Three-point diagonally implicit block methods for solving ordinary and fuzzy differential equations

The focus of this thesis is on the derivations of Diagonally Implicit Block Backward Differentiation Formulas (DBBDF) of constant step size. The first part of the thesis discusses on the modification of Fully Implicit Block Backward Differentiation Formulas (FBBDF) to solve first order fuzzy differe...

Full description

Saved in:
Bibliographic Details
Main Author: Ismail, Nurzeehan
Format: Thesis
Language:English
Published: 2014
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/70591/1/FS%202014%2083%20-%20IR.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
id my-upm-ir.70591
record_format uketd_dc
spelling my-upm-ir.705912019-10-30T00:36:43Z Three-point diagonally implicit block methods for solving ordinary and fuzzy differential equations 2014-12 Ismail, Nurzeehan The focus of this thesis is on the derivations of Diagonally Implicit Block Backward Differentiation Formulas (DBBDF) of constant step size. The first part of the thesis discusses on the modification of Fully Implicit Block Backward Differentiation Formulas (FBBDF) to solve first order fuzzy differential equations (FDEs). The subsequent part of the thesis focuses on the derivations of Diagonally Implicit Three-point BBDF of order two and three (DBBDF (3, 2) and DBBDF (3, 3)) for solving first order ordinary differential equations (ODEs) and FDEs. The convergence properties for DBBDF methods and the adequate stability regions for the proposed methods are presented to show that the methods are capable of solving stiff ODEs. The derived methods are then implemented using Newton iteration which is normally used since the methods derived are implicit in nature. Numerical results are presented to verify the efficiency of DBBDF methods for ODEs. The derived methods are then compared with Diagonally Implicit Two-point BBDF of order two, three and four (DBBDF (2, 2), DBBDF (2, 3) and DBBDF (2, 4)). The accuracy of the proposed methods outperformed DBBDF (2, 3) and DBBDF (2, 4) as the step size gets smaller while the computational time of the proposed methods are smaller than the existing methods. Since there are very few block methods used to solve fuzzy differential equations, the derived methods are extended to solve first order fuzzy initial value problems (FIVPs). The fuzzification of DBBDF methods is proposed and the convergence of the corresponding methods when applied to FDEs is also proven. Numerical results of DBBDF methods when solving FDEs are provided and compared with the existing methods. On the whole, this study reveals that the FBBDF and DBBDF methods are capable and efficient for solving first order ordinary and fuzzy differential equations. Differential equations - Numerical solutions Fuzzy sets 2014-12 Thesis http://psasir.upm.edu.my/id/eprint/70591/ http://psasir.upm.edu.my/id/eprint/70591/1/FS%202014%2083%20-%20IR.pdf text en public masters Universiti Putra Malaysia Differential equations - Numerical solutions Fuzzy sets
institution Universiti Putra Malaysia
collection PSAS Institutional Repository
language English
topic Differential equations - Numerical solutions
Fuzzy sets

spellingShingle Differential equations - Numerical solutions
Fuzzy sets

Ismail, Nurzeehan
Three-point diagonally implicit block methods for solving ordinary and fuzzy differential equations
description The focus of this thesis is on the derivations of Diagonally Implicit Block Backward Differentiation Formulas (DBBDF) of constant step size. The first part of the thesis discusses on the modification of Fully Implicit Block Backward Differentiation Formulas (FBBDF) to solve first order fuzzy differential equations (FDEs). The subsequent part of the thesis focuses on the derivations of Diagonally Implicit Three-point BBDF of order two and three (DBBDF (3, 2) and DBBDF (3, 3)) for solving first order ordinary differential equations (ODEs) and FDEs. The convergence properties for DBBDF methods and the adequate stability regions for the proposed methods are presented to show that the methods are capable of solving stiff ODEs. The derived methods are then implemented using Newton iteration which is normally used since the methods derived are implicit in nature. Numerical results are presented to verify the efficiency of DBBDF methods for ODEs. The derived methods are then compared with Diagonally Implicit Two-point BBDF of order two, three and four (DBBDF (2, 2), DBBDF (2, 3) and DBBDF (2, 4)). The accuracy of the proposed methods outperformed DBBDF (2, 3) and DBBDF (2, 4) as the step size gets smaller while the computational time of the proposed methods are smaller than the existing methods. Since there are very few block methods used to solve fuzzy differential equations, the derived methods are extended to solve first order fuzzy initial value problems (FIVPs). The fuzzification of DBBDF methods is proposed and the convergence of the corresponding methods when applied to FDEs is also proven. Numerical results of DBBDF methods when solving FDEs are provided and compared with the existing methods. On the whole, this study reveals that the FBBDF and DBBDF methods are capable and efficient for solving first order ordinary and fuzzy differential equations.
format Thesis
qualification_level Master's degree
author Ismail, Nurzeehan
author_facet Ismail, Nurzeehan
author_sort Ismail, Nurzeehan
title Three-point diagonally implicit block methods for solving ordinary and fuzzy differential equations
title_short Three-point diagonally implicit block methods for solving ordinary and fuzzy differential equations
title_full Three-point diagonally implicit block methods for solving ordinary and fuzzy differential equations
title_fullStr Three-point diagonally implicit block methods for solving ordinary and fuzzy differential equations
title_full_unstemmed Three-point diagonally implicit block methods for solving ordinary and fuzzy differential equations
title_sort three-point diagonally implicit block methods for solving ordinary and fuzzy differential equations
granting_institution Universiti Putra Malaysia
publishDate 2014
url http://psasir.upm.edu.my/id/eprint/70591/1/FS%202014%2083%20-%20IR.pdf
_version_ 1747812871343964160