Fifth order 2-point block method for stiff second order ordinary differential equations

Abstract

Direct 2-point Block Backward Differentiation Formula (BBDF) of order five for solving second order stiff ordinary differential equations (ODEs) is presented. The method is derived by differentiating the interpolating polynomial using four backvalues. In 2-point BBDF, two approximate solutions are produce simultaneously. This formula is implemented using constant step size. Numerical results show the advantage of using direct method for solving second order ODEs.