DERIVATION AND ANALYSIS OF BLOCK IMPLICIT HYBRID BACKWARD DIFFERENTIATION FORMULAE FOR STIFF PROBLEMS

Abstract

The Hybrid Backward Di erentiation Formula (HBDF) for the case k = 3 was reformulated into continuous form using the idea of multistep collocation. The continuous form was evaluated at some grid and o grid points which gave rise to discrete schemes employed as block methods for direct solution of rst order Ordinary Di erential Equation y0 = f(x; y). The requirement of a starting value and the overlap of solution model which are associated with conventional Linear Multistep Methods were eliminated by this approach. A convergence analysis of the derived hybrid schemes to establish their e ec- tiveness and reliability is presented. Numerical example carried out on sti problem further substantiates their performance.