Strong Stability Preserving IMEX Methods for Partitioned Systems of Differential Equations

Abstract

We investigate strong stability preserving (SSP) implicit-explicit (IMEX) methods for partitioned systems of differential equations with stiff and nonstiff subsystems. Conditions for order p and stage order $q=p$ are derived, and characterization of SSP IMEX methods is provided following the recent work by Spijker. Stability properties of these methods with respect to the decoupled linear system with a complex parameter, and a coupled linear system with real parameters are also investigated. Examples of methods up to the order $p=4$ and stage order $q=p$ are provided. Numerical examples on six partitioned test systems confirm that the derived methods achieve the expected order of convergence for large range of stepsizes of integration, and they are also suitable for preserving the accuracy in the stiff limit or preserving the positivity of the numerical solution for large stepsizes.

Funding

Università degli Studi di Napoli Federico II