Efficient high-order time discretization methods for PDEs

May 8-10, 2019 - Villa Orlandi, Anacapri, Italy

Invited Lecture

A second-order asymptotic-preserving and positivity-preserving exponential Runge-Kutta method for a class of stiff kinetic equations

Jingwei Hu,

Purdue University, West Lafayette, IN, USA

Abstract

We introduce a second-order time discretization method for stiff kinetic equations. The method is asymptotic-preserving (AP) - can capture the Euler limit without numerically resolving the small Knudsen number; and positivity-preserving - can preserve the non-negativity of the solution which is a probability density function for arbitrary Knudsen numbers. The method is based on a new formulation of the exponential Runge-Kutta method and can be applied to a large class of stiff kinetic equations including the BGK equation (relaxation type), the Fokker-Planck equation (diffusion type), and even the full Boltzmann equation (nonlinear integral type). Furthermore, we show that when coupled with suitable spatial discretizations the fully discrete scheme satisfies an entropy-decay property. Various numerical results are provided to demonstrate the theoretical properties of the method.

This is joint work with Ruiwen Shu (University of Maryland).


back to list of invited speakers