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http://dx.doi.org/10.12941/jksiam.2019.23.179

SECOND DERIVATIVE GENERALIZED EXTENDED BACKWARD DIFFERENTIATION FORMULAS FOR STIFF PROBLEMS  

OGUNFEYITIMI, S.E. (DEPARTMENT OF MATHEMATICS, UNIVERSITY OF BENIN)
IKHILE, M.N.O. (DEPARTMENT OF MATHEMATICS, UNIVERSITY OF BENIN)
Publication Information
Journal of the Korean Society for Industrial and Applied Mathematics / v.23, no.3, 2019 , pp. 179-202 More about this Journal
Abstract
This paper presents second derivative generalized extended backward differentiation formulas (SDGEBDFs) based on the second derivative linear multi-step formulas of Cash [1]. This class of second derivative linear multistep formulas is implemented as boundary value methods on stiff problems. The order, error constant and the linear stability properties of the new methods are discussed.
Keywords
Linear multistep methods; Linear multistep formulas; Boundary value methods; Second derivative extended generalized backward differentiation formulas; Condition number; Stiff systems;
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