Fluid dynamic limits of kinetic equations. I. Formal derivations

The connection between kinetic theory and the macroscopic equations of fluid dynamics is described. In particular, our results concerning the incompressible Navier-Stokes equations are based on a formal derivation in which limiting moments are carefully balanced rather than on a classical expansion such as those of Hilbert or Chapman-Enskog. The moment formalism shows that the limit leading to the incompressible Navier-Stokes equations, like that leading to the compressible Euler equations, is a natural one in kinetic theory and is contrasted with the systematics leading to the compressible Navier-Stokes equations. Some indications of the validity of these limits are given. More specifically, the connection between the DiPerna-Lions renormalized solution of the classical Boltzmann equation and the Leray solution of the Navier-Stokes equations is discussed.This paper is dedicated to Joel Lebowitz on his 60th-birthday.     

The dynamics of coupled nonlinear model Boltzmann equations

A multispecies gas described by coupled nonlinear Boltzmann equations is studied as a dynamical system. Properties are determined of theN coupled nonlinear ODEs for the number densities obtained from the Boltzmann equations for the spatially uniform system ofN species undergoing binary scattering, removal, and regeneration in the presence of an external force field and a reservoir of background gas. The physically realizable setQ, the nonnegative cone in theN-dimensional phase space of species number densities, is established as invariant under the flow. The fixed-point equations for the ODEs are shown to be equivalent to 2 ^N linear systems, and conditions for the stability and instability of the fixed points are then established. Stable fixed points are demonstrated to exist inQ by showing that they enter via a sequence of transcritical bifurcations as physical parameters are varied. For the two-species case the typical global structure of the solutions is established. Various particular cases are described including one which possesses an infinite family of periodic solutions and one that depends delicately upon initial conditions due to a separatrix that separatesQ into two invariant sets.     

A Bhatnagar-Gross-Krook kinetic approach to fast reactive mixtures: Relaxation problems

The paper deals with a consistent BGK-type approximation for the Boltzmann-like equations which govern the evolution of a gas undergoing bimolecular chemical reactions. In particular, model equations, specifically devised for physical situations in which chemical relaxation is as fast as mechanical relaxation, are discussed in comparison to previous models. This BGK approach preserves the main features of the reactive Boltzmann equations, including law of mass action and H-theorem. Numerical results illustrating the effects of the several varying parameters on the relaxation to equilibrium are presented and commented on.     

Existence theory of the linear equations appearing in the Chapman-Enskog solutions to two kinetic equations for liquids

The linear operators appearing in the Chapman-Enskog solutions to Kirkwood's Fokker-Planck kinetic equation and to Rice and Allnatt's kinetic equation are studied in this article. Existence proofs are given for the linearized Chapman-Enskog equations involving either the Fokker-Planck or the Rice-Allnatt operators. It is shown that the Fokker-Planck and Rice-Allnatt operators, defined in the domain appropriate to kinetic theory, are essentially self-adjoint. It is also shown that the spectrum of either of these operators coincides with the spectrum of the self-adjoint extension of the corresponding operator.Sloan Foundation Fellow 1968–70. Guggenheim Fellow 1969–70.     

Higher-order quadrature-based moment methods for kinetic equations

Kinetic equations containing terms for spatial transport, body forces, and particle–particle collisions occur in many applications (e.g., rarefied gases, dilute granular gases, fluid-particle flows). The direct numerical solution of the kinetic equation is usually intractable due to the large number of independent variables. A useful alternative is to reformulate the problem in terms of the moments of the velocity distribution function. Closure of the moment equations is challenging for flows sufficiently far away from the Maxwellian limit. In previous work, a quadrature-based third-order moment closure was derived for approximating solutions to the kinetic equation for arbitrary Knudsen number. A key component of quadrature-based closures is the moment-inversion algorithm used to find the non-negative weights and velocity abscissas. Here, a robust inversion procedure is proposed for three-component velocity moments up to ninth order. By reconstructing the velocity distribution function, the spatial fluxes in the moment equations are treated using a kinetic-based finite-volume solver. Because the quadrature-based moment method employs the moment transport equations directly instead of a discretized form of the kinetic equation, the mass, momentum and energy are conserved for arbitrary Knudsen and Mach numbers. The computational algorithm is tested for the Riemann shock problem and, for increasing Knudsen numbers (i.e. larger deviations from the Maxwellian limit), the accuracy of the moment closure is shown to be determined by the discrete representation of the spatial fluxes.     

Initial state dependence of nonlinear kinetic equations: The classical electron gas

The method of nonequilibrium cluster expansion is used to stydy the decay to equilibrium of a weakly coupled inhomogeneous electron gas prepared in a local equilibrium state at the initial time,t=0. A nonlinear kinetic equation describing the long time behavior of the one-particle distribution function is obtained. For consistency, initial correlations have to be taken into account. The resulting kinetic equation-differs from that obtained when the initial state of the system is assumed to be factorized in a product of one-particle functions. The question of to what extent correlations in the initial state play an essential role in determining the form of the kinetic equation at long times is discussed. To that end, the present calculations are compared with results obtained before for hard sphere gases and in general gases with strong short-range forces. A partial answer is proposed and some open questions are indicated.     

Conditional quadrature method of moments for kinetic equations

Kinetic equations arise in a wide variety of physical systems and efficient numerical methods are needed for their solution. Moment methods are an important class of approximate models derived from kinetic equations, but require closure to truncate the moment set. In quadrature-based moment methods (QBMM), closure is achieved by inverting a finite set of moments to reconstruct a point distribution from which all unclosed moments (e.g. spatial fluxes) can be related to the finite moment set. In this work, a novel moment-inversion algorithm, based on 1-D adaptive quadrature of conditional velocity moments, is introduced and shown to always yield realizable distribution functions (i.e. non-negative quadrature weights). This conditional quadrature method of moments (CQMOM) can be used to compute exact N-point quadratures for multi-valued solutions (also known as the multi-variate truncated moment problem), and provides optimal approximations of continuous distributions. In order to control numerical errors arising in volume averaging and spatial transport, an adaptive 1-D quadrature algorithm is formulated for use with CQMOM. The use of adaptive CQMOM in the context of QBMM for the solution of kinetic equations is illustrated by applying it to problems involving particle trajectory crossing (i.e. collision-less systems), elastic and inelastic particle–particle collisions, and external forces (i.e. fluid drag).     

On the microscopic derivation of mode-mode coupling equations

Alternative results derived on a microscopic basis for the mode-mode coupling kinetic equations are shown to be identical. It is also emphasized that nonlinear kinetic equations for the gross variables describing the system are only suggested but not implied by the corresponding equations obeyed by their dynamical variables. Finally an equivalent closed form for the renormalized transport coefficients is shown to hold in mode-mode coupling theory.Miembro del Colegio Nacional. On sabbatical leave from UAM—Iztapalapa, Mexico.     

Hydrodynamics from kinetic models of conservative economies

In this paper, we introduce and discuss the passage to hydrodynamic equations for kinetic models of conservative economies, in which the density of wealth depends on additional parameters, like the propensity to invest. As in kinetic theory of rarefied gases, the closure depends on the knowledge of the homogeneous steady wealth distribution (the Maxwellian) of the underlying kinetic model. The collision operator used here is the Fokker-Planck operator introduced by J.P. Bouchaud and M. Mezard [Wealth condensation in a simple model of economy, Physica A 282 (2000) 536-545], which has been recently obtained in a suitable asymptotic of a Boltzmann-like model involving both exchanges between agents and speculative trading by S. Cordier, L. Pareschi and one of the authors [S. Cordier, L. Pareschi, G. Toscani, On a kinetic model for a simple market economy, J. Stat. Phys. 120 (2005) 253-277]. Numerical simulations on the fluid equations are then proposed and analyzed for various laws of variation of the propensity.     

Global existence of solutions for a model Boltzmann equation

A model recently introduced by Ianiro and Lebowitz is shown to have a global solution for initial data having a finiteH-functional and belonging toL ¹ (L _x ). Methods previously introduced by Tartar to deal with discrete velocity models are used.     

Solution of a linearized kinetic model for an ultrarelativistic gas

A linearized model of the Boltzmann equation for a relativistic gas is shown to be reducible, in the ultrarelativistic limit and for (1 + 1)-dimensional problems, to a system of three uncoupled transport equations, one of which is well known. A general method for solving these equations is recalled, with a few new details, and applied to the solution of two boundary value problems. The first of these describes the propagation of an impulsive change in a half space and is shown to give an explicit example of the recently proved result that no signal can propagate with speed larger than the speed of light, according to the relativistic Boltzmann equation. The second problem deals with steady oscillations in a half space and illustrates the meaning of certain recent results concerning the dispersion relation for linear waves in relativistic gas.     

Nonunique solutions of kinetic equations

Two very hard particle models are solved and the nonuniqueness of the initial value problem for these (model) kinetic equations is explicitly demonstrated, when distribution functions decaying sufficiently slowly are permitted. The intimate connection between nonuniqueness and violation of conservation laws is made evident. The associated eigenvalue problems are solved. Finally, the general implications of these results for kinetic equations with transition rates that are increasing functions of the state variable, are stated in the form of a number of conjectures. They affect the solution of the Boltzmann equation for realistic intermolecular interactions when the collision rategI(g, ) is an increasing function of the relative velocityg.     

On the invariance of constitutive equations according to the kinetic theory of gases

Iterative techniques for solving the Boltzmann equation in the kinetic theory of gases yield expressions for the stress tensor and heat flux vector that are analogous to constitutive equations in continuum mechanics. However, these expressions are not generally invariant under the Euclidean group of transformations, whereas constitutive equations in continuum mechanics are usually required to be by the principle of material frame indifference. This disparity in invariance properties has led some previous investigators to argue that Euclidean invariance should be discarded as a contraint on constitutive equations. It is proven mathematically in this paper that the results of the Chapman-Enskog iterative procedure have no direct bearing on this issue. In order to settle this question, it is necessary to examine mathematically the effect of superimposed rigid body rotations on solutions of the Boltzmann equation. A preliminary investigation along these lines is presented which suggests that the kinetic theory is consistent with material frame indifference in at least a strong approximate sense provided that the disparity in the time scales of the microscopic and macroscopic motions is extremely large—a condition which is usually a prerequisite for the existence of constitutive equations.On leave from Stevens Institute of Technology, Hoboken, New Jersey 07030.     

Kinetic boundary layers in gas mixtures: Systems described by nonlinearly coupled kinetic and hydrodynamic equations and applications to droplet condensation and evaporation

We consider a mixture of heavy vapor molecules and a light carrier gas surrounding a liquid droplet. The vapor is described by a variant of the Klein-Kramers equation, a kinetic equation for Brownian particles moving in a spatially inhomogeneous background; the gas is described by the Navier-Stokes equations; the droplet acts as a heat source due to the released heat of condensation. The exchange of momentum and energy between the constituents of the mixture is taken into account by force terms in the kinetic equation and source terms in the Navier-Stokes equations. These are chosen to obtain maximal agreement with the irreversible thermodynamics of a gas mixture. The structure of the kinetic boundary layer around the sphere is then determined from the self-consistent solution of this set of coupled equations with appropriate boundary conditions at the surface of the sphere. For this purpose the kinetic equation is rewritten as a set of coupled moment equations. A complete set of solutions of these moment equations is constructed by numerical integration inward from the region far away from the droplet, where the background inhomogeneities are small. A technique developed in an earlier paper is used to deal with the severe numerical instability of the moment equations. The solutions so obtained for given temperature and pressure profiles in the gas are then combined linearly in such a way that they obey the boundary conditions at the droplet surface; from this solution source terms for the Navier-Stokes equation of the gas are constructed and used to determine improved temperature and pressure profiles for the background gas. For not too large temperature differences between the droplet and the gas at infinity, self-consistency is reached after a few iterations. The method is applied to the condensation of droplets from a supersaturated vapor, where small but significant corrections to an earlier, not fully consistent version of the theory are found, as well as to strong evaporation of droplets under the influence of an external heat source, where corrections of up to 40 % are obtained.     

Classical and quantum kinetic equations with exact conservation laws

Stationary and dynamic properties of reduced density matrices can be determined from formal or approximate closures of an infinite hierarchy of equations. The local macroscopic conservation laws place weak but important constraints on the reduced density matrices which should be respected by any closure. For pairwise additive forces conditions on the closure of the one- and two-particle equations are obtained that preserve the exact functional dependence of the conserved densities and their fluxes on the reduced density matrices. To illustrate the nature of these conditions, a closure approximation suitable for a quantum gas is given, yielding an extension of the time-dependent Hartree-Fock equations for the dynamics of a nuclear fluid to include collisions.     

Coarsely grained stochastic Boltzmann equation and its moment equations

The stochastic Boltzmann equation is coarsely grained. The coarsely grained stochastic (CGS) Boltzmann equation has fluctuating terms in its collision term. On the basis of the CGS Boltzmann equation, reduced Grad’s 26 moment equations are derived. Coarsely grained moment equations obtained from the CGS Boltzmann equation show that fluctuating terms remain as nonvanishing terms owing to the nonlinearity in the collision term of the CGS Boltzmann equation. The Navier-Stokes-Fourier law obtained using the CGS Boltzmann equation indicates that the pressure deviator and heat flux include fluctuations of their one-order higher moments.     

The one-dimensional kinetic Ising model: A series expansion study

Exact power series expansions (through eight terms) in the time are derived for relaxation in the one-dimensional Ising model with nearest-neighbor interactions for a general rate parameter where the activation energy is a variable fraction of the energy required to break nearest-neighbor bonds. It is found that the qualitative nature of the relaxation is very dependent on this parameter, varying from nearly simple exponential decay (as with Glauber dynamics) for an intermediate value of this parameter, to an initial rate of change that is either much slower or faster than a simple exponential at the extremes of the range of variation of the parameter. The rate equations for the limit of rapid internal diffusion (internal equilibration) are integrated for several special values of the rate parameter. In general the internal equilibration approximation is not a good representation of the relaxation except when the relaxation is similar to Glauber dynamics.     

Warm cascade states in a forced-dissipated Boltzmann gas of hard spheres

We study the homogeneous isotropic Boltzmann equation for an open system. For the case of a hard spheres gas, we look for nonequilibrium steady solutions in the presence of forcing and dissipation. Using the language of weak turbulence theory, we analyze the possibility of observing the Kolmogorov-Zakharov steady distributions, i.e. solutions characterized by constant fluxes of conserved quantities. We derive a differential approximation model and we find that the expected nonequilibrium steady solutions have always the form of warm cascades. We propose an analytical prediction for the relation between the forcing and dissipation and the thermodynamic quantities of the system. Specifically, we find that the temperature of the system is independent of the forcing amplitude and determined only by the forcing and dissipation scales. Finally, we perform direct numerical simulations of the Boltzmann equation finding consistent results with our theoretical predictions.     

A kinetic derivation of extended irreversible thermodynamics

The basic postulates of the extended irreversible thermodynamics are derived from the kinetic model for a dilute monoatomic gas. Using the Grad 13-moment method to solve the full nonlinear Boltzmann equation for molecules conceived as soft spheres we obtain the microscopic expressions for the entropy flux, the entropy production, and the generalized Pfaffian for the extended definition of entropy as required by such a theory. Some of the physical implications of these results are discussed.Member, Colegio Nacional.