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Asymptotic Preserving Schemes
A conceptual journey
Hamed Zakerzadeh
Hamed Zakerzadeh AP schemes 1 / 4
Van der Pol oscillator
Balthasar van der Pol, around 1920,
introduced this -dependent equation for
triode oscillator:
v′′
− (1 − v2
)v′
+ v = 0
He even plotted the solution for different :
 ≪ 1 ∶ sinusoidal
oscillations
 ≫ 1 ∶ combination of
slow and fast dynamics
How to choose time step?
∆t = O(1/) → accurate
but too costly
∆t = O(1) → enough for
slow dynamics, useless or
unstable for fast
dynamics
Hamed Zakerzadeh AP schemes 2 / 4
Boundary layers and vanishing viscosity
Il’in, around 1969, investigated an
advection-diffusion equation over [0, 1]:
ν u′′
+ u′
= 0 u(0) = 0, u(1) = 1
whose exact solution is u(x) =
1 − e−x/ν
1 − e−1/ν
He found out that capturing the boundary
layer numerically is not easy!
uh
(kh) =
1 − (2ν−h
2ν+h
)
k
1 − (2ν−h
2ν+h
)
N
with h = 0.01 uh
(kh) =
1 − ( ν
ν+h
)
k
1 − ( ν
ν+h
)
N
with h = 0.01
Hamed Zakerzadeh AP schemes 3 / 4
Interaction of grid size and parameter  may make numerical methods to fail → birth of
AP schemes as breakthrough in numerical resolution of multi-scale differential equations
Asymptotic Preserving (AP) schemes
Originated from the work of [Il’in,1969], but the term coined by Shi Jin (1995)
AP criteria:
-independent grid (in time and space)
stability for any 
convergence to the correct asymptotic limit  → 0
Hamed Zakerzadeh AP schemes 4 / 4

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Asymptotic Preserving Schemes

  • 1. Asymptotic Preserving Schemes A conceptual journey Hamed Zakerzadeh Hamed Zakerzadeh AP schemes 1 / 4
  • 2. Van der Pol oscillator Balthasar van der Pol, around 1920, introduced this -dependent equation for triode oscillator: v′′ − (1 − v2 )v′ + v = 0 He even plotted the solution for different : ≪ 1 ∶ sinusoidal oscillations ≫ 1 ∶ combination of slow and fast dynamics How to choose time step? ∆t = O(1/) → accurate but too costly ∆t = O(1) → enough for slow dynamics, useless or unstable for fast dynamics Hamed Zakerzadeh AP schemes 2 / 4
  • 3. Boundary layers and vanishing viscosity Il’in, around 1969, investigated an advection-diffusion equation over [0, 1]: ν u′′ + u′ = 0 u(0) = 0, u(1) = 1 whose exact solution is u(x) = 1 − e−x/ν 1 − e−1/ν He found out that capturing the boundary layer numerically is not easy! uh (kh) = 1 − (2ν−h 2ν+h ) k 1 − (2ν−h 2ν+h ) N with h = 0.01 uh (kh) = 1 − ( ν ν+h ) k 1 − ( ν ν+h ) N with h = 0.01 Hamed Zakerzadeh AP schemes 3 / 4
  • 4. Interaction of grid size and parameter may make numerical methods to fail → birth of AP schemes as breakthrough in numerical resolution of multi-scale differential equations Asymptotic Preserving (AP) schemes Originated from the work of [Il’in,1969], but the term coined by Shi Jin (1995) AP criteria: -independent grid (in time and space) stability for any convergence to the correct asymptotic limit → 0 Hamed Zakerzadeh AP schemes 4 / 4