TY - JOUR
T1 - Accurate Implicit–Explicit General Linear Methods with Inherent Runge–Kutta Stability
AU - Braś, Michał
AU - Izzo, Giuseppe
AU - Jackiewicz, Zdzislaw
N1 - Funding Information:
The work of Giuseppe Izzo was partially supported by GNCS-INdAM.
Funding Information:
The work of Michał Braś was supported by the National Science Center under Grant DEC-2011/01/N/ST1/02672 and the Polish Ministry of Science and Higher Education.
Publisher Copyright:
© 2016, Springer Science+Business Media New York.
PY - 2017/3/1
Y1 - 2017/3/1
N2 - We investigate implicit–explicit (IMEX) general linear methods (GLMs) with inherent Runge–Kutta stability (IRKS) for differential systems with non-stiff and stiff processes. The construction of such formulas starts with implicit GLMs with IRKS which are A- and L-stable, and then we ‘remove’ implicitness in non-stiff terms by extrapolating unknown stage derivatives by stage derivatives which are already computed by the method. Then we search for IMEX schemes with large regions of absolute stability of the ‘explicit part’ of the method assuming that the ‘implicit part’ of the scheme is A(α) -stable for some α∈ (0 , π/ 2 ]. Examples of highly stable IMEX GLMs are provided of order 1 ≤ p≤ 4. Numerical examples are also given which illustrate good performance of these schemes.
AB - We investigate implicit–explicit (IMEX) general linear methods (GLMs) with inherent Runge–Kutta stability (IRKS) for differential systems with non-stiff and stiff processes. The construction of such formulas starts with implicit GLMs with IRKS which are A- and L-stable, and then we ‘remove’ implicitness in non-stiff terms by extrapolating unknown stage derivatives by stage derivatives which are already computed by the method. Then we search for IMEX schemes with large regions of absolute stability of the ‘explicit part’ of the method assuming that the ‘implicit part’ of the scheme is A(α) -stable for some α∈ (0 , π/ 2 ]. Examples of highly stable IMEX GLMs are provided of order 1 ≤ p≤ 4. Numerical examples are also given which illustrate good performance of these schemes.
KW - Construction of highly stable methods
KW - Convergence and stability analysis
KW - General linear methods
KW - IMEX methods
KW - Inherent Runge–Kutta stability
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U2 - 10.1007/s10915-016-0273-y
DO - 10.1007/s10915-016-0273-y
M3 - Article
AN - SCOPUS:84984831693
SN - 0885-7474
VL - 70
SP - 1105
EP - 1143
JO - Journal of Scientific Computing
JF - Journal of Scientific Computing
IS - 3
ER -