On an accurate third order implicit-explicit Runge--Kutta method for stiff problems

  • Authors:
  • Sebastiano Boscarino

  • Affiliations:
  • Department of Mathematics and Computer Science, University of Catania, viale A. Doria 6, 95125, Italy

  • Venue:
  • Applied Numerical Mathematics
  • Year:
  • 2009

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Abstract

Most of the popular implicit-explicit (IMEX) Runge-Kutta (R-K) methods existing in the literature suffer from the phenomenon of order reduction in the stiff regime when applied to stiff problems containing a non-stiff term and a stiff term. Specifically, order reduction is observed when the problem becomes increasingly stiff. In this paper, our motivation is to derive a third-order IMEX R-K method for stiff problems that has a better temporal order of convergence than other well-known IMEX R-K methods. A comparison with other third-order methods shows substantial potential of this new method.