In this paper we develop a new well-balanced discontinuous Galerkin (DG) finite element scheme with subcell finite volume (FV) limiter for the numerical solution of the Einstein--Euler equations of general relativity based on a first order hyperbolic reformulation of the Z4 formalism. The first order Z4 system, which is composed of 59 equations, is analyzed and proven to be strongly hyperbolic for a general metric. The well-balancing is achieved for arbitrary but a priori known equilibria by subtracting a discrete version of the equilibrium solution from the discretized time-dependent PDE system. Special care has also been taken in the design of the numerical viscosity so that the well-balancing property is achieved. As for the treatment of low density matter, e.g. when simulating massive compact objects like neutron stars surrounded by vacuum, we have introduced a new filter in the conversion from the conserved to the primitive variables, preventing superluminal velocities when the density drops below a certain threshold, and being potentially also very useful for the numerical investigation of highly rarefied relativistic astrophysical flows. Thanks to these improvements, all standard tests of numerical relativity are successfully reproduced, reaching three achievements: (i) we are able to obtain stable long term simulations of stationary black holes, including Kerr black holes with extreme spin, which after an initial perturbation return perfectly back to the equilibrium solution up to machine precision; (ii) a (standard) TOV star under perturbation is evolved in pure vacuum ($\rho$=$p$=0) up to t=1000 with no need to introduce any artificial atmosphere around the star; and, (iii) we solve the head on collision of two punctures black holes, that was previously considered un--tractable within the Z4 formalism.

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