A class of implicit-explicit two-step Runge-Kutta methods

Abstract

textcopyright 2015 Society for Industrial and Applied Mathematics. This work develops new implicit-explicit time integrators based on two-step Runge- Kutta methods. The class of schemes of interest is characterized by linear invariant preservation and high stage orders. Theoretical consistency, stability, and stiff convergence analyses are performed to reveal the excellent properties of these methods. The new framework offers extreme flexibility in the construction of partitioned integrators since no coupling conditions are necessary. Practical schemes of orders three, four, and six are constructed and are used to solve several test problems. Numerical results confirm the theoretical findings.

Publication
SIAM Journal on Numerical Analysis