A second-order diagonally-implicit-explicit multi-stage integration method

Abstract

Implicit-explicit time stepping methods have proved useful for efficiently solving problems with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX multistep methods have been studied in the literature. But there are no available IMEX general linear methods (IMEX-GLMs). In this paper, we construct IMEX schemes based on diagonally-implicit multi-stage integration methods. The new algorithms have great potential for practical use. Numerical results indicate the observed order of accuracy matches the theoretical order. textcopyright 2012 Published by Elsevier Ltd.

Publication
Procedia Computer Science