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http://hdl.handle.net/1942/25985
Title: | Asymptotic error analysis of an IMEX Runge–Kutta method | Authors: | KAISER, Klaus SCHUETZ, Jochen |
Issue Date: | 2018 | Source: | Journal of computational and applied mathematics, 343, p. 139-154. | Abstract: | We consider a system of singularly perturbed differential equations with singular parameter ε << 1, discretized with an IMEX Runge-Kutta method. The splitting needed for the IMEX method stems from a linearization of the fluxes around the limit solution. We analyze the asymptotic convergence order as ε → 0. We show that in this setting, the stage order of the implicit part of the scheme is of great importance, thereby explaining earlier numerical results showing a close correlation of errors of the splitting scheme and the fully implicit one. | Keywords: | order reduction; RS-IMEX; IMEX Runge-Kutta; singularly perturbed equation; asymptotic convergence order | Document URI: | http://hdl.handle.net/1942/25985 | ISSN: | 0377-0427 | e-ISSN: | 1879-1778 | DOI: | 10.1016/j.cam.2018.04.044 | ISI #: | 000437820000011 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2019 |
Appears in Collections: | Research publications |
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File | Description | Size | Format | |
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main.pdf | Non Peer-reviewed author version | 306.5 kB | Adobe PDF | View/Open |
Kaiser.pdf Restricted Access | Published version | 630.12 kB | Adobe PDF | View/Open Request a copy |
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