AN OVERLAPPING ADAPTIVE STEP-SIZE MULTI-DERIVATIVE HYBRID BLOCK METHOD FOR HIGHER ORDER INITIAL VALUE PROBLEMS

Document Type : Research Paper

Authors

School of Mathematics, Statistics and Computer Science, University of KwaZulu-Natal, Pietermaritzburg 3201, South Africa.

Abstract

The need for accurate solutions to mathematical models, particularly for linear and non-linear higher-order initial value problems, is essential across various scientific and engineering fields. Traditional methods often face challenges with stability and precision, especially in non-linear cases, prompting the development of advanced numerical techniques. This study introduces a two-step overlapping adaptive step-size multi-derivative hybrid block method to address these challenges in solving higher-order initial value problems. The method incorporates overlapping elements, using the second-to-last intra-step point from the previous step within each integration block to enhance accuracy. The method uses error estimation and selects an appropriate step-size, ensuring the desired accuracy without wasting computational resources or introducing unnecessary errors. The non-linear initial value problems are efficiently linearized using a modified-Picard iteration. Numerical examples are provided to demonstrate the efficiency and accuracy of the proposed method, and its performance is compared against a similar non-overlapping method as well as other methods reported in the literature.

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Articles in Press, Accepted Manuscript
Available Online from 20 April 2025
  • Receive Date: 28 August 2024
  • Revise Date: 24 February 2025
  • Accept Date: 19 April 2025