Exponential Runge-Kutta methods for stiff kinetic equations

Details Exponential Runge-Kutta methods for stiff kinetic equations Exponential Runge-Kutta methods for stiff kinetic equations

2010-10-07

arxiv.org/abs/1010.1472v1

Mathematics

Numerical Analysis

Scientific paper

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.

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