TY - JOUR T1 - Variable Step-Size Implicit-Explicit Linear Multistep Methods for Time-Dependent Partial Differential Equations AU - Dong Wang & Steven J. Ruuth JO - Journal of Computational Mathematics VL - 6 SP - 838 EP - 855 PY - 2008 DA - 2008/12 SN - 26 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/8663.html KW - Implicit-explicit (IMEX) linear multistep methods, Variable step-size, Zero-stability, Burgers' equation. AB -

Implicit-explicit (IMEX) linear multistep methods are popular techniques for solving partial differential equations (PDEs) with terms of different types. While fixed time-step versions of such schemes have been developed and studied, implicit-explicit schemes also naturally arise in general situations where the temporal smoothness of the solution changes. In this paper we consider easily implementable variable step-size implicit-explicit (VSIMEX) linear multistep methods for time-dependent PDEs. Families of order-$p$, $p$-step VSIMEX schemes are constructed and analyzed, where $p$ ranges from 1 to 4. The corresponding schemes are simple to implement and have the property that they reduce to the classical IMEX schemes whenever constant time step-sizes are imposed. The methods are validated on the Burgers' equation. These results demonstrate that by varying the time step-size, VSIMEX methods can outperform their fixed time step counterparts while still maintaining good numerical behavior.