Convergence results for implicit-explicit general linear methods. (English) Zbl 1453.65167
Summary: This paper studies fixed-step convergence of implicit-explicit general linear methods. We focus on a subclass of schemes that is internally consistent, has high stage order, and favorable stability properties. Classical, index-1 differential algebraic equation, and singular perturbation convergence analyses results are given. For all these problems IMEX GLMs from the class of interest converge with the full theoretical orders under general assumptions. The convergence results require the time steps to be sufficiently small, with upper bounds that are independent on the stiffness of the problem.
MSC:
| 65L06 | Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations |
| 65L20 | Stability and convergence of numerical methods for ordinary differential equations |
Keywords:
implicit-explicit general linear methods; convergence analysis; singular perturbation problemSoftware:
RODASReferences:
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