Extrapolation-based implicit-explicit general linear methods

@article{Cardone2013ExtrapolationbasedIG,
title={Extrapolation-based implicit-explicit general linear methods},
author={Angelamaria Cardone and Zdzislaw Jackiewicz and Hong Zhang and Adrian Sandu},
journal={Numerical Algorithms},
year={2013},
volume={65},
pages={377-399}
}

For many systems of differential equations modeling problems in science and engineering, there are natural splittings of the right hand side into two parts, one non-stiff or mildly stiff, and the other one stiff. For such systems implicit-explicit (IMEX) integration combines an explicit scheme for the non-stiff part with an implicit scheme for the stiff part. In a recent series of papers two of the authors (Sandu and Zhang) have developed IMEX GLMs, a family of implicit-explicit schemes based… CONTINUE READING