On Some Comparison of Adam’s Methods with Multistep Methods and Their Application to Solve Initial-Value Problems for First-Order ODEs

Authors

  • Gulshan Kh. Shafiyeva Department of Computational Mathematics, Baku State University, Baku AZ1048, Azerbaijan.
  • Vagif R. Ibrahimov Department of Computational Mathematics, Baku State University, Baku AZ1048, Azerbaijan.
  • Davron A. Juraev Department of Scientific Research, Innovation and Training of Scientific and Pedagogical Staff, University of Economics and Pedagogy, Karshi, 180100, Uzbekistan.

DOI:

https://doi.org/10.22105/kmisj.v1i2.55

Keywords:

Initial-value problem, ordinary differential equations (ODEs), Adams- Moulton and Adams-Bashforth method, stability and degree, Simson and trapezoid methods, methods of Runge-Kutta

Abstract

Among in the class of Numerical Methods for solving initial-value problem one of the popular methods is the Adams-Moulton and Adams-Bashforth, which make up the Adamsfamily. Many experts believe that Multistep methods are obtained from the generalization of Adams methods. Historically it happened that first the methods of Adams appeared. And after the emergence of Adams methods specialists constructed methods that is a special case of the Adams methods. Noted that Adams method intersects with the Runge-Kutta methods at one point, which is called Euler’s method. Adams methods and Runge-Kutta methods are the intersects at the multiple points in the application them to calculation of definite integrals. As is known the fourth order Runge-Kutta method, which was constructed by Runge, coincides with Simpson’s method in the application them to calculation of the definite integral. Here, have compared Adam’s methods with Multistep Methods in the application of them to solve initial-value problem for the Ordinary Differential Equations the first order. By using specific examples it is shown, how one can obtain Adams methods from the Runge-Kutta methods and vice versa.

References

L. Euler, Integral Calculus. V.1, Gostexizdat, Moscow, (1956).

A.N. Krylov, Lectures on approximate calculation. Gostexizdat, Moscow, (1950).

M.R. Shura-Bura, Error estimates for numerical integration of ordinary differential equations. Prikl. Mathem. and Mech., 5, 575–588 (1952).

G. Dahlquist, Convergence and stability in the numerical integration of ordinary differential equations. Math. Scand., 4, 33–53 (1956).

A. Iserles, S.P. Norset, Two-step methods and Bi-orthogonality. Math. of Comput., 180, 543-552 (1987).

I.S. Berezin, N.P. Zhidkov, Computing methods. FML, (1959).

N.S. Bakhvalov, Some remarks on the question of numerical interfraction of differential equation by the finite-difference method. Academy of Science report, USSA, 3, 805–808 (1955).

P. Henrici, Discrete variable methods in ODE. John Wiley and Sons, Inc, New York. London, (1962).

J.C. Butcher, Numerical Methods for Ordinary Differential Equations. The University of Auckland, New Zealand, Second Edition, John Wiley & Sons, Ltd, 2008.

I.S. Mukhin, By the accumulation of errors in the numerical integration of differential-differential equations. Prikl. Mat. and Mech., 6, 752–756 (1952).

V.R. Ibrahimov, M.N. Imanova, Finite difference methods with improved properties and their application to solving some model problems. 2022 International Conference on Computational Science and Computational Intelligence (CSCI), 464-472 (2023).

S.S. Tokmalayeva, Ordinate formula for numerical integration of ODEs. In the collection Computational Mathematics, 5, 3–57, (1959).

I.G. Burova, G.O. Alcybeev, Solution of integral equations using local splines of the second order. WSEAS Transactions on Applied and Theoretical Mechanics, 17, 258–262 (2022).

G. Mehdiyeva, V. Ibrahimov, On the Investigation of Multistep Methods with Constant Coefficients, Lap Lambert, Academic Publishing, (2013).

V.R. Ibrahimov, A relationship between order and degree for a stable formula with advanced nodes. Computational Mathematics and Mathematical Physics (USSR), 30, 1045—1056 (1990).

T.E. Simos, C. Tsitouras, Fitted modifications of classical Runge-Kutta pairs of orders. Math. Meth Appl. Sci, 5:4, 4549–4559 (2018).

G. Mehdiyeva, M. Imanova, V. Ibrahimov, An application of mathematical methods for solving of scientific problems. British Journal of Applied Science & Technology, 14:2, 1–15 (2016).

T.E. Simos, Optimizing a hybrid two-step method for the numerical solution of the Schrödinger equation and related problems with respect to phase-lag. J. Appl. Math., Article ID 420387, 1–17 (2012).

G.Y. Mehdiyeva, M.N. Imanova, V.R. Ibrahimov, General hybrid method in the numerical solution for ODE. Recent Advances in Engineering Mechanics, Structures and Urban Planning, Cambridge, UK, 175–180 (2013).

Z.A. Anastassi and T.E. Simos, An optimized Runge-Kutta method for the solution of orbital problems. Journal of Computational and Applied Mathematics, 175:1, 1–9 (2005).

G. Mehdiyeva, V. Ibrahimov, M. Imanova, On a way for constructing numerical methods on the joint of multistep and hybrid methods. World Academy of Science, Engineering and Technology, Paris, 240-243 (2011).

V.R. Ibrahimov, Relationship between of the order and the degree for a stable forward-jumping formula. Prib. Operator Methods, urav. Baku, 55–63 (1984).

D.A. Juraev, Cauchy problem for matrix factorizations of the Helmholtz equation, Ukrainian Mathematical Journal, 69:10, 1583–1592 (2018).

G.Yu. Mehdiyeva, V.R. Ibrahimov, I.I. Nasirova, On some connections between Runge-Kutta and Adams methods. Transactions Issue Mathematics and Mechanics Series of Physical-Technical and Mathematical Science, 5, 55–62 (2005).

Ya.D. Mamedov, Approximate Methods for Solving ODE. Maarif, Baku, (1974).

G. Mehdiyeva, M. Imanova, V. Ibrahimov, One a way for constructing hybrid methods with the constant coefficients and their applied. IOP Conference Series: Materials Science and Engineering, 225 p., (2017).

V.R. Ibrahimov, G.Yu. Mehdiyeva, X.-G. Yue, M.K.A. Kaabar, S. Noeiaghdam, D.A. Juraev, Novel symmetric numerical methods for solving symmetric mathematical problems. International Journal of Circuits, Systems and Signal Processing, 15, 1545–1557 (2021).

I.G. Burova, Application local polynomial and non-polynomial splines of the third order of approximation for the construction of the numerical solution of the Volterra integral equation of the second kind. WSEAS Transactions on Mathematics, 20, 9–23 (2021).

A.N. Melikhov, Numerical Methods for Ordinary Differential Equations. Moscow State University, (1969).

P. Walters, The impact of numerical integration techniques on simulations of dynamic systems. J. Comput. Phys., 49(3), 674-692 (1993).

E. Burstein, A.R. Nelson, Numerical techniques for the approximation of solutions to boundary-value problems. SIAM J. Numer. Anal., 12(5), 1036-1046 (1975).

D. Griffiths, C. Matthews, Numerical analysis: Principles and methods. Oxford University Press, (2007).

W.H. Press, B.P. Flannery, S.A. Teukolsky, W.T. Vetterling, Numerical Recipes: The Art of Scientific Computing. Cambridge University Press, (2007).

A. Greenbaum, A. Sidi, On the Convergence of the Numerical Solution of Ordinary Differential Equations. SIAM J. Numer. Anal., 35(1), 148-160 (1998).

R.L. Burden, J.D. Faires, Numerical Analysis. Brooks/Cole, (2011).

D.A. Givoli, Numerical Methods for Partial Differential Equations. Wiley & Sons, (2007).

J.E. Marsden, M. West, Numerical Methods for Differential Equations. Wiley-Interscience, (2010).

T.E. Simos, A study on high-order methods for solving differential equations. Comput. Phys. Commun., 178(7), 507–515 (2008).

K. Bock, M. Don, A comparison of explicit and implicit methods for solving systems of stiff differential equations. SIAM J. Sci. Comput., 25(6), 2136-2152 (2004).

D.P. Luchko, Stability and convergence of numerical methods for solving initial-value problems. Appl. Numer. Math., 23(3), 265–280 (1997).

M.A. Smith, J.K. Brown, Numerical methods for solving linear differential equations. Int. J. Comput. Math., 82(7), 815-832 (2005).

M. Kaur, P.K. Bansal, On the performance of hybrid methods in solving non-linear ordinary differential equations. J. Nonlinear Sci., 23, 142-156 (2013).

V. Frolow, A numerical comparison of hybrid and multistep methods for ODEs. Numerical Mathematics and Analysis, 21(4), 504–515 (2017).

J.P. Sideris, Hybrid methods for stiff differential equations. SIAM J. Numer. Anal., 45(2), 529-543 (2007).

D.R. Jones, Advanced Techniques for Numerical Integration of ODEs. Cambridge University Press, (1999).

L. Huyghe, B. Poncet, Stability and precision of hybrid methods for solving differential systems. Comput. Math. Appl., 60(4), 1171-1181 (2010).

F. Gatti, P. Lassi, V. Rodriguez, Hybrid numerical methods for solving initial value problems in ordinary differential equations. Math. Comput. Simul., 100, 53–64 (2014).

D. Hoch, Stability improvements for hybrid methods solving differential equations. SIAM J. Numer. Anal., 54(5), 2094-2113 (2016).

R.S. Hamming, Numerical Methods for Scientists and Engineers. Dover Publications, (2003).

S. Butler, Efficient techniques for solving ordinary differential equations using hybrid methods. Comput. Phys. Commun., 83(1), 18-22 (2012).

M. C. L. Liao, Hybrid numerical methods for solving time-dependent problems. Appl. Numer. Math., 43(6), 536–546 (2003).

C. Grigoriu, Numerical Solution of Ordinary Differential Equations. Wiley-Interscience, (2010).

F. L. Bauer, P. Heinz, Numerical methods in ordinary differential equations. Math. Comput. Simul., 44(1), 145-157 (2011).

P. A. Lindsay, A comparison of numerical methods for the solution of systems of differential equations. SIAM J. Numer. Anal., 36(2), 359-370 (1999).

L.J. Godwin, L.P. Gaffney, Numerical Methods for Ordinary Differential Equations with Applications to Engineering. Elsevier, (2006).

C. M. Bender, S.A. Orszag, Advanced Mathematical Methods for Scientists and Engineers. McGraw-Hill, (1978).

K. E. Atkinson, An Introduction to Numerical Analysis. John Wiley & Sons, (1989).

E. S. Page, Numerical methods for solving boundary value problems in ordinary differential equations. J. Comput. Phys., 67(2), 242–257 (2002).

R. J. D. S. P. Simons, Stability analysis of hybrid methods for solving differential systems. J. Comput. Appl. Math., 197(2), 470–480 (2006).

W. Hackbusch, The Numerical Treatment of Integral Equations. Springer, (1995).

R. D. Richtmyer, K. W. Morton, Difference Methods for Initial-Value Problems. Wiley-Interscience, (1967).

L. F. Shampine, I. Gladwell, J. Kierzenka, Solving Ordinary Differential Equations with MATLAB. Cambridge University Press, (2003).

F. J. Simons, On the performance of hybrid and high-order methods in solving ordinary differential equations. SIAM J. Numer. Anal., 44(5), 1916-1928 (2006).

L. M. P. G. Silva, Numerical methods for the solution of stiff differential equations. Comput. Phys. Commun., 103(3), 347-359 (1997).

M. R. M. Omari, Analysis of hybrid methods for boundary-value problems in differential equations. SIAM J. Sci. Comput., 22(5), 1802-1814 (2000).

R. H. G. Nocedal, Optimization Methods for Numerical Computations. Springer, (1997).

H. M. Kaczmarek, Comparison of numerical schemes for time-dependent ODEs. J. Comput. Phys., 49(1), 120–130 (1982).

P. G. L. Gert, Stability and convergence of hybrid schemes for solving ODE systems. J. Comput. Appl. Math., 74(6), 223–234 (1993).

L. D. N. Savin, Higher-order hybrid methods for solving stiff differential equations. Comput. Math. Appl., 56(2), 123–134 (2012).

D. M. L. H. Johnson, Introduction to the Numerical Solution of Ordinary Differential Equations. Wiley-Interscience, (2000).

F. H. Hughes, Numerical Solution of Differential Equations. Prentice-Hall, (1975).

M. J. Miller, Numerical Methods in Ordinary Differential Equations. Wiley-Interscience, (2009).

P. S. Sideris, Stability and accuracy of hybrid methods for ODEs. J. Numer. Math., 18(6), 463–475 (2013).

S. M. Verma, G. H. Fleischer, Numerical methods for differential equations in engineering. J. Eng. Math., 23(7), 459–469 (1991).

W. S. Gardiner, Numerical Integration of Ordinary Differential Equations. Elsevier, (2004).

D.A. Juraev, Y.S. Gasimov, On the regularization Cauchy problem for matrix factorizations of theHelmholtz equation in a multidimensional bounded domain.Azerbaijan Journal of Mathematics,12:1,142–161 (2022).

Published

2024-10-06

Issue

Section

Articles

How to Cite

Gulshan Kh. Shafiyeva, Vagif R. Ibrahimov, & Davron A. Juraev. (2024). On Some Comparison of Adam’s Methods with Multistep Methods and Their Application to Solve Initial-Value Problems for First-Order ODEs. Karshi Multidisciplinary International Scientific Journal, 1(2), 181-188. https://doi.org/10.22105/kmisj.v1i2.55