Discrete Energy Analysis of the Third-Order Variable-Step BDF Time-Stepping for Diffusion Equations

Discrete Energy Analysis of the Third-Order Variable-Step BDF Time-Stepping for Diffusion Equations

Year:    2023

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

Journal of Computational Mathematics, Vol. 41 (2023), Iss. 2 : pp. 325–344

Abstract

This is one of our series works on discrete energy analysis of the variable-step BDF schemes. In this part, we present stability and convergence analysis of the third-order BDF (BDF3) schemes with variable steps for linear diffusion equations, see, e.g., [SIAM J. Numer. Anal., 58:2294-2314] and [Math. Comp., 90: 1207-1226] for our previous works on the BDF2 scheme. To this aim, we first build up a discrete gradient structure of the variable-step BDF3 formula under the condition that the adjacent step ratios are less than 1.4877, by which we can establish a discrete energy dissipation law. Mesh-robust stability and convergence analysis in the $L^2$ norm are then obtained. Here the mesh robustness means that the solution errors are well controlled by the maximum time-step size but independent of the adjacent time-step ratios. We also present numerical tests to support our theoretical results.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.2207-m2022-0020

Journal of Computational Mathematics, Vol. 41 (2023), Iss. 2 : pp. 325–344

Published online:    2023-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    20

Keywords:    Diffusion equations Variable-step third-order BDF scheme Discrete gradient structure Discrete orthogonal convolution kernels Stability and convergence.

Author Details

Hong-Lin Liao

Tao Tang

Tao Zhou

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