Mathematics and Statistics 10(5): 942-955, 2022 http://www.hrpub.org
DOI: 10.13189/ms.2022.100506
Accuracy Improvement of Block Backward
Differentiation Formulas for Solving Stiff Ordinary
Differential Equations Using Modified Versions of
Euler's Method
Nurfaezah Mohd Husin
1
, Iskandar Shah Mohd Zawawi
1,*
, Nooraini Zainuddin
2
, Zarina Bibi Ibrahim
3
1
Faculty of Computer & Mathematical Sciences, Kompleks Al-Khawarizmi, Universiti Teknologi MARA, Selangor, Malaysia
2
Mathematical and Statistical Sciences, Institute of Autonomous System, Department of Fundamental and Applied Sciences,
Universiti Teknologi PETRONAS, Perak, Malaysia
3
Department of Mathematics, Faculty of Science, Universiti Putra Malaysia, Selangor, Malaysia
Received June 6, 2022; Revised August 16, 2022; Accepted August 30, 2022
Cite This Paper in the Following Citation Styles
(a): [1] Nurfaezah Mohd Husin, Iskandar Shah Mohd Zawawi, Nooraini Zainuddin, Zarina Bibi Ibrahim , "Accuracy
Improvement of Block Backward Differentiation Formulas for Solving Stiff Ordinary Differential Equations Using
Modified Versions of Euler’s Method," Mathematics and Statistics, Vol. 10, No. 5, pp. 942 - 955, 2022. DOI:
10.13189/ms.2022.100506.
(b): Nurfaezah Mohd Husin, Iskandar Shah Mohd Zawawi, Nooraini Zainuddin, Zarina Bibi Ibrahim (2022). Accuracy
Improvement of Block Backward Differentiation Formulas for Solving Stiff Ordinary Differential Equations Using
Modified Versions of Euler’s Method. Mathematics and Statistics, 10(5), 942 - 955. DOI: 10.13189/ms.2022.100506.
Copyright©2022 by authors, all rights reserved. Authors agree that this article remains permanently open access under the
terms of the Creative Commons Attribution License 4.0 International License
Abstract In this study, the fully implicit 2-point block
backward differentiation formulas (BBDF) method has
been successfully utilized for solving stiff ordinary
differential equations (ODEs) by taking into account the
uses of new starting methods namely, modified Euler’s
method (MEM), improved modified Euler’s method
(IMEM), and new Euler’s method (NEM). The reason of
proposing the BBDF is that the method has been proven
useful for stiff ODEs due to its A-stable properties.
Furthermore, the method is able to approximate the
solutions at two points simultaneously at each step. The
proposed method is also implemented through Newton’s
iteration procedure, which involves the calculation of the
Jacobian matrix. Accuracy of the method is evaluated
based on its performance in solving linear and non-linear
initial value problems (IVPs) of first order stiff ODEs with
transient and steady-state solutions. Some comparisons are
made with the conventional BBDF approach for indicating
the reliability of the proposed method. Numerical results
indicate that not only classical Euler’s method provides
accurate solutions for BBDF, but also the numerous
modified versions of Euler’s methods improve the
accuracy of BBDF, in terms of absolute error at certain step
size and stage of iteration.
Keywords Block Method, Ordinary Differential
Equations, Stiff, Euler’s Method
1. Introduction
The ordinary differential equations (ODEs) involve
ordinary derivatives of one or more dependent variables
with respect to a single independent variable [1]. The initial
value problems (IVPs) of first-order ODEs can be
represented in the following form:
0
' ( , ), (0) , = = =
d
y t y
dt
y
fy y (1)
where the vector of variables,
() () () () ( )
1 1
, , , ,
n
n
t y t y t y t = ∈ y describes n
properties of interest in system, evolving for times 0 ≥ t
starting from the initial value
0
(0) = y y .
A special class of ODEs is known as stiff ODEs, which