Asymptotic-preserving projective integration schemes for kinetic equations in the diffusion limit

DOI10.1137/100795954MaRDI QIDQ2904804zbMATH OpenOpenAlexFDO

Authors Giovanni Samaey, P. Lafitte

Publication date 23 August 2012

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1006.2603

zbMATH Keywords

asymptotic-perserving schemeskinetic equationsprojective integration

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Interacting particle systems in time-dependent statistical mechanics (82C22) Kinetic theory of gases in time-dependent statistical mechanics (82C40)

Abstract: We investigate a projective integration scheme for a kinetic equation in the limit of vanishing mean free path, in which the kinetic description approaches a diffusion phenomenon. The scheme first takes a few small steps with a simple, explicit method, such as a spatial centered flux/forward Euler time integration, and subsequently projects the results forward in time over a large time step on the diffusion time scale. We show that, with an appropriate choice of the inner step size, the time-step restriction on the outer time step is similar to the stability condition for the diffusion equation, whereas the required number of inner steps does not depend on the mean free path. We also provide a consistency result. The presented method is asymptotic-preserving, in the sense that the method converges to a standard finite volume scheme for the diffusion equation in the limit of vanishing mean free path. The analysis is illustrated with numerical results, and we present an application to the Su-Olson test.

Review text

This paper is devoted to considerations related to the projective integration scheme for a kinetic equation in the limit of a vanishing mean free path in which the kinetic description approaches a diffusion phenomenon. One can see that, in many applications, the underlying physical system consists of a large number of moving and colliding particles. Such systems can be accurately modeled using a kinetic mesoscopic description that governs the evolution of the particle distribution in position-velocity phase space. When the mean free path of the particles is small with respect to the length scale, the usually used macroscopic description involves only a few low-order moments of the particle distribution, and, as a result, it can give a rough idea of the behavior. On the other hand, the description is difficult because if the physical model becomes much simpler in the diffusion limit, a direct numerical simulation of the kinetic model tends to be expensive due to the additional dimensions in the velocity space and stability restrictions. Considering the equation NEWLINE\[NEWLINE\partial_t f+v\cdot\nabla_x f=Q(f),NEWLINE\]NEWLINE the authors attempt to derive a scheme, based on methods developed for large multiscale systems of ODEs, that allows computations where no linear system needs to be solved. This is based on projective integration methods that can offer a number of important advantages for simulations. They do not need any splitting in time or microscopic and macroscopic values.NEWLINENEWLINEThis paper consists of 7 sections. After an introduction, in Section 2, all necessary preliminaries, used in Section 3 for the development of the numerical scheme, are given. Section 4 is devoted to considerations about stability conditions for the proposed method, and Section 5 deals with the consistency of the method. The next section presents numerical illustrations; after this final conclusions are given.

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