Volume 8, Issue 1

A Collocation Based Block Multistep Scheme without Predictors for the Numerical Solution Parabolic Partial Differential Equations

Ehigie Julius1
1University Of Lagos, Nigeria


Introduction: Many life problems often result into differential equations models when formulated mathematically, particularly problems that depends on time and rates which give rise to Partial Differential Equations (PDE). Aims: In this paper, we advance the solution of some Parabolic Partial Differential Equations (PDE) using a block backward differentiation formula implemented in block matrix form without predictors. Materials and Methods: The block backward differentiation formula is developed using the collocation method such that multiple time steps are evaluated simultaneously. Results: A five-point block backward differentiation formula is developed. The stability analysis of the methods reveals that the method is stable. Conclusion: The implementation on some parabolic PDEs shows that the method yields better accuracy than the celebrated Crank-Nicholson’s method.

Keywords: Collocation, Backward Differentiation Formula, Stability, and Crank-Nicholson

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