Bernstein function and Boltzmann equation: Difference between pages

From nonlocal pde
(Difference between pages)
Jump to navigation Jump to search
imported>Mateusz
(Created page with "A function $f : [0, \infty) \to [0, \infty)$ is said to be a Bernstein function if $(-1)^k f^{(k)}(x) \le 0$ for $x > 0$ and $k = 1, 2, ...$.<ref name="SSV"/> ==Relation to comp...")
 
imported>Luis
 
Line 1: Line 1:
A function $f : [0, \infty) \to [0, \infty)$ is said to be a Bernstein function if $(-1)^k f^{(k)}(x) \le 0$ for $x > 0$ and $k = 1, 2, ...$.<ref name="SSV"/>
{{stub}}
 
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"/>
 
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 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}


==Relation to complete monotonicity==
where $Q(f,f)$ is the Boltzmann collision operator, a non-local operator given by
Clearly, $f$ is a Bernstein function if and only if it is nonnegative, and $f'$ is a [[completely monotone function]].


==Representation==
\begin{equation*}
By Bernstein's theorem, $f$ is a Bernstein function if and only if:
Q(f,f)(v) = \int_{\mathbb{R}^d}\int_{\mathbb{S}^{d-1}} B(v-v_*,e) (f(v')f(v'_*)-f(v)f(v_*) d\sigma(e) dv_*.
\[ f(z) = a z + b + \int_{(0, \infty)} (1 - e^{-t z}) \mu(\mathrm d t) \]
\end{equation*}
for some $a, b \ge 0$ and a Radon measure $\mu$ such that $\int_{(0, \infty)} \min(1, t) \mu(\mathrm d t) < \infty$.


==Subordination==
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
Bernstein functions are closely related to Bochner's [[subordination]] of semigroups. Namely, for a nonnegative definite self-adjoint operator $L$ and a Bernstein function $f$, the operator $-f(L)$ (defined by means of spectral theory) is the generator of some semigroup of operators which is subordinate to the semigroup $e^{-t L}$ generated by $-L$. Conversely, every generator of a semigroup subordinate to $e^{-t L}$ is equal to $-f(L)$ for some Bernstein function $f$.


==Bernstein functions of the Laplacian==
Bernstein functions of the Laplacian are translation invariant non-local operators in $\R^n$. More precisely, $A = f(-\Delta)$ for a Bernstein function $f$ if and only if
\[ -A u(x) = a \Delta u(x) + b u(x) + \int_{\R^n} (u(x + z) - u(x) - z \cdot \nabla u(x) \mathbf{1}_{|z| < 1}) k(z) \mathrm d z \]
for some $a, b \ge 0$ and $k(z)$ of the form
\begin{align*}
\begin{align*}
k(z) &= \int_0^\infty (4 \pi t)^{-n/2} e^{-|z|^2 / (4 t)} \mu(\mathrm d t) .
v'  & = v-(v-v_*,e)e\\
v'_* & = v_*+(v-v_*,e)e
\end{align*}
\end{align*}


==References==
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.
 
== The Landau Equation ==
 
A closely related evolution equation is the [[Landau equation]]. For Coulumb 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 ==
{{reflist|refs=
{{reflist|refs=
<ref name="SSV">{{Citation | last1=Schilling | first1=R. | last2=Song | first2=R. | last3=Vondraček | first3=Z. | title=Bernstein functions. Theory and Applications | year=2010 | publisher=de Gruyter, Berlin | series=Studies in Mathematics | volume=37 | url=http://dx.doi.org/10.1515/9783110215311 | doi=10.1515/9783110215311}}</ref>
 
<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>
 
<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="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>
}}
}}
{{stub}}

Revision as of 20:11, 18 October 2013

This article is a stub. You can help this nonlocal wiki by expanding it.

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) (f(v')f(v'_*)-f(v)f(v_*) 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.

The Landau Equation

A closely related evolution equation is the Landau equation. For Coulumb 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