Implicit-Explicit Runge--Kutta Schemes for Hyperbolic Systems and Kinetic Equations in the Diffusion Limit

DOI10.1137/110842855zbMATH Open1264.65150arXiv1110.4375OpenAlexW2050260002MaRDI QIDQ4917124FDOQ4917124

Authors: Sebastiano Boscarino, Lorenzo Pareschi, Giovanni Russo 

Publication date: 29 April 2013

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

Abstract: We consider Implicit-Explicit (IMEX) Runge-Kutta (R-K) schemes for hyperbolic systems with stiff relaxation in the so-called diffusion limit. In such regime the system relaxes towards a convection-diffusion equation. The first objective of the paper is to show that traditional partitioned IMEX R-K schemes will relax to an explicit scheme for the limit equation with no need of modification of the original system. Of course the explicit scheme obtained in the limit suffers from the classical parabolic stability restriction on the time step. The main goal of the paper is to present an approach, based on IMEX R-K schemes, that in the diffusion limit relaxes to an IMEX R-K scheme for the convection-diffusion equation, in which the diffusion is treated implicitly. This is achieved by an original reformulation of the problem, and subsequent application of IMEX R-K schemes to it. An analysis on such schemes to the reformulated problem shows that the schemes reduce to IMEX R-K schemes for the limit equation, under the same conditions derived for hyperbolic relaxation. Several numerical examples including neutron transport equations confirm the theoretical analysis.

Full work available at URL: https://arxiv.org/abs/1110.4375

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zbMATH Keywords

numerical examplesstabilityconvection-diffusion equationstiff systemstransport equationsmethods of linesIMEX Runge-Kutta methodshyperbolic conservation laws with sources

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Hyperbolic conservation laws (35L65) Numerical methods for stiff equations (65L04) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

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