Exponential Runge-Kutta methods for stiff kinetic equations

We introduce a class of exponential Runge-Kutta integration methods for kinetic equations. The methods are based on a decomposition of the collision operator into an equilibrium and a non equilibrium part and are exact for relaxation operators of BGK type. For Boltzmann type kinetic equations they work uniformly for a wide range of relaxation times and avoid the solution of nonlinear systems of equations even in stiff regimes. We give sufficient conditions in order that such methods are unconditionally asymptotically stable and asymptotic preserving. Such stability properties are essential to guarantee the correct asymptotic behavior for small relaxation times. The methods also offer favorable properties such as nonnegativity of the solution and entropy inequality. For this reason, as we will show, the methods are suitable both for deterministic as well as probabilistic numerical techniques

Asymptotic-preserving exponential methods for the quantum Boltzmann equation with high-order accuracy

In this paper we develop high-order asymptotic-preserving methods for the spatially inhomogeneous quantum Boltzmann equation. We follow the work in Li and Pareschi, where asymptotic preserving exponential Runge-Kutta methods for the classical inhomogeneous Boltzmann equation were constructed. A major difficulty here is related to the non Gaussian steady states characterizing the quantum kinetic behavior. We show that the proposed schemes work with high-order accuracy uniformly in time for all Planck constants ranging from classical regime to quantum regime, and all Knudsen numbers ranging from kinetic regime to fluid regime. Computational results are presented for both Bose gas and Fermi gas

Geometric Integration of Hamiltonian Systems Perturbed by Rayleigh Damping

Explicit and semi-explicit geometric integration schemes for dissipative perturbations of Hamiltonian systems are analyzed. The dissipation is characterized by a small parameter $\epsilon$, and the schemes under study preserve the symplectic structure in the case $\epsilon=0$. In the case $0<\epsilon\ll 1$ the energy dissipation rate is shown to be asymptotically correct by backward error analysis. Theoretical results on monotone decrease of the modified Hamiltonian function for small enough step sizes are given. Further, an analysis proving near conservation of relative equilibria for small enough step sizes is conducted. Numerical examples, verifying the analyses, are given for a planar pendulum and an elastic 3--D pendulum. The results are superior in comparison with a conventional explicit Runge-Kutta method of the same order

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

On spurious steady-state solutions of explicit Runge-Kutta schemes

The bifurcation diagram associated with the logistic equation v sup n+1 = av sup n (1-v sup n) is by now well known, as is its equivalence to solving the ordinary differential equation u prime = alpha u (1-u) by the explicit Euler difference scheme. It has also been noted by Iserles that other popular difference schemes may not only exhibit period doubling and chaotic phenomena but also possess spurious fixed points. Runge-Kutta schemes applied to both the equation u prime = alpha u (1-u) and the cubic equation u prime = alpha u (1-u)(b-u) were studied computationally and analytically and their behavior was contrasted with the explicit Euler scheme. Their spurious fixed points and periodic orbits were noted. In particular, it was observed that these may appear below the linearized stability limits of the scheme and, consequently, computation may lead to erroneous results

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