Two-point block backward differentiation formula for solving higher order ordinary differential equations

This thesis focuses on solving higher order Ordinary Differential Equations (ODEs) directly using the Block Backward Differentiation Formula (BBDF) method. The BBDF method approximates the solution at two points concurrently. Implementation of this method is done by using equidistant stepsize on the...

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Main Author: Zainuddin, Nooraini
Format: Thesis
Language:English
English
Published: 2011
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/25950/
http://psasir.upm.edu.my/id/eprint/25950/1/FS%202011%2073R.pdf
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author Zainuddin, Nooraini
author_facet Zainuddin, Nooraini
author_sort Zainuddin, Nooraini
building UPM Institutional Repository
collection Online Access
description This thesis focuses on solving higher order Ordinary Differential Equations (ODEs) directly using the Block Backward Differentiation Formula (BBDF) method. The BBDF method approximates the solution at two points concurrently. Implementation of this method is done by using equidistant stepsize on the set of stiff problems. The first part of the thesis gives the derivation of the BBDF method for solving second order and third order stiff ODEs directly. The algorithms are written in C language and the numerical results of these methods are compared to that of reducing it to a system of first order ODEs and solves using the first order ODEs method. The subsequent part of the thesis discusses in detail the stability properties of the BBDF method which are given in the previous part. The stability properties justify the efficiency of the BBDF method as used in solving stiff problems. The illustrations of the stability region are provided. Finally, this thesis zooms into the implementation of the BBDF method using the variable order algorithm for the solution of second order stiff ODEs directly. The variable order strategies for the BBDF method is elaborated and the numerical result of the variable order BBDF method is compared with the variable order method which is available in MATLAB. In conclusion, the results show that BBDF method reduces the total number of steps and the time execution when compared to the nonblock first order ODEs method. Therefore, these new methods present significant alternatives for solving higher order ODEs directly.
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format Thesis
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institution Universiti Putra Malaysia
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language English
English
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publishDate 2011
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spelling upm-259502022-01-26T05:19:36Z http://psasir.upm.edu.my/id/eprint/25950/ Two-point block backward differentiation formula for solving higher order ordinary differential equations Zainuddin, Nooraini This thesis focuses on solving higher order Ordinary Differential Equations (ODEs) directly using the Block Backward Differentiation Formula (BBDF) method. The BBDF method approximates the solution at two points concurrently. Implementation of this method is done by using equidistant stepsize on the set of stiff problems. The first part of the thesis gives the derivation of the BBDF method for solving second order and third order stiff ODEs directly. The algorithms are written in C language and the numerical results of these methods are compared to that of reducing it to a system of first order ODEs and solves using the first order ODEs method. The subsequent part of the thesis discusses in detail the stability properties of the BBDF method which are given in the previous part. The stability properties justify the efficiency of the BBDF method as used in solving stiff problems. The illustrations of the stability region are provided. Finally, this thesis zooms into the implementation of the BBDF method using the variable order algorithm for the solution of second order stiff ODEs directly. The variable order strategies for the BBDF method is elaborated and the numerical result of the variable order BBDF method is compared with the variable order method which is available in MATLAB. In conclusion, the results show that BBDF method reduces the total number of steps and the time execution when compared to the nonblock first order ODEs method. Therefore, these new methods present significant alternatives for solving higher order ODEs directly. 2011-10 Thesis NonPeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/25950/1/FS%202011%2073R.pdf Zainuddin, Nooraini (2011) Two-point block backward differentiation formula for solving higher order ordinary differential equations. Masters thesis, Universiti Putra Malaysia. Differential equations - Numerical solutions English
spellingShingle Differential equations - Numerical solutions
Zainuddin, Nooraini
Two-point block backward differentiation formula for solving higher order ordinary differential equations
title Two-point block backward differentiation formula for solving higher order ordinary differential equations
title_full Two-point block backward differentiation formula for solving higher order ordinary differential equations
title_fullStr Two-point block backward differentiation formula for solving higher order ordinary differential equations
title_full_unstemmed Two-point block backward differentiation formula for solving higher order ordinary differential equations
title_short Two-point block backward differentiation formula for solving higher order ordinary differential equations
title_sort two-point block backward differentiation formula for solving higher order ordinary differential equations
topic Differential equations - Numerical solutions
url http://psasir.upm.edu.my/id/eprint/25950/
http://psasir.upm.edu.my/id/eprint/25950/1/FS%202011%2073R.pdf