High-order multiderivative IMEX schemes (Q2227687)

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High-order multiderivative IMEX schemes
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    High-order multiderivative IMEX schemes (English)
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    15 February 2021
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    The author presents a class of multiderivative IMEX (Implicit-Explicit) schemes of arbitrary order, focusing on orders 6--12 following [\textit{J. Schütz} and \textit{D. C. Seal}, Appl. Numer. Math. 160, 84--101 (2021; Zbl 1459.65159)] on the 4th-order method of this family. The computations in these schemes are highly parallelizable, and may be advantageous on current and future parallel architectures. In addition to this, many high-order multistep and Runge-Kutta methods require storing a number of intermediate stages of the solution, while the methods presented in this work only require storing values at the beginning and end of a time step. Another feature, such high-order schemes offer advantages when one aims to find high-precision solutions to systems of differential equations containing stiff terms, which occur in physics. Some numerical tests are presented to show the efficiency of the schemes proposed in this work.
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    high-order accuracy
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    IMEX scheme
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    Hermite interpolation
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