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Research ArticleBlock Hybrid Collocation Method with Application toFourth Order Differential Equations
Lee Ken Yap1,2 and Fudziah Ismail2
1Department of Mathematical and Actuarial Sciences, Universiti Tunku Abdul Rahman, Setapak, 53300 Kuala Lumpur, Malaysia2Department of Mathematics and Institute for Mathematical Research, Universiti Putra Malaysia (UPM),43400 Serdang, Selangor, Malaysia
Correspondence should be addressed to Lee Ken Yap; [email protected]
Received 10 July 2014; Revised 22 November 2014; Accepted 25 November 2014
Academic Editor: MarΜΔ±a Isabel Herreros
Copyright Β© 2015 L. K. Yap and F. Ismail. This is an open access article distributed under the Creative Commons AttributionLicense, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properlycited.
The block hybrid collocation method with three off-step points is proposed for the direct solution of fourth order ordinarydifferential equations. The interpolation and collocation techniques are applied on basic polynomial to generate the main andadditional methods. These methods are implemented in block form to obtain the approximation at seven points simultaneously.Numerical experiments are conducted to illustrate the efficiency of themethod.Themethod is also applied to solve the fourth orderproblem from ship dynamics.
1. Introduction
Fourth order ordinary differential equations (ODEs) arisein several fields such as fluid dynamics (see [1]), beamtheory (see [2, 3]), electric circuits (see [4]), ship dynamics(see [5β7]), and neural networks (see [8]). Therefore, manytheoretical andnumerical studies dealingwith such equationshave appeared in the literature.
Here, we consider general fourth order ordinary differen-tial equations:
π¦(4)
= π (π‘, π¦, π¦, π¦, π¦) (1)
with the initial conditionsπ¦ (π) = π¦0, π¦
(π) = π¦
0,
π¦(π) = π¦
0 , π¦
(π) = π¦
0 , π‘ β [π, π] .
(2)
Conventionally, fourth order problems (1) are reduced tosystem of first order ODEs and solved with the methodsavailable in the literature. Many investigators [2, 9, 10]remarked the drawback of this approach as it requiresheavier computational work and longer execution time.Thus,the direct approach on higher order ODEs has attractedconsiderable attention.
Recent developments have led to the implementation ofcollocation method for the direct solution of fourth orderODEs (1). Awoyemi [9] proposed a multiderivative colloca-tion method to obtain the approximation of π¦ at π‘π+4.Moreover, Kayode [11, 12] developed collocation methods forthe approximation of π¦ at π‘π+5 with the predictor of ordersfive and six, respectively. These schemes [9, 11, 12] are imple-mented in predictor-corrector mode with the employmentof Taylor series expansions for the computation of startingvalues. Jator [2] remarked that the implementation of theseschemes is more costly since the subroutines for incorporat-ing the starting values lead to lengthy computational time.Thus, some attempts have been made on the self-startingcollocation method which eliminates the requirement ofeither predictors or starting values from other methods. Jator[2] derived a collocation multistep method and used it togenerate a new self-starting finite difference method. On theother hand, Olabode and Alabi [13] developed a self-startingdirect block method for the approximation of π¦ at π‘π+π, π =1, 2, 3, 4.
Here, we are going to derive a block hybrid collocationmethod for the direct solution of general fourth order ODEs(1). The method is extended from the line proposed by Jator[14] and Yap et al. [15]. We apply the interpolation and
Hindawi Publishing CorporationMathematical Problems in EngineeringVolume 2015, Article ID 561489, 6 pageshttp://dx.doi.org/10.1155/2015/561489
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2 Mathematical Problems in Engineering
collocation technique on basic polynomials to derive themain and additional methods which are combined and usedas block hybrid collocation method. This method generatesthe approximation of π¦ at four main points and three off-steppoints concurrently.
2. Derivation of Block HybridCollocation Methods
The hybrid collocation method that generates the approxi-mations to the general fourth order ODEs (1) is defined asfollows:
π
β
π=0
πΌππ¦π+π +
3
β
π=1
πΌ]ππ¦π+]π
= β4(
π
β
π=0
π½πππ+π +
3
β
π=1
π½]πππ+]π) .
(3)
We approximate the solution by considering the interpolatingfunction
π (π‘) =
π+π β1
β
π=0
πππ‘π, (4)
where π‘ β [π, π], ππ are unknown coefficients to be deter-mined, π is the number of interpolations for 4 β€ π β€ π, andπ is the number of distinct collocation points with π > 0.The continuous approximation is constructed by imposingthe conditions as follows:
π (π‘π+π) = π¦π+π, π = 0, 1, 2, . . . , π β 1, (5)
π(4)
(π‘π+π) = ππ+π, π = {π, ]1, ]2, ]3} , π = 0, 1, 2, . . . , π,(6)
where ]1, ]2, and ]3 are not integers. By considering π = 4 andπ = 8, we interpolate (5) at the points π‘π, π‘π+1, π‘π+2, and π‘π+3and collocate (6) at the points π‘π, π‘π+1/2, π‘π+1, π‘π+3/2, π‘π+2, π‘π+5/2,π‘π+3, and π‘π+4.This leads to a systemof twelve equationswhichis solved byMathematica.The values ofππ are substituted into(4) to develop the multistep method:
π (π‘) =
π
β
π=0
πΌππ¦π+π + β4(
π
β
π=0
π½πππ+π +
3
β
π=1
π½]πππ+]π) , (7)
where πΌπ, π½π, and π½]π are constant coefficients. Hence, theblock hybrid collocation method can be derived as follows.
Main Method. Consider the following
π¦π+4 = 4π¦π+3 β 6π¦π+2 + 4π¦π+1 β π¦π +β4
15120
Γ (19ππ + 1804ππ+1 + 2560ππ+3/2 + 6354ππ+2
+ 2560ππ+5/2 + 1804ππ+3 + 19ππ+4) .
(8)
Additional Method. Consider the following
π¦π+1/2 =1
16π¦π+3 β
5
16π¦π+2 +
15
16π¦π+1 +
5
16π¦π +
β4
7741440
Γ (75ππ β 25032ππ+1/2 β 122530ππ+1
β 107760ππ+3/2 β 43080ππ+2 β 3880ππ+5/2
β 198ππ+3 + 5ππ+4) ,
π¦π+3/2 = β1
16π¦π+3 +
9
16π¦π+2 +
9
16π¦π+1 β
1
16π¦π +
β4
430080
Γ (ππ + 260ππ+1/2 + 2311ππ+1 + 4936ππ+3/2
+ 2311ππ+2 + 260ππ+5/2 + ππ+3) ,
π¦π+5/2 =5
16π¦π+3 +
15
16π¦π+2 β
5
16π¦π+1 +
1
16π¦π β
β4
7741440
Γ (23ππ + 4680ππ+1/2 + 41330ππ+1
+ 110000ππ+3/2 + 120780ππ+2 + 25832ππ+5/2
β 250ππ+3 + 5ππ+4) .
(9)
Thegeneral fourth order differential equations involve thefirst, second, and third derivatives. In order to generate theformula for the derivatives, the values of ππ are substitutedinto
π(π‘) =
π+π β1
β
π=1
ππππ‘πβ1
,
π(π‘) =
π+π β1
β
π=2
π (π β 1) πππ‘πβ2
,
π
(π‘) =
π+π β1
β
π=3
π (π β 1) (π β 2) πππ‘πβ3
.
(10)
This is obtained by imposing that
π(π‘) =
1
β(
π
β
π=0
πΌ
ππ¦π+π + β4
Γ (
π
β
π=0
π½
πππ+π +
3
β
π=1
π½
]πππ+]π)) ,
(11)
π(π‘) =
1
β2(
π
β
π=0
πΌ
π π¦π+π + β4
Γ (
π
β
π=0
π½
π ππ+π +
3
β
π=1
π½
]πππ+]π)) ,
(12)
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Mathematical Problems in Engineering 3
Table 1: Coefficients πΌπ and π½π for the method (11) evaluated at π‘π+π/2 for π = 0, 1, . . . , 6 and π‘π+4.
π‘ π¦π π¦π+1 π¦π+2 π¦π+3 ππ ππ+1/2 ππ+1 ππ+3/2 ππ+2 ππ+5/2 ππ+3 ππ+4
π‘π β11
63 β
3
2
1
3β
3397
3326400β
146
3465β
16201
166320β
116
1485β
3089
110880β
26
7425
1
23760β
1
665280
π‘π+1/2 β23
24
7
8
1
8β
1
24
7
12165120
114727
13305600
636767
31933440
2461
295680
28903
6082560β
127
1995840
179
1900800β
593
255467520
π‘π+1 β1
3β1
21 β
1
6
127
9979200
113
34650
13613
498960
5827
155925
503
36960
569
311850β
71
2494800
1
1425600
π‘π+3/2
1
24β9
8
9
8β
1
24β
197
17031168β
13
42240β
4231
1064448β
409
1900800
4079
946176
41
266112
481
10644480β
409
425779200
π‘π+2
1
6β1
1
2
1
3
13
3326400β
89
51975β
6913
498960β
214
5775β
9157
332640β
491
155925β
31
831600
1
1425600
π‘π+5/2
1
24β1
8β7
8
23
24β
2359
182476800β
13
42240β
17971
4561920β
74749
7983360β
271477
14192640β
179503
19958400
23
285120β
593
255467520
π‘π+3 β1
3
3
2β3
11
6
1
95040
113
34650
4721
166320
23
297
10859
110880
871
20790
893
831600β
1
665280
π‘π+4 β11
67 β
19
2
13
3
2159
285120β
146
3465
36541
99792
2956
155925
3697
3168
2918
31185
33047
71280
85741
9979200
Table 2: Coefficients πΌπ and π½π for the method (12) evaluated at π‘π+π/2 for π = 0, 1, . . . , 6 and π‘π+4.
π‘ π¦π π¦π+1 π¦π+2 π¦π+3 ππ ππ+1/2 ππ+1 ππ+3/2 ππ+2 ππ+5/2 ππ+3 ππ+4
π‘π 2 β5 4 β11597
100800
169
675
4439
15120
446
1575
1601
30240
37
1575β
71
25200
23
302400
π‘π+1/2
3
2β7
2
5
2β1
2β
1973
3225600
107
19200
1933
15120
65911
604800
14927
322560
437
134400
439
1209600β
13
1382400
π‘π+1 1 β2 1 01
12096β
107
9450β
185
3024β
7
675β
29
30240
1
1890β
1
8400
1
302400
π‘π+3/2
1
2β1
2β1
2
1
2β
59
2419200β
5753
1209600β
4253
96768β
13411
120960β
4253
96768β
5753
1209600β
59
24192000
π‘π+2 0 1 β2 1 β1
3024000 1
5040β
8
675β
121
2016β
8
675
1
5040β
1
302400
π‘π+5/2 β1
2
5
2β7
2
3
2
109
3225600
5753
1209600
10399
241920
68459
604800
120527
967680
1223
172800β
569
604800
13
1382400
π‘π+3 β1 4 β5 2 β47
302400
107
9450
401
5040
1177
4725
9683
30240
2251
9450
1399
75600β
23
302400
π‘π+4 β2 7 β8 310247
302400β169
675
1121
1008β146
105
18653
6048β1781
1575
106483
75600
143
2880
π
(π‘) =1
β3(
π
β
π=0
πΌ
π π¦π+π + β4
Γ(
π
β
π=0
π½
π ππ+π +
3
β
π=1
π½
]π ππ+]π)) .
(13)
The formula for the first, second, and third derivatives isdepicted in Tables 1, 2, and 3, respectively.
3. Order and Stability Properties
Following the idea of Henrici [16] and Jator [2, 14], the lineardifference operator associated with (3) is defined as
πΏ [π¦ (π‘) ; β] =
π
β
π=0
[πΌππ¦ (π‘ + πβ) β β4π½ππ¦(4)
(π‘ + πβ)]
+
3
β
π=1
[πΌ]ππ¦ (π‘ + ]πβ) β β4π½]ππ¦(4)
(π‘ + ]πβ)] ,
(14)
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4 Mathematical Problems in Engineering
Table 3: Coefficients πΌπ and π½π for the method (13) evaluated at π‘π+π/2 for π = 0, 1, . . . , 6 and π‘π+4.
π‘ π¦π π¦π+1 π¦π+2 π¦π+3 ππ ππ+1/2 ππ+1 ππ+3/2 ππ+2 ππ+5/2 ππ+3 ππ+4
π‘π β1 3 β3 1 β33569
226800β2357
3150β
275
4536β
8747
14175
61
360β
3317
28350
2507
113400β
19
32400
π‘π+1/2 β1 3 β3 1139673
29030400β
35453
201600β
789907
1451520β134153
907200β
9473
64512
26767
1814400β
5101
1036800
3601
29030400
π‘π+1 β1 3 β3 1 β239
226800
73
3150β
739
5670β
4577
14175β
61
1260β
647
28350
34
14175β
13
226800
π‘π+3/2 β1 3 β3 114393
29030400
1027
201600
160589
1451520
1201
129600β
40357
322560
2767
1814400β
14107
7257600
1201
29030400
π‘π+2 β1 3 β3 1 β89
226800
43
3150
1553
22680
4213
14175
379
2520β
131
4050
347
113400β
13
226800
π‘π+5/2 β1 3 β3 12399
4147200
1027
201600
30025
290304
184567
907200
161531
322560
355087
1814400β
66427
7257600
3601
29030400
π‘π+3 β1 3 β3 1 β359
226800
73
3150
29
810
5023
14175
67
252
18553
28350
2389
14175β
19
32400
π‘π+4 β1 3 β3 121631
226800β2357
3150
61601
22680β70187
14175
17131
2520β126197
28350
45341
16200
55067
226800
whereπ¦(π‘) is an arbitrary function that is sufficiently differen-tiable. Expanding the test functions π¦(π‘ + πβ) and π¦(4)(π‘ + πβ)about π‘ and collecting the terms we obtain
πΏ [π¦ (π₯) ; β] = πΆ0π¦ (π₯) + πΆ1βπ¦(π₯) + β β β + πΆπβ
ππ¦(π)
(π₯) + β β β
(15)
whose coefficients πΆπ for π = 0, 1, . . . are constants and givenas
πΆ0 =
π
β
π=0
πΌπ +
3
β
π=1
πΌ]π ,
πΆ1 =
π
β
π=1
ππΌπ +
3
β
π=1
]ππΌ]π ,
.
.
.
πΆπ =1
π!
[
[
π
β
π=1
πππΌπ +
3
β
π=1
]πππΌ]π β π (π β 1)
Γ (π β 2) (π β 3)(
π
β
π=1
ππβ4
π½π +
3
β
π=1
]πβ4π
π½]π)]
]
.
(16)
According to Jator [2], the linear multistep method is said tobe of order π if
πΆ0 = πΆ1 = β β β = πΆπ+3 = 0, πΆπ+4 ΜΈ= 0. (17)
The main method (8) and the additional methods (9)are the order eight methods with the error constants;πΆ12 are β1/207360, β13/679477248, β1/7927234560, and29/4756340736, respectively. With the order π > 1, westipulate the consistency of the method (see [2, 16]).
In the sense of Jator [2], the hybrid methods (8)-(9) arenormalized in block form to analyze the zero stability. Thefirst characteristic polynomial is defined as
π (π§) = Det [π§π΄(0) β π΄(1)] = π§6 (π§ β 1) (18)
with
π΄(0)
= 7 Γ 7 Identity matrix,
π΄(1)
=
[[[[[[[[[[[[[[[[[[[[[[[[[
[
0 β5
40 β
5
20 β
10
3
5
16
022
30
44
30
176
9β11
6
01
40
1
20
2
3β
1
16
0 β8 0 β16 0 β64
32
0 β1
40 β
1
20 β
2
3
1
16
0 4 0 8 032
3β1
0 4 0 8 032
3β1
]]]]]]]]]]]]]]]]]]]]]]]]]
]
.
(19)
Since the roots of (18) satisfy |π§π| β€ 1 for π = 1, 2, . . . , 7,the method is zero stable.
4. Numerical Experiment
The following problems are solved numerically to illustratethe efficiency of the block hybrid collocation method.
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Mathematical Problems in Engineering 5
Table 4: Numerical results for Problem 1.
β Method Absolute error at π‘ = 2
0.1BHCM4 1.74 (β8)Adams 2.11 (β3)Jator 1.26 (β4)
0.05BHCM4 8.45 (β11)Adams 5.37 (β4)Jator 1.91 (β6)
0.025BHCM4 3.69 (β13)Adams 5.09 (β5)Jator 2.96 (β8)
0.02BHCM4 7.11 (β14)Adams 2.25 (β5)Jator 8.65 (β9)
Problem 1. Consider the linear fourth order problem (see[2]):
π¦(4)
= π¦
+ π¦+ π¦+ 2π¦, 0 β€ π‘ β€ 2,
π¦ (0) = π¦(0) = π¦
(0) = 0, π¦
(0) = 30,
(20)
and theoretical solution: π¦(π‘) = 2π2π‘ β 5πβπ‘ + 3 cos π‘ β 9 sin π‘.
Problem 2. Consider the nonlinear fourth order problem (see[9]):
π¦(4)
= (π¦)2β π¦π¦
β 4π‘2+ ππ‘(1 + π‘
2β 4π‘) , 0 β€ π‘ β€ 1,
π¦ (0) = π¦(0) = 1, π¦
(0) = 3, π¦
(0) = 1,
(21)
and theoretical solution: π¦(π‘) = π‘2 + ππ‘.
The block hybrid collocation method is implementedtogether with the Mathematica built-in packages,namely, Solve and FindRoot for the solution of linearand nonlinear problems, respectively.
The performance comparison between block hybrid col-location method with the existing methods [2, 9] and theAdams Bashforth-Adams Moulton method is presented inTables 4 and 5.The following notations are used in the tables:
h: step size;
BHCM4: block hybrid collocation method;
Adams: Adams Bashforth-Adams Moulton method;
Awoyemi: multiderivative collocation method inAwoyemi [9];
Jator: finite difference method in Jator [2].
Tables 4 and 5 show the superiority of BHCM4 in terms ofaccuracy over the existing Adams method, Jator finite differ-ence method [2], and Awoyemi multiderivative collocationmethod [9].
Table 5: Numerical results for Problem 2.
β Method Absolute error at π‘ = 1
0.2BHCM4 2.38 (β12)Adams 5.01 (β7)Awoyemi 5.84 (β4)
0.1BHCM4 1.95 (β14)Adams 2.44 (β6)Awoyemi 9.26 (β5)
Table 6: Performance comparison for Wu equation with π = 0.
β Method Absolute error at π‘ = 15
0.25BHCM4 5.2 (β7)Adams 4.9 (β3)Twizell 1.9 (β4)
0.1BHCM4 2.8 (β10)Adams 8.4 (β5)Cortell 3.7 (β5)
5. Application to Problem fromShip Dynamics [5β7]
The proposed method is also applied to solve a physicalproblem from ship dynamics. As stated by Wu et al. [5],when a sinusoidal wave of frequencyΞ© passes along a ship oroffshore structure, the resultant fluid actions vary with timeπ‘. In a particular case study by Wu et al. [5], the fourth orderproblem is defined as
π¦(4)
+ 3π¦+ π¦ (2 + π cos (Ξ©π‘)) = 0, π‘ > 0, (22)
which is subjected to the following initial conditions:
π¦ (0) = 1, π¦(0) = π¦
(0) = π¦
(0) = 0, (23)
where π = 0 for the existence of the theoretical solution,π¦(π‘) = 2 cos π‘βcos(π‘β2).The theoretical solution is undefinedwhen π ΜΈ= 0 (see [6]).
In the literature, some numerical methods for solvingfourth order ODEs have been extended to solve the problemfrom ship dynamics. Numerical investigation was presentedin Twizell [6] and Cortell [7] concerning the fourth orderODEs (22) for the cases π = 0 and π = 1withΞ© = 0.25(β2β1).Instead of solving the fourth order ODEs directly, Twizell[6] and Cortell [7] considered the conventional approach ofreduction to systemof first orderODEs. Twizell [6] developeda family of numerical methods with the global extrapolationto increase the order of the methods. On the other hand,Cortell [7] proposed the extension of the classical Runge-Kutta method.
Table 6 shows the comparison in terms of accuracy for π¦at the end point π‘ = 15. BHCM4 manages to achieve betteraccuracy compared to Adams Bashforth-Adams Moultonmethod, Twizell [6], and Cortell [7] when β = 0.25 andβ = 0.1, respectively.
Figure 1 depicts the numerical solution for Wu equation(22) with π = 1 and Ξ© = 0.25(β2 β 1) in the interval
-
6 Mathematical Problems in Engineering
2 4 6 8 10 12 14
t
β40
β20
20
y(t)
NDSolve
BHCM4, h = 0.1Cortell, h = 0.1
Figure 1: Response curve for Wu equation with π = 1, Ξ© =0.25(β2 β 1).
[0, 15]. The solutions obtained by BHCM4 are in agreementwith the observation of Cortell [7] andMathematica built-inpackage NDSolve.
6. Conclusion
As indicated in the numerical results, the block hybrid collo-cation method has significant improvement over the existingmethods. Furthermore, it is applicable for the solution ofphysical problem from ship dynamics.
As a conclusion, the block hybrid collocation methodis proposed for the direct solution of general fourth orderODEs whereby it is implemented as self-starting method thatgenerates the solution of π¦ at four main points and three off-step points concurrently.
Conflict of Interests
The authors declare that there is no conflict of interestsregarding the publication of this paper.
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