Surface quasi-geostrophic equation and Boltzmann equation: Difference between pages

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The surface quasi-geostrophic (SQG) equation consists of an evolution equation for a scalar function $\theta: \R^+ \times \R^2 \to \R$. In the inviscid case the equation is $$ \theta_t + u \cdot \nabla \theta = 0,$$ where $u = R^\perp \theta$ and $R$ stands for the Riesz transform.
The Boltzmann equation is a nonlinear evolution equation first put forward by Ludwig Boltzmann to describe the configuration of particles in a gas, but only statistically. However, this equation and related equations are used in other physical situations, such as in optics. The corresponding linear inverse problem is also used in tomography <ref name="Bal2009"/>


Fractional diffusion is often added to the equation $$ \theta_t + u \cdot \nabla \theta + (-\Delta)^s \theta = 0.$$
In reality, the Boltzmann equation is not a single equation but a family of equations, where one obtains different equations depending on the nature of the interaction between particles (see below). Although there has been a lot of progress in the analysis of the Cauchy problem under many circumstances, the broad understanding of the equation and the dynamics of its solutions remains largely incomplete. For an overview of the mathematical issues revolving around this equation see for instance <ref name="Vil2002"/>. A basic reference is also <ref name="CerIllPul1994"/>.


The equation is used as a toy model for the 3D [[Euler equation]] and [[Navier-Stokes]]. The main question is to determine whether the Cauchy problem is well posed in the classical sense. In the inviscid case, it is a major open problem as well as in the supercritical diffusive case when $s<1/2$. It is believed that inviscid SQG equation presents a similar difficulty as 3D Euler equation in spite of being a scalar model in two dimensions <ref name="CMT"/>. The same comparison can be made between the supercritical SQG equation and [[Navier-Stokes]].
== The classical Boltzmann equation ==


The key feature of the model is that the drift $u$ is a divergence free vector field related to the solution $\theta$ by a zeroth order singular integral operator.
As explained originally by Boltzmann in the probabilistic description of a gas, we assume that the probability that a particle in a gas lies in some region $A$ of phase space $\mathbb{R}^d\times \mathbb{R}^d$ at time $t$ is given by some function


For the diffusive case, the well posedness of the equation follows from perturbative techniques in the subcritical case ($s>1/2$). In the critical case the proof is more delicate and can be shown using three essentially different methods. In the sueprcritical regime ($s<1/2$) only partial results are known.
\begin{equation*}
\int_A f(x,v,t)dxdy.
\end{equation*}


Global weak solutions, as well as classical solutions locally in time, are known to exist globally for the full range of $s \in [0,1]$ <ref name="R">.
Then, under certain (natural) physical assumptions, Boltzmann derived an evolution equation for $f(x,v,t)$. In particular, if one imposes $f$ at time $t=0$ then $f$ should  solve the  Cauchy problem


\begin{equation}\label{eqn: Cauchy problem}\tag{1}
\left \{ \begin{array}{rll}
\partial_t f + v \cdot \nabla_x f  & = Q(f,f) & \text{ in } \mathbb{R}^d \times \mathbb{R}^d \times \mathbb{R}_+,\\
f  & = f_0 & \text{ in } \mathbb{R}^d \times \mathbb{R}^d \times \{ 0 \}.
\end{array}\right.
\end{equation}


== Conserved quantities ==
where $Q(f,f)$ is the Boltzmann collision operator, a non-local operator given by


The following simple a priori estimates are satisfied by solutions (in order from strongest -locally- to weakest).
\begin{equation*}
Q(f,f)(v) = \int_{\mathbb{R}^d}\int_{\mathbb{S}^{d-1}} B(v-v_*,e) \bigg( f(v'_*)f(v') - f(v_*)f(v) \bigg) d\sigma(e) dv_*.
\end{equation*}


* ''' Maximum principle '''
here $d\sigma$ denotes the Hausdorff measure on $\mathbb{S}^{d-1}$, and given $v,v_* \in \mathbb{R}^d$ and $e \in \mathbb{S}^{d-1}$ we write


The supremum of $\theta$ occurs at time zero: $||\theta(t,.)||_{L^\infty} \leq ||\theta(0,.)||_{L^\infty}$.
\begin{align*}
v'  & = v-(v-v_*,e)e\\
v'_* & = v_*+(v-v_*,e)e
\end{align*}


* '''Conservation of energy'''.
and $B$, which is known as the Boltzmann collision kernel, measures the strength of collisions in different directions.


A classical solution $u$ satisfies the energy equality
== Collision Invariants ==
$$ \int_{\R^2} \theta(0,x)^2 \ dx = \int_{\R^2} \theta(t,x)^2 \ dx + \int_0^t \int_{\R^2} |(-\Delta)^{s/2}\theta(r,x)|^2 \ dx \ dr.$$


In the case of weak solutions, only the energy inequality is available
The Cauchy problem \ref{eqn: Cauchy problem} enjoys several conservation laws, which in the Boltzmann literature are known as collision invariants. Take $\phi(v)$ to be any of the following functions
$$ \int_{\R^2} \theta(0,x)^2 \ dx \geq \int_{\R^2} \theta(t,x)^2 \ dx + \int_0^t \int_{\R^2} |(-\Delta)^{s/2}\theta(r,x)|^2 \ dx \ dr.$$


* '''$H^{-1/2}$ estimate'''
\begin{equation*}
\phi(v) = 1, \;\;v,\;\; \tfrac{|v|^2}{2}
\end{equation*}
\begin{equation*}
\text{(the first and  third ones are real valued functions, the second one is vector valued)}
\end{equation*}


The $H^{-1/2}$ norm of $\theta$ does not increase in time.
and let $f(x,v,t)$ be any classical solution to \ref{eqn: Cauchy problem}, then we have


$$ \int_{\R^2} |(-\Delta)^{-1/4} \theta(0,x)|^2 \ dx = \int_{\R^2} |(-\Delta)^{-1/4}\theta(t,x)|^2 \ dx + \int_0^t \int_{\R^2} |(-\Delta)^{s/2-1/4}\theta(r,x)|^2 \ dx \ dr.$$
\begin{equation*}
\frac{d}{dt}\int_{\mathbb{R}^d\times \mathbb{R}^d} f(x,v,t) \phi(v)\;dx\;dv = 0
\end{equation*}


according to what $\phi$ we pick this equation corresponds to  conservation of mass, conservation momentum or conservation of energy.


== Scaling and criticality ==
== Typical collision kernels ==


If $\theta$ solves the equation, so does the rescaled solution $\theta_r(t,x) = r^{2s-1} \theta(r^{2s} t,rx)$.
The collision kernel $B(v_*-v,e)$ should depend only on the distance $|v-v_*|$ and the deviation angle $\theta$ given by
\[ \cos \theta = \frac{(v - v_*) \cdot \sigma }{|v-v_*|}.\]
We abuse notation by writing $B(v_*-v,e) = B(|v_*-v|,\theta)$.


The $L^\infty$ norm is invariant by the scaling of the equation if $s=1/2$. This observation makes $s=1/2$ the critical exponent for the equation. For smaller values of $s$, the diffusion is stronger than the drift in small scales and the equation is well posed. For larger values of $s$, the drift might be dominant at small scales.
The case $B(r,\theta) = Kr$ is known as Maxwell molecules.


== Well posedness results ==
From particle models interacting by inverse $s$-power force, the collision kernel has the form
\[ B(r,\theta) = r^\gamma \theta^{-d+1-\nu} b(\theta),\]
where
\begin{align*}
\gamma &= \frac{s - (2d - 1)}{s-1}, \\
\nu &= \frac 2 {s-1}, \\
\end{align*}
$b(\theta)$ is some positive bounded function which is not known explicitly.


=== Sub-critical case: $s>1/2$ ===
The operator $Q(f,f)$ may not make sense even for $f$ smooth if $\gamma$ is too negative or $\nu$ is too large. The operator does make sense if $\gamma \in (-d,0)$ and $\nu \in (0,2)$.


The equation is well posed globally. The proof can be done with several methods using only soft functional analysis or Fourier analysis.
In the case $s = 2d-1$, we obtain that the collision kernel $B(r,\theta)$ depends only on the angular variable $\theta$. This case is called ''Maxwellian molecules''.


=== Critical case: $s=1/2$ ===
=== Grad's angular cutoff assumption ===


The equation is well posed globally. There are three known proofs.
This assumption consists in using a collision kernel that is integrable in the angular variable $\theta$. That is
\[ \int_{S^{d-1}} B(r,e) \mathrm d \sigma(e) < +\infty \text{ for all values of } r. \]


* '''Evolution of a modulus of continuity''' <ref name="KNV"/>: An explicit modulus of continuity which is comparable to Lipschitz in small scales but growth logarithmically in large scales is shown to be preserved by the flow. The method is vaguely comparable to [[Ishii-Lions]].
The purpose of this assumption is to simplify the mathematical analysis of the equation. Note that for particles interaction by inverse power forces this assumption never holds.
* '''De Giorgi approach''' <ref name="CV"/>: From the $L^\infty$ modulus of continuity, it is concluded that $u$ stays bounded in $BMO$. A variation to the parabolic [[De Giorgi-Nash-Moser]] can be carried out to obtain Holder continuity of $\theta$.
* '''Dual flow method''' <ref name="KN"/>: Also from the information that $u$ is $BMO$ and divergence free, it can be shown that the solution $\theta$ becomes Holder continuous by studying the dual flow and characterizing Holder functions in terms of how they integrate against simple test functions.


=== Supercritical case: $s<1/2$ ===
== Stationary solutions ==


The global well posedness of the equation is an open problem. Some partial results are known:
The Gaussian (or Maxweillian) distributions in terms of $v$, which are constant in $x$, are stationary solutions of the equation. That is, any function of the form
\[ f(t,x,v) = a e^{-b|v-v_0|^2}, \]
is a solution. In fact, for this function one can check that the integrand in the definition of $Q$ is identically zero since $f' \, f'_* = f \, f_*$.


* Existence of solutions locally in time.
== Entropy ==
* Existence of global weak solutions. <ref name="R"/>
* Global smooth solution if the initial data is sufficiently small.
* Smoothness of weak solutions for sufficiently large time. <ref name="S"/> <ref name="D"/> <ref name="K"/>


=== Inviscid case ===
The following quantity is called the entropy and is monotone decreasing along the flow of the Boltzmann equation
\[ H(f) = \iint_{\R^d_x \times \R^d_v} f \ \log f \ \mathrm d v \, \mathrm d x. \]


The global well posedness of the equation is an open problem. Some partial results are known:
The derivative of the entropy is called ''entropy dissipation'' and is given by the expression
\[ D(f) = -\frac{\mathrm d H(f)}{\mathrm d t} = \frac 14 \iint_{\R^{2d}} \int_{S^{d-1}} B(v-v_\ast,\sigma) (f' f'_\ast - f f_\ast) \left( \log (f'f'_\ast) - \log(f f_\ast) \right) \, \mathrm d \sigma \, \mathrm d v \, \mathrm d v_\ast \geq 0. \]


* ???
Without Grad's angular cut-off assumption, and for a rather general family of cross-sections $B$, the entropy dissipation is bounded below by a fractional Sobolev norm minus a small correction.
\[ D(f) \geq c_1 \|f\|_{H^{\nu/2}}^2 - c_2 \|f\|_{L^1_2}^2,\]
where $c_1$ and $c_2$ depend only on mass, entropy and energy of $f$.
 
== The Landau Equation ==
 
A closely related evolution equation is the [[Landau equation]]. For Coulomb interactions, the corresponding collision kernel $B$ always diverges, instead in this case, one uses an equation (which is an asymptotic limit of Boltzmann equation) first derived by Landau,
 
\begin{equation*}
f_t + x\cdot \nabla_y f = Q_{L}(f,f)
\end{equation*}
 
where now $Q_{L}(f,f)$ denotes the Landau collision operator, which can be written as
 
\begin{equation*}
Q_{L}(f,f) = \text{Tr}(A[f]D^2f)+f^2
\end{equation*}
 
where $A[f]$ is the matrix valued operator given by convolution with the matrix kernel $K(y)= (8\pi|y|)^{-1}\left ( I -\hat y\otimes \hat y)\right )$, $\hat y = y/|y|$.
 
 
Note that when $f$ is independent of $x$ the above equation becomes second-order parabolic equation where the coefficients depend non-locally on $f$, in particular, one has an apriori estimate for all higher derivatives of $f$ in terms of its $L^\infty$ and $L^1$ norms (via a bootstrapping argument).


== References ==
== References ==
{{reflist|refs=
<ref name="Bal2009">{{Citation | last1=Bal | first1=G. | title=Inverse transport theory and applications | publisher=IOP Publishing | year=2009 | journal=Inverse Problems | volume=25 | issue=5 | pages=053001}}</ref>


{{reflist|refs=
<ref name="Vil2002">{{Citation | last1=Villani | first1=C. | title=A review of mathematical topics in collisional kinetic theory | publisher=[[Elsevier]] | year=2002 | journal=Handbook of mathematical fluid dynamics | volume=1 | pages=71–74}}</ref>
<ref name="CMT">{{Citation | last1=Constantin | first1=Peter | last2=Majda | first2=Andrew J. | last3=Tabak | first3=Esteban | title=Formation of strong fronts in the 2-D quasigeostrophic thermal active scalar | url=http://stacks.iop.org/0951-7715/7/1495 | year=1994 | journal=Nonlinearity | issn=0951-7715 | volume=7 | issue=6 | pages=1495–1533}}</ref>
 
<ref name="CV">{{Citation | last1=Caffarelli | first1=Luis A. | last2=Vasseur | first2=Alexis | title=Drift diffusion equations with fractional diffusion and the quasi-geostrophic equation | url=http://dx.doi.org/10.4007/annals.2010.171.1903 | doi=10.4007/annals.2010.171.1903 | year=2010 | journal=[[Annals of Mathematics|Annals of Mathematics. Second Series]] | issn=0003-486X | volume=171 | issue=3 | pages=1903–1930}}</ref>
<ref name="CerIllPul1994">{{Citation | last1=Cercignani | first1=Carlo | last2=Illner | first2=R. | last3=Pulvirenti | first3=M. | title=The Mathematical Theory of Dilute Gases (Applied Mathematical Sciences vol 106) | publisher=[[Springer-Verlag]] | location=Berlin, New York | year=1994}}</ref>
<ref name="S">{{Citation | last1=Silvestre | first1=Luis | title=Eventual regularization for the slightly supercritical quasi-geostrophic equation | url=http://dx.doi.org/10.1016/j.anihpc.2009.11.006 | doi=10.1016/j.anihpc.2009.11.006 | year=2010 | journal=Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | issn=0294-1449 | volume=27 | issue=2 | pages=693–704}}</ref>
<ref name="KNV">{{Citation | last1=Kiselev | first1=A. | last2=Nazarov | first2=F. | last3=Volberg | first3=A. | title=Global well-posedness for the critical 2D dissipative quasi-geostrophic equation | url=http://dx.doi.org/10.1007/s00222-006-0020-3 | doi=10.1007/s00222-006-0020-3 | year=2007 | journal=[[Inventiones Mathematicae]] | issn=0020-9910 | volume=167 | issue=3 | pages=445–453}}</ref>
<ref name="KN">{{Citation | last1=Kiselev | first1=A. | last2=Nazarov | first2=F. | title=A variation on a theme of Caffarelli and Vasseur | year=2009 | journal=Rossiĭskaya Akademiya Nauk. Sankt-Peterburgskoe Otdelenie. Matematicheski\u\i Institut im. V. A. Steklova. Zapiski Nauchnykh Seminarov (POMI) | issn=0373-2703 | volume=370 | pages=58–72}}</ref>
<ref name="K">{{Citation | last1=Kiselev | first1=A. | title=Regularity and blow up for active scalars | url=http://dx.doi.org/10.1051/mmnp/20105410 | doi=10.1051/mmnp/20105410 | year=2010 | journal=Mathematical Modelling of Natural Phenomena | issn=0973-5348 | volume=5 | issue=4 | pages=225–255}}</ref>
<ref name="R">{{Citation | last1=Resnick | first1=Serge G. | title=Dynamical problems in non-linear advective partial differential equations | url=http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:9542767 | publisher=ProQuest LLC, Ann Arbor, MI | year=1995}}</ref>
<ref name="D">{{Citation | last1=Dabkowski | first1=M. | title=Eventual Regularity of the Solutions to the Supercritical Dissipative Quasi-Geostrophic Equation | publisher=[[Springer-Verlag]] | location=Berlin, New York | year=2011 | journal=Geometric and Functional Analysis | issn=1016-443X | volume=21 | issue=1 | pages=1–13}}</ref>
}}
}}

Revision as of 15:43, 24 December 2013

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The Boltzmann equation is a nonlinear evolution equation first put forward by Ludwig Boltzmann to describe the configuration of particles in a gas, but only statistically. However, this equation and related equations are used in other physical situations, such as in optics. The corresponding linear inverse problem is also used in tomography [1]

In reality, the Boltzmann equation is not a single equation but a family of equations, where one obtains different equations depending on the nature of the interaction between particles (see below). Although there has been a lot of progress in the analysis of the Cauchy problem under many circumstances, the broad understanding of the equation and the dynamics of its solutions remains largely incomplete. For an overview of the mathematical issues revolving around this equation see for instance [2]. A basic reference is also [3].

The classical Boltzmann equation

As explained originally by Boltzmann in the probabilistic description of a gas, we assume that the probability that a particle in a gas lies in some region $A$ of phase space $\mathbb{R}^d\times \mathbb{R}^d$ at time $t$ is given by some function

\begin{equation*} \int_A f(x,v,t)dxdy. \end{equation*}

Then, under certain (natural) physical assumptions, Boltzmann derived an evolution equation for $f(x,v,t)$. In particular, if one imposes $f$ at time $t=0$ then $f$ should solve the Cauchy problem

\begin{equation}\label{eqn: Cauchy problem}\tag{1} \left \{ \begin{array}{rll} \partial_t f + v \cdot \nabla_x f & = Q(f,f) & \text{ in } \mathbb{R}^d \times \mathbb{R}^d \times \mathbb{R}_+,\\ f & = f_0 & \text{ in } \mathbb{R}^d \times \mathbb{R}^d \times \{ 0 \}. \end{array}\right. \end{equation}

where $Q(f,f)$ is the Boltzmann collision operator, a non-local operator given by

\begin{equation*} Q(f,f)(v) = \int_{\mathbb{R}^d}\int_{\mathbb{S}^{d-1}} B(v-v_*,e) \bigg( f(v'_*)f(v') - f(v_*)f(v) \bigg) d\sigma(e) dv_*. \end{equation*}

here $d\sigma$ denotes the Hausdorff measure on $\mathbb{S}^{d-1}$, and given $v,v_* \in \mathbb{R}^d$ and $e \in \mathbb{S}^{d-1}$ we write

\begin{align*} v' & = v-(v-v_*,e)e\\ v'_* & = v_*+(v-v_*,e)e \end{align*}

and $B$, which is known as the Boltzmann collision kernel, measures the strength of collisions in different directions.

Collision Invariants

The Cauchy problem \ref{eqn: Cauchy problem} enjoys several conservation laws, which in the Boltzmann literature are known as collision invariants. Take $\phi(v)$ to be any of the following functions

\begin{equation*} \phi(v) = 1, \;\;v,\;\; \tfrac{|v|^2}{2} \end{equation*} \begin{equation*} \text{(the first and third ones are real valued functions, the second one is vector valued)} \end{equation*}

and let $f(x,v,t)$ be any classical solution to \ref{eqn: Cauchy problem}, then we have

\begin{equation*} \frac{d}{dt}\int_{\mathbb{R}^d\times \mathbb{R}^d} f(x,v,t) \phi(v)\;dx\;dv = 0 \end{equation*}

according to what $\phi$ we pick this equation corresponds to conservation of mass, conservation momentum or conservation of energy.

Typical collision kernels

The collision kernel $B(v_*-v,e)$ should depend only on the distance $|v-v_*|$ and the deviation angle $\theta$ given by \[ \cos \theta = \frac{(v - v_*) \cdot \sigma }{|v-v_*|}.\] We abuse notation by writing $B(v_*-v,e) = B(|v_*-v|,\theta)$.

The case $B(r,\theta) = Kr$ is known as Maxwell molecules.

From particle models interacting by inverse $s$-power force, the collision kernel has the form \[ B(r,\theta) = r^\gamma \theta^{-d+1-\nu} b(\theta),\] where \begin{align*} \gamma &= \frac{s - (2d - 1)}{s-1}, \\ \nu &= \frac 2 {s-1}, \\ \end{align*} $b(\theta)$ is some positive bounded function which is not known explicitly.

The operator $Q(f,f)$ may not make sense even for $f$ smooth if $\gamma$ is too negative or $\nu$ is too large. The operator does make sense if $\gamma \in (-d,0)$ and $\nu \in (0,2)$.

In the case $s = 2d-1$, we obtain that the collision kernel $B(r,\theta)$ depends only on the angular variable $\theta$. This case is called Maxwellian molecules.

Grad's angular cutoff assumption

This assumption consists in using a collision kernel that is integrable in the angular variable $\theta$. That is \[ \int_{S^{d-1}} B(r,e) \mathrm d \sigma(e) < +\infty \text{ for all values of } r. \]

The purpose of this assumption is to simplify the mathematical analysis of the equation. Note that for particles interaction by inverse power forces this assumption never holds.

Stationary solutions

The Gaussian (or Maxweillian) distributions in terms of $v$, which are constant in $x$, are stationary solutions of the equation. That is, any function of the form \[ f(t,x,v) = a e^{-b|v-v_0|^2}, \] is a solution. In fact, for this function one can check that the integrand in the definition of $Q$ is identically zero since $f' \, f'_* = f \, f_*$.

Entropy

The following quantity is called the entropy and is monotone decreasing along the flow of the Boltzmann equation \[ H(f) = \iint_{\R^d_x \times \R^d_v} f \ \log f \ \mathrm d v \, \mathrm d x. \]

The derivative of the entropy is called entropy dissipation and is given by the expression \[ D(f) = -\frac{\mathrm d H(f)}{\mathrm d t} = \frac 14 \iint_{\R^{2d}} \int_{S^{d-1}} B(v-v_\ast,\sigma) (f' f'_\ast - f f_\ast) \left( \log (f'f'_\ast) - \log(f f_\ast) \right) \, \mathrm d \sigma \, \mathrm d v \, \mathrm d v_\ast \geq 0. \]

Without Grad's angular cut-off assumption, and for a rather general family of cross-sections $B$, the entropy dissipation is bounded below by a fractional Sobolev norm minus a small correction. \[ D(f) \geq c_1 \|f\|_{H^{\nu/2}}^2 - c_2 \|f\|_{L^1_2}^2,\] where $c_1$ and $c_2$ depend only on mass, entropy and energy of $f$.

The Landau Equation

A closely related evolution equation is the Landau equation. For Coulomb interactions, the corresponding collision kernel $B$ always diverges, instead in this case, one uses an equation (which is an asymptotic limit of Boltzmann equation) first derived by Landau,

\begin{equation*} f_t + x\cdot \nabla_y f = Q_{L}(f,f) \end{equation*}

where now $Q_{L}(f,f)$ denotes the Landau collision operator, which can be written as

\begin{equation*} Q_{L}(f,f) = \text{Tr}(A[f]D^2f)+f^2 \end{equation*}

where $A[f]$ is the matrix valued operator given by convolution with the matrix kernel $K(y)= (8\pi|y|)^{-1}\left ( I -\hat y\otimes \hat y)\right )$, $\hat y = y/|y|$.


Note that when $f$ is independent of $x$ the above equation becomes second-order parabolic equation where the coefficients depend non-locally on $f$, in particular, one has an apriori estimate for all higher derivatives of $f$ in terms of its $L^\infty$ and $L^1$ norms (via a bootstrapping argument).

References

  1. Bal, G. (2009), "Inverse transport theory and applications", Inverse Problems (IOP Publishing) 25 (5): 053001 
  2. Villani, C. (2002), "A review of mathematical topics in collisional kinetic theory", Handbook of mathematical fluid dynamics (Elsevier) 1: 71–74 
  3. Cercignani, Carlo; Illner, R.; Pulvirenti, M. (1994), The Mathematical Theory of Dilute Gases (Applied Mathematical Sciences vol 106), Berlin, New York: Springer-Verlag