Unconditional Stability for Multistep ImEx Schemes: Practice
For researchers in numerical methods for stiff PDEs, this work provides practical strategies to achieve unconditional stability with multistep ImEx schemes, overcoming limitations of existing methods.
This paper presents strategies for achieving unconditional stability in multistep ImEx schemes for stiff problems, enabling higher-order time stepping not possible with existing SBDF methods. The approach is demonstrated on nonlinear diffusion and incompressible channel flow problems, showing efficient solution of stiff nonlinear/nonlocal problems without implicit treatment.
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.