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Uniform-step BDF2 satisfies the Dahlquist conditions
Example
The variable-step BDF2 formula reduces on a uniform grid to the consistent, zero-stable two-step method
On , , with exact starting values , , the selected implicit branch is explicit and this method converges with global error on each fixed interval.
Facts & Assumptions
Given: The BDF2 procedure Variable-step BDF2 with an explicit local implicit-branch rule, the order and consistency convention Linear multistep methods, consistency, order, and the root condition, and the constant-step theorem Dahlquist equivalence for a consistent linear multistep method.
The BDF2 formula is the equation in Variable-step BDF2 with an explicit local implicit-branch rule with .
Taylor moment conditions characterize the order of a linear multistep method characterizes order at least two by the vanishing moments .
Dahlquist equivalence for a consistent linear multistep method gives global order for a consistent root-condition method of order at least , when the starting errors are and the stated smoothness, Lipschitz, and uniform local selected-branch hypotheses hold.
Verification
Setting in [F1] gives the displayed recurrence. Its coefficients are and , so and .
The moments are , , and . Thus [F2] gives order at least two. The roots are and , both simple, so the root condition holds.
Fix and set , which contains the exact path with distance at least from its boundary. For , the step has the unique explicit root . Supply the algorithm's oracle on these uniform-grid calls by computing this and returning if , or no-root otherwise; the field is everywhere defined and multiple roots are impossible. Direct substitution of gives exact unscaled defect . Hence, if both preceding errors are at most , then for sufficiently small . Prescribing therefore makes the algorithm select the unique root in a uniform local branch around the exact trajectory. The stated starting values are exact.
Apply [F3] with on a fixed interval: the method is consistent by step 1.2, satisfies the root condition, has order at least two, has exact starts, and satisfies the uniform local branch hypothesis by step 1.3. The exact solution is smooth and is state-Lipschitz with on . Therefore the global grid error is .
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