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High-order discretizations of partial differential equations (PDEs) necessitate high-order time integration schemes capable of handling both stiff and nonstiff operators in an efficient manner. Implicit-explicit (IMEX) integration based on…

Numerical Analysis · Mathematics 2022-01-19 Steven Roberts , Arash Sarshar , Adrian Sandu

In the numerical solution of partial differential equations using a method-of-lines approach, the availability of high order spatial discretization schemes motivates the development of sophisticated high order time integration methods. For…

Numerical Analysis · Computer Science 2016-11-25 Hong Zhang , Adrian Sandu , Sebastien Blaise

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…

Numerical Analysis · Computer Science 2013-04-09 Angelamaria Cardone , Zdzislaw Jackiewicz , Hong Zhang , Adrian Sandu

Implicit-explicit (IMEX) time stepping methods can efficiently solve differential equa- tions with both stiff and nonstiff components. IMEX Runge-Kutta methods and IMEX linear multistep methods have been studied in the literature. In this…

Numerical Analysis · Mathematics 2013-03-26 Hong Zhang , Adrian Sandu

We generalize the theory of underlying one-step methods to strictly stable general linear methods (GLMs) solving nonautonomous ordinary differential equations (ODEs) that satisfy a global Lipschitz condition. We combine this theory with the…

Numerical Analysis · Mathematics 2017-09-08 Andrew J. Steyer , Erik S. Van Vleck

This paper studies fixed-step convergence of implicit-explicit general linear methods. We focus on a subclass of schemes that is internally consistent, has high stage order, and favorable stability properties. Classical, index-1…

Numerical Analysis · Mathematics 2020-04-10 Adrian Sandu

In this paper, we are interested in investigating notions of stability for generalized linear differential equations (GLDEs). Initially, we propose and revisit several definitions of stability and provide a complete characterisation of them…

Classical Analysis and ODEs · Mathematics 2023-02-16 Claudio A. Gallegos , Gonzalo Robledo

Review of implicit methods of integrating system of stiff ordinary differential equations is presented. Defines and graphically presents absolute stability region for Gears methods (backward differentiation formula) used to solve system of…

Classical Analysis and ODEs · Mathematics 2015-03-17 Mihail Semenov

Among the methods for solving ODE-IVPs, the class of General Linear Methods (GLMs) is able to encompass most of them, ranging from Linear Multistep Formulae (LMF) to RK formulae. Moreover, it is possible to obtain methods able to overcome…

Numerical Analysis · Mathematics 2010-01-05 Luigi Brugnano , Cecilia Magherini

In this note we propose and analyze novel implicit-explicit methods based on second order strong stability preserving multistep time discretizations. Several schemes are developed, and a linear stability analysis is performed to study their…

Numerical Analysis · Mathematics 2025-10-20 Thor Gjesdal

We construct and analyze first- and second-order implicit-explicit (IMEX) schemes based on the scalar auxiliary variable (SAV) approach for the magneto-hydrodynamic equations. These schemes are linear, only require solving a sequence of…

Numerical Analysis · Mathematics 2021-04-02 Xiaoli Li , Weilong Wang , Jie Shen

An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…

Machine Learning · Computer Science 2022-06-24 Matan Schliserman , Tomer Koren

The rigorous stability analysis of high-order implicit-explicit multistep (IEMS) methods for nonlinear parabolic equations by using discrete energy arguments is a long standing open issue due to their non-A-stable property. A novel…

Numerical Analysis · Mathematics 2026-05-08 Hong-lin Liao , Chaoyu Quan , Tao Tang , Tao Zhou

It is well known that the linear stability of solutions of partial differential equations which are integrable can be very efficiently investigated by means of spectral methods. We present here a direct construction of the eigenmodes of the…

Exactly Solvable and Integrable Systems · Physics 2018-06-18 Antonio Degasperis , Sara Lombardo , Matteo Sommacal

For many systems of differential equations modeling problems in science and engineering, there are often natural splittings of the right hand side into two parts, one of which is non-stiff or mildly stiff, and the other part is stiff. Such…

Numerical Analysis · Mathematics 2018-11-07 Giuseppe Izzo , Zdzislaw Jackiewicz

In our recent work [22], a family of high order asymptotic preserving (AP) methods, termed as IMEX-LDG methods, are designed to solve some linear kinetic transport equations, including the one-group transport equation in slab geometry and…

Numerical Analysis · Mathematics 2020-05-13 Zhichao Peng , Yingda Cheng , Jing-Mei Qiu , Fengyan Li

In this manuscript, we present the development of implicit and implicit-explicit ADER and DeC methodologies within the DeC framework using the two-operators formulation, with a focus on their stability analysis both as solvers for ordinary…

Numerical Analysis · Mathematics 2025-05-14 Philipp Öffner , Louis Petri , Davide Torlo

We present an implicit-explicit (IMEX) scheme for semilinear wave equations with strong damping. By treating the nonlinear, nonstiff term explicitly and the linear, stiff part implicitly, we obtain a method which is not only unconditionally…

Numerical Analysis · Mathematics 2024-07-01 Daniel Eckhardt , Marlis Hochbruck , Barbara Verfürth

High order implicit-explicit (IMEX) methods are often desired when evolving the solution of an ordinary differential equation that has a stiff part that is linear and a non-stiff part that is nonlinear. This situation often arises in…

Numerical Analysis · Mathematics 2020-07-16 Adi Ditkowski , Sigal Gottlieb , Zachary J. Grant

Euler--Euler or volume-averaged Navier--Stokes equations are used in various applications to model systems with two or more interpenetrating phases. Each fluid obeys its own momentum and mass equations, and the phases are typically coupled…

Numerical Analysis · Mathematics 2025-08-04 Douglas Pacheco , Richard Schussnig
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