Imex Methods For Ordinary Differential Equations

Abstract

The aim of this thesis is to construct partitioned Runge-Kutta methods (PRK) for the numerical solution of non-separable system of ordinary differential equations y0 = f(y; z), z0 = g(y; z) as IMEX scheme (implicit explicit). The partitioned Runge-Kutta methods consist of two RK methods such that one method solve y0 = f(y; z), the non stiff differential equation, the other method solve z0 = g(y; z), the stiff differential equation. Explicit RK method is used for the solution of non stiff part and implicit RK method is used for the solution of stiff part.

In order to construct PRK method, we have used the idea of effective order methods. The development of these methods require the solution of large number of order conditions, however, there exist simplifying assumptions which reduce the number of order conditions.

In this thesis, simplifying assumptions for PRK method for non-separable differential equations are derived for the first time and applied successfully to reduce the effective order conditions, thus allowing us to construct effective order 3 PRK method with just two stages. This result in huge savings in terms of computational cost.