in this paper, we consider the construction of a new class ofnumerical methods based on the backward differentiation formulas(bdfs) that be equipped by including two off--step points. werepresent these methods from general linear methods (glms) pointof view which provides an easy process to improve their stabilityproperties and implementation in a variable stepsize mode. thesesuperiorities are ...

in a closed die forging process, it is impossible to form complex shapes in one stage, and thus it becomes necessary to use preform dies. in the present study, backward deformation method and fe simulation via abaqus software has been used in order to design preform die of the h-shaped parts. in the backward deformation method, the final shape of the part is considered as a starting point and u...

This note is concerned with the provision of an interpolant for o.d.e. initial value codes based upon backward differentiation formulae (b.d.f.) in which both the solution and its first time derivative are continuous over the range of integrationa C’ interpolant. The construction and implementation of the interpolant is described and the continuity achieved in practice is illustrated by two exa...

A criterion for a spacelike hypersurface in a conformally stationary spacetime to be a Cauchy hypersurface is given. The criterion is based on the forward and the backward completeness of a non-reversible Finsler metric associated to the hypersurface.

This paper studied the 2–point improved block backward differentiation formula for solving stiff initial value problems proposed by Musa et al (2013) and further established the necessary conditions for the convergence of the method. It is shown that the method is both zero stable and consistent. The order of the method is also derived.

In this paper we investigate the behavior of numerical ODE methods for the solution of systems of differential equations coupled with algebraic constraints. Systems of this form arise frequently in the modelling of problems from physics and engineering; we study some particular examples from electrical networks, fluid dynamics and constrained mechanical systems. We show that backward differenti...

We consider a general wealth process with a drift coefficient which is a function of the wealth process and the portfolio process with convex constraint. Existence and uniqueness of a minimal solution are established. We convert the problem of hedging American contingent claims into the problem of minimal solution of backward stochastic differential equation, and obtain the upper hedging price ...