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1. Introduction
Many applications of differential equations (DEs), particularly ODEs of different orders can be found in the
mathematical modeling of real life problems. Sixth-order ODEs & PDEs occur in the physics and engineering
Mechee (2014), Kuang (1993), Saucez et al. (1998), White &Subramanian (2010), M. K. Jain (1977), Wu & Liu
(2001), Z. Wang (2008), Z. Wang (2008) and Smith (2011)).
1.2 Motivation
The need for accurate and cost-effective numerical solutions prompted the development of numerical
methods, specically the direct numerical methods for special sixth-order ODEs. Central to the research is the
derivation of direct integrators of RK type for special sixth-order ODEs, and adapting these direct numerical
methods for solving special sixth-order DDEs and sixth-order partial differential equations(PDEs).
1.3 Background
Numerous mathematical models in science and engineering are expressed in terms of unknown quantities
and their derivatives. These equations are called differential equations (DE).Finding the solutions to these equations
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had been challenged the ingenuity of mathematicians since the time of Newton, thereby resulting in several
powerful analytical techniques now available to modern scientists. DEs include an unknown function and one or
more of the functions derivatives, and can be classied into many types depending on the number of independent
variables of unknown functions and the time (current time or time delay).Numerical analysis is the area of
mathematics that is very important in solving many physical and engineering problems. It creates, analyzes, and
implements algorithms to provide the best numerical approximations to problems of continuous mathematics
generally originating from real-world applications of algebra, geometry, and calculus. These problems occur
throughout the natural sciences, social sciences, medicine, engineering, and business, and are classied as linear or
nonlinear,andstiffornonstiffproblems.Whensimulatingthebehaviorof those systems, mathematical models
often include one or more ODEs. Most of the time, numerical techniques must be used to obtain approximate
solutions to the ODEs because available analytical techniques are in sufciently powerful to solve anyone of
ODEs except for the simplest ones.
The early work on numerical ODEs has been built since the 19th century, specically in the 1883 studies of
Bashforth and Adams and in the 1895 research of Runge. These presented the initial ideas that guided the
development of modern software on numerical methods. (see Butcher & Wanner (1996) and Gear & Skeel (1987)).
Ideas have since been suggested, with a few becoming the chosen techniques when solving ODEs. Numerical
methods for solving ODEs are of two types: one-step and linear multistep. The most popular from the rst typeis
the RK method (Butcher & Wanner (1996)), whereas for the second are the Runge-Kutta-Nystrm Methods
(Dormand et al. (1987)) and RKD & RKT method for solving third-order ODEs ( see Mechee et al .(2013)andYou
&Chen(2013).
Some Denitions
Thefollowingarethedenitionsofthedifferentialequationsusedthroughoutthisproposal:
(1)
m z(t, y)
g t, y, k m k 0
t y
, m 0,1,,n; k 0,1,,m
or in the form:
Runge-Kutta Methods
In numerical analysis, the RK methods comprise an important family of implicit and explicit
methods to approximate the solutions of ODEs. These techniques were developed circa 1900 bythe
German mathematicians C. Runge and M.W. Kutta. Butcher & Wanner (1996) introduced the history of
RK methods in their paper. Further contributions were made by Huen in 1900, who completely
characterized the set of fourth-order RK methods and proposed the rst fth-order method for the initial
value problem. Coefcients of the general RK methods are indicatedin the Butcher tableau in Table 1.
The initial value problem of rst-order ODE is dened as follow:
y f(x,y), a x b
(2)
y(x) [y1(x),y2(x),,yn(x)],
f(x,y) [f1(x,y),f2(x,y),,fn(x,y)],
and
[1,2,,n].
Thegeneral sstageRKmethodfortheIVP(2)isdenedby
s
bi k i
yn+1yn + h
i 1
where:
k1 f(xn,yn)
s
a ijk i
ki f(xn + cih,yn+h
i 1
a ij
ci
i 1
A [aij].
If aij 0 for ji and i 1, 2, ..., s; then each of ki is given explicitly in term of previously computed
kj, for j 1, 2, ...,i 1 and the method is then an explicit RK method. If this is not the case then the method
is implicit, and in general, it is necessary to solve at each step of the computation an implicit system for
ki, summarizing, we have:
(a) Explicit method
aij 0, for ji, i 1, 2, ..., s A is lower strictly lower triangular matrix.
(b) Semi-Explicit method
aij 0, for j>i, i 1, 2, ..., s A is triangular matrix.
(c) Implicit method
aij 0, for some ii, j 1, 2, ..., s A is not lower triangular matrix.
(d) Diagonally-Implicit method
aii, fori 1, 2, . . ., s.
Table1:TheButcherTableaufortheRKMethod.
c1
a11
a12 L
a1s
c2
a 21 a 22 L
a 2s
M
cs
O
a s1
a s2 L
a ss
b1
b2
bs
Table2:TheButcherTableaufortheRKMethod.
A
bT
AspecialmethodforsecondorderdifferentialequationswasproposedE.J.Nystrmin1925,whoalso
contributedtothedevelopmentofmethodsforrstorderODEs.Sixthordermethodswereintroducedonlyafter
the1957workofHuta(Bettis(1973)).Generally,specialsecondorderODEsoftheform
y(x)=f(x,y(x)),xx0
(3)
withinitialconditions:
y(x0)andy(x0)
where:
f:
y(x) [y1(x),y2(x),,yn(x)],
f(x,y) [f1(x,y),f2(x,y),,fn(x,y)],
[1,2,,n]
[1,2,,s]
ThegeneralsstageRKmethodfortheIVP(3)isdenedby:
s
yn+1yn + h
bi k i
yn
+ h2
i 1
bi k i
yn 1 yn
i 1
+h
with:
k1 f(xn,yn),
ki f(xn + cih,yn+cih
a ijk i
yn
+h2
i 1
), i 2,3,,s.
bj
are assumed to be real and s is the number of stages of the method. Theirs
a ij
j1
ci
, for i 1,2,,s.
The sstage RKNmethodabove canbe expressed in Butcher tableauasdepicted inthe Table 3or the
simpliedasinTable4.
Table3:TheButcherTableaufortheRKNMethod.
c1
a11
a12 L
a1s
c2
a 21 a 22 L
a 2s
M
cs
O
a s1
a s2 L
a ss
b1
b1
b2
b2
bs
bs
Table4:TheButcherTableaufortheRKNMethod.
A
bT
bT
y(x) f(x,y(x)), x x0
(4)
with:
y(x) [y1(x),y2(x),,yn(x)],
f(x,y) [f1(x,y),f2(x,y),,fn(x,y)],
6
10 02
0N
0 [ , ,,
]
11 12
1N
1 [ , ,,
]
12 22
2N
2 [ , ,,
]
whentheODE(4)inndimensionspace,thenwecansimpliedto:
z(x) g(z(x))
(5)
z(x)
y1 (x)
y 2 (x)
y3 (x)
y N (x)
, g(z)
f 2 (z1 , z 2 ,..., z N , z N 1 )
f3 (z1 , z 2 ,..., z N , z N 1 )
f N (z1, z 2 ,..., z N , z N 1 )
(6)
, z(x0)
, z(x0)
where:
0
10 02
0N
[ , ,,
,x0]
11 12
1N
[ , ,,
,1]
12 22
2N
[ , ,,
,0]
(7)
(8)
f:
with:
y(x) [y1(x),y2(x),,yN(x)],
f(x,y) [f1(x,y),f2(x,y),,fN(x,y)],
10 02
0N
0 [ , ,,
]
11 12
1N
1 [ , ,,
]
12 22
2N
2 [ , ,,
]
13 32
3N
3 [ , ,,
]
14 42
4N
4 [ , ,,
]
15 52
5N
5 [ , ,,
]
If we work in high dimension, then (7) can now simplied to:
z(6)(x) g(z(x))
(9)
z(x)
y1 (x)
y 2 (x)
y3 (x)
y N (x)
, g(z)
f 2 (z1 , z 2 ,..., z N , z N 1 )
f3 (z1 , z 2 ,..., z N , z N 1 )
f N (z1, z 2 ,..., z N , z N 1 )
(6)
, z(x0)
, z(x0)
, z(x0)
where:
0
10 02
0N
[ , ,,
,x0]
11 12
1N
[ , ,,
,1]
12 22
2N
[ , ,,
,0]
8
, z(4)(x0)
, and z(5)(x0)
(10)
13 32
3N
[ , ,,
,0]
14 42
4N
[ , ,,
,0]
15 52
5N
[ , ,,
,0]
The solution to equation (7) or (9) can be obtained by reducing it to an equivalent rst-order
system sixth-times the dimension and be solved using a standard Runge-Kutta method or amultistep
method.
Most researchers, scientists and engineers used to solve higher order ODEs by converting the n-th
order ODE to a system of rst-order ODEs n-times the dimensions (see Faires & Burden(2003)). Some
researchers can solve this equation by using multistep methods. However, it would be more efcient if
higher order ODEs can be directly solved using special numerical methods. For second-order ODEs,
Sommeijer (1993) and Van der Houwen &Sommeijer (1989)have derived direct numerical methods with
constant step-size while Cong (2001) has derived direct numerical methods with variable step-size for
solving second-order ODEs while for third-order, Mechee et al. (2013) and You & Chen (2013) have
derived direct integrators of Runge-Kutta type for solving special third-order ODEs with constant stepsize, moreover Mechee et al.(2014a) and Mechee et al. (2014c) and Mechee et al. (2014b) have derived
different orders direct integrators of Runge-Kutta type for solving special third-order ODEs with constant
step-size while in Senu et al. (2014), variable step-size direct integrators are derived for Runge-Kutta type
of orders 6(5), 5(4) and 4(3). Accordingly, Mechee et al. (2014a) used RKD methods of different orders
companying with method of lines to solve third-order PDEs (see Mechee et al.(2014a)). Langsung et al.
(2006) derived direct integration implicit variable steps method for solving higher order systems of
ODEs directly.
Throughout this proposal, we assumed that the unique solution to this problem always exists. This
means that the hypothesis of the Lipschitz theorem is satised by each component of the system.
2. Problem Statement
When this study commenced, no study had been conducted on the RK direct integrators for special
sixth-order ODEs and DDEs. The following problems are addressed in the proposal to address the gap in
the literature on numerical solutions of special sixth-order ODEs: derivation of order conditions for the
numerical methods; derivation of different direct numerical method integrators of RK type for special
sixth-order ODEs; adaption of the direct numerical methods for solving special sixth-order DDEs; and
derivation of different variable step-size direct numerical methods integrators of RK type for special
sixth-order ODEs.
3. Literature review
Most of the problems which are encountering in science and engineering involve in solving
differentia equation. Differential equations are mathematically studied from several different perspectives,
mostly concerned with their solutions the set of functions that satisfy the equation. Only the simplest
9
differential equations admit solutions given by explicit formulas; however, some properties of solutions of
a given differential equation may be determined without nding their exact form. If a self-contained
formula for the solution is not available, the solution maybe numerically approximated using computers.
In general, it is not possible to obtain the analytical solution of a system of differential equations, obtained
from obstacle, unilateral, moving and free boundary value problems and problems of the defection of
plates and in a number of other scientic applications, while many numerical methods have been
developed to determine solutions with a given degree of accuracy. The problem of solving differential
equations is classied into ordinary and partial differential equations.
The most important mathematical models for physical phenomena and engineering applications are
the DEs. Motion of objects, uid and heat ow, bending and cracking of materials, vibrations, chemical
reactions, and nuclear reactions are all modeled by systems of DEs. Unfortunately, analytical tools are
frequently inadequate for the solution of such systems. Cases with exact solutions found by analytical
techniques are very limited, and the only general class of systems for which exact solutions can always be
found consists of linear systems with constant coefcients. However, nding the solution to more than a
nite number of decimal places is not necessary in applications. Thus, certain numerical methods have
been developed for the solution of ODEs since the age of Newton, Taylor, and Euler. One important
factor to be considered in developing a numerical integrator for the solution of ODEs is the prudent
management of computer time, which depends essentially on the number of functions to bee valuated per
iteration.
The literature on numerical solutions of ODEs is reviewed. It is divided into three parts: review of
literature on numerical methods of rst- and second-order ODEs; review of literature on third-order
ODEs; and review of literature on sixth-order ODEs
3.1 First- and Second-Order ODEs
Considerable research has been conducted on the numerical integrator of the RK type for rst-order
ODEs. The rst systematic work on numerical methods for rst-order ODEs was that of F. Bashforth
and J.C. Adams in 1883 where the idea of multistep methods was introduced. A number of researchers
have studied one-step numerical methods. The rst one-step method was introduced by Runge in 1895.
Heun also constructed one-step methods in 1900, and Kutta formulated the general scheme of RK
methods in 1901. The theoretical basis of these methods can be traced back to the paper of Merson in
1957 and the work of Butcher (1963) in a longs eries of papers starting in 1963. Additional related papers
in developing the RK method were published by researchers such as Fehlberg, Verner, Dormand and
Prince, Hairer, Nrsett and Wanner, and Lambert. RK methods became very popular among scientists
because these are robust and easily implemented.
The numerical integrator of the RK type for special second-order ODE (3), is known in the
literature as the Runge-Kutta-Nystrm (RKN) formula designed by E. J. Nystrm in 1925.Studies done
on the RKN method, such as those of Henrici (1962), Dormand et al. (1987)and Lambert (1973),
discussed the theory of direct nite difference method for solving this equation. Hairer and Wanner
proposed the Nystrm-type method wherein order conditions for the determination of the parameters of
the method were discussed. Henrici, Gear, Chawlaand Sharma, and Hairer developed independently
explicit and implicit RKN methods for the numerical solution of equation, Van der Houwen &
Sommeijer (1989) and Senu et al. (2010)derived a singly diagonally implicit RKN method for solving
oscillatory problems.
10
order boundary value problems, Vedat S. in ( 2007 ) used differential transformation method to solve
linear sixth-order boundary value problems, Syed Tauseef M. . et al. in(2009) used variation of
parameters method for solving sixth-order boundary value problems ,K.N.S. KasiViswanadham et al. in
(2010) used septic-spline collocation method for sixth order boundary value problems, K.N.S.
KasiViswanadham et al. in (2012) used Quintic B-spline Col-location Method For Sixth Order Boundary
Value problems, Bhrawy A. H. et al. in (2012) used An Extension of the Legendre-Galerkin Method for
Solving Sixth-Order Differential Equations with variable polynomial coefficients , Doha, E. H. et al. in
(2012) solved Multidimensional sixth-order boundary Value Problems Using Symmetric Generalized
Jacobi-Galerkin Method,, Mingzhu Li et al.in ( 2013) solved linear sixth order Boundary Value Problems
with Quartic B-Splines, J. Dabounou et al. in (2013) used hyperbolic uniform spline method to solve
sixth-order boundary value Problems, Muhammad A. et al. in (2013) improved Meshfree Approach to the
solution of sixth-order Differential Equations M. Khalid et al. in (2014) used neural net-work to solve
sixth-order differential equations arising in astrophysics.
4. Objectives
The research is performed to meet the following objectives:
1. To derive order conditions of direct integrators of RK type, known as RKM methods, for special
sixth-order ODEs;
2. To derive RKM methods of different orders for solving special sixth-order ODEs;
3. To derive embedded RKM methods of different orders so that variable step-size codes can be
developed for efciently solving the special sixth-order ODEs; and
4. To apply the sixth-order RKM method in solving sixth-order PDEs by converting the equation to a
system of sixth-order ODEs.
5. Methodology
The order conditions of RKM methods for solving sixth-order ODEs will be derived using Maple
software. Then, the MATLAB software will be used for computation and comparison of the new methods
with the existing methods. All results for different types of examples, ODEs, DDEs and PDEs, are
depicted in gures and tables form.
12
Collections Data
Runge-Kutta Method
Delay differential
equetion
Partial differential
equation
Compression the
Resulte with the
existing methods by
using MATLAB
MATLAB
No
Milestones
Date
October
2014
December
2014
March
2015
April
14
2015
October
2015
GANTT CHART
N
o
Activities
Survey to
ODEs, PDEs,
IVP&BVP
Study
literature
review
Derivation of
RKM using
Maple
Implementatio
n
Verification of
application of
programming
Verification of
study
Thesis writing
2014
2015
2016
2017
O N D J F M A M J J A S O N D J F M A M J J A S O N D J F M
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