High-Order Semi-implicit Schemes for Evolutionary Partial Differential Equations with Higher Order Derivatives

Abstract

The aim of this work is to apply a semi-implicit (SI) strategy in an implicit-explicit (IMEX) Runge–Kutta (RK) setting introduced in Boscarino et al. (J Sci Comput 68:975–1001, 2016) to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives. This strategy gives a great flexibility to treat these equations, and allows the construction of simple linearly implicit schemes without any Newton’s iteration. Furthermore, the SI IMEX-RK schemes so designed does not need any severe time step restriction that usually one has using explicit methods for the stability, i.e. Delta t = {mathcal {O}}(Delta t^k) for the kth (k ge 2) order PDEs. For the space discretization, this strategy is combined with finite difference schemes. We illustrate the effectiveness of the schemes with many applications to dissipative, dispersive and biharmonic-type equations. Numerical experiments show that the proposed schemes are stable and can achieve optimal orders of accuracy.