On the uniform accuracy of implicit-explicit backward differentiation formulas (IMEX-BDF) for stiff hyperbolic relaxation systems and kinetic equations

Abstract:

Many hyperbolic and kinetic equations contain a non-stiff convection/transport part and a stiff relaxation/collision part (characterized by the relaxation or mean free time $\varepsilon$). To solve this type of problems, implicit-explicit (IMEX) multistep methods have been widely used and their performance is understood well in the non-stiff regime ($\varepsilon =O(1)$) and limiting regime ($\varepsilon \rightarrow 0$). However, in the intermediate regime (say, $\varepsilon =O(\Delta t)$), uniform accuracy has been reported numerically without a complete theoretical justification (except some asymptotic or stability analysis). In this work, we prove the uniform accuracy – an optimal a priori error bound – of a class of IMEX multistep methods, IMEX backward differentiation formulas (IMEX-BDF), for linear hyperbolic systems with stiff relaxation. The proof is based on the energy estimate with a new multiplier technique. For nonlinear hyperbolic and kinetic equations, we numerically verify the same property using a series of examples.