VARIABLE STEP BLOCK BACKWARD DIFFERENTIATION FORMULA FOR SOLVING FIRST ORDER STIFF ODEs
Zarina Bibi İbrahim, Khairil Iskandar Othman, Mohamed Suleiman
Abstract
Zarina Bibi İbrahim, Khairil Iskandar Othman, Mohamed Suleiman
Abstract
Abstract — This paper focuses on the derivation of implicit 2-point block method based on Backward Differentiation Formulae (BDF) of variable step size for solving first order stiff initial value problems (IVPs) for Ordinary Differential Equations (ODEs). In a 2-point Block Backward Differentiation Formula (BBDF), two solution values are produced simultaneously. Plots of their regions of absolute stability for the method are also presented. The efficiency of the 2-point BBDF is compared with variable step variable order non block BDF (NBDF) method. Numerical results indicate that the resulting 2-point BBDF method outperform the NBDF method in both execution time and accuracy.
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Abstract — This paper focuses on the derivation of implicit 2-point block method based on Backward Differentiation Formulae (BDF) of variable step size for solving first order stiff initial value problems (IVPs) for Ordinary Differential Equations (ODEs). In a 2-point Block Backward Differentiation Formula (BBDF), two solution values are produced simultaneously. Plots of their regions of absolute stability for the method are also presented. The efficiency of the 2-point BBDF is compared with variable step variable order non block BDF (NBDF) method. Numerical results indicate that the resulting 2-point BBDF method outperform the NBDF method in both execution time and accuracy.
Key concepts: Ode, Ordinary differential equation, Variable (mathematics), Mathematics, Block (permutation group theory), Initial value problem, Backward differentiation formula, Stability (learning theory)