On the stability of implicit-explicit linear multistep methods

DOI10.1016/S0168-9274(97)00059-7zbMath0887.65094MaRDI QIDQ1372700

Jason Frank, Willem H. Hundsdorfer, Jan G. Verwer

Publication date: 25 May 1998

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

zbMATH Keywords

stabilitylinear multistep methodsmethods of linesimplicit-explicit methodslinear test equationsystems with stiff and nonstiff parts

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Multiple scale methods for ordinary differential equations (34E13)

Related Items

IMEX peer methods for fast-wave-slow-wave problems, Implicit--explicit time stepping with spatial discontinuous finite elements, A finite volume scheme with preconditioned Lanczos method for two-dimensional space-fractional reaction-diffusion equations, Implicit-explicit methods based on strong stability preserving multistep time discretizations, Two classes of implicit-explicit multistep methods for nonlinear stiff initial-value problems, Error propagation for implicit-explicit general linear methods, A time-adaptive finite volume method for the Cahn-Hilliard and Kuramoto-Sivashinsky equations, IMEX extensions of linear multistep methods with general monotonicity and boundedness properties, Spatiotemporal pattern formations in stiff reaction-diffusion systems by new time marching methods, Contrast-independent partially explicit time discretizations for multiscale wave problems, An algorithm for ODEs from atmospheric dispersion problems, Parareal algorithms implemented with IMEX Runge-Kutta methods, Construction of IMEX DIMSIMs of high order and stage order, A positive splitting method for mixed hyperbolic-parabolic systems, Numerical approximation to semi-linear stiff neutral equations via implicit-explicit general linear methods, Partially explicit time discretization for nonlinear time fractional diffusion equations, Implicit-Explicit Linear Multistep Methods for Stiff Kinetic Equations, High-order Numerical Homogenization for Dissipative Ordinary Differential Equations, Preconditioned implicit-exponential integrators (IMEXP) for stiff PDEs, Error analysis of finite difference scheme for American option pricing under regime-switching with jumps, Stability and convergence analysis of implicit–explicit one-leg methods for stiff delay differential equations, Comparison of implicit-explicit and Newton linearized variable two-step BDF methods for semilinear parabolic equations, Partially explicit splitting method for a multi-physics problem, A new physics-preserving IMPES scheme for incompressible and immiscible two-phase flow in heterogeneous porous media, Partial learning using partially explicit discretization for multicontinuum/multiscale problems with limited observation: language interactions simulation, Long time stability of four methods for splitting the evolutionary Stokes-Darcy problem into Stokes and Darcy subproblems, An IMEX scheme for reaction-diffusion equations: application for a PEM fuel cell model, A stiff-cut splitting technique for stiff semi-linear systems of differential equations, Unconditional Stability for Multistep ImEx Schemes: Theory, Numerical approximation of Turing patterns in electrodeposition by ADI methods, Implicit-explicit second derivative diagonally implicit multistage integration methods, Implicit-explicit predictor-corrector schemes for nonlinear parabolic differential equations, Hybrid explicit-implicit learning for multiscale problems with time dependent source, A new treatment of capillarity to improve the stability of IMPES two-phase flow formulation, High-order locally a-stable implicit schemes for linear ODEs, Matrix-oriented discretization methods for reaction-diffusion PDEs: comparisons and applications, Unnamed Item, Implicit-Explicit Multistep Methods for Hyperbolic Systems With Multiscale Relaxation, Operator splitting schemes for the two-asset Merton jump-diffusion model, Partitioned and implicit-explicit general linear methods for ordinary differential equations, Extrapolation-based implicit-explicit general linear methods, Multiple pressure variables methods for fluid flow at all Mach numbers, Canonical Euler splitting method for nonlinear composite stiff evolution equations, Construction of implicit-explicit second-derivative BDF methods, An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function, Fully mass-conservative IMPES schemes for incompressible two-phase flow in porous media, An ADI Sparse Grid method for Pricing Efficiently American Options under the Heston Model, RBF-PU method for pricing options under the jump-diffusion model with local volatility, Superconvergent IMEX peer methods, Stability of IMEX Runge-Kutta methods for delay differential equations, Analysis of a BDF-DGFE scheme for nonlinear convection-diffusion problems, A study of the numerical stability of an ImEx scheme with application to the Poisson-Nernst-Planck equations, IMEX schemes for pricing options under jump-diffusion models, IMEX Runge-Kutta schemes for reaction-diffusion equations, Higher-order temporal integration for the incompressible Navier-Stokes equations in bounded domains, Linearly implicit methods for nonlinear PDEs with linear dispersion and dissipation, A spectral element method using the modal basis and its application in solving second‐order nonlinear partial differential equations, A multirate time integrator for regularized Stokeslets, An implicit-explicit time discretization scheme for second-order semilinear wave equations with application to dynamic boundary conditions, Unnamed Item, An adaptive implicit-explicit scheme for the DNS and LES of compressible flows on unstructured grids, A three level finite element approximation of a pattern formation model in developmental biology, A Crank-Nicolson leapfrog stabilization: unconditional stability and two applications, High Order Implicit-explicit General Linear Methods with Optimized Stability Regions, Biorthogonal Rosenbrock-Krylov time discretization methods, An analogue to the A$(\vartheta)$-stability concept for implicit-explicit BDF methods, On an accurate third order implicit-explicit Runge-Kutta method for stiff problems, Stability of implicit-explicit linear multistep methods for ordinary and delay differential equations, A semi-implicit numerical scheme for reacting flow. II: Stiff, operator-split formulation, Unconditional stability for multistep ImEx schemes: practice, Semi-implicit Krylov deferred correction methods for differential algebraic equations, Parallel implicit-explicit general linear methods, High order semi-implicit multistep methods for time-dependent partial differential equations, 3-additive linear multi-step methods for diffusion-reaction-advection models, Stability analysis of implicit-explicit \(\theta\)-methods for composite stiff neutral functional differential equations in Banach space, Implications of the choice of quadrature nodes for Picard integral deferred corrections methods for ordinary differential equations, Implicit-explicit one-leg methods for nonlinear stiff neutral equations, An efficient pseudo-spectral Legendre-Galerkin method for solving a nonlinear partial integro-differential equation arising in population dynamics, Linearly Implicit IMEX Runge--Kutta Methods for a Class of Degenerate Convection-Diffusion Problems, A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models, Additive Runge-Kutta schemes for convection-diffusion-reaction equations, Construction of highly stable implicit-explicit general linear methods, Accurate implicit-explicit general linear methods with inherent Runge-Kutta stability, On the contractivity of implicit-explicit linear multistep methods, Accuracy and stability of splitting with stabilizing corrections

Uses Software

• RODAS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Une méthode multipas implicite-explicite pour l'approximation des équations d'évolution paraboliques
• A note on splitting errors for advection-reaction equations
• An implicit-explicit approach for atmospheric transport-chemistry problems
• Stability Restrictions on Second Order, Three Level Finite Difference Schemes for Parabolic Equations
• Contractive methods for stiff differential equations Part II
• Implicit-Explicit Methods for Time-Dependent Partial Differential Equations
• von Neumann stability conditions for the convection-diffusion eqation