International Journal of Innovative Mathematics, Statistics & Energy Policies 5(1):24-36, Jan.-Mar.

2017

© SEAHI PUBLICATIONS, 2017 www.seahipaj.org ISSN: 2467-852X

A Class of Blended Block Second Derivative Multistep

Methods for Stiff Systems
1
Omagwu S., 2 Chollom J. P, 3 Kutchin.S.Y.
1
Department of Mathematics & Statistic, Kaduna Polytechnics, Kaduna Nigeria
2&3
Department of Mathematics, University of Jos, Jos Nigeria
E-mail of the corresponding author (samsonomagwu@ahoo.com)

ABSTRACT
In this paper, the formulation of a class of second derivative blended block multistep methods for step
numbers k=3, 4,5 is considered through the Enright and the multistep collocation approaches. With these
approaches, we hope to improve the stability regions of the Adams Moultons Methods and thereby making
them suitable for the solution of stiff ordinary differential equations. These new methods proposed in this
paper turn out to be A-stable. Numerical examples obtained demonstrate the accuracy and efficiency of the
new blended block multistep methods.
Keywords: A-stable, Adams Moultons methods, Blended Block methods and Stiff ODEs,

1. INTRODUCTION
Most real life problems when modelled mathematically result in ordinary differential equations.
Some of the equations do not have analytic solutions as such the need for good numerical methods to
approximate their solutions. In this paper we are concern with the numerical solution of the stiff
initial value problem (1) using the second derivative linear multistep.

y '( x) = f ( x, y( x)), y( x0 ) = y0 (1)

on the finite interval I = [ x0 , xN ] where y :[ x0 , xN ] ® Â and f :[ x0 , xN ]´ Â ® Âm

m m

is continuous and differentiable. The second derivative k-step method takes the following form
k k k

åj= 0
a j yn + j = hå
j= 0
b j f n+ j + h2 å
j= 0
g j g n+ j (2)

where a j , b j and g j are parameters to be determined and g n+ j = f 'n+ j .

Several methods have been developed to overcome this barrier theorem. Researchers like Gear
(1965),Lambert(1983), Butchers(1966), the second derivative methods of Enright (1974) ,Genin
(1974),Gamal and Iman (1998), Sahi et-al(2012) ,Mehdizadeh et-al (2012), Ehigie and
Okunuga(2014) and the third derivative method of Ezzeddine and Hojjati (2012), either relax the
condition to obtain A stable methods or incorporate off-step points to improve the stability
of the methods.

In this work, we consider the second derivative blended block multistep methods for step numbers
k=3, 4, 5, 6. With this approach, we hope to improve the stability regions of the conventional Adams
Moulton method and thereby making them suitable for the solution of (1)

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 Omagwu et al..…. Int. J. Inno. Maths, Statistics & Energy Policies 5(1):24-37, 2017

2. Blended Linear Multistep Methods

A good numerical method for the solution of stiff systems of ODEs must have reasonably wide
Ok
region of absolute stability. A-stability requirement puts a severe limitation on the choice of suitable

numerical methods for solving stiff ODEs. Most conventional numerical methods are not A-stable

for k≥2 but blending two existing methods has the chances of producing one.

Blended linear multistep methods is a process where two existing linear multistep methods are

combined by multiplying the Jacobian of the blender with a constant multiplier to produce a single

method without altering the order of the Blended method for improved performance.

Enright (1972) blended the Adams Moultons method of order k+1 and the Backward Differentiation

Formula of order k to obtain the Enright Formula of order k+1. Enrightk 1  AMF k 1   khJ BDF k 

Where J is the Jacobian and is a constant which determines the angle of the region of absolute

stability of the method where

1 2
1
s  1 s s  1...s  i  2ds
k! 
k
 
k   vi and vi 
j 0 0

Skeel and Kong (1977) extended the Enright Blended Formulas and propose a sub class of the

Blended formulas as suitable for a general purpose ODE solver. The method possesses enhanced

stability properties with good region of absolute stability. Thus, the method proposed in this

paper is one that combines these desirable qualities for the direct solution of stiff system of

ODEs.

3. FORMULATION OF THE METHOD

3.1 Three- Step Blended Multistep Methods
The Blended Linear Multistep Methods for k = 3,4, 5 are derived in this section using

Enright approach and the same processes used by Enright was adopted to obtain the values of
the parameters  k below

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 Omagwu et al..…. Int. J. Inno. Maths, Statistics & Energy Policies 5(1):24-37, 2017

The Constant  k
g k* Ok
To obtain the values of the constant we use the equation
1 2
1
s  1 s s  1...s  i  2ds
k! 0

k
 k   vi v
where i (3.1)
j 0

1
1 7
v3  
3! 0
s ( s  1)(s  1) 2 ds 
360
1
1 17
v4   s ( s  1)(s  2)(s  1) 2 ds 
4! 0 1440
1
1 41
v5  
5! 0
s ( s  1)(s  2)(s  3)(s  1) 2 ds 
5040

 3  v0  v1  v2  v3  
19
180
 4  v0  v1  v2  v3  v4  
3
32
 5  v0  v1  v2  v3  v4  v5  
863
10080

Adams Moulton Method k=3 is blended with the Backward Differentiation Formula (BDF) k=3.
Using the Enright’s approach
Adams Moulton k=3
1 5 19 9
yn + 3 - yn + 2 + hf n + hf n+ 1 - hf n+ 2 - hf n+ 3 = 0
24 24 24 24
BDF, k = 3
11 3 1
yn+ 3 - 3 yn+ 2 + yn+ 1 - yn - hf n+ 3 = 0
6 2 3
Blending the two gives

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 Omagwu et al..…. Int. J. Inno. Maths, Statistics & Energy Policies 5(1):24-37, 2017

 1 5 19 9    11 3 1 
   k Jh yn  3  3 yn  2  yn 1  yn  hfn  3 
 yn  3  yn  2  hfn  hfn 1  hfn  2  hfn  3 Ok
 24 24 24 24  6 2 3 
19
substituting γ* = from (3.3) into the above method
3 180
and simplifying yields
7 1 19
yn + 3 = yn + 2 + hf n - hf n+ 1 + hf n+ 2
1080 20 40
307 102 2 ''
- hf n+ 3 - h y n+ 3
5040 3960

3.2 Four- Step Blended Linear Multistep Methods

Adams Moulton Method k=4 is blended with the Backward Differentiation Formula k=4.Using the

Enright’s approach.

Adams Moulton k=4

19 53 11 323 251
yn  4  yn  3  hfn  hfn 1  hfn  2  hfn  3  hfn  4  0
720 360 30 360 720
BDF k  4
25 4 1
yn  4  4 yn  3  3 yn  2  yn 1  yn  hfn  4  0
12 3 4
Blending the two gives
 19 53 11 323 251 
 yn  4  yn  3  hfn  hfn 1  hfn  2  hfn  3  hfn  4 
 720 360 30 360 720 
 25 4 1 
  4 Jh yn  4  4 yn  3  3 yn  2  yn 1  yn  hfn  4 
 12 3 4 

3
substituing the value γ 4  from (3.3) into the above method and simplifying yields
32
17 1 41 47 3133 3
yn 4  yn3  hf n  hf n 1  hf n  2  hf n  3  hf n  4  h 2 y '' n  4
5760 45 480 90 5760 32

3.3 Five- Step Blended Linear Multistep Methods

Adams Moulton Method k=5 is blended with the Backward Differentiation Formula k=5.

Using the Enright’s approach. Adams Moulton Method K=5

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 Omagwu et al..…. Int. J. Inno. Maths, Statistics & Energy Policies 5(1):24-37, 2017

3 173 241 133 1427 95

y n 5  y n  4  hfn  hfn1  hfn2  hfn3 
Ok hfn4  hfn5  0
10 1440 720 240 1440 288
BDF k  4
137 10 5 1
yn5  5 yn4  5 yn3  yn2  yn2  yn  hfn5  0
60 3 4 5
Blending the two gives
 3 173 241 133 1427 95 
 yn5  yn4  hfn  hfn1  hfn2  hfn3  hfn4  hfn5 
 10 1440 720 240 1440 288 
 137 10 5 1 
  5 Jh yn5  5 yn4  5 yn3  yn2  yn2  yn  hfn5 
 60 3 4 5 

863
substituing the value γ5  from (3.3) into the above method and simplifying yields
10080
41 529 373 1271
yn  5  yn  4  hfn  hfn 1  hfn  2  hfn  3
25200 40320 7560 10080
2837 317731 863 2 ''
 hfn  4  hfn  5  h y n5 (3.11)
5040 604800 10080

3.4 BLENDED BLOCK LINEAR MULTISTEP METHODS (BBLMM)

The blended block linear multistep method for implementation purposes is constructed using the Onumanyi

et al (1994, 1999) approach where the general continuous k –step LMM is expressed as:

t 1 m 1
y ( x )    j ( x ) yn  j  h   j ( x ) f n  j (3.12)
j 0 j 0

and extending it to the second derivative gives the general form of the continuous k –step 2nd

derivative linear multistep method as:

t 1 m 1 m 1
y ( x )    j ( x ) yn  j  h   j ( x ) f n  j  h 2   ( x) y
j
''
n j (3.13)
j 0 j 0 j 0

where h is the step length, m the number of distinct collocation points and t, the number of

interpolation points. But for the purpose of this work the general form of our continuous k –step 2nd

derivative BBLMM is expressed as:

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 Omagwu et al..…. Int. J. Inno. Maths, Statistics & Energy Policies 5(1):24-37, 2017

m 1
y ( x)   k 1 ( x) y n k 1  h  j ( x) f n j  h 2 k ( x) y '' n k (3.14) wher
j 0 Ok

e h is the step length, m the number of distinct collocation points. With

t  m 1
 k 1 ( x )  
i 0
j , i 1 xi , j  0,1,..., t  1

t  m 1
 j ( x)  i 0
j ,i 1 xi , j  0,1,..., m  1 (3.15)

t  m 1
k ( x)  
i 0
j , i 1 xi , j  0,1,..., m  1 being the continuous coefficients of the method.

3.5. Three- Step Blended Block Linear Multistep Methods (BBLMM)

To construct the three-step BBLMM, the general form of the Three Step Blended Linear Multistep

methods expressed in the form of (3.14) is

y( xn+ 3 ) = a 2 ( x) yn+ 2 + h éëb 0 ( x) fn + b1 ( x) fn+ 1 + b 2 ( x) f n+ 2 + b3 ( x) f n+ 3 ùû+ h2l 3 ( x) y ''n+ 3

% (3.32)

Where a 2 ( x), b 0 ( x), b1 ( x), b 2 ( x), b 3 ( x), l 3 ( x) are the continuous coefficients of the method.

In order to determine the continuous coefficients in (4), we use the approach in Onumanyi et.al. (1994) to
obtain the continuous coefficients as given below.
a 2 (t + xn ) = 1,
æ 13t 2 29t 3 t 4 t 5 ö
43h ÷
hb 0 (t + xn ) = ç
çt - + - + - ÷
÷
ç
è 12h 54h 2 8h 3 90h 4 ÷
135 ø
æ9t 2 7t 3 t 4 t 5 ö
7h ÷
hb1 (t + xn ) = ç
ç - + - - ÷
÷
ç
è 4h 4h 2 2h3 20 h 4 5 ÷
ø
æ- 9t 2
5t 3 7t 4 t 5 ö
h÷
hb 2 (t + xn ) = ç
ç + - + - ÷
÷
ç
è 4h 2h 2 8h 3
10 h 4 5÷
ø
æ13t 2 139t 3 t 4 11t 5 ö
11h ÷
hb 3 (t + xn ) = ç
ç - + + - ÷
÷
ç
è 12 h 108h 2
2h 3
180 h 4 ÷
135 ø
(3.36)
æ- t 2
11t 3 t 4 t 5 ö
2h ÷
hl 3 (t + xn ) = ç
ç + - + + ÷
÷
ç
è 2 18h 4h 2
30 h 3 ÷
45 ø
Substituting (3.36) into (3.32) yields the continuous form of the3-step BLMM (3.37).

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 Omagwu et al..…. Int. J. Inno. Maths, Statistics & Energy Policies 5(1):24-37, 2017

æ 13t 2 29t 3 t 4 t 5 Ok 43h ÷ö

y (t + xn ) = yn+ 2 + ççt -
% + - + - ÷
÷ fn
çè 12h 54h 2
8h 3
90h 4
135 ÷
ø
æ9t 2 7t 3 t4 t5 7 h ö÷
+ çç - + - - ÷ f n+ 1
çè 4h 4h 2 2h3 20h 4 5 ø÷÷
æ- 9t 2 5t 3 7t 4 t5 h ö÷
ç
+ç + - + - ÷
çè 4h 2h 2 8h3 10h 4 5 ø÷÷ f n+ 2

æ13t 2 139t 3 t4 ö
11t 5 11h ÷
+ çç - + + - ÷
÷ f
çè 12h 108h 2
2h 3 4
180h 135 ø ÷ n+ 3
æ- t 2 11t 3 t 4 t5 ö
2h ÷
+ çç + - + + ÷
÷ g (3.37)
çè 2 18h 4h 2 30h3 45 ø ÷ n+ 3

Evaluating the continuous scheme (3.37) at t = 0, h, 3h yields the Three-step BBLMM

43 7 1 11 2 2 ''
yn = yn + 2 - hf n - hf n+ 1 - hf n+ 2 - hf n+ 3 + h y n+ 3
135 5 5 135 45

23 9 29 83 11 2 ''
yn + 1 = yn + 2 + hf n - hf n+ 1 - hf n+ 2 + hf n+ 3 - h y n+ 3 (3.38)
1080 20 40 540 180

7 1 19 307 19 2 ''
yn + 3 = yn + 2 + hf n - hf n+ 1 + hf n+ 2 + hf n+ 3 - h y n+ 3
1080 20 40 540 180

3.6. Four- Step Blended Block Linear Multistep Methods (BBLMM)

To construct the four- step BLMM, the general form of the Four- Step Blended Linear Multistep

methods expressed in the form of (3.25) is

y( xn+ 4 ) = a 3 ( x) yn+ 3 + h éëb 0 ( x) f n + b1 ( x) f n+ 1 + b 2 ( x) f n+ 2 + b 3 ( x) f n+ 3 + b 4 ( x) f n+ 4 ù

%
û
+ h2l 4 ( x) y ''n+ 4 (3.39)

The continuous coefficient are obtained using the same procedure in (3.27) and substituting same

into (3.39) gives the continuous form of the four step blended linear multistep method.

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 Omagwu et al..…. Int. J. Inno. Maths, Statistics & Energy Policies 5(1):24-37, 2017

æ 7t 2 95t 3 25t 4 ö
÷
ççt - + - ÷
çç 3÷
% 6h 144h 2
128h ÷ ÷
y (t + xn ) = yn+ 3 + çç ÷ fOk
t6 ÷
n
çç 7t 5 210h ÷
÷
ççè 240h 4 -
+ - ÷
÷
640 576h5 ø
æ8t 2 64t 3 31t 4 13t 5 t6 7h ÷ö
+ çç - + - + - ÷
÷ f n+ 1
çè 3h 27 h 2 36h3 90h 4 108h 5
5÷ ø
æ- 3t 2
11t 3 51t 4 3t 5 t6 99h ö
÷
+ çç + - + - - ÷ f n+ 2
çè h 3h 2
32h 3
10h 4
48h 5
160 ÷
÷
ø
æ8t 2 32t 3 7t 4 11t 5 t6 9h ö
÷
+ çç - + - + - ÷
÷ f
çè 3h 9h 2
4h 3
30h 4
36h 5 ÷ n+ 3
10 ø
æ 7t 2 691t 3 947t 4 131t 5 25t 6 ÷ ö
çç- + - + - ÷
ç 5÷
+ çç 6h 432h 2
1152h 3
720h 4
1728h ÷ ÷
çç ÷
÷
f n+ 4
çç-
9h ÷
÷
è ÷
÷
ø
10
æt 2 25t 3 35t 4 t5 t6 3h 2 ö
÷
+ çç - + - + - ÷
÷ g (3.41)
çè 2 36h 96h 2
12h 3
144h 5
32 ø÷ n+ 4

Evaluating the continuous scheme (3.41) at t = 0, h, 2h, 4h yields the Four-Step BBLMM

11 17 19 17 1
yn + 1 = yn + 3 - hf n - hf n+ 1 - hf n+ 2 - hf n+ 3 + hf n+ 4
90 45 15 45 90
201 7 99 9 149 3 2 ''
yn = yn + 3 - hf n - hf n+ 1 - hf n+ 2 - hf n+ 3 + hf n+ 4 + h y n+ 4
640 5 160 10 640 32

11 7 83
yn + 2 = yn + 3 -
hf n + hf n + 1 - hf n + 2
1920 135 160
19 1831 1
- hf n + 3 + hf n + 4 + h 2 y '' n + 4
30 17280 6
17 1 41
yn + 4 = yn + 3 - hf n + hf n + 1 - hf n + 2
5760 45 480
47 3133 3
+ hf n + 3 + hf n + 4 + h 2 y '' n + 4 (3.42)
90 5760 32

3.3.4 Five- Step Blended Block Linear Multistep Methods (BBLMM)

To construct the five- step BLMM, the general form of the Five- Step Blended Linear Multistep methods
expressed in the form of (3.25) is
y( xn+ 5 ) = a 4 ( x) yn+ 4 + h éëb 0 ( x) f n + b1 ( x) f n+ 1 + b 2 ( x) f n+ 2 + b 3 ( x) f n+ 3 + b 4 ( x) f n+ 4 + b 5 ( x) f n+ 5 ùû
%

+ h2l 5 ( x) y ''n+ 5 ...................................................................................... . (3.43)

The continuous coefficient are obtained using the same procedure in (3.27) and substituting same
into (3.25) gives the continuous form of the five step blended linear multistep method.

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æ 149t 2 1399t 3 13t 4 4t 5 158h t6 t 7 ö÷

y (t + xn ) = yn+ 4 + ççt -
% + - + - - - ÷ fn
çè 120h 1800h 2 48h3 75h 4 525 180h5 4200h 6 ø÷ ÷
Ok
æ25t 2 445t 3 590t 4 47t 5 19t 6 t7 ö
52h ÷
+ çç - + - + - - ÷
÷ f n+ 1
çè 8h 144h 2 3
384h 160h 4
576h 5
672h 6
35 ÷
ø
æ- 25t 2 595t 3 67t 4 31t 5 t6 t7 344h ö÷
+ çç + - + - + - ÷ f n+ 2
çè 6h 108h 2
24h 3 4
45h 12h 5
252h 6
945 ÷÷
ø
æ25t 2 215t 3 323t 4 109t 5 17t 6 t7 176h ö÷
+ çç - + - + - - ÷ f n+ 3
çè 6h 36h 2
72h 3
120h 4 5
144h 168h 6
105 ÷÷
ø
æ 25t 2 335t 3 133t 4 4t 5 t 6 t7 2h ö÷
+ çç- + - + - + - ÷
÷ f n+ 4
çè 8h 72h 2 48h3 5h 4 9h5 168h 6 35 ø÷
æ149t 2 20269t 3 439t 4 2449t 5 47t 6 137t 7 ö
548h ÷
+ çç - + - + + - ÷
÷ f n+ 5
çè 120h 10800h 2 384h3 7200h 4 960h5 50400h6 4725 ÷ ø
æ t 2 137t 3 15t 4 17t 5 t6 t7 ö
16h 2 ÷
+ çç- + - + - + + ÷
÷ g n+ 5 (3.45)
çè 2 180h 32h 2
120h 3
48h 4
840h 5
315 ÷ø

Evaluating the continuous scheme (3.39) at t = 0, h, 2h, 3h, 5h yields the Five-Step
BBLMM
158 52 344
yn = yn + 4 - hf n - hf n + 1 - hf n + 2
252 35 945
176 2 548 16
- hf n + 3 - hf n + 4 - hf n + 5 + h 2 y '' n + 5
105 35 4725 315
33 1737 337
yn + 1 = yn + 4 + hf n - hf n + 1 - hf n + 2
2800 4480 280
1023 339 2201 863
- hf n + 3 - hf n + 4 + hf n + 5 - h 2 y '' n + 5
1120 560 22400 1120
1 53 382
yn + 2 = yn + 4 - hf n - hf n + 1 - hf n + 2
630 2520 945
773 263 221 1
- hf n + 3 - hf n + 4 + hf n + 5 + h 2 y '' n + 5
630 630 7560 126
19 89 677
yn + 3 = yn + 4 - hf n - hf n + 1 + hf n + 2
8400 4480 7560
1933 323 48467 271
- hf n + 3 - hf n + 4 + hf n + 5 - h 2 y '' n + 5
3360 560 604800 10080
41 529 373
yn + 5 = yn + 4 + hf n - hf n + 1 + hf n + 2 (3.46)
25200 40320 7560
1271 2837 317731 863
- hf n + 3 + hf n + 4 + hf n + 5 - h 2 y '' n + 5
10080 5040 604800 10080

Stability Analysis of the methods(see Ehigie and Okunugha (2014)

T
æ - 889 458 ö
- 236 ÷
T
C6 = çç
çè100000 100000 100000 ÷
P = (4, 4, 4) , , ÷
ø
The three step method has order and error constant of

Zero-stability of the Block Methods

Following the work of Ehigie and Okunuga (2014), we observed that the three step block method is zero

stable as the roots of the equation are less than or equal to 1.

Since the block method is consistent and zero-stable, the method is convergent (Henrici 1962).

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 Omagwu et al..…. Int. J. Inno. Maths, Statistics & Energy Policies 5(1):24-37, 2017

Region of Absolute Stability: Solving the characteristic equation for r, we

obtain the stability function Ok
æ(181440(3348 z 6 + 73656 z 5 - 8015677 z 4 - 107373258 z 3 ö
÷
ç
ç ÷
ç 7÷÷
ç
ç+ 585043713 z 2
+ 8709120)) / (118296521280 z 8
- 398268079200 z ÷
ç ÷
÷
ç
R( z ) = ç- 12036740989815 z 6
+ 17140481870582 z 5
+ 203807488019508 z 4÷
÷
ç ÷
÷
ç
ç ÷
ç- 83077823942880 z 3
- 286454982461760 z 2
+ 1521805719 16800 z ÷
÷
ç
ç ÷
÷
ç
ç+ 1580182732800) ÷
÷
è ø
RAS FOR A CLASS OF BLENDED LINEAR MULTISTEP FOR K=3 TO K=5
3

2
K=5

K=3
K=5
im(z)

0
K=4
-1

-2

-3
0 0.5 1 1.5 2 2.5 3 3.5 4
Re(z)

Numerical Experiment
Problem 1

Problem 2

Problem3

33
 Omagwu et al..…. Int. J. Inno. Maths, Statistics & Energy Policies 5(1):24-37, 2017

Fig2: Solution to Problem 1 using the Three Step Blended Block Linear Multistep Second derivative Methods
1

0.9 y1 ODE 23 solver

0.8
Ok y2
y3
y1
ODE 23
ODE 23
Blended
solver
solver
Block
y2 Blended Block
y3 Blended Block
0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 5 10 15 20 25 30 35 40

Figure 2: Solution of problem 1 Computed with Three - Step Blended Block Adams Moutons Methods

Fig 3: Solution to Problem 1 using the Four Step Blended Block Linear Multistep Second derivative Methods
1

0.9 y1 ODE 23 solver

y2 ODE 23 solver
y3 ODE 23 solver
0.8 y1 Blended Block
y2 Blended Block
y3 Blended Block
0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 5 10 15 20 25 30 35 40

Figure 3: Solution of problem 1 Computed with Four - Step Blended Block Adams Moutons
Fig4: Solution to Problem 1 using the Five Step Blended Block Linear Multistep Second derivative Methods

Methods 1

0.9 y1 ODE 23 solver

y2 ODE 23 solver
y3 ODE 23 solver
0.8 y1 Blended Block
y2 Blended Block
y3 Blended Block
0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 5 10 15 20 25 30 35 40

Figure 4: Solution of problem 1 Computed with Five - Step Blended Block Adams Moutons Methods

y1 Exact
0.9 y2 Exact
y1 Blended
y2 Blended
0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 5 10 15 20 25 30 35 40

Figure 5: Solution of problem 2 Computed with Three - Step Blended Block Adams Moultons Methods

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 Omagwu et al..…. Int. J. Inno. Maths, Statistics & Energy Policies 5(1):24-37, 2017

y1 Exact
0.9
Ok y2
y1
y2
Exact
Blended
Blended
0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 5 10 15 20 25 30 35 40

Figure 6: Solution of problem 2 Computed with Four - Step Blended Block Adams Moultons Methods

y1 Exact
0.9 y2 Exact
y1 Blended
y2 Blended
0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 5 10 15 20 25 30 35 40

Figure 7: Solution of problem 2 Computed with Five - Step Blended Block Adams Moutons Methods

3
y1 Exact
y2 Exact
2.5 y1 Blended
y2 Blended

1.5

0.5

-0.5

-1

-1.5
0 5 10 15 20 25 30 35 40

Figure 8: Solution of problem 3 Computed with Three - Step Blended Block Adams Moutons Methods

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 Omagwu et al..…. Int. J. Inno. Maths, Statistics & Energy Policies 5(1):24-37, 2017

3
y1 Exact
y2 Exact
2.5
Ok y1
y2
Blended
Blended

1.5

0.5

-0.5

-1

-1.5
0 5 10 15 20 25 30 35 40

Figure 9: Solution of problem 3 Computed with Four - Step Blended Block Adams Moutons Methods

3
y1 Exact
y2 Exact
2.5 y1 Blended
y2 Blended

1.5

0.5

-0.5

-1

-1.5
0 5 10 15 20 25 30 35 40

Figure 10: Solution of problem 3 Computed with Five - Step Blended Block Adams Moutons Methods

CONCLUSION
A class of blended block linear Multistep second derivative methods have been constructed through the
Enright and multistep collocation approaches. The Region of absolute stability of the conventional Adams
Moulton methods has been greatly enhanced. (A-stable). These methods are all convergent. Numerical results
reveal the efficiency of the methods in solving stiff systems ODEs

REFERENCES
Dahlquist, G. (1963). A Special Stability problem for Linear Multistep Methods. Bit 3, 27-43.
Gear, C.W. (1965). Hybrid Methods for Initial Value Problems in Ordinary Differential Equations. SIAM J.
Numer. Anal. Ser B, 2, 69 – 86.
Lambert, J.D. (1973). Computational Methods in Ordinary Differential Equations. John Willey. New York.
Butcher, J.C. (1966). On the Convergence of Numerical Solutions to Ordinary Differential Equations. Math.
Comp. 20, 1 -10.
Chollom J.P. (2005): A study of Block Hybrid Methods with link o two-step Runge Kutta Methods for first
order Ordinary Differential Equations. PhD Thesis (Unpublished) University of Jos, Jos Nigeria.
Chollom J.P., Olatunbusin I.O. and Omagwu S (2012): A Class of A-Stable Block Explicit Methods for the
Solution of Ordinary Differential Equations. Research Journal of Mathematics and Statistics 4(2): 52-
56.
Dalquist, G. (1963). A Special Stability problem for linear Multistep Methods BIT. 3 27-43
Ehigie J.O. & Okunuga S.A. (2014). L( )-Stable Second Derivative Block Multistep Formula for stiff initial
Value Problems. International Journal of applied Mathematics 44(3). 7 -13
Enright, W.H (1972). Numerical solution of stiff differential equations 46(1972), 321-331, Dept of Computer
Science, University of Toronto, Toronto, Canada.

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Fatunla, S.O. (1991). Block Method for Second Differential Equations. International Journals of Computer
Mathematics. 41, 55-663
Sahi, R.K.,Jator,S.N and Khan, N.A. (2012). A Simpson’s Ok type second derivative method for stiff systems,
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Onumanyi, P., Awoyemi, D.O., Jator, S.N. and Sirisena, U.W. (1994).New Linear Multistep Methods with
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