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Analysis of adaptive BDF2 scheme for diffusion equations

Numerical Analysis 2022-01-05 v1 Numerical Analysis

Abstract

The variable two-step backward differentiation formula (BDF2) is revisited via a new theoretical framework using the positive semi-definiteness of BDF2 convolution kernels and a class of orthogonal convolution kernels. We prove that, if the adjacent time-step ratios rk:=τk/τk1(3+17)/23.561r_k:=\tau_k/\tau_{k-1}\le(3+\sqrt{17})/2\approx3.561, the adaptive BDF2 time-stepping scheme for linear reaction-diffusion equations is unconditionally stable and (maybe, first-order) convergent in the L2L^2 norm. The second-order temporal convergence can be recovered if almost all of time-step ratios rk1+2r_k\le 1+\sqrt{2} or some high-order starting scheme is used. Specially, for linear dissipative diffusion problems, the stable BDF2 method preserves both the energy dissipation law (in the H1H^1 seminorm) and the L2L^2 norm monotonicity at the discrete levels. An example is included to support our analysis.

Keywords

Cite

@article{arxiv.1912.11182,
  title  = {Analysis of adaptive BDF2 scheme for diffusion equations},
  author = {Hong-lin Liao and Zhimin Zhang},
  journal= {arXiv preprint arXiv:1912.11182},
  year   = {2022}
}

Comments

20 pages

R2 v1 2026-06-23T12:55:20.779Z