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We analyze fully implicit and linearly implicit backward difference formula (BDF) methods for quasilinear parabolic equations, without making any assumptions on the growth or decay of the coefficient functions. We combine maximal parabolic…

Numerical Analysis · Mathematics 2016-06-14 Georgios Akrivis , Buyang Li , Christian Lubich

In this paper we consider a linearized variable-time-step two-step backward differentiation formula (BDF2) scheme for solving nonlinear parabolic equations. The scheme is constructed by using the variable time-step BDF2 for the linear term…

Numerical Analysis · Mathematics 2025-08-29 Chengchao Zhao , Nan Liu , Yuheng Ma , Jiwei Zhang

First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…

Numerical Analysis · Mathematics 2026-01-06 Georgios Akrivis , Minghua Chen , Fan Yu

We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…

Numerical Analysis · Mathematics 2026-03-25 Haishen Dai , Huan Lei , Bin Zheng

We study systems of nonlinear partial differential equations of parabolic type, in which the elliptic operator is replaced by the first order divergence operator acting on a flux function, which is related to the spatial gradient of the…

Analysis of PDEs · Mathematics 2021-03-29 Miroslav Bulíček , Josef Málek , Erika Maringová

The maximal regularity property of discontinuous Galerkin methods for linear parabolic equations is used together with variational techniques to establish a priori and a posteriori error estimates of optimal order under optimal regularity…

Numerical Analysis · Mathematics 2024-12-13 Georgios Akrivis , Stig Larsson

In this paper, we employ a space-time finite element method to discretize the parabolic initial-boundary value problem and extend its error analysis with refined estimates on unstructured space-time meshes. We establish higher-order…

Numerical Analysis · Mathematics 2025-03-13 Thi Thanh Mai Ta , Quang Huy Nguyen , Phi Hung Pham

For the Landau--Lifshitz--Gilbert (LLG) equation of micromagnetics we study linearly implicit backward difference formula (BDF) time discretizations up to order $5$ combined with higher-order non-conforming finite element space…

Numerical Analysis · Mathematics 2020-03-23 Georgios Akrivis , Michael Feischl , Balázs Kovács , Christian Lubich

A new class of high-order maximum principle preserving numerical methods is proposed for solving parabolic equations, with application to the semilinear Allen--Cahn equation. The proposed method consists of a $k$th-order multistep…

Numerical Analysis · Mathematics 2020-10-20 Buyang Li , Jiang Yang , Zhi Zhou

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

Numerical Analysis · Mathematics 2023-08-22 J Droniou , R Eymard , T Gallouët , C Guichard , R Herbin

We consider a semilinear parabolic equation with a large class of nonlinearities without any growth conditions. We discretize the problem with a discontinuous Galerkin scheme dG(0) in time (which is a variant of the implicit Euler scheme)…

Numerical Analysis · Mathematics 2018-08-17 Dominik Meidner , Boris Vexler

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi

Many hyperbolic and kinetic equations contain a non-stiff convection/transport part and a stiff relaxation/collision part (characterized by the relaxation or mean free time $\varepsilon$). To solve this type of problems, implicit-explicit…

Numerical Analysis · Mathematics 2020-08-19 Jingwei Hu , Ruiwen Shu

Due to the lack of corresponding analysis on appropriate mapping operator between two grids, high-order two-grid difference algorithms are rarely studied. In this paper, we firstly discuss the boundedness of a local bi-cubic Lagrange…

Numerical Analysis · Mathematics 2024-08-14 Bingyin Zhang , Hongfei Fu

When applying the classical multistep schemes for solving differential equations, one often faces the dilemma that smaller time steps are needed with higher-order schemes, making it impractical to use high-order schemes for stiff problems.…

Numerical Analysis · Mathematics 2024-05-02 Fukeng Huang , Jie Shen

A class of linear parabolic equations are considered. We derive a common framework for the a posteriori error analysis of certain second-order time discretisations combined with finite element discretisations in space. In particular we…

Numerical Analysis · Mathematics 2023-04-05 Torsten Linß , Martin Ossadnik , Goran Radojev

We study a second order BDF (Backward Differentiation Formula) scheme for the numerical approximation of parabolic HJB (Hamilton-Jacobi-Bellman) equations. The scheme under consideration is implicit, non-monotone, and second order accurate…

Numerical Analysis · Mathematics 2018-02-21 Olivier Bokanowski , Athena Picarelli , Christoph Reisinger

We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…

Numerical Analysis · Mathematics 2016-08-29 Eric Joseph Hall

A class of linear parabolic equations are considered. We give a posteriori error estimates in the maximum norm for a method that comprises extrapolation applied to the backward Euler method in time and finite element discretisations in…

Numerical Analysis · Mathematics 2022-08-18 Torsten Linß , Goran Radojev

In this paper the well-posedness of some degenerate parabolic equations with a dynamic boundary condition is considered. To characterize the target degenerate parabolic equation from the Cahn-Hilliard system, the nonlinear term coming from…

Analysis of PDEs · Mathematics 2016-08-30 Takeshi Fukao
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