IMPLICIT-EXPLICIT RUNGE-KUTTA SCHEMES FOR HYPERBOLIC SYSTEMS AND KINETIC EQUATIONS IN THE DIFFUSION LIMIT

We consider implicit-explicit (IMEX) Runge-Kutta (R-K) schemes for hyperbolic systems with stiff relaxation in the so-called diffusion limit. In such a regime the system relaxes towards a convection-diffusion equation. The first objective of this paper is to show that traditional partitioned IMEX R-K schemes will relax to an explicit scheme for the limit equation with no need of modification of the original system. Of course the explicit scheme obtained in the limit suffers from the classical parabolic stability restriction on the time step. The main goal of this paper is to present an approach, based on IMEX R-K schemes, that in the diffusion limit relaxes to an IMEX R-K scheme for the convection-diffusion equation, in which the diffusion is treated implicitly. This is achieved by a novel reformulation of the problem, and subsequent application of IMEX R-K schemes to it. An analysis of such schemes to the reformulated problem shows that the schemes reduce to IMEX R-K schemes for the limit equation, under the same conditions derived for hyperbolic relaxation [S. Boscarino and G. Russo, SIAM J. Sci. Comput., 31 (2009), pp. 1926-1945]. Several numerical examples including neutron transport equations confirm the theoretical analysis. © 2013 Society for Industrial and Applied Mathematics.