Zarina Bibi Ibrahim

A quantitative comparison of numerical method for solving stiff ordinary differential equations

We derive a variable step of the implicit block methods based on the backward differentiation formulae (BDF) for solving stiff initial value problems (IVPs). A simplified strategy in controlling the step size is proposed with the aim of optimizing the performance in terms of precision and computation time. The numerical results obtained support the enhancement of the method proposed as compared to MATLABs suite of ordinary differential equations (ODEs) solvers, namely, ode15s and ode23s.

Diagonally implicit block backward differentiation formulas for solving fuzzy differential equations

In this work, the diagonally implicit 2-points block backward differentiation formulas (DIBBDF) is developed for solving Fuzzy Differential Equations (FDEs) under the interpretation of generalized Hukuhara differentiability. The fuzzy configuration of this method is also introduced. Numerical results using DIBBDF are presented and compared with the existing method. It is clearly shown that the proposed method obtains good numerical results and suitable for solving FDEs.

Solving Nonstiff Higher Order Odes Using Variable Order Step Size Backward Difference Directly

The current numerical techniques for solving a system of higher order ordinary differential equations (ODEs) directly calculate the integration coefficients at every step. Here, we propose a method to solve higher order ODEs directly by calculating the integration coefficients only once at the beginning of the integration and if required once more at the end. The formulae will be derived in terms of backward difference in a constant step size formulation. The method developed will be validated by solving some higher order ODEs directly using variable order step size. To simplify the evaluations of the integration coefficients, we find the relationship between various orders. The results presented confirmed our hypothesis.

A numerical algorithm for solving stiff ordinary differential equations

An advanced method using block backward differentiation formula (BBDF) is introduced with efficient strategy in choosing the step size and order of the method. Variable step and variable order block backward differentiation formula (VSVO-BBDF) approach is applied throughout the numerical computation. The stability regions of the VSVO-BBDF method are investigated and presented in distinct graphs. The improved performances in terms of accuracy and computation time are presented in the numerical results with different sets of test problems. Comparisons are made between the proposed method and MATLAB’s suite of ordinary differential equations (ODEs) solvers, namely, ode15s and ode23s.

Diagonally Implicit Block Backward Differentiation Formulas for Solving Ordinary Differential Equations

This paper focuses on the derivation of diagonally implicit two-point block backward differentiation formulas (DI2BBDF) for solving first-order initial value problem (IVP) with two fixed points. The method approximates the solution at two points simultaneously. The implementation and the stability of the proposed method are also discussed. A performance of the DI2BBDF is compared with the existing methods.

Derivation of diagonally implicit block backward differentiation formulas for solving stiff initial value problems

The diagonally implicit 2-point block backward differentiation formulas (DI2BBDF) of order two, order three, and order four are derived for solving stiff initial value problems (IVPs). The stability properties of the derived methods are investigated. The implementation of the method using Newton iteration is also discussed. The performance of the proposed methods in terms of maximum error and computational time is compared with the fully implicit block backward differentiation formulas (FIBBDF) and fully implicit block extended backward differentiation formulas (FIBEBDF). The numerical results show that the proposed method outperformed both existing methods.

An improved 2-point block backward differentiation formula for solving stiff initial value problems

A new block method that generates two values simultaneously is developed for the integration of stiff initial value problems. The method is proven to be A – stable and is a super class of the 2 – point block backward differentiation formula (BBDF). A comparison is made between the method, 1 point backward differentiation formula (BDF) and the 2 point BBDF methods. The numerical results indicate that the new method outperformed the 1 point BDF and the 2 point BBDF methods in terms of accuracy and stability. The total number of steps to complete the integration by the 1 point BDF method is reduced to half. Computation time for the method is also competitive.

Solution of Higher-Order ODEs Using Backward Difference Method

The current numerical technique for solving a system of higher-order ordinary differential equations (ODEs) is to reduce it to a system of first-order equations then solving it using first-order ODE methods. Here, we propose a method to solve higher-order ODEs directly. The formulae will be derived in terms of backward difference in a constant stepsize formulation. The method developed will be validated by solving some higher-order ODEs directly with constant stepsize. To simplify the evaluations of the integration coefficients, we find the relationship between various orders. The result presented confirmed our hypothesis.

An Accurate Block Solver for Stiff Initial Value Problems

New implicit block formulae that compute solution of stiff initial value problems at two points simultaneously are derived and implemented in a variable step size mode. The strategy for changing the step size for optimum performance involves halving, increasing by a multiple of 1.7, or maintaining the current step size. The stability analysis of the methods indicates their suitability for solving stiff problems. Numerical results are given and compared with some existing backward differentiation formula algorithms. The results indicate an improvement in terms of accuracy.

Hybrid methods for direct integration of special third order ordinary differential equations

Abstract In this paper we present a new class of direct numerical integrators of hybrid type for special third order ordinary differential equations (ODEs), y ′ ′ ′ = f ( x , y ) ; namely, hybrid methods for solving third order ODEs directly (HMTD). Using the theory of B-series, order of convergence of the HMTD methods is investigated. The main result of the paper is a theorem that generates algebraic order conditions of the methods that are analogous to those of two-step hybrid method. A three-stage explicit HMTD is constructed. Results from numerical experiment suggest the superiority of the new method over several existing methods considered in the paper.