Second derivative numerical differentiation formulas for stiff systems of ODEs.

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Title: Second derivative numerical differentiation formulas for stiff systems of ODEs.
Authors: Hojjati, G.1,2 (AUTHOR) ghojjati@tabrizu.ac.ir, Abdi, A.1,2 (AUTHOR) a_abdi@tabrizu.ac.ir, Conte, D.3 (AUTHOR) dajconte@unisa.it
Source: Applied Numerical Mathematics. Aug2026, Vol. 226, p119-127. 9p.
Subjects: Numerical differentiation, Ordinary differential equations, Stability theory, Initial value problems, Approximation error, Numerical solutions to differential equations, Numerical analysis
Abstract: The SDBDF methods, which extend BDF methods by incorporating the second derivative of the solution, have attracted interest due to their favorable convergence and stability properties. Inspired by the approach used in developing numerical differentiation formulas for solving stiff ODEs—those employed in Matlab 's ode15s solver—this paper proposes a modification to the SDBDF methods that reduces the local truncation error, with only a slight loss of stability in higher-order cases. The analysis of the newly designed methods demonstrates their capability and efficiency in solving stiff initial value problems for ordinary differential equations. Numerical experiments on several well-known stiff problems confirm the effectiveness of the proposed methods. [ABSTRACT FROM AUTHOR]
Copyright of Applied Numerical Mathematics is the property of Elsevier B.V. and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
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  Data: Second derivative numerical differentiation formulas for stiff systems of ODEs.
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  Data: <searchLink fieldCode="AR" term="%22Hojjati%2C+G%2E%22">Hojjati, G.</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> ghojjati@tabrizu.ac.ir</i><br /><searchLink fieldCode="AR" term="%22Abdi%2C+A%2E%22">Abdi, A.</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> a_abdi@tabrizu.ac.ir</i><br /><searchLink fieldCode="AR" term="%22Conte%2C+D%2E%22">Conte, D.</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> dajconte@unisa.it</i>
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  Data: <searchLink fieldCode="JN" term="%22Applied+Numerical+Mathematics%22">Applied Numerical Mathematics</searchLink>. Aug2026, Vol. 226, p119-127. 9p.
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  Data: <searchLink fieldCode="DE" term="%22Numerical+differentiation%22">Numerical differentiation</searchLink><br /><searchLink fieldCode="DE" term="%22Ordinary+differential+equations%22">Ordinary differential equations</searchLink><br /><searchLink fieldCode="DE" term="%22Stability+theory%22">Stability theory</searchLink><br /><searchLink fieldCode="DE" term="%22Initial+value+problems%22">Initial value problems</searchLink><br /><searchLink fieldCode="DE" term="%22Approximation+error%22">Approximation error</searchLink><br /><searchLink fieldCode="DE" term="%22Numerical+solutions+to+differential+equations%22">Numerical solutions to differential equations</searchLink><br /><searchLink fieldCode="DE" term="%22Numerical+analysis%22">Numerical analysis</searchLink>
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  Data: The SDBDF methods, which extend BDF methods by incorporating the second derivative of the solution, have attracted interest due to their favorable convergence and stability properties. Inspired by the approach used in developing numerical differentiation formulas for solving stiff ODEs—those employed in Matlab 's ode15s solver—this paper proposes a modification to the SDBDF methods that reduces the local truncation error, with only a slight loss of stability in higher-order cases. The analysis of the newly designed methods demonstrates their capability and efficiency in solving stiff initial value problems for ordinary differential equations. Numerical experiments on several well-known stiff problems confirm the effectiveness of the proposed methods. [ABSTRACT FROM AUTHOR]
– Name: AbstractSuppliedCopyright
  Label:
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  Data: <i>Copyright of Applied Numerical Mathematics is the property of Elsevier B.V. and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1016/j.apnum.2026.04.002
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 9
        StartPage: 119
    Subjects:
      – SubjectFull: Numerical differentiation
        Type: general
      – SubjectFull: Ordinary differential equations
        Type: general
      – SubjectFull: Stability theory
        Type: general
      – SubjectFull: Initial value problems
        Type: general
      – SubjectFull: Approximation error
        Type: general
      – SubjectFull: Numerical solutions to differential equations
        Type: general
      – SubjectFull: Numerical analysis
        Type: general
    Titles:
      – TitleFull: Second derivative numerical differentiation formulas for stiff systems of ODEs.
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            NameFull: Hojjati, G.
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            NameFull: Abdi, A.
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            NameFull: Conte, D.
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            – D: 01
              M: 08
              Text: Aug2026
              Type: published
              Y: 2026
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              Value: 226
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            – TitleFull: Applied Numerical Mathematics
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