Enhancing Accuracy and Efficiency in Stiff ODE Integration Using Variable Step Diagonal BBDF Approaches

Recent advancements in mathematical modelling have uncovered a growing number of systems exhibiting stiffness, a phenomenon that challenges the effectiveness of traditional numerical methods. Motivated by the need for more robust numerical techniques to address this issue, this paper presents an enh...

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Bibliographic Details
Published in:Malaysian Journal of Fundamental and Applied Sciences
Main Author: Ibrahim Z.B.; Ijam H.M.; Aksah S.J.; Rasid N.A.
Format: Article
Language:English
Published: Penerbit UTM Press 2024
Online Access:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85208400626&doi=10.11113%2fmjfas.v20n5.3530&partnerID=40&md5=256ad554680f9f3249bc76acf3ac5620
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Summary:Recent advancements in mathematical modelling have uncovered a growing number of systems exhibiting stiffness, a phenomenon that challenges the effectiveness of traditional numerical methods. Motivated by the need for more robust numerical techniques to address this issue, this paper presents an enhanced version of the Diagonally Block Backward Differentiation Formula (BBDF) that incorporates intermediate points, known as off-step points, to improve the accuracy and efficiency of solutions for stiff ordinary differential equations (ODEs). The new scheme leverages an adaptive step-size strategy to refine accuracy and efficiency between regular and off-grid integration steps. Theoretical analysis confirms that the proposed scheme is an A-stable and convergent method, as it satisfies the fundamental criteria of consistency, zero-stability, and A-stability. Numerical experiments on single and multivariable systems across varying time scales demonstrate significant improvements in solving stiff ODEs compared to existing techniques. Therefore, the new proposed method is an effective solver for stiff ODEs. ©Copyright Abd Rasid.
ISSN:2289599X
DOI:10.11113/mjfas.v20n5.3530