Unconditional Stability for Numerical Scheme Combining Implicit Timestepping for Local Effects and Explicit Timestepping for Nonlocal Effects

Abstract

A combination of implicit and explicit timestepping is analyzed for a system of ODEs motivated by ones arising from spatial discretizations of evolutionary partial differential equations. Loosely speaking, the method we consider is implicit in local and stabilizing terms in the underlying PDE and explicit in nonlocal and unstabilizing terms. Unconditional stability and convergence of the numerical scheme are proven by the energy method and by algebraic techniques. This stability result is surprising because usually when different methods are combined, the stability properties of the least stable method plays a determining role in the combination.