Vol. 3, No. 2 | Jul – Dec 2019 SJCMS | P-ISSN: 2520-0755| E-ISSN: 2522-3003 © 2019 Sukkur IBA University – All Rights Reserved 37 A Modified 3-Point Adams Block Method of the Variable Step Size Strategy for Solving Neutral Delay Differential Equations Ubaidullah Yashkun1, 2 , Nurul Huda Abdul Aziz1 Abstract: A modified 3-point Adams block method of order six (3ABM6) to solve neutral delay differential equations (NDDEs) using variable step size strategy is developed. The approximate solution of the retarded ( )y x − and the neutral terms ( )y x  − of the neutral delay differential equations at the grid points is obtained using the Newton divided difference interpolation technique. The proposed method will approximate the solution in each step using the three-points concurrently. To determine the performance of the proposed method, the maximum errors (MAXERR) and total number of function calls (FNC) will be compared with the method of 2-point order six predictor-corrector. The numerical results show that the 3ABM6 reduces the number of function calls and better accuracy in term of MAXERR. Keywords: Neutral Delay Differential Equations, Adams Block Method, Newton Interpolation Technique, Variable Step Size Technique. 1. Introduction In the fields of Science and Technology, the ordinary differential equations (ODEs) can be used to formulate the real-life problems by using initial value problem (IVP). ( , ) dy f x y a x b dx =   (1) Where, the function y usually represents physical quantities that evolve over time. Moreover, the delay differential equations (DDEs) are applied extensively in engineering, particularly the delay differential equations of the neutral type that usually arise in many scientific areas due to their ability to model many real-life phenomena. Neutral Delay Differential Equations do not depend only on the history of the function ( )y x − formulated but also on the history of the function derivative ( )y x  − . 1 Institute of Engineering Mathematics, Universiti Malaysia Perlis, Kampus Pauh Putra, 02600, Arau, Perlis,Malaysia 2 Sukkur IBA University, Airport Road, Sukkur, 65200, Sindh, Pakistan. Corresponding Author: ubaidullah@iba-suk.edu.pk * 0 0 ( ) ( , ( ), ( ( )), ( ), ( ( ))) , ( ) ( ) , y x f x y x y x x y x y x x x x y x x x x       = − −  =   (2) Where, * ( ) 0 and ( ) 0x x   are the delay arguments, and ( )x is the initial value function. Several algorithms are envisaged in the literature to approximate the results of Neutral Delay Differential Equation (NDDEs) of type (2) which is ( )y x having f as an independent function. Neves [1], Bellen and Zennaro[2] and Al- Mutib[3] discussed algorithms based on one-step methods, while Jackiewicz and Lo[4] and Tavernini[5] discussed algorithms based on liner multistep methods. Fabiano and Payne[6] extended the spline approximation technique for Neutral Delay Differential Equations. The continuous Galerkin finite element method mailto:asnali189@gmail.com Ubaidullah Yashkun et.al.. A Modified 3-Point Adams Block Method of the Variable Step Size Strategy for Solving Neutral Delay Differential Equations (pp. 37 - 45) Sukkur IBA Journal of Computing and Mathematical Science - SJCMS | Vol. 3 No. 2 July - December 2019 © Sukkur IBA University 38 is used by Qin et al. [7] to solve the Linear Delay Differential Equations. Wen et al. [8] discussed the numerical stability of NDDEs and Baker et al. [9] discussed the role of NDDEs in cell growth phenomena. The Neutral Functional Differential Equations (NFDEs) numerical solution is studied by Hu et al. [10] using linear multistep methods (LMM). The analytical and numerical stability of the nonlinear neutral delay-integral differential equations was studied by P. Hu and C. Huang [11]. An approximate solution for NFNDEs was also obtained by Wang and Li [12] using numerical methods, namely the one-leg θ methods. The Adams Block Methods (ABM) are efficient and computational cost-effective methods compared to the other numerical methods. Seong and Majid[13] studied direct two point order four and five multistep block method to solve the second order delay differential equations (DDEs). In their study the formulation and stability of the block method is discussed. Aziz et al. [14] presented the delay differential equations (DDEs) numerical solution using a predictor-corrector scheme in modified block method. ABM will compute the y approximate values in the block corresponding to the independent values of x . The one-block r-point technique for the 2nd order initial value problem is proposed by Fatunla [15]. A block method will compute simultaneously the solution values at numerous different points on the x axis− of the blocks by Ishak et al. [16] and Alkasassbeh and Omar [17]. In this paper, we introduce a new modified 3-point Adams block method of order six for first-order NDDEs. Some numerical results are shown in the tables for the proposed method. Here is the order of this paper. Section 2 formulation of the method is presented. In section 3, order, consistency and zero stability are discussed. In section 4 implementation of retarded and neutral terms are discussed. In section 5, the strategy of variable step size is discussed. Section 6, presents the algorithm of the method. Section 7, presents the numerical results, while discussions and conclusion are given in section 8. 2. The formulation of the 3-point Adams block method Consider the first-order NDDEs (2) and discretize the interval   ,a b to subintervals 4 3 4 , ,..., , 0,1, 2,... n n n k x x x k − − − + = such that 4n a x − = and 4n k b x − + = . From Fig. 1, the proposed method is used to evaluate 1 2 3 , and n n n y y y + + + corresponding to the grid values 1 2 3 , and n n n x x x + + + having the variable step size h respectively. The four initial values 3 2 1 , , and n n n n y y y y − − − are obtained using the Euler method with the initial conditions corresponding to the values 3 2 1 , , and n n n n x x x x − − − having step ratios rh and qh . Source: Author's own created 1n y + can be determine by integrating (1) as; 1 1 ( ) ( ) ( , ) n n x n n x y x y x f x y dx + + = +  (3) In (3), to integrate the function ( , )f x y , a Lagrange interpolation is substituted with the function. The approximation of 1n y + by using Maple with the ratio r is as follows: 1 1 4 ( ) ( ) ( ) n n x n n x y x y x P x dx + + = +  (4) By substitution 3n n x x x x s and s h h + − − = = 3-point Ubaidullah Yashkun et.al.. A Modified 3-Point Adams Block Method of the Variable Step Size Strategy for Solving Neutral Delay Differential Equations (pp. 37 - 45) Sukkur IBA Journal of Computing and Mathematical Science - SJCMS | Vol. 3 No. 2 July - December 2019 © Sukkur IBA University 39 ABM of order six for the variable step size ratios is as follows: For the Corrector when 1r = at the limit points 3− to 2− , 2− to 1− and 1− to 0 1 2 3 3 2 2 3 2 1 3 2 3 1 3 1 ( 5)( 4)( 3)( 2)( 1) 120 1 ( 5)( 4)( 3)( 2)( ) 24 1 ( 5)( 4)( 3)( 1)( ) 12 1 ( 5)( 4)( 2)( 1)( ) 12 1 ( 5)( 3)( 2)( 1)( ) 24 n n n n n n n y y h s s s s s dsf h s s s s s dsf h s s s s s dsf h s s s s s dsf h s s s s s dsf + − + − − + − − + − − − − − = + + + + + + − + + + + + + + + + − + + + + + + + + +     2 2 2 3 1 ( 4)( 3)( 2)( 1)( ) * 120 n h s s s s s ds f − − − − − + + + +   (5) 2 3 1 3 2 1 1 2 1 3 2 1 1 2 2 3 2 1 1 2 (11 93 802 802 93 11 ) 1440 ( 27 637 1022 258 77 11 ) 1440 (475 1427 798 482 173 27 ) 1440 n n n n n n n n n n n n n n n n n n n n n n n n h y y f f f f f f h y y f f f f f f h y y f f f f f f + + + + + + − − + + + + − − + + + + − − = + − + + − + = + − + + − + − = + + − + − + (6) For the corrector when 2r = at the limit points 3− to 2− , 2− to 1− and 1− to 0 2 3 1 3 2 1 1 2 1 3 2 1 1 2 2 3 2 1 (1328 9765 63952 46375 1183 93 ) 100800 ( 2352 47285 65072 9975 847 77 ) 100800 (34288 93835 41328 15575 1743 100800 n n n n n n n n n n n n n n n n n n n n n n n h y y f f f f f f h y y f f f f f f h y y f f f f f + + + + + + − − + + + + − − + + + + = + − + + − + = + − + + − + − = + + − + − 1 2 173 ) n f − − + (7) For the corrector when 1 2 r = at the limit points 3− to 2− , 2− to 1− and 1− to 0 2 3 1 3 2 1 1 2 1 3 2 1 1 2 2 3 2 1 1 2 (11 105 1211 1981 704 126 ) 2520 ( 39 1057 1981 1029 704 154 ) 2520 (8011 2639 1869 2261 1728 406 ) 2520 n n n n n n n n n n n n n n n n n n n n n n n n h y y f f f f f f h y y f f f f f f h y y f f f f f f + + + + + + − − + + + + − − + + + + − − = + − + + − + = + − + + − + − = + + − + − + (8) The similar procedure can be used to get the one less order of predictor formulas. Ubaidullah Yashkun et.al.. A Modified 3-Point Adams Block Method of the Variable Step Size Strategy for Solving Neutral Delay Differential Equations (pp. 37 - 45) Sukkur IBA Journal of Computing and Mathematical Science - SJCMS | Vol. 3 No. 2 July - December 2019 © Sukkur IBA University 40 3. Order Consistency and Zero Stability In this study, the order of corrector is one order higher than the predictor. J. D. Lambert [18] gives the following definitions of order, consistency and zero-stability for the linear multistep methods. The order of this new developed 3ABM6 method is determined based on [18] and [13]. Theorem 1 (Lambert [18]). The general multistep method; 0 0 ( , ) s s m n m m n m n m m m y h f x y  + + + = = =  (9) The order 1p  if and only if 0 0 1 0 0 1 1 0 0 0, 0, 1, 2,..., , ! ( 1)! 0. ( 1)! ! s m m k ks s P m m m m p ps s p m m m m C m m C k p k k m m C p p      = − = = + + = = = = = − = = − = −  +      (10) The three-point block method can be written as matrix difference equation. m n m m n m Y h f  + + = , (11) Where, 0 0 1 1 0 0 0 0 0 1 1 0 0 0 0 0 1 1 m  −    = −    −  , 11 93 802 802 93 11 1 11 77 258 1022 637 27 1440 27 173 482 798 1427 475 m  − −    = − − −    − −  ,  2 1 1 2 3 T n m n n n n n n Y y y y y y y + − − + + + = and  2 1 1 2 3 T n m n n n n n n f f f f f f f + − − + + + = From Theorem 1, the order of the corrector formulae of Equation (6) is 0 1 1 2 3 4 5 6 0 1 2 3 4 5 6 1 0 0 1 1 0 0 0 0 0 0 1 1 0 0 0 0 0 0 1 1 0 2 3 4 5 6 ( ) 0 1 1 0 2 0 3 1 0 0 0 C C C              −                            = + + + − + + =                            −              = + + + + + − + + + + + + −            = + + − +                  1 0 0 0 4 1 5 0 6 0 1 1 0 11 93 802 802 93 11 0 1 11 77 258 1022 637 27 0 1440 27 173 482 798 1427 475 0 0 0C             + +            −       − −                              − − + + − + + + − +                             − −               = 2 2 2 2 2 2 1 2 3 4 5 6 1 2 3 4 5 6 2 0 1 2 3 4 5 6 ( 2 3 4 5 6 ) 2! 2! 2! 2! 2! 2! 0 1 1 0 0 0 1 4 9 16 25 36 0 0 1 1 0 0 2! 2! 2! 2! 2! 2! 0 0 0 1 1 0 93 1 77 1440 C C                      = + + + + + − + + + + + −                        = + + − + + +                        −            − −         2 3 4 5 6 802 802 93 11 0 2 258 3 1022 4 637 5 27 6 0 173 482 798 1427 475 0 0 0 0 0 0 0 , 0 0 0 , 0 0 0 , 0 0 0 T T T T C C C C C  −                          + − + + + − +                         − −                 =      = = = = Ubaidullah Yashkun et.al.. A Modified 3-Point Adams Block Method of the Variable Step Size Strategy for Solving Neutral Delay Differential Equations (pp. 37 - 45) Sukkur IBA Journal of Computing and Mathematical Science - SJCMS | Vol. 3 No. 2 July - December 2019 © Sukkur IBA University 41 7 7 7 7 7 7 1 2 3 4 5 6 6 6 6 6 6 1 2 3 4 5 6 7 7 7 7 7 7 1 2 3 4 5 6 7! 7! 7! 7! 7! 7! 1 2 3 4 5 6 ( ) 6! 6! 6! 6! 6! 6! 0 1 1 0 0 0 1 2 3 4 5 6 0 0 1 1 0 0 7! 7! 7! 7! 7! 7! 0 0 0 1 1 0 1 C C             = + + + + + − + + + + + −                        = + + − + + +                        −            − 6 6 6 6 6 7 93 802 802 93 11 0 1 2 3 4 5 6 77 258 1022 637 27 0 1440 6! 6! 6! 6! 6! 6! 173 482 798 1427 475 0 191 60480 271 60480 863 60480 C  − −                          + − + + + − +                         − −             −       =     −      0. (12) Equation (12) implies that 7 0C  therefore, the order of the proposed method is order six. Definition 2. The LMM in (9) is referred to as consistent such that order 1p  . The characteristics polynomials of LMM (9) are * 0 * 0 ( ) , ( ) . k i i i k i i i A B       = = = =   (13) The LMM is consistent iff (1) 0 and (1) (1)  = = (14) Definition 3. Let the root 1 = for the polynomial ( )  , then the LMM (13) is referred to as zero-stable. 4. Implementation of Retarded and Neutral Term The first order NDDEs approximate solution depends on the retarded ( )y t − and neutral ( )y t  − terms. The delay of these terms may be constant ( t − ), time dependent ( ( )t ) or state dependent ( ( , ( ))t X t ). In this paper, the Newton divided difference technique is used to approximate these terms. For implementation, the required points are: 4 4 3 3 2 2 1 1 1 1 2 2 3 3 ( , ), ( , ), ( , ), ( , ), ( , ), ( , ), ( , ) and ( , ) n n n n n n n n n n n n n n n n x y x y x y x y x y x y x y x y − − − − − − − − + + + + + + The following recursion relation will be used for Newton divided differences. 3 2 4 4 3 5 4 3 4 4 4 [ , ,..., ] [ , ,..., ] [ , ,..., ] , 0,1, 2... n n n k n n n k n n n k n k n f x x x f x x x f x x x x x k − − − + − − − + − − − + − + − − = − = (15) 5. The Strategy of Variable Step- Size The variable step size strategy is recommended for this study. Step-size h control strategy will be like, the next step size is limited to double, as the previous step size when the computation proceeds as studied by [19]. The variable step size strategy may reduce the formulae that need Ubaidullah Yashkun et.al.. A Modified 3-Point Adams Block Method of the Variable Step Size Strategy for Solving Neutral Delay Differential Equations (pp. 37 - 45) Sukkur IBA Journal of Computing and Mathematical Science - SJCMS | Vol. 3 No. 2 July - December 2019 © Sukkur IBA University 42 to be stored in the code, such that the storage capacity will increase. The evaluation technique is ( ) or ( ) s s P EC P EC E , such that P represents the predictor, E represents evaluation, C represents the corrector and s is the number of iterations. The ( ) s P EC E mode is used if we need to calculate the function value of ( ) ( ) ( , ) s s n i n i n i f f x y + + + = otherwise we use ( ) s P EC mode. Modified 3-point Adams block method of order six varies the step size h , , to obtain three values during an integration step. Therefore, the efficiency of the method is acquired by taking the most optimal step size while reaching the desired accuracy. 6. Algorithm of the 3-point Adams Block Method of Order Six to Solve NDDEs Step 1: Set TOL, initial condition 0 0 ,x y and step size h Step 2: * ( ) ( , ( ), ( ( )), ( ), ( ( ))).y x f x y x y x x y x y x x   = − − Step 3: ( ) ( )y x x= , (0) 1y = . Step 4: For 1, 2,3 and 4i = calculate x − for y and its derivative. If 0xx −  , go to 3 else calculate ( , )f x y from 2, go to 5 Step 5: 1 1 * i i i y y h f − − = + Step 6: For 5, 6and 7i = calculate x − for y and its derivative. If 0 xx −  , go to 3 else go to 7 Step 7: 6 1 4 1 ( ) ( ) 1440 n n i n i i h y x y x f + − + = = +  Step 8: If ( 1) 1.0 * k k n n y y TOL + −  go to 9 else go to 4 Step 9: Stop 7. Problems and Numerical Results In this section, three problems are present which demonstrates the implementation of the modified 3-point Adams block method of order six for first-order neutral delay differential equations (2). The computational results of the problems present confirm the efficiency and accuracy of the method. The analysis of the accuracy and efficiency of the method are based on maximum errors and the number of total steps taken. The approximate results are compared with the results of the 2-point order six predictor-corrector method. The maximum errors and number of total steps taken are plotted in Figs. 2-4. Problem 1. (Jackiewicz [20]) ( )2 2 2 2 ( ) 0.75 ( ) / (1 ) / 2 ( (( 1) / 2)) , [0,1], ( ) 1 , [ 0.5, 0] y x x y x x y x y x x y x x x  = + + − −  = +  − The exact solution 2 ( ) 1 , [ 0.5,1]y x x x= +  − Problem 2. (Jackiewicz [20]) 2 2 1 ( ) exp(1 2 ) ( )( ( 1 / (1 ))) , [0,1], ( ) exp( ), [ 1, 0]. x y x x y x y x x x y x x x + = − − +  =  − The exact solution is ( ) exp( ), [ 1,1].y x x x=  − Problem 3. (Jackiewicz [20]) 2 ( ) 1 ( ) 2 ( / 2) ( ), [0, ], ( ) cos( ), [ , 0]. y x y x y x y x x y x x x     = + − − −  =  − The exact solution ( ) cos( ), [ , ].y x x x  =  − Following abbreviations are used in tables 1-3 TOL: Tolerance Defined MTD: Employed Method TS: Total Number of steps FS: Number of failing steps Ubaidullah Yashkun et.al.. A Modified 3-Point Adams Block Method of the Variable Step Size Strategy for Solving Neutral Delay Differential Equations (pp. 37 - 45) Sukkur IBA Journal of Computing and Mathematical Science - SJCMS | Vol. 3 No. 2 July - December 2019 © Sukkur IBA University 43 MAXERR: Maximum Error FCN: Number of function calls 3ABM6: Modified 3-Point Adams block method N2PC6: Neutral 2-point 6-order Table I: Approximate results for Problem 1 TOL MTD TS FS FNC MAXERR AVERR 2 2 − 3ABM6 N2PC6 10 11 0 0 32 39 4.48E(-07) 1.42E(-05) 1.86E(-07) 2.49E(-06) 4 2 − 3ABM6 N2PC6 14 14 0 40 51 4.34E(-09) 1.24E(-08) 2.84E(-09) 3.17E(-09) 6 2 − 3ABM6 N2PC6 17 18 0 0 46 67 4.34E(-11) 1.71E(-09) 2.75E(-11) 2.06E(-10) 8 2 − 3ABM6 N2PC6 20 21 0 0 52 80 4.04E(-13) 3.23E(-13) 2.68E(-13) 2.39E(-13) 10 2 − 3ABM6 N2PC6 24 24 0 0 60 92 2.81E(-15) 1.90E(-11) 2.44E(-15) 7.37E(-13) Table II: Approximate results for Problem 2 TOL MTD TS FS FNC MAXERR AVERR 2 2 − 3ABM6 N2PC6 10 11 0 0 32 43 3.71E(-07) 3.94E(-07) 1.50E(-07) 1.41E(-07) 4 2 − 3ABM6 N2PC6 15 14 0 0 42 53 5.54E(-07) 2.14E(-09) 7.03E(-08) 1.04E(-09) 6 2 − 3ABM6 N2PC6 19 19 0 0 53 68 1.88E(-07) 3.27E(-09) 2.34E(-08) 3.60E(-10) 8 2 − 3ABM6 N2PC6 30 27 0 0 72 92 3.45E(-10) 1.91E(-11) 7.45E(-10) 3.33E(-12) 10 2 − 3ABM6 N2PC6 53 33 0 0 118 110 5.60E(-11) 6.11E(-12) 1.25E(-11) 1.10E(-12) Table III: Approximate results for Problem 3 TOL MTD TS FS FNC MAXERR AVERR 2 2 − 3ABM6 N2PC6 14 13 0 0 40 50 3.24E(-04) 7.03E(-04) 2.40E(-05) 6.41E(-05) 4 2 − 3ABM6 N2PC6 22 17 0 57 72 2.92E(-05) 2.04E(-05) 1.76E(-06) 1.38E(-06) 6 2 − 3ABM6 N2PC6 32 25 0 0 85 106 9.27E(-07) 4.73E(-07) 1.54E(-07) 4.14E(-08) 8 2 − 3ABM6 N2PC6 50 41 0 0 122 155 2.19E(-07) 2.69E(-09) 1.96E(-08) 3.25E(-10) 10 2 − 3ABM6 N2PC6 101 62 0 0 240 245 3.34E(-09) 9.46E(-10) 3.74E(-10) 1.75E(-10) Ubaidullah Yashkun et.al.. A Modified 3-Point Adams Block Method of the Variable Step Size Strategy for Solving Neutral Delay Differential Equations (pp. 37 - 45) Sukkur IBA Journal of Computing and Mathematical Science - SJCMS | Vol. 3 No. 2 July - December 2019 © Sukkur IBA University 44 Fig 2: Numerical Results Comparison of Problem 1. Fig 3: Numerical Results Comparison of Problem 2. Fig 4: Numerical Results Comparison of Problem 3. 8. Discussion and Conclusion For problem 1, the total number of function calls and the maximum errors obtained by the modified 3-point Adams block method of order six are less than the 2-point order six PC method. For problem 2, the total number of function calls is less than the N2PC method, except for tolerance 10 10 − which is slightly high. Also, for problem 3, the total number of function calls is less than the N2PC method. However, for the given tolerances, the maximum errors for problems 1-3 are within the acceptable range, so both methods achieved the desired accuracy. 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