A quartic C 3 -spline collocation method for solving second-order initial value problems

Abstract This paper introduces and analyzes a new formula for integrating special second-order, periodic and nonperiodic, initial value problems in ordinary differential equations. The presented formula is based on quartic C3-splines as an approximation to the exact solution of the initial value problem, y″(x) = f(x,y), y(0) = y0, y′(0) = y′0. It turns out that the proposed method is a continuous extension of the well-known fourth-order Numerov's method and hence possesses nonvanishing intervals of periodicity and absolute stability.

[1]  T. N. E. Greville,et al.  Theory and applications of spline functions , 1969 .

[2]  E. H. Twizell,et al.  Multiderivative Methods for Periodic Initial Value Problems , 1984 .

[3]  M. M. Chawla Two-step fourth orderP-stable methods for second order differential equations , 1981 .

[4]  J. Lambert Computational Methods in Ordinary Differential Equations , 1973 .

[5]  L. Kramarz Stability of collocation methods for the numerical solution ofy″=f (x,y) , 1980 .

[6]  Syvert P. Norsett Splines and Collocation for Ordinary Initial Value Problems , 1984 .

[7]  S. O. Fatunla Numerical Methods for Initial Value Problems in Ordinary Differential Equations , 1988 .

[8]  M. M. Chawla,et al.  Numerov made explicit has better stability , 1984 .

[9]  T. E. Simos,et al.  A family of two-step almostP-stable methods with phase-lag of order infinity for the numerical integration of second order periodic initial-value problems , 1993 .

[10]  T. Simos Runge-Kutta-Nyström interpolants for the numerical integration of special second-order periodic initial-value problems☆ , 1993 .

[11]  Jeff Cash High orderP-stable formulae for the numerical integration of periodic initial value problems , 1981 .

[12]  Approximate solution of the differential equation ^{”}=(,) with spline functions , 1973 .

[14]  J. M. Franco,et al.  High-order P-stable multistep methods , 1990 .

[15]  P. J. Van Der Houmen,et al.  Predictor-corrector methods for periodic second-order initial-value problems , 1987 .

[16]  S. Singh,et al.  Approximation theory and spline functions , 1984 .

[17]  Ernst Hairer,et al.  Solving Ordinary Differential Equations I: Nonstiff Problems , 2009 .

[18]  John P. Coleman Numerical Methods for y″ =f(x, y) via Rational Approximations for the Cosine , 1989 .