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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/25985

Title: Asymptotic error analysis of an IMEX Runge–Kutta method
Authors: Kaiser, Klaus
Schütz, Jochen
Issue Date: 2018
Citation: Journal of computational and applied mathematics, 343, p. 139-154.
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.
URI: http://hdl.handle.net/1942/25985
DOI: 10.1016/j.cam.2018.04.044
ISI #: 000437820000011
ISSN: 0377-0427
Category: A1
Type: Journal Contribution
Appears in Collections: Research publications

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