Unconditionally optimal error estimate of a linearized variable-time-step BDF2 scheme for nonlinear parabolic equations

Fuente: arXiv
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Autores principales: Zhao, Chengchao, Liu, Nan, Ma, Yuheng, Zhang, Jiwei
Formato: Preprint
Publicado: 2022
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author Zhao, Chengchao
Liu, Nan
Ma, Yuheng
Zhang, Jiwei
author_facet Zhao, Chengchao
Liu, Nan
Ma, Yuheng
Zhang, Jiwei
contents In this paper we consider a linearized variable-time-step two-step backward differentiation formula (BDF2) scheme for solving nonlinear parabolic equations. The scheme is constructed by using the variable time-step BDF2 for the linear term and a Newton linearized method for the nonlinear term in time combining with a Galerkin finite element method (FEM) in space. We prove the unconditionally optimal error estimate of the proposed scheme under mild restrictions on the ratio of adjacent time-steps, i.e. $0<r_k < r_{\max} \approx 4.8645$ and on the maximum time step. The proof involves the discrete orthogonal convolution (DOC) and discrete complementary convolution (DCC) kernels, and the error splitting approach. In addition, our analysis also shows that the first level solution $u^1$ obtained by BDF1 (i.e. backward Euler scheme) does not cause the loss of global accuracy of second order. Numerical examples are provided to demonstrate our theoretical results.
format Preprint
id arxiv_https___arxiv_org_abs_2201_06008
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Unconditionally optimal error estimate of a linearized variable-time-step BDF2 scheme for nonlinear parabolic equations
Zhao, Chengchao
Liu, Nan
Ma, Yuheng
Zhang, Jiwei
Numerical Analysis
65M06, 65M12
In this paper we consider a linearized variable-time-step two-step backward differentiation formula (BDF2) scheme for solving nonlinear parabolic equations. The scheme is constructed by using the variable time-step BDF2 for the linear term and a Newton linearized method for the nonlinear term in time combining with a Galerkin finite element method (FEM) in space. We prove the unconditionally optimal error estimate of the proposed scheme under mild restrictions on the ratio of adjacent time-steps, i.e. $0<r_k < r_{\max} \approx 4.8645$ and on the maximum time step. The proof involves the discrete orthogonal convolution (DOC) and discrete complementary convolution (DCC) kernels, and the error splitting approach. In addition, our analysis also shows that the first level solution $u^1$ obtained by BDF1 (i.e. backward Euler scheme) does not cause the loss of global accuracy of second order. Numerical examples are provided to demonstrate our theoretical results.
title Unconditionally optimal error estimate of a linearized variable-time-step BDF2 scheme for nonlinear parabolic equations
topic Numerical Analysis
65M06, 65M12
url https://arxiv.org/abs/2201.06008