Question: A BDF formula is obtained by first writing the ODE on a point t n+k as y' (t n +k) = f(t n+k , y
A BDF formula is obtained by first writing the ODE on a point tn+k as y' (tn+k) = f(tn+k, yn+k). Then the unknown function y is interpolated at the left hand side of y' = f(t, y) using the nodes tn,........,tn+k and then differentiated. Obtain the BDF2 formula (k = 2)and find its order of accuracy.
Prove that BDF2 is absolutely stable in the real interval (-, ). (Hint: the characteristic polynomial for this method applied to the test equation is
t2(3-2 ) -4t +1 = 0
with roots
t12 = (21+2)/3-2
if -1/2<= < 0 then t12 are both real and ... If, however, < 1/2 then t12 is complex and
modulus is ...)
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