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Preprints, Working Papers, ... Year : 2020

Maximum time step for the BDF3 scheme applied to gradient flows

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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hal-02471665 , version 1 (09-02-2020)

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Morgan Pierre. Maximum time step for the BDF3 scheme applied to gradient flows. 2020. ⟨hal-02471665⟩
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