Singly TASE Operators for the Numerical Solution of Stiff Differential Equations by Explicit Runge–Kutta Schemes

In this paper new explicit integrators for numerical solution of stiff evolution equations are proposed. As shown by Bassenne, Fu and Mani in (J Comput Phys 424:109847, 2021), the action on the original vector field of the stiff equations of an appropriate time-accurate and highly-stable explicit (TASE) linear operator, allows us to use explicit Runge–Kutta (RK) schemes with these modified equations so that the resulting algorithm becomes stable for the original stiff equations. Here a new family of TASE operators is considered. The new operators, called Singly TASE, have the advantage over the TASE operators of Bassenne et al. that the action on the vector field depends on the powers of the inverse of only one matrix, which can be computationally more simple, without loosing stability properties. A complete study of the linear stability properties of k–stage, kth–order explicit RK schemes under the action of Singly TASE operators of the same order is carried out for k≤4. For orders two, three and four, particular schemes that are nearly strongly A–stable and therefore suitable for stiff problems are devised. Further, explicit RK schemes with orders three and four that can be implemented with only two storage locations under the action of Singly TASE operators of the same order are discussed. A particular implementation of the classical four–stage fourth–order RK scheme with two Singly TASE operators is presented. A set of numerical experiments has been conducted to demonstrate the performance of the new schemes by comparing with previous RKTASE and other established methods. The main conclusion is that the new integrators provide a very simple solver for stiff systems with good stability properties and avoids the difficulties of using implicit algorithms

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