On the stability of implicit-explicit linear multistep methods

J. Frank*, W. Hundsdorfer, J. G. Verwer

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

In many applications, such as atmospheric chemistry, large systems of ordinary differential equations (ODEs) with both stiff and nonstiff parts have to be solved numerically. A popular approach in such cases is to integrate the stiff parts implicitly and the nonstiff parts explicitly. In this paper we study a class of implicit-explicit (IMEX) linear multistep methods intended for such applications. The paper focuses on the linear stability of popular second order methods like extrapolated BDF, Crank-Nicolson leap-frog and a particular class of Adams methods. We present results for problems with decoupled eigenvalues and comment on some specific CFL restrictions associated with advection terms.

Original languageEnglish
Pages (from-to)193-205
Number of pages13
JournalApplied Numerical Mathematics
Volume25
Issue number2-3
DOIs
Publication statusPublished - Nov 1997
Externally publishedYes

Keywords

  • Implicit-explicit methods
  • Linear multistep methods
  • Method of lines
  • Stability

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