Variational Extrapolation of Implicit Schemes for General Gradient Flows

DOI10.1137/19M1283963zbMATH Open1453.65277arXiv1908.10246OpenAlexW3091803378MaRDI QIDQ4970517FDOQ4970517

Authors: Alexander Zaitzeff, Selim Esedoḡlu, K. Garikipati 

Publication date: 14 October 2020

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Abstract: We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete approximation to a gradient flow by solving a sequence of optimization problems. In particular, each step entails minimizing the associated energy of the gradient flow plus a movement limiter term that is, in the classical context of steepest descent with respect to an inner product, simply quadratic. A variety of existing unconditionally stable numerical methods can be recognized as (typically just first order accurate in time) minimizing movement schemes for their associated evolution equations, already requiring the optimization of the energy plus a quadratic term at every time step. Therefore, our approach gives a painless way to extend these to high order accurate in time schemes while maintaining their unconditional stability. In this sense, it can be viewed as a variational analogue of Richardson extrapolation.

Full work available at URL: https://arxiv.org/abs/1908.10246

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zbMATH Keywords

extrapolationgradient flowshigh-order schemesminimizing movementsunconditional stability

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Cites Work

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Cited In (10)

• Unconditionally stable methods for gradient flow using convex splitting Runge-Kutta scheme
• High order schemes for gradient flow with respect to a metric
• An implicit-explicit second-order BDF numerical scheme with variable steps for gradient flows
• Variational approach to coarse-graining of generalized gradient flows
• A minimizing-movements approach to GENERIC systems
• High order spatial discretization for variational time implicit schemes: Wasserstein gradient flows and reaction-diffusion systems
• High accuracy solutions to energy gradient flows from material science models
• High order, semi-implicit, energy stable schemes for gradient flows
• Arbitrarily high-order unconditionally energy stable schemes for thermodynamically consistent gradient flow models
• A Modified Crank-Nicolson Numerical Scheme for the Flory-Huggins Cahn-Hilliard Model

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