High-order multiderivative IMEX schemes

Abstract

Recently, a 4th-order asymptotic preserving multiderivative implicit-explicit (IMEX) scheme was developed [28]. This scheme is based on a 4th-order Hermite interpolation in time, and uses an approach based on operator splitting that converges to the underlying quadrature if iterated sufficiently. Hermite schemes have been used in astrophysics for decades, particularly for N-body calculations, but not in a form suitable for solving stiff equations. In this work, we extend the 4th-order scheme to higher orders. Such high-order schemes offer advantages when one aims to find high-precision solutions to systems of differential equations containing stiff terms, which occur throughout the physical sciences. We begin by deriving Hermit schemes of arbitrary order and demonstrating how the 4th-order IMEX method generalises in a straightforward manner to any of these schemes. Afterwards, we discuss the stability of Hermite schemes, and prove convergence properties of the corresponding IMEX methods. We then present results for methods ranging from 6th to 12th order and explore a selection of test problems, including both linear and nonlinear ordinary differential equations as well as Burgers' equation. To our knowledge this is also the first time that Hermite time-stepping methods have been applied to partial differential equations. We then discuss some benefits of these schemes, such as their potential for parallelism and low memory usage, as well as limitations and potential drawbacks.