Extrapolation-based implicit-explicit general linear methods

For many systems of differential equations modeling problems in science and engineering, there are natural splittings of the right hand side into two parts, one non-stiff or mildly stiff, and the other one stiff. For such systems implicit-explicit (IMEX) integration combines an explicit scheme for the non-stiff part with an implicit scheme for the stiff part. In a recent series of papers two of the authors (Sandu and Zhang) have developed IMEX GLMs, a family of implicit-explicit schemes based on general linear methods. It has been shown that, due to their high stage order, IMEX GLMs require no additional coupling order conditions, and are not marred by order reduction. This work develops a new extrapolation-based approach to construct practical IMEX GLM pairs of high order. We look for methods with large absolute stability region, assuming that the implicit part of the method is A- or L-stable. We provide examples of IMEX GLMs with optimal stability properties. Their application to a two dimensional test problem confirms the theoretical findings

Asymptotic preserving Implicit-Explicit Runge-Kutta methods for non linear kinetic equations

We discuss Implicit-Explicit (IMEX) Runge Kutta methods which are particularly adapted to stiff kinetic equations of Boltzmann type. We consider both the case of easy invertible collision operators and the challenging case of Boltzmann collision operators. We give sufficient conditions in order that such methods are asymptotic preserving and asymptotically accurate. Their monotonicity properties are also studied. In the case of the Boltzmann operator, the methods are based on the introduction of a penalization technique for the collision integral. This reformulation of the collision operator permits to construct penalized IMEX schemes which work uniformly for a wide range of relaxation times avoiding the expensive implicit resolution of the collision operator. Finally we show some numerical results which confirm the theoretical analysis

Implicit and Implicit-Explicit Strong Stability Preserving Runge-Kutta Methods with High Linear Order

When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity properties satisfied by the spatial discretization when coupled with the first order forward Euler, under a certain time-step restriction. While the allowable time-step depends on both the spatial and temporal discretizations, the contribution of the temporal discretization can be isolated by taking the ratio of the allowable time-step of the high order method to the forward Euler time-step. This ratio is called the strong stability coefficient. The search for high order strong stability time-stepping methods with high order and large allowable time-step had been an active area of research. It is known that implicit SSP Runge-Kutta methods exist only up to sixth order. However, if we restrict ourselves to solving only linear autonomous problems, the order conditions simplify and we can find implicit SSP Runge-Kutta methods of any linear order. In the current work we aim to find very high linear order implicit SSP Runge-Kutta methods that are optimal in terms of allowable time-step. Next, we formulate an optimization problem for implicit-explicit (IMEX) SSP Runge-Kutta methods and find implicit methods with large linear stability regions that pair with known explicit SSP Runge-Kutta methods of orders plin=3,4,6 as well as optimized IMEX SSP Runge-Kutta pairs that have high linear order and nonlinear orders p=2,3,4. These methods are then tested on sample problems to verify order of convergence and to demonstrate the sharpness of the SSP coefficient and the typical behavior of these methods on test problems

Flux Splitting for stiff equations: A notion on stability

For low Mach number flows, there is a strong recent interest in the development and analysis of IMEX (implicit/explicit) schemes, which rely on a splitting of the convective flux into stiff and nonstiff parts. A key ingredient of the analysis is the so-called Asymptotic Preserving (AP) property, which guarantees uniform consistency and stability as the Mach number goes to zero. While many authors have focussed on asymptotic consistency, we study asymptotic stability in this paper: does an IMEX scheme allow for a CFL number which is independent of the Mach number? We derive a stability criterion for a general linear hyperbolic system. In the decisive eigenvalue analysis, the advective term, the upwind diffusion and a quadratic term stemming from the truncation in time all interact in a subtle way. As an application, we show that a new class of splittings based on characteristic decomposition, for which the commutator vanishes, avoids the deterioration of the time step which has sometimes been observed in the literature

IMEX evolution of scalar fields on curved backgrounds

Inspiral of binary black holes occurs over a time-scale of many orbits, far longer than the dynamical time-scale of the individual black holes. Explicit evolutions of a binary system therefore require excessively many time steps to capture interesting dynamics. We present a strategy to overcome the Courant-Friedrichs-Lewy condition in such evolutions, one relying on modern implicit-explicit ODE solvers and multidomain spectral methods for elliptic equations. Our analysis considers the model problem of a forced scalar field propagating on a generic curved background. Nevertheless, we encounter and address a number of issues pertinent to the binary black hole problem in full general relativity. Specializing to the Schwarzschild geometry in Kerr-Schild coordinates, we document the results of several numerical experiments testing our strategy.Comment: 28 pages, uses revtex4. Revised in response to referee's report. One numerical experiment added which incorporates perturbed initial data and adaptive time-steppin