A New Discrete Energy Technique for Multi-Step Backward Difference Formulas

A New Discrete Energy Technique for Multi-Step Backward Difference Formulas

Year:    2022

Author:    Hong-Lin Liao, Tao Tang, Tao Zhou

CSIAM Transactions on Applied Mathematics, Vol. 3 (2022), Iss. 2 : pp. 318–334

Abstract

The backward differentiation formula (BDF) is a popular family of implicit methods for the numerical integration of stiff differential equations. It is well noticed that the stability and convergence of the $A$-stable BDF1 and BDF2 schemes for parabolic equations can be directly established by using the standard discrete energy analysis. However, such classical analysis seems not directly applicable to the BDF-k with 3 ≤ k ≤ 5. To overcome the difficulty, a powerful analysis tool based on the Nevanlinna-Odeh multiplier technique [Numer. Funct. Anal. Optim., 3:377-423, 1981] was developed by Lubich et al. [IMA J. Numer. Anal., 33:1365-1385, 2013]. In this work, by using the so-called discrete orthogonal convolution kernel technique, we recover the classical energy analysis so that the stability and convergence of the BDF-k with 3 ≤ k ≤ 5 can be established.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/csiam-am.SO-2021-0032

CSIAM Transactions on Applied Mathematics, Vol. 3 (2022), Iss. 2 : pp. 318–334

Published online:    2022-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    17

Keywords:    Linear diffusion equations backward differentiation formulas discrete orthogonal convolution kernels positive definiteness stability and convergence.

Author Details

Hong-Lin Liao

Tao Tang

Tao Zhou

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