A Third-Order Variable Step Size Superclass of Block Backward Differentiation Formula for Efficient Solution of Highly Stiff Differential Systems
Article Information
Abstract
This paper develops a third-order fully implicit adaptive variable step-size superclass block backward differentiation formula (VSBBDF3) for the efficient numerical simulation of nonlinear stiff dynamical systems, including oscillatory, chaotic, and reaction-kinetics systems governed by ordinary differential equations. The method extends the classical block BDF framework through a structured superclass coefficient formulation while preserving full implicitness. By computing multiple solution approximations simultaneously within each block, the scheme enhances both stability and computational efficiency. An adaptive step-size strategy controls local truncation errors, enabling dynamic response to rapidly varying stiff behavior. Rigorous theoretical analysis establishes consistency, zero-stability, convergence, and A-stability, confirming their reliability for stiff problems. Nonlinear systems from the implicit formulation are efficiently handled using Newton-type iteration. Extensive numerical experiments on stiff linear, oscillatory, and nonlinear problems demonstrate that the proposed method consistently achieves higher accuracy with competitive computational cost compared to existing methods, including NBDF, VSBBDF, and MATLAB ODE solvers. The results further show that combining block formulation, superclass structure, and adaptive step-size control provides a more effective accuracy-efficiency balance. Overall, the VSBBDF3 method offers a robust, accurate, and efficient framework for the numerical simulation of nonlinear stiff dynamical systems, well suited for scientific and engineering applications in dynamics, control, and bifurcation analysis.
Graphical Abstract
Keywords
Data Availability Statement
Funding
Conflicts of Interest
AI Use Statement
Ethical Approval and Consent to Participate
References
- Hairer, E., Wanner, G., & Nørsett, S. P. (1993). Solving ordinary differential equations I: Nonstiff problems. Berlin, Heidelberg: Springer Berlin Heidelberg.
[CrossRef] [Google Scholar] - Shampine, L. F., & Gear, C. W. (1979). A user's view of solving stiff ordinary differential equations. SIAM review, 21(1), 1-17.
[CrossRef] [Google Scholar] - Willoughby, R. A. (1974). International Symposium on Stiff Differential Systems. In Stiff Differential Systems (pp. 1-19). Boston, MA: Springer US.
[CrossRef] [Google Scholar] - Lambert, J. D. (1973). Computational methods in ordinary differential equations. Wiley.
[Google Scholar] - Gear, C. W. (1971). Numerical initial value problems in ordinary differential equations. Prentice-Hall. https://dl.acm.org/doi/abs/10.5555/540426
[Google Scholar] - Butcher, J. C. (2016). Numerical methods for ordinary differential equations (3rd ed.). John Wiley & Sons.
[CrossRef] [Google Scholar] - Ibrahim, Z. B., Othman, K. I., & Suleiman, M. (2007). Implicit r-point block backward differentiation formula for solving first-order stiff ODEs. Applied Mathematics and Computation, 186(1), 558-565.
[CrossRef] [Google Scholar] - Musa, H., & Alhassan, B. (2025, December). Fully implicit 2-point super class of block extended backward differentiation formula for solving stiff ordinary differential equations. In American Institute of Physics Conference Series (Vol. 3338, No. 1, p. 040002).
[CrossRef] [Google Scholar] - Akinfenwa, O. A., Jator, S. N., & Yao, N. M. (2013). Continuous block backward differentiation formula for solving stiff ordinary differential equations. Computers & Mathematics with Applications, 65(7), 996-1005.
[CrossRef] [Google Scholar] - Dahlquist, G. G. (1963). A special stability problem for linear multistep methods. BIT Numerical Mathematics, 3(1), 27-43.
[CrossRef] [Google Scholar] - Ibrahim, Z. B., & Nasarudin, A. A. (2020). A class of hybrid multistep block methods with a–stability for the numerical solution of stiff ordinary differential equations. Mathematics, 8(6), 914.
[CrossRef] [Google Scholar] - Ibrahim, Z. B., Othman, K. I., & Suleiman, M. (2007). Variable step block backward differentiation formula for solving first order stiff ODEs. Proceedings of the World Congress on Engineering, II, 785-789. https://www.iaeng.org/publication/WCE2007/WCE2007_pp785-789.pdf
[Google Scholar] - Soomro, H., Daud, H., & Zainuddin, N. (2021, July). Convergence of the 3-point block backward differentiation formulas with off-step point for stiff ODEs. In Journal of Physics: Conference Series (Vol. 1943, No. 1, p. 012137). IOP Publishing.
[CrossRef] [Google Scholar] - Soomro, H., Zainuddin, N., Daud, H., Sunday, J., Jamaludin, N., Abdullah, A., ... & Kadir, E. A. (2023). 3-Point block backward differentiation formula with an off-step point for the solutions of stiff chemical reaction problems. Journal of Mathematical Chemistry, 61(1), 75-97.
[CrossRef] [Google Scholar] - Vijitha-Kumara, K. H. Y. (1985). Variable stepsize variable order multistep methods for stiff ordinary differential equations. Iowa State University.
[CrossRef] [Google Scholar] - Cash, J. R. (1980). On the integration of stiff systems of ODEs using extended backward differentiation formulae. Numerische Mathematik, 34(3), 235-246.
[CrossRef] [Google Scholar] - Calvo, M., Montijano, J. I., & Rández, L. (1993). A$_0$-stability of variable stepsize BDF methods. Journal of Computational and Applied Mathematics, 45(1–2), 29–39.
[CrossRef] [Google Scholar] - Alhassan, B., Musa, H., & Naghmeh, A. (2022). Convergence and order of the 2-point diagonally implicit block backward differentiation formula with two off-step points. UMYU Scientifica, 1(2), 30-38.
[CrossRef] [Google Scholar] - Dahlquist, G. (1956). Convergence and stability in the numerical integration of ordinary differential equations. Mathematica Scandinavica, 33-53.
[CrossRef] [Google Scholar] - Martín-Vaquero, J., & Vigo-Aguiar, J. (2007). Adapted BDF algorithms: higher-order methods and their stability. Journal of Scientific Computing, 32(2), 287-313.
[CrossRef] [Google Scholar] - Ola Fatunla, S. (1991). Block methods for second order ODEs. International journal of computer mathematics, 41(1-2), 55-63.
[CrossRef] [Google Scholar] - Okuonghae, R. I., & Ikhile, M. N. O. (2011). $A(\alpha)$-stable linear multistep methods for stiff IVPs in ODEs. Acta Universitatis Palackianae Olomucensis Facultas Rerum Naturalium Mathematica, 50(1), 73-90. https://dml.cz/handle/10338.dmlcz/141714
[Google Scholar] - Mohd Zawawi, I. S., Ibrahim, Z. B., & Othman, K. I. (2015). Derivation of diagonally implicit block backward differentiation formulas for solving stiff initial value problems. Mathematical problems in engineering, 2015(1), 179231.
[CrossRef] [Google Scholar] - Musa, H., & Alhassan, B. (2025). Super class of implicit extended backward differentiation formulae for the numerical integration of stiff initial value problems. Computational Algorithms and Numerical Dimensions, 4(1), 18-33.
[CrossRef] [Google Scholar] - Henrici, P. (1962). Discrete variable methods in ordinary differential equations. New York: Wiley.
[Google Scholar] - Wanner, G., & Hairer, E. (1996). Solving ordinary differential equations II: Stiff and differential-algebraic problems (2nd ed.). Berlin, Heidelberg: Springer.
[CrossRef] [Google Scholar] - Ibrahim, Z. B., Suleiman, M., & Othman, K. I. (2005). Fixed coefficients block backward differentiation formulas for the numerical solution of stiff ordinary differential equations. European Journal of Scientific Research, 21(3), 508-520. http://psasir.upm.edu.my/id/eprint/7019/1/114.pdf#page=138
[Google Scholar] - Soomro, H., Zainuddin, N., Daud, H., Sunday, J., Jamaludin, N., Abdullah, A., ... & Kadir, E. A. (2022). Variable step block hybrid method for stiff chemical kinetics problems. Applied Sciences, 12(9), 4484.
[CrossRef] [Google Scholar] - Yatim, S. A. M., Ibrahim, Z. B., Othman, K. I., & Suleiman, M. B. (2011). A quantitative comparison of numerical method for solving stiff ordinary differential equations. Mathematical Problems in Engineering, 2011(1), 193691.
[CrossRef] [Google Scholar] - Enright, W. H., Hull, T. E., & Lindberg, B. (1975). Comparing numerical methods for stiff systems of ODE: s. BIT Numerical Mathematics, 15(1), 10-48.
[CrossRef] [Google Scholar] - Suleiman, M. B., Musa, H., Ismail, F., & Senu, N. (2013). A new variable step size block backward differentiation formula for solving stiff initial value problems. International Journal of Computer Mathematics, 90(11), 2391-2408.
[CrossRef] [Google Scholar] - Adoghe, L. O., Omole, E. O., & Fadugba, S. E. (2022). Third derivative method for solving stiff system of ordinary differential equations. International Journal of Mathematics in Operational Research, 23(3), 412-425.
[CrossRef] [Google Scholar]
Cite This Article
TY - JOUR AU - Bala, Najamuddeen AU - Musa, Hamisu AU - Alhassan, Buhari PY - 2026 DA - 2026/08/10 TI - A Third-Order Variable Step Size Superclass of Block Backward Differentiation Formula for Efficient Solution of Highly Stiff Differential Systems JO - Journal of Nonlinear Dynamics and Applications T2 - Journal of Nonlinear Dynamics and Applications JF - Journal of Nonlinear Dynamics and Applications VL - 2 IS - 3 SP - 143 EP - 158 DO - 10.62762/JNDA.2026.749084 UR - https://www.icck.org/article/abs/JNDA.2026.749084 KW - nonlinear dynamical systems KW - variable step size KW - superclass KW - block backward differentiation formula KW - convergence AB - This paper develops a third-order fully implicit adaptive variable step-size superclass block backward differentiation formula (VSBBDF3) for the efficient numerical simulation of nonlinear stiff dynamical systems, including oscillatory, chaotic, and reaction-kinetics systems governed by ordinary differential equations. The method extends the classical block BDF framework through a structured superclass coefficient formulation while preserving full implicitness. By computing multiple solution approximations simultaneously within each block, the scheme enhances both stability and computational efficiency. An adaptive step-size strategy controls local truncation errors, enabling dynamic response to rapidly varying stiff behavior. Rigorous theoretical analysis establishes consistency, zero-stability, convergence, and A-stability, confirming their reliability for stiff problems. Nonlinear systems from the implicit formulation are efficiently handled using Newton-type iteration. Extensive numerical experiments on stiff linear, oscillatory, and nonlinear problems demonstrate that the proposed method consistently achieves higher accuracy with competitive computational cost compared to existing methods, including NBDF, VSBBDF, and MATLAB ODE solvers. The results further show that combining block formulation, superclass structure, and adaptive step-size control provides a more effective accuracy-efficiency balance. Overall, the VSBBDF3 method offers a robust, accurate, and efficient framework for the numerical simulation of nonlinear stiff dynamical systems, well suited for scientific and engineering applications in dynamics, control, and bifurcation analysis. SN - 3069-6313 PB - Institute of Central Computation and Knowledge LA - English ER -
@article{Bala2026A,
author = {Najamuddeen Bala and Hamisu Musa and Buhari Alhassan},
title = {A Third-Order Variable Step Size Superclass of Block Backward Differentiation Formula for Efficient Solution of Highly Stiff Differential Systems},
journal = {Journal of Nonlinear Dynamics and Applications},
year = {2026},
volume = {2},
number = {3},
pages = {143-158},
doi = {10.62762/JNDA.2026.749084},
url = {https://www.icck.org/article/abs/JNDA.2026.749084},
abstract = {This paper develops a third-order fully implicit adaptive variable step-size superclass block backward differentiation formula (VSBBDF3) for the efficient numerical simulation of nonlinear stiff dynamical systems, including oscillatory, chaotic, and reaction-kinetics systems governed by ordinary differential equations. The method extends the classical block BDF framework through a structured superclass coefficient formulation while preserving full implicitness. By computing multiple solution approximations simultaneously within each block, the scheme enhances both stability and computational efficiency. An adaptive step-size strategy controls local truncation errors, enabling dynamic response to rapidly varying stiff behavior. Rigorous theoretical analysis establishes consistency, zero-stability, convergence, and A-stability, confirming their reliability for stiff problems. Nonlinear systems from the implicit formulation are efficiently handled using Newton-type iteration. Extensive numerical experiments on stiff linear, oscillatory, and nonlinear problems demonstrate that the proposed method consistently achieves higher accuracy with competitive computational cost compared to existing methods, including NBDF, VSBBDF, and MATLAB ODE solvers. The results further show that combining block formulation, superclass structure, and adaptive step-size control provides a more effective accuracy-efficiency balance. Overall, the VSBBDF3 method offers a robust, accurate, and efficient framework for the numerical simulation of nonlinear stiff dynamical systems, well suited for scientific and engineering applications in dynamics, control, and bifurcation analysis.},
keywords = {nonlinear dynamical systems, variable step size, superclass, block backward differentiation formula, convergence},
issn = {3069-6313},
publisher = {Institute of Central Computation and Knowledge}
}
Article Metrics
Publisher's Note
ICCK stays neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and Permissions
Portico