Maximum time step for high order BDF methods applied to gradient flows

Morgan Pierre (1)

1 LMA [Poitiers] - Laboratoire de mathématiques et applications [UMR 7348]

For a backward differentiation formula (BDF) applied to the gradient flow of a semiconvex function, quadratic stability implies gradient stability. Namely, it is possible to build a Lyapunov functional for the discrete-in-time dynamical system, with a restriction on the time step. The maximum time step which can be derived from quadratic stability has previously been obtained for the BDF1, BDF2 and BDF3 schemes. Here, we compute it for the BDF4 and BDF5 methods. We also prove that the BDF6 scheme is not quadratically stable. Our results are based on the tools developed by Dahlquist and other authors to show the equivalence of A-stability and G-stability.

Mots clés: gradient flow; BDF method; semiconvex function; Lasalle's invariance principle; Lojasiewicz inequality; Allen-Cahn equation

Domaines: Analyse numérique [math.NA]; Equations aux dérivées partielles [math.AP]; Optimisation et contrôle [math.OC]

Morgan Pierre. Maximum time step for high order BDF methods applied to gradient flows. 2021. ⟨hal-03438159⟩