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Implicit-Explicit Runge-Kutta schemes for hyperbolic systems ... - utenti

Implicit-Explicit Runge-Kutta schemes for hyperbolic systems ... - utenti

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Lemma 1 If all diagonal element of the triangular coefficient matrix A that characterize<br />

the DIRK scheme are non zero, then<br />

Proof:<br />

In the limit ɛ → 0 we have<br />

lim<br />

ɛ→0 R(U i ) = 0.<br />

i�<br />

aijR(U j ) = 0, i = 1, . . . , ν.<br />

j=1<br />

Since the matrix A is non-singular, this implies R(U i ) = 0, i = 1, . . . , ν.<br />

Remarks<br />

• As a consequence the vectors of c and ˜c cannot be equal. In fact ˜c1 = 0 whereas<br />

c1 �= 0. Note that the condition c = ˜c is commonly used by several authors since it<br />

simplifies the analysis of the <strong>schemes</strong>.<br />

• If c1 = 0 then the corresponding scheme may be inaccurate if the initial condition is<br />

not “well prepared”. In this case the scheme is not able to treat the so called initial<br />

layer problem and degradation of accuracy in the stiff limit is expected.<br />

Theorem 1 If det A �= 0 then in the limit ɛ → 0, the IMEX scheme applied to an <strong>hyperbolic</strong><br />

system with relaxation becomes the explicit RK scheme characterized by (Ã, ˜w, ˜c) applied<br />

to the limit system of conservation laws.<br />

14

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