A semi-generating function approach to the stability of implicit-explicit multistep methods for nonlinear parabolic equations

Abstract

The rigorous stability analysis of high-order implicit-explicit linear multistep (IELM) methods for nonlinear parabolic equations by using discrete energy arguments is a long standing open issue due to their non-A-stability property. A novel semi-generating function approach combined with a global discrete energy analysis is suggested for the stability and convergence of general IELM methods in solving nonlinear parabolic equations. Inspired from the Grenander-Szegő theorem for Toeplitz matrices, the semi-generating function approach is used to handle the three groups of discrete coefficients via three complex polynomials on the unit circle. A unified theoretical framework is then presented to establish the unconditional stability of IELM methods if the minimum eigenvalue of composite convolution kernels for the implicit part is properly large and the spectral norm bound of composite convolution kernels for the explicit part is properly small. An indicator, called implicit-explicit controllability intensity, is then introduced to evaluate the degree of controllability of the implicit part over the explicit part. Some of the existing IELM methods, up to fifth-order time accuracy, are revisited and compared by computing the associated implicit-explicit controllability intensities such that one can choose an IELM method or proper parameter to maintain the unconditional stability for a specific nonlinear parabolic model. We also propose a new parameterized class of IELM methods, up to the ninth-order time accuracy, which satisfy the a priori settings of our theory and have a large value of the implicit-explicit controllability intensity by choosing a proper parameter so that they would be well suited for a wide class of nonlinear parabolic problems.

41 pages, 3 tables, 33 figures