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Energy-rate equidistribution for adaptive SSAV--BDF2 integration of gradient flows

Suki Shergill, JF Williams

arXiv:2610.30454v1math.NAcs.NA

TL;DR

Variable-step BDF2 loses the telescoping energy identity, while gradient-flow simulations need steps adapted to changing energy-dissipation rates. The paper develops an energy-rate controller with rejection for SSAV–BDF2; its monitor is asymptotically optimal for the leading symmetric-energy discrepancy, and accepted steps yield a uniform physical-energy bound and second-order accuracy under step-ratio restrictions.

  • Problem

    Variable-step BDF2 loses the telescoping energy identity used in constant-step analysis, complicating energy analysis for adaptive gradient-flow integration.

    Source: §1 · p. 2
  • Method

    The controller selects and rejects steps using energy-based criteria, while equidistributing |Ė| as a monitor for SSAV–BDF2 integration.

    Source: §1 · p. 2, §4.1 · p. 10
  • Results

    The monitor |Ė| asymptotically minimizes the leading maximum symmetric-energy discrepancy for a fixed step count, and accepted steps give a uniform physical-energy bound with second-order accuracy under standard step-ratio restrictions.

    Source: §6 · pp. 19, 22
  • Takeaways & Limitations

    Across the tested Cahn–Hilliard, Ohta–Kawasaki, PFC, and FCH problems, the controller takes smaller steps during rapid energy changes and grows them on plateaus without accepted steps violating energy monotonicity.

    Source: §6 · p. 22

    Extending the analysis to higher-order BDF methods requires accounting for their higher-order local truncation errors, and long-time usefulness of the energy bounds depends on the flow’s asymptotic dynamics.

    Source: §6 · p. 22

Abstract

from arXiv · show

We develop an adaptive time-stepping strategy for scalar auxiliary variable (SAV) schemes combined with variable-step BDF2 discretization for gradient flows. The strategy selects step sizes based on the instantaneous energy dissipation rate and enforces monotonicity of a computable symmetric energy through a step rejection mechanism. We show that the step-size rules used in practice correspond to equidistributing a monitor function along the energy curve, connecting energy-adaptive time stepping to the classical theory of r-adaptive mesh methods. The monitor $g = |\dot{E}|$ is asymptotically optimal as it minimises the leading-order maximum symmetric-energy discrepancy for a given number of steps. A combined monitor that switches to $g = \sqrt{|\dot{E}|}$ near equilibrium caps step growth without degrading this error bound. The arclength parameter $\beta$ used in prior work is shown to be the ratio of the largest permitted step to the energy-error tolerance. The controller is paired with the SSAV--BDF2 discretization. Accepted steps satisfy monotonicity of the symmetric energy, from which we deduce a bound on the physical energy that is uniform in the number of steps, $\sup_n E(u^n) \le E(u^{0}) + \tau_1 + O(\Delta t_{\max}^2)$, and the scheme achieves second-order global accuracy under standard step-ratio restrictions. Numerical experiments on Cahn--Hilliard, Ohta--Kawasaki, Phase--Field Crystal, and functionalized Cahn--Hilliard models confirm the theory and demonstrate the method's efficiency.

1 Introduction

Gradient-flow simulations need adaptive steps because energy changes at widely varying rates, while variable-step BDF2 complicates energy analysis. The paper develops an energy-rate controller for SSAV–BDF2, analyzes its monitors, and tests it on four gradient-flow models.

1 Introduction

  • Variable-step BDF2 loses the telescoping energy identity, and SAV/SSAV coupling adds consistency errors.Source: §1 · p. 2
  • Energy-rate step selection equidistributes a monitor along the energy curve, and g = |Ė| asymptotically minimizes the leading maximum symmetric-energy discrepancy for a fixed step count.The analysis also interprets β as the ratio of the largest permitted step to the energy-error tolerance.Source: §1 · p. 2
  • The combined monitor uses g = |dot E| during rapid dissipation and near equilibrium, capping step growth where the first rule becomes too loose and bounding symmetric-energy discrepancy by user-defined τ1/2 in both regimes.Source: §1 · p. 2
  • Accepted SSAV–vBDF2 steps satisfy symmetric-energy monotonicity, yielding a physical-energy bound uniform in step count and second-order accuracy under standard step-ratio restrictions.Source: §1 · p. 3
  • The method is tested on Cahn–Hilliard, Ohta–Kawasaki, Phase–Field Crystal, and functionalized Cahn–Hilliard problems against fixed-step SSAV–BDF2 at matched accuracy.Source: §1 · p. 3

2 Problem Setup and Discretization

The setup treats gradient flows with energies split into linear and nonlinear parts, reformulates them using a scalar auxiliary variable, and discretizes them with stabilized variable-step BDF2. The framework includes stated regularity and positivity assumptions and preserves mass under the specified boundary conditions.

2.1 Continuous Problem

  • The continuous problem uses an energy split into linear and nonlinear parts, with differentiability and positivity assumptions on the nonlinear energy; gradient-dependent nonlinear terms can be handled through its full variational derivative.For pointwise nonlinearities, F is assumed to have bounded second and third derivatives on the relevant solution range and to be bounded below after a shift.Source: §2.1 · p. 3

2.2 SAV Reformulation

  • The SAV reformulation introduces an auxiliary variable and yields a modified energy that is nonincreasing, coinciding with the physical energy when w² = Enl(u) + C.For gradient-dependent nonlinear energies, the construction uses the full variational derivative and a problem-specific splitting.Source: §2.2 · pp. 3–4, §2.1 · p. 3

2.3 Variable-Step BDF2 Discretization

  • The discretization combines stabilized SAV with variable-step BDF2 in a linearly implicit scheme, and the Laplacian dissipative direction also preserves mass under periodic or homogeneous Neumann boundary conditions.The cited prior work reports that stabilization permits larger steps and that SSAV maintains second-order accuracy in an FCH accuracy test where SAV loses accuracy above Δt > 5 × 10^-4.Source: §2.3 · p. 4

3 Energy-Rate Equidistribution

The section recasts energy-based step selection as monitor equidistribution along an energy curve. It links the symmetric-energy discrepancy to the dissipation rate, establishes an asymptotically optimal monitor, and develops a practical combined rule.

3 Energy-Rate Equidistribution

  • Energy-rate monitoring redistributes time points so rapid changes occupy more of the computational interval and are resolved more uniformly.This is a one-dimensional r-adaptivity view: large monitor values produce smaller physical steps, while small values produce larger ones.Source: §3 · p. 5

3.1 Symmetric energy and its relation to dissipation rate

  • The leading symmetric-energy discrepancy is proportional to the step size times the absolute energy dissipation rate, making that rate a natural adaptive signal.Controlling this product bounds the departure from physical energy, with a second-order step-size remainder.Source: §3.1 · pp. 6–7

3.2 Equidistribution framework

  • Equidistributing g = |dE/dt| asymptotically minimizes the leading-order maximum symmetric-energy discrepancy for a fixed number of steps.The result assumes a positive dissipation-rate monitor; exactly flat intervals make the ideal monitor degenerate.Source: §3.2 · pp. 7–8
  • A combined rule uses |dE/dt| during rapid dissipation and caps step growth near equilibrium, preserving the symmetric-energy discrepancy bound.Near equilibrium, the square-root-rate rule limits step growth even as the dissipation rate tends to zero; the combined rule's local discrepancy is bounded by the tolerance up to a second-order remainder.Source: §3.2 · pp. 8–9
  • The scaled-arclength parameter β equals the ratio of the largest permitted step to the energy-error tolerance.Equivalently, 1/β is the dissipation rate at which the step-size and energy-error constraints balance.Source: §3.2 · p. 9

3.2.1 Energy–rate–based timestep selection

  • The practical controller estimates the recent dissipation rate from the newest symmetric-energy difference and uses that estimate in the adaptive rules.The discrete estimator approximates the continuous rate to O(h), so the same bounds hold with modified constants.Source: §3.2.1 · p. 9

4 The Adaptive SSAV–vBDF2 Algorithm

The algorithm combines an energy-rate step proposal with a symmetric-energy acceptance test for SSAV–vBDF2. The analysis gives a step-count-independent physical-energy bound and second-order convergence under bounded step ratios; the Cahn–Hilliard comparison favors the combined stepper and Δt2 on energy error.

4.1 Algorithm

  • The controller proposes a step from the energy-rate monitor, applies step and ratio bounds, then rejects and reduces steps until symmetric energy does not increase or the floor is reached.The rejection floor is max(Δtmin, ρminΔtn−1), preserving the lower step-ratio restriction needed for the convergence result.Source: §4.1 · p. 10

4.2 Energy stability of accepted steps

  • Accepted symmetric-energy values form a monotone chain, yielding a physical-energy bound uniform in step count under the combined rule and stated smoothness assumptions.The tolerance caps the total admissible physical-energy rise over the integration, rather than only the rise per step.Source: §4.2 · p. 11
  • The per-step physical-energy deviation depends on step-ratio changes and can persist as the step size tends to zero at a fixed ratio above one.When ratios are non-increasing, the middle term vanishes; when |ρn − 1| = O(Δtn), the bound is O(Δt_n^2) overall.Source: §4.2 · p. 11

4.3 Convergence

  • SSAV–vBDF2 achieves second-order global accuracy for sufficiently smooth solutions when step sizes are bounded and ratios remain in the stated zero-stability range.The controller enforces bounded ratios, allowing standard variable-step convergence theory to apply.Source: §4.3 · p. 12

4.4 Time-stepper comparison

  • For the Cahn–Hilliard comparison, Δt2 and the combined stepper perform best on energy error, followed by Δt1 and AM3.The comparison plots error against FFT count; Δt1 misses a small energy dip between t = 31 and 32, while Δt1 and scaled arclength behave similarly.Source: §4.4 · p. 12

5 Numerical Experiments

The experiments test the adaptive stepper on four gradient-flow models, report second-order convergence for the solution variable in a Cahn–Hilliard study, and compare adaptive with fixed-step efficiency. The examples also show time-step changes tracking energy activity, with rejected steps concentrated early in runs that use random initial data.

5.1 Implementation details

  • The implementation bounds physical step sizes between Δtmin and Δtmax = τ/δ and limits step-ratio changes using ρmin and ρmax.The examples set τ = τ1 = τ2, and use BDF1 for the first step.Source: §5.1 · pp. 12, 14

5.2 Convergence study with exact solution

  • The Cahn–Hilliard convergence study shows second-order convergence for u and first-order convergence for max |Esym − E|.The reported errors average five runs with different random seeds.Source: §5.2 · p. 14, Table 2 · p. 15, Figure 3 · p. 15

5.3 Cahn–Hilliard spot collapse

  • In the Cahn–Hilliard spot-collapse run, the time step decreases during the rapid energy drop around t = 19 and increases as energy flattens after t = 20.The experiment starts from two circles with different radii.Source: §5.3 · p. 15, Figure 4 · p. 16

5.4 Ohta–Kawasaki mixed states

  • Across three Ohta–Kawasaki runs, time steps increase while energy is flat, decrease as it falls, then increase as it flattens; early rejections are negligible.The runs use different mean values, and rejected steps occur at the start.Source: §5.4 · p. 16, Table 3 · p. 16, Figure 5 · p. 17

5.5 Phase–Field Crystal in 3D

  • For the 3D PFC run, step sizes fluctuate with the dissipation rate even when energy appears flat; 250 of 1,049 attempted steps are rejected, mostly within t ∈ [0, 2.5].At most one rejection occurs per time step.Source: §5.5 · p. 18, Figure 6 · p. 18, Figure 7 · p. 19

5.6 Functionalized Cahn–Hilliard

  • In the FCH meandering-instability run, profiles resemble those in; time steps decrease as energy falls through t ∈ [0, 20] and increase after it flattens.The results are compared with.Source: §5.6 · pp. 18–19

5.7 Efficiency comparison

  • Adaptive stepping gives approximately 10× speedup for Cahn–Hilliard and Ohta–Kawasaki, 18.9× for PFC, and 3.5× for FCH against matched-accuracy fixed steps.The comparison uses FFT evaluations and the L2 norm of |Esym − E(u)|.Source: §5.7 · p. 19

6 Conclusions

The conclusions establish energy-rate monitor equidistribution and pair the adaptive controller with SSAV–vBDF2 for energy control and second-order accuracy. They also identify open extensions and boundaries for higher-order, long-time, and vector-valued settings.

  • g = |dot E| asymptotically minimizes the leading-order maximum symmetric-energy discrepancy for a fixed step budget, with optimum (E(0) - E(T))/(2N).Source: §6 · p. 19
  • The combined monitor switches to sqrt(|dot E|) near equilibrium, capping step growth while keeping Delta t_n|dot E_n| bounded by tau1 in both regimes.Source: §6 · p. 19
  • The prior-work arclength parameter beta is the ratio of the largest permitted step to the energy-error tolerance.Source: §6 · pp. 19, 22
  • sup_n E(u^n) <= E(u^0) + tau1 + O(Delta t_max^2) bounds physical energy uniformly in step count after accepted symmetric-energy steps.The controller accepts steps only when the computable symmetric energy does not increase.Source: §6 · p. 22
  • SSAV–vBDF2 achieves second-order global accuracy under standard step-ratio restrictions, and tests across four gradient-flow models show small steps during rapid energy changes and larger steps on plateaus.No accepted test step violated energy monotonicity.Source: §6 · p. 22
  • Extensions to higher-order BDF methods, long-time bounds, and vector-valued flows require further analysis of truncation error, flow-specific asymptotics, and interacting dissipation mechanisms.Source: §6 · p. 22

Declaration of generative AI

The authors disclose using Writefull for paraphrasing and editing and Claude Code for code comments and debugging; they reviewed and edited the output and take responsibility for the publication.

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