Stationary Waves for the Discrete Boltzmann Equation in the Half Space with Reflective Boundaries

The present paper is concerned with stationary solutions for discrete velocity models of the Boltzmann equation with reflective boundary condition in the first half space. We obtain a sufficient condition that guarantees the existence and the uniqueness of stationary solutions satisfying the reflective boundary condition as well as the spatially asymptotic condition given by a Maxwellian state. First, the sufficient condition is obtained for the linearized system. Then, this result is applied to prove the existence theorem for the nonlinear equation through the contraction mapping principle. Also, it is shown that the stationary solution approaches the asymptotic Maxwellian state exponentially as the spatial variable tends to infinity. Moreover, we show the time asymptotic stability of the stationary solutions. In the proof, we employ the standard energy method to obtain a priori estimates for nonstationary solutions. The exponential convergence at the spatial asymptotic state of the stationary solutions gives essential information to handle some error terms. Then we discuss some concrete models of the Boltzmann type as an application of our general theory. Received: 7 July 1999 / Accepted: 3 November 1999     

Existence, Stability, and Convergence of Solutions of Discrete Velocity Models to the Boltzmann Equation

We prove the convergence of finite-difference approximations to solutions of the Boltzmann equation. An essential step is the proof of convergence of discrete approximations to the collision integral. This proof relies on our previous results on the consistency of this approximation. For the space-homogeneous problem we prove strong convergence of our discrete approximation to the strong solution of the Boltzmann equation. In the space-dependent case we prove weak convergence to DiPerna–Lions solutions.     

Hydrodynamics of stationary non-equilibrium states for some stochastic lattice gas models

We consider discrete lattice gas models in a finite interval with stochastic jump dynamics in the interior, which conserve the particle number, and with stochastic dynamics at the boundaries chosen to model infinite particle reservoirs at fixed chemical potentials. The unique stationary measures of these processes support a steady particle current from the reservoir of higher chemical potential into the lower and are non-reversible. We study the structure of the stationary measure in the hydrodynamic limit, as the microscopic lattice size goes to infinity. In particular, we prove as a law of large numbers that the empirical density field converges to a deterministic limit which is the solution of the stationary transport equation and the empirical current converges to the deterministic limit given by Fick's law.Dedicated to Res Jost and Arthur WightmanSupported in part by NSF Grants DMR 89-18903 and INT 8521407. H.S. also supported by the Deutsche Forschungsgemeinschaft     

Dissipative Linear Boltzmann Equation for Hard Spheres

We prove the existence and uniqueness of an equilibrium state with unit mass to the dissipative linear Boltzmann equation with hard-spheres collision kernel describing inelastic interactions of a gas particles with a fixed background. The equilibrium state is a universal Maxwellian distribution function with the same velocity as field particles and with a non-zero temperature lower than the background one. Moreover thanks to the H-Theorem we prove strong convergence of the solution to the Boltzmann equation towards the equilibrium.     

A convergence proof for Bird's direct simulation Monte Carlo method for the Boltzmann equation

Bird's direct simulation Monte Carlo method for the Boltzmann equation is considered. The limit (as the number of particles tends to infinity) of the random empirical measures associated with the Bird algorithm is shown to be a deterministic measure-valued function satisfying an equation close (in a certain sense) to the Boltzmann equation. A Markov jump process is introduced, which is related to Bird's collision simulation procedure via a random time transformation. Convergence is established for the Markov process and the random time transformation. These results, together with some general properties concerning the convergence of random measures, make it possible to characterize the limiting behavior of the Bird algorithm.     

Convergence from Boltzmann to Landau Processes with Soft Potential and Particle Approximations

Our aim in this paper is to show how a probabilistic interpretation of the Boltzmann and Landau equations gives a microscopic understanding of these equations. We firstly associate stochastic jump processes with the Boltzmann equations we consider. Then we renormalize these equations following asymptotics which make prevail the grazing collisions, and prove the convergence of the associated Boltzmann jump processes to a diffusion process related to the Landau equation. The convergence is pathwise and also implies a convergence at the level of the partial differential equations. The best feature of this approach is the microscopic understanding of the transition between the Boltzmann and the Landau equations, by an accumulation of very small jumps. We deduce from this interpretation an approximation result for a solution of the Landau equation via colliding stochastic particle systems. This result leads to a Monte-Carlo algorithm for the simulation of solutions by a conservative particle method which enables to observe the transition from Boltzmann to Landau equations. Numerical results are given.     

Convergence of a Distributional Monte Carlo Method for the Boltzmann Equation

Direct Simulation Monte Carlo (DSMC) methods for the Boltzmann equation employ a point measure approximation to the distribution function, as simulated particles may possess only a single velocity. This representation limits the method to converge only weakly to the solution of the Boltzmann equation. Utilizing kernel density estimation we have developed a stochastic Boltzmann solver which possesses strong convergence for bounded and $L^\infty$ solutions of the Boltzmann equation. This is facilitated by distributing the velocity of each simulated particle instead of using the point measure approximation inherent to DSMC. We propose that the development of a distributional method which incorporates distributed velocities in collision selection and modeling should improve convergence and potentially result in a substantial reduction of the variance in comparison to DSMC methods. Toward this end, we also report initial findings of modeling collisions distributionally using the Bhatnagar-Gross-Krook collision operator.     

Large-time behavior of solutions of the discrete Boltzmann equation

Large-time behavior of solutions of the one-dimensional discrete Boltzmann equation is studied. Under suitable assumptions it is proved that as time tends to infinity, the solution approaches a function which is constructed explicitly in terms of the self-similar solutions of the Burgers equation and the linear heat equation.     

Cluster Coagulation

We introduce a general class of coagulation models, where clusters of given types may coagulate in more than one way and where the rate at which this happens may depend on the cluster types. In the continuum version of these models there is a generalization of Smoluchowski's coagulation equation. We introduce a notion of strong solution for this equation and prove the existence of a maximal strong solution, which while it persists is the only solution. When the total rate of coagulation for particles is bounded above and below by constant multiples of the product of their masses, we show that the maximal strong solution coincides with the maximal mass-conserving solution and does not persist for all time. Thus, for these models, loss of mass (to infinity) coincides with divergence of the second moment of the mass distribution and takes place in a finite time. When the total rate of coagulation of large particles is proportional to their masses, we establish the existence and uniqueness of solutions for all time. In a restricted class of "polymer" models, we allow coagulation of weighted shapes in a finite number of ways. For this class we establish a discrete approximation scheme for the continuum dynamics. For each continuum coagulation model, there is a corresponding finite-particle-number stochastic model. We show that, in the polymer case, which includes the case of simple mass coalescence, as the number of particles becomes large, the stochastic model converges weakly to the deterministic continuum model, at an exponential rate.     

Existence of a Stationary Wave for the Discrete Boltzmann Equation in the Half Space

We study the existence and the uniqueness of stationary solutions for discrete velocity models of the Boltzmann equation in the first half space. We obtain a sufficient condition that guarantees the existence and the uniqueness of solutions connecting the given boundary data and the Maxwellian state at a spatially asymptotic point. First, a sufficient condition is obtained for the linearized system. Then this result as well as the contraction mapping principle is applied to prove the existence theorem for the nonlinear equation. Also, we show that the stationary wave approaches the Maxwellian state exponentially at a spatially asymptotic point. We also discuss some concrete models of Boltzmann type as an application of our general theory. Here, it turns out that our sufficient condition is general enough to cover many concrete models. Received: 7 December 1998 / Accepted: 27 April 1999     

A random discrete velocity model and approximation of the Boltzmann equation

An approximation procedure for the Boltzmann equation based on random choices of collision pairs from a fixed velocity set and on discrete velocity models is designed. In a suitable limit, the procedure is shown to converge to the time-discretized and spatially homogeneous Boltzmann equation.     

Scaling Solutions of Inelastic Boltzmann Equations with Over-Populated High Energy Tails

This paper deals with solutions of the nonlinear Boltzmann equation for spatially uniform freely cooling inelastic Maxwell models for large times and for large velocities, and the nonuniform convergence to these limits. We demonstrate how the velocity distribution approaches in the scaling limit to a similarity solution with a power law tail for general classes of initial conditions and derive a transcendental equation from which the exponents in the tails can be calculated. Moreover on the basis of the available analytic and numerical results for inelastic hard spheres and inelastic Maxwell models we formulate a conjecture on the approach of the velocity distribution function to a scaling form.     

On the Boltzmann Equation for 2D Bose-Einstein Particles

This paper considers the spatially homogeneous Boltzmann equation for 2D Bose-Einstein particles. Suppose the collision kernel satisfies some assumptions that include the hard disk model and other possible physical models. We prove the existence of global in time conservative measure solutions of the equation for isotropic initial data, and that for any initial datum which is not totally singular and has positive energy, the solution always converges strongly to the Bose-Einstein distribution as time goes to infinity. This implies that for the present 2D model there is no Bose-Einstein condensation in the sense of long-time limit.     

The Boltzmann-Grad limit for a one-dimensional Boltzmann equation in a stationary state

In this paper we consider a one-dimensional model of interacting particles in a bounded interval with (possibly not homogeneous) diffusive boundary conditions. We prove that, when the number of particlesN goes to infinity and the interaction is suitably rescaled (the Boltzmann-Grad limit), the one-particle distribution function of the unique invariant measure for the particle system, converges to the unique solution of the Boltzmann equation of the model, provided that the mean free path is sufficiently large.     

Strict entropy production bounds and stability of the rate of convergence to equilibrium for the Boltzmann equation

We first consider the Boltzmann equation with a collision kernel such that all kinematically possible collisions are run at equal rates. This is the simplest Boltzmann equation having the compressible Euler equations as a scaling limit. For it we prove a stability result for theH-theorem which says that when the entropy production is small, the solution of the spatially homogeneous Boltzmann equation is necessarily close to equilibrium in the entropie sense, and therefore strongL ¹ sense. We use this to prove that solutions to the spatially homogeneous Boltzmann equation converge to equilibrium in the entropie sense with a rate of convergence which is uniform in the initial condition for all initial conditions belonging to certain natural regularity classes. Every initial condition with finite entropy andp ^th velocity moment for some p>2 belongs to such a class. We then extend these results by a simple monotonicity argument to the case where the collision rate is uniformly bounded below, which covers a wide class of slightly modified physical collision kernels. These results are the basis of a study of the relation between scaling limits of solutions of the Boltzmann equation and hydrodynamics which will be developed in subsequent papers; the program is described here.On leave from School of Mathematics, Georgia Institute of Technology, Atlanta, Georgia 30332.On leave from C.F.M.C. and Departamento de Matemática da Faculdade de Ciencias de Lisboa, 1700 Lisboa codex, Portugal.     

Remarks on the Calculation of Eigenvalues and Generalized Eigenfunctions Using a Finite Dimensional Approximation for the Inscattering Part of the Boltzmann Collision Operator

From several points of view it is of advantage to know the properties of the collision operators in kinetic equations, e.g. in the well known Boltzmann equation, in particular for the purpose of solving eigenvalue problems. With regard to elastic, exciting and deexciting processes some attemps were recently made to investigate such operators in the Boltzmann equation describing the behaviour of electrons in weakly ionized plasmas. In the following we will prove that in the case of a finite dimensional inscattering operator the eigenvalues and the corresponding eigenfunctions can be represented explicitly. Finite dimensional operators were used successfully in special models to approximate the inscattering operators; they possess the property of compactness and are well suitable for analytical or numerical calculations. The representation has been obtained by solving an adequate linear equation system. The generalized eigenfunctions correspond to the normal solutions used by Case in the neutron transport theory. The regularization of the singular integrals which are necessary to obtain this solution will be given in detail. Further a velocity dependence of the collision frequency which need not be monotonous in the considered case and the dependence on the direction could be included.     

BGK and Fokker-Planck Models of the Boltzmann Equation for Gases with Discrete Levels of Vibrational Energy

We propose two models of the Boltzmann equation (BGK and Fokker-Planck models) for rarefied flows of diatomic gases in vibrational non-equilibrium. These models take into account the discrete repartition of vibration energy modes, which is required for high temperature flows, like for atmospheric re-entry problems. We prove that these models satisfy conservation and entropy properties (H-theorem), and we derive their corresponding compressible Navier–Stokes asymptotics.

     

Hyperbolic diffusion in chaotic systems

We consider a deterministic process described by a discrete one-dimensional chaotic map and study its diffusive-like properties. Starting with the corresponding Frobenius-Perron equation we derive an approximate evolution equation for the probability distribution which is a partial differential equation of a hyperbolic type. Consequently, the process is correlated, non-Markovian, non-Gaussian and the information propagates with a finite velocity. This is in clear contrast to conventional diffusion processes described by a standard parabolic diffusion equation with an infinite velocity of information propagation. Our approach allows for a more complete characterisation of diffusion dynamics of deterministic systems.     

About the regularizing properties of the non-cut-off Kac equation

We prove in this work that under suitable assumptions, the solution of the spatially homogeneous non-cut-off Kac equation (or of the spatially homogeneous non cut-off 2D Boltzmann equation with Maxwellian molecules in the radial case) becomes very regular with respect to the velocity variable as soon as the time is strictly positive.     

The Incompressible Navier–Stokes for the Nonlinear Discrete Velocity Models

Abstract

We establish the incompressible Navier–Stokes limit for the discrete velocity model of the Boltzmann equation in any dimension of the physical space, for densities which remain in a suitable small neighborhood of the global Maxwellian. Appropriately scaled families solutions of discrete Boltzmann equation are shown to have fluctuations that locally in time converge strongly to a limit governed by a solution of Incompressible Navier–Stokes provided that the initial fluctuation is smooth, and converges to appropriate initial data. As applications of our results, we study the Carleman model and the one-dimensional Broadwell model.