Extrapolation-based super-convergent implicit-explicit peer methods with A-stable implicit part
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Abstract: In this paper, we extend the implicit-explicit (IMEX) methods of Peer type recently developed in [Lang, Hundsdorfer, J. Comp. Phys., 337:203--215, 2017] to a broader class of two-step methods that allow the construction of super-convergent IMEX-Peer methods with A-stable implicit part. IMEX schemes combine the necessary stability of implicit and low computational costs of explicit methods to efficiently solve systems of ordinary differential equations with both stiff and non-stiff parts included in the source term. To construct super-convergent IMEX-Peer methods with favourable stability properties, we derive necessary and sufficient conditions on the coefficient matrices and apply an extrapolation approach based on already computed stage values. Optimised super-convergent IMEX-Peer methods of order s+1 for s=2,3,4 stages are given as result of a search algorithm carefully designed to balance the size of the stability regions and the extrapolation errors. Numerical experiments and a comparison to other IMEX-Peer methods are included.
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Cited in
(15)- Well-balanced and asymptotic preserving IMEX-peer methods
- A unified formulation of splitting-based implicit time integration schemes
- Superconvergent IMEX peer methods
- Convergence results for implicit-explicit general linear methods
- Super-convergent implicit-explicit peer methods with variable step sizes
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- Implicit-explicit second derivative LMM for stiff ordinary differential equations
- Extrapolation-based implicit-explicit Peer methods with optimised stability regions
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- Super-convergent implicit-explicit peer methods
- Parallel implicit-explicit general linear methods
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- An asymptotic preserving semi-implicit multiderivative solver
- Higher-order additive Runge-Kutta schemes for ordinary differential equations
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