A class of accelerators for BDF methods (Q1294071)

It is shown how the order of the \(k\)-step backward differentiation formula (BDF) method of order \(k\) can be accelerated by one by adding a correction term containing the value of the Jacobian at the update point. This does not require extra function evaluations or LU-factorizations and preserves the stability properties of the original method. An example accelerating the order of the implicit Euler method to two and provision of a local error estimate is given. Some brief numerical tests suggest that this approach is a promising one.