Backward Differentiation Formulae
Extended backward differentiation formulae; Linear multistep methods
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
- 1.Ascher, U.M., Mattheij, R.M.M., Russell, R.D.: Numerical Solution of Boundary Value Problems for Ordinary Differential Equations, Classics in Applied Mathematics, vol. 13. Society for Industrial and Applied Mathematics (SIAM), Philadelphia (1995)Google Scholar
- 7.Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems, 2nd Rev. edn. Springer, Heidelberg (1996)Google Scholar
- 8.Mazzia, F., Magherini, C.: Test Set for Initial Value Problem Solvers, release 2.4. Department of Mathematics, University of Bari and INdAM, Research Unit of Bari. Available at http://www.dm.uniba.it/ testset (2008)