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We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which the convection and the source term may have very different time and space scales. As a consequence the nature of the asymptotic limit changes completely, passing from a hyperbolic to a parabolic system. From the computational point of view, standard numerical methods designed for the fluid-dynamic scaling of hyperbolic systems with relaxation present several drawbacks and typically lose efficiency in describing the parabolic limit regime. In this work, in the context of Implicit-Explicit linear multistep methods we construct high order space-time discretizations which are able to handle all the different scales and to capture the correct asymptotic behavior, independently from its nature, without time step restrictions imposed by the fast scales. Several numerical examples confirm the theoretical analysis.
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing restrictions on time
Splitting is a method to handle application problems by splitting physics, scales, domain, and so on. Many splitting algorithms have been designed for efficient temporal discretization. In this paper, our goal is to use temporal splitting concepts in
We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of accuracy fo
We consider a finite element method with symmetric stabilisation for the discretisation of the transient convection--diffusion equation. For the time-discretisation we consider either the second order backwards differentiation formula or the Crank-Ni
This paper studies fixed-step convergence of implicit-explicit general linear methods. We focus on a subclass of schemes that is internally consistent, has high stage order, and favorable stability properties. Classical, index-1 differential algebrai