Semi-implicit integral deferred correction constructed with additive Runge–Kutta methods

Abstract

In this paper, we consider construct high order semi-implicit integrators using integral deferred correction (IDC) to solve stiff initial value problems. The general framework for the construction of these semi-implicit methods uses uniformly distributed nodes and additive RungeKutta (ARK) integrators as base schemes inside an IDC framework, which we refer to as IDC-ARK methods. We establish under mild assumptions that, when an r order ARK method is used to predict and correct the numerical solution, the order of accuracy of the IDC method increases by r for each IDC prediction and correction loop. Numerical experiments support the established theorems, and also indicate that higher order IDC-ARK methods present an efficiency advantage over existing implicit-explicit (IMEX) ARK schemes in some cases.