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Maximum time step for the BDF3 scheme applied to gradient flows

For backward differentiation formulae (BDF) applied to gradient flows of semiconvex functions, quadratic stability implies the existence of a Lyapunov functional. We compute the maximum time step which can be derived from quadratic stability for the 3-step BDF method (BDF3). Applications to the asymptotic behaviour of sequences generated by the BDF3 scheme are given.

preprint2020arXivOpen access
Morgan Pierre
math.OCmath.DSmath.NANumerical Analysis
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Morgan Pierre

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