A uniformly accurate numerical method for a class of dissipative systems

Abstract

We consider a class of relaxation problems mixing slow and fast variations which can describe population dynamics models or hyperbolic systems, with varying stiffness (from non-stiff to strongly dissipative), and develop a multi-scale method by decomposing this problem into a micro-macro system where the original stiffness is broken. We show that this new problem can therefore be simulated with a uniform order of accuracy using standard explicit numerical schemes. In other words, it is possible to solve the micro-macro problem with a cost independent of the stiffness (a.k.a. uniform cost), such that the error is also uniform. This method is successfully applied to two hyperbolic systems with and without non-linearities, and is shown to circumvent the phenomenon of order reduction.