On a new class of BDF and IMEX schemes for parabolic type equations
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 with being a tunable parameter. These new schemes, with a suitable , 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