Backward differentiation formula

Backward differentiation formula

The backward differentiation formula (BDF) is a family of implicit methods for the numerical integration of ordinary differential equations. They are linear multistep methods that, for a given function and time, approximate the derivative that function using information from already computed times, thereby increasing the accuracy of the approximation. These methods are especially used for the solution of stiff differential equations.

References

* U.M. Ascher, L.R. Petzold. "Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations". SIAM, Philadelphia. ISBN 0-89871-412-5


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