Implicit-Explicit Runge-Kutta-Rosenbrock Methods with Error Analysis for Nonlinear Stiff Differential Equations

Implicit-Explicit Runge-Kutta-Rosenbrock Methods with Error Analysis for Nonlinear Stiff Differential Equations

Year:    2021

Author:    Bin Huang, Aiguo Xiao, Gengen Zhang

Journal of Computational Mathematics, Vol. 39 (2021), Iss. 4 : pp. 599–620

Abstract

Implicit-explicit Runge-Kutta-Rosenbrock methods are proposed to solve nonlinear stiff ordinary differential equations by combining linearly implicit Rosenbrock methods with explicit Runge-Kutta methods. First, the general order conditions up to order 3 are obtained. Then, for the nonlinear stiff initial-value problems satisfying the one-sided Lipschitz condition and a class of singularly perturbed initial-value problems, the corresponding errors of the implicit-explicit methods are analysed. At last, some numerical examples are given to verify the validity of the obtained theoretical results and the effectiveness of the methods.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.2005-m2019-0238

Journal of Computational Mathematics, Vol. 39 (2021), Iss. 4 : pp. 599–620

Published online:    2021-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    22

Keywords:    Stiff differential equations Implicit-explicit Runge-Kutta-Rosenbrock method Order conditions Convergence.

Author Details

Bin Huang

Aiguo Xiao

Gengen Zhang

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