Abstract

The purpose of this paper is to produce an efficient zero-stable numerical method with the same order of accuracy as that of the main starting values (predictors) for direct solution of fourth-order differential equations without reducing it to a system of first-order equations. The method of collocation of the differential system arising from the approximate solution to the problem is adopted using the power series as a basis function. The method is consistent, symmetric, and of optimal order 𝑝=6. The main predictor for the method is also consistent, symmetric, zero-stable, and of optimal order 𝑝=6.

1. Introduction

Many problems leading to fourth-order differential equations of the form 𝑦𝑖𝑣=𝑓𝑡,𝑦,𝑦1,𝑦,𝑦,𝑦(𝑚1)𝑡0=𝜇𝑚1,𝑚=1,2,3,4,(1.1) are of great interest to scientists and engineers formulating mathematical models for elastic bodies. Investigators, both theoretical and numerical analysts, have concerned themselves with the study and solutions of such equations. However, only a limited number of analytical methods are available for solving (1.1) directly without reduction to a first-order system of initial value problems (ivps) of type 𝑦𝑡=𝑓(𝑡,𝑦),𝑦0=𝜇,𝑓𝐶1[𝑎,𝑏],𝑡𝑅,𝑦𝑅𝑚.(1.2) The many numerical methods adopted for such higher-order differential equations (1.1) are only for handling first-order equations (1.2), [14].

The reduction of such problems of type (1.1) to systems of first-order equations, to our knowledge, leads to serious computational burden as well as wastage in computer time. These setbacks had been addressed by some authors [57]. In recent times, attempts have been made to formulate numerical algorithms capable of solving problem (1.1) directly using differing methods of derivation with varying degree of accuracy [812]. These attempts are not without their associated limitations, some of which include low stepnumber 𝑘, too many function evaluations, and the combination of lower-order predictors with the correctors in the predictor-corrector methods [13, 14]. All these have effects on the accuracy of the methods.

The proposed zero-stable order six methods are designed to have higher step number and reduced function evaluations, in order to address these observed problems. The derived method is capable of handling problems where 𝑓 is either linear or nonlinear. The numerical results of the method are compared with an existing method [3].

2. Description of the Method

Let the approximate solution to problem (1.1) be a partial sum of a power series of the form: 𝑦(𝑥)=𝑘+2𝑗=0𝑎𝑗𝑥𝑗.(2.1) Taking the fourth derivative of (2.1) and using this in (1.1) yields𝑘+2𝑗=4𝑗(𝑗1)(𝑗2)(𝑗3)𝑎𝑗𝑥𝑗4=𝑓𝑥,𝑦,𝑦,𝑦,𝑦.(2.2) To be able to obtain an open method with three function evaluations, collocation points are taken in (2.2) at all odd grid points 𝑥=𝑥𝑛+𝑖,𝑖=1(2)𝑘. Equation (1.2) is interpolated at all grid points 𝑥=𝑥𝑛+𝑖,𝑖=0(1)𝑘1,𝑥𝑅, where 𝑅 is the set of real numbers. The choice of number of interpolation points was guided by the intended order of the method as well as the number of collocation points.

The system of equations obtained from the collocation and interpolation above is represented by the matrix equation:𝐴𝑋=𝐵,(2.3)where 𝐴, an 𝑚 by 𝑚 matrix, 𝑋 and 𝐵 are, respectively, given by𝐴𝑚×𝑚=000024120𝑥𝑛+𝑖𝜉𝑥𝑘2𝑛+1000024120𝑥𝑛+3𝜉𝑥𝑘2𝑛+3000024120𝑥𝑛+𝑘𝜉𝑥𝑘2𝑛+𝑘1𝑥𝑛𝑥2𝑛𝑥3𝑛𝑥4𝑛𝑥5𝑛𝑥𝑛𝑘+21𝑥𝑛+1𝑥2𝑛+1𝑥3𝑛+1𝑥4𝑛+1𝑥5𝑛+1𝑥𝑘+2𝑛+11𝑥𝑛+𝑘1𝑥2𝑛+𝑘1𝑥3𝑛+𝑘1𝑥4𝑛+𝑘1𝑥𝑘+2𝑛+𝑘1,(2.4)𝑎𝑋=[0𝑎1𝑎2𝑎𝑘+1𝑎𝑘+2]𝑇, 𝑓𝐵=[𝑛+1𝑓𝑛+3𝑓𝑛+𝑘𝑦𝑛𝑦𝑛+1𝑦𝑛+𝑘1]𝑇, 𝜉=(𝑘1)𝑘(𝑘+1)(𝑘+2),

𝑓𝑛+𝑖=𝑓(𝑥𝑛+𝑖,𝑦𝑛+𝑖,𝑦𝑛+𝑖,𝑦𝑛+𝑖,𝑦𝑛+𝑖),𝑖=0,1,2,,𝑦𝑛+𝑖=𝑦(𝑥𝑛+𝑖), and 𝑇 is the usual matrix transpose.

Using the Gaussian method to solve the matrix (2.3), the values of 𝑎𝑗𝑠,𝑗=0,1,,𝑘+2, for 𝑘=5, are obtained as shown in Appendix A. These values of 𝑎𝑗𝑠 are substituted into (2.1). By using the transformation 𝑥=𝑡+𝑥𝑛+4,𝑡(0,1] with being steplength, in the resulting equation after the substitution, an open method with variable coefficients is obtained as𝑦(𝑡)=𝑘1𝑗=0𝛼𝑗(𝑡)𝑦𝑛+𝑗+4𝑘𝑗=0𝛽𝑗(𝑡)𝑓𝑛+𝑗,𝛽𝑘0.(2.5) Taking 𝑘=5, the coefficients 𝛼𝑗(𝑥) and 𝛽𝑗(𝑥) as well as their first, second, and third derivatives in (2.5) are computed and, respectively, obtained as shown in Appendix B.

The values of 𝑡 could be taken in the interval 𝐼=(0,1] in order to obtain a particular discrete scheme. In this work, we take 𝑡=1 in (2.5) to have a zero-stable method and its derivatives as𝑦𝑛+5=4𝑦𝑛+46𝑦𝑛+3+4𝑦𝑛+2𝑦𝑛+1+4𝑓24𝑛+5+22𝑓𝑛+3+𝑓𝑛+1𝑦,(2.6)𝑛+5=1210853𝑦𝑛+41767𝑦𝑛+3+1128𝑦𝑛+2157𝑦𝑛+157𝑦𝑛+4481319𝑓𝑛+5+20738𝑓𝑛+3+1679𝑓𝑛+1,𝑦(2.7)𝑛+5=1602119𝑦𝑛+4236𝑦𝑛+3+54𝑦𝑛+2+124𝑦𝑛+160𝑦𝑛+48159𝑓𝑛+5+1526𝑓𝑛+3+203𝑓𝑛+1,𝑦(2.8)𝑛+5=140323𝑦𝑛+4+132𝑦𝑛+3258𝑦𝑛+2+212𝑦𝑛+163𝑦𝑛+412317𝑓𝑛+5+1364𝑓𝑛+3+275𝑓𝑛+1,(2.9)𝑝=6 respectively.

The order of the open method (2.6) and its derivatives (2.7), (2.8), (2.9) is the same and is 𝐶𝑝+24.31×102. The error constant of (2.6) is found to be 𝛽𝑘0. The method is consistent and zero stable, satisfying the necessary and sufficient conditions for convergence of linear multistep methods [3, 4].

3. Derivation of Starting Values for the Method

Method (2.6) above and its derivatives are open; 𝛽𝑘=0. This implies that the sample discrete method (2.6) and its derivatives (2.7), (2.8), (2.9) require additional closed starting values, 𝑓𝑛+𝑖,𝑖=1,2,,𝑘, for the evaluation of 𝑓𝑛+𝑖,𝑖=4,,𝑘. In this work, efforts are made at obtaining the main closed predictors of the same order of accuracy as starting values for 𝑘=5,4. These predictors are obtained by using the same approach described in Section 2. The following consistent and zero-stable closed methods are obtained, for 𝑦(𝑡)=𝑘1𝑗=0𝛼𝑗(𝑡)𝑦𝑛+𝑗+𝑘1𝑗=0𝛽𝑗(𝑡)𝑓𝑛+𝑗,𝑘=5,4.(3.1),𝑡=1 Taking 𝑘=5 and for 𝑦𝑛+5=4𝑦𝑛+46𝑦𝑛+3+4𝑦𝑛+2𝑦𝑛+1+46𝑓𝑛+4+4𝑓𝑛+3+𝑓𝑛+2𝑦,(3.2)𝑁+5=1210898𝑦𝑛+41947𝑦𝑛+3+1398𝑦𝑛+2337𝑦𝑛+112𝑦𝑛+412159𝑓𝑛+4+132𝑓𝑛+3+115𝑓𝑛+2,𝑦(3.3)𝑛+5=115238𝑦𝑛+492𝑦𝑛+3+63𝑦𝑛+22𝑦𝑛+17𝑦𝑛+48159𝑓𝑛+4+132𝑓𝑛+3+115𝑓𝑛+2,𝑦(3.4)𝑛+51=10311𝑦𝑛+454𝑦𝑛+3+96𝑦𝑛+274𝑦𝑛+1+21𝑦𝑛+412317𝑓𝑛+4124𝑓𝑛+3+359𝑓𝑛+2,(3.5), we have 𝐶𝑝+21.389×103 The main predictors (3.2) and its associated derivatives (3.3), (3.4), and (3.5) are each of order 6 and their error constants 6.948×103 are, respectively, 7.0367×102, 3.269×101, 𝑘=4, 𝑦𝑛+4=4𝑦𝑛+36𝑦𝑛+2+4𝑦𝑛+1𝑦𝑛+46(𝑓𝑛+3+4𝑓𝑛+2+𝑓𝑛+1),(3.6).

For 𝑝=6, we have the following: 𝐶𝑝+21.389×103 order 𝑦(1)𝑛+4=1626𝑦𝑛+357𝑦𝑛+2+42𝑦𝑛+111𝑦𝑛+460185𝑓𝑛+3+452𝑓𝑛+2+113𝑓𝑛+1,(3.7), 𝑝=5;𝐶𝑝+29.524×103 order 𝑦(2)𝑛+4=123𝑦𝑛+38𝑦𝑛+2+7𝑦𝑛+12𝑦𝑛+460449𝑓𝑛+3+452𝑓𝑛+2+149𝑓𝑛+1,(3.8), 𝑝=5;𝐶𝑝+27.778×102 order 𝑦(3)𝑛+4=13𝑦𝑛+33𝑦𝑛+2+3𝑦𝑛+1𝑦𝑛+42455𝑓𝑛+48𝑓𝑛+2+13𝑓𝑛+1,(3.9), 𝑝=5;𝐶𝑝+20.35 order 𝑘<4, 𝑘.

For 𝑦𝑛+𝑖,𝑦(1)𝑛+𝑖,𝑦(2)𝑛+𝑖,𝑦(3)𝑛+𝑖,𝑖=1,2,3.

To be able to have sufficient collocation and interpolation points at the grid points that will not produce system of underdetermined equations, the minimum stepnumber 𝑦0,𝑦0(1),𝑦0(2),𝑦0(3) required for the derivation of any method for fourth-order problem is 4. Therefore, Taylor series expansion was adopted to evaluate 𝑦0(𝑟)=𝑦(𝑟)(𝑥0),𝑟=0,1,2,3; see Appendix C.

The initial values for the problems are used to evaluate 𝑦(4)+𝑦(2)𝜋=0,0𝑥2𝑦,𝑦(0)=0,(1)(0)=1.17250Π,𝑦(2)1(0)=,𝑦144100Π(3)(0)=1.2.144100ΠTheoreticalsolution:𝑦(𝑥)=(1𝑥cos𝑥1.2sin𝑥).(144100𝜋)(4.1), where 𝑦(4)=𝑦(1)2𝑦𝑦(#)4𝑥2+𝑒𝑥14𝑥+𝑥2,0𝑥1,𝑦(0)=1,𝑦(1)(0)=1,𝑦(2)(0)=3,𝑦(3)(0)=1.Theoreticalsolution:𝑦(𝑥)=𝑥2+𝑒𝑥.(4.2).

4. Numerical Experience

The accuracy of the proposed method (2.6) has been tested, and the results of the following two initial value problems are shown in the tables in Appendix C below.

Test Problem 1
=1/32

Test Problem 2
𝑋

The test problems 1 and 2 were solved with method (2.6). The steplength 𝑌 is used for the purpose of comparison with the existing method Kayode [3]. The maximum errors obtained are compared with the method in Kayode [3] as shown in Tables 1 and 2 .

5. Conclusion

A predictor-corrector method whose main predictors (3.2) and (3.6) have the same order of accuracy with the corrector (2.6) was formulated. The method was tested to be consistent and zero stable with order six. It is remarkable to note that the main predictors are of the same order 6 as that of the method with comparable error constants. This, to a large extent, reduces the effects that global error could have on the accuracy of the method.

The method was used to solve both linear and nonlinear problems of fourth-order differential equations without reduction to system of first order equations.

The methods (3.2) and (3.6) developed as main predictors are of the same order of accuracy with the corrector (2.6). The method in Kayode [3] has predictors of lower order of accuracy, this accounts for an improvement of method (2.6) over that of [3] as compared in the maximum errors shown in Tables 1 and 2 .

Appendices

A. The Values of 𝛼𝑗(𝑥)

𝛽𝑗(𝑥)

B. Coefficients 𝛼01(𝑡)=1680132𝑡+98𝑡2126𝑡3105𝑡47𝑡5+7𝑡6+𝑡7,𝛼11(𝑡)=420272𝑡+308𝑡256𝑡3105𝑡47𝑡5+7𝑡6+𝑡7,𝛼21(𝑡)=280552𝑡+658𝑡2+14𝑡3105𝑡47𝑡5+7𝑡6+𝑡7,𝛼31(𝑡)=4201392𝑡+1148𝑡2+84𝑡3105𝑡47𝑡5+7𝑡6+𝑡7,𝛼41(𝑡)=16801680+3212𝑡+1778𝑡2+154𝑡3105𝑡47𝑡5+7𝑡6+𝑡7,𝛽11(𝑡)=20160240𝑡+284𝑡2+630𝑡3+420𝑡4+35𝑡528𝑡65𝑡7,𝛽31(𝑡)=100801824𝑡+3920𝑡2+2814𝑡3+735𝑡414𝑡535𝑡64𝑡7,𝛽51(𝑡)=2016048𝑡+196𝑡2+294𝑡3+210𝑡4+77𝑡5+14𝑡6+𝑡7.(B.1) and 𝛼𝑗(𝑥)

𝛽𝑗(𝑥) First derivative of 𝛼01(𝑡)=1680132+196𝑡378𝑡2420𝑡335𝑡4+42𝑡5+7𝑡6,𝛼11(𝑡)=420272+616𝑡168𝑡2420𝑡335𝑡4+42𝑡5+7𝑡6,𝛼21(𝑡)=280552+1316𝑡+42𝑡2420𝑡335𝑡4+42𝑡5+7𝑡6,𝛼31(𝑡)=4201392+2296𝑡+252𝑡2420𝑡335𝑡4+42𝑡5+7𝑡6,𝛼41(𝑡)=16803212+3556𝑡+462𝑡2420𝑡335𝑡4+42𝑡5+7𝑡6,𝛽11(𝑡)=20160240+56𝑡+1890𝑡2+1680𝑡3+175𝑡4168𝑡535𝑡6,𝛽31(𝑡)=100801824+7820𝑡+8442𝑡2+2940𝑡370𝑡4210𝑡528𝑡6,𝛽51(𝑡)=2016048+392𝑡+882𝑡2+840𝑡3+385𝑡4+84𝑡5+7𝑡6.(B.2) and 𝛼𝑗(𝑥): 𝛽𝑗(𝑥) Second derivative of 𝛼01(𝑡)=16802196756𝑡1260𝑡2140𝑡3+210𝑡4+42𝑡5,𝛼11(𝑡)=4202616336𝑡1260𝑡2140𝑡3+210𝑡4+42𝑡5,𝛼21(𝑡)=28021316+84𝑡1260𝑡2140𝑡3+210𝑡4+42𝑡5,𝛼31(𝑡)=42022296504𝑡1260𝑡2140𝑡3+210𝑡4+42𝑡5,𝛼41(𝑡)=168023556924𝑡1260𝑡2140𝑡3+210𝑡4+42𝑡5,𝛽11(𝑡)=20160256+3780𝑡+5040𝑡2+700𝑡3840𝑡4210𝑡5,𝛽31(𝑡)=1008027820+16884𝑡+8820𝑡2280𝑡31050𝑡4168𝑡5,𝛽51(𝑡)=201602392+1764𝑡+2520𝑡2+1540𝑡3420𝑡4+42𝑡5.(B.3) and 𝛼𝑗(𝑥): 𝛽𝑗(𝑥) Third derivative of 𝛼01(𝑡)=168037562520𝑡420𝑡2+840𝑡3+210𝑡4,𝛼11(𝑡)=42033362520𝑡420𝑡2+840𝑡3+210𝑡4,𝛼21(𝑡)=2803842520𝑡420𝑡2+840𝑡3+210𝑡4,𝛼31(𝑡)=420350442520𝑡420𝑡2+840𝑡3+210𝑡4,𝛼41(𝑡)=168039242520𝑡420𝑡2+840𝑡3+210𝑡4,𝛽11(𝑡)=2016043780+10080𝑡+2100𝑡23360𝑡31050𝑡4,𝛽31(𝑡)=10080416884+17640𝑡+2100𝑡23360𝑡31050𝑡4,𝛽51(𝑡)=2016041764+5040𝑡+4620𝑡2+1680𝑡3+2100𝑡4.(B.4) and 𝑦𝑛+𝑖𝑥𝑦𝑛𝑥+𝑖𝑦𝑛+𝑖𝑦(1)𝑥𝑛+(𝑖)2𝑦2!(2)𝑥𝑛+(𝑖)3𝑦3!(3)𝑥𝑛+(𝑖)4𝑓4!𝑛+(𝑖)5𝑓5!𝑛(1)𝑦+,(1)𝑛+𝑖𝑦(1)𝑥𝑛+𝑖𝑦(1)𝑥𝑛+𝑖𝑦(2)𝑥𝑛+(𝑖)2𝑦2!(3)𝑥𝑛+(𝑖)3𝑓3!𝑛+(𝑖)4𝑓4!𝑛(1)+(𝑖)5𝑓5!𝑛(2)𝑦+,(2)𝑛+𝑖𝑦(2)𝑥𝑛+𝑖𝑦(2)𝑥𝑛+𝑖𝑦(3)𝑥𝑛+(𝑖)2𝑓2!𝑛+(𝑖)3𝑓3!𝑛(1)+(𝑖)4𝑓4!𝑛(2)+(𝑖)5𝑓5!𝑛(3)𝑦+,(3)𝑛+𝑖𝑦(3)𝑥𝑛+𝑖𝑦(3)𝑥𝑛+𝑖𝑓+(𝑖)2𝑓2!𝑛(1)+(𝑖)3𝑓3!𝑛(2)+(𝑖)4𝑓4!𝑛(3)+.(C.1): 𝑦(4)(𝑥𝑛)=𝑓𝑛,𝑦𝑛(4+𝑗)=𝑓𝑛(𝑗),𝑗=0,1,2,,𝑓𝑛(0)=𝑓𝑛

C. Taylor Series

𝑓𝑛(𝑗)=𝑓(𝑗)(𝑥𝑛,𝑦𝑛,𝑦𝑛(1),𝑦𝑛(2),𝑦𝑛(3)) Noting that in (1.1) 𝑓𝑛(1),𝑓𝑛(2), and 𝑓(1)=𝑑𝑓=𝑑𝑥𝜕𝑓𝜕𝑥+𝑦(1)𝜕𝑓𝜕𝑦+𝑦(2)𝜕𝑓𝜕𝑦(1)+𝑦(3)𝜕𝑓𝜕𝑦(2)+𝑓𝜕𝑓𝜕𝑦(3),𝑓(2)=𝑑2𝑓𝑑𝑥2=2𝐴𝑦(1)+𝐵𝑦(2)+𝐶𝑦(3)+𝐷𝑓+𝐸+𝐹,(C.2), the values of 𝜕𝐴=2𝑓𝜕𝑥𝜕𝑦+𝑦(2)𝜕2𝑓𝜕𝑦𝜕𝑦(1)+𝑦(3)𝜕2𝑓𝜕𝑦𝜕𝑦(2)𝜕+𝑓2𝑓𝜕𝑦𝜕𝑦(3),𝜕𝐵=2𝑓𝜕𝑥𝜕𝑦+𝑦(3)𝜕2𝑓𝜕𝑦(1)𝜕𝑦(2)𝜕+𝑓2𝑓𝜕𝑦(1)𝜕𝑦(3),𝜕𝐶=2𝑓𝜕𝑥𝜕𝑦(2)𝜕+𝑓2𝑓𝜕𝑦(2)𝜕𝑦(3),𝜕𝐷=2𝑓𝜕𝑥𝜕𝑦(3),𝐸=𝑦(2)𝜕𝑓𝜕𝑦+𝑦(3)𝜕𝑓𝜕𝑦(1)+𝑓𝜕𝑓𝜕𝑦(2)+𝑓𝜕𝑓𝜕𝑦(3),𝜕𝐹=2𝑓𝜕𝑥2+𝑦(1)2𝜕2𝑓𝜕𝑦2+𝑦(2)2𝜕2𝑓(𝜕𝑦(1))2+𝑦(3)2𝜕2𝑓(𝜕𝑦(2))+(𝑓)2𝜕2𝑓𝜕𝑦(3))2.(C.3) are obtained by partial derivative technique as where