The moment method for boundary layer problems in Brownian motion theory

We apply Grad's moment method, with Hermite moments and Marshak-type boundary conditions, to several boundary layer problems for the Klein-Kramers equation, the kinetic equation for noninteracting Brownian particles, and study its convergence properties as the number of moments is increased. The errors in various quantities of physical interest decrease asymptotically as inverse powers of this number; the exponent is roughly three times as large as in an earlier variational method, based on an expansion in the exact boundary layer eigenfunctions. For the case of a fully absorbing wall (the Milne problem) we obtain full agreement with the recent exact solution of Marshall and Watson; the relevant slip coefficient, the Milne length, is reproduced with an accuracy better than 10^–6. We also consider partially absorbing walls, with specular or diffuse reflection of nonabsorbed particles. In the latter case we allow for a temperature difference between the wall and the medium in which the particles move. There is noa priori reason why our method should work only for Brownian dynamics; one may hope to extend it to a broad class of linear transport equations. As a first test, we looked at the Milne problem for the BGK equation. In spite of the completely different analytic structure of the boundary layer eigenfunctions, the agreement with the exact solution is almost as good as for the Klein-Kramers equation.