An improved 2–point block backward differentiation formula for solving stiff initial value problems
Hamisu Musa, Mohamed Bin Suleiman, Fudziah Ismail, Norazak Senu, Zarina Bibi İbrahim
Abstract
Hamisu Musa, Mohamed Bin Suleiman, Fudziah Ismail, Norazak Senu, Zarina Bibi İbrahim
Abstract
A new block method that generates two values simultaneously is developed for the integration of stiff initial value problems. The method is proven to be A – stable and is a super class of the 2 – point block backward differentiation formula (BBDF). A comparison is made between the method, 1 point backward differentiation formula (BDF) and the 2 point BBDF methods. The numerical results indicate that the new method outperformed the 1 point BDF and the 2 point BBDF methods in terms of accuracy and stability. The total number of steps to complete the integration by the 1 point BDF method is reduced to half. Computation time for the method is also competitive.
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A new block method that generates two values simultaneously is developed for the integration of stiff initial value problems. The method is proven to be A – stable and is a super class of the 2 – point block backward differentiation formula (BBDF). A comparison is made between the method, 1 point backward differentiation formula (BDF) and the 2 point BBDF methods. The numerical results indicate that the new method outperformed the 1 point BDF and the 2 point BBDF methods in terms of accuracy and stability. The total number of steps to complete the integration by the 1 point BDF method is reduced to half. Computation time for the method is also competitive.
Key concepts: Block (permutation group theory), Mathematics, Computation, Point (geometry), Stability (learning theory), Algorithm, Value (mathematics), Numerical integration