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On the stability of implicit-explicit linear multistep methods. (English) Zbl 0887.65094

This paper deals with the numerical solution of large systems of ordinary differential equations with both stiff and nonstiff parts using implicit-explicit linear multistep methods, i.e., combinations of two methods. It is assumed that the individual implicit method is \(A\)-stable. Stability properties of the implicit-explicit schemes for the scalar test equation \(w'(t)= \lambda w(t)+ \mu w(t)\) are investigated, where \(\lambda\) and \(\mu\) represent the eigenvalues of the nonstiff and stiff part, respectively.
The following questions are discussed: stability under the assumption that \(\lambda\) lies in the stability region of the individual explicit method, and restrictions on \(\lambda\) for having stability for arbitrary \(\mu\) in the left half-plane. Several popular second-order methods are studied.

MSC:

65L20 Stability and convergence of numerical methods for ordinary differential equations
65L06 Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
34A34 Nonlinear ordinary differential equations and systems
34E13 Multiple scale methods for ordinary differential equations

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References:

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