petsc-3.5.4 2015-05-23

EIMEX

Time stepping with Extrapolated IMEX methods.

Notes

The general system is written as

G(t,X,Xdot) = F(t,X)

where G represents the stiff part and F represents the non-stiff part. The user should provide the stiff part of the equation using TSSetIFunction() and the non-stiff part with TSSetRHSFunction(). This method is designed to be linearly implicit on G and can use an approximate and lagged Jacobian.

Another common form for the system is

y'=f(x)+g(x)

The relationship between F,G and f,g is

G = y'-g(x), F = f(x)

References E. Constantinescu and A. Sandu, Extrapolated implicit-explicit time stepping, SIAM Journal on Scientific Computing, 31 (2010), pp. 4452-4477.

EIMEX

Notes

See Also