Multipole expansions for the Fokker-Planck equation

M.Lemou
MIP, CNRS UMR 5640, UFR MIG Universite Paul Sabatier, 118 Route de Narbonne, 31062 Toulouse cedex, France.

Abstract
We give a sequence of operators approximating the Fokker-PlanckLandau collision operator. This sequence is obtained by aplying the fast multipole method based on the work by Greengard and Rocklin 17], and tends to the exact Fokker-Planck-Landau operator with an arbitrary accuracy. These operators satisfy the physical properties such as the conservation of mass, momentum, energy and the decay of the entropy. Furthermore, the quadratic structure due to the velocity coupling in the expresion of the Fokker-Planck-Landau operator is removed in the approximating operators. This fact reduces seriously the computationnal cost of numerical simulations of the Fokker-Planck-Landau equation. Finally, we give numerical conservative and entropy discretizations solving the homogeneous Fokker-Planck-Landau equation using the fast multipole method. In addition to the deterministic character of these approximations, they give satisfactory results in terms of accuracy and CPU time.

1 Introduction:
The Fokker-Planck-Landau (FPL) equation is used to describe the binary collisions, occuring in a plasma, between charged particles for which the interaction potential is the long-range Coulomb interaction. The FPL model is also known as the leading term of the classical Boltzmann operator when collisions become grazing. We restrict ourselves to a single-species plasma and denote by f (x; v; t) the distribution function, solution of the FPL equation, which is writen in dimmensionless units: @f + v:r f = Q(f; f ) (1.1) x @t 1

where Q(f; f ) is the FPL collision operator and may be written in a large framework as: Z Q(f; f ) = rv :( R3 (v ? v )((rv f )f ? (rv f )f )dv ) (1.2) with

f = f (x; v; t); f = f (x; v ; t); rv f = rv f (x; v; t); rv f = rv f (x; v ; t);

and (v) is the following 3 3 matrix: (v) = 81 jvj S (v) ; S (v) = I ? vjvj v : (1.3) S (v) is the orthogonal projector onto the plane orthogonal to v. Instead of S (v), we shall use the quantity:
+2 3 2

B (v) = jvj S (v) = jvj Id ? v v (1.4) is a real parameter which leads to the usual classi cation in hard potentials ( > 0 ), Maxwellian molecules ( = 0) and soft potentials ( < 0) containing the Coulombian interaction itself (ie = ?3). Our present numerical study concerns not only the physically interesting case (the Coulombian potential) but also the Maxwellian one ( = 0). Indeed, exact solutions of (1.1) are known in this last case 5] and enable us to check our numerical results. As it is well-known in the physics litterature and mathematically established by the work of Arsene'v and Buryac 11] and Desvillettes 12], the FPL collision operator is the limit of the Boltzmann operator for a sequence of scattering cross sections which converges in a convenient sense to a delta function at zero scattering-angle. In the case of a Coulombian interaction, Degond and LucquinDesreux obtained the FPL collision operator as the leading term of the cut-o Boltzmann operator when the cut-o parameter tends to zero 14]. Concerning the existence of solutions, Arsene'v and Peskov have established the existence of a weak-solution for a short time in the case of the spatially homogeneous FPL equation for the Coulomb potential. Recently, a global existence result of renormalized solutions of the FPL equation 'with defect measure' has been obtained by Villani 19], in the case of the space dependance and for arbitrary initial data (ie : only natural estimates of mass, energy and entropy are required ). This last result strongly relies on some compactness properties shown to hold for sequences of solutions by the work of Lions 18].
2 2

FPL and Boltzmann operators have similar algebraic structures which involve the well-known physical properties such as: the decay of the entropy, the conservation of mass, momentum and energy and the characterization of the equilibrium states by Maxwellians. This can easily be shown on the following weak form of the FPL operator:

Q(f; f )(v) (v)dv = 1Z Z = ?2 ff (rv ? rv )T (v ? v )(rv (Logf ) ? rv (Logf ))dvdv R3 R3 (1.5) with being a smooth test function. From this duality relation and from the following property of : Ker (v) = Rv; 8 v 2 R (1.6) R it is an easy matter to check that the only functions such that Q(f; f ) dv = 0 are linear combinations of 1, v and jvj (conservation of mass, momentum and energy): Furthermore, letting = ln(f ) leads to the entropy inequality (H-theorem): Z Q(f; f )(v) ln(f (v))dv 0: (1.7) 3
R3
3 2

wihch also translates the decay of the following kinetic entropy: Z H(t) = 3 f (v) log f (v)dv
R

(1.8)

The equilibrium distribution functions, i.e. the functions f such that Q(f; f ) = 0 are Maxwellians: ! N exp ?jv ? uj (1.9) MN ;u;T (v) = (2 v ) = 2vth th where N is the total number of particles, and vth is the thermal velocity of the gas which depends on its temperature T through the following relation: s vth = kT m
2 2 3 2 2

where k is the Boltzmann constant and m is the mass of one particle.

Various papers were concerned with numerical schemes for solving the FPL equation, but few of them preserve all the physical properties mentionned above. 3

Furthermore, such schemes have a quadratic complexity and their numerical implementations are too expensive, especially when the velocity space is of three dimensions. Finite di erence schemes for solving (1.1) have been investigated in 7] for the isotropic case and in 10] 6] 8] for the azimuthal symmetric problem. We also refer to 15] for a mass conserving nite volume scheme. Recently, conservative and entropic discretizations of axisymmetric FPL operators have been investigated in 16]. In 4], a numerical discretization in 3D velocity space that satis es discrete dicrete forms of the above mentionned properties is presented. Unfortunately a direct numerical implementation of such a method is very expensive. The cost is of order N when N is the number of the discrete velocity points. Fast algorithms for reducing this cost are investigated in a recent work by C.Buet, S.Cordier, P.Degond and M.Lemou 1]. Two algorithms have been presented and implemented: The rst one is the sublattices method wich leads to a cost N32 a where a is the sublattice mesh size. The second strategy is an adaptation of multigrid methods to the FPL equation, the reduction lies in the use of Monte Carlo integration and leads to a cost of order N log N . We point out that in addition to the reduced cost of these two algorithms, they also satisfy all the above described physical properties. In spite of the high performances of these algorithms (in terms of accuracy and CPU time), minor problems may arise in these approaches. Indeed, if we want to keep a good accuracy of numerical results, we must choose a su cently small a for the rst strategy which increases the number of collisions and then the computational cost becomes excessive. In the second method (multigrids and Monte Carlo), one problem is to quantify the error induced by these discretizations , another problem is related to some unsmooth results induced by this method. Morever this Monte-Carlo evaluation seems to be arti cial and does not su ciently use the structure of the multigrid algorithm itself. In this paper, we present a deterministic alternative to this method based on the Fast Multipole Method (FMM) developped by Greengard and Rokhlin 17]. This new approximation gives smoother results with an arbitrary accuracy and preserves the above described conservation properties. In the rst step, we give an approximation of the continuous FPL operator using the multigrid hierarchy in order to separate the velocities v and w in the sense of the de nition (2.1), and an expansion of jv ? wj when the velocities are "well separated". This enables to uncouple the velocities v and w and leads to a new operator with a linear complexity, which seriously reduces the computational cost of numerical schemes solving the FPL equation. In the second step, we discretize this continuous approximation of the FPL operator. In particular, we obtain a deterministic numerical scheme which uses multipole expansions instead of Monte Carlo integrations performed in a previous paper 1]. These new discretizations take into account all collisions and consists in approximating each binary interaction. This is not the case for the sublattices and multigrid2

Monte Carlo methods 1] where the approximations lie in omitting a certain number of collisions. We nally present at the end of this paper the numerical results solving the FPL equation by using such discretizations.

2 Preliminaries: Multipole expansions:

We consider a pair of velocities (v; w) 2 R R and analyze the approximations of jv ? wj when the velocities are "well separated" in the sense of the following de nition:
3 3

De nition 2.1 Let C and C be two cubes of R of length a and centered respectively on v 2 R and w 2 R . We say that C and C are well-separated if we have: jv ? w j > 2a
1 0 3 2 3 0 3 1 2 0 0

Now, assume that (v; w) 2 C C and that C and C are two well-separated cubes of R , then we have:
3 1 2 1 2

jw ? w j < a = p 1 a jv ? w j 3
0 0 3 2 3 2

Thus, the following expression: ) w ?w jv?wj = j(v?w )?(w?w )j = jv?w j 1 + jjw ? w jj ? 2 (v ?jw ?:(w j? w ) v v
0 0 0 0 2 0 0 0 2 0 2

!=

?w can be expanded in powers of jjw?w00jj . v To simplify, we use the following substitutions:

0 0 0

(2.1)

?w : w?w (2.2) u = cos = (jvv? w )jj(w ? w j) ; x = jjw ? w jj ?w v with being the angle between v ? w and w ? w . (2.1) is rewritten as: 1 jv ? wj = jv ? w j (1 + x ? 2ux) = with jxj < 2 and juj < 1: (2.3)
0 0 0 0 0 0 2 2

w
@ @

Now, we give an expansion of jv ? wj with respect to x, that is:

Proposition 2.2 For all z 2 C , and u 2 R such that juj < 1 and jz j < 1, we have the
expansion:

(1 + z ? 2uz) = =
2 2

1 X

where (Pn )n2N is the family of polynomials de ned by the following relations:

n=0

Pn (u)zn

(2.4) (2.5) (2.6)

P = 1; P (u) = ? u and 1 Pn (u) = n + 1 ( ? n + 1)Pn? (u) + (2n ? )Pn (u)]

0 1 +1 1

Proof: First, we note that the modulus of the roots of 1 + z 2 ? 2uz is equal to 1 whenever juj < 1. Thus, the convergence radius of the analytic series giving 1 with respect to z is equal to 1, and then the convergence radius for 1+z 2 ?2uz 2 (1 + z ? 2uz) =2 is also equal to 1. For jzj < 1, we set:

F (z; u) = (1 + z ? 2uz) = =
2 2

1 X

n=0

Pn (u)zn

(2.7)

and then
1 @F (z; u) = (z ? u)F (z; u) = X (n + 1)P (u)zn n @z 1 + z ? 2uz n
+ 2 +1 =0

or

(z ? u)

1 X

n=0

Pn (u)zn = (1 + z ? 2uz)
2

1 X

n=0

(n + 1)Pn (u)zn
+1

The result of the proposition (2.2) can then be easily deduced. Remark: If we set: Pn (u) = Pn an;k uk , then we have the following k reltions: 8 a = 0; a = 0; a = ? ; > ; ; ; > > > > ? n + 1 a ; for n 1; and <a n ; = (2.8) n + 1 n? ; > > > >a : n ;k = 1 (( ? n + 1)an? ;k + (2n ? )an;k? ) n+1 These relations are used in the numerical implementation of the multgridmultipole scheme presented in the next sections . Our aim is now to obtain an approximation of jv ? wj when v and w are well separated. A naturel way is to truncate the expansion given by the above proposition. To evaluate the error induced by this truncation, it is necessary to know the asymptotic behavior of supjuj jPn (u)j when n ! +1. That is the result of the following proposition:
=0 00 10 11 +1 0 10 +1 1 1 1

Proposition 2.3
Assume that

0, then for all 0 < < 1 and u; s:t juj < 1, we have: 1 Z 1 ? 2 uei + ei = e?in d (2.9) Pn (u) = 2 n from which we deduce that:
2 2 2 2 0

jPn (u)j

(n ? )? ; for all n 1 and u; s:t juj < 1: (2.10)

Proof: We rst apply the expansion (2:4) of proposition (2.2) for z = ei with 0 < < 1 and then we take the L2-inner product by e?in . Since the family (eik )k2N is orthogonal in L2 0; 2 ] endowed with the classical hermitian product, we obtain the expression of Pn (u) given by the proposition (2.3). Now, to bound Pn (u) we rst write

1 ? 2 uei + ei = ( ei ? ei )( ei ? e?i )
2 2

with u = cos , then we have:

j1 ? 2 uei + ei j (1 ? )
2 2

Thus from the expression of Pn (u), we obtain:

jPn(u)j 2 1 n 2 (1 ? ) =
We take =
n

?n (1 ? ?n (1 ?

) ) . We have:

(2.11)

minimizing the function g( ) =

g0( ) = ?
from which we can deduce

?n?1 (1 ?
n

) ? n ? (n ? ) ]
1

: = n n? 1, and then
n

Since

0 , we have 0 <

jPn (u)j

?n (1 ? ) n n

= 1 ? n (? ) (n ? )?

e? (? ) (n ? )?
This achieves the proof of proposition (2.3). Remark: If ? 2 N , we may obtain a better estimate of jPn (u)j. Indeed we recall the classical result: (1 + z ? 2uz)? = =
2 1 2 +

1 X

n=0

Ln(u)zn

(2.12)

whith (Ln )n2N being the weel-known family of Legendre Polynomials. Thus we have: !? 1 1 X n = X L (u)z n Pn (u)z n
+ +

n=0

n=0

and so : 8

Pn (u) =

X
k1 +k2 +:::+k? =n

Lk1 Lk2 :::Lk?

and since jLn(u)j 1 whenever juj 1, we obtain

jPn (u)j

X
k1 +k2 +:::+k?
1

n ? 1 = (n ? ? 1)(? ?? 1)!2):::(n + 1) ( n

which is O(n? ? ).

3 Continous approximation of the continuous FPL operator:

3.1 Description of the multigrid-multipole algorithm:
In this section, we do not do any numerical discretization, we just describe a multigrid-multipole algorithm and use it to obtain a new continous operator approximating the FPL collision operator. First, we set:

H (v; w) = f (v)f (w)B (v ? w) rv(Logf ) ? rw (Logf )]

and

(3.1) (3.2) (3.3)

0

Z q(f; f )(v) = R3 jv ? wj H (v; w)dw Then the continous FPL operator given by (??) may be written as:
Q(f; f )(v) = r q(f; f )(v)

We now give a rst approximation of q(f; f ) by restricting ourselves to a bounded domain. Suppose that the domain of integration is simply a box C of length 1, we set: Z q (f; f )(v) = jv ? wj H (v; w)dw (3.4)
(0)

C0

The rst level of the multigrid-multipole algorithm consists on splitting the box C into 8 regular boxes C r ,r 2 f0; 1g called "children of C " and C is their father. Each box C r is of length and its center is:
0 1 3 0 0 1 1 2

Or = ( 21 + r2 ; 21 + r2 ; 21 + r2 ) (3.5) with r = (r ; r ; r ) 2 f0; 1g . We set I = f0; 1g . We denote C (v) the box which contains v. At level 1 there is no box C r which is well separated from C (v) in the sense of the de nition (2.1). Thus we can not use the multipole expansion of jv ? wj yet, and the contribution, at this level, in the computation of q (f; f )(v) is simply:
1 2 3 1 2 2 2 1 2 3 3 1 3 1 1 1 (0)

q (f; f )(v) = 0: (3.6) At level 2 , we split each box C r into its 8 regular children boxes C r. Each box C r is of length and its center is:
(1) 2 1 4 1 2

(3.7) Or = ( 21 + r4 ; 21 + r4 ; 21 + r4 ) with r = (r ; r ; r ) 2 f0; 1; 2; 3g We set I = f0; 1; 2; 3g and denote by C (v) the box containing v. The contribution q (f; f )(v) at level 2 is obtained as follows: If C r is well separated from C (v) then we substitute to jv ? wj in the corresponding integral its expansion given by the identities (2.3) and (2.4) ( with truncated expansions), else we do not perform any approximation and wait for the next level. X Z jv ? wj H (v; w)dw q (f; f )(v) (3.8) r
1 2 3 2 3 3 3 1 2 3 3 2 3 2 (2) 2 2

C2 ws Ck (v) C2
r

(2)

where the notation ws means "well separated" and " " translates the approximation q obtained by substituting jv ? wj by its expansion. At level k, k 3 , We denote by Ckr the boxes of level k obtained after splitting each box of level k ? 1 into 8 regular boxes. More precisely Ckr is the box of length k and whose center is:
(2) 1 2

r r r r Ok = 2k1 + 2k ; 2k1 + 2k ; 2k1 + 2k with r = (r ; r ; r ) 2 Ik = f0; 1; :::; 2k ? 1g If CkR? is the father of Ckr then it is easy to see that: R Ok? = 21k + 2R? ; 21k + 2R? ; 21k + 2R? k k k with:
1 2 3 +1 +1 +1 1 2 3 3 1 1 2 1 1 1

(3.9)

3 1

10

8 > Ri = ri if ri even < 2 > Ri = ri ? 1 if ri odd : 2

1 2k 1 2k 1 2 3 1 2 3 3

(3.10)

r Remark 3.1 i) To get the children of Ckr, we add to the center Ok the quantities +1 ( ; ; ; ) where ( ; ; ; ) 2 f?1; 1g ( 8 children). r ii) To get the nearest neighbours of Ck , we add to the center the quantities ( 1; ; 2; 3) where ( 1; ; 2; 3) 2 f?1; 0; 1g3 (27 neighbours).
( )

The contribution q k (f; f )(v) is obtained as follows: First, we will say that a r box Ck is in the interaction list if and only if it is a child of one of the nearest neighbours of the father of Ck (v) and is well separated from Ck (v) , we denote by Int(Ck(v)) the set of boxes of level k which are in the interaction list of Ck (v). If Ckr 2 Int(Ck (v)) and w 2 Ckr, the we substitute to jv ? wj in the corresponding integral its expansion given by the identities (2.3) and (2.4) ( with truncated expansions), else we do not perform any approximation and wait for the next level: Z X jv ? wj H (v; w)dw q k (f; f )(v) (3.11) r
r= C 2 Int(Ck (v))
r k

Ck

( )

We repeat this process until a desired nest level where we do not only take the contributions of well-separated boxes but also the contributions of the neighbours.

3.2 Expression of the approximated FPL operator on well separated boxes:

Now, we suppose that we are at a xed level k of the multigrid-multipole algorithm described in the previous section. We consider a given velocity v in a box Ck (v), and choose a box Ckr which is a child of one of the nearest neighbours of the father of Ck (v) and well separated from Ck (v) (ie in the interaction list of Ck (v)). We denote by v the center of the box Ck (v) and by w the center of Ckr. r The contribution q k;r;p (f; f )(v) of the box Ck in the computation of q k (f; f )(v) is de ned by : ! Z X p k;r;p (f; f )(v ) = jv ? w j n H (v; w)dw q Pn (u)x (3.12) r
( ) 0 0 ( ) ( ) 0

Ck n=0

where the polynomials Pn are given by relations (2.5) and (2.6), u; x are given by relations (2.2) and p is the order of the truncation of the expansion (2.4). 11

We have:

q k;p (f; f )(v) =

( )

X
r r= Ck 2 Int(Ck (v))

q k;r;p (f; f )(v)

( )

(3.13)

Now, remember that:

Pn (u) =

n X
=0

an; un

with an; de ned by relations (2.8). Then, using the expression of u given by (2.2) , we obtain:

Pn (u) =
(v ? w )
0 0

n X
=0 (1)

X
1+ 2+ 3 =
0 1

!an; ! ! !
2 3 0 (3)

(3.14) ? w ) 2 (v ? w ) 3 jv ? w j (w ? w ) 1 (w ? w ) 2 (w ? w ) 3 jw ? w j where, for x 2 R and k 2 f1; 2; 3g, x k is the k-th component of the vector x. We now substitute to B (v ? w) its expression:
1 (v
(2) (1) 0 0 (2) 0 (3) 0 3 ( )

B (v ? w) = B (v) + B (w) ? 2(v w)Id + v w + w v and by separating the velocities v and w, we nally obtain the following new form of q k;r;p (f; f )(v):
( )

k;r;p)(f; f )(v ) =
0 (1)

p n XX n=0
0 (2) =0

X
1+ 2 + 3=

An;
3

(v ? w )

1 (v

?w )

2 (v

?w )
0

(3)

jv ? w j ?n? f (v)
0

fB (v) (Qn;k;r; (f )r log f (v) ? Qn;k;r; (f r log f ))

+ (Qn;k;r; (B (w)f )r log f (v) ? Qn;k;r; (B (w)f r log f )) X ?2 v l Qn;k;r; (w l f )r log f (v) ? Qn;k;r; (w l f r log f ) l v (< Qn;k;r; (wf ); r log f (v) > ?Qn;k;r; (< w; f r log f >)) X + v l Qn;k;r; (wf )r l log f (v) ? Qn;k;r; (wf r l log f ) g
3 () () () =1 3 () () ()

(3.15)

l=1

12

where and

An; = !!an; ! !
1 2 3

(3.16) with F being either a scalar, a vector eld or a matrix. The notation < ; > is the usual scalar product of R . The quantities qk;r;p are called multipole expansions at the order p and the quantities Qn;k;r; are called the coe cients of the multipole expansions associated r with Ck . If nf is the nest level of the multigrid process, then the operator approximating the exact FPL collision operator is given by:
3

Qn;k;r; (F ) =

Z
C
r k

jw ? w jn? (w ? w )
0 0

(1)

1 (w

?w )
0

(2)

2 (w

?w )
0

(3)

3 F (w)dw

Qp = r q p (v)
( )

(3.17)

with

( )

p (v ) =

nf X k=2

k;p)(v ) =

nf X k=2

X
r Ck 2 Int(Ck (v)) r=

q k;r;p (v) +
( )

X
r Ck neighbor of Ck (v) r=

q nf ;r;p (v)
( )

(3.18) or by iterating the multigrid-multipole algorithm until in nity, we have also:

q p (f; f )(v) =
( )

1 X

k=2

q k;p (v) =
( )

1 X

X
r Ck 2 Int(Ck (v)) r=

k=2

q k;r;p (v)
( )

(3.19)

Remark 3.2 We note that, for the Maxwellian potential ( = 0), this formula gives the exact FPL operator: q p (f; f ) = q (f; f ) for all p 2 N.
( ) (0)

Now we give an estimate of the error induced by the multipole truncation:

Proposition 3.3

Assume that = ?3 ( Coulombian case) and that f 2 W 2;1 \ W 1;1, then we have: ! 1 p kf k 2;1 kf k 1;1 0 (p) ? p jq (v) ? q (v)j C (p + 1) (3.20) W W 3 where q 0 and q (p) are given by formulae (3.4) and (3.19).

13

Proof. By using (3.4) and (3.12), we get:

1 Z 0X 1 Pn (u)xnA H (v; w)dw q (v) ? q k;r;p (v) = jv ? w j Cr @
0 ( ) + 0

n=p+1

(3.21)

where Pn is given by relations (2.5) and (2.6) and u; x are given by (2.2). Now, the estimate of jPn (u)j obtained in proposition (2.3) and the fact that jxj p yield:
1 3

jq (v)?q
0

k;r;p)(v )j

C 0 jv?w
+

1 X

n=p+1

(n+1)?

1 p 3

!n Z
r Ck

jH (v; w)jdw (3.22)

!p

But
1 X
n=p+1

(n + 1)?

1 p 3
2

!n

C 00(p + 1)?

1 p 3

and

jH (v; w)j jv ? wj jf (v)rf (w) ? f (w)rf (v)j jv ? wj (jf (v) ? f (w)jjrf (w)j + jf (w)jjrf (v) ? rf (w)j) jv ? wj (krf kL1 jrf (w)j + jf (w)jkf kW 2;1 ) jv ? wj kf kW 2;1 (jrf (w)j + jf (w)j)
2 3 3

then we have

jq (v)?q
0

k;r;p)(v )j

C jv?w j
0

(p+1)?

1 p 3

!p Z
r Ck

jv ? wj (jrf (w)j + jf (w)j)dw kf kW 2;1

3

Since

Ckr

is in the interaction list of Ck (v), we have:

(3.23)

If = ?3, we get:
0 ( )

jv ? w j 2k
0

3
+1

and jv ? wj

4 3 2k

jq (v) ? q k;r;p (v)j C (p + 1)?

(jrf (w)j + jf (w)j)dw kf kW 2;1 (3.24) We sum over k and r and easily obtain the result of the proposition.
r Ck

1 p 3

!p Z

14

3.3 Symmetrization and conservation properties:

We point out that all the conservation properties of the exact FPL operator are governed by the symmetry property of the matrix ( (u) = (?u)), 8u 2 R ), since this fact makes the weak formulation (1.5) of the FPL operator available. Furthermore, the positivity of ensures the decay of the entropy. The approximation performed in the previous section concerns this matrix itself. The nullspace of this matrix is not changed but the symmetry and the positivity properties may be lost when truncating the multipole expansion. To overcome this problem, we symmetrize the multigrid-multipole process described in the above section:
3 # # @ @ #

v v
# 0

# # # #

# #

# #

# #

The expansion of jv ? wj given by (2.3) and (2.4) has been evaluated about the center w of the box containing w. To symmetrize the process, it su ces to take into account the expansion about the center v of the box containing v:
0 0

jv ? wj = jv ? v ? (w ? v )j =
0 0

1 X

n=0

( ? Pn (vjv? vv) jjww? vvj ) ?

0 0 0 0

jv ? v j jw ? v j
0 0

!n

(3.25)

where Pn are the polynomials de ned in proposition (2.2) by relations (2.5) and (2.6). Following the same notations and the same calculations as in section 3.2 we obtain the following contributions of the FPL operator evaluated on wellseparated boxes:

15

q k;r;p)(f; f )(v) = ~
(

p n XX n=0
0 =0

X
1+ 2+ 3 =

An;
3

(v ? v )
0

(1)

1 (v

?v )

(2)

2 (v

?v )
0

(3)

jv ? v jn? f (v)
0

~ ~ fB (v) Qn;k;r; (f )r log f (v) ? Qn;k;r; (f r log f ) ~ ~ + Qn;k;r; (B (w)f )r log f (v) ? Qn;k;r; (B (w)f r log f ) X ~ ~ ?2 v l Qn;k;r; (w l f )r log f (v) ? Qn;k;r; (w l f r log f ) l ~ ~ v < Qn;k;r; (wf ); r log f (v) > ?Qn;k;r; (< w; f r log f >) X ~ ~ + v l Qn;k;r; (wf )r l log f (v) ? Qn;k;r; (wf r l log f ) g
3 () () () =1 3 () () ()

(3.26)

l=1

(3.27) with F being either a scalar, a vector eld or a matrix. Then the symmetrized contribution on well-separated boxes is de ned by: 1 k;r;p qsym = 2 (q k;r;p + q k;r;p ) ~ (3.28) Finally the total and symmetrized operator approximating the exact FPL operator is:
( ) ( ) ( )

where Z ~ Qn;k;r; (F ) = Cr jw ? v j ?n? (w ? v )

0 0

(1)

1 (w

?v )
0

(2)

2 (w

?v )
0

(3)

3 F (w)dw

with:
p qsym (f; f )(v) =
( )

p Qp = r qsym (v) sym

( )

(3.29)

1 X

k=2

k;p qsym)(v) =
(

1 X

X
r Ck ws Ck (v) r=

k=2

k;r;p qsym (v)

( )

(3.30)

This symmetrization is the key of the conservation properties as explained at the begining of this section ( conservation of mass, momentum and energy ). However, nothing can be said about the behavior of the entropy unless specifying the values of and the truncation order p of the multipole expansions. Indeed , 16

we know that the decay of the entropy is a simple consequence of the positivity of which may be (or not) violated when we truncate the multipole expansion. At order 0, for instance, the positivity of is preserved and then the decay of the entropy holds, while for orders p 1, no information about the behavior of the entropy is a priori known. We know, however, that the positivity of the matrix ( and then the decay of the entropy ) holds for p large enough, since the expansion of jv ? wj trucated at the order p converges to jv ? wj when p goes to the 1.

4 Discretizations and numerical results:

4.1 Basic discretizations:
In this section, we give some basic results obtained in 4]. By the standard splitting algorithm, we may restrict to the space-homogeneous FPL equation @f = Q(f; f ); f j = f (v) (4.1) t @t where Q(f; f ) is given by (1.2). We introduce a regular discretization of R , vi = i v, i = (i ; i ; i ) 2 R , and fi approximates f (vi). Let D be a nitedi erence operator that approximates the usual gradient operator r at least up to the rst order, and let D be its formal adjoint. For any "test sequence" = ( i)i 2 Z , D is a sequence (D )i 2 Z of vectors of R :
=0 0 3 1 2 3 3 3 3 3

(D )i = ((D )i; (D )i; (D )i) 2 R

1 2 3

(4.2)

where the components (Ds )i , s = 1, 2, 3 approximate the partial derivatives @ @xs (vi ). Such an operator is of the form X ak i k (4.3) (D )i =
3 k2Z
+

where the vectors ak = (ak; ; ak; ; ak; ) 2 R satisfy X X ak;skr v = ak = 0;

1 2 3 3

3 k2Z

3 k2Z

sr ;

(4.4)

kr , being the r-th component of k. Conditions (4.4) state that D coincides with the exact gradient for constant or linear functions or equivalently, that D is an approximation of r at least to the rst order. The formal adjoint D of D is given by X ak i k (4.5) (D )i =
3 k2Z
+

17

with

ak = a?k ; 8k 2 Z : (4.6) Note that D is an approximation of ?r. we recall that the basic conservative entropy discretization is given in 4] by the following weak-form:
3

X Q(f; f )i i = ? 1 2 i;j2Z Z3 fi fj 3 3 i2Z

(D )i ? (D )j
T

(4.7)

(vi ? vj ) (D(Log f ))i ? (D(Log f ))j

where Q(f; f )i approximates Q(f; f )(vi) and is a test sequence. Scheme (4.7) decays the entropy : X Q(f; f )i(Log f )i 0:
3 i2Z

(4.8)

We point out that this property is due to the use of the 0log0 form in the discretization (4.7) instead of a direct discretization of the original Landau form (1.2) of the FPL operator. A collisional invariant is de ned as a sequence i such that X Q(f; f )i i = 0; 8 (fi)i2Z3: (4.9)
3 i2Z

or equivalently from (4.7) that (D )i ? (D )j 2 Ker ( (vi ? vj )); 8i; j 2 Z

3

(4.10)
2

This gives obviously the conservation of the quantities 1; vi and v (masse, momentum and energy ) for any discrete di erence operator satisfying (4.3), (4.4). However, it is not guaranteed that the numerical equilibrium states are Maxwellian functions and a close look at the nite-di erence operators D is necessary in general. About this problem we refer the readers to 4], 1].

4.2 Discretizations using multigrid-multipole algorithm:

In this section, we are concerned by discretizations combining the ideas of the above section applying the multipole expansions. We assume that the discrete velocity domain is a box C of length 1 which contains N = (2n0 ) = 8n0 discrete
0 3

18

velocity points. We show, in particular, how the these expansions transform the quadratic complexity (N ) of such discretizations into a linear complexity. We follow exactly the algorithm described in section 3.1 and use the discrete analogues of the notations used in the same section: We denote by qi the approximation of q(f; f )(vi) given by: X (4.11) qi = jvi ? vj j Hij v
2 3

3 j 2Z

with

Hij = fifj S (vi ? vj ) (D(Log f ))i ? (D(Log f ))j Then, we can write:
1

(4.12) (4.13)

Qi = ?D qi This leads, as in section 3 , to the following approximation: qi =

( )

nf X k=2

qi

k;p) =

nf X k=2

X
r Ck 2 Int(Ck (vi )) r=

qi k;r;p +
( )

X
r Cnf neighbor of Cnf (vi ) r=

qi nf ;r;p (4.14)
( )

where

qik;r;p =
(vi ? w )
0 (1)

p n XX n=0
1 (vi
=0

X
1+ 2+ 3=
0 (2)

An;

?w )

2 (vi

?w )
0

(3)

3 vi

j ? w j ?n? fi
0

fB (vi) Qn;k;r; (f )(D log f )i ? Qn;k;r; (f D log f )

+ Qn;k;r; (B (w)f )(D log f )i ? Qn;k;r; (B (w)f D log f ) X ?2 vi l Qn;k;r; (w l f )(D log f )i ? Qn;k;r; (w l f D log f )
3 () () ()

(4.15)

vi < Qn;k;r; (wf ); (D log f )i > ?Qn;k;r; (< w; f D log f >) X + vi l Qn;k;r; (wf )(D l log f )i ? Qn;k;r; (wf D l log f ) g
3 () () ()

l=1

l=1

with the notations: 19

and

An; = !!an; ! !
1 2 3

Qn;k;r; (F ) =

X
r j 2Ck

jwj ?w jn? (wj ?w )

0 0

(1)

1 (wj

?w )
0

(2)

2 (wj

?w )
0

(3)

3 F (wj )(

v) :
3

(4.16) F being either a scalar, a vector eld or a matrix, and w the center of the discrete r box Ck . Now by applying the same symmetrization as in section 3.2, we obtain a numerical scheme conserving the mass, the momentum, and the energy at all truncation orders of the multipole expansions. On the other hand, we only know that the decay of the entropy is obtained at the order 0 , and for a truncation order p large enough. But the numerical results show that the order 0 su ces for a very good approximation of the FPL operator. The main interest of the form (4.4) is its reduced numerical complexity. Indeed the velocities v and w are separated and the computational cost of qk;r;p is then of order the number r of discrete velocity points in the box Ck ( instead of the square of this number). This leads to a total cost of order nf N ( N ln N ) where nf is the nest level of the multigrid hierarchy, and N is the total number of discrete velocity points. A complete application of the FMM method leads to a cost of the order of O(N ), but the computations of the multipole and local exapansions, and their translations 17] are heavy in the case of the Fokker-Planck equation.
0

4.3 Numerical results:

We test the multigrid-multipole algorithm mainly on the Coulombian case ( = ?3), since in the Maxwellian case the multipole expansion is reduced to the rst term and the algorithm coincides with the exact quadratic scheme. In all tests, we deal with a regular grid of size v in the velocity space which contains N = (2n ) points. The length of this grid is denoted by vmax and the number of points of one edge is 2n. The discrete velocity domain is then the set of points vi = (i v; i v; i v) with i = (i ; i ; i ); (0 ik N ? 1; k = 1; 2; 3). We also consider the center of the domain v = (vmax=2; vmax=2; vmax=2). If f is the distribution function, we set: fi = f (vi). The tests give the evolution in time of the following quantitites:
3 1 2 3 1 2 3 0

Discrete kinetic entropy:

Hd(t) =

X
3 i2Z

fi (t) log fi(t)

(4.17)

20

Discrete moment of order 4:

Md (t) =
(4)

3 i2Z

(jij v) fi(t)
4

(4.18) (4.19) (4.20) (4.21) (4.22)

Discrete temperatures:

Tx(t) = Ty (t) = Tz (t) =

X
3 i2Z

(i ? i ) v] fi(t)
1 1 0 2

X
3 i2Z

(i ? i ) v] fi (t)
2 2 0 2

3 i2Z

(i ? i ) v] fi(t)
3 3 0 2

1 T (t) = 3 (Tx(t) + Ty (t) + Tz (t)) 1 Z vf (v)dv and N = Z f (v)dv where (i ; i ; i ) v = v = N 3 R R3

1 0 2 0 3 0 0 3

The numerical tests are obtained with: vmax = 6:; n = 4; or 5 (ie : N = 16 ; or 32 ). The Maxwellian case: the initial data is chosen in the class of known exact isotropic solutions 5]. Our numerical results are performed with the simplest element of this class:
3

f exact(v; t) = MN ;v0;T (v) (1 + c Q (v ? v )=vth ] exp(?8 N t))

2 2 0

(4.23) (4.24)

where:

is a Sonine polynomial. We recall that v = (3:; 3:; 3:) is the center of the domain and choose vth = 0:6, N = 5. the curves on g 1 give the quadratic error between the numerical distribution function and the exact solution. We naturally observe that the multipole expansion ( identical to the quadratic scheme in this case ) is more accurate than sublattices and multgrid Monte Carlo methods. The Coulombian case: The initial data is now chosen to be bimaxwellian ie. a sum of two Maxwellian functions:
0

1 Q (v) = 120 (v ? 10v + 15)

2 4 2

1 f (v) = 2 (MN ;v01;T (v) + MN ;v02;T (v))

0

(4.25)

21

where MN ;u;T is given by (1.9), and :

v = (2:; 3:; 3:); v = (4:; 3:; 3:)

01 02

we nally choose vth = 0:45, N = 5.. The evolutions in time of the entropy ( g 2 ) and of the temperatures ( g 3) are now compared with the results of the quadratic schemes (4.7). In addition to the entropy decay, these curves show that the multipole approximation is very close to the quadratic evolution while the computational cost is seriously reduced ( divided by a factor of the order 300 for a 32x32x32 grid, for instance). The relaxations in time of the values f (v ) and f (v ) are also plotted and compared with quadratic relaxations ( g 4), and again the tow relaxations are almost identical. Finally, we observe on g 5 a smoother relaxations of the order 4 moment compared with those obtained by multigrid Monte Carlo methods where we have observed some oscillations 1]. These simulations were carried on a DEC AlphaServer 2100 4/275 OSF/1 monoprocessor, and the CPU times per iteration in time for the two algorithms are listed on the following table (in units of seconds(sec) or minutes (mn)):
0 01

Multigrid-Multipole Quadratic schemes

16x16x16 1 sec 53 sec

32x32x32 15 sec 60 mn

The total CPU time required for the relaxation to the equilibrium state is of order 25 mn ( 100 iterations) for a 32x32x32 grid.

22

Quadratic errors: Grid 16x16x16

0.015 Multipole method Multigrid Monte Carlo method Sublattices Method

0.010

0.005

0.000 0.00

0.04

0.08

0.12

Figure 1: Quadratic error for the Maxwellian case

Entropy : grid 16x16x16
4.0 Qudratic sheme Order 0 Order 1 5.0 5.0 4.0 Quadratic scheme Order 0 Order 1

Entropy: Grid 32x32x32

6.0

6.0

7.0

7.0

8.0

8.0

9.0 0.0

0.2

0.4

0.6

0.8

1.0

9.0 0.0

0.2

0.4

0.6

0.8

1.0

Figure 2: Kinetic entropy H for the Coulombian case: Orders 0 and 1

23

Temperatures : grid 16x16x16

Multipole expansions: orders 0,1,2

Temperatures: Grid 32x32x32

1.4

Quadratic scheme order 0 Order 1 Order 2

1.4

Quadratic scheme Order 0 Order 1

1.2

1.2

1.0

1.0

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0.0 0.0

0.2

0.4

0.6

0.8

1.0

0.0 0.0

0.2

0.4

0.6

0.8

Figure 3: Temperatures Tx, Ty and T for the Coulombian case

Relaxations: Grid 32x32x32
2.0

Quadartic scheme Order 0 Order 1 1.5

1.0

0.5

0.0 0.0

0.2

0.4

0.6

0.8

Figure 4: Relaxations in time of f (v ) and f (v )

0 01

24

Moment of order 4: grid 16x16x16

Multipole exapansion: order 0,1,2 4392.0 4390.0

Moment of order 4: Grid 32x32x32

4390.0

4389.0

4388.0

4388.0

4386.0

Quadratic sheme Order 0 Order 1 Order 2

4387.0

Quadratic scheme Order 0 Order 1

4384.0 0.0

0.5

1.0

4386.0 0.0

0.2

0.4

0.6

0.8

Figure 5: Moment of order 4 for the Coulombian case

References
1] C. BUET, S.CORDIER, P.DEGOND and M.LEMOU. Fast algorithms for numerical conservative and entropic approximations for the Fokker-PlanckLandau operator. submitted. 2] C. BUET. Resolution deterministe de l'equation de Boltzmann, note interne CEA, 1993. 3] C. BUET. A discrete velocity scheme for the Boltzmann operator of rare ed gas dynamics, To appear in Transp.Theory Stat.Phys. 4] P. DEGOND and B. LUCQUIN-DESREUX. An entropy scheme for the Fokker-Planck collision of plasma kinetic theory. Numer. Math. vol. 68, pp 239-262, (1994). 5] M. LEMOU. Exact solutions of the Fokker-Planck equation. C.R. Acad. Sci. t.319, Serie 1, pp. 579-583, (1994). 6] I.F. POTAPENKO and V.A. CHUYANOV. A completely conservative difference scheme for the two-dimensional Landau equation. U.S.S.R. Comput. Maths. Math. Phys. 20, 2 (1980), pp. 249-253. 7] A.V. BOBILEV. I.F. POTAPENKO and V.A. CHUYANOV, Kinetic Equations of the Landau type as a model of the Boltzmann Equation and Com25

8] 9] 10] 11] 12] 13] 14] 15] 16] 17] 18] 19]

pletely Conservative Di erence Schemes. U.S.S.R. Comput. Maths. Math. Phys. 20,4 (1981) pp. 190-201. J.C. WHITNEY. Finite Di erence Methods for the Fokker-Planck Equation. J. Comput. Phys. 6 (1970), pp. 483-509. Y.A. BEREZIN, V.N. KHUDICK and M.S. PEKKER. Conservative nitedi erence schemes for the Fokker-Planck Equation not violating the law of an increasing entropy. J. Comput. Phys. 69 (1987), pp.163-174. M.S. PEKKER and V.N. KHUDIK. Conservative Di erence Schemes for the Fokker-Planck equation, U.S.S.R. Comput. Maths. Math. Phys. 24,3 (1984), pp. 206-210. A.A. ARSENE'V and O.E. BURYAC. On the connection between a solution of the Bpoltzmann equation and a solution of the Landau-Fokker-Planck equation. Math. USSR Sbornik, Vol 69 (1991), No. 2 pp. 465-478 L. DESVILLETTES. On asymptotics of the Boltzmann equation ehen the collisions become grazing. Trans.Th. and Stat. Phys., Vol 21, No 3 pp. 259276, (1992) A.A. ARSENE'V and N.V. PESKOV. On the existence of a generalized solution of Landau's equation. USSR Comput.Maths math. Physics P. DEGOND and B. LUCQUIN-DESREUX. The Fokker-Planck asymtotics of the Boltzmann collision operator in the coulomb case, Math.Models and Methods in Appl.Sci, vol. 2, No 2 (1992) p 167-182 O. LARROCHE. Kinetic Simulations of a plasma collision experiment. Phys. Fluids B,Vol. 5, No 8, (1993) E. FRENOD AND B. LUCQUIN-DESREUX. On conservative and entropic discrete axisymetric Fokker-Planck operators. In preparation. L. GREENGARD and V. ROKHLIN. A fast algorithm for a particle simulation. J.Comput.Phys 73 (1987). P.L.LIONS.On Boltzmann and Landau equations, Phil.Trans.R.Soc.Lond.A, 1994, 346, p 191-204. C. VILLANI. On the Landau equation, weak stability and global existence. To appear in Advances in Di . Equations.

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