An eighth order backward differentiation formula with continuous coefficients for stiff ordinary differential equations
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Date
2011-02-27
Authors
O Akinfenwa, S Jator, N Yoa
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Abstract
A block backward differentiation formula of uniform order eight is proposed for solving first order stiff initial value problems (IVPs). The conventional 8-step Backward Differentiation Formula (BDF) and additional methods are obtained from the same continuous scheme and assembled into a block matrix equation which is applied to provide the solutions of IVPs on non-overlapping intervals. The stability analysis of the method indicates that the method is L0-stable. Numerical results obtained using the proposed new block form show that it is attractive for solutions of stiff problems and compares favourably with existing ones.
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Keywords
Stiff IVPs, System of ODEs,Backward differentiation formulas, Block methods, Stability.