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Gradient stability of high-order BDF methods and some applications

Anass Bouchriti
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Nour Eddine Alaa
  • Function : Author

Abstract

It is well-known that the backward differentation formulae (BDF) of order 1, 2 and 3 are gradient stable. This means that when such a method is used for the time discretization of a gradient flow, the associated discrete dynamical system exhibit properties similar to the continuous case, such as the existence of a Lyapunov functional. By means of a Lojasiewicz-Simon inequality, we prove convergence to equilibrium for the 3-step BDF scheme applied to the Allen-Cahn equation with an analytic nonlinearity. By introducing a notion of quadratic-stability, we also show that the BDF methods of order 4 and 5 are gradient stable, and that the k-step BDF schemes are not gradient stable for k ≥ 7. Some numerical simulations illustrate the theoretical results.
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hal-01818370 , version 1 (19-06-2018)

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Anass Bouchriti, Morgan Pierre, Nour Eddine Alaa. Gradient stability of high-order BDF methods and some applications. 2018. ⟨hal-01818370⟩
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