Linear multi-step methods and their numerical stability for solving gradient flow equations
A-stable and G-stablegradient flowlinear multi-step methodscalar auxiliary variableunconditionally energy stable
Initial-boundary value problems for higher-order parabolic equations (35K35) Nonlinear parabolic equations (35K55) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
The authors discuss the relation between the unconditionally energy stability and the A-/G-stability for gradient flows under the linear multi-step framework. Using the concept of AUES (Absolutely Unconditional Energy Stable), it is shown that the AUES is equivalent to the A-/G-stability. Thanks to the idea of the SAV (Scalar Auxiliary Variable) with Lagrange multiplier, an equivalent gradient flow system is discretized by using linear multi-step method in time and the Fourier pseudo-spectral method in space. It is proved that the established fully-discrete scheme is AUES if and only if the linear multi-step method is A-/G-stable. An easily-checked criterion is provided to verify whether the linear multi-step numerical method is AUES. It is proved also that these AUES schemes not only include the commonly-used backward Euler, Crank-Nicolson, second-order backward differentiation formula (BDF2) schemes, but also include some generalized Adams and Nyström schemes. Some numerical tests are presented to support the theoretical results.
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