Time Discretisation of Parabolic Problems with the Variable 3-Step BDF

作者: M. Calvo , R. D. Grigorieff

DOI: 10.1023/A:1021992101967

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摘要: In this paper the stability of 3-step backward differentiation formula (BDF) on variable grids for numerical integration time-dependent parabolic problems is analysed. A inequality with a constant depending in controllable way mesh obtained. particular if ratios rj adjacent mesh-sizes underlying grid satisfy bound ≤ r¯ < 1.199 then any mixture j-step BDF j ∈ {1, 2, 3} stable provided number changes between increasing and decreasing uniformly bounded. From error estimates can be

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