Extrapolation-based super-convergent implicit-explicit Peer methods with A-stable implicit part

Extrapolation-based super-convergent implicit-explicit Peer methods with A-stable implicit part
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具有 A 稳定隐式部分的基于外推法的超收敛隐式显式 Peer 方法

DOI:
10.1016/j.jcp.2018.04.006
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发表时间:
2018
期刊:
J. Comput. Phys.
影响因子:
--
通讯作者:
Hundsdorfer W
Hundsdorfer W
中科院分区:
--
文献类型:
--
作者:
Schneider M;Lang J;Hundsdorfer W

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在本文中,我们将Lang和Hundsdorfer(2017)[16]最近开发的Peer类型的隐式-显式(IMEX)方法扩展到更广泛的两步方法,这些方法允许构建具有A-稳定隐式部分的超收敛IMEX-Peer方法。IMEX格式将隐式方法的必要稳定性和显式方法的低计算成本结合起来,以有效地求解源项中包含刚性和非刚性部分的常微分方程系统。联合收割机。为了构建具有良好稳定性的超收敛IMEX-Peer方法,我们推导出系数矩阵的充要条件,并根据已经计算出的阶段值应用外推方法。给出了s= 2,3,4步的s+ 1阶优化超收敛IMEX-Peer方法,该方法采用了平衡稳定域大小和外推误差的搜索算法.数值实验和比较其他IMEX-Peer方法。
In this paper, we extend the implicit-explicit (IMEX) methods of Peer type recently developed by Lang and Hundsdorfer (2017)[16] to a broader class of two-step methods that allow the construction of super-convergent IMEX-Peer methods with A-stable implicit part. IMEX schemes combine the necessary stability of implicit and low computational costs of explicit methods to efficiently solve systems of ordinary differential equations with both stiff and non-stiff parts included in the source term. To construct super-convergent IMEX-Peer methods with favourable stability properties, we derive necessary and sufficient conditions on the coefficient matrices and apply an extrapolation approach based on already computed stage values. Optimised super-convergent IMEX-Peer methods of order s+ 1 for s= 2, 3, 4 stages 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 IMEX-Peer methods are included.
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