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arXiv · 2002.03925

Maximum time step for the BDF3 scheme applied to gradient flows

Morgan Pierre
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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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Morgan Pierre. 2020-02-10. Maximum time step for the BDF3 scheme applied to gradient flows. https://arxiv.org/abs/2002.03925

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