| 467 | RWTH Publication No: 696211 2017   IGPM467.pdf |
| TITLE | Asymptotic Error Analysis of an IMEX Runge-Kutta method |
| AUTHORS | Klaus Kaiser, Jochen Schütz |
| 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 minimal 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 |
| DOI | 10.1016/j.cam.2018.04.044 |
| PUBLICATION | Journal of Computational and Applied Mathematics, Volume 343, 1 December 2018, Pages 139-154 |
