Monday, October 14, 2024

Implicit-Explicit Methods for Evolutionary Partial Differential Equations

Sebastiano Boscarino, Lorenzo Pareschi, and Giovanni Russo, SIAM Mathematical Modelling and Computations Series, 2024 

Publishing December 2024

Implicit-explicit (IMEX) time discretization methods have proven to be highly effective for the numerical solution of a wide class of evolutionary partial differential equations (PDEs) across various contexts. These methods have become mainstream for solving evolutionary PDEs, particularly in the fields of hyperbolic and kinetic equations. The first book on the subject, Implicit-Explicit Methods for Evolutionary Partial Differential Equations provides an in-depth yet accessible approach. The authors summarize and illustrate the construction, analysis, and application of IMEX methods using examples, test cases, and implementation details; guide readers through the various methods and teach them how to select and use the one most appropriate for their needs; and demonstrate how to identify stiff terms and effectively implement high-order methods in time for a variety of systems of PDEs. Readers interested in learning modern techniques for the effective numerical solution of evolutionary PDEs with multiple time scales will find in this book a unified, compact, and accessible treatment.

Audience

This book is intended for applied mathematicians, scientists, and engineers who use or are interested in learning about IMEX schemes. Readers should have some background in numerical methods for ODE systems and basic finite difference and finite volume discretization of evolutionary PDEs, along with a basic understanding of the relevant mathematical models. The book is suitable for students who have had a basic course in numerical analysis and are familiar with partial differential equations.