13th June – Jean-Luc Guermond: Invariant-domain preserving IMEX time stepping methods

Jean-Luc Guermond Thursday 13th June at 11:00



I will present high-order time discretizations of a Cauchy problem where the evolution operator comprises a hyperbolic part and a parabolic part (say diffusion and stiff relaxation terms). The said problem is assumed to possess an invariant domain. I will propose a technique that makes every implicit-explicit (IMEX) time stepping scheme invariant domain preserving and mass conservative. The IMEX scheme is written in incremental form and, at each stage of the scheme, we first compute low-order hyperbolic and parabolic updates, followed by their high-order counterparts. The proposed technique, which is agnostic to the space discretization, allows to optimize the time step restrictions induced by the hyperbolic sub-step. To illustrate the proposed methodology, we derive three novel IMEX schemes with optimal efficiency and for which the implicit scheme is singly-diagonal and L-stable: a third-order, four-stage scheme; and two fourth-order schemes, one with five stages and one with six stages. The novel IMEX schemes are evaluated numerically on a stiff ODE system. We also apply these schemes to nonlinear convection-diffusion problems with stiff reaction and to compressible viscous flows possibly including grey radiation.

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