Citation
Fairuz, A'in Nazifa
(2019)
Rational methods for solving first order ordinary differential equation.
Masters thesis, Universiti Putra Malaysia.
Abstract
In this study, two classes of rational methods of second to fourth order of accuracy
are proposed. The formulation of the methods are based on two distinct rational
functions that are proposed in thesis, where the first class of methods are derived
based on rational function with denominator of degree one, as the degree of the
numerator increases. Meanwhile, the second class uses a rational function with the
numerator of degree one, as the degree of its denominator increases. The derivation
and implementation techniques are adapted from an existing study mentioned in the
thesis. The concept of the closest points of approximation is applied on the Taylor
series expansion in the derivation of the methods to increase the accuracy of the
proposed methods.
The stability regions of the proposed rational methods are illustrated. The second
order methods from the first class is found to be A-stable, while third and fourth order
methods are found to be absolutely stable. On the other hand, the methods from the
second class are all A-stable. Besides that, the algorithm for the proposed methods
are developed with constant step size strategy, in which the strategy to compute the
starting values by an existing methods is also included.
Both classes of methods are tested in solving initial value problems of different nature
which are singular, stiff and singular perturbation. Based on the numerical results,
it is observed that the proposed methods are capable to give comparable or
more accurate solutions compared to some of the existing methods in solving the
tested problems. The application of closest points of approximation concept have
shown the capability of the proposed methods in solving problem with integer singular
point compared to the existing rational multistep methods. Nevertheless, as the
proposed methods are compared to the existing methods which apply self-starting mechanism in its formula, it is found that the accuracy of the proposed methods is
comparable or outperformed by the existing methods. In terms of efficiency, the
proposed methods require comparable or lesser time of execution compared to the
existing methods of the same order. Besides that, the proposed methods also require
lesser number of total function evaluation compared to the existing methods, except
for the second order methods, where the number is found to be similar to the existing
methods. In conclusion, the proposed methods are suitable in solving problems with
singularity, stiff and singularly perturbed problems.
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