Using BDF schemes in the temporal integration of POD-ROM methods

TL;DR

This paper analyzes the use of BDF-q schemes for time integration in POD-ROM methods applied to reaction-diffusion PDEs, proving optimal convergence rates and providing pointwise error bounds.

Contribution

It extends the analysis of POD-ROM time integration to BDF-q schemes, demonstrating optimal order convergence and error bounds using difference quotients.

Findings

Proves optimal convergence order q for BDF-q in POD-ROM.

Establishes pointwise-in-time error bounds for the method.

Shows applicability with finite element snapshots and general time integrators.

Abstract

In this paper we consider the numerical approximation of a semilinear reaction-diffusion model problem (PDEs) by means of reduced order methods (ROMs) based on proper orthogonal decomposition (POD). We focus on the time integration of the fully discrete reduced order model. Most of the analysis in the literature has been carried out for the implicit Euler method as time integrator. We integrate in time the reduced order model with the BDF-q time stepping ($1\le q\le 5$) and prove optimal rate of convergence of order $q$ in time. Our set of snapshots is obtained from finite element approximations to the original model problem computed at different times. These finite element approximations can be obtained with any time integrator. The POD method is based on first order difference quotients of the snapshots. The reason for doing this is twofold. On the one hand, the use of difference quotients allow us to provide pointwise-in-time error bounds. On the other, the use of difference quotients is essential to get the expected rate $q$ in time since we apply that the BDF-q time stepping, $1\le q\le 5$, can be written as a linear combination of first order difference quotients.