Energy Dissipation Analysis of Implicit-Explicit Linear Multistep Methods for Gradient Flows Using General Multipliers

Abstract

A unified framework is proposed to establish the energy dissipation of implicit-explicit linear multistep methods (IMEX-LMMs) applied to gradient flows. This framework is based on testing the schemes with a general multiplier, defined as a linear combination of first-order differences of the numerical solutions. The Dahlquist's G-stability theory is generalized to derive conditions on the coefficients of the IMEX-LMM and the multiplier for modified energy dissipation. Given a fixed IMEX-LMM, it is shown that finding an appropriate multiplier for constructing the dissipative energy can be formulated as a feasibility problem over the multiplier coefficients, where the involved positivity inequalities on the unit circle are relaxed to a finite-dimensional linear programming problem after discretization. Within this framework, two specific multipliers are obtained to establish the energy dissipation of the sixth-order IMEX backward differentiation formula (IMEX-BDF6) and a seventh-order IMEX weighted and shifted BDF, and a new eighth-order energy-dissipative IMEX-LMM is developed together with its multiplier. To the best of our knowledge, these are the first energy-dissipation results for the IMEX-BDF6 method and the IMEX-LMMs of order higher than six. It should be mentioned that this framework can also be applied without difficulty to the $L^2$- and $H^1$-stability analysis of general LMMs for linear parabolic problems. Numerical experiments illustrate the temporal accuracy and modified energy dissipation of the schemes studied.