Numerical Stability and Performance of Semi-Explicit and Semi-Implicit Predictor–Corrector Methods

Beuken, Loïc;Cheffert, Olivier;Tutueva, Aleksandra;Butusov, Denis;Legat, Vincent
(2022) Mathematics — Vol. 10, n° 12, p. 2015 (2022)

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Authors
  • Beuken, LoïcUCLouvain
    Author
  • Cheffert, OlivierUCLouvain
    Author
  • Tutueva, AleksandraNon Department of Computer-Aided Design, Saint Petersburg Electrotechnical University “LETI”, 197376 Saint Petersburg, Russiaspécifié
    Author
  • Butusov, DenisYouth Research Institute, Saint Petersburg Electrotechnical University “LETI”, 197376 Saint Petersburg, Russiapécifié
    Author
  • Legat, VincentUCLouvain
    Author
Abstract
Semi-implicit multistep methods are an efficient tool for solving large-scale ODE systems. This recently emerged technique is based on modified Adams–Bashforth–Moulton (ABM) methods. In this paper, we introduce new semi-explicit and semi-implicit predictor–corrector methods based on the backward differentiation formula and Adams–Bashforth methods. We provide a thorough study of the numerical stability and performance of new methods and compare their stability with semi-explicit and semi-implicit Adams–Bashforth–Moulton methods and their performance with conventional linear multistep methods: Adams–Bashforth, Adams–Moulton, and BDF. The numerical stability of the investigated methods was assessed by plotting stability regions and their performances were assessed by plotting error versus CPU time plots. The mathematical developments leading to the increase in numerical stability and performance are carefully reported. The obtained results show the potential superiority of semi-explicit and semi-implicit methods over conventional linear multistep algorithms.
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Beuken, L., Cheffert, O., Tutueva, A., Butusov, D., & Legat, V. (2022). Numerical Stability and Performance of Semi-Explicit and Semi-Implicit Predictor–Corrector Methods. Mathematics, 10(12), 2015. https://doi.org/10.3390/math10122015 (Original work published 2022)