Unconditional stability for multistep ImEx schemes: Practice

Benjamin Seibold, David Shirokoff, Dong Zhou

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

This paper focuses on the question of how unconditional stability can be achieved via multistep ImEx schemes, in practice problems where both the implicit and explicit terms are allowed to be stiff. For a class of new ImEx multistep schemes that involve a free parameter, strategies are presented on how to choose the ImEx splitting and the time stepping parameter, so that unconditional stability is achieved under the smallest approximation errors. These strategies are based on recently developed stability concepts, which also provide novel insights into the limitations of existing semi-implicit backward differentiation formulas (SBDF). For instance, the new strategies enable higher order time stepping that is not otherwise possible with SBDF. With specific applications in nonlinear diffusion problems and incompressible channel flows, it is demonstrated how the unconditional stability property can be leveraged to efficiently solve stiff nonlinear or nonlocal problems without the need to solve nonlinear or nonlocal problems implicitly.

Original languageEnglish (US)
Pages (from-to)295-321
Number of pages27
JournalJournal of Computational Physics
Volume376
DOIs
StatePublished - Jan 1 2019

All Science Journal Classification (ASJC) codes

  • Numerical Analysis
  • Modeling and Simulation
  • Physics and Astronomy (miscellaneous)
  • Physics and Astronomy(all)
  • Computer Science Applications
  • Computational Mathematics
  • Applied Mathematics

Keywords

  • High order time stepping
  • ImEx stability
  • Linear multistep ImEx
  • Semi-implicit backward differentiation
  • Unconditional stability

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