Fully Implicit 3-Point Block Extended Backward Differentiation Formula for Stiff Initial Value Problems
نویسندگان
چکیده
A new block extended backward differentiation formula suitable for the integration of stiff initial value problems is derived. The procedure used involves the use of an extra future point which helps in improving the performance of an existing block backward differentiation formula. The method approximates the solution at 3 points simultaneously at each step. Accuracy and stability properties of the method are investigated using some linear and non linear stiff initial value problems and its performance is compared with the 3 point block backward differentiation formula. The results obtained show that the new method performs better in terms of accuracy. The computation time is marginally the same. The method also proves to be efficient for solving stiff initial value problems. Mathematics Subject Classification: 65L04, 65L05, 65L20, 65L06, 65L07
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