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A class of exponentially fitted second derivative extended backward differentiation formula for solving stiff problems

Ehigie J O, Okunuga S A, Sofoluwe A B

Fasciculi Mathematici

2013

Nr 51

71--84

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.