Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations (Q1372695)

Implicit-explicit (IMEX) linear multistep time-discretization schemes have been widely used, especially in conjunction with spectral methods, for the time integration of spatially discretized partial differential equations (PDEs) of diffusion-convection type. In an earlier paper [SIAM J. Numer. Anal. 32, No. 3, 797-823 (1995; Zbl 0841.65081)] the authors analyzed the performance of these schemes and proposed improved new schemes. It turned out, that undesirable time-step restrictions arose when these methods were applied to convection-diffusion problems, unless diffusion strongly dominates and an appropriate backward differentiation formulae based scheme is selected. In this paper the authors develop a number of Runge-Kutta-based IMEX schemes that have better stability regions than the best known IMEX multistep schemes over a wide parameter range.