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Semi-implicit-explicit Runge-Kutta method for nonlinear differential equations

Numerical Analysis 2025-04-15 v1 Numerical Analysis

Abstract

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form u=f(t,u)+G(t,u)u\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}, where f\mathbf{f} is a non-stiff term and GuG\mathbf{u} represents the stiff terms. Such systems frequently arise from spatial discretizations of time-dependent nonlinear partial differential equations (PDEs). For instance, GG could involve higher-order derivative terms with nonlinear coefficients. Traditional IMEX-RK methods, which treat f\mathbf{f} explicitly and GuG\mathbf{u} implicitly, require solving nonlinear systems at each time step when GG depends on u\mathbf{u}, leading to increased computational cost and complexity. In contrast, the proposed semi-IMEX scheme treats GG explicitly while keeping u\mathbf{u} implicit, reducing the problem to solving only linear systems. This approach eliminates the need to compute Jacobians while preserving the stability advantages of implicit methods. A family of semi-IMEX RK schemes with varying orders of accuracy is introduced. Numerical simulations for various nonlinear equations, including nonlinear diffusion models, the Navier-Stokes equations, and the Cahn-Hilliard equation, confirm the expected convergence rates and demonstrate that the proposed method allows for larger time step sizes without triggering stability issues.

Keywords

Cite

@article{arxiv.2504.09969,
  title  = {Semi-implicit-explicit Runge-Kutta method for nonlinear differential equations},
  author = {Lingyun Ding},
  journal= {arXiv preprint arXiv:2504.09969},
  year   = {2025}
}
R2 v1 2026-06-28T22:57:15.454Z