G. Russo

L. Pareschi, G. Russo

We consider new implicit-explicit (IMEX) Runge-Kutta methods for hyperbolic systems of conservation laws with stiff relaxation terms. The explicit part is treated by a strong-stability-preserving (SSP) scheme, and the implicit part is treated by an L-stable diagonally implicit Runge-Kutta methods (DIRK). The schemes proposed are asymptotic preserving (AP) in the zero relaxation limit. High accuracy in space is obtained by Weighted Essentially Non Oscillatory (WENO) reconstruction. After a description of the mathematical properties of the schemes, several applications will be presented.

S. Boscarino, L. Pareschi, G. Russo

We consider Implicit-Explicit (IMEX) Runge-Kutta (R-K) schemes for hyperbolic systems with stiff relaxation in the so-called diffusion limit. In such regime the system relaxes towards a convection-diffusion equation. The first objective of the 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 the 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 an original reformulation of the problem, and subsequent application of IMEX R-K schemes to it. An analysis on 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. Several numerical examples including neutron transport equations confirm the theoretical analysis.

M. Semplice, A. Coco, G. Russo

In this paper we generalize to non-uniform grids of quad-tree type the Compact WENO reconstruction of Levy, Puppo and Russo (SIAM J. Sci. Comput., 2001), thus obtaining a truly two-dimensional non-oscillatory third order reconstruction with a very compact stencil and that does not involve mesh-dependent coefficients. This latter characteristic is quite valuable for its use in h-adaptive numerical schemes, since in such schemes the coefficients that depend on the disposition and sizes of the neighboring cells (and that are present in many existing WENO-like reconstructions) would need to be recomputed after every mesh adaption. In the second part of the paper we propose a third order h-adaptive scheme with the above-mentioned reconstruction, an explicit third order TVD Runge-Kutta scheme and the entropy production error indicator proposed by Puppo and Semplice (Commun. Comput. Phys., 2011). After devising some heuristics on the choice of the parameters controlling the mesh adaption, we demonstrate with many numerical tests that the scheme can compute numerical solution whose error decays as $\langle N\rangle^{-3}$, where $\langle N\rangle$ is the average number of cells used during the computation, even in the presence of shock waves, by making a very effective use of h-adaptivity and the proposed third order reconstruction.

S. Boscarino, L. Pareschi, G. Russo

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.

S. Boscarino, J. Qiu, G. Russo

The main goal of this paper is to investigate the order reduction phenomenon that appears in the integral deferred correction (InDC) methods based on implicit-explicit (IMEX) Runge-Kutta (R-K) schemes when applied to a class of stiff problems characterized by a small positive parameter $\varepsilon$, called singular perturbation problems (SPPs). In particular, an error analysis is presented for these implicit-explicit InDC (InDC-IMEX) methods when applied to SPPs. In our error estimate, we expand the global error in powers of $\varepsilon$ and show that its coefficients are global errors of the corresponding method applied to a sequence of differential algebraic systems. A study of these errors in the expansion yields error bounds and it reveals the phenomenon of order reduction. In our analysis we assume uniform quadrature nodes excluding the left-most point in the InDC method and the globally stiffly accurate property for the IMEX R-K scheme. Numerical results for the Van der Pol equation and PDE applications are presented to illustrate our theoretical findings.

F. De Lellis, M. Coraggio, G. Russo et al.

We present an architecture where a feedback controller derived on an approximate model of the environment assists the learning process to enhance its data efficiency. This architecture, which we term as Control-Tutored Q-learning (CTQL), is presented in two alternative flavours. The former is based on defining the reward function so that a Boolean condition can be used to determine when the control tutor policy is adopted, while the latter, termed as probabilistic CTQL (pCTQL), is instead based on executing calls to the tutor with a certain probability during learning. Both approaches are validated, and thoroughly benchmarked against Q-Learning, by considering the stabilization of an inverted pendulum as defined in OpenAI Gym as a representative problem.

S. Boscarino, G. Russo, L. Scandurra

This paper presents an asymptotic preserving (AP) all Mach number finite volume shock capturing method for the numerical solution of compressible Euler equations of gas dynamics. Both isentropic and full Euler equations are considered. The equations are discretized on a staggered grid. This simplifies flux computation and guarantees a natural central discretization in the low Mach limit, thus dramatically reducing the excessive numerical diffusion of upwind discretizations. Furthermore, second order accuracy in space is automatically guaranteed. For the time discretization we adopt an Semi-IMplicit/EXplicit (S-IMEX) discretization getting an elliptic equation for the pressure in the isentropic case and for the energy in the full Euler equations. Such equations can be solved linearly so that we do not need any iterative solver thus reducing computational cost. Second order in time is obtained by a suitable S-IMEX strategy taken from Boscarino et al. in [6]. Moreover, the CFL stability condition is independent of the Mach number and depends essentially on the fluid velocity. Numerical tests are displayed in one and two dimensions to demonstrate performances of our scheme in both compressible and incompressible regimes.

M. Groppi, G. Russo, G. Stracquadanio

A new class of high-order accuracy numerical methods for the BGK model of the Boltzmann equation is presented. The schemes are based on a semi-lagrangian formulation of the BGK equation; time integration is dealt with DIRK (Diagonally Implicit Runge Kutta) and BDF methods; the latter turn out to be accurate and computationally less expensive than the former. Numerical results and examples show that the schemes are reliable and efficient for the investigation of both rarefied and fluid regimes in gasdynamics.