Encyclopedia of Applied and Computational Mathematics

2015 Edition
| Editors: Björn Engquist

Backward Differentiation Formulae

  • Jeff R Cash
Reference work entry
DOI: https://doi.org/10.1007/978-3-540-70529-1_94

Synonyms

Extended backward differentiation formulae; Linear multistep methods

Definition

Backward differentiation formulae (BDF) are linear multistep methods suitable for solving stiff initial value problems and differential algebraic equations. The extended formulae (MEBDF) have considerably better stability properties than BDF.

Review of Stiffness

We derive BDF and MEBDF suitable for solving stiff initial value problems and differential algebraic equations. In this section, we will be concerned with a special class of multistep methods for the approximate numerical integration of first-order systems of ordinary differential equations of the form
$$\displaystyle{ \frac{dy} {dx} = f(x,y),\quad y(a) = y_{a}. }$$
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References

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Copyright information

© Springer-Verlag Berlin Heidelberg 2015

Authors and Affiliations

  • Jeff R Cash
    • 1
  1. 1.Department of MathematicsImperial CollegeLondonEngland