HYBRID MULTISCALE METHODS I. HYPERBOLIC RELAXATION PROBLEMS*

Abstract

In this paper we consider the development of hybrid numerical methods for the solution of hyperbolic relaxation problems with multiple scales. The main ingredients in the schemes are a suitable merging of probabilistic Monte Carlo methods in non-stiff regimes with high resolution shock capturing techniques in stiff ones. The key aspect in the development of the algorithms is the choice of a suitable hybrid representation of the solution. After the introduction of the different schemes the performance of the new methods is tested in the case of the Jin-Xin relaxation system and the Broadwell model.