Pauline Lafitte

Pauline Lafitte, Giovanni Samaey

We investigate a projective integration scheme for a kinetic equation in the limit of vanishing mean free path, in which the kinetic description approaches a diffusion phenomenon. The scheme first takes a few small steps with a simple, explicit method, such as a spatial centered flux/forward Euler time integration, and subsequently projects the results forward in time over a large time step on the diffusion time scale. We show that, with an appropriate choice of the inner step size, the time-step restriction on the outer time step is similar to the stability condition for the diffusion equation, whereas the required number of inner steps does not depend on the mean free path. We also provide a consistency result. The presented method is asymptotic-preserving, in the sense that the method converges to a standard finite volume scheme for the diffusion equation in the limit of vanishing mean free path. The analysis is illustrated with numerical results, and we present an application to the Su-Olson test.

Pauline Lafitte, Corrado Mascia

We analyze numerically a forward-backward diffusion equation with a cubic-like diffusion function, -emerging in the framework of phase transitions modeling- and its "entropy" formulation determined by considering it as the singular limit of a third-order pseudo-parabolic equation. Precisely, we propose schemes for both the second and the third order equations, we discuss the analytical properties of their semi-discrete counter-parts and we compare the numerical results in the case of initial data of Riemann type, showing strengths and flaws of the two approaches, the main emphasis being given to the propagation of transition interfaces.

Guillaume Dujardin, Frédéric Hérau, Pauline Lafitte

In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence to the equilibrium of the solutions, for time-continuous equations as well as for time-discrete equations. Our method uses new types of discrete Poincaré inequalities for a "two-direction" discretization of the derivative in velocity. For the inhomogeneous problem, we adapt hypocoercive methods to the discrete cases.

Pauline Lafitte, Ward Melis, Giovanni Samaey

We present a general, high-order, fully explicit relaxation scheme which can be applied to any system of nonlinear hyperbolic conservation laws in multiple dimensions. The scheme consists of two steps. In a first (relaxation) step, the nonlinear hyperbolic conservation law is approximated by a kinetic equation with stiff BGK source term. Then, this kinetic equation is integrated in time using a projective integration method. After taking a few small (inner) steps with a simple, explicit method (such as direct forward Euler) to damp out the stiff components of the solution, the time derivative is estimated and used in an (outer) Runge-Kutta method of arbitrary order. We show that, with an appropriate choice of inner step size, the time step restriction on the outer time step is similar to the CFL condition for the hyperbolic conservation law. Moreover, the number of inner time steps is also independent of the stiffness of the BGK source term. We discuss stability and consistency, and illustrate with numerical results (linear advection, Burgers' equation and the shallow water and Euler equations) in one and two spatial dimensions.