Stability of implicit-explicit linear multistep methods for ordinary and delay differential equations |
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Authors: | Toshiyuki Koto |
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Institution: | (1) Graduate School of Information Science, Nagoya University, Nagoya 464-8601, Japan |
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Abstract: | Stability properties of implicit-explicit (IMEX) linear multistep methods for ordinary and delay differential equations are
analyzed on the basis of stability regions defined by using scalar test equations. The analysis is closely related to the
stability analysis of the standard linear multistep methods for delay differential equations. A new second-order IMEX method
which has approximately the same stability region as that of the IMEX Euler method, the simplest IMEX method of order 1, is
proposed. Some numerical results are also presented which show superiority of the new method.
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Keywords: | Implicit-explicit (IMEX) method delay differential equation stability region |
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