On the stability of implicit-explicit linear multistep methods
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implicit-explicit methodslinear multistep methodslinear test equationmethods of linesstabilitysystems with stiff and nonstiff parts
Nonlinear ordinary differential equations and systems (34A34) Multiple scale methods for ordinary differential equations (34E13) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)
This paper deals with the numerical solution of large systems of ordinary differential equations with both stiff and nonstiff parts using implicit-explicit linear multistep methods, i.e., combinations of two methods. It is assumed that the individual implicit method is \(A\)-stable. Stability properties of the implicit-explicit schemes for the scalar test equation \(w'(t)= \lambda w(t)+ \mu w(t)\) are investigated, where \(\lambda\) and \(\mu\) represent the eigenvalues of the nonstiff and stiff part, respectively. The following questions are discussed: stability under the assumption that \(\lambda\) lies in the stability region of the individual explicit method, and restrictions on \(\lambda\) for having stability for arbitrary \(\mu\) in the left half-plane. Several popular second-order methods are studied.
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