High Order Semi-implicit Multistep Methods for Time-Dependent Partial Differential Equations

Abstract

We consider the construction of semi-implicit linear multistep methods that 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 et al. (J. Sci. Comput. 68: 975–1001, 2016) for Runge-Kutta methods, these semi-implicit techniques give a great flexibility, and allow, 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.