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Analysis of adaptive BDF2 scheme for diffusion equations
- Publication Year :
- 2019
- Publisher :
- arXiv, 2019.
-
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 $r_k:=\tau_k/\tau_{k-1}\le(3+\sqrt{17})/2\approx3.561$, the adaptive BDF2 time-stepping scheme for linear reaction-diffusion equations is unconditionally stable and (maybe, first-order) convergent in the $L^2$ norm. The second-order temporal convergence can be recovered if almost all of time-step ratios $r_k\le 1+\sqrt{2}$ 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 $H^1$ seminorm) and the $L^2$ norm monotonicity at the discrete levels. An example is included to support our analysis.<br />Comment: 20 pages
- Subjects :
- Backward differentiation formula
Pure mathematics
Algebra and Number Theory
Applied Mathematics
Monotonic function
010103 numerical & computational mathematics
Numerical Analysis (math.NA)
Dissipation
01 natural sciences
Convolution
010101 applied mathematics
Computational Mathematics
Norm (mathematics)
Convergence (routing)
Dissipative system
FOS: Mathematics
Mathematics - Numerical Analysis
0101 mathematics
Variable (mathematics)
Mathematics
65M06, 65M12
Subjects
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....1b5f9884b6e081fb382c68d90b5d8636
- Full Text :
- https://doi.org/10.48550/arxiv.1912.11182