Backward differentiation formula

The backward differentiation formula (BDF) is a family of implicit methods for the numerical integration of ordinary differential equations. They are linear multistep methods that, for a given function and time, approximate the derivative of that function using information from already computed time points, thereby increasing the accuracy of the approximation. These methods are especially used for the solution of stiff differential equations. The methods were first introduced by Charles F. Curtiss and Joseph O. Hirschfelder in 1952.[1] In 1967 the field was formalized by C. William Gear in a seminal paper based on his earlier unpublished work.[2]

  1. ^ Curtiss, C. F., & Hirschfelder, J. O. (1952). Integration of stiff equations. Proceedings of the National Academy of Sciences, 38(3), 235-243.
  2. ^ Gear, C. W. (1967). "The Numerical Integration of Ordinary Differential Equations". Mathematics of Computation. 21 (98): 146–156. doi:10.2307/2004155. JSTOR 2004155.