A variational formulation of the BDF2 method for metric gradient flows

Matthes, Daniel; Plazotta, Simon

ESAIM: Mathematical Modelling and Numerical Analysis , Tome 53 (2019) no. 1, pp. 145-172.

Suite au passage du modèle économique de la revue en S20, le texte intégral des articles des années 2019 et 2020 est accessible uniquement sur le site de l'éditeur et est réservé aux abonnés.

We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity – but no smoothness – of the augmented energy functional, we prove well-posedness of the method and convergence of the discrete approximations to a curve of steepest descent. In a smooth Hilbertian setting, classical theory would predict a convergence order of two in time, we prove convergence order of one-half in the general metric setting and under our weak hypotheses. Further, we illustrate these results with numerical experiments for gradient flows on a compact Riemannian manifold, in a Hilbert space, and in the L²-Wasserstein metric.

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