An optimized two-step hybrid block method for solving general second order initial-

value problems of the form y″ = f (x, y, y′)

Higinio Ramos, Z. Kalogiratou, Th. Monovasilis, and T.E. Simos

Citation: AIP Conference Proceedings 1648, 810006 (2015); doi: 10.1063/1.4913015

View online: http://dx.doi.org/10.1063/1.4913015
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 An Optimized Two-step Hybrid Block Method for Solving
General Second Order Initial-value Problems of the Form
y = f (x, y, y)
Higinio Ramos1∗ , Z. Kalogiratou2† , Th. Monovasilis3∗∗ and T.E. Simos4‡ ,§
∗
Escuela Politécnica Superior de Zamora, Universidad de Salamanca. Salamanca. Spain.
†
Department of Computer Science and Technology, Technological Educational Institution of Western Macedonia
at Kastoria, Kastoria, Greece
∗∗
Department of International Trade, Technological Educational Institute of Western Macedonia at Kastoria,
P.O. Box 30, GR-521 00 Greece
‡
Laboratory of Computational Sciences, Department of Computer Science and Technology, University of
Peloponnese, GR-221 00 Tripolis, Greece
§
Department of Mathematics, College of Sciences, King Saud University, P.O. Box 2455, Riyadh 11451, Saudi
Arabia

Abstract. In this paper, an efficient new optimized implicit two-step hybrid block method is presented for the integration of
general second-order initial value problems. Numerical experiments reveal the superiority of the new method for solving this
kind of problems, in comparison with methods of similar characteristics in the literature.
Keywords: Hybrid block methods, general second-order initial-value problems
PACS: 02.60.Cb

INTRODUCTION
Second-order differential equations appear frequently in the applied sciences. Examples of that are the mass movement
under the action of a force, problems of orbital dynamics, circuit theory, control theory, chemical kinetics, or in general,
any problem involving second Newton’s law.
Our goal is to approximate on a given interval the solution of a second-order initial value problem (I.V.P.) of the
general form

y  (x) = f (x, y(x), y (x)), y(x0 ) = y0 , y  (x0 ) = y 0 . (1)

Although it is possible to integrate a second-order I.V.P. by reducing it to a first-order system and applying one
of the methods available for such systems, it seems more natural to provide numerical methods in order to integrate
the problem directly. Among these procedures, block methods have been developed in order to obtain the numerical
solution at more than one point at a time (you may see one of the pioneering works on block methods in [7]). Some
advantages of block methods include (i) overcoming the overlapping of pieces of solutions and (ii) that they are self
starting, thus avoiding the use of other methods to get starting solutions.
In this paper we derive a two-step continuous hybrid block method with two intra-step points through interpolation
and collocation. Firstly, we choose the intra step points arbitrarily, and then imposing an optimization criterion on the
local truncation errors of the solution and the derivative at the final point, we get optimized values for the parameters.

1 higra@usal.es
2 kalogira@kastoria.teikoz.gr
3 monoba@kastoria.teikoz.gr
4 tsimos@kastoria.teikoz.gr

Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2014 (ICNAAM-2014)
AIP Conf. Proc. 1648, 810006-1–810006-5; doi: 10.1063/1.4913015
© 2015 AIP Publishing LLC 978-0-7354-1287-3/$30.00

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 whose exact solution is y(x) = cos(10x) + sin(10x) + sin(x) . Our method was compared with two implicit methods:
the seventh-order hybrid block method of three steps and three intra-step points in [3], and the sixth-order collocation
method using sixth degree splines in [4]. The results are shown in Table1 where we can see that our method performs
better.
TABLE 1. Maximum absolute errors (EMAX = max j |y(x j ) − y j |) .

h Our Method Sallam-Anwar [4] Jator [3]

2π /300 7.91453 × 10−10 9.40000 × 10−9 4.64836 × 10−9
2π /600 3.08698 × 10−12 1.40000 × 10−10 1.80385 × 10−11
2π /1200 1.34504 × 10−13 3.80000 × 10−12 1.00742 × 10−12

Example 2
The second example consists on an IVP of Bessel type given by (see [6], [3])

2   2 2 cos(1) − sin(1)
x y (x) + xy (x) + (x − 0.25)y = 0 ,
2
y(1) = sin(1) , y (1) = √ , x ∈ [1, 8] ,
π 2π

whose exact solution is y(x) = J1/2 (x) = π2x sin(x) . We have considered for comparison purposes the seventh-order
hybrid block method in [3] and the variable-step Falkner method of eighth order implemented in predictor-corrector
mode in [6]. The results appear in Table2 for the same number of steps as in the cited articles. Clearly the proposed
method performs better than the other methods.
TABLE 2. Maximum absolute errors (EMAX = max j |y(x j ) −
y j |) .

N Our Method Vigo-Ramos [6] Jator [3]

67 9.29768 × 10−12 7.1122 × 10−7 6.5286 × 10−11
82 2.08888 × 10−12 9.2632 × 10−8 1.3679 × 10−11
97 5.94037 × 10−13 8.7834 × 10−9 3.6827 × 10−12
112 2.00490 × 10−13 1.2108 × 10−10 1.1897 × 10−12
125 8.69883 × 10−14 2.7068 × 10−11 5.0232 × 10−13

ACKNOWLEDGMENTS
This research has been co-funded by the European Union (European Social Fund) and Greek national resources under
the framework of the "Archimedes III: Funding of Research Groups in TEI of W. Macedonia" project of the title
"Numerical Integration of Differential Equations with Oscillatory or Periodic Solution", project No. MIS383583.

REFERENCES
1. T. A. Anake, Continuous implicit hybrid one-step methods for the solution of initial value problems of general second-order
ordinary differential equations, Ph. D. Thesis, Covenant University, Nigeria (2011).
2. S. N. Jator, International Journal of Pure and Applied Mathematics 40 (4), 457–472 (2007).
3. S. N. Jator, Applied Mathematics and Computation 217 4036–4046 (2010).
4. S. Sallam, N. Anwar International Journal of Computer Mathematics 79 (5) 625–635 (2002).
5. S. O. Fatunla, Int. J. Comput.Math. 41 (9) 55–63 (1991).
6. J. Vigo-Aguiar, H. Ramos, J. Comput. Appl. Math. 192 114–131 (2006).
7. L. F. Shampine, H. A. Watts, Mathematics of Computation 23 (1969) 731–740.

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