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Extrapolation-based implicit-explicit Peer methods with optimised stability regions
DOI:10.1016/j.jcp.2017.02.034.png)
Abstract
En 中文
In this paper we investigate a new class of implicit-explicit (IMEX) two-step methods of Peer type for systems of ordinary differential equations with both non-stiff and stiff parts included in the source term. An extrapolation approach based on already computed stage values is applied to construct IMEX methods with favourable stability properties. Optimised IMEX-Peer methods of order p = 2, 3, 4, are given as result of a search algorithm carefully designed to balance the size of the stability regions and the extrapolation errors. Numerical experiments and a comparison to other implicit-explicit methods are included. (C) 2017 Elsevier Inc. All rights reserved.
Keywords:
Implicit-explicit (IMEX) Peer methods
Extrapolation
Stability
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