An Effective Matrix Technique for the Numerical Solution of Second Order Differential Equations

Abstract

In this paper, an effective technique for solving differential equations with initial conditions is presented. The method is based on the use of the Legendre matrix of derivatives defined on the close interval [-1,1]. Properties of the polynomial are outlined and further used to obtain the matrix of derivative which was used in transforming the differential equation into systems of linear and nonlinear algebraic equations. The systems of these algebraic equations were then solved using Gaussian elimination method to determine the unknown parameters required for approximating the solution of the differential equation. The advantage of this technique over other methods is that, it has less computational manipulations and complexities and also its availability for application on both linear and nonlinear second-order initial value problems is impressive. Other advantage of the algorithm is that high accurate approximate solutions are achieved by using a greater number of terms of the Legendre polynomial and once the operational matrix is obtained, it can be used to solve differential equations of higher order by introducing just a little manipulation on the operational matrix. Some existing sample problems from literature were solved and the results were compared to show the validity, simplicity and applicability of the proposed method. The results obtained validate the simplicity and applicability of the method and it also reveals that the method perform better than most existing methods.