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Frozen Jacobian Multistep Iterative Method for Solving Nonlinear IVPs and BVPs

Author

Listed:
  • Fayyaz Ahmad
  • Shafiq Ur Rehman
  • Malik Zaka Ullah
  • Hani Moaiteq Aljahdali
  • Shahid Ahmad
  • Ali Saleh Alshomrani
  • Juan A. Carrasco
  • Shamshad Ahmad
  • Sivanandam Sivasankaran

Abstract

In this paper, we present and illustrate a frozen Jacobian multistep iterative method to solve systems of nonlinear equations associated with initial value problems (IVPs) and boundary value problems (BVPs). We have used Jacobi-Gauss-Lobatto collocation (J-GL-C) methods to discretize the IVPs and BVPs. Frozen Jacobian multistep iterative methods are computationally very efficient. They require only one inversion of the Jacobian in the form of LU-factorization. The LU factors can then be used repeatedly in the multistep part to solve other linear systems. The convergence order of the proposed iterative method is , where is the number of steps. The validity, accuracy, and efficiency of our proposed frozen Jacobian multistep iterative method is illustrated by solving fifteen IVPs and BVPs. It has been observed that, in all the test problems, with one exception in this paper, a single application of the proposed method is enough to obtain highly accurate numerical solutions. In addition, we present a comprehensive comparison of J-GL-C methods on a collection of test problems.

Suggested Citation

  • Fayyaz Ahmad & Shafiq Ur Rehman & Malik Zaka Ullah & Hani Moaiteq Aljahdali & Shahid Ahmad & Ali Saleh Alshomrani & Juan A. Carrasco & Shamshad Ahmad & Sivanandam Sivasankaran, 2017. "Frozen Jacobian Multistep Iterative Method for Solving Nonlinear IVPs and BVPs," Complexity, Hindawi, vol. 2017, pages 1-30, May.
    • Handle: RePEc:hin:complx:9407656
    DOI: 10.1155/2017/9407656
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    References listed on IDEAS

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    1. Ullah, Malik Zaka & Serra-Capizzano, Stefano & Ahmad, Fayyaz, 2015. "An efficient multi-step iterative method for computing the numerical solution of systems of nonlinear equations associated with ODEs," Applied Mathematics and Computation, Elsevier, vol. 250(C), pages 249-259.
    2. Eman S. Alaidarous & Malik Zaka Ullah & Fayyaz Ahmad & A.S. Al-Fhaid, 2013. "An Efficient Higher-Order Quasilinearization Method for Solving Nonlinear BVPs," Journal of Applied Mathematics, Hindawi, vol. 2013, pages 1-11, November.
    3. Javidi, M. & Golbabai, A., 2008. "Exact and numerical solitary wave solutions of generalized Zakharov equation by the variational iteration method," Chaos, Solitons & Fractals, Elsevier, vol. 36(2), pages 309-313.
    4. Ullah, Malik Zaka & Serra-Capizzano, S. & Ahmad, Fayyaz & Al-Aidarous, Eman S., 2015. "Higher order multi-step iterative method for computing the numerical solution of systems of nonlinear equations: Application to nonlinear PDEs and ODEs," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 972-987.
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