Stability of two IMEX methods, CNLF and BDF2-AB2, for uncoupling systems of evolution equations (Q655548)

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Stability of two IMEX methods, CNLF and BDF2-AB2, for uncoupling systems of evolution equations
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    Stability of two IMEX methods, CNLF and BDF2-AB2, for uncoupling systems of evolution equations (English)
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    4 January 2012
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    The authors prove stability of two second-order methods for uncoupling two evolution equations with exactly symmetric coupling, namely the Crank--Nicolson leap-frog (CNFL) combination and the backward differentiation formula (BDF2-AB2) combination. This problem occurs, for example, after spatial discretization of the evolutionary Stokes--Darcy problem. This work is motivated by the search for partitioned methods for such problems with higher accuracy and better stability. It is proved that CNLF is stable for the coupled system under the time step condition suggested by linear stability for the leap-frog scheme. For BDF2-AB2, stability is proved under a condition that is better than the one suggested by linear stability theory. Numerical results confirm the theory and illustrate cases where each method's time step restriction is better then the one of the other method.
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    partitioned methods
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    implicit-explicit (IMEX) method
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    evolution equations
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    Crank--Nicolson leap-frog
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    stability
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    Numerical results
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