scholarly journals Derivation of Diagonally Implicit Block Backward Differentiation Formulas for Solving Stiff Initial Value Problems

2015 ◽  
Vol 2015 ◽  
pp. 1-13 ◽  
Author(s):  
Iskandar Shah Mohd Zawawi ◽  
Zarina Bibi Ibrahim ◽  
Khairil Iskandar Othman
Keyword(s):  
Initial Value Problems ◽  
Maximum Error ◽  
Computational Time ◽  
Initial Value ◽  
Stiff Initial Value Problems ◽  
Fully Implicit ◽  
Backward Differentiation Formulas ◽  
The Stability ◽  
Order Four ◽  
Differentiation Formulas

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.

scholarly journals A Family of High Order One-Block Methods for the Solution of Stiff Initial Value Problems

2019 ◽  
pp. 1-14
Author(s):  
I. J. Ajie ◽  
K. Utalor ◽  
P. Onumanyi
Keyword(s):  
Numerical Methods ◽  
Initial Value Problems ◽  
High Order ◽  
Numerical Implementation ◽  
Initial Value ◽  
Stiff Initial Value Problems ◽  
The Family ◽  
Block Methods ◽  
Backward Differentiation Formulas ◽  
Differentiation Formulas

In this paper, we construct a family of high order self-starting one-block numerical methods for the solution of stiff initial value problems (IVP) in ordinary differential equations (ODE). The Reversed Adams Moulton (RAM) methods, Generalized Backward Differentiation Formulas (GBDF) and Backward Differentiation Formulas (BDF) are used in the constructions. The E-transformation is applied to the triples and a family of self-starting methods are obtained. The family is for . The numerical implementation of the methods on some stiff initial value problems are reported to show the effectiveness of the methods. The computational rate of convergence tends to the theoretical order as h tends to zero.

ORDER AND CONVERGENCE OF THE ENHANCED 3-POINT FULLY IMPLICIT SUPER CLASS OF BLOCK BACKWARD DIFFERENTIATION FORMULA FOR SOLVING INITIAL VALUE PROBLEM

2021 ◽  
Vol 5 (2) ◽  
pp. 442-446
Author(s):  
Muhammad Abdullahi ◽  
Hamisu Musa
Keyword(s):  
Initial Value Problem ◽  
Initial Value Problems ◽  
Sufficient Conditions ◽  
Initial Value ◽  
Differentiation Formula ◽  
Stiff Initial Value Problems ◽  
First Order ◽  
Backward Differentiation Formula ◽  
Fully Implicit ◽  
Necessary And Sufficient

This paper studied an enhanced 3-point fully implicit super class of block backward differentiation formula for solving stiff initial value problems developed by Abdullahi & Musa and go further to established the necessary and sufficient conditions for the convergence of the method. The method is zero stable, A-stable and it is of order 5. The method is found to be suitable for solving first order stiff initial value problems

ENHANCED 3-POINT FULLY IMPLICIT SUPER CLASS OF BLOCK BACKWARD DIFFERENTIATION FORMULA FOR SOLVING STIFF INITIAL VALUE PROBLEMS

2021 ◽  
Vol 5 (2) ◽  
pp. 120-127
Author(s):  
Muhammad Abdullahi ◽  
Hamisu Musa
Keyword(s):  
Initial Value Problems ◽  
Stiff Problems ◽  
Block Method ◽  
Initial Value ◽  
Three Solutions ◽  
Differentiation Formula ◽  
Stiff Initial Value Problems ◽  
Backward Differentiation Formula ◽  
Fully Implicit ◽  
Linear And Nonlinear

This paper modified an existing 3–point block method for solving stiff initial value problems.  The modification leads to the derivation of another 3 – point block method which is suitable for solving stiff initial value problems.  The method approximates three solutions values per step and its order is 5. Different sets of formula can be generated from it by varying a parameter ρ ϵ (-1, 1) in the formula. It has been shown that the method is both Zero stable and A–Stable. Some linear and nonlinear stiff problems are solved and the result shows that the method outperformed an existing method and competes with others in terms of accuracy

scholarly journals An Accurate Block Solver for Stiff Initial Value Problems

2013 ◽  
Vol 2013 ◽  
pp. 1-10
Author(s):  
H. Musa ◽  
M. B. Suleiman ◽  
F. Ismail ◽  
N. Senu ◽  
Z. B. Ibrahim
Keyword(s):  
Initial Value Problems ◽  
Variable Step Size ◽  
Initial Value ◽  
Step Size ◽  
Differentiation Formula ◽  
Stiff Initial Value Problems ◽  
Variable Step ◽  
Compute Solution ◽  
The Stability ◽  
Size Mode

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.

scholarly journals Diagonally Implicit Block Backward Differentiation Formulas for Solving Ordinary Differential Equations

2012 ◽  
Vol 2012 ◽  
pp. 1-8 ◽  
Author(s):  
I. S. M. Zawawi ◽  
Z. B. Ibrahim ◽  
F. Ismail ◽  
Z. A. Majid
Keyword(s):  
Differential Equations ◽  
Fixed Points ◽  
Ordinary Differential Equations ◽  
Initial Value Problem ◽  
Initial Value ◽  
First Order ◽  
Backward Differentiation Formulas ◽  
The Stability ◽  
Differentiation Formulas ◽  
A Performance

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.

A New Numerical Method for Solving Stiff Initial Value Problems

2016 ◽  
Vol 03 (02) ◽  
Author(s):  
Bature Babangida ◽  
Musa H ◽  
Kane IL
Keyword(s):  
Numerical Method ◽  
Initial Value Problems ◽  
Initial Value ◽  
Stiff Initial Value Problems

scholarly journals Numerical Study on Phase-Fitted and Amplification-Fitted Diagonally Implicit Two Derivative Runge-Kutta Method for Periodic IVPS

2021 ◽  
Vol 50 (6) ◽  
pp. 1799-1814
Author(s):  
Norazak Senu ◽  
Nur Amirah Ahmad ◽  
Zarina Bibi Ibrahim ◽  
Mohamed Othman
Keyword(s):  
Fourth Order ◽  
Initial Value Problems ◽  
Numerical Experiments ◽  
Numerical Study ◽  
Kutta Method ◽  
Initial Value ◽  
First Order ◽  
Runge Kutta Method ◽  
Runge Kutta ◽  
The Stability

A fourth-order two stage Phase-fitted and Amplification-fitted Diagonally Implicit Two Derivative Runge-Kutta method (PFAFDITDRK) for the numerical integration of first-order Initial Value Problems (IVPs) which exhibits periodic solutions are constructed. The Phase-Fitted and Amplification-Fitted property are discussed thoroughly in this paper. The stability of the method proposed are also given herewith. Runge-Kutta (RK) methods of the similar property are chosen in the literature for the purpose of comparison by carrying out numerical experiments to justify the accuracy and the effectiveness of the derived method.

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