A class of implicit-explicit two-step Runge-Kutta methods

Zharovski, Evgeniy and Sandu, Adrian (2012) A class of implicit-explicit two-step Runge-Kutta methods. Technical Report TR-12-08, Computer Science, Virginia Tech.

Abstract

This work develops implicit-explicit time integrators based on two-step Runge-Kutta methods. The class of schemes of interest is characterized by linear invariant preservation and high stage orders. Theoretical consistency and stability analyses are performed to reveal the properties of these methods. The new framework offers extreme flexibility in the construction of partitioned integrators, since no coupling conditions are necessary. Moreover, the methods are not plagued by severe order reduction, due to their high stage orders. Two practical schemes of orders four and six are constructed, and are used to solve several test problems. Numerical results confirm the theoretical findings.