A Stiffly Stable Adaptive Fifth-Order Block Time-Stepping Method for Stiff Oscillatory Differential Equations
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Abstract
This paper presents an adaptive block time-stepping algorithm designed for the numerical integration of first-order stiff oscillatory problems, which typically involve multiple time scales and stringent stability conditions. The proposed method integrates a block formulation enabling the simultaneous evaluation of several solution points with an adaptive step size mechanism to effectively regulate local truncation errors. A predictor-corrector strategy is employed, where an explicit predictor generates initial estimates, and an implicit block corrector enhances stability for stiff systems. The resulting nonlinear equations are resolved using Newton's iterative method. The scheme is proven to be consistent, zero-stable, and achieves fifth-order accuracy. Its stability characteristics are further examined through A-stability analysis using locus boundary techniques, validating its applicability to stiff problems. Additionally, an error control procedure is incorporated to dynamically adjust the step size, ensuring an optimal balance between computational efficiency and solution accuracy. Numerical experiments on benchmark stiff oscillatory systems indicate that the proposed method outperforms the fourth-order variable step size block backward differentiation formula (VSBBDF4), as well as MATLAB solvers ODE15s and ODE23s, in terms of stability, accuracy, and computational efficiency.
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References
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Cite This Article
TY - JOUR AU - Bala, Najamuddeen AU - Musa, Hamisu AU - Alhassan, Buhari AU - Lawal, Aliyu PY - 2026 DA - 2026/09/06 TI - A Stiffly Stable Adaptive Fifth-Order Block Time-Stepping Method for Stiff Oscillatory Differential Equations JO - Journal of Mathematics and Interdisciplinary Applications T2 - Journal of Mathematics and Interdisciplinary Applications JF - Journal of Mathematics and Interdisciplinary Applications VL - 2 IS - 3 SP - 209 EP - 228 DO - 10.62762/JMIA.2026.142673 UR - https://www.icck.org/article/abs/JMIA.2026.142673 KW - stiff ordinary differential equations KW - variable step size KW - block backward differentiation formula KW - A-stability KW - predictor-corrector method AB - This paper presents an adaptive block time-stepping algorithm designed for the numerical integration of first-order stiff oscillatory problems, which typically involve multiple time scales and stringent stability conditions. The proposed method integrates a block formulation enabling the simultaneous evaluation of several solution points with an adaptive step size mechanism to effectively regulate local truncation errors. A predictor-corrector strategy is employed, where an explicit predictor generates initial estimates, and an implicit block corrector enhances stability for stiff systems. The resulting nonlinear equations are resolved using Newton's iterative method. The scheme is proven to be consistent, zero-stable, and achieves fifth-order accuracy. Its stability characteristics are further examined through A-stability analysis using locus boundary techniques, validating its applicability to stiff problems. Additionally, an error control procedure is incorporated to dynamically adjust the step size, ensuring an optimal balance between computational efficiency and solution accuracy. Numerical experiments on benchmark stiff oscillatory systems indicate that the proposed method outperforms the fourth-order variable step size block backward differentiation formula (VSBBDF4), as well as MATLAB solvers ODE15s and ODE23s, in terms of stability, accuracy, and computational efficiency. SN - 3070-393X PB - Institute of Central Computation and Knowledge LA - English ER -
@article{Bala2026A,
author = {Najamuddeen Bala and Hamisu Musa and Buhari Alhassan and Aliyu Lawal},
title = {A Stiffly Stable Adaptive Fifth-Order Block Time-Stepping Method for Stiff Oscillatory Differential Equations},
journal = {Journal of Mathematics and Interdisciplinary Applications},
year = {2026},
volume = {2},
number = {3},
pages = {209-228},
doi = {10.62762/JMIA.2026.142673},
url = {https://www.icck.org/article/abs/JMIA.2026.142673},
abstract = {This paper presents an adaptive block time-stepping algorithm designed for the numerical integration of first-order stiff oscillatory problems, which typically involve multiple time scales and stringent stability conditions. The proposed method integrates a block formulation enabling the simultaneous evaluation of several solution points with an adaptive step size mechanism to effectively regulate local truncation errors. A predictor-corrector strategy is employed, where an explicit predictor generates initial estimates, and an implicit block corrector enhances stability for stiff systems. The resulting nonlinear equations are resolved using Newton's iterative method. The scheme is proven to be consistent, zero-stable, and achieves fifth-order accuracy. Its stability characteristics are further examined through A-stability analysis using locus boundary techniques, validating its applicability to stiff problems. Additionally, an error control procedure is incorporated to dynamically adjust the step size, ensuring an optimal balance between computational efficiency and solution accuracy. Numerical experiments on benchmark stiff oscillatory systems indicate that the proposed method outperforms the fourth-order variable step size block backward differentiation formula (VSBBDF4), as well as MATLAB solvers ODE15s and ODE23s, in terms of stability, accuracy, and computational efficiency.},
keywords = {stiff ordinary differential equations, variable step size, block backward differentiation formula, A-stability, predictor-corrector method},
issn = {3070-393X},
publisher = {Institute of Central Computation and Knowledge}
}
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