Transformed implicit-explicit DIMSIMs with strong stability preserving explicit part

DOI10.1007/S11075-018-0647-3zbMATH Open1416.65204arXiv1806.07804OpenAlexW2809241507WikidataQ128640000 ScholiaQ128640000MaRDI QIDQ2316640FDOQ2316640

Authors: Giuseppe Izzo, Zdzislaw Jackiewicz 

Publication date: 6 August 2019

Published in: Numerical Algorithms (Search for Journal in Brave)

Abstract: For many systems of differential equations modeling problems in science and engineering, there are often natural splittings of the right hand side into two parts, one of which is non-stiff or mildly stiff, and the other part is stiff. Such systems can be efficiently treated by a class of implicit-explicit (IMEX) diagonally implicit multistage integration methods (DIMSIMs), where the stiff part is integrated by implicit formula, and the non-stiff part is integrated by an explicit formula. We will construct methods where the explicit part has strong stability preserving (SSP) property, and the implicit part of the method is $A$-, or $L$-stable. We will also investigate stability of these methods when the implicit and explicit parts interact with each other. To be more precise, we will monitor the size of the region of absolute stability of the IMEX scheme, assuming that the implicit part of the method is $A$-, or $L$-stable. Finally we furnish examples of SSP IMEX DIMSIMs up to the order four with good stability properties.

Full work available at URL: https://arxiv.org/abs/1806.07804

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zbMATH Keywords

stability analysisgeneral linear methodsIMEX methodsDIMSIMsconstruction of highly stable methodsSSP property

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) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Numerical methods for functional-differential equations (65L03)

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Cited In (10)

• Applied scientific computing XV: innovative modeling and simulation in sciences
• Strong stability preserving implicit-explicit transformed general linear methods
• Strong stability preserving integrating factor general linear methods
• Transformed implicit-explicit second derivative diagonally implicit multistage integration methods with strong stability preserving explicit part
• A new class of strong stability preserving general linear methods
• Alternating directions implicit integration in a general linear method framework
• Parallel implicit-explicit general linear methods
• A transformation for the analysis of DIMSIMs
• Strong stability preserving IMEX methods for partitioned systems of differential equations
• Implicit-explicit second derivative general linear methods with strong stability preserving explicit part

Uses Software

• ODEPACK

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