Using BDF Schemes in the Temporal Integration of POD-ROM Methods

Abstract In this paper we consider the numerical approximation of a semilinear reaction-diffusion model problem 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 ( $$1\le q\le 5$$ 1 ≤ q ≤ 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. It is known that the use of difference quotients in the set of snapshots allows to provide pointwise-in-time error bounds. On the other hand, we show that the BDF-q time stepping, $$1\le q\le 5$$ 1 ≤ q ≤ 5 , can be written as a linear combination of first order difference quotients. As a consequence, the use of difference quotients is essential to get the expected rate q in time. For those reasons, the POD method in this paper is based on first order difference quotients of the snapshots.