Stability of the IMEX Methods, CNLF and BDF2-AB2, for Uncoupling Systems of Evolution Equations
PITTSBURGH UNIV PA DEPT OF MATHEMATICS
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Stability is proven for two second order, two step methods for uncoupling a system of two evolution equations with exactly skew symmetric coupling the Crank-Nicolson Leap Frog CNLF combination and the BDF2-AB2 combination. The form of the coupling studied arises in spatial discretizations of the Stokes-Darcy problem. For CNLF we prove stability for the coupled system under the time step condition suggested by linear stability theory for the Leap-Frog scheme. This seems to be a first proof of a widely believed result. For BDF2-AB2 we prove stability under a condition that is better than the one suggested by linear stability theory for the individual methods. This report is an expended version of the one submitted for publication.
- Numerical Mathematics