Maximum time step for the BDF3 scheme applied to gradient flows

DOI10.1007/S10092-020-00393-3MaRDI QIDQ2035643zbMATH OpenOpenAlexFDO

Authors Morgan Pierre

Publication date 25 June 2021

Published in Calcolo (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2002.03925

zbMATH Keywords

gradient systemmultivalued dynamical systemBDF methodsemiconvex functionKurdyka-Łojasiewicz property

Mathematics Subject Classification ID

Numerical methods for stiff equations (65L04) Numerical nonlinear stabilities in dynamical systems (65P40)

Abstract: For backward differentiation formulae (BDF) applied to gradient flows of semiconvex functions, quadratic stability implies the existence of a Lyapunov functional. We compute the maximum time step which can be derived from quadratic stability for the 3-step BDF method (BDF3). Applications to the asymptotic behaviour of sequences generated by the BDF3 scheme are given.

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Cited in

(7)

• Convergence to equilibrium for time and space discretizations of the Cahn-Hilliard equation
• An implicit-explicit second-order BDF numerical scheme with variable steps for gradient flows
• Gradient stability of high-order BDF methods and some applications
• Discrete Energy Analysis of the Third-Order Variable-Step BDF Time-Stepping for Diffusion Equations
• A variational formulation of the BDF2 method for metric gradient flows
• Maximum time step for high order BDF methods applied to gradient flows
• On stability and error estimate of adaptive third-order BDF methods with improved step-size ratio for nonlinear parabolic equations

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