Adapted BDF algorithms: Higher-order methods and their stability (Q2385514): Difference between revisions

For first order differential systems of a special form, the authors discuss the numerical solution of stiff initial value problems by means of multistep methods, namely, by means of backward difference formulae (BDF) methods. Using the generating function technique, BDF implicit formulas of order 4, 5 and 6 are derived. The local truncation error and the order of consistency for these methods are discussed. Also the zero-stability and the absolut stability are investigated and the regions of zero-stability and the regions of absolut stability are plotted. To illustrate the performance of the derived methods, many numerical examples are performed.