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Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations

✍ Scribed by Uri M. Ascher; Steven J. Ruuth; Raymond J. Spiteri

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 776 KB
Volume: 25
Category: Article
ISSN: 0168-9274
DOI: 10.1016/s0168-9274(97)00056-1

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✦ Synopsis

Implicit-explicit (IMEX) linear multistep time-discretization schemes for partial differential equations have proved useful in many applications. However, they tend to have undesirable time-step restrictions when applied to convection-diffusion problems, unless diffusion strongly dominates and an appropriate BDF-based scheme is selected .

In this paper, we develop Runge-Kutta-based IMEX schemes that have better stability regions than the best known IMEX multistep schemes over a wide parameter range.

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