Semi-implicit-explicit Runge-Kutta method for nonlinear differential equations
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arXiv
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866909579007229952 |
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| author | Ding, Lingyun |
| author_facet | Ding, Lingyun |
| contents | A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where $\mathbf{f}$ is a non-stiff term and $G\mathbf{u}$ represents the stiff terms. Such systems frequently arise from spatial discretizations of time-dependent nonlinear partial differential equations (PDEs). For instance, $G$ could involve higher-order derivative terms with nonlinear coefficients. Traditional IMEX-RK methods, which treat $\mathbf{f}$ explicitly and $G\mathbf{u}$ implicitly, require solving nonlinear systems at each time step when $G$ depends on $\mathbf{u}$, leading to increased computational cost and complexity. In contrast, the proposed semi-IMEX scheme treats $G$ explicitly while keeping $\mathbf{u}$ implicit, reducing the problem to solving only linear systems. This approach eliminates the need to compute Jacobians while preserving the stability advantages of implicit methods. A family of semi-IMEX RK schemes with varying orders of accuracy is introduced. Numerical simulations for various nonlinear equations, including nonlinear diffusion models, the Navier-Stokes equations, and the Cahn-Hilliard equation, confirm the expected convergence rates and demonstrate that the proposed method allows for larger time step sizes without triggering stability issues. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_09969 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Semi-implicit-explicit Runge-Kutta method for nonlinear differential equations Ding, Lingyun Numerical Analysis 65L06, 65M22, 65M12, 76D05, 35K55, 35Q35 A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where $\mathbf{f}$ is a non-stiff term and $G\mathbf{u}$ represents the stiff terms. Such systems frequently arise from spatial discretizations of time-dependent nonlinear partial differential equations (PDEs). For instance, $G$ could involve higher-order derivative terms with nonlinear coefficients. Traditional IMEX-RK methods, which treat $\mathbf{f}$ explicitly and $G\mathbf{u}$ implicitly, require solving nonlinear systems at each time step when $G$ depends on $\mathbf{u}$, leading to increased computational cost and complexity. In contrast, the proposed semi-IMEX scheme treats $G$ explicitly while keeping $\mathbf{u}$ implicit, reducing the problem to solving only linear systems. This approach eliminates the need to compute Jacobians while preserving the stability advantages of implicit methods. A family of semi-IMEX RK schemes with varying orders of accuracy is introduced. Numerical simulations for various nonlinear equations, including nonlinear diffusion models, the Navier-Stokes equations, and the Cahn-Hilliard equation, confirm the expected convergence rates and demonstrate that the proposed method allows for larger time step sizes without triggering stability issues. |
| title | Semi-implicit-explicit Runge-Kutta method for nonlinear differential equations |
| topic | Numerical Analysis 65L06, 65M22, 65M12, 76D05, 35K55, 35Q35 |
| url | https://arxiv.org/abs/2504.09969 |