Convergence results for implicit-explicit general linear methods

DOI10.1016/J.APNUM.2020.04.005zbMATH Open1453.65167arXiv2004.04274OpenAlexW3025884354MaRDI QIDQ2189692FDOQ2189692

Authors: Adrian Sandu 

Publication date: 16 June 2020

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

Abstract: This paper studies fixed-step convergence of implicit-explicit general linear methods. We focus on a subclass of schemes that is internally consistent, has high stage order, and favorable stability properties. Classical, index-1 differential algebraic equation, and singular perturbation convergence analyses results are given. For all these problems IMEX GLMs from the class of interest converge with the full theoretical orders under general assumptions. The convergence results require the time steps to be sufficiently small, with upper bounds that are independent on the stiffness of the problem.

Full work available at URL: https://arxiv.org/abs/2004.04274

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zbMATH Keywords

convergence analysissingular perturbation problemimplicit-explicit general linear methods

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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Cited In (6)

• Numerical approximation to semi-linear stiff neutral equations via implicit-explicit general linear methods
• A unified formulation of splitting-based implicit time integration schemes
• On the stability of \(\theta\)-methods for DDEs and PDDEs
• On the Contractivity and Convergence of General Linear Methods on Semi‐Infinite Intervals
• Title not available (Why is that?)
• Linearly implicit multistep methods for time integration

Uses Software

• RODAS

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