THIRD-ORDER SECTORIALLY A-STABLE ALTERNATING IMPLICIT RUNGE-KUTTA SCHEMES

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Abstract

We design pairs of six-stage, third-order, alternating implicit Runge-Kutta (RK) schemes that can be used to integrate in time two stiff operators by an operator-splitting technique. We also design for each pair a companion explicit RK scheme to be used for a third, nonstiff operator in an implicit-explicit (IMEX) fashion. The main application we have in mind is (non)linear parabolic problems, where the two stiff operators represent diffusion processes (for instance, in two spatial directions) and the nonstiff operator represents (non)linear transport. We identify necessary conditions for linear sectorial A(\alpha)-stability by considering a scalar ODE with two (complex) eigenvalues lying in some fixed cone of the half-complex plane with nonpositive real part. We show numerically that it is possible to achieve A(0)-stability when combining two operators with negative eigenvalues, irrespective of their relative magnitude. Finally, we show by numerical examples including two-dimensional nonlinear transport problems discretized in space using finite elements that the proposed schemes behave well.

Original languageEnglish
Pages (from-to)A1579-A1603
JournalSIAM Journal on Scientific Computing
Volume47
Issue number3
DOIs
Publication statusPublished - 1 Jan 2025

Keywords

  • high-order time integration
  • implicit-explicit time integration
  • operator splitting
  • order barrier

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