Explicit-implicit difference scheme for the joint solution of the radiative transfer and energy equations by the splitting method

High-order accurate explicit and implicit conservative predictor-corrector schemes are presented for the radiative transfer and energy equations in the multigroup kinetic approximation solved together by applying the splitting method with respect to physical processes and spatial variables. The original system of integrodifferential equations is split into two subsystems: one of partial differential equations without sources and one of ordinary differential equations (ODE) with sources. The general solution of the ODE system and the energy equation is written in quadratures based on total energy conservation in a cell. A feature of the schemes is that a new approximation is used for the numerical fluxes through the cell interfaces. The fluxes are found along characteristics with the interaction between radiation and matter taken into account. For smooth solutions, the schemes approximating the transfer equations on spatially uniform grids are second-order accurate in time and space. As an example, numerical results for Fleck’s test problems are presented that confirm the increased accuracy and efficiency of the method.     

Nonlinear generalized master equations and accounting for initial correlations

We develop a new method based on using a time-dependent operator (generally not a projection operator) converting a distribution function (statistical operator) of a total system into the relevant form that allows deriving new exact nonlinear generalized master equations (GMEs). The derived inhomogeneous nonlinear GME is a generalization of the linear Nakajima-Zwanzig GME and can be viewed as an alternative to the BBGKY chain. It is suitable for obtaining both nonlinear and linear evolution equations. As in the conventional linear GME, there is an inhomogeneous term comprising all multiparticle initial correlations. To include the initial correlations into consideration, we convert the obtained inhomogeneous nonlinear GME into the homogenous form by the previously suggested method. We use no conventional approximation like the random phase approximation (RPA) or the Bogoliubov principle of weakening of initial correlations. The obtained exact homogeneous nonlinear GME describes all evolution stages of the (sub)system of interest and treats initial correlations on an equal footing with collisions via the modified memory kernel. As an application, we obtain a new homogeneous nonlinear equation retaining initial correlations for a one-particle distribution function of the spatially inhomogeneous nonideal gas of classical particles. In contrast to existing approaches, this equation holds for all time scales and takes the influence of pair collisions and initial correlations on the dissipative and nondissipative characteristics of the system into account consistently with the adopted approximation (linear in the gas density). We show that on the kinetic time scale, the time-reversible terms resulting from the initial correlations vanish (if the particle dynamics are endowed with the mixing property) and this equation can be converted into the Vlasov-Landau and Boltzmann equations without any additional commonly used approximations. The entire process of transition can thus be followed from the initial reversible stage of the evolution to the irreversible kinetic stage.     

A combination of energy method and spectral analysis for study of equations of gas motion

There have been extensive studies on the large time behavior of solutions to systems on gas motions, such as the Navier-Stokes equations and the Boltzmann equation. Recently, an approach is introduced by combining the energy method and the spectral analysis to the study of the optimal rates of convergence to the asymptotic profiles. In this paper, we will first illustrate this method by using some simple model and then we will present some recent results on the Navier-Stokes equations and the Boltzmann equation. Precisely, we prove the stability of the non-trivial steady state for the Navier-Stokes equations with potential forces and also obtain the optimal rate of convergence of solutions toward the steady state. The same issue was also studied for the Boltzmann equation in the presence of the general time-space dependent forces. It is expected that this approach can also be applied to other dissipative systems in fluid dynamics and kinetic models such as the model system of radiating gas and the Vlasov-Poisson-Boltzmann system.      

Multiscale approach to computation of three-dimensional gas mixture flows in engineering microchannels

A multiscale approach to computing real gas flows in engineering microchannels on high-performance computer systems in a wide range of Knudsen numbers is described. The numerical implementation of the approach combines the solution of quasigasdynamic equations and the molecular dynamics method. Following the approach, the parameters of the real gas equation of state are found at the molecular level, the kinetic gas properties are calculated, and the form of boundary conditions on the microchannel walls are determined. The technique is verified by computing several test problems. The results agree well with available theoretical and experimental data.     

Equations cinétiques pour un système formé de deux zones multiplicatrices de neutrons—Théorie du transport et approximation adiabatique

We first establish the kinetic equations for a two-core-coupled system in multigroup transport theory, then we examine the case where the adiabetic approximation is applied, taking into account an intermediate zone between the two cores.     

A discontinuous finite element solution of the Boltzmann kinetic equation in collisionless and BGK forms for macroscopic gas flows

In this paper, an alternative approach to the traditional continuum analysis of flow problems is presented. The traditional methods, that have been popular with the CFD community in recent times, include potential flow, Euler and Navier–Stokes solvers. The method presented here involves solving the governing equation of the molecular gas dynamics that underlies the macroscopic behaviour described by the macroscopic governing equations. The equation solved is the Boltzmann kinetic equation in its simplified collisionless and BGK forms. The algorithm used is a discontinuous Taylor–Galerkin type and it is applied to the 2D problems of a highly rarefied gas expanding into a vacuum, flow over a vertical plate, rarefied hypersonic flow over a double ellipse, and subsonic and transonic flow over an aerofoil. The benefit of this type of solver is that it is not restricted to continuum regime (low Knudsen number) problems. However, it is a computationally expensive technique.     

Kinetic Theory of Quantum Electrodynamic Plasma in a Strong Electromagnetic Field: II. The Covariant Mean-Field Approximation

A covariant kinetic equation for the matrix Wigner function is derived in the mean-field approximation from a general kinetic equation for the fermionic subsystem of a quantum electrodynamic plasma. We show that in the semiclassical limit, the equations for the components of the Wigner function can be transformed into closed kinetic equations for the Lorentz-invariant distribution functions of particles and antiparticles.     

Energy properties preserving schemes for Burgers' equation

The Burgers' equation, a simplification of the Navier–Stokes equations, is one of the fundamental model equations in gas dynamics, hydrodynamics, and acoustics that illustrates the coupling between convection/advection and diffusion. The kinetic energy enjoys boundedness and monotone decreasing properties that are useful in the study of the asymptotic behavior of the solution. We construct a family of non‐standard finite difference schemes, which replicate the energy equality and the properties of the kinetic energy. Our approach is based on Mickens' rule [Nonstandard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994.] of nonlocal approximation of nonlinear terms. More precisely, we propose a systematic nonlocal way of generating approximations that ensure that the trilinear form is identically zero for repeated arguments. We provide numerical experiments that support the theory and demonstrate the power of the non‐standard schemes over the classical ones. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

三维非定常等熵流中的Chaplygin方程——Dirac-Pauli表象的复变函数理论及其在流体力学中的应用(Ⅲ)

本文是文[1]的继续。在本文中,我们将等熵气体动力学方程组分成两类问题来处理:其一为三维非定常无旋流(因而也是等熵流),其二为三维非定常等熵无散流(即不可压缩等熵流)。我们应用Dirac-Pauli表象的复变函数理论并采用Legendre变换,将此两类问题的方程组变换到速度空间,从而得到了两种推广的Chaplygin方程。推广的Chaplygin方程是一个线性偏微分方程,它的通解至多由超几何函数表示。由此,我们求得了气体动力学三维非定常等熵流的一般问题的通解。     

One method for solving systems of nonlinear partial differential equations

A method for reducing systems of partial differential equations to corresponding systems of ordinary differential equations is proposed. A system of equations describing two-dimensional, cylindrical, and spherical flows of a polytropic gas; a system of dimensionless Stokes equations for the dynamics of a viscous incompressible fluid; a system of Maxwell’s equations for vacuum; and a system of gas dynamics equations in cylindrical coordinates are studied. It is shown how this approach can be used for solving certain problems (shockless compression, turbulence, etc.).     

Applications of He’s principles to partial differential equations

This paper applies the variational iteration method (VIM) and semi-inverse variational principle to obtain solutions of linear and nonlinear partial differential equations. The nonlinear model is considered from gas dynamics, fluid dynamics and Burgers equation. The linear model is the heat transfer (diffusion) equation. Results show that variational iteration method is a powerful mathematical tool for solving linear and nonlinear partial differential equations, and therefore, can be widely applied to engineering problems.     

Generalized Tricomi Problem for a Quasilinear Mixed Type Equation

In this paper, the Tricomi problem and the generalized Tricomi problem for a quasilinear mixed type equation are studied. The coefficients of the mixed type equation are discontinuous on the line, where the equation changes its type. The existence of solution to these problems is proved. The method developed in this paper can be used to study more difficult problems for nonlinear mixed type equations arising in gas dynamics.     

MIP-based instantaneous control of mixed-integer PDE-constrained gas transport problems

We study the transient optimization of gas transport networks including both discrete controls due to switching of controllable elements and nonlinear fluid dynamics described by the system of isothermal Euler equations, which are partial differential equations in time and 1-dimensional space. This combination leads to mixed-integer optimization problems subject to nonlinear hyperbolic partial differential equations on a graph. We propose an instantaneous control approach in which suitable Euler discretizations yield systems of ordinary differential equations on a graph. This networked system of ordinary differential equations is shown to be well-posed and affine-linear solutions of these systems are derived analytically. As a consequence, finite-dimensional mixed-integer linear optimization problems are obtained for every time step that can be solved to global optimality using general-purpose solvers. We illustrate our approach in practice by presenting numerical results on a realistic gas transport network.     

A NONLINEAR LAVRENTIEV-BITSADZE MIXED TYPE EQUATION

In this paper the Tricomi problem for a nonlinear mixed type equation is studied. The coefficients of the mixed type equation are discontinuous on the line, where the equation changes its type. The existence of solution to this problem is proved. The method developed in this paper can be applied to study more difficult problems for nonlinear mixed type equations arising in gas dynamics.     

An analytical approach to the unified solution of kinetic equations in rarefied gas dynamics. III. Evaporation and condensation problems

An analytical version of the discrete-ordinates method, the ADO method, is used here to solve two problems in the rarefied gas dynamics field, that describe evaporation/condensation between two parallel interfaces and the case of a semi-infinite medium. The modeling of the problems is based on a general expression which may represent four different kinetic models, derived from the linearized Boltzmann equation. This work is an extension of two other previous works, devoted to rarefied gas flow and heat transfer problems, where the complete development of the ADO solution, which is analytical in terms of the spatial variable, is presented in a way, such that, the four kinetic models are considered, in an unified approach. A series of numerical results are showed in order to establish a general comparative analysis between this consistent set of results provided by the same methodology, based on kinetic models, and results obtained from the linearized Boltzmann equation. In particular, the temperature and density jumps are evaluated.     

Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type

Degenerate parabolic equations of Kolmogorov type occur in many areas of analysis and applied mathematics. In their simplest form these equations were introduced by Kolmogorov in 1934 to describe the probability density of the positions and velocities of particles but the equations are also used as prototypes for evolution equations arising in the kinetic theory of gases. More recently equations of Kolmogorov type have also turned out to be relevant in option pricing in the setting of certain models for stochastic volatility and in the pricing of Asian options. The purpose of this paper is to numerically solve the Cauchy problem, for a general class of second order degenerate parabolic differential operators of Kolmogorov type with variable coefficients, using a posteriori error estimates and an algorithm for adaptive weak approximation of stochastic differential equations. Furthermore, we show how to apply these results in the context of mathematical finance and option pricing. The approach outlined in this paper circumvents many of the problems confronted by any deterministic approach based on, for example, a finite-difference discretization of the partial differential equation in itself. These problems are caused by the fact that the natural setting for degenerate parabolic differential operators of Kolmogorov type is that of a Lie group much more involved than the standard Euclidean Lie group of translations, the latter being relevant in the case of uniformly elliptic parabolic operators.     

Microscopic solutions of kinetic equations and the irreversibility problem

As established by N.N. Bogolyubov, the Boltzmann-Enskog kinetic equation admits the so-called microscopic solutions. These solutions are generalized functions (have the form of sums of delta functions); they correspond to the trajectories of a system of a finite number of balls. However, the existence of these solutions has been established at the “physical” level of rigor. In the present paper, these solutions are assigned a rigorous meaning. It is shown that some other kinetic equations (the Enskog and Vlasov-Enskog equations) also have microscopic solutions. In this sense, one can speak of consistency of these solutions with microscopic dynamics. In addition, new kinetic equations for a gas of elastic balls are obtained through the analysis of a special limit case of the Vlasov equation.