A unified formulation of splitting-based implicit time integration schemes

DOI10.1016/J.JCP.2021.110766MaRDI QIDQ6361783arXivFDO

Authors S. González-Pinto, D. Hernández-Abreu, Maria S. Pérez-Rodríguez, Arash Sarshar, Steven Roberts, Adrian Sandu

Publication date 1 March 2021

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.JCP.2021.110766

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

arXiv classification

cs.NAmath.NA

Abstract: Splitting-based time integration approaches such as fractional steps, alternating direction implicit, operator splitting, and locally one-dimensional methods partition the system of interest into components and solve individual components implicitly in a cost-effective way. This work proposes a unified formulation of splitting time integration schemes in the framework of general-structure additive Runge-Kutta (GARK) methods. Specifically, we develop implicit-implicit (IMIM) GARK schemes, provide the order conditions and stability analysis for this class, and explain their application to partitioned systems of ordinary differential equations. We show that classical splitting methods belong to the IMIM GARK family, and therefore can be studied in this unified framework. New IMIM-GARK splitting methods are developed and tested using parabolic systems.

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