An Application of Modified Predictor-Corrector Method

2004 ◽  
Author(s):  
Mladen Mesˇtrovic´
Keyword(s):  
Initial Value Problems ◽  
Numerical Solutions ◽  
Integration Method ◽  
Convex Combination ◽  
Numerical Algorithms ◽  
Initial Value ◽  
Linear Convex Combination ◽  
Weighting Coefficients ◽  
Predictor Corrector ◽  
The Relationship

The explicit numerical integration method, introduced and proposed in the paper given by Chiou and Wu [1], is further developed. The method is based on the relationship that m-step Adams-Moulton method is linear convex combination of the (m − 1)-step Adams-Moulton and m-step Adams-Bashforth method with a fixed weighting coefficients. The general form taken from Chiou and Wu [1] is used to evaluate the recurrence expressions using the different number of previous mesh points. The explicit expressions are given for modified 3-step predictor-corrector method. The numerical algorithms are given for first and second-order nonlinear initial value problems and for system of ordinary differential equations. Some numerical examples, for different kind of problems, are used to demonstrate the efficiency and the accuracy of the proposed numerical method. The calculated numerical solutions show superiority of presented modified predictor-corrector method to standard Adams-Bashforth-Moulton predictor-corrector method.

Continuous linear multistep method for the general solution of first order initial value problems for Volterra integro-differential equations

2018 ◽  
Vol 14 (5) ◽  
pp. 960-969
Author(s):  
Nathaniel Mahwash Kamoh ◽  
Terhemen Aboiyar
Keyword(s):  
General Solution ◽  
Approximation Method ◽  
Legendre Polynomial ◽  
Basis Function ◽  
Initial Value Problems ◽  
Block Method ◽  
Initial Value ◽  
Content Type ◽  
First Order ◽  
Predictor Corrector

Purpose The purpose of this paper is to develop a block method of order five for the general solution of the first-order initial value problems for Volterra integro-differential equations (VIDEs). Design/methodology/approach A collocation approximation method is adopted using the shifted Legendre polynomial as the basis function, and the developed method is applied as simultaneous integrators on the first-order VIDEs. Findings The new block method possessed the desirable feature of the Runge–Kutta method of being self-starting, hence eliminating the use of predictors. Originality/value In this paper, some information about solving VIDEs is provided. The authors have presented and illustrated the collocation approximation method using the shifted Legendre polynomial as the basis function to investigate solving an initial value problem in the class of VIDEs, which are very difficult, if not impossible, to solve analytically. With the block approach, the non-self-starting nature associated with the predictor corrector method has been eliminated. Unlike the approach in the predictor corrector method where additional equations are supplied from a different formulation, all the additional equations are from the same continuous formulation which shows the beauty of the method. However, the absolute stability region showed that the method is A-stable, and the application of this method to practical problems revealed that the method is more accurate than earlier methods.

A Universal Predictor-corrector Algorithm for Numerical Simulation of Generalized Fractional Differential Equations

2021 ◽  
Author(s):  
Zaid Odibat
Keyword(s):  
Numerical Simulation ◽  
Fractional Derivatives ◽  
Fractional Integral ◽  
Differential Operators ◽  
Numerical Solutions ◽  
Fractional Operators ◽  
Initial Value ◽  
Generalized Fractional Integral ◽  
Fractional Differential ◽  
Predictor Corrector

Abstract This study introduces some remarks on generalized fractional integral and differential operators, that generalize some familiar fractional integral and derivative operators, with respect to a given function. We briefly explain how to formulate representations of generalized fractional operators. Then, mainly, we propose a predictor-corrector algorithm for the numerical simulation of initial value problems involving generalized Caputo-type fractional derivatives with respect to another function. Numerical solutions of some generalized Caputo-type fractional derivative models have been introduced to demonstrate the applicability and efficiency of the presented algorithm. The proposed algorithm is expected to be widely used and utilized in the field of simulating fractional-order models.

scholarly journals Numerical Solutions of Odd Order Linear and Nonlinear Initial Value Problems Using a Shifted Jacobi Spectral Approximations

2012 ◽  
Vol 2012 ◽  
pp. 1-25 ◽  
Author(s):  
A. H. Bhrawy ◽  
M. A. Alghamdi
Keyword(s):  
Galerkin Method ◽  
Initial Value Problems ◽  
Numerical Solutions ◽  
Initial Conditions ◽  
Variable Coefficients ◽  
Solution Technique ◽  
Initial Value ◽  
Spectral Approximations ◽  
Base Functions ◽  
And Performance

A shifted Jacobi Galerkin method is introduced to get a direct solution technique for solving the third- and fifth-order differential equations with constant coefficients subject to initial conditions. The key to the efficiency of these algorithms is to construct appropriate base functions, which lead to systems with specially structured matrices that can be efficiently inverted. A quadrature Galerkin method is introduced for the numerical solution of these problems with variable coefficients. A new shifted Jacobi collocation method based on basis functions satisfying the initial conditions is presented for solving nonlinear initial value problems. Through several numerical examples, we evaluate the accuracy and performance of the proposed algorithms. The algorithms are easy to implement and yield very accurate results.

scholarly journals Relationship between Sumudu and Some Efficient Integral Transforms

2020 ◽  
Vol 9 (3) ◽  
pp. 153-159 ◽  
Keyword(s):  
Infinite Series ◽  
Initial Value Problems ◽  
Integral Transforms ◽  
Renewal Equation ◽  
Physical Explanation ◽  
Initial Value ◽  
Gamma Functions ◽  
Improper Integrals ◽  
The Relationship

Nowadays integral transforms are most appropriate techniques for finding the solution of typical problems because these techniques convert them into simpler problems. Finding the solution of initial value problems is the main use of integral transforms. However, there are so many other applications of integral transforms in different areas of mathematics and statistics such as in solving improper integrals of first kind, evaluating the sum of the infinite series, developing the relationship between Beta and Gamma functions, solving renewal equation etc. In this paper, scholars established the relationship between Sumudu and some efficient integral transforms. The application section of this paper has tabular representation of integral transforms of some regularly used functions to demonstrate the physical explanation of relationship between Sumudu and mention integral transforms.

scholarly journals An efficient 4-step block method for solution of first order initial value problems via shifted chebyshev polynomial

2021 ◽  
Vol 1 (2) ◽  
pp. 25-36
Author(s):  
Isah O. ◽  
Salawu S. ◽  
Olayemi S. ◽  
Enesi O.
Keyword(s):  
Exact Solution ◽  
Initial Value Problems ◽  
Numerical Solutions ◽  
Test Problems ◽  
Block Method ◽  
Initial Value ◽  
Order Zero ◽  
First Order ◽  
Continuous Scheme ◽  
Shifted Chebyshev Polynomial

In this paper, we develop a four-step block method for solution of first order initial value problems of ordinary differential equations. The collocation and interpolation approach is adopted to obtain a continuous scheme for the derived method via Shifted Chebyshev Polynomials, truncated after sufficient terms. The properties of the proposed scheme such as order, zero-stability, consistency and convergence are also investigated. The derived scheme is implemented to obtain numerical solutions of some test problems, the result shows that the new scheme competes favorably with exact solution and some existing methods.

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