Stability of two IMEX methods, CNLF and BDF2-AB2, for uncoupling systems of evolution equations

摘要

Stability is proven for two second order, two step methods for uncoupling a system of two evolution equations with exactly skew symmetric coupling: the Crank-Nicolson Leap-Frog (CNLF) combination and the BDF2-AB2 combination. The form of the coupling studied arises in spatial discretizations of the Stokes-Darcy problem. For CNLF we prove stability for the coupled system under the time step condition suggested by linear stability theory for the Leap-Frog scheme. This seems to be a first proof of a widely believed result. For BDF2-AB2 we prove stability under a condition that is better than the one suggested by linear stability theory for the individual methods.