用最大阶四阶导数块法直接求解三阶微分方程的初值和边值问题

O. Adeyeye, Z. Omar
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引用次数: 6

摘要

当实现求解一阶和高阶常微分方程时,在存在较高导数的块方法中观察到精度的提高。这种精度的提高是由于高导数块法所具有的阶数增加的结果。本文引入了一种极大阶四阶导数块法来求解三阶初值和边值问题。块法具有任何好的数值方法所具有的收敛性,适用于求解三阶ODE模型。与所考虑的数值问题的精确解相比,它的性能优于其他方法,这一点很明显。许多现实生活场景都可以用微分方程模型和形式为y ' ' = f (x, y, y ', y”)的三阶常微分方程(ode)来描述。(1)不例外。方程(1)既可以有初始条件定义(初值问题),也可以有边界条件存在(边值问题)[1,2]。在现实生活中,微分方程很难精确求解,因此需要采用有限元法、有限差分法、样条法、配点法、微分变换法等数值方法[3,4,5]。然而,由于任何近似方法的目的都是获得更精确的解,因此块方法已显示出与前面提到的数值方法相竞争的优势[6,7,8]。因此,本文将采用分块法,以式(1)的形式给出问题的解。为保证提高精度,将分块方法发展为[9]定义的最大阶2k + 2。[10]引入了一种二阶导数项定义为的线性多步方法
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Direct solution of initial and boundary value problems of third order ODEs using maximal-order fourth-derivative block method
Improved accuracy has been observed in block methods with the presence of higher derivatives when implemented to solve first order and higher order ordinary differential equations. This improvement in accuracy is as a result of the increased order possessed by the higher derivative block method. In this article, a fourth-derivative block method of maximal-order is introduced to solve third order initial and boundary value problems. The block method possesses convergent properties required for any good numerical method and it is suitable for solving third order ODE models. This is evident in its improved performance over other methods in terms of comparison to the exact solution of the numerical problems considered. INTRODUCTION Numerous real life scenarios can be described as differential equation models, and third order ordinary differential equations (ODEs) of the form y′′′ = f (x, y, y′, y′′) . (1) are not an exception. Equation (1) can be presented with initial conditions defined (initial value problems) or having the presence of boundary conditions (boundary value problems) [1, 2]. In common real-life situations, the differential equations are quite complicated to solve exactly, thus the need to adopt numerical approaches such as finite element methods, finite difference methods, splines methods, collocation methods, differential transform methods, amongst others [3, 4, 5]. However, since the aim of any approximate method is to obtain more accurate solutions, block methods have shown to compete favourably with these previously mentioned numerical approaches [6, 7, 8]. Therefore, the solution of problems in the form of Equation (1) will be presented in this article, using block method. The block method is developed to be of maximal-order 2k + 2 as defined by [9] to ensure improved accuracy. [10] introduced a linear multistep method with the presence of a second-derivative term defined as
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