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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 , let . For every ,
The multiplier satisfies exactly when . In particular, if for every step, then 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.
Quadratic interpolation gives the variable-step BDF2 formula and cubic residual gives the BDF2 coefficients .
Proof
With , the recurrence is . Substitute and ; the coefficient of cancels, leaving .
Since , division gives . The derivative is positive for , while is equivalent to , or .
The function is continuous and increasing, so for its maximum is . This proves the uniform contraction claim.
Depends on
Used by
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Sources
- G. Söderlind, L. Wang, and S. Zhang, On the zero-stability of multistep methods on smooth nonuniform grids, §4 (standard reference, not scraped)
- Ernst Hairer, Syvert P. Nørsett, and Gerhard Wanner, Solving Ordinary Differential Equations I: Nonstiff Problems, 2nd ed., Chapter III.5, Stability, pp. 402–406 (standard reference, not scraped)