Transformed implicit-explicit second derivative diagonally implicit multistage integration methods with strong stability preserving explicit part
general linear methodsIMEX methodsRunge-Kutta stabilitysecond derivative methodsstrong stability-preserving
Numerical methods for stiff equations (65L04) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)
A new class of implicit-explicit (IMEX) methods are derived for systems of ordinary differential equations with stiff ad nonstiff parts. The non-stiff part is solved by an explicit second derivative diagonally implicit multistage integrator and the stiff part by an implicit diagonally implicit multistage integrator. The implicit part is A-and L-stable and satisfies the Runge-Kutta stability property, whereas the explicit part has strong stability-preserving property. Several methods up to order four are derived. Numerical experiments were performed on one-dimensional linear advection-diffusion, advection-reaction and nonlinear shallow water equations to verify the theoretical results and show the efficiency of the constructed methods.
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