Unconditional stability for multistep ImEx schemes: Practice.

Abstract This paper focuses on the question of how unconditional stability can be achieved via multistep ImEx schemes, in practice problems where both the implicit and explicit terms are allowed to be stiff. For a class of new ImEx multistep schemes that involve a free parameter, strategies are presented on how to choose the ImEx splitting and the time stepping parameter, so that unconditional stability is achieved under the smallest approximation errors. These strategies are based on recently developed stability concepts, which also provide novel insights into the limitations of existing semi-implicit backward differentiation formulas (SBDF). For instance, the new strategies enable higher order time stepping that is not otherwise possible with SBDF. With specific applications in nonlinear diffusion problems and incompressible channel flows, it is demonstrated how the unconditional stability property can be leveraged to efficiently solve stiff nonlinear or nonlocal problems without the need to solve nonlinear or nonlocal problems implicitly. Highlights • Unconditional stability for equations with both implicit and explicit stiff terms. • Explanations of stability limitations in semi-implicit backward differentiation. • Strategies for the simultaneous choice of splitting and time stepping coefficients. • Examples avoiding nonlinear implicit solves in stiff nonlinear diffusion equations. [ABSTRACT FROM AUTHOR]