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A Block Trigonometrically Fitted Backward Differentiation Formula for the Numerical Solution of Initial Value Problem with Oscillating Solutions

R. I. Abdulganiy, O. A. Akinfenwa and S. A. Okunuga.




Abstract

A block trigonometrically fitted backward differentiation formula (BTBDF) whose coefficients are functions of frequency and step size especially designed for the solution of first order initial value problems (IVPs) with oscillatory solution is proposed in this paper. The BTBDF is obtained from three discrete formulas which are provided by continuous second derivative trigonometrically fitted method (CSDTFM). The BTBDF is implemented in a block by block fashion which makes it self-starting method. The convergence of the BTBDF is discussed and the performance of the method is demonstrated on some numerical examples to show accuracy advantage

Key words: Backward Differentiation Formula, Collocation, Continuous Form, Convergence






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