On the uniform accuracy of implicit-explicit backward differentiation formulas (IMEX-BDF) for stiff hyperbolic relaxation systems and kinetic equations
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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 ε). To solve this type of problems, implicit-explicit (IMEX) Runge-Kutta or multistep methods have been widely used and their performance is understood well in the non-stiff regime (ε=O(1)) and limiting regime (ε→ 0). However, in the intermediate regime (say, ε=O(Δ t)), some uniform accuracy or order reduction phenomena have been reported numerically without much theoretical justification. 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.
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