1996
Stability of implicit-explicit linear multistep methods
Publication
Publication
In many applications, large systems of ordinary differential equations (ODEs) have to be solved numerically that have both stiff and nonstiff parts. A popular approach in such cases is to integrate the stiff parts implicitly and the nonstiff parts explicitly. In this paper we study a class of implicit-explicit (IMEX) linear multistep methods intended for such applications. The paper focuses on the linear stability of popular second order methods like extrapolated BDF, Crank-Nicolson Leap-Frog and a particular class of Adams methods. We present results for problems with decoupled eigenvalues and comment on some specific CFL restrictions associated with advection terms.
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CWI | |
Department of Numerical Mathematics [NM] | |
Organisation | Discretization of evoluation problems |
Frank, J., Hundsdorfer, W., & Verwer, J. (1996). Stability of implicit-explicit linear multistep methods. Department of Numerical Mathematics [NM]. CWI. |