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

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.