Designing an implicit Block Backward Differentiation Formula (BBDF) for stiff ordinary differential equations
DOI:
https://doi.org/10.15282/daam.v6i2.12656Keywords:
BBDF, Stiffness, Diagonally implicit, First order ODEsAbstract
First-order Ordinary Differential Equations (ODEs) are often characterized by stiffness, especially in models that describe complex real-world processes. This work presents a four-point, fixed-coefficient, diagonally implicit block backward differentiation formula (4BBDF) of second order, developed to address the numerical challenges associated with stiffness. The formulation incorporates a diagonal matrix into the Lagrange interpolation polynomial and is constructed using Maple to ensure accuracy and stability. Newton’s method is used to handle the nonlinear systems that arise. The proposed 4BBDF method is mathematically verified to be consistent, zero-stable, A-stable, and of second-order accuracy. Its implementation in C++ shows improved computational efficiency, reducing the number of steps required by approximately 50% when compared to existing methods. These results indicate that the proposed scheme is a reliable and effective tool for solving stiffness in ODE.
References
[1] Zainuddin N, Ibrahim ZB, Zawawi ISM. Diagonal block method for stiff van der Pol equation. IAENG International Journal of Applied Mathematics. 2023;53(1):1-8.
[2] Soomro H, Zainuddin N, Daud H, Sunday J, Jamaludin N, Abdullah A, Kadir EA. Variable step block hybrid method for stiff chemical kinetics problems. Applied Sciences. 2022;12(9):4484.
[3] Auzinger W, Jawecki T, Koch O, Pukach P, Stolyarchuk R, Weinmüller E. Some aspects on numerical stability of evolution equations of stiff type; use of computer algebra. In: 2021 IEEE XVIIth International Conference on the Perspective Technologies and Methods in MEMS Design (MEMSTECH). IEEE; 2021. p. 180-3.
[4] Faskhutdinova RI, Faskhutdinov AG, Enikeeva LV, Gubaydullin IM. Study of stiff differential equations of mathematical description of isomerization of pentane-hexane cut process. In: Journal of Physics: Conference Series. Vol. 2131, no. 2. IOP Publishing; 2021. p. 022003.
[5] Mehta R, Malhotra S, Pandit D, Sahni M. Solution of 1st order stiff ordinary differential equations using feed forward neural network and Bayesian regularization algorithm. Statistics. 2022;10(2):366-77.
[6] Butcher JC. Numerical methods for ordinary differential equations. 3rd ed. Hoboken, NJ: John Wiley and Sons; 2016.
[7] Lambert JD. Numerical methods for ordinary differential systems: the initial value problem. Hoboken, NJ: John Wiley and Sons; 1991.
[8] Wanner G, Hairer E. Solving ordinary differential equations II. Berlin: Springer; 1996. p. 2.
[9] Lambert JD. Computational methods in ordinary differential equations. Hoboken, NJ: John Wiley and Sons; 1973. pp. 22–23, 231–233.
[10] Curtiss CF, Hirschfelder JO. Integration of stiff equations. Proceedings of the National Academy of Sciences of the United States of America. 1952;38:235-43.
[11] Rosser JB. A Runge–Kutta for all seasons. SIAM Review. 1967 Jul 1;9(3):417–52.
[12] Ibrahim ZB, Othman KI, Suleiman M. Implicit r-point block backward differentiation formula for solving first-order stiff ODEs. Applied Mathematics and Computation. 2007 Jan 1;186(1):558–65.
[13] Adoghe LO, Omole EO, Fadugba SE. Third derivative method for solving stiff system of ordinary differential equations. International Journal of Mathematics in Operational Research. 2022;23(3):412-25.
[14] Husin NM, Zawawi ISM, Zainuddin N, Ibrahim ZB. Accuracy improvement of block backward differentiation formulas for solving stiff ordinary differential equations using modified versions of Euler's method. Mathematics and Statistics. 2022;10(5):942-55.
[15] Musa H, Alhassan B. Super class of implicit extended backward differentiation formulae for the numerical integration of stiff initial value problems. Computational Algorithms and Numerical Dimensions. 2025;4(1):18-33.
[16] Rasid NA, Ibrahim ZB, Majid ZA, Ismail F, Ismail A. An efficient direct diagonal hybrid block method for stiff second order differential equations. Proceedings of Advanced Maritime Technologies and Applications. 2022 Jan;166:147–56.
[17] Jaafar BA, Zawawi ISM. An advanced numerical approach for solving stiff initial value problems using a self-starting two-stage composite block scheme. Computational Methods for Differential Equations. 2025;13(1):
[18] Soomro H, Zainuddin N, Daud H, Sunday J, Jamaludin N, Abdullah A, Mulono A, Kadir EA. 3-point block backward differentiation formula with an off-step point for the solutions of stiff chemical reaction problems. Journal of Mathematical Chemistry. 2023 Jan;61(1):75–97.
[19] Ijam MH, Aksah SJ, Rasedee AFN, Rasid AN, Abdulsalam A, Aris MNH, Hazimi F. Numerical solutions of stiff chemical reaction problems using hybrid block backward differentiation formula. Journal of Advanced Research in Numerical Heat Transfer. 2024 Jan;25(1):100–15.
[20] Alexander R. Diagonally implicit Runge–Kutta methods for stiff ODEs. SIAM Journal on Numerical Analysis. 1977 Dec 1;14(6):1006–21.
[21] Zawawi ISM, Ibrahim ZB, Ismail F, Majid ZA. Diagonally implicit block backward differentiation formulas for solving ordinary differential equations. International Journal of Mathematics and Mathematical Sciences. 2012 Jan 1;2012(1):767328.
[22] Ibrahim ZB, Ijam HM, Aksah SJ, Rasid NA. Enhancing accuracy and efficiency in stiff ODE integration using variable step diagonal BBDF approaches. Malaysian Journal of Fundamental and Applied Sciences. 2024 May 1;20(5):1083–100.
[23] Ijam HM, Ibrahim ZB, Zawawi ISM. Stiffly stable diagonally implicit block backward differentiation formula with adaptive step size strategy for stiff ordinary differential equations. MATEMATIKA. 2024 Jan 1;40(1):27–47.
[24] Rasid NA, Ibrahim ZB, Majid ZA, Ismail F. Formulation of a new implicit method for group implicit BBDF in solving related stiff ordinary differential equations. Mathematics and Statistics. 2021 Mar 1;9(2):144–50.
[25] Ismail F, Ken YL, Othman M. Explicit and implicit 3-point block methods for solving special second order ordinary differential equations directly. International Journal of Mathematical Analysis. 2009;3(5):239-54.
[26] Henrici P. Discrete variable methods in ODEs. New York: John Wiley & Sons; 1962.
[27] Hall G, Watt JM. Modern numerical methods for ordinary differential equations. Oxford: Clarendon Press; 1976.
[28] Dahlquist GG. A special stability problem for linear multistep methods. BIT Numerical Mathematics. 1963;3(1):27–43.
[29] Burden RL, Faires JD. Numerical analysis. 7th ed. Pacific Grove (CA): Brooks/Cole; 2001.
[30] Othman KI, Ibrahim ZB, Suleiman M, Majid Z. Automatic intervalwise block partitioning using Adams-type method and backward differentiation formula for solving ODEs. Applied Mathematics and Computation. 2007 Feb 1;188(2):1642–6.
Downloads
Published
Issue
Section
License
Copyright (c) 2025 The Author(s)

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

