/eprint/52118/1/IPM%202014%209RR.pdf application/pdf en public masters Universiti Putra Malaysia Initial value problems - Numerical solutions Differential equations Numerical analysis
institution	Universiti Putra Malaysia
collection	PSAS Institutional Repository
language	English
topic	Initial value problems - Numerical solutions Differential equations Numerical analysis
spellingShingle	Initial value problems - Numerical solutions Differential equations Numerical analysis Zainal, Siti Zhafirah Fifth order 2−point implicit block method with an off-stage function for solving first order stiff initial value problems
description	Numerical solution schemes are often referred to as being explicit or implicit.However, implicit numerical methods are more accurate than explicit for the same number of back values in solving still Initial Value Problems (IVPs). Hence, one of the most suitable methods for solving still IVPs is the Backward Differentiation Formula (BDF). In this thesis, a new two point implicit block method with an X stage function (2P4BBDF) for solving first order still Ordinary Differential Equations (ODEs) is developed. This method computes the approximate solutions at two points simultaneously based on equidistant block method. The proposed new formula is different from previous studies because it has the advantage of generating a set of formulas by varying a value of the parameters within the interval (-1,1).In this thesis we use 1/2 and 1/4 as the parameter. The stability analysis for the method derived namely; + = 1/2 and + = 1/4 show that the method is almost A-stable. Numerical results are given to compare the competitiveness of the new method with an existing method. The new method is compared numerically with a fifth order 3 point BBDF method by Ibrahim et al (2007). It is seen that the new method is marginally better than the 3 point BBDF in terms of accuracy and computational times. We also investigate the convergence and order properties of the 2P4BBDF method. The zero stability and consistency which are necessary conditions for convergence of the BBDF method are established. The algorithm for implementing the method will also developed.
format	Thesis
qualification_level	Master's degree
author	Zainal, Siti Zhafirah
author_facet	Zainal, Siti Zhafirah
author_sort	Zainal, Siti Zhafirah
title	Fifth order 2−point implicit block method with an off-stage function for solving first order stiff initial value problems
title_short	Fifth order 2−point implicit block method with an off-stage function for solving first order stiff initial value problems
title_full	Fifth order 2−point implicit block method with an off-stage function for solving first order stiff initial value problems
title_fullStr	Fifth order 2−point implicit block method with an off-stage function for solving first order stiff initial value problems
title_full_unstemmed	Fifth order 2−point implicit block method with an off-stage function for solving first order stiff initial value problems
title_sort	fifth order 2−point implicit block method with an off-stage function for solving first order stiff initial value problems
granting_institution	Universiti Putra Malaysia
publishDate	2014
url	http://psasir.upm.edu.my/id/eprint/52118/1/IPM%202014%209RR.pdf
_version_	1747812093150625792

Fifth order 2−point implicit block method with an off-stage function for solving first order stiff initial value problems

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