{ "id": "2001.03974", "version": "v1", "published": "2020-01-12T18:34:04.000Z", "updated": "2020-01-12T18:34:04.000Z", "title": "High order semi-implicit multistep methods for time dependent partial differential equations", "authors": [ "Giacomo Albi", "Lorenzo Pareschi" ], "categories": [ "math.NA", "cs.NA" ], "abstract": "We consider the construction of semi-implicit linear multistep methods which 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, Filbet and Russo (2016) for Runge-Kutta methods, these semi-implicit techniques give a great flexibility, and allows, 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.", "revisions": [ { "version": "v1", "updated": "2020-01-12T18:34:04.000Z" } ], "analyses": { "subjects": [ "65L06", "65M12", "35K57", "76Rxx" ], "keywords": [ "time dependent partial differential equations", "high order semi-implicit multistep methods", "semi-implicit linear multistep" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }