This method currently only works with ODE, for which the stiff part G(t,X,Xdot) has the form Xdot + Ghat(t,X).
The general system is written as
G(t,X,Xdot) = F(t,X)
where G represents the stiff part and F represents the non-stiff part. The user should provide the stiff part of the equation using TSSetIFunction() and the non-stiff part with TSSetRHSFunction(). This method is designed to be linearly implicit on G and can use an approximate and lagged Jacobian.
Another common form for the system is
The relationship between F,G and f,g is
G = y'-g(x), F = f(x)
References E. Constantinescu and A. Sandu, Extrapolated implicit-explicit time stepping, SIAM Journal on Scientific Computing, 31 (2010), pp. 4452-4477.
Index of all TS routines
Table of Contents for all manual pages
Index of all manual pages