Long-time accurate symmetrized implicit-explicit bdf methods for a class of parabolic equations with non-self-adjoint operators

Buyang Li, Kai Wang, Zhi Zhou

Research output: Journal article publicationJournal articleAcademic researchpeer-review

5 Citations (Scopus)


An implicit-explicit multistep method based on the backward difference formulae (BDF) is proposed for time discretization of parabolic equations with a non-self-adjoint operator. Implicit and explicit schemes are used for the self-adjoint and anti-self-adjoint parts of the operator, respectively. For a k-step method, some correction terms are added to the starting k-1 steps to maintain kth-order convergence without imposing further compatibility conditions at the initial time. Long-time kth-order convergence for the numerical method is proved under the assumptions that the operator is coercive and that the non-self-adjoint part is low order. Such an operator often appears in practical computation (such as the Stokes-Darcy system) but may violate the standard sectorial angle condition used in the literature for analysis of BDF. In particular, the proposed method and analysis in this paper extend the long-time energy error analysis of the Stokes-Darcy system in Chen et al. [SIAM J. Numer. Anal., 51 (2013), pp. 2563-2584; Numer. Math., 134 (2016), pp. 857-879] to general symmetrized and decoupled BDF methods up to order 6 by using the generating function technique.

Original languageEnglish
Pages (from-to)189-210
Number of pages22
JournalSIAM Journal on Numerical Analysis
Issue number1
Publication statusPublished - 8 Jan 2020


  • Backward difference formula
  • Error estimate
  • Implicit-explicit
  • Initial correction
  • Long-time stability
  • Non-self-adjiont operator
  • Parabolic equation
  • Sectorial angle
  • Stokes-Darcy system

ASJC Scopus subject areas

  • Numerical Analysis
  • Computational Mathematics
  • Applied Mathematics

Cite this