Unconditional stability for multistep ImEx schemes: theory
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Publication:5363385
DOI10.1137/16M1094324zbMATH Open1375.65106arXiv1609.04130OpenAlexW2519149964MaRDI QIDQ5363385FDOQ5363385
Authors: Rodolfo R. Rosales, Benjamin Seibold, Dong Zhou, D. Shirokoff 
Publication date: 6 October 2017
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Abstract: This paper presents a new class of high order linear ImEx multistep schemes with large regions of unconditional stability. Unconditional stability is a desirable property of a time stepping scheme, as it allows the choice of time step solely based on accuracy considerations. Of particular interest are problems for which both the implicit and explicit parts of the ImEx splitting are stiff. Such splittings can arise, for example, in variable-coefficient problems, or the incompressible Navier-Stokes equations. To characterize the new ImEx schemes, an unconditional stability region is introduced, which plays a role analogous to that of the stability region in conventional multistep methods. Moreover, computable quantities (such as a numerical range) are provided that guarantee an unconditionally stable scheme for a proposed implicit-explicit matrix splitting. The new approach is illustrated with several examples. Coefficients of the new schemes up to fifth order are provided.
Full work available at URL: https://arxiv.org/abs/1609.04130
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incompressible Navier-Stokes equationnumerical exampleunconditional stabilityhigh-order time steppinglinear implicit-explicit multistep schemes
Navier-Stokes equations for incompressible viscous fluids (76D05) Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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