English

On the uniform accuracy of implicit-explicit backward differentiation formulas (IMEX-BDF) for stiff hyperbolic relaxation systems and kinetic equations

Numerical Analysis 2020-08-19 v2 Numerical Analysis

Abstract

Many hyperbolic and kinetic equations contain a non-stiff convection/transport part and a stiff relaxation/collision part (characterized by the relaxation or mean free time ε\varepsilon). To solve this type of problems, implicit-explicit (IMEX) multistep methods have been widely used and their performance is understood well in the non-stiff regime (ε=O(1)\varepsilon=O(1)) and limiting regime (ε0\varepsilon\rightarrow 0). However, in the intermediate regime (say, ε=O(Δt)\varepsilon=O(\Delta t)), uniform accuracy has been reported numerically without a complete theoretical justification (except some asymptotic or stability analysis). In this work, we prove the uniform accuracy -- an optimal {\it a priori} error bound -- of a class of IMEX multistep methods, IMEX backward differentiation formulas (IMEX-BDF), for linear hyperbolic systems with stiff relaxation. The proof is based on the energy estimate with a new multiplier technique. For nonlinear hyperbolic and kinetic equations, we numerically verify the same property using a series of examples.

Keywords

Cite

@article{arxiv.1912.00559,
  title  = {On the uniform accuracy of implicit-explicit backward differentiation formulas (IMEX-BDF) for stiff hyperbolic relaxation systems and kinetic equations},
  author = {Jingwei Hu and Ruiwen Shu},
  journal= {arXiv preprint arXiv:1912.00559},
  year   = {2020}
}