We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As shown in Boscarino, Filbet and Russo (2016) for Runge-Kutta methods, these semi-implicit techniques give a great flexibility, and allows, in many cases, the construction of simple linearly implicit schemes with no need of iterative solvers. In this work we develop a general setting for the construction of high order semi-implicit linear multistep methods and analyze their stability properties for a prototype linear advection-diffusion equation and in the setting of strong stability preserving (SSP) methods. Our findings are demonstrated on several examples, including nonlinear reaction-diffusion and convection-diffusion problems.
We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which the convection and the source term may have very different time and space scales. As a consequence the nature of the asymptotic limit changes completely, passing from a hyperbolic to a parabolic system. From the computational point of view, standard numerical methods designed for the fluid-dynamic scaling of hyperbolic systems with relaxation present several…
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing restrictions on timestep size. However, implicit methods require solutions to one or more systems of nonlinear equations at each timestep, which for large simulations can be prohibitively expensive. This paper introduces a new family of linearly implicit multistep methods (LIMM), which only requires the solution of one linear system per timestep. Order conditions and …
We consider a finite element method with symmetric stabilisation for the discretisation of the transient convection--diffusion equation. For the time-discretisation we consider either the second order backwards differentiation formula or the Crank-Nicolson method. Both the convection term and the associated stabilisation are treated explicitly using an extrapolated approximate solution. We prove stability of the method and the $τ^2 + h^{p+{\frac12}}$ error estimates for the $L^2$-norm under either the standard hyperbolic CFL condition, when piecewise affine ($p=1$) approximation is used, or in…
A finite element discretization with semi-implicit nonlinear multistep scheme for a two-dimensional competition-diffusion system of three competing species with different mobility rates
College of Integrative Sciences and Arts, Arizona State University（亚利桑那州立大学综合科学与艺术学院）；Department of Mathematics, Jimma University（吉马大学数学系）；Department of Mathematics and Applied Mathematics, University of the Western Cape（西开普大学数学与应用数学系）
Stability analysis of consistent splitting implicit-explicit multistep methods up to ninth-order accuracy for incompressible flows
School of Mathematics, Nanjing University of Aeronautics and Astronautics（南京航空航天大学数学学院）；Key Laboratory of Mathematical Modeling and High Performance Computing of Air Vehicles (NUAA), MIIT（航空飞行器数学建模与高性能计算教育部重点实验室（南航））；School of Mathematics, Nanjing Audit University（南京审计大学数学学院）
Energy Dissipation Analysis of Implicit-Explicit Linear Multistep Methods for Gradient Flows Using General Multipliers
The Chinese University of Hong Kong (Shenzhen)（香港中文大学（深圳））；Shenzhen International Center for Industrial and Applied Mathematics, Shenzhen Research Institute of Big Data（深圳大数据研究院深圳市工业与应用数学中心）；Xiamen University（厦门大学）
Deterministic solutions of the Boltzmann equation represent a real challenge due to the enormous computational effort which is required to produce such simulations and often stochastic methods such as Direct Simulation Monte Carlo (DSMC) are used instead due to their lower computational cost. In this work, we show that combining different technologies for the discretization of the velocity space and of the physical space coupled with suitable time integration techniques, it is possible to compute very precise deterministic approximate solutions of the Boltzmann model in different regimes, from…
A semi-generating function approach to the stability of implicit-explicit multistep methods for nonlinear parabolic equations
Nanjing University of Aeronautics and Astronautics（南京航空航天大学）；Key Laboratory of Mathematical Modeling and High Performance Computing of Air Vehicles (NUAA), MIIT（航空飞行器数学建模与高性能计算重点实验室（工信部））；The Chinese University of Hong Kong (Shenzhen)（香港中文大学（深圳））；Shenzhen International Center for Industrial and Applied Mathematics, Shenzhen Research Institute of Big Data（深圳市大数据研究院工业与应用数学国际中心）；Guangzhou Nanfang College（广州南方学院）；Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）
This article extends the semidiscrete maximal $L^p$-regularity results in [27] to multistep fully discrete finite element methods for parabolic equations with more general diffusion coefficients in $W^{1,d+β}$, where $d$ is the dimension of space and $β>0$. The maximal angles of $R$-boundedness are characterized for the analytic semigroup $e^{zA_h}$ and the resolvent operator $z(z-A_h)^{-1}$, respectively, associated to an elliptic finite element operator $A_h$. Maximal $L^p$-regularity, optimal $\ell^p(L^q)$ error estimate, and $\ell^p(W^{1,q})$ estimate are established for fully discrete fin…
Many hyperbolic and kinetic equations contain a non-stiff convection/transport part and a stiff relaxation/collision part (characterized by the relaxation or mean free time $\varepsilon$). To solve this type of problems, implicit-explicit (IMEX) multistep methods have been widely used and their performance is understood well in the non-stiff regime ($\varepsilon=O(1)$) and limiting regime ($\varepsilon\rightarrow 0$). However, in the intermediate regime (say, $\varepsilon=O(Δt)$), uniform accuracy has been reported numerically without a complete theoretical justification (except some asymptoti…
The purpose of this work is to introduce a new idea of how to avoid the factorization of large matrices during the solution of stiff systems of ODEs. Starting from the general form of an explicit linear multistep method we suggest to adaptively choose its coefficients on each integration step in order to minimize the norm of the residual of an implicit BDF formula. Thereby we reduce the number of unknowns on each step from $n$ to $O(1)$, where $n$ is the dimension of the ODE system. We call this type of methods Minimal Residual Multistep (MRMS) methods. In the case of linear non-autonomous pro…
We present and investigate a new type of implicit fractional linear multistep method of order two for fractional initial value problems. The method is obtained from the second order super convergence of the Grünwald-Letnikov approximation of the fractional derivative at a non-integer shift point. The proposed method is of order two consistency and coincides with the backward difference method of order two for classical initial value problems when the order of the derivative is one. The weight coefficients of the proposed method are obtained from the Grünwald weights and hence computationally e…
This paper proposes several explicit and implicit multistep frequency response optimized integrators considering first or second order derivative. A prediction-based method aiming at accelerating a novel power system transient simulation scheme without impacting its accuracy is further put forward utilizing the proposed numerical integrators and some others available in the literature. Case studies verify the effectiveness of the proposed prediction method. Although they are utilized to accelerate the simulation scheme in this paper, the proposed numerical integrators are in fact general-purpo…
Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this pa- per we study new implicit-explicit methods of general linear type (IMEX-GLMs). We develop an order conditions theory for high stage order partitioned GLMs that share the same abscissae, and show that no additional coupling order conditions are needed. Consequently, GLMs offer an excellent framework for the construction of multi-method integration algorith…
Variable steps implicit-explicit multistep methods for PDEs have been presented in [17], where the zero-stability is studied for ODEs; however, the stability analysis still remains an open question for PDEs. Based on the idea of linear multistep methods, we present a simple weighted and shifted BDF2 methods with variable steps for the parabolic problems, which serve as a bridge between BDF2 and Crank-Nicolson scheme. The contributions of this paper are as follows: we first prove that the optimal adjacent time-step ratios for the weighted and shifted BDF2, which greatly improve the maximum time…
Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further, it is shown that Newton's method, Krylov subspace methods and pseudo-time iterations are globally conservative while the Jacobi and Gauss-Seidel methods are not in general. If pseudo-time iterations using an explicit Runge-Kutta method are applied to a locally conservative discretization, then the resulting scheme is also locally conservative. However, the co…
Exact optimal values of step-size coefficients for boundedness of linear multistep methods
King Abdullah University of Science and Technology（阿卜杜拉国王科技大学）；Eötvös Loránd University（厄特沃什·罗兰大学）；Budapest University of Technology and Economics（布达佩斯技术与经济大学）
A variable stepsize exponential multistep integrator, with contour integral approximation of the operator-valued exponential functions, is proposed for solving semilinear parabolic equations with nonsmooth initial data. By this approach, the exponential k-step method would have $k$th-order convergence in approximating a mild solution, possibly nonsmooth at the initial time. In consistency with the theoretical analysis, a numerical example shows that the method can achieve high-order convergence in the maximum norm for semilinear parabolic equations with discontinuous initial data.
This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element methods. Different implicit and semi-implicit temporal discretization techniques of second-order accuracy are studied. To obtain a linear system for the semi-implicit schemes, we propose second-order techniques using extrapolation formulas and/or semi-implicit Taylor approximations for the temporal discretization of nonlinear terms. A numerical convergence study …
It is a very common practice to use semi-implicit schemes in various computations, which treat selected linear terms implicitly and the nonlinear terms explicitly. For phase-field equations, the principal elliptic operator is treated implicitly to reduce the associated stability constraints while the nonlinear terms are still treated explicitly to avoid the expensive process of solving nonlinear equations at each time step. However, very few recent numerical analysis is relevant to semi-implicit schemes, while "stabilized" schemes have become very popular. In this work, we will consider semi-i…
A new type of low-regularity integrator is proposed for Navier-Stokes equations, coupled with a stabilized finite element method in space. Unlike the other low-regularity integrators for nonlinear dispersive equations, which are all fully explicit in time, the proposed method is semi-implicit in time in order to preserve the energy-decay structure of NS equations. First-order convergence of the proposed method is established independent of the viscosity coefficient $μ$, under weaker regularity conditions than other existing numerical methods, including the semi-implicit Euler method and classi…
In this paper, we propose a new high order semi-implicit scheme for the all Mach full Euler equations of gas dynamics. Material waves are treated explicitly, while acoustic waves are treated implicitly, thus avoiding severe CFL restrictions for low Mach flows. High order accuracy in time is obtained by semi-implicit temporal integrator based on the IMEX Runge-Kutta (IMEX-RK) framework. High order in space is achieved by finite difference WENO schemes with characteristic-wise reconstructions adapted to the semi-implicit IMEX-RK time discretization. Type A IMEX schemes are constructed to handle …
We revise the structure-preserving finite element method in [K. Hu, Y. MA and J. Xu. (2017) Stable finite element methods preserving $\nabla \cdot \mathbf{B}=0$ exactly for MHD models. Numer. Math.,135, 371-396]. The revised method is semi-implicit in time-discretization. We prove the linearized scheme preserves the divergence free property for the magnetic field exactly at each time step. Further, we showed the linearized scheme is unconditionally stable and we obtain optimal convergence in the energy norm of the revised method even for solutions with low regularity.
We introduce a class of high order accurate, semi-implicit Runge-Kutta schemes in the general setting of evolution equations that arise as gradient flow for a cost function, possibly with respect to an inner product that depends on the solution, and we establish their energy stability. This class includes as a special case high order, unconditionally stable schemes obtained via convexity splitting. The new schemes are demonstrated on a variety of gradient flows, including partial differential equations that are gradient flow with respect to the Wasserstein (mass transport) distance.
