A Variational Formulation of the BDF2 Method for Metric Gradient Flows
This work provides a new theoretical framework for second-order time discretization of gradient flows in general metric spaces, addressing a gap in existing methods.
The paper introduces a variational formulation of the BDF2 method for approximating gradient flows in metric spaces, proving convergence with order 1/2 under weak assumptions and demonstrating it on several examples.
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 $L^2$-Wasserstein metric.