Linearly implicit methods for nonlinear PDEs with linear dispersion and dissipation

Abstract

The linear stability of IMEX (IMplicit–EXplicit) methods and exponential integrators for stiff systems of ODEs arising in the discrete solution of PDEs is examined for nonlinear PDEs with both linear dispersion and dissipation, and a clear method of visualization of the linear stability regions is proposed. Predictions are made based on these visualizations and are supported by a series of experiments on five PDEs including quasigeostrophic equations and stratified Boussinesq equations. The experiments, involving 24 IMEX and exponential methods of third and fourth order, confirm the predictions of the linear stability analysis, that the methods are typically limited by small eigenvalues of the linear term and by eigenvalues on or near the imaginary axis rather than by large eigenvalues near the negative real axis. The experiments also demonstrate that IMEX methods achieve comparable stability to exponential methods, and that exponential methods are significantly more accurate only when the problem is nearly linear. Novel IMEX predictor–corrector methods are also derived.