Numerical Stability and Performance of Semi-Explicit and Semi-Implicit Predictor–Corrector Methods
Loïc Beuken, Olivier Cheffert, Александра Тутуева, Денис Бутусов, Vincent Legat
Abstract
Semi-implicit multistep methods are an efficient tool for solving large-scale ODE systems. This recently emerged technique is based on modified Adams–Bashforth–Moulton (ABM) methods. In this paper, we introduce new semi-explicit and semi-implicit predictor–corrector methods based on the backward differentiation formula and Adams–Bashforth methods. We provide a thorough study of the numerical stability and performance of new methods and compare their stability with semi-explicit and semi-implicit Adams–Bashforth–Moulton methods and their performance with conventional linear multistep methods: Adams–Bashforth, Adams–Moulton, and BDF. The numerical stability of the investigated methods was assessed by plotting stability regions and their performances were assessed by plotting error versus CPU time plots. The mathematical developments leading to the increase in numerical stability and performance are carefully reported. The obtained results show the potential superiority of semi-explicit and semi-implicit methods over conventional linear multistep algorithms.