Highly stable implicit–explicit Runge–Kutta methods

Giuseppe Izzo, Zdzislaw Jackiewicz

Research output: Contribution to journalArticlepeer-review

42 Scopus citations

Abstract

We investigate implicit–explicit (IMEX) Runge–Kutta (RK) methods for differential systems with non-stiff and stiff processes. The construction of such methods with large regions of absolute stability of the ‘explicit part’ of the method assuming that the ‘implicit part’ of the scheme is A-stable, is described. We also describe the construction of IMEX RK methods, where the ‘explicit part’ of the schemes have strong stability properties. Examples of highly stable IMEX RK methods are provided up to the order p=4. Numerical examples are also given which illustrate good performance of these schemes.

Original languageEnglish (US)
Pages (from-to)71-92
Number of pages22
JournalApplied Numerical Mathematics
Volume113
DOIs
StatePublished - Mar 1 2017

Keywords

  • Courant–Friedrichs–Levy condition
  • Hyperbolic conservation laws
  • Implicit–explicit methods
  • Runge–Kutta methods
  • Stability analysis
  • Strong stability preserving

ASJC Scopus subject areas

  • Numerical Analysis
  • Computational Mathematics
  • Applied Mathematics

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