Stability and convergence analysis of implicit–explicit one-leg methods for stiff delay differential equations

Abstract

The purpose of this paper is devoted to studying the implicit–explicit (IMEX) one-leg methods for stiff delay differential equations (DDEs) which can be split into the stiff and nonstiff parts. IMEX one-leg methods are composed of implicit one-leg methods for the stiff part and explicit one-leg methods for the nonstiff part. We prove that if the IMEX one-leg methods is consistent of order 2 for the ordinary differential equations, and the implicit one-leg method is A-stable, then the IMEX one-leg methods for stiff DDEs are stable and convergent with order 2. Some numerical examples are given to verify the validity of the obtained theoretical results and the effectiveness of the presented methods.