Kinetic Boltzmann, Vlasov and Related Equations

Table of Contents

Cover image

Front Matter

Copyright

Preface

About the Authors

1. Principal Concepts of Kinetic Equations

1.1. Introduction

1.2. Kinetic Equations of Boltzmann Kind

1.3. Vlasov's Type Equations

1.4. How did the Concept of Distribution Function Explain Molecular-Kinetic and Gas Laws to Maxwell

1.5. On a Kinetic Approach to the Sixth Hilbert Problem (Axiomatization of Physics)

1.6. Conclusions

2. Lagrangian Coordinates

2.1. The Problem of N-Bodies, Continuum of Bodies, and Lagrangian Coordinates in Vlasov Equation

2.2. When the Equations for Continuum of Bodies Become Hamiltonian?

2.3. Oscillatory Potential Example

2.4. Antioscillatory Potential Example

2.5. Hydrodynamical Substitution: Multiflow Hydrodynamics and Euler-Lagrange Description

2.6. Expanding Universe Paradigm

2.7. Conclusions

3. Vlasov-Maxwell and Vlasov-Einstein Equations

3.1. Introduction

3.2. A Shift of Density Along the Trajectories of Dynamical System

3.3. Geodesic Equations and Evolution of Distribution Function on Riemannian Manifold

3.4. How does the Riemannian Space Measure Behave While Being Transformed?

3.5. Derivation of the Vlasov-Maxwell Equation

3.6. Derivation Scheme of Vlasov-Einstein Equation

3.7. Conclusion

4. Energetic Substitution

4.1. System of Vlasov-Poisson Equations for Plasma and Electrons

4.2. Energetic Substitution and Bernoulli Integral

4.3. Boundary-Value Problem for Nonlinear Elliptic Equation

4.4. Verifying the Condition Ψ′ ≥ 0

4.5. Conclusions

5. Introduction to the Mathematical Theory of Kinetic Equations

5.1. Characteristics of the System

5.2. Vlasov-Maxwell and Vlasov-Poisson Systems

5.3. Weak Solutions of Vlasov-Poisson and Vlasov-Maxwell Systems

5.4. Classical Solutions of VP and VM Systems

5.5. Kinetic Equations Modeling Semiconductors

5.6. Open Problems for Vlasov-Poisson and Vlasov-Maxwell Systems

6. On the Family of the Steady-State Solutions of Vlasov-Maxwell System

6.1. Ansatz of the Distribution Function and Reduction of Stationary Vlasov-Maxwell Equations to Elliptic System

6.2. Boundary Value Problem

6.3. Solutions with Norm

7. Boundary Value Problems for the Vlasov-Maxwell System

7.1. Introduction

7.2. Existence and Properties of the Solutions of the Vlasov-Maxwell and Vlasov-Poisson Systems in the Bounded Domains

7.3. Existence and Properties of Solutions of the VM System in the Bounded Domains

7.4. Collisionless Kinetic Models (Classical and Relativistic Vlasov-Maxwell Systems)

7.5. Stationary Solutions of Vlasov-Maxwell System

7.6. Existence of Solutions for the Boundary Value Problem (7.5.28)–(7.5.30)

7.7. Existence of Solution for Nonlocal Boundary Value Problem

7.8. Nonstationary Solutions of the Vlasov-Maxwell System

7.9. Linear Stability of the Stationary Solutions of the Vlasov-Maxwell System

7.10. Application Examples with Exact Solutions

7.11. Normalized Solutions for a One-Component Distribution Function

8. Bifurcation of Stationary Solutions of the Vlasov-Maxwell System

8.1. Introduction

8.2. Bifurcation of Solutions of Nonlinear Equations in Banach Spaces

8.3. Conclusions

8.4. Statement of Boundary Value Problem and the Problem on Point of Bifurcation of System (8.4.7), (8.4.13)

8.5. Resolving Branching Equation

8.6. The Existence Theorem for Bifurcation Points and the Construction of Asymptotic Solutions

9. Boltzmann Equation

9.1. Collision Integral

9.2. Conservation Laws and H-Theorem

9.3. Boltzmann Equation for Mixtures

9.4. Quantum Kinetic Equations (Uehling-Uhlenbeck Equations)

9.5. Peculiarity of Hydrodynamic Equations, Obtained from Kinetic Equations

9.6. Linear Boltzmann Equation and Markovian Processes

9.7. Time Averages and Boltzmann Extremals

10. Discrete Models of Boltzmann Equation

10.1. General Discrete Models of Boltzmann Equation

10.2. Calerman, Godunov-Sultangazin, and Broadwell Models

10.3. H- Theorem and Conservation Laws

10.4. The Class of Decreasing Functionals for Discrete Models: Uniqueness Theorem of the Boltzmann H- Function

10.5. Relaxation Problem

10.6. Chemical Kinetics Equations and H- Theorem: Conditions of Chemical Equilibrium

11. Method of Spherical Harmonics and Relaxation of Maxwellian Gas

11.1. Linear Operators Commuting with Rotation Group

11.2. Bilinear Operators Commuting with Rotation Group

11.3. Momentum System and Maxwellian Gas Relaxation to Equilibrium. Bobylev Symmetry

11.4. Exponential Series and Superposition of Travelling Waves

12. Discrete Boltzmann Equation Models for Mixtures

12.1. Discrete Models with Impulses on the Lattice

12.2. Invariants

12.3. Inductive Process

12.4. On Solution of Diophantine Equations of Conservation Laws and Classification of Collisions

12.5. Boltzmann Equation for the Mixture in One-Dimensional Case

12.6. Models in One-Dimensional Case

12.7. The Models in Two-Dimensional Cases

12.8. Conclusions

12.9. Photo-, Electro-, Magneto-, and Thermophoresis and Reactive Forces

13. Quantum Hamiltonians and Kinetic Equations

13.1. Conservation Laws for Polynomial Hamiltonians

13.2. Conservation Laws for Kinetic Equations

13.3. The Asymptotics of Spectrum for Hamiltonians of Raman Scattering

13.4. The Systems of Special Polynomials in the Problems of Quantum Optics

13.5. Representation of General Commutation Relations

13.6. Tower of Mathematical Physics

13.7. Conclusions

14. Modeling of the Limit Problem for the Magnetically Noninsulated Diode

14.1. Introduction

14.2. Description of Vacuum Diode

14.3. Description of the Mathematical Model

14.4. Solution Trajectory, Upper and Lower Solutions

14.5. Existence of Solutions for System (14.3.18)–(14.3.22)

14.6. Analysis of the Known Upper and Lower Solutions

14.7. Conclusions

15. Generalized Liouville Equation and Approximate Orthogonal Decomposition Methods

15.1. Introduction

15.2. Problem Statement

15.3. The Overview of Preceeding Results

15.4. Eigen Expansion of Generalized Liouville Operator

15.5. Hermitian Function Expansion

15.6. Another Application Example for Hermite Polynomial Decomposition

Glossary of Terms and Symbols

Bibliography

Front Matter

Kinetic Boltzmann, Vlasov and Related Equations

Kinetic Boltzmann, Vlasov and Related Equations

Victor Vedenyapin

Keldysh Institute of Applied Mathematics

(Russian Academy of Sciences)

Russia

Alexander Sinitsyn

Departamento de Mathemàticas

Facultad de Ciencias

Universidad Nacional de Colombia

Bogotà, Colombia

Eugene Dulov

Facultad de Ciencia y Tecnología

Universidad de Ciencias Aplicadas y

Ambientales U.D.C.A

AMSTERDAM • BOSTON • HEIDELBERG • LONDON • NEW YORK • OXFORD • PARIS • SAN DIEGO • SAN FRANCISCO • SINGAPORE • SYDNEY • TOKYO

Copyright

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Preface

The Boltzmann and Vlasov equations played a great role in the past. Their importance can still be seen in modern natural sciences, technique, engineering, and even in the philosophy of science. The classical Boltzmann equation derived in 1872 became a cornerstone for the molecular–kinetic theory, the second law of thermodynamics (increasing of enthropy), and for the derivaion of the basic hydrodynamic equations. Discovering and studying different physical, chemical, and astronomy objects and processes and even popular nanotechnological applications opened new fields for Boltzmann and Vlasov equations. Examples include diluted gas, radiation, neutral particles transportation, atmosphere optics, nuclear reactor modeling, and so on.

The Vlasov equation was obtained in 1938 and served as a basis of plasma physics, but it also describes large-scale processes and galaxies in astronomy (the starwind theory). The development of plasma units such as tokomak or plasma engines also are supported by the Vlasov equation.

A careful reader who has looked at the Table of Contents of this book will note that it contains not only the basics and common facts, but many of the results discussed in this book were obtained recently.

Hence, the first chapter is devoted to the historical introduction and outlines principle details described in other chapters. The second chapter introduces Vlasov-type equations or equations of the self-consistent fields in connection with a problem of multiple body dynamics and the use of the Lagrangian coordinates in the Vlasov equation. It also reminds us about its links with hydrodynamical descriptions. For better understanding, we present several examples with exact solutions.

The Vlasov-Maxwell equations are introduced in Chapter 3. To make the derivation technique comprehensible, first we start with the particle shift along the trajectories of an arbitrary system of the ordinary differential equations; we then follow with particle system movement in metric spaces. The next chapter deals with the Vlasov equation for plasma and energetic substitution, given with an analogy with the Bernoulli integral.

In Chapter 5 we introduce kinetic equations, the Boltzmann equation, the Vlasov-Poisson (VP), and the Vlasov-Maxwell (VM) systems, and describe their mathematical structure. Section~5.6 describes several open fundamental problems known for VP and VM systems.

Chapter 6 lists references and is devoted to students, engineers, and postgraduate students. Here we introduce an ansatz of distribution function for two-component plasma. Simple problem statements are introduced for nonlinear elliptic equations both for Cauchy and bifurcation cases.

In Chapter 7, we study special cases of stationary and nonstationary solutions of the VM system. These solutions introduce the systems of nonlocal semilinear elliptic equations with boundary conditions. Applying the lower-upper solution method, we establish the existence theorems for solutions of the semilinear nonlocal elliptic boundary value problem under corresponding restrictions on distribution function. We also give several examples of the solutions at the end of the chapter.

The bifurcation problem for the stationary solutions of VM system is considered in Chapter 8. It is translated into the bifurcation problem of the semilinear elliptic system and is studied as an operator equation in Banach space. Using a classical approach by Lyapunov–Schmidt, the branching equation is derived and asymptotics of nontrivial branches of solutions is studied. Here the principal idea is to study a potential BEq, since the system of elliptic equations is potential. Further investigation establishes the existence theorem for the bifurcation points and reveals the asymptotic properties of nontrivial branches of the solutions of VM system.

In Chapter 9, we discuss the general and linear Boltzmann equations and correspondence with hydrodynamics and quantum physics. Discrete Boltzmann models are investigated in Chapter 10, paying special attention to the models of interactions between particles in relation with conservation laws and validity of H-theorem.

In Chapter 11, we study the Boltzmann equation's symmetry. Here, commutation of collision operator with rotation group comes first, as it provides us with a solution for momentum system. An appendix to this chapter gives an example for nonlinear equations as convergent series for superposition of running waves.

Chapter 12 studies discrete models for gas mixtures with different particle masses and corresponding collision models. This applied problem is extremely important for numerical modeling, as any appropriate model should be checked first to see if it is compliant with conservation laws. Chapter 13 investigates the spectrum of Hamiltonians in application to quantum optics. Here we can use the same ideology in applying conservation laws that we used earlier, studying discrete models of Boltzmann equation. This approach to the conservation laws reduces the dimension of the spectrum problem to the finite-dimensional one. It has already been used by physicists in construction of frequency convertors.

Chapter 14 studies the stationary self-consistent problem of magnetic insulation under space-charge limitation via the VM system. In a dimensionless form of the VM system, the ratio of the typical particle velocity at the cathode related to the velocity reached at the anode appears as a small parameter. The associated perturbation analysis provides a mathematical framework to the results of Langmuir and Compton. We study the extension of this approach, based on the Child-Langmuir asymptotics to magnetized flows.

Chapter 15 shows that when the VM system is written in Hamilton form using nonlocal Poisson bracket, the use of Hamiltonian formal approach for the real kinetic equations still is under discussion. This unique attempt — to approximate the Poisson bracket in VM system by a finite dimensional one — exists similarly between the VM system and the Liouville equation. Hence, the study of the approximate integration methods for analytically integrable and nonintegrable Liouville equations is a cornerstone for development of wavelet solutions for the VM system. Thus, we propose an effective technique of approximate integration for the Cauchy problem of the generalized Liouville equation based on the orthogonal decomposition over Hermite polynomials and Hermite functions. The respective mean convergence theorems are proved. The importance of this approach is related to the possibility of automated analytic computations in modern mathematical packages such as Maple or Mathematica.

About the Authors

Victor Vedenyapin

Vedenyapin graduated from Faculty of Mathematics and Mechanics of Lomonosov Moscow State University in 1971 (department of differential geometry). His Ph.D. thesis was defended in 1977 and D.Sci. Thesis in 1989. A list of publications contains more than 100 titles. Since 1992, with M. Maslennicov and V. Dorodnitsyn, Vedenyapin has led the research seminar at the Keldysh Institute of Applied Mathematics on mathematical physics. Professor of Moscow University of Physics and Technology since 1992. USSR State Prize winner (1989) Mathematical Methods in Boltzmann Equation.

Fields of interest: kinetic equations; Boltzmann equation; Vlasov equation; entropy; Quantum Hamiltonians, Ergodic theory.

Alexandr Sinitsyn

Sinitsyn graduated from Irkutsk Polyteknical Institute on 1983. His Ph.D Thesis was defended in 1989 and D.Sci Thesis in 2004. Professor of Colombian National University. He published 60 articles and 2 books. Co-director of INTAS research project PDE modelling semiconductors. Worked as visiting professor in Paul Sabatier University, Toulouse, France.

Fields of interest: kinetic, Boltzmann, Vlasov equations and their applications.

Eugene Dulov

Dulov graduated from Faculty of Mathematics and Mechanics of Lomonosov Moscow State University in 1993. His Ph.D. thesis was defended in 1997. He is a Lecturer of Ulyanovsk State University, Professor of Colombian National University. A list of publications contains 38 titles.

Fields of interest: numerical methods, kinetic, Vlasov equations and their applications, development of algorithms.

1. Principal Concepts of Kinetic Equations

This chapter is the reminder of the historical background made by Boltzmann and Maxwell along with modern scientists who studied Boltzmann-type kinetic equations for a whole range of applications making a hierarchy between several fundamental equations developed later. Also known as a short-range interaction equation, their ideas were extended by Vlasov to deal with long-range interactions, building their own hierarchy. Considering different physical phenomena descriptions and mathematical concepts, these equations represent many processes in micro and macro-world, providing extended background for axiomatization of physics.

Keywords: Kinetic-type equation, Boltzmann, Maxwell, gas laws, Vlasov, Chempen-Enskog, Lagrangian coordinates, 6-th Hilbert problem.

1.1. Introduction

Kinetic equations describe the evolution of distribution function F(t, v, x) of molecules or other objects (like electrons, ions, stars, galaxy, or galactic aggregations) with respect to their velocities v and space coordinates x at moment t. In particular, this means that a number of particles in the element of phase volume dvdx is given by a quantity F(t, v, x) dvdx. The simplest example equation known as an equation of free motion is given below:

(1.1.1)

and could be simply resolved—F(t, v, x) = F(0, v, x − vt).

The goal of this book is to study the kinetic Boltzmann and Vlasov equations.

1.2. Kinetic Equations of Boltzmann Kind

The first kinetic equation to be studied was Boltzmann's. It considers collision processes via collision integral added into (1.1.1):

(1.2.1)

Collision integral J[F, F] is a quadratic operator, considering a pairwise collision of particles. Equation (1.2.1) was obtained by Maxwell and Boltzmann for derivation of Maxwellian distribution by velocities. This result has been used for explanation of Clapeyron ideal gas law (see Section 1.4).

The already mentioned Maxwellian distribution is connected with one of the first known classic results for the Boltzmann equation (1.2.1)—a proof of the so-called H- theorem. This theorem claims that functional

does not increase for Boltzmann equation, i.e., dH/dt ≤ 0. Since H equals to entropy with negative sign, this fact was interpreted by Boltzmann as a proof that entropy increases, i.e., a justification of the second thermodynamics law.

The inequality of H- theorem holds only sometimes, and we will discuss corresponding conditions later in Chapter 9. When entropy stays unchanged, we obtain a Maxwellian distribution. Hence, the H- theorem justifies not only a stationary state of Maxwellian distribution, but tends to it also, its stability and the second thermodynamics law.

However, the Boltzmann equation was developed by Maxwell for more broad aims. The initial Maxwell goal was to obtain the equation of continuos medium (Navier-Stokes type) derived from the Boltzmann equation; namely, to define transport coefficients (heat and viscosity) and their dependence on intermolecular interaction. He succeeded with intermolecular interaction potential of the form U(r) = r−4 (the so-called Maxwellian molecules), when the collision integral becomes simple.

Boltzmann [52] and Hilbert (Hilbert method [67]) tried to state the similar results for another potential, but never succeeded. However, Chempen and Enskog [67] and [160] achieved this goal by means of special scheme based on perturbation theory, known today as Chempen–Enskog method. The stakes were high, since a solution could provide qualitative forecasts in molecular-kinetic theory, an issue of hard criticism at that time. Their result predicted a thermal diffusion, and this issue was resolved. The tension was really high and the problem was discussed both by scientists (Mach and Avenarius, for example) and philosophers and polititians. But the solution of Chempen and Enskog was a little bit late, because the Avogadro number was calculated by two different ways and the estimations were quite close. This justified the molecular-kinetic theory at least for scientists and a scientific community calmed down.

At the present time, this equation with respective corollaries has several different applications, for example, modeling of the middle atmosphere layers. Tall atmosphere layers are well described by equation of free motion (1.1.1) (also called Knudsen or free gas equation). Lower layers are described by gas dynamics equations, which also are derived from the Boltzmann equation. Derivation and numerical modeling of the two-layer models (see [158]) related with modeling of aircraft motion keeps them important. The other important application deals with chemical kinetics and mixture modeling especially, known as a discrete models of Boltzmann equations (see Chapter 10 and Chapter 12).

The other widely used corollary of Boltzmann equation is the transport equation, describing the scattering of particles on a fixed background. This is a linear Boltzmann equation. Such equations are used for description of neutrons transport in nuclear reactors and radiation transport in atmosphere when photons are scattered by medium.

The limit case of the Boltzmann equation, known as the Landau equation, appears when the main contribution in scattering cross-section is made by strong scattering forward. It is used for plasma description.

There also are quantum analogs of the Boltzmann equation, called Uehling-Uhlenbeck equations. For these equations, Fermi-Dirak or Boze-Einshtain distributions are steady state instead of Maxwell distribution. Therefore, one can represent the hierarchy of Boltzmann-type equations in the scheme seen in Figure 1.1.

The lines marked with question signs outline the fact that corresponding equations are still undiscovered (Landau approximation for Uehling-Uhlenbeck equations, for example).

1.3. Vlasov's Type Equations

Vlasov-type equations are compared with equations of the Boltzmann type describing short-range interactions. The Vlasov equation or equation of self-consistent field has the form

(1.3.1)

Here the force f is the functional of a distribution function F, and equation (1.3.1) has the form of shift equation along characteristics. A simplest kind of functional (force f) describing a dependence from distribution function corresponds to pairwise interaction potential K(x, y):

(1.3.2)

This kind of interaction introduces the system of Vlasov equations. Generally speaking, mostly we are using a phrase—Vlasov plus something more equations—aimed to distinguish between the kinds of interactions. There are Vlasov-Poisson, Vlasov-Maxwell, Vlasov-Einstein, and Vlasov-Yang-Mills equations (see Chapter 3 for details).

The Vlasov-Poisson equation exists for two kinds of problems: for gravitation and plasma. In both cases, we exchange a potential (1.3.2) by Poisson equation applying a Laplace operator. Here K(x, y) assumed to be a fundamental solution [305] of a Laplace operator: ΔxK(x, y) = δ(x − y). Therefore, K in one-dimensional cases [305].

When we study gravitational case exchanging Newton type interaction by the Einstein's one, we obtain a so-called Vlasov-Einstein equation.

If we exchange electrostatic by electrodynamic interaction required for plasma, we obtain Vlasov-Maxwell