A variational formulation of the BDF2 method for metric gradient flows

DOI10.1051/M2AN/2018045zbMATH Open1416.65150arXiv1711.02935OpenAlexW2962845679MaRDI QIDQ5226424FDOQ5226424

Authors: Daniel Matthes, Simon Plazotta 

Publication date: 31 July 2019

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

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 $L^2$-Wasserstein metric.

Full work available at URL: https://arxiv.org/abs/1711.02935

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zbMATH Keywords

gradient flownonlinear diffusion equationsparabolic equationsminimizing movementssecond order schemeBDF2multistep discretization

Mathematics Subject Classification ID

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)

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Cited In (17)

• A variational Lagrangian scheme for a phase-field model: a discrete energetic variational approach
• Primal dual methods for Wasserstein gradient flows
• Data-driven gradient flows
• A dynamic mass transport method for Poisson-Nernst-Planck equations
• High order schemes for gradient flow with respect to a metric
• A BDF2-approach for the non-linear Fokker-Planck equation
• A convergent entropy-dissipating BDF2 finite-volume scheme for a population cross-diffusion system
• From geodesic extrapolation to a variational BDF2 scheme for Wasserstein gradient flows
• Structure-preserving integrators for dissipative systems based on reversible-irreversible splitting
• An implicit-explicit second-order BDF numerical scheme with variable steps for gradient flows
• Two structure-preserving time discretizations for gradient flows
• Lagrangian schemes for Wasserstein gradient flows
• A multi-step Lagrangian scheme for spatially inhomogeneous evolutionary games
• Simulation of multiphase porous media flows with minimising movement and finite volume schemes
• Particle-based energetic variational inference
• A new minimizing-movements scheme for curves of maximal slope
• Second-order in time schemes for gradient flows in Wasserstein and geodesic metric spaces

Uses Software

• RODAS

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