Title
High Order Semi-implicit Schemes for Time Dependent Partial Differential Equations.
Abstract
The main purpose of the paper is to show how to use implicit---explicit Runge---Kutta methods in a much more general context than usually found in the literature, obtaining very effective schemes for a large class of problems. This approach gives a great flexibility, and allows, in many cases the construction of simple linearly implicit schemes without any Newtonu0027s iteration. This is obtained by identifying the (possibly linear) dependence on the unknown of the system which generates the stiffness. Only the stiff dependence is treated implicitly, then making the whole method much simpler than fully implicit ones. The resulting schemes are denoted as semi-implicit R---K. We adopt several semi-implicit R---K methods up to order three. We illustrate the effectiveness of the new approach with many applications to reaction---diffusion, convection diffusion and nonlinear diffusion system of equations.
Year
DOI
Venue
2016
10.1007/s10915-016-0168-y
J. Sci. Comput.
Keywords
Field
DocType
IMEX schemes, Stiff problems, Time dependant partial differential equations, Primary 82C40, Secondary 65N08, 65N35
Convection–diffusion equation,Mathematical optimization,System of linear equations,Mathematical analysis,Stiff equation,Stiffness,Nonlinear diffusion,L-stability,Backward differentiation formula,Partial differential equation,Mathematics
Journal
Volume
Issue
ISSN
68
3
1573-7691
Citations 
PageRank 
References 
9
0.78
22
Authors
3
Name
Order
Citations
PageRank
Sebastiano Boscarino111110.00
Francis Filbet227137.95
Giovanni Russo3585.24