AMERICAN JOURNAL OF SCIENTIFIC AND INDUSTRIAL RESEARCH

© 2012, Science Huβ, http://www.scihub.org/AJSIR

ISSN: 2153-649X, doi:10.5251/ajsir.2012.3.3.122.127

Derivation of New Non-Standard Finite Difference Schemes for

Non-autonomous Ordinary Differential equation
Ibijola, E. A. and Obayomi, A. A.
Department of Mathematical Sciences, Ekiti State University, Ado-Ekiti, Nigeria.
ABSTRACT

In this paper we derive Non-standard finite difference schemes for the solution of some IVPs
emanating from non-autonomous Ordinary Differential Equation. A new technique based on the
method of Non–local approximation and renormalization of the denominator function was
employed. Numerical experiments were used to verify the reliability of the new Finite Difference
schemes proposed for the IVPs and the results obtained shows that the schemes are
computationally reliable.

Keywords: Local Approximations, denominator functions (type A and B), modeling,

Non-standard method, Qualitative properties, IVP (Initial Value Problem), Non-autonomous.

INTRODUCTION proposed. Improvement on this method are extensive

and continuing.
Finite difference scheme is one of the most frequently
used method for numeral solution to both ordinary Definition 1.1 (Mickens 1994)
and partial differential equation. The method permits
An exact finite-difference scheme is one which the
the solution of the DE to be reduced to algebraic
solution to the difference equation has the same
equations which can be solved numerically.
general solution as the associated differential
Non-Standard Finite Difference modeling rules: A equation.
finite difference scheme is called non-standard finite
Definition 1.2 : Type A denominators are those
difference method, if at least one of the following
constructed with the knowledge of analytic solution.
conditions is met (Anguelov and Lubuma 2003):
Type B denominators are those constructed when
i. In the discrete derivative, the traditional analytic solution is not considered.
denominator is replaced by a non-negative
2 In this paper we develop finite different schemes for
function Ψ such that, Ψ (h) = h + o(h ), as
some non autonomous ordinary differential equation
h 0.
by using two techniques that are based on the non-
ii. Non-linear terms that occur in the differential standard modeling rules[ 7 ]. The various instructively
equation are approximated in a non-local necessary modeling rules which are antidote against
way i.e. by a suitable function of several the pitfalls of numerical instabilities are strictly
points of the mesh. adhered to. We use the modeling rules {2&3} while
paying attention to the other non-standard modeling
The concept of non-standard finite difference
rules( Mickens, 1994).
schemes was proposed by Mickens in 1988 as a
solution to the numerical instability that exist in the The Differential equations considered for this work
use of Finite Difference schemes. Since the are
discovery of this method, researchers like “Angeulov
& Lubuma, Ibijola &Sunday etc. among others have 1.
suggested ways of building numerically reliable 2.
schemes using the non- standard modeling rules
 Am. J. Sci. Ind. Res., 2012, 3(3): 122-127

3. y(0) = 4

4.

The constructed schemes have been compared with

the analytic solution and the resulting numerical
experiment have been presented in diagrams . The
major advantage of non standard schemes in that
issues of numerical instability and have been
removed see [4],[7]. ,
Derivation of the Method: The discrete solution of a
(2.3)
finite difference scheme can be written as
Consider the point where the expected analytical
and the numerical solution coincides i.e
is a the scheme in (2.3) can be
real valued function. written as:

A suitable candidate for the function g is =

which is the exact scheme (Ibijola & Sunday 2010)
i. Consider the non-standard finite difference
scheme for any dimensionless equation
given by
Then taking limit as h approaches zero
OR

(2.2)

h may be replaced with higher powers of h provided

ii. Consider also the exact finite difference scheme 2
(h) = h + o (h ) as h o (Mickens1994)
in the form
In this paper we use various techniques to modify
the denominator function accordingly to satisfy the
non-standard modeling rules where it becomes
where necessary Hence we can develop non-standard
schemes Using the following phi ( functions :

(ii)above then 1) ,

2)
=
Derived from Analytic solution

3)

Derived from taking derivative

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The schemes will be compared with the Analytic We have = h/y applied to
Solution and the corresponding exact finite difference
scheme. (3.1.2a)

Construction of New Non Standard Schemes (3.1.4) is initially h since

y(0)=1 hence we can choose

Problem 1: Or to protect the fact that
2
Consider the IVP = xy ; y (0) =1; ; (h) = h + 0(h ) as h o
(3.1.0)
Problem 2:
With analytic solution
Consider the IVP

a) At the points = (3.2.0)

and With analytic solution
a) At the points =
Let

Then Exact Scheme is =

Then Exact Scheme is =
(3.1.1)

b) Using y a Є R
and (3.1.0) in equation(2.2) we obtain (3.2.1)

= b) Using y = + (1 a Є R and
(3.2.0) in equation(2.2) we obtain

Then

(3.1.2a) A Non-standard scheme is

Comparing this with the exact Scheme (3.2.2a)

=

i.e = Using(3.2.1) and (3.2.2a) then

Then (3.1.2)

Hence we have a non standard scheme

c) Using (2.3)

applied to (2.2) (3.1.3)

d) Using (2.4)

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(3.2.2)

c) Using (2.3) A Non-standard scheme is

applied directly to (2.2) (3.2.3) (3.3.2a)

d) Using (2.4)

= Using(3.3.1) and (3.3.2a) then

is initially h since y(0)=3 hence we can

Hence we have a non standard scheme
choose
or

applied to (3.2.2a).
(3.2.4) (3.3.2)
e) From (2.2) and (3.2.0) we have
c) Using (2.3)

applied directly (2.2) (3.3.3)

(3.2.5a) d) Using (2.4)

Using then

applied to (3.2.5a) (3.2.5) applied to (3.3.2)

Problem 3
3.3.4)
Consider the IVP y(0) = 4
(3.3.0) is initially since y(0)=4 hence we can

choose
With analytic solution
to protect the fact that
2
a) At the points = (h) = h + o (h ) as h o

and Problem 4

Consider the IVP y(0) = -1

Then Exact Scheme is = = (3.4.0)

(3.3.1)
With analytic solution
b) Using y = + (1 a Є R and At the points =
(3.3.0) in equation(2.2) we obtain

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 Am. J. Sci. Ind. Res., 2012, 3(3): 122-127

, to protect the fact that

2
and = (h) = h + o (h ) as h o

Then Exact Scheme is = =

Graphical Presentation of the Results
(3.4.1)
Figure 1. Schemes of
b) Using y = + (1 a Є R and
(3.3.0) in equation(2.2) we obtain , a= .05 h= 0.1

A Non-standard scheme is

(3.4.2a)

Using(3.4.1) and (3.4.2a) then

Hence we have a non standard scheme

Figure 2. Schemes of

, a= 0.9995 h= 0.1
(3.3.2)

c) Using (2.3)

applied directly (2.2)

(3.3.3)

d) Using (2.4)

applied to (3.3.2)

3.3.4)

is initially since y(0)=-1 hence we can

choose

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 Am. J. Sci. Ind. Res., 2012, 3(3): 122-127

Figure 3. Schemes of REFERENCES

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SUMMARY AND CONCLUSION
We have constructed family of schemes for the IVP’s
.The schemes have been tested numerically in terms
of their consistency with the known behavior of the
analytic solution of the particular initial value
problem. The construction of phi to satisfy the
Mickens rules is sacrosanct to the validity of this
new technique . The qualitative behavior of all the
constructed schemes have been found to be
consistent with that of the ODE . The results are
presented in the graphs. It will be noted that the
denominator functions were modified to satisfy the
Non-standard modeling rules .
Methods for initial value problems, World Scientific,
Singapore.
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Theory and Application of Non-standard Finite
Difference Methods for Singular ODEs. Journal of
emerging Trends in Engineering and Applied Sciences
UK, 294): 684-688.
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Springer, Berlin.
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boundary value problems (sixth Edition) Brooks /Cole
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