Asymptotic Preserving time-discretization of optimal control problems for the Goldstein-Taylor model

We consider the development of implicit-explicit time integration schemes for optimal control problems governed by the Goldstein-Taylor model. In the diffusive scaling this model is a hyperbolic approximation to the heat equation. We investigate the relation of time integration schemes and the formal Chapman-Enskog type limiting procedure. For the class of stiffly accurate implicit-explicit Runge-Kutta methods (IMEX) the discrete optimality system also provides a stable numerical method for optimal control problems governed by the heat equation. Numerical examples illustrate the expected behavior

On the Eulerian Large Eddy Simulation of disperse phase flows: an asymptotic preserving scheme for small Stokes number flows

In the present work, the Eulerian Large Eddy Simulation of dilute disperse phase flows is investigated. By highlighting the main advantages and drawbacks of the available approaches in the literature, a choice is made in terms of modelling: a Fokker-Planck-like filtered kinetic equation proposed by Zaichik et al. 2009 and a Kinetic-Based Moment Method (KBMM) based on a Gaussian closure for the NDF proposed by Vie et al. 2014. The resulting Euler-like system of equations is able to reproduce the dynamics of particles for small to moderate Stokes number flows, given a LES model for the gaseous phase, and is representative of the generic difficulties of such models. Indeed, it encounters strong constraints in terms of numerics in the small Stokes number limit, which can lead to a degeneracy of the accuracy of standard numerical methods. These constraints are: 1/as the resulting sound speed is inversely proportional to the Stokes number, it is highly CFL-constraining, and 2/the system tends to an advection-diffusion limit equation on the number density that has to be properly approximated by the designed scheme used for the whole range of Stokes numbers. Then, the present work proposes a numerical scheme that is able to handle both. Relying on the ideas introduced in a different context by Chalons et al. 2013: a Lagrange-Projection, a relaxation formulation and a HLLC scheme with source terms, we extend the approach to a singular flux as well as properly handle the energy equation. The final scheme is proven to be Asymptotic-Preserving on 1D cases comparing to either converged or analytical solutions and can easily be extended to multidimensional configurations, thus setting the path for realistic applications

Linear multistep methods for optimal control problems and applications to hyperbolic relaxation systems

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of accuracy for Adams-Moulton and Adams-Bashford methods, whereas BDF methods preserve high--order accuracy. Subsequently we extend these results to semi--lagrangian discretizations of hyperbolic relaxation systems. Computational results illustrate theoretical findings

Implicit-Explicit multistep methods for hyperbolic systems with multiscale relaxation

We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which the convection and the source term may have very different time and space scales. As a consequence the nature of the asymptotic limit changes completely, passing from a hyperbolic to a parabolic system. From the computational point of view, standard numerical methods designed for the fluid-dynamic scaling of hyperbolic systems with relaxation present several drawbacks and typically lose efficiency in describing the parabolic limit regime. In this work, in the context of Implicit-Explicit linear multistep methods we construct high order space-time discretizations which are able to handle all the different scales and to capture the correct asymptotic behavior, independently from its nature, without time step restrictions imposed by the fast scales. Several numerical examples confirm the theoretical analysis

A unified IMEX Runge-Kutta approach for hyperbolic systems with multiscale relaxation

In this paper we consider the development of Implicit-Explicit (IMEX) Runge-Kutta schemes for hyperbolic systems with multiscale relaxation. In such systems the scaling depends on an additional parameter which modifies the nature of the asymptotic behavior which can be either hyperbolic or parabolic. Because of the multiple scalings, standard IMEX Runge-Kutta methods for hyperbolic systems with relaxation loose their efficiency and a different approach should be adopted to guarantee asymptotic preservation in stiff regimes. We show that the proposed approach is capable to capture the correct asymptotic limit of the system independently of the scaling used. Several numerical examples confirm our theoretical analysis

A Hybrid Godunov Method for Radiation Hydrodynamics

From a mathematical perspective, radiation hydrodynamics can be thought of as a system of hyperbolic balance laws with dual multiscale behavior (multiscale behavior associated with the hyperbolic wave speeds as well as multiscale behavior associated with source term relaxation). With this outlook in mind, this paper presents a hybrid Godunov method for one-dimensional radiation hydrodynamics that is uniformly well behaved from the photon free streaming (hyperbolic) limit through the weak equilibrium diffusion (parabolic) limit and to the strong equilibrium diffusion (hyperbolic) limit. Moreover, one finds that the technique preserves certain asymptotic limits. The method incorporates a backward Euler upwinding scheme for the radiation energy density and flux as well as a modified Godunov scheme for the material density, momentum density, and energy density. The backward Euler upwinding scheme is first-order accurate and uses an implicit HLLE flux function to temporally advance the radiation components according to the material flow scale. The modified Godunov scheme is second-order accurate and directly couples stiff source term effects to the hyperbolic structure of the system of balance laws. This Godunov technique is composed of a predictor step that is based on Duhamel's principle and a corrector step that is based on Picard iteration. The Godunov scheme is explicit on the material flow scale but is unsplit and fully couples matter and radiation without invoking a diffusion-type approximation for radiation hydrodynamics. This technique derives from earlier work by Miniati & Colella 2007. Numerical tests demonstrate that the method is stable, robust, and accurate across various parameter regimes.Comment: accepted for publication in Journal of Computational Physics; 61 pages, 15 figures, 11 table