Application of residual correction method in calculating upper and lower approximate solutions of fifth-order boundary-value problems

https://doi.org/10.1016/j.amc.2007.10.030Get rights and content

Abstract

This article attempts to obtain upper and lower approximate solutions of nonlinear fifth-order boundary-value problems by applying the sixth-degree B-spline residual correction method as put forth in the paper. As the first step, a sixth-degree B-spline function is used to discretize and convert a differential equation into mathematical programming problems of an inequation, and then the residual correction concept is applied to simplify such complex calculating problems into problems of equational iteration. The results from validation of the two examples indicate that the required iteration is less than 3 times in both cases. Therefore, such method can help to adequately identify the range of the error of mean approximate solutions in relation to exact solutions, in addition to its effectiveness in obtaining the upper and lower approximate solutions of a fifth-order differential equations accurately and quickly. Hence, it can avoid random addition of grid points for the purpose of increased numerical accuracy.

Introduction

Let us begin with a review of the efforts to solve boundary-value problems (BVPs) for differential equations in the past. In early days, Scott and Watts [1] attempted to calculate linear boundary-value problems through superposition coupled with an orthonormalization procedure and a variable-step Runge–Kuttta–Fehlberg integration scheme. Watson [2] and Watson and Scott [3] further introduced the Chow–Yorke algorithm to solve related problems and verify convergence and effectiveness of these problems. Agarwal [4] carried out researches on existence and uniqueness of solutions to equations of higher-order; Davies et al. [5] made attempts to solve problems concerning viscoelastic flows by using Galerkin methods; Siddiqi and Twizell [6] and Caglar et al. [7] tried to find solutions of such problems by using the sixth-degree B-spline, and concluded that the numerical values obtained through this method and their differential values below the fifth-order are both continuous and very accurate. Recently, Wazwaz [8] and Syam and Atili [9] made attempts to solve these problems through the Adomain decomposition method together with a modified technique, and after having compared this approach with other numerical methods, came to the conclusion that such numerical method can raise computational efficiency effectively.

When we look back to the researches conducted in the past, we may find out that most of the numerical methods, when used to solve higher-order boundary-value problems, always base validation of the error range of calculation results on the known exact solutions of these problems. In practical applications, however, the exact solutions are often unknown to us. Under such circumstances, more grid points or approximation functions are requisite to determine reliability of these results and their error range roughly, which requires a lot of time and energy from us. In light of the above-mentioned situations, this paper suggests a new method “sixth-degree B-spline residual correction method” to calculate maximum and minimum approximate solutions of fifth-order boundary-value problems for differential equations. The steps are as follows: first establish the residual expressions of a differential equation based on the maximum principle for differential equations; then discretize and convert the residual relation into optimized constraint problems for inequations through sixth-degree B-spline; and finally adopt the iterative technique for residual correction and the concept of virtual time (if necessary) to translate originally complex inequational constraint problems into simple problems involving equational iteration. The solutions obtained in such a way cannot only be defined as the upper or lower solutions of the exact solution, but also the value of error between the exact solution and the upper or lower solution can be considered as the maximum possible error of these approximate solutions.

Section snippets

Residual correction method

Let us begin by considering a nonlinear fifth-order boundary-value problem as shown below:u(v)(x)=H(x,u),x(a,b).The traditional way to solve such a differential equation was no more than discretization of the equation into an algebraic equation set or use of a trial function as its approximate solution. Yet such approximation method often fails to satisfy the differential equation completely on all calculation intervals. As a result, the residual values of the differential equation occur. In

Results and discussion

Example 1

To get the residual correction process understood clearly, let us begin by considering the following linear BVP [7], [8]:u(v)(x)=u(x)-15ex-10xex,0<x<1subject to the boundary conditionsu(0)=0,u(0)=1,u(0)=0,u(1)=0,u(1)=-e.

Since the sixth-degree B-spline function can meet these boundary conditions completely, only the residual equation as shown below needs to be considered to obtain the upper and lower approximate solutions of such BVP:R(x,u˜)=u˜(v)(x)-u˜(x)+15ex+10xex.It can be concluded from

Conclusions

As proved by the two examples in this paper, the sixth-degree B-spline residual correction method proposed in the article is capable of correcting residual values of approximate solutions to BVPs for fifth-order differential equations so that these values meet the requirement of being greater than or equal to zero. The upper and lower approximate solutions obtained through such method cannot only be used to determine the range of maximum possible error of approximate solutions in relation to

Acknowledgement

The authors thank the National Science Council, the Republic of China, for the subsidy of the Outlay NSC95-2221-E-432-006, which helped us finish this special research successfully.

References (15)

  • M.R. Scott et al.

    Computational solution of linear 2-point boundary-value-problems via orthonormalization

    SIAM J. Numer. Anal.

    (1977)
  • L.T. Watson

    Engineering applications of the Chow–Yorke algorithm

    Appl. Math. Comput.

    (1981)
  • L.T. Watson et al.

    Solving spline-collocation approximations to nonlinear 2-point boundary-value-problems by a homotopy method

    Appl. Math. Comput.

    (1987)
  • R.P. Agarwal

    Boundary Value Problems for High Order Differential Equations

    (1988)
  • A.R. Davies et al.

    Spectral Galerkin methods for the primary two-point boundary-value problem in modeling viscoelastic flows

    Int. J. Numer. Methods. Eng.

    (1988)
  • S.S. Siddiqi et al.

    Spline solution of linear sixth-order boundary-value problems

    Int. J. Comput. Math.

    (1996)
  • H.N. Caglar et al.

    The numerical solution of fifth-order boundary value problems with sixth-degree B-spline functions

    Appl. Math. Lett.

    (1999)
There are more references available in the full text version of this article.

Cited by (5)

View full text