7
Research Article Block Hybrid Collocation Method with Application to Fourth Order Differential Equations Lee Ken Yap 1,2 and Fudziah Ismail 2 1 Department of Mathematical and Actuarial Sciences, Universiti Tunku Abdul Rahman, Setapak, 53300 Kuala Lumpur, Malaysia 2 Department of Mathematics and Institute for Mathematical Research, Universiti Putra Malaysia (UPM), 43400 Serdang, Selangor, Malaysia Correspondence should be addressed to Lee Ken Yap; [email protected] Received 10 July 2014; Revised 22 November 2014; Accepted 25 November 2014 Academic Editor: Mar´ ıa Isabel Herreros Copyright © 2015 L. K. Yap and F. Ismail. is is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. e block hybrid collocation method with three off-step points is proposed for the direct solution of fourth order ordinary differential equations. e interpolation and collocation techniques are applied on basic polynomial to generate the main and additional methods. ese methods are implemented in block form to obtain the approximation at seven points simultaneously. Numerical experiments are conducted to illustrate the efficiency of the method. e method is also applied to solve the fourth order problem from ship dynamics. 1. Introduction Fourth order ordinary differential equations (ODEs) arise in several fields such as fluid dynamics (see [1]), beam theory (see [2, 3]), electric circuits (see [4]), ship dynamics (see [57]), and neural networks (see [8]). erefore, many theoretical and numerical studies dealing with such equations have appeared in the literature. Here, we consider general fourth order ordinary differen- tial equations: (4) = (, , , , ) (1) with the initial conditions () = 0 , () = 0 , () = 0 , () = 0 , ∈ [, ] . (2) Conventionally, fourth order problems (1) are reduced to system of first order ODEs and solved with the methods available in the literature. Many investigators [2, 9, 10] remarked the drawback of this approach as it requires heavier computational work and longer execution time. us, the direct approach on higher order ODEs has attracted considerable attention. Recent developments have led to the implementation of collocation method for the direct solution of fourth order ODEs (1). Awoyemi [9] proposed a multiderivative colloca- tion method to obtain the approximation of at +4 . Moreover, Kayode [11, 12] developed collocation methods for the approximation of at +5 with the predictor of orders five and six, respectively. ese schemes [9, 11, 12] are imple- mented in predictor-corrector mode with the employment of Taylor series expansions for the computation of starting values. Jator [2] remarked that the implementation of these schemes is more costly since the subroutines for incorporat- ing the starting values lead to lengthy computational time. us, some attempts have been made on the self-starting collocation method which eliminates the requirement of either predictors or starting values from other methods. Jator [2] derived a collocation multistep method and used it to generate a new self-starting finite difference method. On the other hand, Olabode and Alabi [13] developed a self-starting direct block method for the approximation of at + , = 1, 2, 3, 4. Here, we are going to derive a block hybrid collocation method for the direct solution of general fourth order ODEs (1). e method is extended from the line proposed by Jator [14] and Yap et al. [15]. We apply the interpolation and Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2015, Article ID 561489, 6 pages http://dx.doi.org/10.1155/2015/561489

Research Article Block Hybrid Collocation Method with ...Department of Mathematics and Institute for Mathematical Research, Universiti Putra Malaysia (UPM), Serdang,Selangor,Malaysia

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  • Research ArticleBlock Hybrid Collocation Method with Application toFourth Order Differential Equations

    Lee Ken Yap1,2 and Fudziah Ismail2

    1Department of Mathematical and Actuarial Sciences, Universiti Tunku Abdul Rahman, Setapak, 53300 Kuala Lumpur, Malaysia2Department of Mathematics and Institute for Mathematical Research, Universiti Putra Malaysia (UPM),43400 Serdang, Selangor, Malaysia

    Correspondence should be addressed to Lee Ken Yap; [email protected]

    Received 10 July 2014; Revised 22 November 2014; Accepted 25 November 2014

    Academic Editor: Maŕıa Isabel Herreros

    Copyright © 2015 L. K. Yap and F. Ismail. This is an open access article distributed under the Creative Commons AttributionLicense, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properlycited.

    The block hybrid collocation method with three off-step points is proposed for the direct solution of fourth order ordinarydifferential equations. The interpolation and collocation techniques are applied on basic polynomial to generate the main andadditional methods. These methods are implemented in block form to obtain the approximation at seven points simultaneously.Numerical experiments are conducted to illustrate the efficiency of themethod.Themethod is also applied to solve the fourth orderproblem from ship dynamics.

    1. Introduction

    Fourth order ordinary differential equations (ODEs) arisein several fields such as fluid dynamics (see [1]), beamtheory (see [2, 3]), electric circuits (see [4]), ship dynamics(see [5–7]), and neural networks (see [8]). Therefore, manytheoretical andnumerical studies dealingwith such equationshave appeared in the literature.

    Here, we consider general fourth order ordinary differen-tial equations:

    𝑦(4)

    = 𝑓 (𝑡, 𝑦, 𝑦, 𝑦, 𝑦) (1)

    with the initial conditions𝑦 (𝑎) = 𝑦0, 𝑦

    (𝑎) = 𝑦

    0,

    𝑦(𝑎) = 𝑦

    0 , 𝑦

    (𝑎) = 𝑦

    0 , 𝑡 ∈ [𝑎, 𝑏] .

    (2)

    Conventionally, fourth order problems (1) are reduced tosystem of first order ODEs and solved with the methodsavailable in the literature. Many investigators [2, 9, 10]remarked the drawback of this approach as it requiresheavier computational work and longer execution time.Thus,the direct approach on higher order ODEs has attractedconsiderable attention.

    Recent developments have led to the implementation ofcollocation method for the direct solution of fourth orderODEs (1). Awoyemi [9] proposed a multiderivative colloca-tion method to obtain the approximation of 𝑦 at 𝑡𝑛+4.Moreover, Kayode [11, 12] developed collocation methods forthe approximation of 𝑦 at 𝑡𝑛+5 with the predictor of ordersfive and six, respectively. These schemes [9, 11, 12] are imple-mented in predictor-corrector mode with the employmentof Taylor series expansions for the computation of startingvalues. Jator [2] remarked that the implementation of theseschemes is more costly since the subroutines for incorporat-ing the starting values lead to lengthy computational time.Thus, some attempts have been made on the self-startingcollocation method which eliminates the requirement ofeither predictors or starting values from other methods. Jator[2] derived a collocation multistep method and used it togenerate a new self-starting finite difference method. On theother hand, Olabode and Alabi [13] developed a self-startingdirect block method for the approximation of 𝑦 at 𝑡𝑛+𝑗, 𝑗 =1, 2, 3, 4.

    Here, we are going to derive a block hybrid collocationmethod for the direct solution of general fourth order ODEs(1). The method is extended from the line proposed by Jator[14] and Yap et al. [15]. We apply the interpolation and

    Hindawi Publishing CorporationMathematical Problems in EngineeringVolume 2015, Article ID 561489, 6 pageshttp://dx.doi.org/10.1155/2015/561489

  • 2 Mathematical Problems in Engineering

    collocation technique on basic polynomials to derive themain and additional methods which are combined and usedas block hybrid collocation method. This method generatesthe approximation of 𝑦 at four main points and three off-steppoints concurrently.

    2. Derivation of Block HybridCollocation Methods

    The hybrid collocation method that generates the approxi-mations to the general fourth order ODEs (1) is defined asfollows:

    𝑘

    𝑗=0

    𝛼𝑗𝑦𝑛+𝑗 +

    3

    𝑗=1

    𝛼]𝑗𝑦𝑛+]𝑗

    = ℎ4(

    𝑘

    𝑗=0

    𝛽𝑗𝑓𝑛+𝑗 +

    3

    𝑗=1

    𝛽]𝑗𝑓𝑛+]𝑗) .

    (3)

    We approximate the solution by considering the interpolatingfunction

    𝑌 (𝑡) =

    𝑟+𝑠−1

    𝑗=0

    𝜙𝑗𝑡𝑗, (4)

    where 𝑡 ∈ [𝑎, 𝑏], 𝜙𝑗 are unknown coefficients to be deter-mined, 𝑟 is the number of interpolations for 4 ≤ 𝑟 ≤ 𝑘, and𝑠 is the number of distinct collocation points with 𝑠 > 0.The continuous approximation is constructed by imposingthe conditions as follows:

    𝑌 (𝑡𝑛+𝑗) = 𝑦𝑛+𝑗, 𝑗 = 0, 1, 2, . . . , 𝑟 − 1, (5)

    𝑌(4)

    (𝑡𝑛+𝜇) = 𝑓𝑛+𝜇, 𝜇 = {𝑗, ]1, ]2, ]3} , 𝑗 = 0, 1, 2, . . . , 𝑘,(6)

    where ]1, ]2, and ]3 are not integers. By considering 𝑟 = 4 and𝑠 = 8, we interpolate (5) at the points 𝑡𝑛, 𝑡𝑛+1, 𝑡𝑛+2, and 𝑡𝑛+3and collocate (6) at the points 𝑡𝑛, 𝑡𝑛+1/2, 𝑡𝑛+1, 𝑡𝑛+3/2, 𝑡𝑛+2, 𝑡𝑛+5/2,𝑡𝑛+3, and 𝑡𝑛+4.This leads to a systemof twelve equationswhichis solved byMathematica.The values of𝜙𝑗 are substituted into(4) to develop the multistep method:

    𝑌 (𝑡) =

    𝑘

    𝑗=0

    𝛼𝑗𝑦𝑛+𝑗 + ℎ4(

    𝑘

    𝑗=0

    𝛽𝑗𝑓𝑛+𝑗 +

    3

    𝑗=1

    𝛽]𝑗𝑓𝑛+]𝑗) , (7)

    where 𝛼𝑗, 𝛽𝑗, and 𝛽]𝑗 are constant coefficients. Hence, theblock hybrid collocation method can be derived as follows.

    Main Method. Consider the following

    𝑦𝑛+4 = 4𝑦𝑛+3 − 6𝑦𝑛+2 + 4𝑦𝑛+1 − 𝑦𝑛 +ℎ4

    15120

    × (19𝑓𝑛 + 1804𝑓𝑛+1 + 2560𝑓𝑛+3/2 + 6354𝑓𝑛+2

    + 2560𝑓𝑛+5/2 + 1804𝑓𝑛+3 + 19𝑓𝑛+4) .

    (8)

    Additional Method. Consider the following

    𝑦𝑛+1/2 =1

    16𝑦𝑛+3 −

    5

    16𝑦𝑛+2 +

    15

    16𝑦𝑛+1 +

    5

    16𝑦𝑛 +

    ℎ4

    7741440

    × (75𝑓𝑛 − 25032𝑓𝑛+1/2 − 122530𝑓𝑛+1

    − 107760𝑓𝑛+3/2 − 43080𝑓𝑛+2 − 3880𝑓𝑛+5/2

    − 198𝑓𝑛+3 + 5𝑓𝑛+4) ,

    𝑦𝑛+3/2 = −1

    16𝑦𝑛+3 +

    9

    16𝑦𝑛+2 +

    9

    16𝑦𝑛+1 −

    1

    16𝑦𝑛 +

    ℎ4

    430080

    × (𝑓𝑛 + 260𝑓𝑛+1/2 + 2311𝑓𝑛+1 + 4936𝑓𝑛+3/2

    + 2311𝑓𝑛+2 + 260𝑓𝑛+5/2 + 𝑓𝑛+3) ,

    𝑦𝑛+5/2 =5

    16𝑦𝑛+3 +

    15

    16𝑦𝑛+2 −

    5

    16𝑦𝑛+1 +

    1

    16𝑦𝑛 −

    ℎ4

    7741440

    × (23𝑓𝑛 + 4680𝑓𝑛+1/2 + 41330𝑓𝑛+1

    + 110000𝑓𝑛+3/2 + 120780𝑓𝑛+2 + 25832𝑓𝑛+5/2

    − 250𝑓𝑛+3 + 5𝑓𝑛+4) .

    (9)

    Thegeneral fourth order differential equations involve thefirst, second, and third derivatives. In order to generate theformula for the derivatives, the values of 𝜙𝑗 are substitutedinto

    𝑌(𝑡) =

    𝑟+𝑠−1

    𝑗=1

    𝑗𝜙𝑗𝑡𝑗−1

    ,

    𝑌(𝑡) =

    𝑟+𝑠−1

    𝑗=2

    𝑗 (𝑗 − 1) 𝜙𝑗𝑡𝑗−2

    ,

    𝑌

    (𝑡) =

    𝑟+𝑠−1

    𝑗=3

    𝑗 (𝑗 − 1) (𝑗 − 2) 𝜙𝑗𝑡𝑗−3

    .

    (10)

    This is obtained by imposing that

    𝑌(𝑡) =

    1

    ℎ(

    𝑘

    𝑗=0

    𝛼

    𝑗𝑦𝑛+𝑗 + ℎ4

    × (

    𝑘

    𝑗=0

    𝛽

    𝑗𝑓𝑛+𝑗 +

    3

    𝑗=1

    𝛽

    ]𝑗𝑓𝑛+]𝑗)) ,

    (11)

    𝑌(𝑡) =

    1

    ℎ2(

    𝑘

    𝑗=0

    𝛼

    𝑗 𝑦𝑛+𝑗 + ℎ4

    × (

    𝑘

    𝑗=0

    𝛽

    𝑗 𝑓𝑛+𝑗 +

    3

    𝑗=1

    𝛽

    ]𝑗𝑓𝑛+]𝑗)) ,

    (12)

  • Mathematical Problems in Engineering 3

    Table 1: Coefficients 𝛼𝑖 and 𝛽𝑖 for the method (11) evaluated at 𝑡𝑛+𝑖/2 for 𝑖 = 0, 1, . . . , 6 and 𝑡𝑛+4.

    𝑡 𝑦𝑛 𝑦𝑛+1 𝑦𝑛+2 𝑦𝑛+3 𝑓𝑛 𝑓𝑛+1/2 𝑓𝑛+1 𝑓𝑛+3/2 𝑓𝑛+2 𝑓𝑛+5/2 𝑓𝑛+3 𝑓𝑛+4

    𝑡𝑛 −11

    63 −

    3

    2

    1

    3−

    3397

    3326400−

    146

    3465−

    16201

    166320−

    116

    1485−

    3089

    110880−

    26

    7425

    1

    23760−

    1

    665280

    𝑡𝑛+1/2 −23

    24

    7

    8

    1

    8−

    1

    24

    7

    12165120

    114727

    13305600

    636767

    31933440

    2461

    295680

    28903

    6082560−

    127

    1995840

    179

    1900800−

    593

    255467520

    𝑡𝑛+1 −1

    3−1

    21 −

    1

    6

    127

    9979200

    113

    34650

    13613

    498960

    5827

    155925

    503

    36960

    569

    311850−

    71

    2494800

    1

    1425600

    𝑡𝑛+3/2

    1

    24−9

    8

    9

    8−

    1

    24−

    197

    17031168−

    13

    42240−

    4231

    1064448−

    409

    1900800

    4079

    946176

    41

    266112

    481

    10644480−

    409

    425779200

    𝑡𝑛+2

    1

    6−1

    1

    2

    1

    3

    13

    3326400−

    89

    51975−

    6913

    498960−

    214

    5775−

    9157

    332640−

    491

    155925−

    31

    831600

    1

    1425600

    𝑡𝑛+5/2

    1

    24−1

    8−7

    8

    23

    24−

    2359

    182476800−

    13

    42240−

    17971

    4561920−

    74749

    7983360−

    271477

    14192640−

    179503

    19958400

    23

    285120−

    593

    255467520

    𝑡𝑛+3 −1

    3

    3

    2−3

    11

    6

    1

    95040

    113

    34650

    4721

    166320

    23

    297

    10859

    110880

    871

    20790

    893

    831600−

    1

    665280

    𝑡𝑛+4 −11

    67 −

    19

    2

    13

    3

    2159

    285120−

    146

    3465

    36541

    99792

    2956

    155925

    3697

    3168

    2918

    31185

    33047

    71280

    85741

    9979200

    Table 2: Coefficients 𝛼𝑖 and 𝛽𝑖 for the method (12) evaluated at 𝑡𝑛+𝑖/2 for 𝑖 = 0, 1, . . . , 6 and 𝑡𝑛+4.

    𝑡 𝑦𝑛 𝑦𝑛+1 𝑦𝑛+2 𝑦𝑛+3 𝑓𝑛 𝑓𝑛+1/2 𝑓𝑛+1 𝑓𝑛+3/2 𝑓𝑛+2 𝑓𝑛+5/2 𝑓𝑛+3 𝑓𝑛+4

    𝑡𝑛 2 −5 4 −11597

    100800

    169

    675

    4439

    15120

    446

    1575

    1601

    30240

    37

    1575−

    71

    25200

    23

    302400

    𝑡𝑛+1/2

    3

    2−7

    2

    5

    2−1

    2−

    1973

    3225600

    107

    19200

    1933

    15120

    65911

    604800

    14927

    322560

    437

    134400

    439

    1209600−

    13

    1382400

    𝑡𝑛+1 1 −2 1 01

    12096−

    107

    9450−

    185

    3024−

    7

    675−

    29

    30240

    1

    1890−

    1

    8400

    1

    302400

    𝑡𝑛+3/2

    1

    2−1

    2−1

    2

    1

    2−

    59

    2419200−

    5753

    1209600−

    4253

    96768−

    13411

    120960−

    4253

    96768−

    5753

    1209600−

    59

    24192000

    𝑡𝑛+2 0 1 −2 1 −1

    3024000 1

    5040−

    8

    675−

    121

    2016−

    8

    675

    1

    5040−

    1

    302400

    𝑡𝑛+5/2 −1

    2

    5

    2−7

    2

    3

    2

    109

    3225600

    5753

    1209600

    10399

    241920

    68459

    604800

    120527

    967680

    1223

    172800−

    569

    604800

    13

    1382400

    𝑡𝑛+3 −1 4 −5 2 −47

    302400

    107

    9450

    401

    5040

    1177

    4725

    9683

    30240

    2251

    9450

    1399

    75600−

    23

    302400

    𝑡𝑛+4 −2 7 −8 310247

    302400−169

    675

    1121

    1008−146

    105

    18653

    6048−1781

    1575

    106483

    75600

    143

    2880

    𝑌

    (𝑡) =1

    ℎ3(

    𝑘

    𝑗=0

    𝛼

    𝑗 𝑦𝑛+𝑗 + ℎ4

    ×(

    𝑘

    𝑗=0

    𝛽

    𝑗 𝑓𝑛+𝑗 +

    3

    𝑗=1

    𝛽

    ]𝑗 𝑓𝑛+]𝑗)) .

    (13)

    The formula for the first, second, and third derivatives isdepicted in Tables 1, 2, and 3, respectively.

    3. Order and Stability Properties

    Following the idea of Henrici [16] and Jator [2, 14], the lineardifference operator associated with (3) is defined as

    𝐿 [𝑦 (𝑡) ; ℎ] =

    𝑘

    𝑗=0

    [𝛼𝑗𝑦 (𝑡 + 𝑗ℎ) − ℎ4𝛽𝑗𝑦(4)

    (𝑡 + 𝑗ℎ)]

    +

    3

    𝑗=1

    [𝛼]𝑗𝑦 (𝑡 + ]𝑗ℎ) − ℎ4𝛽]𝑗𝑦(4)

    (𝑡 + ]𝑗ℎ)] ,

    (14)

  • 4 Mathematical Problems in Engineering

    Table 3: Coefficients 𝛼𝑖 and 𝛽𝑖 for the method (13) evaluated at 𝑡𝑛+𝑖/2 for 𝑖 = 0, 1, . . . , 6 and 𝑡𝑛+4.

    𝑡 𝑦𝑛 𝑦𝑛+1 𝑦𝑛+2 𝑦𝑛+3 𝑓𝑛 𝑓𝑛+1/2 𝑓𝑛+1 𝑓𝑛+3/2 𝑓𝑛+2 𝑓𝑛+5/2 𝑓𝑛+3 𝑓𝑛+4

    𝑡𝑛 −1 3 −3 1 −33569

    226800−2357

    3150−

    275

    4536−

    8747

    14175

    61

    360−

    3317

    28350

    2507

    113400−

    19

    32400

    𝑡𝑛+1/2 −1 3 −3 1139673

    29030400−

    35453

    201600−

    789907

    1451520−134153

    907200−

    9473

    64512

    26767

    1814400−

    5101

    1036800

    3601

    29030400

    𝑡𝑛+1 −1 3 −3 1 −239

    226800

    73

    3150−

    739

    5670−

    4577

    14175−

    61

    1260−

    647

    28350

    34

    14175−

    13

    226800

    𝑡𝑛+3/2 −1 3 −3 114393

    29030400

    1027

    201600

    160589

    1451520

    1201

    129600−

    40357

    322560

    2767

    1814400−

    14107

    7257600

    1201

    29030400

    𝑡𝑛+2 −1 3 −3 1 −89

    226800

    43

    3150

    1553

    22680

    4213

    14175

    379

    2520−

    131

    4050

    347

    113400−

    13

    226800

    𝑡𝑛+5/2 −1 3 −3 12399

    4147200

    1027

    201600

    30025

    290304

    184567

    907200

    161531

    322560

    355087

    1814400−

    66427

    7257600

    3601

    29030400

    𝑡𝑛+3 −1 3 −3 1 −359

    226800

    73

    3150

    29

    810

    5023

    14175

    67

    252

    18553

    28350

    2389

    14175−

    19

    32400

    𝑡𝑛+4 −1 3 −3 121631

    226800−2357

    3150

    61601

    22680−70187

    14175

    17131

    2520−126197

    28350

    45341

    16200

    55067

    226800

    where𝑦(𝑡) is an arbitrary function that is sufficiently differen-tiable. Expanding the test functions 𝑦(𝑡 + 𝑗ℎ) and 𝑦(4)(𝑡 + 𝑗ℎ)about 𝑡 and collecting the terms we obtain

    𝐿 [𝑦 (𝑥) ; ℎ] = 𝐶0𝑦 (𝑥) + 𝐶1ℎ𝑦(𝑥) + ⋅ ⋅ ⋅ + 𝐶𝑞ℎ

    𝑞𝑦(𝑞)

    (𝑥) + ⋅ ⋅ ⋅

    (15)

    whose coefficients 𝐶𝑞 for 𝑞 = 0, 1, . . . are constants and givenas

    𝐶0 =

    𝑘

    𝑗=0

    𝛼𝑗 +

    3

    𝑗=1

    𝛼]𝑗 ,

    𝐶1 =

    𝑘

    𝑗=1

    𝑗𝛼𝑗 +

    3

    𝑗=1

    ]𝑗𝛼]𝑗 ,

    .

    .

    .

    𝐶𝑞 =1

    𝑞!

    [

    [

    𝑘

    𝑗=1

    𝑗𝑞𝛼𝑗 +

    3

    𝑗=1

    ]𝑞𝑗𝛼]𝑗 − 𝑞 (𝑞 − 1)

    × (𝑞 − 2) (𝑞 − 3)(

    𝑘

    𝑗=1

    𝑗𝑞−4

    𝛽𝑗 +

    3

    𝑗=1

    ]𝑞−4𝑗

    𝛽]𝑗)]

    ]

    .

    (16)

    According to Jator [2], the linear multistep method is said tobe of order 𝑝 if

    𝐶0 = 𝐶1 = ⋅ ⋅ ⋅ = 𝐶𝑝+3 = 0, 𝐶𝑝+4 ̸= 0. (17)

    The main method (8) and the additional methods (9)are the order eight methods with the error constants;𝐶12 are −1/207360, −13/679477248, −1/7927234560, and29/4756340736, respectively. With the order 𝑝 > 1, westipulate the consistency of the method (see [2, 16]).

    In the sense of Jator [2], the hybrid methods (8)-(9) arenormalized in block form to analyze the zero stability. Thefirst characteristic polynomial is defined as

    𝜌 (𝑧) = Det [𝑧𝐴(0) − 𝐴(1)] = 𝑧6 (𝑧 − 1) (18)

    with

    𝐴(0)

    = 7 × 7 Identity matrix,

    𝐴(1)

    =

    [[[[[[[[[[[[[[[[[[[[[[[[[

    [

    0 −5

    40 −

    5

    20 −

    10

    3

    5

    16

    022

    30

    44

    30

    176

    9−11

    6

    01

    40

    1

    20

    2

    3−

    1

    16

    0 −8 0 −16 0 −64

    32

    0 −1

    40 −

    1

    20 −

    2

    3

    1

    16

    0 4 0 8 032

    3−1

    0 4 0 8 032

    3−1

    ]]]]]]]]]]]]]]]]]]]]]]]]]

    ]

    .

    (19)

    Since the roots of (18) satisfy |𝑧𝑖| ≤ 1 for 𝑖 = 1, 2, . . . , 7,the method is zero stable.

    4. Numerical Experiment

    The following problems are solved numerically to illustratethe efficiency of the block hybrid collocation method.

  • Mathematical Problems in Engineering 5

    Table 4: Numerical results for Problem 1.

    ℎ Method Absolute error at 𝑡 = 2

    0.1BHCM4 1.74 (−8)Adams 2.11 (−3)Jator 1.26 (−4)

    0.05BHCM4 8.45 (−11)Adams 5.37 (−4)Jator 1.91 (−6)

    0.025BHCM4 3.69 (−13)Adams 5.09 (−5)Jator 2.96 (−8)

    0.02BHCM4 7.11 (−14)Adams 2.25 (−5)Jator 8.65 (−9)

    Problem 1. Consider the linear fourth order problem (see[2]):

    𝑦(4)

    = 𝑦

    + 𝑦+ 𝑦+ 2𝑦, 0 ≤ 𝑡 ≤ 2,

    𝑦 (0) = 𝑦(0) = 𝑦

    (0) = 0, 𝑦

    (0) = 30,

    (20)

    and theoretical solution: 𝑦(𝑡) = 2𝑒2𝑡 − 5𝑒−𝑡 + 3 cos 𝑡 − 9 sin 𝑡.

    Problem 2. Consider the nonlinear fourth order problem (see[9]):

    𝑦(4)

    = (𝑦)2− 𝑦𝑦

    − 4𝑡2+ 𝑒𝑡(1 + 𝑡

    2− 4𝑡) , 0 ≤ 𝑡 ≤ 1,

    𝑦 (0) = 𝑦(0) = 1, 𝑦

    (0) = 3, 𝑦

    (0) = 1,

    (21)

    and theoretical solution: 𝑦(𝑡) = 𝑡2 + 𝑒𝑡.

    The block hybrid collocation method is implementedtogether with the Mathematica built-in packages,namely, Solve and FindRoot for the solution of linearand nonlinear problems, respectively.

    The performance comparison between block hybrid col-location method with the existing methods [2, 9] and theAdams Bashforth-Adams Moulton method is presented inTables 4 and 5.The following notations are used in the tables:

    h: step size;

    BHCM4: block hybrid collocation method;

    Adams: Adams Bashforth-Adams Moulton method;

    Awoyemi: multiderivative collocation method inAwoyemi [9];

    Jator: finite difference method in Jator [2].

    Tables 4 and 5 show the superiority of BHCM4 in terms ofaccuracy over the existing Adams method, Jator finite differ-ence method [2], and Awoyemi multiderivative collocationmethod [9].

    Table 5: Numerical results for Problem 2.

    ℎ Method Absolute error at 𝑡 = 1

    0.2BHCM4 2.38 (−12)Adams 5.01 (−7)Awoyemi 5.84 (−4)

    0.1BHCM4 1.95 (−14)Adams 2.44 (−6)Awoyemi 9.26 (−5)

    Table 6: Performance comparison for Wu equation with 𝜖 = 0.

    ℎ Method Absolute error at 𝑡 = 15

    0.25BHCM4 5.2 (−7)Adams 4.9 (−3)Twizell 1.9 (−4)

    0.1BHCM4 2.8 (−10)Adams 8.4 (−5)Cortell 3.7 (−5)

    5. Application to Problem fromShip Dynamics [5–7]

    The proposed method is also applied to solve a physicalproblem from ship dynamics. As stated by Wu et al. [5],when a sinusoidal wave of frequencyΩ passes along a ship oroffshore structure, the resultant fluid actions vary with time𝑡. In a particular case study by Wu et al. [5], the fourth orderproblem is defined as

    𝑦(4)

    + 3𝑦+ 𝑦 (2 + 𝜖 cos (Ω𝑡)) = 0, 𝑡 > 0, (22)

    which is subjected to the following initial conditions:

    𝑦 (0) = 1, 𝑦(0) = 𝑦

    (0) = 𝑦

    (0) = 0, (23)

    where 𝜖 = 0 for the existence of the theoretical solution,𝑦(𝑡) = 2 cos 𝑡−cos(𝑡√2).The theoretical solution is undefinedwhen 𝜖 ̸= 0 (see [6]).

    In the literature, some numerical methods for solvingfourth order ODEs have been extended to solve the problemfrom ship dynamics. Numerical investigation was presentedin Twizell [6] and Cortell [7] concerning the fourth orderODEs (22) for the cases 𝜖 = 0 and 𝜖 = 1withΩ = 0.25(√2−1).Instead of solving the fourth order ODEs directly, Twizell[6] and Cortell [7] considered the conventional approach ofreduction to systemof first orderODEs. Twizell [6] developeda family of numerical methods with the global extrapolationto increase the order of the methods. On the other hand,Cortell [7] proposed the extension of the classical Runge-Kutta method.

    Table 6 shows the comparison in terms of accuracy for 𝑦at the end point 𝑡 = 15. BHCM4 manages to achieve betteraccuracy compared to Adams Bashforth-Adams Moultonmethod, Twizell [6], and Cortell [7] when ℎ = 0.25 andℎ = 0.1, respectively.

    Figure 1 depicts the numerical solution for Wu equation(22) with 𝜖 = 1 and Ω = 0.25(√2 − 1) in the interval

  • 6 Mathematical Problems in Engineering

    2 4 6 8 10 12 14

    t

    −40

    −20

    20

    y(t)

    NDSolve

    BHCM4, h = 0.1Cortell, h = 0.1

    Figure 1: Response curve for Wu equation with 𝜖 = 1, Ω =0.25(√2 − 1).

    [0, 15]. The solutions obtained by BHCM4 are in agreementwith the observation of Cortell [7] andMathematica built-inpackage NDSolve.

    6. Conclusion

    As indicated in the numerical results, the block hybrid collo-cation method has significant improvement over the existingmethods. Furthermore, it is applicable for the solution ofphysical problem from ship dynamics.

    As a conclusion, the block hybrid collocation methodis proposed for the direct solution of general fourth orderODEs whereby it is implemented as self-starting method thatgenerates the solution of 𝑦 at four main points and three off-step points concurrently.

    Conflict of Interests

    The authors declare that there is no conflict of interestsregarding the publication of this paper.

    References

    [1] A. K. Alomari, N. Ratib Anakira, A. S. Bataineh, and I. Hashim,“Approximate solution of nonlinear system of BVP arising influid flow problem,”Mathematical Problems in Engineering, vol.2013, Article ID 136043, 7 pages, 2013.

    [2] S. N. Jator, “Numerical integrators for fourth order initial andboundary value problems,” International Journal of Pure andApplied Mathematics, vol. 47, no. 4, pp. 563–576, 2008.

    [3] O. Kelesoglu, “The solution of fourth order boundary valueproblem arising out of the beam-column theory usingAdomiandecomposition method,” Mathematical Problems in Engineer-ing, vol. 2014, Article ID 649471, 6 pages, 2014.

    [4] A. Boutayeb and A. Chetouani, “A mini-review of numericalmethods for high-order problems,” International Journal ofComputer Mathematics, vol. 84, no. 4, pp. 563–579, 2007.

    [5] X. J. Wu, Y. Wang, and W. G. Price, “Multiple resonances,responses, and parametric instabilities in offshore structures,”Journal of Ship Research, vol. 32, no. 4, pp. 285–296, 1988.

    [6] E.H. Twizell, “A family of numericalmethods for the solution ofhigh-order general initial value problems,” Computer Methodsin Applied Mechanics and Engineering, vol. 67, no. 1, pp. 15–25,1988.

    [7] R. Cortell, “Application of the fourth-order Runge-Kuttamethod for the solution of high-order general initial valueproblems,”Computers and Structures, vol. 49, no. 5, pp. 897–900,1993.

    [8] A. Malek and R. Shekari Beidokhti, “Numerical solutionfor high order differential equations using a hybrid neu-ral network—optimization method,” Applied Mathematics andComputation, vol. 183, no. 1, pp. 260–271, 2006.

    [9] D. O. Awoyemi, “Algorithmic collocation approach for directsolution of fourth-order initial-value problems of ordinarydifferential equations,” International Journal of ComputerMath-ematics, vol. 82, no. 3, pp. 321–329, 2005.

    [10] N.Waeleh, Z. A. Majid, F. Ismail, andM. Suleiman, “Numericalsolution of higher order ordinary differential equations bydirect block code,” Journal of Mathematics and Statistics, vol. 8,no. 1, pp. 77–81, 2011.

    [11] S. J. Kayode, “Anorder six zero-stablemethod for direct solutionof fourth order ordinary differential equations,” AmericanJournal of Applied Sciences, vol. 5, no. 11, pp. 1461–1466, 2008.

    [12] S. J. Kayode, “An efficient zero-stable numerical method forfourth-order differential equations,” International Journal ofMathematics and Mathematical Sciences, vol. 2008, Article ID364021, 10 pages, 2008.

    [13] B. T. Olabode and T. J. Alabi, “Direct block predictor-correctormethod for the solution of general fourth order ODEs,” Journalof Mathematics Research, vol. 5, no. 1, pp. 26–33, 2013.

    [14] S. N. Jator, “Solving second order initial value problems by ahybrid multistep method without predictors,” Applied Mathe-matics and Computation, vol. 217, no. 8, pp. 4036–4046, 2010.

    [15] L. K. Yap, F. Ismail, and N. Senu, “An accurate block hybrid col-locationmethod for third order ordinary differential equations,”Journal of Applied Mathematics, vol. 2014, Article ID 549597, 9pages, 2014.

    [16] P. Henrici, Discrete Variable Methods in Ordinary DifferentialEquations, John Wiley & Sons, New York, NY, USA, 1962.

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