Super class of implicit extended backward differentiation formulae for the numerical integration of stiff initial value problems

An implicit Superclass of non-block Extended Backward Differentiation Formulae (SEBDF) for the numerical integration of first-order stiff system of Ordinary Differential Equations (ODEs) in Initial Value Problems (IVPs) with optimal stability properties is presented. The stability and convergence pr...

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Main Authors: Hamisu Musa, Buhari Alhassan
Format: Article
Language:English
Published: REA Press 2025-03-01
Series:Computational Algorithms and Numerical Dimensions
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Online Access:https://www.journal-cand.com/article_209206_d76893d1993bd090d68e204fcd1f04fb.pdf
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author Hamisu Musa
Buhari Alhassan
author_facet Hamisu Musa
Buhari Alhassan
author_sort Hamisu Musa
collection DOAJ
description An implicit Superclass of non-block Extended Backward Differentiation Formulae (SEBDF) for the numerical integration of first-order stiff system of Ordinary Differential Equations (ODEs) in Initial Value Problems (IVPs) with optimal stability properties is presented. The stability and convergence properties of the SEBDF schemes show that the methods are consistent, zero stable and convergent. The plotted Region of Absolute Stability (RAS)  of the methods using boundary locus shows that the methods are A-stable of order up to order 5 and A(α)-stable of order up to 9. The algorithm is described whereby the required approximate solution is predicted using classical explicit Euler’s method and conventional Backward Differentiation Formula (BDF) schemes of order k and then corrected using a Super class of Extended Backward Differentiation Formula (SEBDF) schemes of higher orders k+1. The SEBDF schemes are implemented using a Modified Newton iteration algorithm iterated to convergence in which some selected systems of first-order stiff IVPs are solved, and the numerical results obtained for the proposed methods are often better than the existing BDF and SBDF methods for solving stiff IVPs.
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institution Kabale University
issn 2980-7646
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publishDate 2025-03-01
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series Computational Algorithms and Numerical Dimensions
spelling doaj-art-1f4120f4903e48b987f3ef3c47fc85432025-01-30T11:24:22ZengREA PressComputational Algorithms and Numerical Dimensions2980-76462980-93202025-03-0141183310.22105/cand.2024.487571.1157209206Super class of implicit extended backward differentiation formulae for the numerical integration of stiff initial value problemsHamisu Musa0Buhari Alhassan1Department of Mathematics and Statistics, Umaru Musa Yar’adua University, Katsina, Nigeria.Department of Mathematics and Statistics, Al-Qalam University Katsina, Nigeria.An implicit Superclass of non-block Extended Backward Differentiation Formulae (SEBDF) for the numerical integration of first-order stiff system of Ordinary Differential Equations (ODEs) in Initial Value Problems (IVPs) with optimal stability properties is presented. The stability and convergence properties of the SEBDF schemes show that the methods are consistent, zero stable and convergent. The plotted Region of Absolute Stability (RAS)  of the methods using boundary locus shows that the methods are A-stable of order up to order 5 and A(α)-stable of order up to 9. The algorithm is described whereby the required approximate solution is predicted using classical explicit Euler’s method and conventional Backward Differentiation Formula (BDF) schemes of order k and then corrected using a Super class of Extended Backward Differentiation Formula (SEBDF) schemes of higher orders k+1. The SEBDF schemes are implemented using a Modified Newton iteration algorithm iterated to convergence in which some selected systems of first-order stiff IVPs are solved, and the numerical results obtained for the proposed methods are often better than the existing BDF and SBDF methods for solving stiff IVPs.https://www.journal-cand.com/article_209206_d76893d1993bd090d68e204fcd1f04fb.pdfstiffbackward differentiation formulaextended backward differentiation formulaa-stabilityconvergenceconsistency
spellingShingle Hamisu Musa
Buhari Alhassan
Super class of implicit extended backward differentiation formulae for the numerical integration of stiff initial value problems
Computational Algorithms and Numerical Dimensions
stiff
backward differentiation formula
extended backward differentiation formula
a-stability
convergence
consistency
title Super class of implicit extended backward differentiation formulae for the numerical integration of stiff initial value problems
title_full Super class of implicit extended backward differentiation formulae for the numerical integration of stiff initial value problems
title_fullStr Super class of implicit extended backward differentiation formulae for the numerical integration of stiff initial value problems
title_full_unstemmed Super class of implicit extended backward differentiation formulae for the numerical integration of stiff initial value problems
title_short Super class of implicit extended backward differentiation formulae for the numerical integration of stiff initial value problems
title_sort super class of implicit extended backward differentiation formulae for the numerical integration of stiff initial value problems
topic stiff
backward differentiation formula
extended backward differentiation formula
a-stability
convergence
consistency
url https://www.journal-cand.com/article_209206_d76893d1993bd090d68e204fcd1f04fb.pdf
work_keys_str_mv AT hamisumusa superclassofimplicitextendedbackwarddifferentiationformulaeforthenumericalintegrationofstiffinitialvalueproblems
AT buharialhassan superclassofimplicitextendedbackwarddifferentiationformulaeforthenumericalintegrationofstiffinitialvalueproblems