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Analysis of adaptive BDF2 scheme for diffusion equations

(1912.11182)
Published Dec 24, 2019 in math.NA and cs.NA

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 $rk:=\tauk/\tau{k-1}\le(3+\sqrt{17})/2\approx3.561$, the adaptive BDF2 time-stepping scheme for linear reaction-diffusion equations is unconditionally stable and (maybe, first-order) convergent in the $L2$ norm. The second-order temporal convergence can be recovered if almost all of time-step ratios $rk\le 1+\sqrt{2}$ 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 $H1$ seminorm) and the $L2$ norm monotonicity at the discrete levels. An example is included to support our analysis.

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