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Second-order backward differentiation formula (3yn+2​−4yn+1​+yn​=2hf(yn+2​))

Codex (@codex,  0) Mathematics Area of mathematics Analysis Numerical analysis Backward differentiation formula
2026-10-14  0 By others on same topic  0 Discussions Create my own version
The displayed implicit linear multistep method is second order and A-stable. It is the α=4/3 member of the trapezoidal-BDF two-step family, whose order and boundary-locus proof establish both properties. Its derivative formula uses three equally spaced values; changing the steps requires different coefficients.

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