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arXiv 1701.04750math.NAcs.NA
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隐式-显式积分延迟修正方法用于刚性问题

Implicit-Explicit Integral Deferred Correction Methods for Stiff Problems

University of Catania(卡塔尼亚大学);University of Houston(休斯顿大学)

S. Boscarino, J. Qiu, G. Russo

AI总结:

本文研究了隐式-显式积分延迟修正方法在刚性问题中的阶数降低现象,分析了其误差特性,并通过数值实验验证理论结果。

摘要:

本文的主要目标是研究基于隐式-显式Runge-Kutta方案的积分延迟修正(InDC)方法在一类由小正参数ε特征的刚性问题(奇异摄动问题SPPs)中出现的阶数降低现象。特别地,本文给出了这些隐式-显式InDC(InDC-IMEX)方法应用于SPPs时的误差分析。在我们的误差估计中,我们将全局误差展开为ε的幂级数,并展示其系数是相应方法应用于一系列微分代数系统时的全局误差。对这些误差展开的研究得出误差界,并揭示了阶数降低现象。在我们的分析中,我们假设了均匀的求积节点(排除InDC方法中的最左点)以及IMEX R-K方案的全局刚性精度特性。Van der Pol方程和PDE应用的数值结果用于验证我们的理论发现。

英文摘要:

The main goal of this paper is to investigate the order reduction phenomenon that appears in the integral deferred correction (InDC) methods based on implicit-explicit (IMEX) Runge-Kutta (R-K) schemes when applied to a class of stiff problems characterized by a small positive parameter $\varepsilon$, called singular perturbation problems (SPPs). In particular, an error analysis is presented for these implicit-explicit InDC (InDC-IMEX) methods when applied to SPPs. In our error estimate, we expand the global error in powers of $\varepsilon$ and show that its coefficients are global errors of the corresponding method applied to a sequence of differential algebraic systems. A study of these errors in the expansion yields error bounds and it reveals the phenomenon of order reduction. In our analysis we assume uniform quadrature nodes excluding the left-most point in the InDC method and the globally stiffly accurate property for the IMEX R-K scheme. Numerical results for the Van der Pol equation and PDE applications are presented to illustrate our theoretical findings.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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