Sains Malaysiana 35(2): 63-68 (2006)

 

Direct Integration Implicit Variable Steps Method for Solving Higher

Order Systems of Ordinary Differential Equations Directly

(Kaedah Kamiran Terus Langkah Berubah Tersirat Bagi Menyelesaikan Sistem

Persamaan Terbitan Peringkat Tinggi Secara Langsung)

 

 

Zanariah Abdul Majid

Institut Perguruan Teknik

Jalan Yaacob Latif, Bandar Tun Razak

56000 Kuala Lumpur

 

Mohamed Suleiman

Mathematics Department

Faculty of Science

Universiti Putra Malaysia

43400 Serdang, Selangor D.E. 

 

Abstract    

 In this paper, a direct integration implicit variable step size method in the form of Adams Moulton Method is developed for solving directly the second order system of ordinary differential equations (ODEs) using variable step size. The existing multistep method involves the computations of the divided differences and integration coefficients in the code when using the variable step size or variable step size and order. The idea of  developing this method is to store all the coefficients involved in the code. Thus, this strategy can avoid the lengthy computation of the coefficients during the implementation of the code as well as to improve the execution time. Numerical results are given to compare the efficiency of the developed method with the 1-point method of variable step size and order code (1PDVSO) in Omar (1999).

 

Keywords: implicit method; variable steps method; ordinary differential equations   

 

 

Abstrak

 

Dalam makalah ini, suatu kaedah kamiran terus dengan saiz langkah berubah tersirat dalam bentuk Kaedah Adams Moulton dibangunkan bagi menyelesaikan secara terus sistem persamaan peringkat dua menerusi saiz langkah berubah. Kaedah multilangkah yang sedia ada melibatkan pengiraan beza pembahagi dan pekali kamiran dalam kod apabila menggunakan saiz langkah berubah atau saiz  langkah berubah dan peringkat. Ide di sebalik kaedah ini ialah untuk menyimpan kesemua pekali yang terlibat dalam kod. Maka strategi ini boleh menghindarkan pengiraan berpanjangan pekali berkaitan semasa implementasi kod tersebut disamping memperbaiki masa pelaksanaan. Hasil berangka diberikan untuk membandingkan keberkesanan kaedah yang telah dibangunkan itu dengan kaedah 1-titik bagi saiz langkah berubah dan  peringkat (1PDVSO) dalam Omar (1999).

 

Kata kunci: kaedah tersirat; kaedah langkah berubah; persamaan terbitan biasa 

 

RUJUKAN/REFERENCES

Bronson, R. 1973. Modern Introductory Differential Equation: Schaum’s Outline Series. USA: McGraw-Hill Book Company.

Char, B.W., Geddes, K.O., Gonnet, G.H., Leong, B.L., Monagan, M.B. and Watt, S.M. 1992, First Leaves: A Tutorial Introduction to Maple V, Waterloo Maple Publishing, Springer-Verlag.

Gear, C.W. 1971. Numerical Initial Value Problems in Ordinary Differential Equations. New Jersey: Prentice Hall, Inc.

Lambert, J.D. 1993. Numerical Methods For Ordinary Differential Systems. The Initial Value Problem. New York: John Wiley & Sons, Inc.

Omar, Z. 1999. Developing Parallel Block Methods For Solving Higher Order ODEs Directly, Ph.D. Thesis, University Putra Malaysia, Malaysia.

Roberts Jr, C.E. 1979. Ordinary Differential Equation: A Computational Approach. Prentice-Hall, Inc., Englewood Cliffs, New Jersey.

Shampine, L.F. and Gordon, M.K. 1975. Computer Solution of Ordinary Differential Equations: The Initial Value Problem, W. H. Freeman and Company, San Francisco.

Suleiman, M.B. 1979. Generalised Multistep Adams and Backward Differentiation Methods for the Solution of Stiff and Non-Stiff Ordinary Differential Equations. Ph.D. Thesis. University of Manchester.

Suleiman, M.B. 1989. Solving Higher Order ODEs Directly by the Direct Integration Method. Applied Mathematics and Computation 33: 197-219.

 

 

 

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