Stability of variable-step BDF2 and BDF3 methods

01/03/2022

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by   Zhaoyi Li, et al.

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We prove that the two-step backward differentiation formula (BDF2) method is stable on arbitrary time grids; while the variable-step BDF3 scheme is stable if almost all adjacent step ratios are less than 2.553. These results relax the severe mesh restrictions in the literature and provide a new understanding of variable-step BDF methods. Our main tools include the discrete orthogonal convolution kernels and an elliptic-type matrix norm.