IMEX-a :

Technical Report · Wed May 01 00:00:00 EDT 2013

DOI:https://doi.org/10.2172/1089990· OSTI ID:1089990

Brake, Matthew Robert

This report presents an efficient and accurate method for integrating a system of ordinary differential equations, particularly those arising from a spatial discretization of partially differential equations. The algorithm developed, termed the IMEX a algorithm, belongs to a class of algorithms known as implicit-explicit (IMEX) methods. The explicit step is based on a fifth order Runge-Kutta explicit step known as the Dormand-Prince algorithm, which adaptively modifies the time step by calculating the error relative to a fourth order estimation. The implicit step, which follows the explicit step, is based on a backward Euler method, a special case of the generalized trapezoidal method. Reasons for choosing both of these methods, along with the algorithm development are presented. In applications that have less stringent accuracy requirements, several other methods are available through the IMEX a toolbox, each of which simplify the fifth order Dormand-Prince explicit step: the third order Bogacki-Shampine method, the second order Midpoint method, and the first order Euler method. The performance of the algorithm is evaluated on to examples. First, a two pawl system with contact is modeled. Results predicted by the IMEX a algorithm are compared to those predicted by six widely used integration schemes. The IMEX a algorithm is demonstrated to be significantly faster (by up to an order of magnitude) and at least as accurate as all of the other methods considered. A second example, an acoustic standing wave, is presented in order to assess the accuracy of the IMEX a algorithm. Finally, sample code is given in order to demonstrate the implementation of the proposed algorithm.

• Research Organization: Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
• Sponsoring Organization: USDOE National Nuclear Security Administration (NNSA)
• DOE Contract Number: AC04-94AL85000
• OSTI ID: 1089990
• Report Number(s): SAND2013-4299; 456232
• Country of Publication: United States
• Language: English