Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations

Abstract

Implicit-explicit (IMEX) linear multistep time-discretization schemes for partial differential equations have proved useful in many applications. However, they tend to have undesirable time-step restrictions when applied to convection-diffusion problems, unless diffusion strongly dominates and an appropriate BDF-based scheme is selected (Ascher et al., 1995). In this paper, we develop Runge-Kutta-based IMEX schemes that have better stability regions than the best known IMEX multistep schemes over a wide parameter range.