Stability and convergence analysis of implicit-explicit one-leg methods for stiff delay differential equations

被引:8
|
作者
Zhang, Gengen [1 ]
Xiao, Aiguo [1 ]
机构
[1] Xiangtan Univ, Sch Math & Computat Sci, Hunan Key Lab Computat & Simulat Sci & Engn, Xiangtan 411105, Hunan, Peoples R China
基金
中国国家自然科学基金;
关键词
stiff delay differential equations; implicit-explicit one-leg methods; convergence; stability; LINEAR MULTISTEP METHODS; INITIAL-VALUE PROBLEMS; PARABOLIC EQUATIONS;
D O I
10.1080/00207160.2015.1080359
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The purpose of this paper is devoted to studying the implicit-explicit (IMEX) one-leg methods for stiff delay differential equations (DDEs) which can be split into the stiff and nonstiff parts. IMEX one-leg methods are composed of implicit one-leg methods for the stiff part and explicit one-leg methods for the nonstiff part. We prove that if the IMEX one-leg methods is consistent of order 2 for the ordinary differential equations, and the implicit one-leg method is A-stable, then the IMEX one-leg methods for stiff DDEs are stable and convergent with order 2. Some numerical examples are given to verify the validity of the obtained theoretical results and the effectiveness of the presented methods.
引用
收藏
页码:1964 / 1983
页数:20
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