A Predictor Modification to the EBDF Method for Stiff Systems

Abstract

In this paper we modify the EBDF method using the NDFs as predictors instead of BDFs. This modification, that we call ENDF, implies the local truncation error being smaller than in the EBDF method without losing too much stability. We will also introduce two more changes, called ENBDF and EBNDF methods. In the first one, the NDF method is used as the first predictor and the BDF as the second predictor. In the EBNDF, the BDF is the first predictor and the NDF is the second one. In both modifications the local truncation error is smaller than in the EBDF. Moreover, the EBNDF method has a larger stability region than the EBDF.