Professional Documents
Culture Documents
Solving Numerically A Sixth Order Differential Equation As Coupled Finite Difference Equations Approach
Solving Numerically A Sixth Order Differential Equation As Coupled Finite Difference Equations Approach
In this article we have considered sixth order boundary value problem. We have
Pramod Kumar Pandey
proposed the finite difference method for solving problem as coupled equations. Associate Professor, Dyal Singh College (University of Delhi),
We get numerical approximation of third derivative of solution of the problem as a India
byproduct of the proposed method. We have established theoretically the convergence
of the proposed method under appropriate conditions. We have tested the proposed Correspondence: Pramod Kumar Pandey, Associate Professor,
method on model problems for the numerical result. Experimental result approves the Dyal Singh College (University of Delhi), Lodhi Road, New Delhi
theoretical result. 110003, India, Tel 9910206270, Email
Keywords: boundary value problem, finite difference method, quadratic order Received: December 21, 2017 | Published: November 28,
convergence, sixth order differential equation, splitting method 2018
( ) ( )
i+2
the order O h5 .Thus by neglecting the O h5 term in (3.3)-(3.5), we
3
h
−υi −1 _ 3υi −3υ +1 +υ=
i+2
( fi + 4 fi +1 ), 2≤i≤ N −1 will get our proposed difference method for the numerical solution
2
of the problem (1.1). If we need to find v (b) corresponding to u " ( b )
If the forcing function f ( x , u ) in problem (1.1) is linear then the given boundary condition. We approximate v(b) for the boundary
the system of equations (2.4) will be linear otherwise we will obtain
4
nonlinear system of equations. condition using u " ( a ) , u " ( b ) , u ( b ) i.e.
Derivation of the difference method
In this section we outline the derivation of the proposed method, υ (b) =
u "( b )−u "( a ) b − a
b−a
+
6 (
2υ ( 4 ) ( b )+u 4 ( a ) ) (3.6)
we have followed the same approach as given in.13 Let us write a
linear combination of solution u ( x ) and v ( x ) at nodes xx +1 , xi But in this case the order of truncation error will not be O ( )
h
5
Convergence analysis
(
a2ui +1 + a1ui −1 + ao ui + h2b1 u"i −1 + h b2 ui' +1+bo u1' =
3
0 )
We will consider following test equation for convergence analysis
(3.1) of the proposed method (2.4-2.5).
Where a , a , a , b , b and b are constants to be determined. 6
( x ) = f ( x,u ) , a < x < b .
u (4.1)
0 1 2 0 1 2
Expanding each term on the left hand side of (3.1) in Taylor series
about the point xi and using method of undetermined coefficients, we = (4) (3) (4)
u ( a ) α1=; u "( a ) α 2 ; u= ( a ) α=3 ; u (b ) β1 ; u
= (b ) β 2 and u= (b ) β 3
get
Let w be the approximate solution of difference method (2.4-2.5) for
17 5
( a0 ,a1 ,a2 ,b0 ,b1 ,b2 )= 2,−1,−1, ,− ,1 numerical solution of the problem (4.1), we can write in the matrix
12 12 (3.2) form
Thus from (3.1)-(3.2), we have
Jw=Rh (4.2)
2 " h3
− ( vi −1 + 2vi −vi +1 ) + h u i −1+ (17 fi −5 fi +1 ) +Tui =
0 Where J is coefficient = matrix, w [u= T T
,v ] and Rh [ rh1,rh2 ] these
12
(3.3) matrixes are
Citation: Pandey PK. Solving numerically a sixth order differential equation as coupled finite difference equations approach. Open Access J Sci.
2018;2(6):381‒385. DOI: 10.15406/oajs.2018.02.00115
Copyright:
Solving numerically a sixth order differential equation as coupled finite difference equations approach ©2018 Pandey 383
2 Subtract (4.3) from (4.2) and substitute the above defined error into
α1 − h α 2
2 it, we will obtain
−h α2
0 JE = T (4.4)
u1
. Let investigate the inevitability of the matrices C ( u ) and
h 3
. 1
β1 + 2 β 2
.
C
2
(υ ) . These matrices have different structure so we have to rely
h 3
−2 hα 3 + ( 7 f1 + 4 f 2 )
uN
on computation of explicit inverse. Let explicit inverses of C ( u )
Rh = ,w , 1
3
3
1
υ
.
and C (υ ) be respectively C=
2
−1 (υ ) k
1 i , j N × N , where( )
h (f +f )
3 2 3 .
( N −i +1)
. , j = 1, i ≤ j ≤ N
h3 υN
2 N ×1 (N +N )
( fN −1+ fN )
2 i ( N − j +1)( N − j + 2 )
ki , j = , j ≠1,i ≤ j ≤ N ,
3 2( N + N )
3β − 2 hβ + h 3 fN + f
2 3 ( N +1 ) 2
6 2 N ×1
( N −i )( N −i +1)( N − j ( j −1) −1) −(( N −i )2−1)( N − j +1)( N + j ), j <i
2( N +1)
and let us define the coefficients matrix J in terms of block matrix,
C1 (u ) C1 (u ) C (υ )
and=
2
(li, j ) N × N
J =
C (v) C (v)
2 2 2 N ×2 N i −1 2 2
( ) a2, j − ( i − 4 ) a1, j , i <j
3 3
Where
( N − j +1)2
2 −1 0 0 17 −5 0 li , j = , j = 1,i ≤ j ≤ N ,
−1 2 −1 0
47 −23
4( N + N )
2
1 −3 3 −1
( N −i +1) ( 2 j − N +8 )
3 18 −6
h
C1( u ) = ,C1(υ ) N ×N 1 < j, j ≤ i ≤N
12 4( N +1)
1 −3 3 −1 18 −6
1 −3 3 N ×N 0 18 N 2 + 2 N −6) − 4( N − 2 j + 2)(( N +1)( N − 2 j ) −( N −3)) N
, 2≤ j <
5 −8 3 0 8( N + N ) 2
−1 3 −3
1
a2, j =
(
N 2 + 2 N −6
,
) j
N
C2 (υ ) N ×N , 8( N + N ) 2
−1 3 −3 1 2 2
( N + 2 N −6) − 2(5 N −16)( N − 2 j ) +8, N
−1 3 −3 < j≤ N
8( N +1) 2
0 −1 4
43h5 ( 5 )
It is easy to prove that matrices C1 ( u ) and C2 (υ ) are positive.
um , m =1
120 Let us define following terms,15
131h u ( 5 ),
5
120 m
m=2 υ up =C2 ( u )C 2−1(υ ), υ low =C1(υ )C1−1(υ )
5
73h ( 5 ) 2< m ≤ N
60
um , (1 + υ up ) and M * =
M *= (1 + υ low ).
tm ,1 =
13h5 ( 5 )
υ m , m= N +1 Let us assume
12
2 h5 ( 5 )
υ m , N + 2≤ m≤ 2 N −1 M *M * < M * + M * and M = max −1
p =1,2C p ( u /υ )
15
5
h υ ( 5 ), m = 2 N . then matrix J is invertible15 and moreover
60 m
MM *M *
j −1≤ (4.5)
Let us define an error function the difference between approximate
M * + M * − M *M *
and exact solution of the difference method (2.4-2.5) i.e. E = w − W.
Citation: Pandey PK. Solving numerically a sixth order differential equation as coupled finite difference equations approach. Open Access J Sci.
2018;2(6):381‒385. DOI: 10.15406/oajs.2018.02.00115
Copyright:
Solving numerically a sixth order differential equation as coupled finite difference equations approach ©2018 Pandey 384
Numerical Results
MM *M * To test the computational efficiency of method (2.4), we have
It is easy to prove that is finite. Thus from (4.4) considered four model problems. In each model problem, we took
and (4.5), we have M * + M * − M *M *
uniform step size h. In Table 1 to Table 4, we have shown MAEU
and MAEV the maximum absolute error in the solution u(x) and
MM *M * derivatives of solution v(x) of the problems (1.1) for different values
E TJ −1≤T
= (4.6)
M * + M * − M *M * of N. We have used the following formulas in computation of MAEU
and MAEV:
and E is bounded. It is easy to prove E tends to zero as MAEU
= max u ( xi )−ui
h → 0 . So we can conclude that finite difference method (2.4-2.5) 1≤i ≤ N
converge and the order of convergence of the difference method (2.4-
2.5) is at least O h 2( ) MAEV
= max u '( xi )−vi
1≤i ≤ N
Table 1 Maximum absolute error (Problem 1)
16 32 64 128
Subject to boundary conditions u (3) (1) = −6sin (1)+ 6cos(1) and u (4) (1) = −12sin (1)−8cos(1).
u (0)
= 0, u "(0) = 0, =
u (0)
( 4)
8, u (1)
= 2 exp ( −1), The analytical solution of the problem is u ( x ) = ( x 2 −1) sin( x ).
The MAEU and MAEV computed by method (2.4-2.5) for different
(3) ( 4)
u (1) = exp ( −1) and u (1) = 2 exp ( −1). values of N are presented in Table 2.
16 32 64 128
32 64 128 256
Citation: Pandey PK. Solving numerically a sixth order differential equation as coupled finite difference equations approach. Open Access J Sci.
2018;2(6):381‒385. DOI: 10.15406/oajs.2018.02.00115
Copyright:
Solving numerically a sixth order differential equation as coupled finite difference equations approach ©2018 Pandey 385
Problem 4 The model nonlinear problem given by of N are presented in Table 4. The accuracy in numerical solution
in considered model problems is satisfactory and increases as step
u
(6)
( )
( x ) = 8 sin u 2 ( x ) exp( x )+ cos 2 ( x ) exp( −1) , 0 < x < 1 size h decreases. The order of proposed method can be observed from
the numerical experiment. Overall method is efficient and order of
Subject to boundary conditions accuracy is at least quadratic. However inaccurate approximation
in boundary condition affect the accuracy, it approved in numerical
sin (1) exp ( −1),
( 4)
u (0)
= 0, u "(0) = − 2, u=
(0) 0, u (1)
= results obtained in considered example 3. If we do higher order
approximation in boundary condition then this situation will destroy
u
(3)
2 sin (1) exp( −1) + 2 cos (1) exp( −1)
(1) = and u
( 4)
− 4 sin (1) exp( −1).
(1) = the matrix structure and proposed method may not converge. The
advantage of the proposed method (2.4-2.5) is we get numerical
The analytical solution of the problem is u ( x ) = exp ( − x ). The approximation of third derivative of solution of problem as a
MAEU and MAEV computed by method (2.4-2.5) for different values byproduct which is otherwise useful.
Table 4 Maximum absolute error (Problem 4)
8 16 32 64
Conflicts of interest 11. Wazwaz AM. The Numerical Solution of Sixth Order Boundary Value
Problems by the Modified Decomposition Method. Appl Math Comput.
The author declares there is no conflict of interest. 2001;118:311–325.
References 12. Noor MA, Mohyud-din ST. Homotopy perturbation method for solving
sixth-order boundary value problems. Computers & Mathematics with
1. Chandrasekhar S. Hydrodynamics and Hydromagnetic Stability. The Applications. 2008;55(12):2953–2972.
Clarendon Press, Ox-ford, 1961.
13. Pandey PK. The Numerical Solution of Third Order Differential
2. Agarwal RP. Boundary Value Problems for Higher Order Differential Equation Containing the First Derivative. Neural Parallel & Scientific
Equations. World Scientific, Singapore, 1986. Comp. 2005;13:297–304.
3. Chawla MM, Katti CP. Finite Difference Methods for Two Point 14. Pandey PK. Solving third-order Boundary Value Problems with Quartic
Boundary Value Problems Involving Higher Order Differential Splines. Springer- plus. 2016;5(1):1–10.
Equations. BIT. 1979;19:27–33.
15. Gil MI. Inevitability Conditions for Block Matrices and Estimates for
4. Pandey PK. Fourth order finite difference method for sixth order boundary Norms of Inverse Matrices. Rocky Mountain Journal of Mathematics.
value problems. Computational Mathematics and Mathematical Physics. 2003;33(4):1323–1335.
2013;53(1):57–62.
16. Khalid M, Sultana M, Zaidi F. Numerical Solution of Sixth-Order
5. Deacon AG, Osher S. Finite Element Method for Boundary Value Differential Equations Arising in Astrophysics by Neural Network.
Problem of Mixed Type. SIAM J Numer Anal. 1979;16:756–778. International Journal of Computer Applications. 2014;107(6):1–6.
Citation: Pandey PK. Solving numerically a sixth order differential equation as coupled finite difference equations approach. Open Access J Sci.
2018;2(6):381‒385. DOI: 10.15406/oajs.2018.02.00115