English

On a new class of BDF and IMEX schemes for parabolic type equations

Numerical Analysis 2024-05-02 v1 Numerical Analysis

Abstract

When applying the classical multistep schemes for solving differential equations, one often faces the dilemma that smaller time steps are needed with higher-order schemes, making it impractical to use high-order schemes for stiff problems. We construct in this paper a new class of BDF and implicit-explicit (IMEX) schemes for parabolic type equations based on the Taylor expansions at time tn+βt^{n+\beta} with β>1\beta > 1 being a tunable parameter. These new schemes, with a suitable β\beta, allow larger time steps at higher-order for stiff problems than that is allowed with a usual higher-order scheme. For parabolic type equations, we identify an explicit uniform multiplier for the new second- to fourth-order schemes, and conduct rigorously stability and error analysis by using the energy argument. We also present ample numerical examples to validate our findings.

Keywords

Cite

@article{arxiv.2405.00300,
  title  = {On a new class of BDF and IMEX schemes for parabolic type equations},
  author = {Fukeng Huang and Jie Shen},
  journal= {arXiv preprint arXiv:2405.00300},
  year   = {2024}
}

Comments

This article was accepted for publication in the SIAM Journal on Numerical Analysis on April 30, 2024