Time Discretisation of Parabolic Problems with the Variable 3-Step BDF

In this paper the stability of the 3-step backward differentiation formula (BDF) on variable grids for the numerical integration of time-dependent parabolic problems is analysed. A stability inequality with a stability constant depending in a controllable way on the mesh is obtained. In particular if the ratios r _j of adjacent mesh-sizes of the underlying grid satisfy the bound r _j r¯ < 1.199 then any mixture of the j-step BDF for j {1, 2, 3} is stable provided the number of changes between increasing and decreasing mesh-sizes is uniformly bounded. From the stability inequality error estimates can be obtained.