Optimized strong stability preserving IMEX Runge-Kutta methods

Abstract

We construct and analyze robust strong stability preserving IMplicit-EXplicit Runge-Kutta (IMEX RK) methods for models of flow with diffusion as they appear in astrophysics and in many other fields where equations with similar structure arise. It turns out that besides the optimization of the region of absolute monotonicity, some other properties of the methods are crucial for the success of such simulations. In particular, the models in our focus dictate to also take into account the step size limits associated with dissipativity, positivity and the stiff parabolic terms which represent transport by diffusion, the uniform convergence with respect to different stiffness properties of those same terms, etc. Furthermore, in the literature, some other properties, like the inclusion of a part of the imaginary axis in the stability region, have been argued to be relevant. In this paper, we construct several new IMEX RK methods which differ from each other by taking various or even all of these constraints simultaneously into account. It is demonstrated for some simple examples as well as for the problem of double-diffusive convection, that the newly constructed schemes provide a significant computational advantage over other methods from the literature. Due to their accumulation of different stability properties, the optimized IMEX RK methods obtained in this paper are robust schemes that may also be useful for general models which involve the solution of advection-diffusion equations, or other transport equations with similar stability requirements.