A second order backward difference method with variable steps for a parabolic problem
From MaRDI portal
(Redirected from Publication:1279692)
Initial value problems for second-order parabolic equations (35K15) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)
The numerical solution of a parabolic problem is studied. The equation is discretized in time by means of a second order two step backward difference method with variable time step. A stability result is proved by the energy method under certain restrictions on the ratios of successive time steps. Error estimates are derived and applications are given to homogeneous equations with initial data of low regularity.
Recommendations
Cites work
- A()-stable approximation of abstract Cauchy problems
- Finite Element Multistep Discretizations of Parabolic Boundary Value Problems
- scientific article; zbMATH DE number 4209506 (Why is no real title available?)
- scientific article; zbMATH DE number 4035030 (Why is no real title available?)
- scientific article; zbMATH DE number 3596197 (Why is no real title available?)
- scientific article; zbMATH DE number 1005029 (Why is no real title available?)
- scientific article; zbMATH DE number 1077323 (Why is no real title available?)
- Incomplete Iterations in Multistep Backward Difference Methods for Parabolic Problems with Smooth and Nonsmooth Data
- Numerical solution of an evolution equation with a positive-type memory term
- On the Backward Euler Method for Parabolic Equations with Rough Initial Data
- On the Stability of Variable Stepsize Rational Approximations of Holomorphic Semigroups
- Semidiscretization in Time for Parabolic Problems
- Some Convergence Estimates for Semidiscrete Type Schemes for Time-Dependent Nonselfadjoint Parabolic Equations
- Some Remarks on Variable Step Integration
- Stability of linear multistep methods for sectorial operators in Banach spaces
- Stability of multistep-methods on variable grids
- Stability of Rational Multistep Approximations of Holomorphic Semigroups
- Stability of Time-Stepping Methods for Abstract Time-Dependent Parabolic Problems
- Stability of Two-Step Methods for Variable Integration Steps
- Variable Step Size Multistep Methods for Parabolic Problems
Cited in
(90)- Stability of linear multistep methods and applications to nonlinear parabolic problems.
- Estimates of variable stepsize Runge-Kutta methods for sectorial evolution equations with nonsmooth data
- Time filters increase accuracy of the fully implicit method
- An embedded variable step IMEX scheme for the incompressible Navier-Stokes equations
- Fluid-structure interaction using volume penalization and mass-spring models with application to flapping bumblebee flight
- Stability and error estimates for the variable step-size BDF2 method for linear and semilinear parabolic equations
- Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations
- Linearly implicit variable step-size BDF schemes with Fourier pseudospectral approximation for incompressible Navier-Stokes equations
- Unconditional error analysis of a linearized BDF2 virtual element method for nonlinear Ginzburg-Landau equation with variable time step
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models
- Fully discrete a posteriori error estimates for parabolic integro-differential equations using the two-step backward differentiation formula
- Stability and convergence analysis of adaptive BDF2 scheme for the Swift-Hohenberg equation
- Optimal a posteriori estimators for the variable step-size BDF2 method for linear parabolic equations
- Mesh-robustness of an energy stable BDF2 scheme with variable steps for the Cahn-Hilliard model
- Sharp error estimate of an implicit BDF2 scheme with variable time steps for the phase field crystal model
- A mass-spring fluid-structure interaction solver: application to flexible revolving wings
- Convergence of the variable two-step BDF time discretisation of nonlinear evolution problems governed by a monotone potential operator
- Fully-geometric mesh one-leg methods for the generalized pantograph equation: approximating Lyapunov functional and asymptotic contractivity
- Stability and error of the variable two-step BDF for semilinear parabolic problems
- A convex splitting BDF2 method with variable time-steps for the extended Fisher-Kolmogorov equation
- An energy stable linear BDF2 scheme with variable time-steps for the molecular beam epitaxial model without slope selection
- An adaptive BDF2 implicit time-stepping method for the no-slope-selection epitaxial thin film model
- A posteriori error analysis of two-step backward differentiation formula finite element approximation for parabolic interface problems
- A family of second order methods for variable coefficient fourth order parabolic partial differential equations
- Incomplete Iterations in Multistep Backward Difference Methods for Parabolic Problems with Smooth and Nonsmooth Data
- scientific article; zbMATH DE number 1005029 (Why is no real title available?)
- A discrete Grönwall inequality with applications to numerical schemes for subdiffusion problems
- A second order BDF numerical scheme with variable steps for the Cahn-Hilliard equation
- Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data
- scientific article; zbMATH DE number 781242 (Why is no real title available?)
- On Energy Stable, Maximum-Principle Preserving, Second-Order BDF Scheme with Variable Steps for the Allen--Cahn Equation
- An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function
- On the variable two-step IMEX BDF method for parabolic integro-differential equations with nonsmooth initial data arising in finance
- Analysis of adaptive BDF2 scheme for diffusion equations
- A third order accurate in time, BDF-type energy stable scheme for the Cahn-Hilliard equation
- Shout options: A framework for pricing contracts which can be modified by the investor
- A weak Galerkin finite element method for Allen–Cahn equation with a nonuniform two‐step backward differentiation formula scheme
- Asymptotics and discretization of a weakly singular kernel: application to viscous flows in a network of thin tubes
- Sharp L2 norm convergence of variable-step BDF2 implicit scheme for the extended Fisher-Kolmogorov equation
- Variable-time-step BDF2 nonconforming VEM for coupled Ginzburg-Landau equations
- An implicit-explicit second-order BDF numerical scheme with variable steps for gradient flows
- A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump
- A linear second-order maximum bound principle-preserving BDF scheme for the Allen-Cahn equation with a general mobility
- The variable two-step BDF method for parabolic equations
- A positivity-preserving, energy stable BDF2 scheme with variable steps for the Cahn-Hilliard equation with logarithmic potential
- Stability and convergence of the variable-step time filtered backward Euler scheme for parabolic equations
- Numerical analysis of a convex-splitting BDF2 method with variable time-steps for the Cahn-Hilliard model
- Convergence and superconvergence analysis of a nonconforming finite element variable-time-step BDF2 implicit scheme for linear reaction-diffusion equations
- A priori error estimates of VSBDF2 schemes for solving parabolic distributed optimal control problems
- Nonsmooth data error estimates for fully discrete finite element approximations of semilinear parabolic equations in Banach space
- A linear second order unconditionally maximum bound principle-preserving scheme for the Allen-Cahn equation with general mobility
- Structure-preserving weighted BDF2 methods for anisotropic Cahn-Hilliard model: uniform/variable-time-steps
- A posteriori error estimates and adaptivity for the IMEX BDF2 method for nonlinear parabolic equations
- Error estimates of a two-grid BDF2 virtual element scheme for semilinear parabolic equation
- A robust matrix-free approach for large-scale non-isothermal high-contrast viscosity Stokes flow on blended domains with applications to geophysics
- An adaptive stabilized finite element method for coupled nonlinear reaction-diffusion systems
- Stability and convergence of a variable step generalized BDF2 scheme
- Error estimates of scalar auxiliary variable schemes with variable time steps for the magneto-hydrodynamic equations
- An energy-stable high-accuracy anisotropic nonconforming FEM with variable time-steps for the nonlinear Allen-Cahn equation
- Analysis of a variable stepsize time-filtering algorithm for natural convection problems
- Variable time step operator splitting methods with stability and error estimates for pricing American options
- A linearized time-adaptive second-order backward difference scheme for the Fisher equation and its optimal error estimates
- Temporal error estimates of the BDF2 numerical scheme with variable time steps for the square phase-field crystal model
- Energy dissipation law and maximum bound principle-preserving linear BDF2 schemes with variable steps for the Allen-Cahn equation
- hp-error analysis of a continuous Petrov-Galerkin time-stepping scheme for linear parabolic equations
- An unconditionally energy dissipative, adaptive IMEX BDF2 scheme and its error estimates for Cahn-Hilliard equation on generalized SAV approach
- On stability and error estimate of adaptive third-order BDF methods with improved step-size ratio for nonlinear parabolic equations
- Multiphase Lagrangian differencing dynamics method with sharp interfaces
- A posteriori error estimates and time adaptivity for fully discrete finite element method for the incompressible Navier-Stokes equations
- Error estimates of VBDF2 numerical scheme for Cahn-Hilliard-Navier-Stokes model based on IEQ method
- The weighted and shifted two-step BDF method for Allen-Cahn equation on variable grids
- Adaptation of the composite finite element framework for semilinear parabolic problems
- Convergence analysis of variable-time-step BDF2/spectral approximations for optimal control problems governed by linear reaction-diffusion equations
- Robust second-order VSBDF2 finite element schemes for parabolic distributed optimal control problems
- Optimal error estimations and superconvergence analysis of anisotropic FEMs with variable time steps for reaction-diffusion equations
- High-order accurate variable time step compact schemes for pricing vanilla and exotic options
- Superconvergnce analysis of an energy-stable implicit scheme with variable time steps and anisotropic spatial nonconforming finite elements for the nonlinear Sobolev equations
- Error estimates of a SAV-BDF2 finite element method with variable time steps for the Cahn-Hilliard-Navier-Stokes phase-field model
- Third-order convergence of three-step BDF method for Navier-Stokes equations with H^1 initial data
- Convergence analysis of weak Galerkin finite element variable-time-step BDF2 implicit scheme for parabolic equations
- Variable-time-step weighted IMEX FEMs for nonlinear evolution equations
- An implicit-explicit BDF2 method with variable time steps for the Ericksen-Leslie model
- Robust error estimates for second-order stabilization finite element method for Navier-Stokes equations with small viscosity and nonsmooth initial data
- Variable step-size BDF3 method for Allen-Cahn equation
- A novel efficient generalized energy-optimized exponential SAV scheme with variable-step BDFk method for gradient flows
- Sharp error estimate of variable time-step IMEX BDF2 scheme for parabolic integro-differential equations with initial singularity arising in finance
- Error estimation for numerical approximations of ODEs via composition techniques. II: BDF methods
- Numerical simulation of fluid-structure interaction with the volume penalization method
- Unconditional error estimate of a nonconforming virtual element method for Allen-Cahn equation with a variable-time-step BDF2 scheme
- Analysis of the second-order BDF scheme with variable steps for the molecular beam epitaxial model without slope selection
This page was built for publication: A second order backward difference method with variable steps for a parabolic problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1279692)
