We develop and study an asymptotic-preserving (AP) numerical scheme for a linear kinetic equation in a large deviation regime. After applying a Hopf-Cole transform to the distribution function, the system exhibits the behavior of rare events, which in the limit is governed by a non-standard, nonlocal Hamilton-Jacobi equation, as identified in E. Bouin et al., J. Lond. Math. Soc., II. Ser., 2023. The proposed scheme efficiently handles the stiffness introduced by scaling, with a computational cost that remains uniform with respect to the small parameter. It takes advantage of the conservation properties of the original kinetic model to overcome the numerical challenges posed by stiffness. The scheme satisfies a discrete maximum principle, preserves equilibrium states, and correctly captures the asymptotic limit, recovering the viscosity solution of the limit nonlocal Hamilton-Jacobi equation. As the limit problem is non-standard, convergence results from the literature are not directly applicable. We introduce new analytical tools based on a discrete representation formula that links the numerical scheme with the continuous setting. This allows us to prove the convergence and establish key structural properties of the method. Numerical tests support the analysis and illustrate the robustness of the scheme and the original behavior of the limit system.
Hivert et al. (Fri,) studied this question.