The Numerical Solution of Stiff IVPs in ODEs Using Modified Second Derivative BDF

Okuonghae, R. I.   ; Ikhile, M. N. O.

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 51 (2012) no. 1, pp. 51-77

Abstract (VO)

This paper considers modified second derivative BDF (MSD-BDF) for the numerical solution of stiff initial value problems (IVPs) in ordinary differential equations (ODEs). The methods are A$(\alpha )$-stable for step length $k\le 7$.

Détail

Classification : 34A34 65L06 65L20, 65L04, 65L05, 65L06
Keywords: second derivative BDF; collocation and interpolation; initial value problem; stiff stability; boundary locus

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