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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
On Moment Model Reduction for KineticEquations
Yuwei Fan
with Zhenning Cai and Ruo Li
School of Mathematical Sciences, Peking University, China
Lunch seminar, SMS-DSEC, Peking UniversityMay 28th, 2015
Yuwei Fan, PKU Moment Model Reduction
2/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Outline
...1 Introduction
...2 Grad’s Moment System
...3 Regularization of Grad’s Moment System
...4 Framework of Hyperbolic Moment Method
...5 Conclusion
Yuwei Fan, PKU Moment Model Reduction
3/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Outline
...1 Introduction
...2 Grad’s Moment System
...3 Regularization of Grad’s Moment System
...4 Framework of Hyperbolic Moment Method
...5 Conclusion
Yuwei Fan, PKU Moment Model Reduction
4/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Gas kinetic theory
Kn =Mean free path λ
typical length scale L
0← Kn 10−3 10−2 10−1 1 10
hydrodynamics gas kinetic theory
Euler
equation
N-S equation
no-slip BC.N-S equation slip BC. DSMC?
Yuwei Fan, PKU Moment Model Reduction
4/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Gas kinetic theory
0← Kn 10−3 10−2 10−1 1 10
hydrodynamics gas kinetic theory
Euler
equation
N-S equation
no-slip BC.N-S equation slip BC. DSMC?
densy gas → rarefied gas → very rarefied gas
↓ ↓ ↓hydrodynamics ? molecular dynamics
↓ ↓ ↓Continuum mechanics → ? ← molecular motion
Yuwei Fan, PKU Moment Model Reduction
4/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Gas kinetic theory
densy gas → rarefied gas → very rarefied gas
↓ ↓ ↓hydrodynamics ? molecular dynamics
↓ ↓ ↓Continuum mechanics → ? ← molecular motion
∫Ωx,ξ
f(t,x, ξ) dx dξ = NΩx,ξ.
Yuwei Fan, PKU Moment Model Reduction
5/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Boltzmann Equation
Boltzmann equation (Boltzmann 1872) reads:
∂f
∂t+ ξ · ∇xf = Q(f, f),
Q(f, f) is collision term, and (t,x, ξ) ∈ R+ × RD × RD.
Notations:
ρ→ density u→ macroscopic velocity
T → tempurature σij → stress tensor
ρTij = ρT + σij → press tensor qi → heat flux.
Local equilibrium : (Maxwell 1860)
M(t,x, ξ) =ρ(t,x)√
2πT (t,x)D
exp
(−|ξ − u(t,x)|2
2T (t,x)
)
Yuwei Fan, PKU Moment Model Reduction
6/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Difficulties in Solving Boltzmann Equation
Boltzmann equation (Boltzmann 1872) reads:
∂f
∂t+ ξ · ∇xf = Q(f, f),
Q(f, f) is collision term, and (t,x, ξ) ∈ R+ × RD × RD.
...1 Collision term Q(f, f) is too complex, e.g. binary collision term:
Q(f, f) =
∫R3
∫S+
(f ′f ′1 − ff1)B(|ξ − ξ1|, σ) dξ1 dn;
...2 High dimension: 1 (t) + 3(x) + 3(ξ) = 7;
...3 ξ ∈ R3.
Yuwei Fan, PKU Moment Model Reduction
7/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Model Reduction
0← Kn 10−3 10−2 10−1 1 10
hydrodynamics gas kinetic theory
Euler
equation
N-S equation
no-slip BC.N-S equation slip BC. DSMC
Boltzmann
equation
Kn → 0, Boltzmann equation→ Euler equations
Kn ∼ (10−2, 10), Extension of Euler or N-S equations?
Model Reduction: Boltzmann Equation → Macroscopic equations
Grad’s Moment Method
Levermore’s Maximum Entropy Hierarchy
Chapman-Enskog Expansion
etc.
Yuwei Fan, PKU Moment Model Reduction
7/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Model Reduction
0← Kn 10−3 10−2 10−1 1 10
hydrodynamics gas kinetic theory
Euler
equation
N-S equation
no-slip BC.N-S equation slip BC. DSMC
Boltzmann
equation
Kn → 0, Boltzmann equation→ Euler equations
Kn ∼ (10−2, 10), Extension of Euler or N-S equations?
Model Reduction: Boltzmann Equation → Macroscopic equations
Grad’s Moment Method
Levermore’s Maximum Entropy Hierarchy
Chapman-Enskog Expansion
etc.
Yuwei Fan, PKU Moment Model Reduction
7/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Model Reduction
0← Kn 10−3 10−2 10−1 1 10
hydrodynamics gas kinetic theory
Euler
equation
N-S equation
no-slip BC.N-S equation slip BC. DSMC
Boltzmann
equation
Kn → 0, Boltzmann equation→ Euler equations
Kn ∼ (10−2, 10), Extension of Euler or N-S equations?
Model Reduction: Boltzmann Equation → Macroscopic equations
Grad’s Moment Method
Levermore’s Maximum Entropy Hierarchy
Chapman-Enskog Expansion
etc.
Yuwei Fan, PKU Moment Model Reduction
7/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Model Reduction
0← Kn 10−3 10−2 10−1 1 10
hydrodynamics gas kinetic theory
Euler
equation
N-S equation
no-slip BC.N-S equation slip BC. DSMC
Boltzmann
equation
Kn → 0, Boltzmann equation→ Euler equations
Kn ∼ (10−2, 10), Extension of Euler or N-S equations?
Model Reduction: Boltzmann Equation → Macroscopic equations
Grad’s Moment Method
Levermore’s Maximum Entropy Hierarchy
Chapman-Enskog Expansion
etc.
Yuwei Fan, PKU Moment Model Reduction
8/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Good Model or Bad Model
Well-posedness of the model:
Hyperbolicity, · · ·Preserving of physics:
Conservation, H-theorem, Galilean invariance, · · ·Approximation efficiency:
# DOF vs Accuracy
Implementation:
BC, Easy to implement,. . .
Yuwei Fan, PKU Moment Model Reduction
9/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Hyperbolicity
.Definition (Globally Hyperbolic)..
......
The first-order equations
∂w
∂t+A(w)
∂w
∂x= 0
is globally hyperbolic if the coefficient matrix A(w) is diagonalizablewith real eigenvalues for any admissible w.
.
. What will happen if the system is not hyperbolic?
Yuwei Fan, PKU Moment Model Reduction
10/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method ConclusionGas Kinetic Theory Model Reduction Hyperbolicity
.. Hyperbolicity
.Example..
......
The initial value problem
∂
∂t
(uv
)+
(0 a1 0
)∂
∂x
(uv
)= 0,
(u(x, 0)v(x, 0)
)=
(u0(x)v0(x)
).
The characteristic speeds of the system is√a and −
√a, and the system
is hyperbolic if and only if a > 0.This system can be reduced as
utt − auxx = 0,
u(x, 0) = u0(x),
ut(x, 0) = −av0,t(x).
If a is negative, for example a = −1, the system turns to be ellipticequation with two boundary conditions, resulting in the inexistence ofweak solution of the system.
Yuwei Fan, PKU Moment Model Reduction
11/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Outline
...1 Introduction
...2 Grad’s Moment System
...3 Regularization of Grad’s Moment System
...4 Framework of Hyperbolic Moment Method
...5 Conclusion
Yuwei Fan, PKU Moment Model Reduction
12/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Grad’s Moment Method
Grad’s expansion [Grad CPAM ’1949, Cai, Li SISC ’10]1: expand thedistribution function f around the local equilibriumM:
f(t,x, ξ) =∑
α∈ND
fα(t,x)H[u(t,x),T (t,x)]α (ξ) , (2)
where α = (α1, · · · , αD), H[·]α (·) is defined by
H[u,T ]α (ξ) = (−1)|α| d
α
dξαω[u,T ],
ω[u,T ] =Mρ
=1
√2πT
Dexp
(−|ξ − u|2
2T
),
which are generalized weighted Hermite polynomials.
1We always have
f0 = ρ, fα ≡ 0 if |α| = 1,∑
|α|=1
f2α ≡ 0. (1)
Yuwei Fan, PKU Moment Model Reduction
13/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Grad’s Moment Method
Grad’s expansion: f =∑
α∈ND
fαH[u,T ]α (ξ)ysubstitute into
Boltzmann Equation:∂f
∂t+ ξ∇f = Q(f, f)ymatching coefficients
Moment Equations:∂w
∂t+
D∑d=1
Ad(w)∂w
∂xd= Qw, w ∈ R∞ytruncation and closure
Grad’s Moment Equations:∂wM
∂t+
D∑d=1
Ad,M (wM )∂wM
∂xd= QwM
Yuwei Fan, PKU Moment Model Reduction
14/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Grad’s 13 Moment System
Grad’s 13 moment expansion [Grad 1949]:
f |G13 =M[1 +
Tij − δijT
2T 2
(CiCj − δijC
2)+
2
5
qkρT 2
Ck
(C2
2T− 5
2
)],
where Ci = ξi − ui is the relative velocity.
Substituting the expansion into the Boltzmann equation, and matchingthe coefficients of the polynomials, we can obtain the well-known Grad’s13 moment system
Yuwei Fan, PKU Moment Model Reduction
15/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Grad’s 13 Moment System
dρ
dt+ ρ
∂uk
∂xk= 0,
dui
dt+
Tik
ρ
∂ρ
∂xk+
∂Tik
∂xk= 0,
dTij
dt+ 2Tk(i
∂uj)
∂xk+
1
ρ
(4
5
∂q(i
∂xj)+
2
5δij
∂qk∂xk
)= Q(Tij),
dqidt− (TijTjk − 2TTik + T 2δik)
∂ρ
∂xk+
7
5qi∂uk
∂xk+
7
5qk
∂ui
∂xk+
2
5qk
∂uk
∂xi
− ρTik
(∂Tjk
∂xj− 7
6
∂Tjj
∂xk
)+ 2ρT
(∂Tik
∂xk− 1
3
∂Tjj
∂xi
)= Q(qi).
Yuwei Fan, PKU Moment Model Reduction
16/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Hyperbolicity of Grad’s 13 Moment System: 1D case
1D case: Grad’s 13 moment system degenerates into
dw
dt+A(w)
∂w
∂x= Q(w) (3)
where w = (ρ, u1, T11, T22, q1)T ,
A(w) =
0 ρ 0 0 0
T11/ρ 0 1 0 00 2T11 0 0 6
5ρ
0 0 0 0 25ρ
−4(T11 − T22)2/9 16q1/5 ρ(11T11 + 16T22)/18 ρ(17T11 − 8T22)/9 0
.
The characteristic polynomial is
det(λI−A) = λ
[λ4 − 2
45(101T11 + 16T22)λ
2
− 96
25
q1ρλ+
1
15(53T 2
11 − 16T11T22 + 8T 222)
],
which only depends on σ11
ρ and q1ρ .
(T11 = T + σ11/ρ, T22 = T − σ11/2ρ)
Yuwei Fan, PKU Moment Model Reduction
16/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Hyperbolicity of Grad’s 13 Moment System: 1D case
1D case: Grad’s 13 moment system degenerates into
dw
dt+A(w)
∂w
∂x= Q(w) (3)
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2−2
−1.5
−1
−0.5
0
0.5
1
1.5
2
Hyperbolicity region
Non-hyperbolicity region
Maxwellian
Figure 1 : x-axis: q1ρT3/2 , y-axis:
σ11ρT
Hyperbolicity region of (3)
Yuwei Fan, PKU Moment Model Reduction
16/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Hyperbolicity of Grad’s 13 Moment System: 1D case
1D case: Grad’s 13 moment system degenerates into
dw
dt+A(w)
∂w
∂x= Q(w) (3)
Result:(3) is not globally hyperbolic (I. Muller 1998)Maxwellian is an inner point of hyperbolicity region
Yuwei Fan, PKU Moment Model Reduction
17/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Hyperbolicity of Grad’s 13 Moment System: 3D case
3D case: Write Grad’s 13 Moment System in quasi-linear form:
dw
dt+
3∑d=1
Ad∂w
∂xd= Q(w),
where
w = (ρ, u1, u2, u3, T11, T22, T33, T12, T13, T23, q1, q2, q3)T .
It is enough to examine A1 due to the rotational invariance.
Yuwei Fan, PKU Moment Model Reduction
18/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Hyperbolicity of Grad’s 13 Moment System: 3D case
For the Gaussian distribution
f =ρ√
det(2πΘ)exp
(−1
2CTΘ−1C
), Θ =
T T12 0T12 T 00 0 T
,
where |T12| < T , the characteristic polynomial of A1 is
det(λI−A1) =(λ− u1)
3
125[5(λ− u1)
2 − 7T ] · g((λ− u1)
2
T
),
g(x) = 25x4 − 165x3 +
(257 + 48
T 212
T 2
)x2 +
(8T 212
T 2− 105
)x− 28
T 212
T 2.
g(x) has at least one negative zero
⇓A1 has at least two complex eigenvalues
⇓Grad 13 is NOT hyperbolic near Maxwellian
Yuwei Fan, PKU Moment Model Reduction
19/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Hyperbolicity of Grad’s 13 Moment System: 3D case
Hyperbolicity region of Grad 13 moment system on the T12 − q1 plane is:
−1.5 −1 −0.5 0 0.5 1 1.5−0.25
−0.2
−0.15
−0.1
−0.05
0
0.05
0.1
0.15
0.2
0.25
Hyperbolicity region
Non-hyperbolicity region
Maxwellian
Figure 1 : x-axis: q1ρT3/2 , y-axis:
T12T
Yuwei Fan, PKU Moment Model Reduction
20/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Hyperbolicity of Grad’s 13 Moment System
1D case:
The system is not globally hyperbolic (I. Muller 1998)
Maxwellian is an inner point of hyperbolicity region
3D case: (Cai, Fan and Li, KRM 2014)
Grad’s 13 moment system is not globally hyperbolic
Maxwellian is NOT an inner point of hyperbolicity region
Question:...1 Why Grad’s moment systems is not globally hyperbolic?...2 Is it possible to regularize Grad’s moment system to be globallyhyperbolic?
Yuwei Fan, PKU Moment Model Reduction
20/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Hyperbolicity of Grad’s 13 Moment System
1D case:
The system is not globally hyperbolic (I. Muller 1998)
Maxwellian is an inner point of hyperbolicity region
3D case: (Cai, Fan and Li, KRM 2014)
Grad’s 13 moment system is not globally hyperbolic
Maxwellian is NOT an inner point of hyperbolicity region
Question:...1 Why Grad’s moment systems is not globally hyperbolic?...2 Is it possible to regularize Grad’s moment system to be globallyhyperbolic?
Yuwei Fan, PKU Moment Model Reduction
21/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Outline
...1 Introduction
...2 Grad’s Moment System
...3 Regularization of Grad’s Moment System
...4 Framework of Hyperbolic Moment Method
...5 Conclusion
Yuwei Fan, PKU Moment Model Reduction
22/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Grad’s Moment Method
Grad’s expansion: f =∑
α∈ND
fαH[u,T ]α (ξ)ysubstitute into
Boltzmann Equation:∂f
∂t+ ξ∇f = Q(f, f)ymatching coefficients
Moment Equations:∂w
∂t+
D∑d=1
Ad(w)∂w
∂xd= Qw, w ∈ R∞ytruncation and closure
Grad’s Moment Equations:∂wM
∂t+
D∑d=1
Ad,M (wM )∂wM
∂xd= QwM
Yuwei Fan, PKU Moment Model Reduction
23/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Grad’s Moment Method
1D case (Cai, Fan & Li, CMS ’12):
Moment system:
∂ρ
∂t+ u
∂ρ
∂x+ ρ
∂u
∂x= 0,
ρ∂u
∂t+ T
∂ρ
∂x+ ρu
∂u
∂x+ ρ
∂T
∂x= 0,
1
2ρ∂T
∂t+
1
2ρu
∂T
∂x+ ρu
∂u
∂x+ 3
∂f3∂x
= 0,
∂fα∂t− fα−1
T
ρ
∂ρ
∂x+ (α+ 1)fα
∂u
∂x+
(1
2Tfα−3 +
α− 1
2fα−1
)∂T
∂x
− 3
ρfα−2
∂f3∂x
+ T∂fα−1
∂x+ u
∂fα∂x
+ (α+ 1)∂fα+1
∂x= Sα, α ⩾ 3.
Trucation to give Grad’s (M + 1)-moment system:
discard all the equations containing ∂tfα with α > M ;set fα to be zero for all α > M .
Yuwei Fan, PKU Moment Model Reduction
23/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Grad’s Moment Method
1D case (Cai, Fan & Li, CMS ’12):
Moment system:
∂ρ
∂t+ u
∂ρ
∂x+ ρ
∂u
∂x= 0,
ρ∂u
∂t+ T
∂ρ
∂x+ ρu
∂u
∂x+ ρ
∂T
∂x= 0,
1
2ρ∂T
∂t+
1
2ρu
∂T
∂x+ ρu
∂u
∂x+ 3
∂f3∂x
= 0,
∂fα∂t− fα−1
T
ρ
∂ρ
∂x+ (α+ 1)fα
∂u
∂x+
(1
2Tfα−3 +
α− 1
2fα−1
)∂T
∂x
− 3
ρfα−2
∂f3∂x
+ T∂fα−1
∂x+ u
∂fα∂x
+ (α+ 1)∂fα+1
∂x= Sα, α ⩾ 3.
Trucation to give Grad’s (M + 1)-moment system:
discard all the equations containing ∂tfα with α > M ;set fα to be zero for all α > M .
Yuwei Fan, PKU Moment Model Reduction
24/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Grad’s Moment Method: Regularization 1D
Grad’s Moment Equations
∂wM
∂t+AM
∂wM
∂x= QMwMy
wM = (ρ, u, T, f3, . . . , fM )T
u ρ 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0T/ρ u 1 0 . . . . . . . . . . . . . . . . . 00 2T u 6/ρ 0 . . . . . . . . . . . . . . 00 4f3 ρT/2 u 4 0 . . . . . . . . . 0
−Tf3/ρ 5f4 3f3/2 T u 5 0 . . . . . 0. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .−TfM−2/ρ MfM−1
12 [(M − 2)fM−2 + TfM−4] −3fM−3/ρ 0 · · · 0 T u M
−TfM−1/ρ (M + 1)fM12 [(M − 1)fM−1 + TfM−3] −3fM−2/ρ 0 . . . . . . 0 T u
Yuwei Fan, PKU Moment Model Reduction
24/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Grad’s Moment Method: Regularization 1D
Grad’s Moment Equations
∂wM
∂t+ AM
∂wM
∂x= QMwMy
wM = (ρ, u, T, f3, . . . , fM )T
u ρ 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0T/ρ u 1 0 . . . . . . . . . . . . . . . . . 00 2T u 6/ρ 0 . . . . . . . . . . . . . . 00 4f3 ρT/2 u 4 0 . . . . . . . . . 0
−Tf3/ρ 5f4 3f3/2 T u 5 0 . . . . . 0. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .−TfM−2/ρ MfM−1
12 [(M − 2)fM−2 + TfM−4] −3fM−3/ρ 0 · · · 0 T u M
−TfM−1/ρ 0 − fM−1 +12TfM−3 −3fM−2/ρ 0 . . . . . . 0 T u
The regularization is equivalent to
∂fM+1
∂x= −
(fM
∂u
∂x+
1
2fM−1
∂T
∂x
)
Yuwei Fan, PKU Moment Model Reduction
24/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Grad’s Moment Method: Regularization 1D
Grad’s Moment Equations
∂wM
∂t+ AM
∂wM
∂x= QMwM
.Theorem (Cai, Fan & Li, CMS ’12)..
......
The above regularized moment system is globally hyperbolic for anyadmissible wM , and the wave speeds are
u+Cj
√T , (4)
where Cj is the j-th root of Hermite polynomial with order M + 1.
Yuwei Fan, PKU Moment Model Reduction
25/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Hyperbolic Regularization: nD
Extension to nD case (Cai, Fan & Li, CPAM ’13):
Grad’s moment system:
∂w
∂t+
D∑d=1
Ad(w)∂w
∂xd= 0.
Regularization:
Ad∂w
∂xd= Ad
∂w
∂xd−
∑|α|=M
RjM (α)IND(α).
⇐⇒ ∂fα+ed
∂xd= −
D∑j=1
(fα+ed−ej
∂uj
∂xd+
1
2fα+ed−2ej
∂T
∂xd
)Regularized moment system:
∂w
∂t+
D∑d=1
Ad(w)∂w
∂xd= 0.
Yuwei Fan, PKU Moment Model Reduction
26/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Hyperbolic Regularization: nD
.Theorem (Cai, Fan & Li, CPAM ’13)..
......
The regularized moment system is hyperbolic for any admissible w.Precisely, for a given unit vector n = (n1, · · · , nD), there exists aconstant matrix R partially depending on n that
D∑j=1
njAj(w) = R−1AM (Rw)R,
and this matrix is diagonalizable with eigenvalues as
u · n+Cn,m
√T , 1 ⩽ n ⩽ m ⩽ M + 1,
where Cn,m is the n-th root of the m-th Hermite polynomial.
Yuwei Fan, PKU Moment Model Reduction
27/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.
.What is the essential of the regularization?
.
.Why the regularized moment system is globally hyperbolic?
Yuwei Fan, PKU Moment Model Reduction
28/43
Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Outline
...1 Introduction
...2 Grad’s Moment System
...3 Regularization of Grad’s Moment System
...4 Framework of Hyperbolic Moment Method
...5 Conclusion
Yuwei Fan, PKU Moment Model Reduction
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Observation of Regularization: 1D
Expansion of distribution function:
f =
∞∑α=0
fαH[u,T ]α (ξ) ∈ H[u,T ] := L⟨H[u,T ]
0 ,H[u,T ]1 , · · · ,H[u,T ]
M , · · · ⟩
Grad’s expansion
fGrad =M∑α=0
fαH[u,T ]α (ξ) ∈ H[u,T ]
sub := L⟨H[u,T ]0 ,H[u,T ]
1 , · · · ,H[u,T ]M ⟩
Projection operator
H[u,T ] → H[u,T ]sub
P : f → fGrad
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Observation of Regularization: 1D
Projection operator
H[u,T ] → H[u,T ]sub
P : f → fGrad
Substituting the expansion into the Boltzmann equation:
Time derivative:∂Pf∂t
=
M∑α=0
(∂fα∂t
+ fα−1∂u
∂t+
1
2fα−2
∂T
∂t
)H[u,T ]
α (ξ)
+ fM∂u
∂tH[u,T ]
M+1(ξ) +1
2
∂T
∂t(fM−1H[u,T ]
M+1(ξ) + fMH[u,T ]M+2(ξ))
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Observation of Regularization: 1D
Projection operator
H[u,T ] → H[u,T ]sub
P : f → fGrad
Substituting the expansion into the Boltzmann equation:
Time derivative:∂Pf∂t
=
M∑α=0
(∂fα∂t
+ fα−1∂u
∂t+
1
2fα−2
∂T
∂t
)H[u,T ]
α (ξ)
+XXXXXXXfM∂u
∂tH[u,T ]
M+1(ξ) +1
2
∂T
∂t(XXXXXXXfM−1H[u,T ]
M+1(ξ) +XXXXXXfMH[u,T ]M+2(ξ))
We study the system in the space H[u,T ]sub , so a projection is used
Time derivative:P ∂Pf∂t
=
M∑α=0
(∂fα∂t
+ fα−1∂u
∂t+
1
2fα−2
∂T
∂t
)H[u,T ]
α (ξ)
Corresponding to “Marching coefficients of basis function”
Yuwei Fan, PKU Moment Model Reduction
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Observation of Regularization: 1D
Projection operator
H[u,T ] → H[u,T ]sub
P : f → fGrad
Time derivative:P ∂Pf∂t
=
M∑α=0
(∂fα∂t
+ fα−1∂u
∂t+
1
2fα−2
∂T
∂t
)H[u,T ]
α (ξ)
Convection term: ξ∂Pf∂x
=M∑α=0
(⋆Gradα
)H[u,T ]
α (ξ)
+ (⋆1)H[u,T ]M+1(ξ) + (⋆2)H[u,T ]
M+2(ξ) + (⋆3)H[u,T ]M+3(ξ)
Yuwei Fan, PKU Moment Model Reduction
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Observation of Regularization: 1D
Projection operator
H[u,T ] → H[u,T ]sub
P : f → fGrad
Time derivative:P ∂Pf∂t
=
M∑α=0
(∂fα∂t
+ fα−1∂u
∂t+
1
2fα−2
∂T
∂t
)H[u,T ]
α (ξ)
Convection term: ξ∂Pf∂x
=M∑α=0
(⋆Gradα
)H[u,T ]
α (ξ)
+XXXXXX(⋆1)H[u,T ]M+1(ξ) +XXXXXX(⋆2)H[u,T ]
M+2(ξ) +XXXXXX(⋆3)H[u,T ]M+3(ξ)
Project it into H[u,T ]sub
Convection term: Pξ ∂Pf∂x
=M∑α=0
(⋆Gradα
)H[u,T ]
α (ξ)
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Observation of Regularization: 1D
Projection operator
H[u,T ] → H[u,T ]sub
P : f → fGrad
Time derivative:P ∂Pf∂t
=
M∑α=0
(∂fα∂t
+ fα−1∂u
∂t+
1
2fα−2
∂T
∂t
)H[u,T ]
α (ξ)
Convection term: Pξ ∂Pf∂x
=M∑α=0
(⋆Gradα
)H[u,T ]
α (ξ)
Marching the coefficient of the basis function H[u,T ]α , α = 0, . . . ,M yields
Grad’s moment system:∂fα∂t
+ fα−1∂u
∂t+
1
2fα−2
∂T
∂t+ ⋆Grad
α = Q(fα)
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Observation of Regularization: 1D
f
Pf
∂Pf
∂t
P∂Pf
∂t
time derivative convection term
pro
jectio
n derivative
pro
jectio
n
f
Pf
∂Pf
∂xξ ∂Pf
∂x
Pξ ∂Pf
∂x
pro
jectio
n
pro
jectio
nderivative
multiply
velocity
Figure 2 : Diagram of the procedure of Grad’s moment system
.
. The procedures of the time derivative and space derivative are different
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Observation of Regularization: 1D
f
Pf
∂Pf
∂t
P∂Pf
∂t
time derivative convection term
pro
jectio
n derivative
pro
jectio
n
f
Pf
∂Pf
∂xξ ∂Pf
∂x
Pξ ∂Pf
∂x
pro
jectio
n
pro
jectio
nderivative
multiply
velocity
Figure 2 : Diagram of the procedure of Grad’s moment systemwwf
Pf
∂Pf
∂t
P∂Pf
∂t
time derivative convection term
pro
jectio
n derivative
pro
jectio
n
f
Pf
∂Pf
∂x
pro
jectio
n
pro
jectio
nderivative
P∂Pf
∂x
ξP ∂Pf
∂x
PξP ∂Pf
∂x
pro
jectio
n
multiplyvelocity
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Observation of Regularization: 1D
Time derivative:P ∂Pf∂t
=
M∑α=0
(∂fα∂t
+ fα−1∂u
∂t+
1
2fα−2
∂T
∂t
)H[u,T ]
α (ξ)
Convection term: ξP ∂Pf∂x
=M∑α=0
(∂fα∂t
+ fα−1∂u
∂t+
1
2fα−2
∂T
∂t
)ξH[u,T ]
α (ξ)
=M∑α=0
(⋆Regularizedα
)H[u,T ]
α (ξ)
+XXXXXX(⋆1)H[u,T ]M+1(ξ) +XXXXXX(⋆2)H[u,T ]
M+2(ξ) +XXXXXX(⋆3)H[u,T ]M+3(ξ)
Project it into the space H[u,T ]sub
PξP ∂Pf∂x
=
M∑α=0
(⋆Regularizedα
)H[u,T ]
α (ξ)
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Observation of Regularization: 1D
Time derivative:P ∂Pf∂t
=M∑α=0
(∂fα∂t
+ fα−1∂u
∂t+
1
2fα−2
∂T
∂t
)H[u,T ]
α (ξ)
Convection term: PξP ∂Pf∂x
=M∑α=0
(⋆Regularizedα
)H[u,T ]
α (ξ)
Marching the coefficient of the basis function H[u,T ]α , α = 0, . . . ,M yields
Regularized moment system:∂fα∂t
+fα−1∂u
∂t+1
2fα−2
∂T
∂t+⋆Regularized
α = Q(fα)
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.
. Why the regularized moment system is globally hyperbolic?
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Regularization: 1D
Expansion
f =∞∑
α=0
fαH[u,T ]α (ξ) ≡ ⟨f ,H⟩
Projection
Pf = ⟨P pf ,P bH⟩, P p = P b =(I 0
)∈ R(M+1)×∞
Time derivative
∂f
∂t=
∑α
(∂fα∂t
+ fα−1∂u
∂t+
1
2fα−2
∂T
∂t
)H[u,T ]
α (ξ)
= ⟨D∂w
∂t,H⟩,
w containing all the parameters, such as fα, u, T , and D is a matrix.Convection term
ξ∂f
∂x= ⟨D∂w
∂t, ξH⟩ = ⟨MD
∂w
∂t,H⟩, M is a symmetric matrix
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Regularization: 1D
Grad’s moment system:
P pDP Tb
∂P pw
∂t+ P pMDP T
b
∂P pw
∂x= P pQ
Global hyperbolicity requires...1 P pDP T
b is invertible ...2 (P pDP T
b )−1P pMDP T
b is real diagonalizable ×
Regularized moment system:
P pDP Tb
∂P pw
∂t+ P pMP T
b P pDP Tb
∂P pw
∂x= P pQ
Global hyperbolicity requires...1 P pDP T
b is invertible ...2 P pMP T
b is real diagonalizable
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Generalized Framework
Kinetic equation∂f
∂t+ v(ξ) · ∇xf = Q(f).
For Boltzmann equation: v(ξ) = ξ
For radiation transport equation: v(ξ) = ξ/|ξ|
...1 Ansatz: Using the general expansion of the distribution function
f(t,x, ξ) =
+∞∑i=0
fi(t,x)φ[η(t,x)]i (ξ).
η = (η1, . . . , ηn), φi is a group orthogonal basis, H[η] ≡ L⟨φ[η]i ⟩.
...2 Projection: Choose a subspace H[η]sub ⊂ H[η], and define a projection
P : H[η] → H[η]sub.
Notations: Denote w by a vector containing all the parametersfα,η.
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Generalized Framework
Kinetic equation∂f
∂t+ v(ξ) · ∇xf = Q(f).
...1 Ansatz: Using the general expansion of the distribution function
f(t,x, ξ) =+∞∑i=0
fi(t,x)φ[η(t,x)]i (ξ).
η = (η1, . . . , ηn), φi is a group orthogonal basis, H[η] ≡ L⟨φ[η]i ⟩.
For Grad’s moment method:
η = (u, T ), φ[η]i (ξ) = H[u,T ]
i (ξ)
...2 Projection: Choose a subspace H[η]sub ⊂ H[η], and define a projection
P : H[η] → H[η]sub.
Notations: Denote w by a vector containing all the parametersfα,η.
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Generalized Framework
Kinetic equation∂f
∂t+ v(ξ) · ∇xf = Q(f).
...1 Ansatz: Using the general expansion of the distribution function
f(t,x, ξ) =+∞∑i=0
fi(t,x)φ[η(t,x)]i (ξ).
η = (η1, . . . , ηn), φi is a group orthogonal basis, H[η] ≡ L⟨φ[η]i ⟩.
...2 Projection: Choose a subspace H[η]sub ⊂ H[η], and define a projection
P : H[η] → H[η]sub.
Notations: Denote w by a vector containing all the parametersfα,η.
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Generalized Framework
...1 Calculate the time and spatial derivatives of Pf :
∂Pf∂(t, x1, . . . , xD)
...2 Make a projection
P(∂Pf∂s
)= ⟨P pDP T
b
∂P pw
∂s,P bφ
[η]⟩, s = t, x1, . . . , xD.
...3 Calculate convection term and make a projection
P(vk(ξ)P
(∂Pf∂xk
))= ⟨P pMkP
Tb P pDPR
b
∂P pw
∂xk,P bφ
[η]⟩
...4 Match coefficient of basis function
P pDP Tb
∂P pw
∂t+
D∑d=1
P pMdPTb P pDP T
b
∂P pw
∂xd= P pQ(w)
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Generalized Framework
The above moment system is hyperbolic if...1 P pDP T
b is invertible;
...2 any linear combination of P pMkPTb is real diagonalizable.
.Theorem (Cai, Fan and Li, SIAP 2014, Fan et. al, TR 2014)..
......
Any linear combination of Ak is real diagonalizable if the inner product
of H[η]sub satisfies
⟨vk(ξ)g1, g2⟩[η] = ⟨g1, vk(ξ)g2⟩[η], k = 1, · · · , D, (5)
for any g1, g2 ∈ spanφ[η]i i∈I. Or the projection P is orthogonal
projection(sufficient condition).
In practice, the upper conditions are almost always satisfied.
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Generalized Framework
The above moment system is hyperbolic if...1 P pDP T
b is invertible;
...2 any linear combination of P pMkPTb is real diagonalizable.
.Theorem (Cai, Fan and Li, SIAP 2014, Fan et. al, TR 2014)..
......
Any linear combination of Ak is real diagonalizable if the inner product
of H[η]sub satisfies
⟨vk(ξ)g1, g2⟩[η] = ⟨g1, vk(ξ)g2⟩[η], k = 1, · · · , D, (5)
for any g1, g2 ∈ spanφ[η]i i∈I. Or the projection P is orthogonal
projection(sufficient condition).
In practice, the upper conditions are almost always satisfied.
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Properties
The resulting moment system
preserves the conservation of mass, momentum and energy, if
∫RD
1ξ|ξ|2
Pf =
∫RD
1ξ|ξ|2
f ;
Maybe not valid for DVM
is Galilean transformation invariance, iffor any rotation matrix R ∈ RD×D and b ∈ RD,
(Pf)(Rξ + b) = Pf(Rξ + b);
Not valid for DVM
is conservative, if
P ∂Pf∂xd
=∂Pf∂xd
.
Valid for Levermore’s maximum entropy principle
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Example 1: anisotropic Hermite moment system
Grad moment method: f ∼M
M(t,x, ξ) =ρ(t,x)√
2πT (t,x)D
exp
(−|ξ − u(t,x)|2
2T (t,x)
)
Anisotropic moment method: f ∼ G
G =ρ
det(2πΘ)exp
(−1
2(ξ − u)TΘ−1(ξ − u)
)Define the basis functions as H[u,Θ]
α (·)
H[u,Θ]α (ξ) = (−1)|α| d
α
dξαω[u,Θ],
ω[u,Θ] = G/ρ.
Ansatz (Fan & Li, SCM 2015):
f =∑α
fαH[u,Θ]α (ξ)
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Example 2: Levermore’s Maximum Entropy
Ansatz (Levermore, JSP 1996):
fAnsatz = exp (pn(ξ)) , pn is a polynomial with degree(pn) = n,
such that
∫RD
fAnsatzξα = Fα, |α| ≤ n,
where n is even.
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Example 3: Radiative transfer: PN model
Radiative transfer equation is one of the fundamental equations in inertialconfinement fusion (ICF), and it reads
1
c
∂I
∂t+Ω · ∇I = S(ν)− σaI + · · · (6)
where Ω ∈ S+
Equilibrium: Planck function
B(ν, Te) =2hν3
c2
[e
hνkTe − 1
]−1
,
where k is Boltzmann constant.Ansatz:
I(t,x,Ω) =∞∑l=0
l∑m=−l
Iml (t,x)Y ml (Ω).
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Outline
...1 Introduction
...2 Grad’s Moment System
...3 Regularization of Grad’s Moment System
...4 Framework of Hyperbolic Moment Method
...5 Conclusion
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Conclusion
Grad’s 13 moment system is not hyperbolic even around the localMaxwellian;
It is possible to regularize Grad moment system to be globalhyperbolic;
The essential of the regularization is treating the time and spacederivative in the same way;
A framework for moment model reduction for kinetic equations ispresented;
Thank you for your attention!
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Introduction Grad’s Moment System Regularization of Grad’s Moment System Framework of Hyperbolic Moment Method Conclusion
.. Conclusion
Grad’s 13 moment system is not hyperbolic even around the localMaxwellian;
It is possible to regularize Grad moment system to be globalhyperbolic;
The essential of the regularization is treating the time and spacederivative in the same way;
A framework for moment model reduction for kinetic equations ispresented;
Thank you for your attention!
Yuwei Fan, PKU Moment Model Reduction