Ph .

D FINA L S EMINAR

On

A CLASS OF CONTINUOUS
I\,1ULTI-D ERIVATIVE I-IYBRID LINEAR
I\1ULTISTEP METHODS FOR SOLVING
T HLRD OHD ER ORDINARY DIFFERENTIAL
EQUATIONS

By

ABEJIDE, TEMITOPE VICTOR

MTS/14/1059
B. Tech. (Minna), M. Tech(Akure)

Supervisor:

Prof. E.A. Areo

Co-Supervisor:

Dr. K.M. Owolabi

Nove1nber 2023
 A.BSTHAC'I'

t li1 llm. \\'1) ! k. 11 l'ln.~'l 1) f l'un li m1ot11' ll'rn ll i-d NiV}) I ivr. hyh rid linP.a.r mnlf'.i;qtep m0.th-
t ,1d~ \l~\mH1 .\ l\1 s) fn1 thr rnimrr\rnl solnt\ on of th ird ord E'r ordi M ry diffr.renti~il
n pint iPn '- wn:-- 1·1111,idPrPd

C'\ 1\'t'ris l
,
fn1m tl w tl i\1Dl ~LMM s)
/\ di s<l C't <' litl!'Hr r!111 lt1slPp deri vnt ~~~1cr hc,dj wa..<; rP-

f\S
t,"'1"..v---'I ~ NV!.
a b>·-p todud . Th <" stab ili ty
.
proper t 1f'8 of the
l • ,
I,. , ,): ~,½
i;;;
q.J..·JJ.
'
mNlwds ~ rli~c11!'1S<'d -~~~~~ppTI~~ ~ol~r' th ird ord<•r ordi11r1ry d iffr rrnt ial l"q11;i.- ~ J~~..;
1i,,ns tl 1 dt•nrnnst rn ti> t ht> usnbi li ty and effi ciency of th e methods. T hr ri>sults
ained were l'l)mparr d with the existing methods in li terat ure. T he numerical
l lbl
~,-,.1CJ,..,
t~x1w riments showt>d a better performance than existing methods in _p{e literaturee,.,...-.,.~ ~_d

1,0 INTRODUCTION
:\1.any physical and natural phenomena of all kinds are modelled often by ordnary
J ifferentia l equations either as bound ary value problems (BVPs) or iuit ial value
problrrns (IVPs) . In most cases, these ot:rlin';9' rlifforential equations have no
a naJ)·t ic solution , or JTI~re than one solut0ns exis't. Thus , finding approximate nu-
meri cal solution of t hese initial or boundary value problems becomes very cruc:ial.
ill rccrnt ti mes , differential equations play a vital role in modelin g, e'9physic:al prob-
lems arising from different are·as of study and discipline , these models sometimes
yield equations of one or several variables depending on the parameters that make
up the equations. Thus, an equation involving a relation between the values of an
u nkn own function an d on e or more of its rlrrivFttives is callcd cliffrrmt ial r quarion .
Differe1tt ial equal ions can be classified into several types. Apart from describing
the propert ies of the equat ion it self, t hese classes of d ifferenti al equc"\tioru; inform
t he choice of approach to a solution. Commonly used d ist inctions includt m het!1er
~ : Ordinary, Partial, Linear , Non-linear , Homogeneous and lnho-
u10geueous . This list is far from exhau::,t ive; t here are many othE'r µro perties and
,. _, ulx h1ii::i~s of differeuti al equation s which ca n be very useful in ::;pecific rnnt rxt;,.
Ditfr1<·11ti,d c4uc1tiuw; ,u c cquatiu118 t hat i11volv(' dilf'en;11ti al rndlic:ic11ts, the Lkpl'H~

det,t rtnd th e independent va ri ables. Diffl'rential equat ions in which thr nnkn vwn
parameter is a fun ctio n of one i11de1w11de11t variab le is called ord iuary differenti al

eq uatium; (~ Y ,vhil e that in,~,·, two or more indepPndeut varbbles is tallecl

part ial diffc,rr.nt ial rcp tnt im1;-; ~ ~c;) )

• 1
MR I lwnrn l ica l 111uc\c-• ling is u k<::•y Looi ror I he analysi::i of a wide range of real

li fl' prnhlr111s rnngi11g l'rn111 ~ hys ic:-: , lll<' Ll'orolop,y and engineering Lo ~ emii:i Lry,
1
1._ · 1 d · I · · . I . I q.,J0. ~ ,C-.':. ,,{~
810 ~1~ ::-LW ln st·1e1H'l'S n-•s1tlti11 g Li> dilir- H'lll'.1 11, <~qunt1ons .. n sG+eH~ -

1i rn11?; utJny.111nt liemnl icnI n1 udels nrc developed I u help m t he uncle,rstandmg

of physirRI phenume1rn . Th ese muclc,Js ufLen yield equaLions tha t contain some

d~ -~ ive; ~; ~ r ! ~Wll ru11 ct.ion of Oll e or several variables. T.!:i'ese 11okoowp,,

_lw.\+,timts So{bb! ?-ii~ requirf 'solu t ions which are not readily p ,'sible by analytic
apprnHch. he11ce the nu111 c. ri cal approach.
1

1hysir.nl problems results int ordinnry diffcrr,n-

. equations of different orders and form s.

is the order of t he highest. derivative of the unknown dependent) function appear-
ing in the equation . 1e methods of solution of these equations (odes and pdes)
are en 1er ,ll\H yt 1cc1l rL
or numerical. ,., ~-
. ~~4
~ ::-: /J y . ~..a.r/A~ ~ (f:.y._~
~~ ~~ c-ri,,~~ ~ 1c;j_ ~. !:,

The exponential growth in speed and memory of dig il al computers in recent years I /
had been ~ t~~ of an explosive development of numerical methods. The
concern of this work therefore shall be to-discuss the solution of general third order
ord inary differential equations by numerical methods using the class of continuous
mull i-derivat.ive hybrid linear multistep methods (CMDHLMMs) . Thus , we seek
to find numerical soluti on t o eqnationj of the form:

yIll = f (x ,y, yI , yII) ,

y(a) = Yo , y'(a) = 60 , y'(b) = YN

or
y (a) = Yo, y' (a) = rlo , y (b) = YN, y' (b) = YAt
where a , b, y0 , YN, YM E ~ and f is a continuous hmrt.ion and sat.isfi~s a Lipsch it z
condition as given in ~ {c; ~ t '

ONE-STEP OR SINGLE-STEP M
A Si11gle-slep meLhod is a met.hod inform at ion in the pre-
Examples of which are Euler's

2
 method , Runge-I<u tta. meth , Taylor 's seri<~s method a mong others. However ,

t hese methods !:1.1'<.' mai11l suit, ~tblc fo r li rst on.lcr or<li11ary <lifforc11ti a,J c4uatio11 b(.}-

Cfl USe of their low le' of order of a.cc urncy. ~ WA~ ~ ~ f ~__r
1

~Ju-r L~....._ ~~?G-r

~ cl .
LINEAR MULTrsT EP METHOD ( LMrn.J
A linear mul ti-step method defi ned as t he co mputation al relationship between
Y,1+ 1 and .f,1+j (La mbert 1972, 1991). Here, information from Lh e start ing step i:-,
required to compute result at any step uf t he solution. It can be mathematic ally
rep resent ed fo r a k-step as
k k
y(x) =L Oflfn+j + hn L f3Jfn+j
j =O j=O

where y(x) is the numerical solution of the initial or boundary value problem,
O:j and /3j a.re t he continuous coefficients and n is the order of the differential equa,-

tion . If f3k =/- 0. the linec1,r multistep defined c1,bovc is cc1,llcd .:m IMPLICIT li near
mult istep method (Because a t each step , there is no appearance of the unknown
fun ction Yn+k on the right-hand side.) while it is called an EXPLICIT linear
mult istep method for every f3k =0 (Because Yn+k appears on both sides of the

equation (on the right-hand side it appears through fn+k= fn+kh , Yn+k), and we
cannot , in general, rearrange to get an explicit formula for Yn+k).

t. r COLLOCA TION AND INTERPO LATION

Collocation is the evaluation of the differential systems of the approximate solut ion
at some specified or selected grid points; while Interpolation is t he evaluation of
t he approximate solution at some selected or specified grid points .

INITIAL AND BOUNDAR Y VALUE PROBLEM S

ln an Initial Value Problems (IVPs), Lh e unkn own fun ct,ion is requ ired ttt t:iO lllt3

points in the domain of Lhe so!uLion and ull co11dit iorn, to specify t.ho sulutiun ,u·0
at one end of the dom ain at 1: = O. In Lhis case , ini tial conditions at·c impo~.H.id nt

t he same point in the independent vari able.

y
11
= f (X, Y, '.'J 1
, 1}
11
, • • • , 1J" - l ) yi (ct) = Yl , ·i = 1, · ' ' n - 1

J
 "l1il 111 OultnJ .,n \ ,,Ith 1' , wl •li. ,,, , ( II V P \ii ) 1rnirtlt1un th I I" th 1hr ••ht
I 11 11, 1,11 ,,11 11 d11111111I p l11.11s 11 tit, u11t!1111111 11, 1111p1,u I ,t d1th r 11 1 d11,

, l I I 11 11111npt lldr.111 , 111 lllhl1

1
I 1/ II 1

"llhtt, 1 '"

STEPLENCTH OR 1\1.ESllSlZE
\11 1:-.t numencal methods for l he solul iu11 of pru blom ( 1-5) arr ho.scd on I ht! prm-
1 1ph 111 d1srret 11tal1on 111 which 1:1 11 approximale lo an unknown fun ct10n JI : pf r J
\f1 sought on o cerLain disc rele points Xr , r = 0, l, .. . , of set x . Consider I 11"
'-t'qllrnre of p oints {.r 11 } in l lw inlerval / = [a , b] defin ed by a = Xo < I1 < r J ,,,

, 1·11 = b. hr = .1 ·r +l - .rr r = O(l )n - 1. The parameter hT is called the

steplength or meshsize of the method. The points Xr , r = 0(1 )n - 1 are called the
gnd points . Each grid point is given in terms of the previous point by the relation
= Ir+ h, r = 0(l)n Xo = a, Xn = Xo + nh .
\
Ir~!

ORDINARY DIFFERENTIAL EQUATIONS

An ordinary different ial equation (ODE) is an equation containing a fun ction of
one independent variable and its derivatives. The term "ordinary" is used in con-
trast with the term partial clifferential equa.tion whir.h mily hP with resper t t o morf'
lhan one independent variable.

Li11ca1 <liffcrc11tial c4uatiu11i: ; , which have sulutium; that m u Le ndded ancJ urnl-
t1plied by rncfficients, are well-defined and understood, and exact closed -form S()-
lut1ons are obtained. By contrast, ODEs that lack additive solution-i nm nonhnl?ttl'
nnd rolving them is far mo re intricate, as one can rarely rrprcscnt thi'm l"' cl
mente.rv fu nctions in closed form : instea d, rxnrl and an f\lytic solu th1n, of ()DP
a.rt:' m ~nrs rn mt f'grn l form . Grnp hico.l rrnd n11 mnir r1 l nwt hud-, , npp l11,l b, llru i
11 t \ uomputr>1 m;, v opprn"<1 m:1t o so l11t 1on ~ of OOf,q nnd r (•rh,1nt1 \ 1t ld u~ 11 m
1 Ill f 1' ll uft 1•11 11:1 11 f11L 111!i 11 1 t IH' 1d,-,t •11 lt ' ul v, iH I , 1111 ,,l\ I It i.-u l11l 11111 "

PARTIAL D I PPETI E""T IA L EQLJ ATION8

A pn 11, l d1 ITt>r ·1it 1, il r.q11 ,d 1u n ( P [lE ) 1
1 1 rl 1fl , r P1111 l e1 11t 11 ,n 1l1 ,1\ 11 1111111 1 1
 t wo (2) ca.sL~s u
Pnn Whir·!1 0 1 i <Jhs,•rvrrl a nd
ubt a iH('d fr . '- P11d l'Ollld µ;i• 111•rnli1'<' lw.,,1•d on wh11r wn.'
' '
'.
0 111 d 1,r(' l'(' J11 I(•~ 1~ 1111dt· 1-1h lw1.t ii·r• hvli r id
· lil ts. I h11~. n cl ,1-'is pf 101111111101
lillP! ir ] .
. . .
11l ll lrntr p llh~t hod~ . .
. (CM nHU l ?--1 ... ) '" lll Oll VH IN I hy rh, · nr·NI t,<1 rlc •vfl l1 1p IL
, . . l
t " lll f' f 1od~ t l1fl l will n
ll
"'l'l' iJ r'l i n th., RII C'-
·PPn~>1 irn nf (' 1-:oln tions 11nrl d<'tN nt in r' rh0
·
, ,· .
c1s~iw itc,ra t.inns in th , t·hp d lfTP.r"!llt rAAP'!
111, in p,
· I' third nrdN diffr rP11( in l rq11fltio11<i
~! il l <'d . The• ll11' t l I .
Iii' ]N.s tin11\ s<' lf-~(M lin g Hn rl 1, ..,1, cos t
w h01 1
liJc is f' Xp f'r t.Pd t o
rnm parC' d wit h I he . . l .-
l'X Jk1 mg l1H •f hod~. T h(• dTi ci<' ncv and fl ( 1·11rn r y wirli lw rt Pr rn
. . .
of conv erge nce a re . I
"' 1HI. the n1 Pt hod ninH' d t o 1whiev<'<I.

AUvI AN D OBJECTIVES
,vP h_ylmrl
This resea rch is aimed deve lopin g a class of contin uous mul ti-de ri vat
flt

t. he solu tion of third order urrlinary

line,u mult istep met hods (CivID HLivIMs)~ for -7
. ~ ~
.
spec ific obj ectives of this resea rch MP
diffe renti al equa tions of t he form (l°J. The
~
to:

1. deve lop a class of continuou s mult i-der

ivative hyb rid linear mul tiste p melh-
s th rough collocation and in-
ods (CM DHL:\1~1fs) with continuou s coeffi cient
ts;
terp ola,t ion appr oach at appropria te step poin

2.F basic prop erties of the meth ods such as orde

convergence using new approach;

r , consistency and

ti-derivat ive hvbr id linear mul tistep

3. impl emen t thel Glass o ( continuous ro 11 I ,;u_ .
-.J. 0/V\. (?, w,-u q ~
tion of third order ordin;? Jifli .,FQ ~
~ ~r ·rnethods (CMDHLMM s) ~or the solu
predictor-corr ector ; '
' e4 uatio ns with out t he r· · · · deve lo Jing
~ - CM,,...,v-.,,
~ it)
. .
_ ,
4. ~ com pu ter ~ to _implemen~J he met. hods derl lo ptl.1.1 : am!
Q cc µv,rc ~ ~ A {f.; ~ Tj,ft:,.._ u-J,l, c,rvt:......,,- 12-""- 1... )' C:~ ►~ (l ~.i , '-- , ' : '
5. evalu ate t he,-pew meth ods ~ 1 f;:+f:r;·;;rples fm ace Ut clt_v aad t·tkit"lto:i,;. 1.__,-c_,..-, .__,

METHODOLOGY
ll w uwtl wds for dirl' d su lut iu11 of t il t'
Tli ii; i;ec tiun cJei;c ril Jei; 1l w deri vll tio11 of
ualious.
gene ral third onfo r ord i1 wry diffo reulia! eq
I )111 hn 1\ 1111 ,,r 11, t ' 11 11111 11 1 H 11 1 ,_., lu ,n,•
111 "' ii, ,, II I d,,, I,11111 1111
111 11111111 nl 111 , 1h,,d111 lot tl,, 1111,,, ltl l1rrt1r1 il11, 11
I I "''hit I 11 1,, ,,,, I '11 H

1/f I I

IU. t\,,t ._ 1._ li\11tl ii q 1

\ i.,1 11111 I It 11 11 ,
1 I Ill 11
ll 'lllll litq1, ,111 i, l11k11 1!11l1 1•p11 11d 111,r1111f(l1

, I/ I

1/1 I) ~
'--6
. ,,,,'
/ II

"h,~11 1
I 1I
th\' llll 11l 11111 1il w 1 , ,[ 11 ,ll111 11 I H111 nrH I 111 l"1pril1
1i1c,11 p(l!fll rr pr
!Ult ni,,
I I\'\ h

l'h,· dc'tl\ 0
1 111,·,\ ~ \ ) I ('l)
l, 1 1111'd l l1 i11•
l11'(' {1)lt1

1+ 1 I

u"' (.1' ) -=: L .1 U - l )( .1 - 2)1t 1.r 1 :i

p: tl

r~ ,- 1

y''l r ) = L j(j - l)(j - 2)(j - 3)a xJ- 1

4

J:a:0

c+ , - l
.t/'(.r ) =- L j(j - 1)(j - 2)(.J - 3)(j - 4)aJxi-5
; • ll

rP:-;Jwr\ iwl)·. where a I nr<' 111ilrnown rorfft

r irnts.
(-1 ). (5. 161
Equu1io11 (3) i::; rn11sidt•red ns llie int erpolat ing polynom ial and
thL'll

are considered as colloca Ling polynomia ls for

the design of the class of continuous

multi -derival ive met.hods as propo sed .

ti-de riva tive hyb ri d

D cri vat ion of the clas s of cont inuo us mul
s) for( k=3 )
l.ine ar mul tiste p met hod s (CM DHL l\lIM
nt e Pqunliou (3) nl .r,.+,. 1 =
In un.l L•r lu dt,w lop the proposed met.h od , iut erpol
11 1 ull grid poiuts .rl! ➔, = ll. l. 2 J
1
0. I und m ll urn tL• <> q1 1r1 \ io11::; (-1),(5) nnd (G)
• 1

lu ulJ \ Ull ) u li\'b \ (•Jtl l ) r ( '(jll UI iun ::;

f)
t = ll . 1. ~-
 1
Ii
"
ll ( . I'll ➔ I) ) '
..___./(.} I )( I '2 )o I ,I : , I : / ,, • , I
fl , I , 'I. . :1 (~)
;
I fl

11
.IJ "'(
,r ll1 , ) - Y" ·
~
/(
./ I ) (.I '2 )( I , n,.,,,.,
'\ ) / I <Jn+ I 1 ~ 0. I . 'I.. ~I (1) )

I II
/
l<I
) ,, I - () . 1,2 .1 ( IfJ)
)/ 1' (.r,, I I) - \ ""'
/( / l )(.1 - 2)() 11)n 1.r " 1, - 'Yn ~ J
L ....r ,
I II
I
Tit( • S \ 'S lt ' lll ld I ,"l-( ' ll\1 111 'lt l lf H' llhlnilll' rl i 11 (7). (H). on f1nrl ( 10 ) r•fl n I JP r, •p1 tS1 !\IP( I
in mn1rix rorrn as follow :
( ll)
SJ == V

where S is a nm\ rix given A.i.i.

/-11(.rn)
Ho( .'C 11) H1 4(.c,,)
f-11 (.r,, +1)
Ho(.1:,,+1) f-l14( Xn+I)
f-11( :r,, +2 )
Ho( .r,, +2 ) f-l1 ,1( Xr1 +2 )
H;;' (.r,,) J-!,,;" (.r,,) H;'~( x,,)
H~' (Xn+I) H 1 (xn+I) J-J;'~(Xn+I)
H~' (X11+2) H;" (Xn+2) H;'~( Xn+2 )
H~' (xn+3) H;" (xn+3) H14 Xn+3
Ill ( )

S= Hc/( xn) H{v(x 11 ) Hj 4(xn)

H~v( Xn+d Ht(xn+1) Hl¾(Xn+d
H~v(Xn+2) Hbv(Xn+2) H[4(Xn+2)
Hbv( Xn+3) HO iv( xn+3 ) Hi¾(Xn+3)
HJ( x11) Hf( x11 ) Hf4(Xn)
HJ(xn+i) HJ(xn+i) Hf4(Xn+1)
HJ(Xn+2) HJ(xn+2) Hf4(Xn+2)
HJ(xn+3) HJ(xn+3) Hf4(Xn+3)

V = [Yn, Yn+l , Yn+~ ' fn , fn+I , fn+2 , fn+3, gn , gn+l , 9n+2 , gn+3, rn, rn+ l' ln+2•1n+3 ir
~ t.,rL-6- ~ ~--
~~ ~
If S is a non-singular matrix, it is invertible, then

1 = vs- 1 (12)

Thus, the unknown coefficients a1 are obtained and presented as follow :

uo = y,,
833u27U981 h 3 . ](j747GG23l 3 32097311 3 448912339 IJ
a, = 127529385984 /,, + 4723310592 h fn+I - 4723310592 h f,. +
2
+ [2752938598-l i f ,.+J
498037229 38405519 ,1 2304085 4 -l09~lll7 h5 1516452 l ~
+ 42509795328 14
1. 9" - 47233 10592 h ,(),, + i + 2249Hl5fl'.l h 9" + - l4lli\.HJ3l77Gh Yu+ J + GU738'2i90-l
2
, .
3703591 I 5 . 2242973 5 388 l 737 0 4 5 .3 ~ 15
+ 22401%52 l '} ,, + I - G74758(j5(j Ii 1 " +2 + 425097!.J5J18 h "'l .. +J - 15 'Utt H / 2 + / y,,+ I - f y,.

11
 ,
n II I ul i Ilg
l
<011\ IJI II<> .

k~J ()'l ,
is mu
i iit'
I IH• <>b l " i li ed

ll i-d eri vnt iw hy brid

ror111 .
<n cfl ici,•11 1.s r, 1 i nl <> (:J) gives
!in cu r mu 1Li 8Lf 'JJ mc
Lhe req uired cl ass of

t liocl 8 (CM DHLMM~J

., fur

3
3

)~ t L wi (x )g, +; +h' L
:.J
. (l 3J
11, (x h, +,,
1
L f.,+, +h'
n (.r )y.,;J -+ h" Ja (I /Ji{ ,·) /,( J"O / ,, o J'
1/(.1
~
/ "(I

~
p k 3.
1 . .c" +> - 1 + qh , such I hat for th e ste
1111 l 1Hl \1( lll r-,
, rn nsfornrn l ion .,·
ri vati ves as fo llow
ro r rli cie nts and t heir de
~
,, 10 11u o u s
1/ (' XPl'l'!-IS 1 It( ' r u 1111

2
a, 1 (q) == -2 /3 q2 + 5/3 q;
ao(Q ) = - 7/ 5 q + 2/5 q +
l;
4 4 2
02
(q) == -1 5 q+ 15 q

54019 qlO + l/ q3 + 3149

ql l
8336270981 q + 30815 q - 311040
297 221 g
) (-
- Q + 1?7529385984
8 6
12301
72576 168
103 14) h3
Jo (q - 435 456 - 3 607
43360 q6 + 741312 q13 + 18144 q
- - 7 - 283-
- 046q4
q2 _ - 929 ql2 - 129
11 713476
9292137
920 114 048
- 637646
9 7835 9 1149 ID 16747662312 q _ ~ 264
qi!
+ - -
1280 q + 472 331059
120 q8 - 4032 q
31 (q) = ( - 3 ") h3
25 ql3 - 9/4 q7 + 11648 q
448
1464917941 2 107 12 lQ+ ~ qG - -
4576
-33:--:-73=-=7~93•2,..8nQ'"' q + -21-12 q
1039 11
973r.r
320~• 2556 QJI
39!)
25 q lO - ~=
472331 0592,q + }05 3 ") h3
( +-136- q!J - -
3 8
1280 387
_
32(q) ~ - 8064
1792 q
205 12 - - 99 Q6 + 915 49? q13 + 224 q7 - -116- q
q - 48
961262747 2 160
+ 23616552960 q - 4224
q _ 23 q11
~ q") h
2 5 27289 10 448912339
g +--Q +
127529385984
3537921
~ ~
0

~
9
3290 8 6 3 ll040 ,
( 155
~3 (q) q - 36288 q 3

343 370656 q13 - 2 ,q + 2830-16-1

q + -810
43 q6 -
12 -
3 268
55504573 q2 + -2
570 4
"79 67902720 "
277
6059 10 4
2-l q + 17820) q
a 498637229 q + 2659 q9 _ 103680 q + 1/
s
( 35521 q + 42509795328
14
18
4 40 3 733 q1 - _ _11___ C/ 1-1 h~
wo (q) = -14 51 52 q + 2835
1 D-1 3°l88
6005 60537 2 lOl 103 q6 + _
q 12 - -720 185_3?8
-
- -
q - 38016 .
- 236 16552960
2/7 11
87 38,105510 q _ -2(i [(J q )
qlU - 472 :.131()502
4157 U. + ~ I
~
I I t,,•I
) ( 5(i] ll
61 11 7 1/ f- - . -, (J
- q - 80 ' q 11 520 ID I J -

W 1 (q = 896 - CJ - 2HO ll 0 18
3840 J 300 q~ + ~ 17 q 12 + 80 27•1GU
D fJ u - ~- c

+ 3373 703280 I05G

0 2:.10 ~085 fJ - 233 lj 11

24 17 + 33?~20 224 !) 10552 20 10
144 3 qi! _ 403~2 q° 11 5 !)
(JIU +
( 25 J:J
w2 (q) = 179 2
- - (J 351 7 j 1 1) /, I
71 12 + ,j(J (,(j
I
-
I:H:2 8 uu q + 110 181/
I08000680 q2 + _ --.1
1??
q 5
- 47233 JOG!J 2
13
 4 7 33 , 3S33 , t , :; VilO t,~ l CH II
~q ~
1
-, q = ( - 72576 q· - i"257u q - 1-HIJ!JUJl770 q 712cll q
359S-l 34 I • I 1" i' , ll 7 1a l l - 11 1~ )
4
- I !JJ ~2CiJ-l2 Il l'/ - -,.?.., 'I - 132 q ... -1131? q - 22GW q - 9-.J-i~ q h

'J-15 , I ii} 11 227:.!J J ~'I 10 ' 21 7 11

µo q = ( - .m-3u I/ ... 120Du '-I - 17297280 q I 0Jw0 q ~ 7bu2..J0 q + 4ij2 q
I ) .f, 12 11 1 I 11 157 1 I 14 ) ;
- Lll q I 00060 q - 4~0 q .... -l 1184 q + 50-l0 q - 943 l ~ q h

_ I 309 , _ 19bl " _ 1201 10 370330 1 _ ~ 11

q - \ S% q SUG-l q 115'.?0 q + 22"19195.5 2 q 720 q
)902321-19 2 31 12 9 6 17 lJ 81 7 I 11) ~
- - ,-21 , -1:.1::11 'I .... ,j 280 q + 80 q - 27cl 5G C/ - 280 q + 3494Ll q h

JS! ~ lffi 9 943 10 22429 73 103 1 1

µ
2 q = ( - 1, 92 q - 1008 q - 11520 q - 674758656 q + 3960 q

2343369 2 109 12 9 6 1 13 9 7 1 14) 5

- 374865920 q - 211 20 q - 160 q + 171 6 q + 56 q - 3494-4 q h

_ ( 409 8 37 9 I 247 10 3881737 19 11

µ J Q) - 72576 Q - 8064 Q T 103680 Q + 42509795328 Q - 23760 Q

33730349 2 I 1 12 I 1 6 5 13 31 7 I 1 14) h5
- 21 2548976640 Q T 5940 Q T 720 Q - 247104 Q - 7560 Q T 943488 Q

Evaluating (13) at non-interpolation point i.e, q = 3 gives the discrete scheme

shmvn as

Y3 - ? Yo+
;J
Y1 - §5 Y22 =
3 839 5
' ( 6~;;~;~4 'Y2 + 21; : ~!~: 80 'Y3 + 21~~~~~:80 'Yo + 10~ 9~ 5440 'Y I) h
5 6 3 933 7 4
• ( 36~~~~~~0 g 1 - 3:2 1~~ i20 93 - 92 + 2/249868~0 9o ) h 16~~~:!!o
1 66
.- ( 1i;4 9°92/28 f o + 1~~~~~;i~s h + i~~:~;~~ h + f 1) h
3
ib::~~~~

Fin<ling th<' fi rst deri vat ive of (13) gives:

2 3 3 3 )
y' ( J ) =~
h (
L n ' (x) y 1 1a 1
,.,,
+ h3 L /3;(x) fn+J + h L w;(x )gn+J + h L-o ,,:( r ), ..._
. ,,,,.
4
f"
5

J=LJ 1=0 1=0 J-

(15 )

when-

1-t
 IJor iva Lio n of' tho clwm ,,I' 1·0 11 1.l11111111 M11111ll.l-d ur•lv11 l.l v,1l,,y l,l'frl
li uoor 111ulliet.,•p 111ot,l111d ~ (l :MJHll ,MMM) f'11 r( I, 11 )
1
111 .,.,1,,, 1" d, •11 •1< ,i, II"' 111 "1" '"'',I 1111 1••· • l •'I' ,11,,i.1 ,,,,I , l11l "'l '"l11 1 • '"'I""''"" l'IJ "'
1
I '"' I II, I ', 11 11d ' .. 11,,, 11 1" ,,,,1111 1'""" I IJ,(1,J 11 111 1 (l1J "' ,di 1,11 ,I l'""'I " I" "

(l I , '..! , :1 I I II t d ii 11i 11 II 1-1 \'H I 11 111 1ii 1•q11 1il 11I I IH li lt l11ll l) Wtl

IT 7 ( I !J)
fl , l , 'l,
1/( ,I II I I )
L '
I II
II J •1' ) I I I
1h, 1 1,
./

17
I J, I , 'L , :i 1 ('!)! J
'l, )11 I :1 f,, /'
( I II I 1) L .1 ( 1 I ) (.I J·/'11 I /
,l/
I II

Ii
· fJ, I , 'l. , :i, 1. (~ l J
I )U ~) (.J ·'l )u 1.1"11I 11
,i
- 11i,1.1
y' ' (.I',, I 1) - ~ ,I(,/ /
I ::: (l

y'' (J nH ) = L J(J -
17
I )(i - 2)(j - 3)(,i - 4)UJJ;/,:;'; ~ ,y.,, J i ~ O, J, 2, 3, 4. (22 )
J=O 7
The s_y sl e111 of 18-eqnnt.ione obl,uine<l iu ( JU), (20), (21) unU (22) can be represcutcd

l1l mnl rix form FI.S follow

SJ == V

where S is a m atrix given 1:1,:,,

S=

IU
 1
~() '! I r,, .' 1/,7: !<J 11 H(J7 ) 0 rJ
l -1101 ,,
f 1:.l i l.l 1:1 ~ ( )7 7 10
'> () ff - rf
11
_
- 1 1/ I l ~O (f -Fi7h-0 ff ,:., - ~J W 1,1 Cf
( LI! )(i' I( ', I ..' ,.,
1,u !f i 2 I [)(, IH G222,10
n.
I I IJ:.?H fHJ(Jl1 .",() I -i I
I f,,1., '1."1()[)(1[1:!! J'l .'l )1) lti 10
+ I~ ~ q" OWi l IJ) 1
1 4
,'!IJ ~L!'J (H77HHH () ff l!j,' J(;(J (J 2n7 :!0 ~ ,,
7'Tj I. I, J I i r":J,~ fl r/ .' l J'J I Il l r/

IW~l i II ,I IH!J " >f J 2H4 7 8707 If) ,, fJ

.!.U I N <f - rf I
4'j rt
- ,1 I
( 1[1,W !J!l7:2 ,, r;:i:iri (/ J,j
04 .S 2GU2U t
r f
li°IIH JHO
I I ,'{!l , (ill ·178:11HG 17 t l !i 4G,18J8G 771 r.7"i
I 17 11 - - Cf - -----
--,(1()
ff
I i ll:.!: i 11 ff
I -1-
,17' 'G:i HH:JflH!J 24 1m l rt .'W40 5Gfi7'J727 l0 l,(J

l 11 , :1r>1 :l 1 ") r,
'2 1:lK 10 11
j

r,.l i(i() t/ I,
7 3 ✓11
I()!) ~ I 7 4[J 7,'j I" 2 1200 u -1- - 100 13
- - (,7 - - - - (11 14
- - 11 rt - -- 11 ~ I (f
.5271.55 2 10063872
( I l<I l.' tl :2HO G08L ,SGO ;l4/ {3G4 8
13 w 83472 199640
I:.! ~ If) Il l I 1J 17 1
2480 q
384 0 'I - 4G448640 q - 158573682229
OD:i :328 0 CJ - 9GO t/ + 11 280
];) 588 G3752 119 ~ 57863 11) 5
43 q h
q + 27371520
+ l 07H2720 q + G5295045G2380
80

erpola ti on points .X n + 3 , X n+ 4 such tha t n = 0, q = 3,

E \'a.J unl mg (25) fl l non-int
wn as
<J - 4 gives the discrete sch emes sho

Y3 + ¥ Yo - ~ Yi - ~ Y f =
+ 7/63 111672710882507603968 0"14 -
-1~~:
+h
5
( - 8 ~~~~~6g~;t 0 13 - 5 6~~~~;;:~io 12 -
39 5
1088 2~~7:~/ 9~ 80
10
~
4006875659 1751089 )
+ 42.'i0 1200251 8379 80 92
+ h4 ( 554 993 1977 57716993 59 G
- 850 19590656 0 91 - 62 18575 773696 9o - 1761 6076
- 72.'i5 0050 693J 2o 94 9795328D g3
8 96 1 5
6 5 1 1 lo + 651~~~~~ l2~~ t~o f 4 - 552-1~~~~
6tt !1 )
+h
3
(- ;~ci ~~;j~i~;h - 4~~ 1~: /2~ ~ 0 f3 - 6;~6 ~i~~ ~;;i~ io
(26 )

{t , - 4 'ULJ + .1 'l'JJ !j '

- ~ '/17
J;j ,J 2
= )
,'/ ' I f ,';/

102G2.'i'1 H:17 2098758707 + 6645846967 4

154 6338551
+ 2125489766,IO r'J
wn m~42u + 40 ')'o + 54412538019840 ')'
II 42.'i U!.17U 5328 U "(3 2.'i l !J0!.18 98240 ')'2 544125380198
+
!j (

+ 92.'i3967431 175 1089

_ 2
)
1781 2156 19 880803840 9
1209 1675 115520 9o
9234 0207 1
4 ( 41:W:.J.'i 230 17.'i
17, - 2176.'i UJ 0207936 94 - 30304 l 39520 93 6072 8279040
9l + 2851 j )
+ 1,126 1338 971 43 r. 3822753755633 j.4 + 55 7 1732l088 0 1
+ 3264
3 ( I /j (J5G7 2704 7 j' J J 7632 38 763 /' 75228 Jl!JD4D 23 l 87lti
+h 38 1.'i.'i:J u8u0 u 2 33 1~4 0 15840 , + 3 326475228 11 0040 .1° + (27)

) gives
Fi ucli llg LJ1 e firs t deriva tive of (25

wl, err

9
11
(l I (r.1 ) = - !/ - -:, ,,
7
rt(1
1
1
1) - ( - -lj qi -
G
7G) ; c/:.i (rt) - (-3G8<t - -:--:JG•I)
u

2..J
 . . -.. -- ,,~
a I 111 • <
....... -l.""r ... ~

Convergence Analys~
<7_ .
Local truncation e rror~ ciated with the class of continuous multi-der ivative hybrid linear multiste p
m e thods (Cl\i1DHLMl'v1s) (for k=3) are presented as follow:

Main M ethods:

7100795-178769 14 14 15 , 677824 19 114 h 14 (x + f'. ) h.14 + 0 (h )' -

7
' =- 23567430529843200 y h (:r, + O,) + O (h) ' hT, = 88377864486912000 y ' ,,

2932213 14 , 14 ( 0) 0 (h)I :,
3535114579476480 y i x , + ' + .

·i = 3, · · · , N, \0;,\ S 1

Additional Methods:

11 y14hl4(0 + 0 (h)15 hT' = 149208377707 ' 14h l4 (0 + 0 (h)l 5

Ti = 57919706 ' I 117837152649216000 y

, 140999 14 1 14 (f:) O (h ) t s
hr2 = 176755 728973824000 y -,_ <.. +
=- 5584 1953 114h14(f:) + 0 (h)' 5 h2TII = 9997549 l-l, l4(~) + 0 (h( '
72
l 76755728973824000 y ', ' I 8837786448691 2000 y 1.
2 // 4474643 M,. 1,1((: ) 0 (h)' 5
h 72
= 88377864486912000 y i " +
 tho ds
br id line ar mul tis te p me
h the cla ss of con tin uou s mu lti- de riva ti ve hy
ass oci ate d wit
Loc al tru nca tion e rro rs
LM Ms ) (for k= 4) ai-e pre sen ted as follow:
(CM DH

M a in Me tho ds :
17h l7( 0) 0 (/•)I~
17 17 18 960 008 0 + ' + •
359 2631 800991
+ B;) + O (h) ' T; = 143 975575 600 4% 64000 y
.r,
T, - 1 = 214472 802 782 412 800 0 y h
(x;
.117h 17 (x ) O(h )' 8
181 757 566 772 9 +0 +
1 , 768 798 208 000 y •I l

/Tj = 420 005 549 141

11, 11 ( 0) 0 (h 18
207 177 413 974 9 + + )
I •) II
= 150 001 981 836 345 999 360 000
y 'I. X; i
'1.-T;

i = 4, .. · ,N, 10;1 S 1
c,,
0

A ddi tion al Me tho ds: O(h )III

328 983433511 17hl 7( c)
17/2 17( ) 0(/ )18 0 y " +
136 942 756 7 1
420 005 549 1 4 176879 820 800
672 768 790 855 680 y ( + '

11, 17 0 /)11!
I 188 956 535 357 (1
17,1 17( ) 0(/ )18 I
y 1. (O +
I
960 008 9
+
1
' !7
2 = 420 005 549 141 768 798 208000
575 902 302 401 986 560 00 y
(
hT2 =
17 h 11 O f )1s
117686 356 639 7
207 177 413 974 9 11, 17 ) 0 (/ )18
1
2
1i· r;' = 105 001 387 285 442 199552 000 0y (O + (L
0y (( + l
150 001 98 183 634 599 936 000
l
11 11 11(c) O (h)1!l
117686 356639 7
11, 11(C ) 0 (I1)1 8 ., 11
199 552 000 0 Y " +
180 329 376 317 /n 2 = 105001 387285 442
2 /
0y i " + '
h T~ = 105001 387 285 442 199 552 000
Consistency

Tlw l11 H·a 1 nrnlt j..,1 l'p tt H•tl

't \ . )
I
l i-i 1-ifl \d
sat 1sh cd :
lOt
10 h t• t'l ll Hl iH11•11 1 1f 11 11' lo ll ow i tiA 1·rn 1dil II JI H 11rr • / t"v
1. t l1 P Old l 'l' () ?: \ (, l( ' ~~ .. "t ~ '~ ~ I' G~ ~
N,, t G,. t: (
1
J 11 (1) = p' ( ] ) == u

;
Ill

P \ 1) = 3!p ( 1 I = ,?/ I\

(for K = 3)

Y3 - s2 Yo + 'J.1 1 - § 7.J '

5 ' ~
=
+( 52 !lo 79
12 + 472 1'9
+ 2724!)86880
-
21 n~u 'Y + 434830 'Y ) l
272408 ~ 88 1'3 r;
6 05552u 4
4508983 8' L O 0 IOO!J 25440 I i
+ ( 302 7763 20
..
91 - . 2
:.!0 7 r6 320 93
- u 4_S~ll
13!J545 1 33!)33 71 )
I U092G440 92 + 2724086880 9o h,
4

+ ( 1534
96 10663
99 2 128 1 0 +
f
~ i~s h + 605
22'394 ,.
115409231· + 11 445065 J) h3
I 63 092 55264 2 60555264 l

· fi ed c<l since
Condi tion (1) is· sat IS (J = 12 ao = - ~; a 1 = l ; n.§. = -i;n3 =1
~ k 2
L., J= O QJ = Cl'o + 0 •1 + Cl'.§.2 + 0'.3
2
- 3+ 1 - 5+
8
1= 0
We sa t is fied co nd iti on (2) since

L ~= O (I J =0
Also. p(r) is t he fi rst charact erist ic polynomial here

p( r ) = r3 - ~r~ +r - 1= 0 . when r = 1

p'( r ) = 3r 2 - 4r~ +1
p'( l ) = 3r 2 - 4r ~ + 1 = 0, when r = 1
Condi t ion (3) is satifi ed since p' (l ) =0

(for K=4 )

Y4 - 7 Yo
3 + s4 Y1 - 35
48 y
~
=
2098758707 + 66 15846[1(17 + l5 lldJ8 ,r, l "I )
+ h[j ( 502207;4 ~9 r 3 + ,!0 ~6 ~85i~;~o , 2 + 544 I 2638Di!J81l0 ,o :H4 I25380 I !)8 10 / ,I 21.i·.i~•liuldll I
42 5ll!J7!;J.J32t:IO 2 . , rnuu , - J78 1'.l l 5CJ I O -- 02 53067 1'.I I _ 17",l()~lf )
+/4 (- 480J 5:.!JU l7 5 . 91 - ' 923 ~~~~;,~u 9J + UU 7'..lil 'J7lJO lll 9 1 I 120UI U75 I l %~ll .<Ju b8UhUJ•dU (7:2_
1· j' ~ ..lli.ll.Jli~ 1· )
+1
l
3 ( ] ',(J'i LJ7 ?70'1 7 r+
2 J 7(j!j0 I ", '207\JJ(j ' . ,J,IJ'J(j "
i 17U323H 76'J h+
' I t:2li I J .Hi\./7 1 IJ
17' ')')8 I I UUIO' ()
'j') I +
:18'2:l7fi '.17:,'1Ld3
J'.lU'11[1'.al'28 l l lJ(ll(J I '.,! .llb7lulllhNI. I
/ 3~75::,3 b%0 · 2
0 J ;J l 2 i SI Gb l0 ' .•, ,.~
F - - 1.
71
n = ,t. ; n ½ = - 30 n ,1
J~; = I
C'o nd it ion ( l ) i::,::,a l it,ficsdecJ ::, illC<:' /J = o n u - I ., .

~ k
L..J J=O
a
J
= a o + 0 1 + n 1 + 04 l

58
 In the li ke nrn.nne1·, tho n1 1:1i11 " ·1 I J · , I ·1 I 1· I "~ of conl.l 11 urn 11i
. 11,1)( 0( (1Jt10 11 0. tn('L 10( iJ 0 . l! ;1. ,.
mult i-derivative hybrid linear inuit,i, tep mothorls (CMllllLMMs) fo,· (l{a, 4) • re
wri tten in matrix for rn With tho same notu,t.io11 such that, D is a, 3N x 3N v.;ivon IJy

. D11 D 12 D 1_3 ]
D::::: [ D 21 D 22 D 23
lJ3 1 D 32 lJ33
\Vhere the elements of D a.re 18 >< 18 matrices given o.s

0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
48
D11 = -35 0 0 0 0
4 48
5 - 35 0 0 0

0 0
0 0
0 0

-M oo 0
3 4 0
O 0
~5 0
O 0 0
5 3l o O 0 0 0
19 -x o O 0 0 0
5 ~7 0 0 0 0
-1 -g --g4
9 _15 0 0 0
0 -1 5

-1
9 - -g4 0 0
0 0 5
0 -1
9
5 - -g4 0
0 0 9
0 0 -1 5
0 0

0 0 0
0 0
0 0 0
0 0
0 0
0 0 0
0 0

-,
0
8

5
0
0
0
0
0
0
0
0
0

0
0 0
0 8
0 - :E
0
0 0
0

68
Tables of Results

- Tobie ~·. Resu ts for E

N - 3-C~1DH xo mplo 1. Tnkln g h 0. l428.57
- LMMs computed E:xact Errors
0 u
~

0.1~2857~ 0 0
0.14125286 0.141253 0.10 10 :ir
X
~0.285 71 4 U.271 57392 0.10 X 10 - :Tl
0.271 574
U.3660il U.334G485G 0.334649 0.JU X 10 Jl
0.42857 1 0.37053032 0.375934 0.10 X lQ 3T
0.553571 0.42987151 0.429872 0.10 X 10 31
0.616071 0.43796351 U.437964 0.lQ X 10 ·31
0.7410 71 0.40260881 0.402609 0.lO x 10 31
0.866071 0.27577633 0.275776 0.lO x 10 31
0.928571 0.16786522 0.167865 0.10 X 10-31
1 0 0 0

l~i ~ ~ ~ _p_J cJ .
5~.
Table ·.,. Er) ors for Example 1 Tak'mg h 7 <?I
steps(N) 3-CMDHLMMs Errors Sahi et al. Errors 2013
7 4. 73349 X 10 -:w 4.12 X 10- u
14 8.571797 X 10 :t 4 1.56 X 10- 14
28 1. 9430 X 10 27 6.08 X 10-i r
56 0.10 X 10 31 2.37 X 10- 19
112
3
0.10 X 10 · l 9.27 X 10- 22

Table 6: Resul ts for Example 2 Taking h - 0 142857

3-CMDHLMMs computed Exact Errors
N
0 0 0
0 -1.143 X 10- 27
0.1335 3139 0.133531
0.142857 -3.796 X 10- 27
0.2513 14428 0.251314
0.285714 -5 .767 X 10- 27
0.311939050 0.311939
0.3660 71 - 7.447 X 10-
27
0.440556428 0.356675
0.428571 -1.0732 X 10-
27

0.440556428 0.440556
0.553571 - 1. 2003 X 10- 25
0.479998160 0.479998
0.616071 - 1.2693 X 10 :l(j
0.554500687 0.554501
0.741071 0.623835 - 9.387 X 10- ;!7
0.8660 71 0.623835381 -5.804 X 10- :.1 7
0.656779536 0.6567 8
0.928571 0.693147 0
1 Log[2]
Discussion of Results
For examp le 1: 3-l 1~1lllll ~l~I 111 1' ('!ll llf J11 1'1 1d wit Ii hrn rl.lt lJ, ,, iv, 11 1v11 tr1t1Iliutlr.i
. "' ' ~
chscussed u1 Suh i cf ul. 1
~ lJ , , ,
0 'llt 1 l1 i\olv,, lht1 Hn1, u1 p1 11 ltl, 1111 l1,1 Ii 1 II l i 1il1,h H•, rl
1

tlrn l . !ht' lllO)..i11111rn l't'lll r 1.. 'l'II II• ~ IU 1111 111,1 11! 1,nd wl 1.li :1 ('MIJll UvlMn I~ ,ml/I llui
'' \
,~ ul' ~uhi 1 / u/. ~'(11 ,' l (1 I
:I-(
'~ r ' Hvr" j lf 'I lo, IW•d
IV I Jll' IJv
thn ll ~.12 X 1() • 0 111--111qllt 1 1ll y,

l wt lt r in Roiu(1un
1

I
Por examp le 2 J·l ,~IIJll 1·111·1q1rn11 d wlll1 Fr,111 1.11 fJ,i11 w,1i v1•
U I~1Hl't•mill t-1 nr1 1

,
methods disc usse d iu S· lII· t,1 ul. ,~UJ.I, wltll, 'li 1-mlv11 1.111° H1t1111 pnihlcHil lr,r Ii 7
' Lt
1

lm1d wltli J-CMDHLMMHiM~nwJ1,.,,

It is obsen eel I hnt., l lw IH UXi 11111111 urrorn ulitn
DULMM l:l perforrnvd l1uUor
thn.n that of Salli et al. 2013 . Hu11 co, 0-CM
For example 3: Agai n H8 uxpocted
, ul'!'ur ubt.ni11od with 3•CMDlIL Mtvh
2011 al. all 1,Lups c;onfJ iduwd . Hc·n cl' ,1-
is sma ller than that of Bhrawy cl cil.
C~IDHUHls show beLl er accurncy.
For example 4: 4-CM DHLMMs are
compared wi th GJP GM , disc usac.: cl in
lem for h = 3. It is obse rved that , the
Doha et al. 2015 which solve the same prob
MM s i.s smaller than that of Doh a et al.
maximum errors obtained with 4-CM DHL
er.
2015. Hence, 4-CM DHL MMs performed bett

G~ ~ ~ fk1\ .

Conclus1on
f\1.:, )
hybr id linear multistep Methods (CMD HLM
We have derived a class of multi-derivative
ve
oach from which discrete Multi-derivat.i
using collocation and interpolation appr
of multi-derivat ive hybrid methods ob-
methods (MDMs) are obtained. The class
and applied to solv e y'" = J( x, y, y'. y")
tained WB.':i impl emented in block mod e
itions as stated in (1) without first rrdu c-
subj ect to both initial and boundary cond
n equivalent first order sysLrm . Nu111cr-
ing the ordi nary different ial equations to a.
i:, the cflicicucy a11d ucc urncy ndvnnt ubcs
ical cxpcri111c11tt:i Wi:lli µcrfuruwd tlrnt i;how
li ternt ure. Deta ils of tho num orirttl rct-: ultt1
of th E-> meth od over exist ing ones in the
it is clear from tho resul ts givr n in Lill'
arc disr layrd in thr I ables above. Thw,,
orival,ivo hybrid linC11r mult,iRt1 p ~fol hods
1

tables that , the proposed class of mu lti-cl

d wil.h various oxiALing rnrl h!Jd:,. \%
(CMD HLMMs) are very accurnte compare
boLh lVPs and OVP 8 by j 11sL ndju-,ti ng
are convinced lha.L methods thaLcan solve

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References
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