Error propagation for implicit–explicit general linear methods

M. Braś, A. Cardone, Zdzislaw Jackiewicz, P. Pierzchała

Research output: Contribution to journalArticle

4 Scopus citations

Abstract

We consider the class of implicit–explicit general linear methods (IMEX). Such schemes are designed for ordinary differential equation systems with right hand side function splitted into stiff and non-stiff parts. We investigate error propagation of IMEX methods up to the terms of order p+2. In addition, we construct IMEX schemes of order p and stage order q=p, p≤4 and we verify the performance of methods in several numerical experiments.

Original languageEnglish (US)
Pages (from-to)207-231
Number of pages25
JournalApplied Numerical Mathematics
Volume131
DOIs
StatePublished - Sep 2018

Keywords

  • Error propagation
  • General linear methods
  • Implicit-explicit methods
  • Local discretization errors
  • Stability analysis
  • Stage order and order conditions

ASJC Scopus subject areas

  • Numerical Analysis
  • Computational Mathematics
  • Applied Mathematics

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