Abstract

A functionally-fitted Numerov-type method is developed for the numerical solution of second-order initial-value problems with oscillatory solutions. The basis functions are considered among trigonometric and hyperbolic ones. The characteristics of the method are studied, particularly, it is shown that it has a third order of convergence for the general second-order ordinary differential equation, y''=f left( x,y,y' right) , it is a fourth order convergent method for the special second-order ordinary differential equation, y''=f left( x,yright) . Comparison with other methods in the literature, even of higher order, shows the good performance of the proposed method.

Highlights

  • Second-order differential equations (DEs) whether solving analytically or numerically, can be reduced into an equivalent system of firstorder equations to leverage on methods constructed for first-order systems

  • According to Onumanyi et al [31] and Awoyemi [4], the approach of reducing a second-order differential equation to a system of first-order differential equations is marred by a large human effort and a more demanding storage memory during implementation

  • We emphasize that we will introduce a method which approximates the solution of the Initial-Value Problem (IVP) in (1.1) considering that the method is exact when the solution is in the space generated by σ (x) = {1, sin(ωx), cos(ωx), sinh(ωx), cosh(ωx)}

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Summary

Introduction

Second-order differential equations (DEs) whether solving analytically or numerically, can be reduced into an equivalent system of firstorder equations to leverage on methods constructed for first-order systems (see Enright [7], Lambert [28], Brugnano et al [5] and Fatunla [12] for a numerical point of view). In what follows we will consider a Functionally-Fitted Block Numerov’s Method (FFBNM) for the integration of second-order Initial-Value Problem (IVP) systems of the form y = f (x, y, y ), y (x0) = y0, y (x0) = y0,. We emphasize that we will introduce a method which approximates the solution of the IVP in (1.1) considering that the method is exact when the solution is in the space generated by σ (x) = {1, sin(ωx), cos(ωx), sinh(ωx), cosh(ωx)} This functional basis is motivated by its easiness to analyze and its expectations to provide improved approximations for second-order initial-value problems with periodic or oscillatory solutions.

Development of the FFBNM
Specification of FFBNM
Basic Properties of the FFBNM
Analysis of Convergence of the FFBNM
Implementation of the FFBNM
Numerical Examples
Example 3
Example 5
Example 7
Conclusions
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