Rational methods for solving first order ordinary differential equation

In this study, two classes of rational methods of second to fourth order of accuracy are proposed. The formulation of the methods are based on two distinct rational functions that are proposed in thesis, where the first class of methods are derived based on rational function with denominator of d...

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Main Author: Fairuz, A'in Nazifa
Format: Thesis
Language:English
Published: 2019
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Online Access:http://psasir.upm.edu.my/id/eprint/90879/1/IPM%202020%201%20-%20IR.pdf
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spelling my-upm-ir.908792021-10-01T02:02:39Z Rational methods for solving first order ordinary differential equation 2019-11 Fairuz, A'in Nazifa In this study, two classes of rational methods of second to fourth order of accuracy are proposed. The formulation of the methods are based on two distinct rational functions that are proposed in thesis, where the first class of methods are derived based on rational function with denominator of degree one, as the degree of the numerator increases. Meanwhile, the second class uses a rational function with the numerator of degree one, as the degree of its denominator increases. The derivation and implementation techniques are adapted from an existing study mentioned in the thesis. The concept of the closest points of approximation is applied on the Taylor series expansion in the derivation of the methods to increase the accuracy of the proposed methods. The stability regions of the proposed rational methods are illustrated. The second order methods from the first class is found to be A-stable, while third and fourth order methods are found to be absolutely stable. On the other hand, the methods from the second class are all A-stable. Besides that, the algorithm for the proposed methods are developed with constant step size strategy, in which the strategy to compute the starting values by an existing methods is also included. Both classes of methods are tested in solving initial value problems of different nature which are singular, stiff and singular perturbation. Based on the numerical results, it is observed that the proposed methods are capable to give comparable or more accurate solutions compared to some of the existing methods in solving the tested problems. The application of closest points of approximation concept have shown the capability of the proposed methods in solving problem with integer singular point compared to the existing rational multistep methods. Nevertheless, as the proposed methods are compared to the existing methods which apply self-starting mechanism in its formula, it is found that the accuracy of the proposed methods is comparable or outperformed by the existing methods. In terms of efficiency, the proposed methods require comparable or lesser time of execution compared to the existing methods of the same order. Besides that, the proposed methods also require lesser number of total function evaluation compared to the existing methods, except for the second order methods, where the number is found to be similar to the existing methods. In conclusion, the proposed methods are suitable in solving problems with singularity, stiff and singularly perturbed problems. Mathematics - Research Differential equations 2019-11 Thesis http://psasir.upm.edu.my/id/eprint/90879/ http://psasir.upm.edu.my/id/eprint/90879/1/IPM%202020%201%20-%20IR.pdf text en public masters Universiti Putra Malaysia Mathematics - Research Differential equations Abdul Majid, Zanariah
institution Universiti Putra Malaysia
collection PSAS Institutional Repository
language English
advisor Abdul Majid, Zanariah
topic Mathematics - Research
Differential equations

spellingShingle Mathematics - Research
Differential equations

Fairuz, A'in Nazifa
Rational methods for solving first order ordinary differential equation
description In this study, two classes of rational methods of second to fourth order of accuracy are proposed. The formulation of the methods are based on two distinct rational functions that are proposed in thesis, where the first class of methods are derived based on rational function with denominator of degree one, as the degree of the numerator increases. Meanwhile, the second class uses a rational function with the numerator of degree one, as the degree of its denominator increases. The derivation and implementation techniques are adapted from an existing study mentioned in the thesis. The concept of the closest points of approximation is applied on the Taylor series expansion in the derivation of the methods to increase the accuracy of the proposed methods. The stability regions of the proposed rational methods are illustrated. The second order methods from the first class is found to be A-stable, while third and fourth order methods are found to be absolutely stable. On the other hand, the methods from the second class are all A-stable. Besides that, the algorithm for the proposed methods are developed with constant step size strategy, in which the strategy to compute the starting values by an existing methods is also included. Both classes of methods are tested in solving initial value problems of different nature which are singular, stiff and singular perturbation. Based on the numerical results, it is observed that the proposed methods are capable to give comparable or more accurate solutions compared to some of the existing methods in solving the tested problems. The application of closest points of approximation concept have shown the capability of the proposed methods in solving problem with integer singular point compared to the existing rational multistep methods. Nevertheless, as the proposed methods are compared to the existing methods which apply self-starting mechanism in its formula, it is found that the accuracy of the proposed methods is comparable or outperformed by the existing methods. In terms of efficiency, the proposed methods require comparable or lesser time of execution compared to the existing methods of the same order. Besides that, the proposed methods also require lesser number of total function evaluation compared to the existing methods, except for the second order methods, where the number is found to be similar to the existing methods. In conclusion, the proposed methods are suitable in solving problems with singularity, stiff and singularly perturbed problems.
format Thesis
qualification_level Master's degree
author Fairuz, A'in Nazifa
author_facet Fairuz, A'in Nazifa
author_sort Fairuz, A'in Nazifa
title Rational methods for solving first order ordinary differential equation
title_short Rational methods for solving first order ordinary differential equation
title_full Rational methods for solving first order ordinary differential equation
title_fullStr Rational methods for solving first order ordinary differential equation
title_full_unstemmed Rational methods for solving first order ordinary differential equation
title_sort rational methods for solving first order ordinary differential equation
granting_institution Universiti Putra Malaysia
publishDate 2019
url http://psasir.upm.edu.my/id/eprint/90879/1/IPM%202020%201%20-%20IR.pdf
_version_ 1747813662049959936