Time-Stepping Methods

Backwards Differentiation Formula (BDF)

Introduced in CS370.

BDF1 = Backward Euler

• the number indicates the order of global error

BDF2 uses current and previous step data: $y_{n+1}=\frac{4}{3}{y}_n-\frac{1}{3}{y}_{n-1}+\frac{2}{3}hf(t_{n+1},y_{n+1})$

BDF2 has local truncation error $O(h^3)$, and is a multi-step scheme.