Multistep block methods for solving volterra integro-differential equations of second kind

Numerical solutions of Volterra integro-differential equations (VIDEs) by using multistep block methods are proposed in this thesis. The two point one-step block method, two point two-step block method and two point three-step block method are derived by using the Lagrange interpolating polyno...

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محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Mohamed, Nurul Atikah
التنسيق: أطروحة
اللغة:English
منشور في: 2016
الموضوعات:
الوصول للمادة أونلاين:http://psasir.upm.edu.my/id/eprint/66847/1/IPM%202016%2018%20IR.pdf
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id my-upm-ir.66847
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spelling my-upm-ir.668472019-02-04T01:40:03Z Multistep block methods for solving volterra integro-differential equations of second kind 2016-06 Mohamed, Nurul Atikah Numerical solutions of Volterra integro-differential equations (VIDEs) by using multistep block methods are proposed in this thesis. The two point one-step block method, two point two-step block method and two point three-step block method are derived by using the Lagrange interpolating polynomial. The generated multistep block methods will estimate the solution of VIDEs at two points simultaneously in a block by using constant step sizes. The source code for solving VIDEs are developed by using C programming. In VIDEs the unknown functions appear under the differential and integral sign, so the combinations of multistep block methods with numerical quadrature rules are applied. The multistep block methods are used to solve the ordinary differential equation (ODE) part and quadrature rules are applied to calculate the integral part of VIDEs. The method developed has solved for linear and nonlinear second kind VIDEs. The type of numerical quadrature rules used for solving the integral part of VIDEs is of Newton-Cotes type. Thus, the quadrature rules of suitable order are used to be paired with the multistep block methods. Two different approaches are proposed to solve for two cases where kernel equal or not equal one. The stability region of the combination methods are studied. Numerical problems are presented to show the performance of the proposed method. The results indicated that the proposed method is suitable for solving both linear and nonlinear VIDEs. Volterra equations Integro-differential equations 2016-06 Thesis http://psasir.upm.edu.my/id/eprint/66847/ http://psasir.upm.edu.my/id/eprint/66847/1/IPM%202016%2018%20IR.pdf text en public masters Universiti Putra Malaysia Volterra equations Integro-differential equations
institution Universiti Putra Malaysia
collection PSAS Institutional Repository
language English
topic Volterra equations
Integro-differential equations

spellingShingle Volterra equations
Integro-differential equations

Mohamed, Nurul Atikah
Multistep block methods for solving volterra integro-differential equations of second kind
description Numerical solutions of Volterra integro-differential equations (VIDEs) by using multistep block methods are proposed in this thesis. The two point one-step block method, two point two-step block method and two point three-step block method are derived by using the Lagrange interpolating polynomial. The generated multistep block methods will estimate the solution of VIDEs at two points simultaneously in a block by using constant step sizes. The source code for solving VIDEs are developed by using C programming. In VIDEs the unknown functions appear under the differential and integral sign, so the combinations of multistep block methods with numerical quadrature rules are applied. The multistep block methods are used to solve the ordinary differential equation (ODE) part and quadrature rules are applied to calculate the integral part of VIDEs. The method developed has solved for linear and nonlinear second kind VIDEs. The type of numerical quadrature rules used for solving the integral part of VIDEs is of Newton-Cotes type. Thus, the quadrature rules of suitable order are used to be paired with the multistep block methods. Two different approaches are proposed to solve for two cases where kernel equal or not equal one. The stability region of the combination methods are studied. Numerical problems are presented to show the performance of the proposed method. The results indicated that the proposed method is suitable for solving both linear and nonlinear VIDEs.
format Thesis
qualification_level Master's degree
author Mohamed, Nurul Atikah
author_facet Mohamed, Nurul Atikah
author_sort Mohamed, Nurul Atikah
title Multistep block methods for solving volterra integro-differential equations of second kind
title_short Multistep block methods for solving volterra integro-differential equations of second kind
title_full Multistep block methods for solving volterra integro-differential equations of second kind
title_fullStr Multistep block methods for solving volterra integro-differential equations of second kind
title_full_unstemmed Multistep block methods for solving volterra integro-differential equations of second kind
title_sort multistep block methods for solving volterra integro-differential equations of second kind
granting_institution Universiti Putra Malaysia
publishDate 2016
url http://psasir.upm.edu.my/id/eprint/66847/1/IPM%202016%2018%20IR.pdf
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