A class of exponentially fitted second derivative extended backward differentiation formula for solving stiff problems

An exponentially fitted second derivative extended backward differentiation formula (SDEBDF) is derived from the class of composite, multiderivative linear multistep method with a free parameter to allow for the exponential fitting. Some numerical properties such as stability of the methods are investigated as a pair of predictor-corrector (P-C) technique based on a proposed algorithm, to which the local error estimates are also obtained. The efficiency of the new method tested on some standard prob- lems shows that the method compares favourably with existing methods and with high accuracy.