A variational formulation of the BDF2 method for metric gradient flows
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gradient flownonlinear diffusion equationsparabolic equationsminimizing movementssecond order schemeBDF2multistep discretization
Variational methods applied to PDEs (35A15) Initial value problems for nonlinear higher-order PDEs (35G25) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Evolution inclusions (34G25) Numerical solutions to abstract evolution equations (65J08) Initial value problems for higher-order parabolic systems (35K46)
Abstract: We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no smoothness --- of the augmented energy functional, we prove well-posedness of the method and convergence of the discrete approximations to a curve of steepest descent. In a smooth Hilbertian setting, classical theory would predict a convergence order of two in time, we prove convergence order of one-half in the general metric setting and under our weak hypotheses. Further, we illustrate these results with numerical experiments for gradient flows on a compact Riemannian manifold, in a Hilbert space, and in the -Wasserstein metric.
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Cited in
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- Second-order in time schemes for gradient flows in Wasserstein and geodesic metric spaces
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