Derivation of Diagonally Implicit Block Backward Differentiation Formulas for Solving Stiff Initial Value Problems

Abstract EN

The diagonally implicit 2-point block backward differentiation formulas (DI2BBDF) of order two, order three, and order four are derived for solving stiff initial value problems (IVPs).

The stability properties of the derived methods are investigated.

The implementation of the method using Newton iteration is also discussed.

The performance of the proposed methods in terms of maximum error and computational time is compared with the fully implicit block backward differentiation formulas (FIBBDF) and fully implicit block extended backward differentiation formulas (FIBEBDF).

The numerical results show that the proposed method outperformed both existing methods.