Extrapolation-Based Super-Convergent Implicit-Explicit Peer Methods with A-stable Implicit Part

In this paper, we extend the implicit-explicit (IMEX) methods of Peer type recently developed in [Lang, Hundsdorfer, J. Comp. Phys., 337:203--215, 2017] 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.Comment: 22 pages, 4 figures. arXiv admin note: text overlap with arXiv:1610.0051

Extrapolation-Based Implicit-Explicit Peer Methods with Optimised Stability Regions

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.Comment: 21 pages, 6 figure

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

This work develops 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 and stability analyses are performed to reveal the properties of these methods. The new framework offers extreme flexibility in the construction of partitioned integrators, since no coupling conditions are necessary. Moreover, the methods are not plagued by severe order reduction, due to their high stage orders. Two practical schemes of orders four and six are constructed, and are used to solve several test problems. Numerical results confirm the theoretical findings

Exponential Runge-Kutta methods for stiff kinetic equations

We introduce a class of exponential Runge-Kutta integration methods for kinetic equations. The methods are based on a decomposition of the collision operator into an equilibrium and a non equilibrium part and are exact for relaxation operators of BGK type. For Boltzmann type kinetic equations they work uniformly for a wide range of relaxation times and avoid the solution of nonlinear systems of equations even in stiff regimes. We give sufficient conditions in order that such methods are unconditionally asymptotically stable and asymptotic preserving. Such stability properties are essential to guarantee the correct asymptotic behavior for small relaxation times. The methods also offer favorable properties such as nonnegativity of the solution and entropy inequality. For this reason, as we will show, the methods are suitable both for deterministic as well as probabilistic numerical techniques

Solving periodic semilinear stiff PDEs in 1D, 2D and 3D with exponential integrators

Dozens of exponential integration formulas have been proposed for the high-accuracy solution of stiff PDEs such as the Allen-Cahn, Korteweg-de Vries and Ginzburg-Landau equations. We report the results of extensive comparisons in MATLAB and Chebfun of such formulas in 1D, 2D and 3D, focusing on fourth and higher order methods, and periodic semilinear stiff PDEs with constant coefficients. Our conclusion is that it is hard to do much better than one of the simplest of these formulas, the ETDRK4 scheme of Cox and Matthews