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VARIATIONAL EXTRAPOLATION OF IMPLICIT SCHEMES FOR GENERAL GRADIENT FLOWS.
- Source :
-
SIAM Journal on Numerical Analysis . 2020, Vol. 58 Issue 5, p2799-2817. 19p. - Publication Year :
- 2020
-
Abstract
- We introduce a class of unconditionally energy-stable, high-order-accurate schemes for gradient flows in a very general setting. The new schemes are a high-order analogue of the minimizing-movements approach for generating a time discrete approximation to a gradient flow by solving a sequence of optimization problems. In particular, each step entails minimizing the associated energy of the gradient flow plus a movement limiter term that is, in the classical context of steepest descent with respect to an inner product, simply quadratic. A variety of existing unconditionally stable numerical methods can be recognized as (typically just first-order-accurate-in-time) minimizing-movement schemes for their associated evolution equations, already requiring the optimization of the energy plus a quadratic term at every time step. Therefore, our approach gives a painless way to extend these to high-order-accurate-in-time schemes while maintaining their unconditional stability. In this sense, it can be viewed as a variational analogue of Richardson extrapolation. [ABSTRACT FROM AUTHOR]
- Subjects :
- *EVOLUTION equations
*EXTRAPOLATION
Subjects
Details
- Language :
- English
- ISSN :
- 00361429
- Volume :
- 58
- Issue :
- 5
- Database :
- Academic Search Index
- Journal :
- SIAM Journal on Numerical Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 147633641
- Full Text :
- https://doi.org/10.1137/19M1283963