A new stable splitting for singularly perturbed ODEs

Abstract

In this publication, we consider IMEX methods applied to singularly perturbed ordinary differential equations. We introduce a new splitting into stiff and non-stiff parts that has a direct extension to systems of conservation laws and investigate its performance analytically and numerically. We show that this splitting can in some cases improve the order of convergence, demonstrating that the phenomenon of order reduction is not only a consequence of the method but also of the splitting.