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EQUATIONS. *A.I. MAALI1, A. ABUBAKAR2 & A.W.ABUBAKAR3 1. *Department of Mathematics and Computer Science, Ibrahim Badamasi Babangida University, Lapai, Niger State Nigeria 2. Department of Mathematics and Computer Science, Ibrahim Badamasi Babangida University, Lapai, Niger State Nigeria ABSTRACT This paper is concerned with generalization of an integral form of the tau methods for initial value problems in non-over determined fourth order ordinary differential equations. The corresponding error estimate for this variant is obtained and numerical results for some selected examples are provided. The numerical evidences show that the order of the tau approximate is captured. Key Words: Integral, Tau method, Variant, Error Estimate, Approximant, Chebyshev 1. INTRODUCTION Accurate approximate solution of initial value problems and boundary value problems in linear ordinary differential equations with polynomial coefficients can be obtained by the tau method introduced by Lanczos [9] in 1938. Techniques based on this method have been reported in literature with application to more general equation including non-linear ones as well as to both differential and integral equations. We review briefly here the integral form of the method. Integral Form of the Tau Method. The method solves the class of m-th order ordinary differential equations. (1.1a) (1.1b) are numbers and the functions and given real

Are polynomial functions or sufficiently close polynomial approximants of given functions,; by seeking an approximate solution. This satisfied the corresponding perturbed problem.

L The perturbation term Where coefficient of (1.3) and in (1.4b) is defined by (1.5)


are the tau parameters to be determined along with the


is the r-th degree chebyshev polynomial valid in [a,b](see [2],[8],and[12]), the parameter s is the number of over-determination of (1.1a). An attempt to improve the accuracy of the approximant of resulting from differential form led to the integral formulation whereby we integrate (1.1) to have ( ( ) )

This is m-times infinite integration of the integrand ( ) [ ] (1.9)


Definition 1.1.1 The number of over-determination, s, of equation (1.1a) is defined by { }(1.10)

Definition 1.2.1 Equation (1.1a) is said to be non-over determined if s, given by (1.10) is zero, i.e. if s=0. Otherwise it is over determined. 2. ERROR ESTIMATION OF THE TAU METHOD We review briefly here error estimation of the tau method for the integral variant which had been reported in [3], [5] and [12]. 2.1 ERROR ESTIMATION FOR THE INTEGRAL FORM The integral form of the error equation (x) is given by (2.1)

The perturbed error equation 0f (2.2) is (x) (2.3)


which is satisfied by

give by (2.4) polynomial of degree in are to be determined which ensures that

Where the extra parameters and specified

with (2.4) in (2.3) we get a linear system of m+s+1 equations, obtained by equating the coefficient of (2.3) consequently, we obtain an estimate
( )

3. A CLASS OF NON OVERDETERMINED FOURTH ORDIFFERENTIAL EQUATIONS. We consider here the integrated variant of the tau methods for the tau approximant and its error estimate for the class of the problem

That is the case when m=4 and s = 0 in (1.1) without loss of generality, we shall assume that a = 0 and b=1, since the transformation

Takes (3.1) into the closed interval [ 0,1]. 1.1 TAU APPROXIMANT BY THE INTEGRAL FORM.

From (1.3) and (1.10) for m = 4 and s = 0, that is corresponding to (3.1), we have.

( )

We integrate the term in (3.3) to have [ ]


which gives, [ ]

[ [

] ]

( ( )

Thus, from this we obtain by equating the corresponding coefficient of x in (3.5) for n=5 we have the tau system A = where, (3.6)



[ and


[ where,

We obtained the following expressions for i.e.


{ where ,

This yields

{ ( (

( (

) ) ) )

and 0

0, and

3.1.1 Error Estimation for the Integral Form. From (3.1) we have from (2.4)

* ( ( ) ) +

) ( )

where, + and

From the coefficient of

(3.11a) where,

[ * and , By using well known relations(see [ 5 ], and [ 7 ]) (3.12) We solve this by forward substitution for [ where, ] (3.13) +

] (3.11b)



, (3.14b)

Thus from (2.5), we obtain, as our error estimate.

| || | | |


4. 0


We consider here two selected problems for experimentation with our results of the preceding section. The exact errors are obtained as. {| { } { } |}

Example 4.1 A Fourth Order Non-Homogeneous Constant Coefficient Problem

The numerical examples are presented in table 4.1 below (see Delves (1976), Davey (1980) and Conte (1996)).

Example 4.2 A Fourth Order Homogenous Constant Coefficient problem

with analytic solution


The Numerical results are presented in Table 4.2 below Table 4.1 Error and Error Estimates for Example 4.1 Error Degree(n) 2 3 3.37 1.37 2.12 2.10 1.11 5.50 4 4.23 8.60 6

Table 4.2 Error and Error Estimate for Example 4.2 Error Degree(n) 2 3 5.79 4.93 5.0 Conclusion 1.67 1.46 2.70 1.93

4 9.31 7.61

The tau method for the solution initial value problems (IVPS) for fourth differential equations with non-over determination has been protected. The error involved in the approximants thus obtained was closely estimated. The effectiveness of order of the method demonstrated as the order of the tau approximant estimated. REFERENCES. 1. Adeniyi, R.B.(2008). An improved error estimation of the tau method for Boundary Value Problems Research Journal of Applied Sciences, Vol. 3, Issue, pp. 456-464 2. Adeniyi, R.B. and Onumanyi, P. (1991): Error estimation in the numerical solution of ordinary differential equations with the tau methods. Com. Maths Applies Vol. 21, No. 9, pp. 19-27 3. Adeniyi, R.B. and Erebholo, F.O.(2007): An error estimation of a numerical integration scheme for initial value problems in partial differential equations. J. Nig. Math. Soc. Vol 26, pp. 99- 109

4. Adeniyi, R.B.(2007): On a class of optimal order tau methods for initial value problems in ordinary differential equations, Kenya Journal of Sciences, Series A, Vol. 12 No. 1, pp. 17-20 5. Adeniyi, R.B.(1991): On the tau method for numerical solution of ordinary differential equations, Doctoral thesis, University of Ilorin, Nigeria (Unpublished) 6. Adeniyi, R.B. and AliyuA.I.M(2007): On the integrated formulation of numerical scheme for a clas of Non-overdetermined second order differential equations. Journal of the Nigeria Mathematical Society Volume 16, pp. 111-123 7. Adeniyi, R.B. and AliyuA.I.M(2008): On the tau method for a class of Non-Overdetermined Second Order Differential Equation, Research Journal of Applied Sciences 2(6): 438-446. 8. Fox, L and Parker, I.B(1968): Chebyshev Polynomials in numerical analysis. Ox ford University Press, Oxford. 9. Lanczos, C.(1938): Trigonometric interpolation of emperical and analytical functions. Journal of Math and Physics, Vol 17, pp 123-199 10. Maali, A.I and Adeniyi, R.B.(2012): On the Integrated Formulation of the Tau Method Involving at Most Two Tau Parameters for IVPs in ODEs. IOSR journal of Mathematics Vol. 2 Issue 1.pp. 23-31. 11. Maali A.I.(2012): A Computational Error Estimation of the Integral Formulation of the Tau method For some Class of Ordinary Differential Equations. Doctoral thesis, University of Ilorin, Ilorin. Nigeria. 13. Ortiz, E.L (1974): Canonical polynomials in the Lanczos tau methods, studies in Numerical Analysis (edited by Scaife B.K.P). Academic Press, New York. 13. Ortiz, E.L(1969): The Tau Method, SIAMJ. Numer Anal. Vol. 6 pp. 480-492 14. Onumanyi,P and Ortiz, E.L(1982): Numerical solution of higher boundary value problems for Ordinary differential equations with an estimation of the error. Inter. J. Numer. Mech.Engrg.Vol. 18. Pp. 775-781