VARIABLE STEP-SIZE IMPLICIT-EXPLICIT LINEAR MULTISTEP METHODS FOR TIME-DEPENDENT PARTIAL DIFFERENTIAL EQUATIONS

Implicit-explicit （IMEX） linear multistep methods are popular techniques for solving partial differential equations （PDEs） with terms of different types. While fixed timestep 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, pstep 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.