An eighth order backward differentiation formula with continuous coefficients for stiff ordinary differential equations
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O Akinfenwa, S Jator, N Yoa
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.
Stiff IVPs, System of ODEs,Backward differentiation formulas, Block methods, Stability.