Fully Implicit Four Point Block Backward Difference Formulae for Solving First Order Initial Value Problems

Abstract

The four steps Backward Differentiation Formulae (BDF) were reformulated for applications in the continuous form. The process produces some schemes which are combined in order to form an accurate and efficient block method for parallel or sequential solution of ordinary differential equations (ODE’s). The suggested approach eliminates requirement for a starting value and its speed proved to be up when computations with the Block Discrete schemes were used.