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The variable-step BDF2 parasitic increment contracts below the sharp ratio threshold

Statement

For the homogeneous vector-valued variable-step BDF2 recurrence obtained from Variable-step BDF2 with an explicit local implicit-branch rule by setting f=0, let Δn=Yn−Yn−1∈Rd. For every rn=hn/hn−1>0,

Δn+1=q(rn)Δn,q(r)=r21+2r.

The multiplier satisfies q(r)≤1 exactly when 0<r≤1+2. In particular, if 0<rn≤r∗<1+2 for every step, then q(rn)≤q∗:=r∗2/(1+2r∗)<1 uniformly.

Facts & Assumptions

Given: The homogeneous variable-step BDF2 equation and the positive step-ratio convention in Variable-step BDF2 with an explicit local implicit-branch rule.

[L1]

Quadratic interpolation gives the variable-step BDF2 formula and cubic residual gives the BDF2 coefficients (1+2rn),−(1+rn)2,rn2.

Proof

1.1givenL1algebra

With f=0, the recurrence is (1+2rn)Yn+1−(1+rn)2Yn+rn2Yn−1=0. Substitute Yn+1=Yn+Δn+1 and Yn−1=Yn−Δn; the coefficient of Yn cancels, leaving (1+2rn)Δn+1=rn2Δn.

2.1step 1.1algebra

Since 1+2rn>0, division gives Δn+1=q(rn)Δn. The derivative q′(r)=2r(1+r)/(1+2r)2 is positive for r>0, while q(r)≤1 is equivalent to r2−2r−1≤0, or r≤1+2.

3.1step 2.1algebra∎

The function q is continuous and increasing, so for rn≤r∗<1+2 its maximum is q∗<1. This proves the uniform contraction claim.

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