IOSR Journal of Mathematics (IOSR-JM)

e-ISSN: 2278-5728, p-ISSN: 2319-765X. Volume 11, Issue 1 Ver. IV (Jan - Feb. 2015), PP 09-14
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Uniform Order Legendre Approach for Continuous Hybrid Block

Methods for the Solution of First Order Ordinary Differential
Equations
N. S. Yakusak*, S. Emmanuel and M. O. Ogunniran
Department of Mathematics Federal University Lokoja, Kogi State, Nigeria

Abstract: We adopted the method of interpolation of the approximation and collocation of its differential
equation and with Legendre polynomial of the first kind as basis function to yield a continuous Linear Multistep
Method with constant step size. The methods are verified to be consistent and satisfies the stability condition.
Our methods was tested on first order Ordinary Differential Equation (ODE) and found to give better result
when compared with the analytical solution.
Keywords: Collocations, Legendre polynomial, Interpolation, Continuous scheme.

I.

Introduction

We consider a numerical method for solving general first order Initial Value Problems (IVPs) of Ordinary
Differential Equations (ODEs) of the form:
= (, ), 0 = 0
(1)
Where f is a continuous function and satisfies Lipschitz condition of the existence and uniqueness of solution. A
differential equation in which the unknown function is a function of two or more independent variable is called
a Partial Differential Equations (PDEs). Those in which the unknown function is function of only one
independent variable are called Ordinary Deferential Equations (ODEs).
Many scholars have worked extensively on the solution of (1) in literatures [1-6]. These authors proposed
different method ranging from predictor corrector method to block method using different polynomials as basis
functions, evaluated at some selected points.
In this paper we proposed three-step and four-step hybrid block method with two off- step points, using
Legendre polynomials evaluated at grids and off-grids points to give a discrete scheme.

II.

Derivation Of The Method

In this section, we intend to develop the Linear Multistep Method (LMM), by interpolating and collocating at
some selected points. We consider a Legendre approximation of the form;
+1

(2)

=0

Where r and s are interpolation and collocation point

+1

(3)

=0

Substituting (3) into (1), we have

+1

(, ) =

(4)

=0

2.1 Three-Step Method With Two Off-Step Points.

3
5
Interpolating (2) at and collocating (4) at + , = 0,1, 2 , 2, 2 , 3 give the system of polynomial equation in
the form .
=
(5)

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Uniform Order Legendre Approach for Continuous Hybrid Block Methods for the Solution of...

Solving the above matrix by Gaussian elimination method we obtained the following results,
3
18
58
71
117
459
0 = + +3 +5 +3 +
+
+1 +

28
35
35
280
70
280 +2
2
2
3
3
12
243
243
459
1 =
+ 3 +
+
+

56 56 +3 35 +2 280 +1 280 +2 280 +2

1
18
6
19
45
27
2 = +3 + +5 + +3
+1 +2
56
35
7
280
56
56
2
2
1
1
4
27
27
3 =
+ 3 + +
16 16 +3 5 +2 80 +1 80 +2
117
54
18
261
351
2511
4 =
+
5 + 3
+

6160 +3 385 +2 77 +2 6160 6160 +1 6160 +2

3
12
3
27
27
5 =
+3 + +3 +

+1

140
35
140
140
140 +2
2
9
54
18
9
27
81
6 =
+3
+5 +3
+
+1 +

308
385
77
1540
308
308 +2
2
2

(6)

Substituting (6) into (2) we obtained, the LMM as,

y z = 0 z yn +

3
j=0 0 (z)fn+1

+ 3 z fn+3 + 5 (z)fn+5
2

where 0 z and 0 (z) are continuous coefficients obtained as

0 z = 1
31
29
29
4
1 6
0 z = z z 4 z 2 + z 3 + z 5
z
72
20
27
45
135
119 4 15 2 19 3 6 5 1 6
1 z =
z + z z z + z
24
2
2
5
9
104 4 40 2 536 3 136 5
8
3 z =
z z +
z +
z z6
9
3
27
45
27
2
91 4 45 2
16
1
2 z =
z + z 18z 3 z 5 + z 6
8
4
5
3
24 2 16 4
8 6 8 5
3
5 z = z z + 8z z + z
5
3
45
5
2
71 4 5 2 77 3 14 5
1 6
3 z =
z + z z z + z
72
6
54
45
27

(7)

Where =

Equation (7) is known as the continuous scheme.

Evaluating (7) at + , = 1, 2 , 2, 2 , 3 we obtained the following discrete scheme

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Uniform Order Legendre Approach for Continuous Hybrid Block Methods for the Solution of...
11
673
104
211
32
43
+

3+
5+

40 360 +1
45 +2 120 +2 45 +2 360 +3
35
1323
77
1053
27
73
+3 = +
+
+1 +3 +
+2 +5 +

128
640
40
640
40
640 +3
2
2
2
37
92
224
29
32
16
+2 = +
+ +1
+3 + +2 +5 +

135
45
135
15
45
145 +3
2
2
35
2375
125
875
35
125
+5 = +
+
+1
+3 +
+2 +5 +
+3
128
1152
72
384
72
1152
2
2
2
11
81
8
81
11
+3 = +
+ +1 +3 + +2 + +3
40
40
5
40
40
2
+1 = +

(8)

Equation (8) is known as the required block method.

2.2 Four-Step Method With Two Off-Step Points
Following similar procedure above, we interpolate (2) at and collocation (4) at
5
7
+ , s =0, 1, , 2, , 4 and
2
2
Evaluating at different grids and off-grid point, we obtain the method as
2039
2047
958
4636
3134
3359
+
+1
+2 +
+5
+7

7056
1512
315
946
2205
15120 +4
2
2
83
1598
172
3392
302
832
341
+2 = +
+
+1
+2 +
+5
+3 +
+7

294
945
105
945
105
738
1890 +4
2
2
1107
473
51
148
713
276
101
+3 = +
+
+
5
+
7

3920 280 +1 35 +2 35 +2 289 +3 245 +2 560 +4

217
5831
343
4459
4459
161
6517
+7 = +
+
+1
+2 +
+5
+3 +
+7

768
3456
240
1080
1920
120
34560 +4
2
2
2
31895
40825
2875
5965
23875
+
+1
+2 +
+5

112896
24192
3016
1512
8064 +3
2
+5 = +
4075
8875
2
+
7

3528 +2 48384 +4
+1 = +

+4 = +

622

2205

320

472

+ 189 +1 315 +2 +

4096
946

832

4096

+5 315 +3 + 2206 +7
2

(9)

26

946 +4

(10)
Equation (9) and (10) together form the block method.

III.

Analysis Of The Methods.

In this section we discuss the local truncation error and order, consistency and zero stability of the scheme
generated.
3.1 Order And Error Constant
Let the linear operator ; associated with the block formula be as
; = =0 + +
(3.1)
Expanding in Taylor series expansion and comparing the coefficients of gives
; = 0 + 1 + 1 2 + +1 +1 +1
Definition 3.1
The Linear operator L and the associated continuous LMM (3.1) are said to be of order p if
0 = 1 = 2 = 3 = 3 = = 0, +1 0 is called the error constant.

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Uniform Order Legendre Approach for Continuous Hybrid Block Methods for the Solution of...
Table 2.1: Features of the block method (8)
Order
+1

+3

+2

+5

+3

Error Constant
47

24192
27

14336
29

15120
725

387072
9

4480

Table 2.2: Features of the method (10) and (11)

Order
+4

+3

+2

+1

+5

+7

Error constant
16
6615
31
12544
29
11760
965
33860
107725
43342064
24
98304

3.2 Consistent And Zero Stability

Definition 3.2
The LMM is said to be consistent if it has order P1.
Definition 3.3
The block method is said to be zero stable if the roots , = 1,2, , of the characteristic () defined by
= det0 Satisfied | | 1 have the multiplicity not exceeding the order of the differential
equation, as 0, = (1)
Where is the order of the differential equation is the order of the matrix 0 and [2].
Putting (8) in matrix form we obtain

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Uniform Order Legendre Approach for Continuous Hybrid Block Methods for the Solution of...
Normalizing the matrix as 0
= [0 ]

4 1 = 0
= 0, = 1
The block method (8) is observed to be zero-stable.
Equation (9) and (10) in matrix form, and following the same procedure above is found to be zero-stable. [8]
3.3 Convergence
The convergence of the continuous hybrid block method is considered in the light of the basic properties
discussed above in conjunction with the fundamental theorem of Dahlquist [8] for LMM; we state the Dahlquist
theorem without proof.
Theorem 3.1
The necessary and sufficient condition for a linear multistep method to be convergent is for it to be consistent
and zero stable.
Following the theorem 3.1 above shows that both methods are convergent.

IV.

Numerical Examples

We now implement our derived block methods, on first order initial value problems.
In order to test the efficiency of the methods, we employed the following notations in our tables below:
3S2HBM: 3 Step two off - step Hybrid Block Method.
4S2HBM: 4 Step two off - step Hybrid Block Method.
Example 4.1
= 5 , 0 = 1, = 0.01
Exact solution y(x) = 5
Example 4.2
+ = 0 , 0 = 1, = 0.1
Exact solution =
Table 4.1: Numerical results for example 4.1
X
0.0
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.1

EXACT
1.000000000
1.051271096
1.105170918
1.161834243
1.221402758
1.284025417
1.349858808
1.419067549
1.491824698
1.568312185
1.648721271

3S2HBM
1.000000000
1.051271096
1.105170918
1.161834243
1.221402758
1.284025417
1.349858808
1.419067549
1.491824698
1.568312186
1.648721271

4S2HBM
1.000000000
1.051271096
1.105170918
1.161834243
1.221402758
1.284025417
1.349858807
1.419067548
1.491824697
1.568312185
1.648721270

Table 4.2: Comparison of error for example 4.1

X
0.01
0.02

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3S2HBM
0.0
0.0

4S2HBM
0.0
0.0

[7]
6.2 E -10
1.1 E -09

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Uniform Order Legendre Approach for Continuous Hybrid Block Methods for the Solution of...
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.1

0.0
0.0
0.0
0.0
0.0
0.0
1.0 E -09
0.0

0.0
0.0
0.0
1.0 E -09
1.0 E -09
1.0 E -09
0.0
1.0 E -09

1.3 E -09
1.6 E -09
1.3 E -09
4.2 E -10
2.4 E -09
2.4 E -09
2.5 E -09
2.3 E -09

Table 4.3: Numerical results for example 4.2

X
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0

EXACT
1.000000000
0.904837418
0.818730753
0.740818220
0.670320046
0.606530659
0.548811636
0.496575303
0.449328964
0.406569590
0.367879441

3S2HBN
1.000000000
0.904837418
0.818730753
0.740818220
0.670320046
0.606530660
0.548811636
0.496585304
0.449328964
0.406569659
0.367879441

4S2HBM
1.000000000
0.904837418
0.818730753
0.740818220
0.670320046
0.606530660
0.548811636
0.496583304
0.449328965
0.406569660
0.367579441

Table 4.4: Comparison of Errors for example 4.2

X
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0.0

3S2HBM
0.0
0.0
0.0
1.0 E -09
0.0
1.2 E -03
0.0
1.0 E -09
0.0
0.0
0.0

V.

4S2HBM
0.0
0.0
0.0
1.0 E -09
1.0 E -09
1.2 E -03
1.0 E -09
1.0 E -09
1.0 E-09
7.1 E -08
1.0 E -09

Conclusion

The desirable property of a numerical solution is to behave like the theoretical solution of the problem
which can be seen in the above result. The implementation of the scheme is done with the aid of maple software.
The method are tested and found to be consistent, zero stable and convergent. We implement the methods on
two numerical examples and the numerical evidences shows that the methods are accurate and effective and
therefore favourable.

References
[1].

[2].
[3].
[4].
[5].
[6].
[7].
[8].

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