Abstract: This paper derived four newly schemes which are combined in order to form an accurate and efficient block method for parallel or sequential solution of third order ordinary differential equations of the form y''' = f(x, y, y', y''), y(α)=y0, y'(α)=β, y''(α)=η with associated initial or boundary conditions. The implementation strategies of the derived method have shown that the block method is found to be consistent, zero stable and hence convergent. The derived schemes were tested on stiff and non – stiff ordinary differential equations, and the numerical results obtained compared favorably with the exact solution.
Abstract: A block backward differentiation formula of uniform
order eight is proposed for solving first order stiff initial value
problems (IVPs). The conventional 8-step Backward Differentiation
Formula (BDF) and additional methods are obtained from the same
continuous scheme and assembled into a block matrix equation which
is applied to provide the solutions of IVPs on non-overlapping
intervals. The stability analysis of the method indicates that the
method is L0-stable. Numerical results obtained using the proposed
new block form show that it is attractive for solutions of stiff problems
and compares favourably with existing ones.
Abstract: In this paper, self-starting block hybrid method of
order (5,5,5,5)T is proposed for the solution of the special second
order ordinary differential equations with associated initial or
boundary conditions. The continuous hybrid formulations enable us
to differentiate and evaluate at some grids and off – grid points to
obtain four discrete schemes, which were used in block form for
parallel or sequential solutions of the problems. The computational
burden and computer time wastage involved in the usual reduction of
second order problem into system of first order equations are avoided
by this approach. Furthermore, a stability analysis and efficiency of
the block method are tested on stiff ordinary differential equations,
and the results obtained compared favorably with the exact solution.
Abstract: In this paper, a self starting two step continuous block
hybrid formulae (CBHF) with four Off-step points is developed using
collocation and interpolation procedures. The CBHF is then used to
produce multiple numerical integrators which are of uniform order
and are assembled into a single block matrix equation. These
equations are simultaneously applied to provide the approximate
solution for the stiff ordinary differential equations. The order of
accuracy and stability of the block method is discussed and its
accuracy is established numerically.
Abstract: A parallel block method based on Backward
Differentiation Formulas (BDF) is developed for the parallel solution
of stiff Ordinary Differential Equations (ODEs). Most common
methods for solving stiff systems of ODEs are based on implicit
formulae and solved using Newton iteration which requires repeated
solution of systems of linear equations with coefficient matrix, I -
hβJ . Here, J is the Jacobian matrix of the problem. In this paper,
the matrix operations is paralleled in order to reduce the cost of the
iterations. Numerical results are given to compare the speedup and
efficiency of parallel algorithm and that of sequential algorithm.
Abstract: The implicit block methods based on the backward
differentiation formulae (BDF) for the solution of stiff initial value
problems (IVPs) using variable step size is derived. We construct a
variable step size block methods which will store all the coefficients
of the method with a simplified strategy in controlling the step size
with the intention of optimizing the performance in terms of
precision and computation time. The strategy involves constant,
halving or increasing the step size by 1.9 times the previous step size.
Decision of changing the step size is determined by the local
truncation error (LTE). Numerical results are provided to support the
enhancement of method applied.