Fixed Coefficients Block Backward Differentiation Formulas for the Numerical Solution of Stiff Ordinary Differential Equations

This paper focuses on the derivation of implicit 2-point block method based on Backward Differentiation Formula (BDF) which will be called BBDF of variable step size for solving first order stiff initial value problems (IVPs) for Ordinary Differential Equations (ODEs). The method presented is simil...

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Main Authors: Ibrahim, Zarina Bibi, Suleiman, Mohamed, Othman, Khairil Iskandar
Format: Article
Language:English
English
Published: European Journals, Inc. 2008
Online Access:http://psasir.upm.edu.my/id/eprint/7019/
http://psasir.upm.edu.my/id/eprint/7019/1/114.pdf
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author Ibrahim, Zarina Bibi
Suleiman, Mohamed
Othman, Khairil Iskandar
author_facet Ibrahim, Zarina Bibi
Suleiman, Mohamed
Othman, Khairil Iskandar
author_sort Ibrahim, Zarina Bibi
building UPM Institutional Repository
collection Online Access
description This paper focuses on the derivation of implicit 2-point block method based on Backward Differentiation Formula (BDF) which will be called BBDF of variable step size for solving first order stiff initial value problems (IVPs) for Ordinary Differential Equations (ODEs). The method presented is similar to the form of standard BDF. This allows us to store the coefficients of the y values and thus avoiding calculating the differentiation coefficients at each step but robust enough to allow for step size variation.Plots of their regions of absolute stability for the method are also presented. The efficiency of the 2-point BBDF is compared with the conventional variable step variable order BDF(VSVOBDF) method. Numerical results indicate that the resulting 2-point BBDF method outperform the VSVOBDF method in both execution time and accuracy.
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institution Universiti Putra Malaysia
institution_category Local University
language English
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last_indexed 2025-11-15T07:28:00Z
publishDate 2008
publisher European Journals, Inc.
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spelling upm-70192013-05-27T07:33:06Z http://psasir.upm.edu.my/id/eprint/7019/ Fixed Coefficients Block Backward Differentiation Formulas for the Numerical Solution of Stiff Ordinary Differential Equations Ibrahim, Zarina Bibi Suleiman, Mohamed Othman, Khairil Iskandar This paper focuses on the derivation of implicit 2-point block method based on Backward Differentiation Formula (BDF) which will be called BBDF of variable step size for solving first order stiff initial value problems (IVPs) for Ordinary Differential Equations (ODEs). The method presented is similar to the form of standard BDF. This allows us to store the coefficients of the y values and thus avoiding calculating the differentiation coefficients at each step but robust enough to allow for step size variation.Plots of their regions of absolute stability for the method are also presented. The efficiency of the 2-point BBDF is compared with the conventional variable step variable order BDF(VSVOBDF) method. Numerical results indicate that the resulting 2-point BBDF method outperform the VSVOBDF method in both execution time and accuracy. European Journals, Inc. 2008 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/7019/1/114.pdf Ibrahim, Zarina Bibi and Suleiman, Mohamed and Othman, Khairil Iskandar (2008) Fixed Coefficients Block Backward Differentiation Formulas for the Numerical Solution of Stiff Ordinary Differential Equations. European Journal of Scientific Research, 21 (3). pp. 508-520. ISSN 1450-216X http://www.eurojournals.com/ejsr%2021%203.pdf English
spellingShingle Ibrahim, Zarina Bibi
Suleiman, Mohamed
Othman, Khairil Iskandar
Fixed Coefficients Block Backward Differentiation Formulas for the Numerical Solution of Stiff Ordinary Differential Equations
title Fixed Coefficients Block Backward Differentiation Formulas for the Numerical Solution of Stiff Ordinary Differential Equations
title_full Fixed Coefficients Block Backward Differentiation Formulas for the Numerical Solution of Stiff Ordinary Differential Equations
title_fullStr Fixed Coefficients Block Backward Differentiation Formulas for the Numerical Solution of Stiff Ordinary Differential Equations
title_full_unstemmed Fixed Coefficients Block Backward Differentiation Formulas for the Numerical Solution of Stiff Ordinary Differential Equations
title_short Fixed Coefficients Block Backward Differentiation Formulas for the Numerical Solution of Stiff Ordinary Differential Equations
title_sort fixed coefficients block backward differentiation formulas for the numerical solution of stiff ordinary differential equations
url http://psasir.upm.edu.my/id/eprint/7019/
http://psasir.upm.edu.my/id/eprint/7019/
http://psasir.upm.edu.my/id/eprint/7019/1/114.pdf