High order implicit-explicit general linear methods with optimized stability regions
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Probabilistic models, generic numerical methods in probability and statistics (65C20) Hyperbolic conservation laws (35L65) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
Abstract: In the numerical solution of partial differential equations using a method-of-lines approach, the availability of high order spatial discretization schemes motivates the development of sophisticated high order time integration methods. For multiphysics problems with both stiff and non-stiff terms implicit-explicit (IMEX) time stepping methods attempt to combine the lower cost advantage of explicit schemes with the favorable stability properties of implicit schemes. Existing high order IMEX Runge Kutta or linear multistep methods, however, suffer from accuracy or stability reduction. This work shows that IMEX general linear methods (GLMs) are competitive alternatives to classic IMEX schemes for large problems arising in practice. High order IMEX-GLMs are constructed in the framework developed by the authors [34]. The stability regions of the new schemes are optimized numerically. The resulting IMEX-GLMs have similar stability properties as IMEX Runge-Kutta methods, but they do not suffer from order reduction, and are superior in terms of accuracy and efficiency. Numerical experiments with two and three dimensional test problems illustrate the potential of the new schemes to speed up complex applications.
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- scientific article; zbMATH DE number 5713618 (Why is no real title available?)
- scientific article; zbMATH DE number 1444704 (Why is no real title available?)
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Cited in
(29)- Numerical approximation to semi-linear stiff neutral equations via implicit-explicit general linear methods
- Construction of highly stable implicit-explicit general linear methods
- Partitioned exponential methods for coupled multiphysics systems
- Partitioned and implicit-explicit general linear methods for ordinary differential equations
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