Article ID Journal Published Year Pages File Type
8901811 Journal of Computational and Applied Mathematics 2018 16 Pages PDF
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.
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Physical Sciences and Engineering Mathematics Applied Mathematics
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