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VARIATIONAL EXTRAPOLATION OF IMPLICIT SCHEMES FOR GENERAL GRADIENT FLOWS.

Authors :
ZAITZEFF, ALEXANDER
ESEDOGLU, SELIM
GARIKIPATI, KRISHNA
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]

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