On Fourth and Fifth Order Explicit Almost Runge Kutta Methods
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1 Itertiol Jourl of Sietifi d Iovtive Mthemtil Reerh (IJSIMR) Volume, Iue, Jur 6, PP ISSN 7-7X (Prit) & ISSN 7- (Olie) O Fourth d Fifth Order Expliit Almot Ruge Kutt Method Adulrhm Ndu Deprtmet of Mthemti Federl Uiverit of Teholog Mi, Nigeri.du@futmi.edu.g, du@hoo.om Khdeejh Jme Audu Deprtmet of Mthemti Federl Uiverit of Teholog Mi, Nigeri jmekhdeejh@hoo.om Atrt: Almot Ruge Kutt (ARK) method re peil l of geerl lier method tht hve loe ffiit to Ruge Kutt method for the umeril itegrtio of iitil vlue prolem of ordir differetil equtio, ut with ome dvtge over the lil Ruge Kutt method. I thi reerh work, we exploit the order, ihiltio d Ruge Kutt tilit oditio ormll oited with Ruge Kutt method to derive two ew expliit Almot Ruge Kutt method of order four (ARK) d five (ARK5)repetivel. The method were teted for oite d tilit d prove to tif the riteri for oth; hee their overgee i gurteed. I order to demotrte the effiie d reliilit of the propoed method, ome iitil vlue prolem were olved with the method. Numeril reult reveled tht the propoed method exhiited umeril error withi eptle limit whe ompred with the ext olutio. More o, the method performed etter th ome exitig Almot Ruge Kutt method of equl tdig. Keword: Iitil vlue prolem, Order oditio, Covergee, Stilit, Coite.. INTRODUCTION I the quet to hieve overll geerl formtio of umeril heme tht omie the multivlued feture of lier multitep method log with the multitge feture of Ruge-Kutt method, Buther [] itrodued the geerl lier method. I geerl lier method the multitge feture of Ruge-Kutt heme re liked with the pereptio of pig more vlue i- etwee tep. Almot Ruge-Kutt (ARK) method re peil tpe of geerl lier method whoe propertie loel reemle thoe of expliit Ruge-Kutt method. The were itrodued Buther [] for the purpoe of preervig the multi-tge hrter of Ruge-Kutt heme well pig m vlue etwee tep, there givig the method multi-vlue hrter []. The geerl ARK method tke the form: hf hf A U hf [ ] B V r r () where i the umer of iterl tge. For order method the three output vlue re ARC Pge 88
2 Adulrhm Ndu & Khdeejh Jme Audu Itertiol Jourl of Sietifi d Iovtive Mthemtil Reerh (IJSIMR) Pge 89 The oeffiiet of the method re hoe i reful w to eure the imple tilit propertie of Ruge Kutt method re retied. I thi reerh we will oetrte o method where i tritl lower trigulr, d hee the method i expliit. The geerl form of expliit ARK method i (),,, hf hf hf A Ae e where re the Iterl tge, re the Output pproximtio, re the Iput pproximtio d the tge derivtive re Jut like i the e of Ruge-Kutt method, i vetor of legth repreetig the weight d i vetor of legth repreetig the poitio t whih futio i evluted. The vetor i uit vetor of legth oitig of etirel. I thi pper, we eek to derive two expliit ARK method of order four d five with four d five tge repetivel (i.e.,method with d ).. METHODS. Derivtio of ARK The geerl fourth order four tge heme i give : () V B U A The i vetor,,. The otituet of the firt output pproximtio for order four with four tge re give elow:
3 O Fourth d Fifth Order Expliit Almot Ruge Kutt Method Comiig (7) d () we oti Either equtio () or the me oditio i () will e deigted ihiltio oditio. The vetor d, repreet the rd outgoig etimtio, whih i met to produe the reult. It follow tht, The Ruge-Kutt tilit oditio re, From (5), it follow tht From (5) - (8), we otied Thu, Ad, From () d () we evlute the remiig vlue of vetor. Evetull the followig ARK method i otied. Itertiol Jourl of Sietifi d Iovtive Mthemtil Reerh (IJSIMR) Pge 9
4 Adulrhm Ndu & Khdeejh Jme Audu ARK with, A B U V (6) 6 6. Derivtio of ARK The geerl fifth order, five tge heme i: A U B V (7) 5 where =. The Order oditiore: Itertiol Jourl of Sietifi d Iovtive Mthemtil Reerh (IJSIMR) Pge 9
5 O Fourth d Fifth Order Expliit Almot Ruge Kutt Method We hve free prmeter deigted, d. Thu, After otiig the remiig elemet of we oti the followig ARK5 heme. ARK5 with A B U V (5) Itertiol Jourl of Sietifi d Iovtive Mthemtil Reerh (IJSIMR) Pge
6 Adulrhm Ndu & Khdeejh Jme Audu. Covergee Ali of ARK The mtrix of the ARK heme of (6)mut hve ouded power for the method to e tle. Thu The hrteriti polomil of i Ad the eigevlue re foud to e. B Cle-Hmilto theorem, Thi implie tht Similrl, greter th ; it implie oitet ie it i of order. Covergee Ali of ARK5 The mtrix of ARK5 heme (5) i, for ever i ouded d thu the method i tle. The method i equll ; hee it overgee. The eigevlue of (59) lulted to e,, d. B Cle-Hmilto theorem the hrteriti equtio i Thi implie tht. Similrl, implie implie, for ever greter th ; it implie i ouded d thu the method i tle. The ARK5 method i lo oitet ie it i of order. Therefore it i overget.. RESULTS AND DISCUSSION The followig prolem re olved with the derived heme. Prolem : Thi prolem i foud i []. Prolem : Itertiol Jourl of Sietifi d Iovtive Mthemtil Reerh (IJSIMR) Pge 9
7 O Fourth d Fifth Order Expliit Almot Ruge Kutt Method Thi prolem i foud i [] d [5]. Prolem : Thi prolem i foud i [6]. Prolem, d olved uig the derived heme (ARK d ARK5). The reult re ompred with method of pproprite order derived [], [5] d [7]. The reult re preeted follow. Tle. Comprio of reult (ARK, Prolem )....E+..E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E- Tle. Comprio of reult (ARK, Prolem )....E+..E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E- Itertiol Jourl of Sietifi d Iovtive Mthemtil Reerh (IJSIMR) Pge 9
8 Adulrhm Ndu & Khdeejh Jme Audu Tle. Comprio of reult (ARK5, Prolem )....E+..E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E- Tle. Comprio of reult (ARK5, Prolem )....E+..E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E E- I Tle d, the propoed ARK method dipled leer error th the method of [] d [5]. I Tle d 5, the propoed ARK5 method dipled leer error th the method of [7] d [5]. The reult of Tle reveled tht the propoed Almot Ruge-Kutt method of order d 5 exhiit egligile error i reltio to the ext olutio. The lo performed etter th the orrepodig exitig method the re ompred to exhiitig leer error.. CONCLUSION B the foregoig, it i itrutive tht the propoed Almot Ruge-Kutt method of order d 5 do ot ol exhiit effiie d reliilit, evidet their repetive ioequetil error i reltio to the ext olutio, ut lo perform etter th the exitig method. Itertiol Jourl of Sietifi d Iovtive Mthemtil Reerh (IJSIMR) Pge 95
9 O Fourth d Fifth Order Expliit Almot Ruge Kutt Method REFERENCES [] Buther J. C., Geerl lier method, Computer Mthemti Applitio., 5- (996). [] Buther J. C., A itrodutio to Almot Ruge-Kutt method, Applied Numeril Mthemti., - (997). [] Rtteur N., Almot Ruge-kutt method for tiff d o-tiff prolem, Ph.D. Thei Uiverit of Aukld, New Zeld. Pp. 5, 57 (5). [] Ndu A., A optiml 6 tep impliit lier multitep method for iitil vlue prolem, Mter Thei, Federl Uiverit of Teholog Mi, Nigeri. Pp. 6 (). [5] Arhm O., Developmet of ome ew le of expliit Almot Ruge-Kutt method for o-tiff differetil equtio, Ph.D. Thei, Federl Uiverit of Teholog Mi, Nigeri. Pp. 5 (). [6] J. C. Buther, Numeril Method for Ordir Differetil Equtio, d ed. Chiheter, UK. Joh Wile & So, Ltd., 8, h., pp. 6. [7] Alimi O. K., O the performe of Rihrdo extrpoltio tehique i etimtig lol trutio error for expliit Almot Ruge-Kutt method, Mter Thei, Federl Uiverit of Teholog, Mi, Nigeri. Pp. (). AUTHORS BIOGRAPH Dr Adulrhm Ndu, otied PhD i Applied Mthemti from Federl Uiverit of Teholog, Mi, Nigeri i. He i Seior Leturer i the Deprtmet of Mthemti t Federl Uiverit of Teholog, Mi, Nigeri where he tehe vriou oure to udergrdute d potgrdute tudet. He i tive reerher i Numeril Ali d Biomthemti where he h everl pulitio i itertiol peer- reviewed jourl. Khdeejh Jme Audu, hold Mter degree i Mthemti from Federl Uiverit of Teholog, Mi, Nigeri (). Her reerh iteret i ill i Numeril Ali. She i urretl preprig to eroll for PhD progrmme i Applied Mthemti. Itertiol Jourl of Sietifi d Iovtive Mthemtil Reerh (IJSIMR) Pge 96
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