Numerical Solution of Stiff System by Second Order Backward Difference Formula

摘要

In this paper, we suggest a second order Backward Differentiation Formula (BDF-2) for solving stiff systems of Ordinary Differential Equations (ODEs) using piecewise uniform mesh instead of uniform mesh. The proposed method reduces the error and average error and improve the accuracy over BDF-2 with uniform mesh. Numerical examples validate our claim.