The Convergence of Semi-Implicit Numerical
Methods
Aleksandra V. Tutueva#, Ekaterina A. Rodionova#, Mariia P. Baidina#, Anastasiia V. Kavunskaia#, Maria N. Kozak*
#
Department of Computer Aided Design, *Youth Research Institute
Saint-Petersburg Electrotechnical University "LETI"
St. Petersburg, Russia
avtutueva@etu.ru
Abstract—Rapid development of semi-implicit and semi-
explicit integration techniques allowed to create relatively stable
and efficient extrapolation and composition ODE solvers.
However, there are several shortcomings in semi-implicit
approach that should be taken into consideration while solving
non-Hamiltonian systems. One of the most disturbing features of
semi-implicit integration methods is their low convergence,
which, in theory, can significantly affect the performance of the
solver. In this paper we study the convergence of ODE solvers
based on of semi-implicit integrators. The linear differential
equations of different order are considered as a test systems. The
dependence between method convergence and system order is
revealed. The comparison with traditional ODE solvers is given.
We experimentally show that the semi-implicit algorithms may
exhibit a low convergence for a certain systems. We also propose
a technique to reduce this effect – the introduction of correction
coefficient and give an experimental evaluation of this approach.
Keywords—numerical integration; semi-implicit method; initial
value problem; convergence; ODE solvers; linear system
I. INTRODUCTION
Computer simulation is one of the most important and
widely used approach in scientific research. It implies analysis
of a mathematical model using numerical methods. The
dynamics of real processes or phenomena is often described by
systems of ordinary differential equations (ODE) [1–3]. Most
of such systems comprise nonlinear equations, which are
difficult or practically impossible to solve analytically in
general form. Therefore, simulation is performed using
numerical integration methods. The choice of a discrete
operator significantly affects the accuracy of the resulting
solution and the simulation speed [4]. Over the last two
decades, many new approaches to the numerical integration of
ODEs have been proposed [5]. One of the classes of the newly
developed algorithms is semi-implicit numerical integration
methods. So-called geometric integrators, they are common as
a simulation tool for Hamiltonian systems [4]. However, recent
studies in the field of numerical integration have shown that
semi-implicit algorithms effectively solve nonlinear ODE
systems, including systems with chaotic dynamics [6–8], both
conservative and dissipative.
Semi-implicit methods offer high computation speed and
accuracy in comparison with implicit and explicit methods.
However, one of the most important features of these methods
is their questionable convergence [7, 9] that can significantly
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affect the performance of the ODE solver. The main aim of this
research is to investigate the convergence of the semi-implicit
numerical integration methods through the study of linear
systems of differential equations with different properties.
The paper is organized as follows. In Section II we describe
the considered linear systems and methods under investigation.
Section III presents the results of convergence estimation. In
Section IV the technique for improving the convergence of the
semi-implicit numerical integration methods is proposed.
Section V gives conclusions and discussion.
II. INVESTIGATED SYSTEMS AND METHODS
The semi-implicit CD-methods were proposed in [6–8]
based on early ideas of Cromer and Verlet [10–12]. The class
of such algorithms can be described using so-called
commutation matrices [8]. In this study we consider the
common version of CD methods with the direct order of
calculating equations in the first part of a composition scheme,
and the reverse in the second. We simulate linear systems of
different dimension with the behavior of damped and
undamped harmonic oscillators. For the matrix dimension of 3
the coefficients of such systems can be choose as follows
 −1 − 3 − 3
 
 − 0. 5 − 2 .5 − 3  (1)
 2
 3 − 1 
and
 0 − 1 − 1
 
 1 0 − 1. (2)
1 1 0 

We investigate the convergence of the semi-implicit CD-
method in comparison with the well-studied explicit (EMP)
and implicit (IMP) midpoint methods. The simulation time t in
all computational experiments was set 5 s. and the integration
step h was set 0.01 s.
III. EXPERIMENTAL COMPARISON OF INTEGRATION METHODS
Since CD-methods have already proven their effectiveness
in chaotic system simulation, the study of their applying to
978-1-7281-0339-6/19/$31.00 ©2019 IEEE
linear systems and their convergence when solving dissipative
systems is of interest. We consider systems with different
dimension matrices and calculate the absolute truncation error
in the last point. The results of the experiment are shown in
Fig. 1. As it was expected, the best convergence in Hamiltonian
problems simulation can observed for the solution obtained by
the semi-implicit algorithm.

Fig. 3. The convergence of different ODE solvers when the damping factor is
varied

One can see that the convergence of the CD-method

Fig. 1. The dependence of truncation error of different ODE solvers from the
dimension of conservative linear systems
Then we investigate the systems of different order with
energy dissipation (Fig. 2). One should note that the
convergence of the CD-method is much worse than the
convergence of explicit and implicit integration methods when
solving dissipative ODE systems with a full matrix of
coefficients.
improves with increasing of damping factor value. A decrease
in values of coefficients located along the main diagonal of the
matrix precise the additional members of the Taylor series.
IV. IMPROVING CONVERGENCE OF SEMI-IMPLICIT METHODS
The convergence and accuracy of geometrical numerical
methods can be improved by introducing a correction
coefficient into the integration scheme at each integration
step [13]:
x n +1 = c(x n + hf (x n , x n +1 )), (3)
where x is a vector of state variables, c is a correction
coefficient.
The choice of the value c in (3) can be carried out using
optimization methods. The optimization criterion here is the
minimization of the truncation error. For matrices with fixed
parameters obtained in the previous experiment the correction
coefficients are presented in Table 1.

TABLE I. CORRECTION COEFFICIENTS

Coefficient value Damping factor

0.999998621 0.1

0.99999655 0.2

1.000006019 0.3

1.000001478 0.4
Fig. 2. The dependence of truncation error of different ODE solvers from the
dimension of disspative linear systems 1.000000751 0.5

1.000000416 0.6
It can be assumed that the source of the low convergence is
additional members of the Taylor series that are generated by 1.00000023 0.7
the semi-implicit principle of calculations. To prove this
0.999999985 0.8
hypothesis we carried out a computational experiment that we
iteratively changed the values of coefficients of matrix (1) to 0.999999866 0.9
the values of the coefficients of matrix (2). We multiplied the
0.999999802 1
difference of two matrices by the damping factor varied from 0
to 1. Then we simulated the resulting systems and calculated Using the calculated values of the correction coefficients,
the last point error. Figure 3 represents the experimental we repeated the abovementioned experiments and studied the
results.

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methods’ convergence depending on the damping factor. The
obtained results are shown in Fig. 4.
Fig. 4. The convergence of different methods when the damping factor is
varied. CD method is applied with correction coefficients from table I.
One can see that the proposed approach significantly
improves the convergence of semi-implicit method when
simulating the dissipative linear systems. For nearly all
considered systems, the last point truncation error of solution
obtained by the semi-implicit solver was less than the error of
the explicit and implicit integration methods. The main
disadvantage of this approach is that for systems with identical
matrices the values of correction coefficients are different for
various integration steps. However, proposed technique of
increasing convergence can be successfully applied in digital
signal processing or control systems based on semi-implicit
discrete models. For such systems the timestep and other
parameters are usually known and do not change during the
time.
V. CONCLUSION
The main purpose of this study was to investigate the
convergence of semi-implicit CD-methods when various linear
systems are simulated. The truncation errors of the solutions of
damped and undamped linear ODE systems were obtained and
analyzed. For conservative linear systems the semi-implicit
method possesses the best convergence. Due to the extra
members of the Taylor series appearing in semi-implicit
calculations, the efficiency of semi-implicit integration
decreases when systems with energy dissipation are simulated.
To reduce this effect we proposed a technique based on the
correction coefficient. Experiments show, that truncation error
of the corrected semi-implicit method is comparable with the
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errors of explicit and implicit midpoint methods. In this case,
semi-implicit calculations preserve their advantages in stability
and efficiency.
In this paper, we discussed the most common version of the
CD-methods. The dependence of the solution convergence on
commutation matrix will be the topic of further research.
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