Maximum time step for the BDF3 scheme applied to gradient flows
Dynamical Systems
2020-02-11 v1 Numerical Analysis
Numerical Analysis
Optimization and Control
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.
Cite
@article{arxiv.2002.03925,
title = {Maximum time step for the BDF3 scheme applied to gradient flows},
author = {Morgan Pierre},
journal= {arXiv preprint arXiv:2002.03925},
year = {2020}
}