A class of exponentially fitted second derivative extended backward differentiation formula for solving stiff problems
2013
scientific article
english
- exponential fitted
- second derivative
- backward differentiation formula
- stability
EN An exponentially fitted second derivative extended backward differentiation formula (SDEBDF) is derived from the class of composite, multiderivative linear multistep method with a free parameter to allow for the exponential fitting. Some numerical properties such as stability of the methods are investigated as a pair of predictor-corrector (P-C) technique based on a proposed algorithm, to which the local error estimates are also obtained. The efficiency of the new method tested on some standard prob- lems shows that the method compares favourably with existing methods and with high accuracy.
71 - 84
CC BY-NC-ND (attribution - noncommercial - no derivatives)
public
10