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An improved 2-point block backward differentiation formula for solving stiff initial value problems


Citation

Musa, Hamisu and Suleiman, Mohamed and Ismail, Fudziah and Senu, Norazak and Ibrahim, Zarina Bibi (2012) An improved 2-point block backward differentiation formula for solving stiff initial value problems. In: 20th National Symposium on Mathematical Sciences (SKSM20), 18-20 Dec. 2012, Palm Garden Hotel, Putrajaya, Malaysia. (pp. 211-220).

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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Additional Metadata

Item Type: Conference or Workshop Item (Paper)
Divisions: Faculty of Science
Institute for Mathematical Research
DOI Number: https://doi.org/10.1063/1.4801126
Publisher: AIP Publishing LLC
Keywords: A-stability; Block method; Improved block backward differentiation formula; Initial value problems; Stiff
Depositing User: Nabilah Mustapa
Date Deposited: 26 Sep 2017 03:58
Last Modified: 26 Sep 2017 03:58
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1063/1.4801126
URI: http://psasir.upm.edu.my/id/eprint/57295
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