Boltzmann equation and Conformally invariant operators: Difference between pages

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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 <ref name="Bal2009"/>
On a general compact Riemannian manifold $M$ with metric $g$, a metrically defined operator $A$ is said to be conformally invariant if under the conformal change in the metric $g_w=e^{2w}g$, the pair of the corresponding operators $A_w$ and $A$ are related by
\[
A_w(\varphi)=e^{-bw} A(e^{aw}\varphi)\quad\mbox{for all }\varphi \in C^{\infty}(M),
\]
where $a, b$ are constant.


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"/>.
Examples of conformally invariant operators include:


== The classical Boltzmann equation ==  
* The conformal Laplacian:
\[
L_g=-\Delta_g + \frac{n-2}{4(n-1)}R_g,
\]
where $n$ is the dimension of the manifold, $-\Delta_g$ is the Laplace–Beltrami operator of $g$, and $R_g$ is the scalar curvature of $g$. This is a second order differential operator. One can check that in this case, $a=\frac{n-2}{2}$ and $b=\frac{n+2}{2}$.


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
* The Paneitz operator <ref name="paneitz1983quartic"/> <ref name="paneitz2008quartic"/>:
\[
P=(-\Delta_g)^2-\mbox{div}_g (a_n R_g g+b_n Ric_g)d+\frac{n-4}{2}Q,
\]
where $\mbox{div}_g$ is the divergence operator, $d$ is the differential operator, $Ric_g$ is the Ricci tensor,
\[
Q=c_n|Ric_g|^2+d_nR_g^2-\frac{1}{2(n-2)}\Delta_gR
\]
and
\[
a_n=\frac{(n-2)^2+4}{2(n-1)(n-2)}, b_n=-\frac{4}{n-2}, c_n=-\frac{2}{(n-2)^2}, d_n=\frac{n^3-4n^2+16n-16}{8(n-1)^2(n-2)^2}.
\]
This is a fourth order operator with leading term $(-\Delta_g)^2$.


\begin{equation*}
* GJMS operators <ref name="GJMS"/>: this is a family of conformally invariant differential operators with leading term $(-\Delta_g)^k$ for all integers $k$ if $n$ is odd, and for $k\in \{1,2,\cdots,\frac{n}{2}\}$ if $n$ is even. A nonexistence result can be found in <ref name="gover2004conformally"/> for $k>\frac n2$ and $n\ge 4$ even. An explicit formula and a recursive formula each for GJMS operators and Q-curvatures have been found by Juhl <ref name="Juhl1"/><ref name="Juhl2"/> (see also Fefferman-Graham<ref name="FG13"/> ). The formula are more explicit when they are on the standard spheres.
\int_A f(x,v,t) \, \mathrm d x \mathrm dv.
\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
*Scattering operators <ref name="graham2003scattering"/>, or the conformally invariant fractional powers of the Laplacian <ref name="chang2011fractional"/>: This is a family of conformally invariant pseudo-differential operators $P_\sigma$ defined on the conformal infinity of asymptotically hyperbolic manifolds with leading term $(-\Delta_g)^\sigma$ for all real numbers $\sigma\in (0,\frac n2)$ except at most finite values. The authors <ref name="chang2011fractional"/> reconciled the way of defining $P_\sigma$ in <ref name="graham2003scattering"/> and the localization method of Caffarelli-Silvestre  <ref name="CSextension"/> for the fractional Laplacian $(-\Delta)^\sigma$ in the Euclidean space $\mathbb{R}^n$.


\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
Special cases:


\begin{equation*}
* On the Euclidean space $\mathbb{R}^n$: the operators mentioned above are just the fractional Laplacians.
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
* On the standard sphere $(\mathbb{S}^n, g_{\mathbb{S}^n})$ (which is the conformal infinity of the standar Poincare disk): they are the following intertwining operator <ref name="branson1987group"/> of explicit formula:
\[
P_\sigma=\frac{\Gamma(B+\frac{1}{2}+\sigma)}{\Gamma(B+\frac{1}{2}-\sigma)},\quad B=\sqrt{-\Delta_{g_{\mathbb{S}^n}}+\left(\frac{n-1}{2}\right)^2},
\]
where $\Gamma$ is the Gamma function and $\Delta_{g_{\mathbb{S}^n}}$ is the Laplace-Beltrami operator on $(\mathbb{S}^n, g_{\mathbb{S}^n})$. Moreover, the operator $P_{\sigma}$
* is the pull back of $(-\Delta)^{\sigma}$ under stereographic projections,


\begin{align*}
* has the eigenfunctions of spherical harmonics, and
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.
* is the inverse of a spherical Riesz potential.


The notation $f' = f(v')$, $f_\ast = f(v_\ast)$ and $f'_\ast = f(v'_\ast)$ is customary.


== Collision Invariants ==  
== References ==
 
{{reflist|refs=
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*}
<ref name="branson1987group">{{Citation | last1=Branson | first1= Thomas P | title=Group representations arising from Lorentz conformal geometry | journal=Journal of functional analysis | year=1987 | volume=74 | pages=199--291}}</ref>
\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
<ref name="CSextension">{{Citation | last1=Caffarelli | first1= Luis | last2=Silvestre | first2= Luis | title=An extension problem related to the fractional Laplacian | journal=Communications in Partial Differential Equations | year=2007 | volume=32 | pages=1245--1260}}</ref>


\begin{equation*}
<ref name="chang2011fractional">{{Citation | last1=Chang | first1= Sun-Yung Alice | last2=González | first2= Maria del Mar | title=Fractional Laplacian in conformal geometry | journal=Advances in Mathematics | year=2011 | volume=226 | pages=1410--1432}}</ref>
\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.
<ref name="FG13">{{Citation | last1=Fefferman | first1= Charles | last2=Graham | first2= C | title=Juhl’s formulae for GJMS operators and 𝑄-curvatures | journal=Journal of the American Mathematical Society|year=2013 | volume=26 | pages=1191--1207}}</ref>


== Typical collision kernels ==
<ref name="gover2004conformally">{{Citation | last1=Gover | first1= A | last2=Hirachi | first2= Kengo | title=Conformally invariant powers of the Laplacian—a complete nonexistence theorem | journal=Journal of the American Mathematical Society |year=2004 |volume=17 | pages=389--405}}</ref>


The collision kernel $B(v_*-v,e)$ should depend only on the distance $|v-v_*|$ and the deviation angle $\theta$ given by
<ref name="GJMS">{{Citation | last1=Graham | first1= C Robin | last2=Jenne | first2= Ralph | last3=Mason | first3= Lionel J | last4=Sparling | first4= George AJ | title=Conformally invariant powers of the Laplacian, I: Existence | journal=Journal of the London Mathematical Society | year=1992 | volume=2 | pages=557--565}}</ref>
\[ \cos \theta = \frac{(v - v_*) \cdot \sigma }{|v-v_*|}.\]
We abuse notation by writing $B(v_*-v,e) = B(|v_*-v|,\theta)$.


The case $B(r,\theta) = Kr$ is known as Maxwell molecules.
<ref name="graham2003scattering">{{Citation | last1=Graham | first1= C Robin | last2=Zworski | first2= Maciej | title=Scattering matrix in conformal geometry | journal=Inventiones mathematicae | year=2003 | volume=152 | pages=89--118}}</ref>


From particle models interacting by inverse $s$-power force, the collision kernel has the form
<ref name="Juhl1">{{Citation | last1=Juhl | first1= Andreas | title=On the recursive structure of Branson’s Q-curvature | journal=arXiv preprint arXiv:1004.1784}}</ref>
\[ B(r,\theta) = r^\gamma \theta^{-d+1-\nu} b(\theta),\]
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 in terms of the velocity variable minus a small correction <ref name="ADVW2000" />.
\[ D(f) \geq c_1 \|\sqrt f\|_{H^{\nu/2}_{v}}^2 - c_2 \|f\|_{L^1_2}^2,\]
where $c_1$ and $c_2$ depend only on mass, entropy and energy of $f$ at $x$. In the space homogeneous case, this estimate shows a regularization effect by the Boltzmann equation.
 
== 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 + v \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).{{citation needed}}
 
== 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>
<ref name="Juhl2">{{Citation | last1=Juhl | first1= Andreas | title=Explicit formulas for GJMS-operators and Q-curvatures | journal=Geometric and Functional Analysis | year=2013|volume=23 | pages=1278--1370}}</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="paneitz1983quartic">{{Citation | last1=Paneitz | first1= S | title=A quartic conformally covariant differential operator for arbitrary pseudo-Riemannian manifolds |year=1983 | journal=preprint}}</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="paneitz2008quartic">{{Citation | last1=Paneitz | first1= S | title=A quartic conformally covariant differential operator for arbitrary pseudo-Riemannian manifolds (summary) | url=http://dx.doi.org/10.3842/SIGMA.2008.036 | doi:10.3842/SIGMA.2008.036 | year=2008 | journal=SIGMA Symmetry Integrability Geom. Methods Appl. | issue=4 | Paper=036}}</ref>


<ref name="ADVW2000">{{Citation | last1=Alexandre | first1= R. | last2=Desvillettes | first2= L. | last3=Villani | first3= C. | last4=Wennberg | first4= B. | title=Entropy dissipation and long-range interactions | url=http://dx.doi.org/10.1007/s002050000083 | journal=Arch. Ration. Mech. Anal. | issn=0003-9527 | year=2000 | volume=152 | pages=327--355 | doi=10.1007/s002050000083}}</ref>
}}
}}

Revision as of 22:05, 23 September 2013

On a general compact Riemannian manifold $M$ with metric $g$, a metrically defined operator $A$ is said to be conformally invariant if under the conformal change in the metric $g_w=e^{2w}g$, the pair of the corresponding operators $A_w$ and $A$ are related by \[ A_w(\varphi)=e^{-bw} A(e^{aw}\varphi)\quad\mbox{for all }\varphi \in C^{\infty}(M), \] where $a, b$ are constant.

Examples of conformally invariant operators include:

  • The conformal Laplacian:

\[ L_g=-\Delta_g + \frac{n-2}{4(n-1)}R_g, \] where $n$ is the dimension of the manifold, $-\Delta_g$ is the Laplace–Beltrami operator of $g$, and $R_g$ is the scalar curvature of $g$. This is a second order differential operator. One can check that in this case, $a=\frac{n-2}{2}$ and $b=\frac{n+2}{2}$.

\[ P=(-\Delta_g)^2-\mbox{div}_g (a_n R_g g+b_n Ric_g)d+\frac{n-4}{2}Q, \] where $\mbox{div}_g$ is the divergence operator, $d$ is the differential operator, $Ric_g$ is the Ricci tensor, \[ Q=c_n|Ric_g|^2+d_nR_g^2-\frac{1}{2(n-2)}\Delta_gR \] and \[ a_n=\frac{(n-2)^2+4}{2(n-1)(n-2)}, b_n=-\frac{4}{n-2}, c_n=-\frac{2}{(n-2)^2}, d_n=\frac{n^3-4n^2+16n-16}{8(n-1)^2(n-2)^2}. \] This is a fourth order operator with leading term $(-\Delta_g)^2$.

  • GJMS operators [3]: this is a family of conformally invariant differential operators with leading term $(-\Delta_g)^k$ for all integers $k$ if $n$ is odd, and for $k\in \{1,2,\cdots,\frac{n}{2}\}$ if $n$ is even. A nonexistence result can be found in [4] for $k>\frac n2$ and $n\ge 4$ even. An explicit formula and a recursive formula each for GJMS operators and Q-curvatures have been found by Juhl [5][6] (see also Fefferman-Graham[7] ). The formula are more explicit when they are on the standard spheres.
  • Scattering operators [8], or the conformally invariant fractional powers of the Laplacian [9]: This is a family of conformally invariant pseudo-differential operators $P_\sigma$ defined on the conformal infinity of asymptotically hyperbolic manifolds with leading term $(-\Delta_g)^\sigma$ for all real numbers $\sigma\in (0,\frac n2)$ except at most finite values. The authors [9] reconciled the way of defining $P_\sigma$ in [8] and the localization method of Caffarelli-Silvestre [10] for the fractional Laplacian $(-\Delta)^\sigma$ in the Euclidean space $\mathbb{R}^n$.


Special cases:

  • On the Euclidean space $\mathbb{R}^n$: the operators mentioned above are just the fractional Laplacians.
  • On the standard sphere $(\mathbb{S}^n, g_{\mathbb{S}^n})$ (which is the conformal infinity of the standar Poincare disk): they are the following intertwining operator [11] of explicit formula:

\[ P_\sigma=\frac{\Gamma(B+\frac{1}{2}+\sigma)}{\Gamma(B+\frac{1}{2}-\sigma)},\quad B=\sqrt{-\Delta_{g_{\mathbb{S}^n}}+\left(\frac{n-1}{2}\right)^2}, \] where $\Gamma$ is the Gamma function and $\Delta_{g_{\mathbb{S}^n}}$ is the Laplace-Beltrami operator on $(\mathbb{S}^n, g_{\mathbb{S}^n})$. Moreover, the operator $P_{\sigma}$

  • is the pull back of $(-\Delta)^{\sigma}$ under stereographic projections,
  • has the eigenfunctions of spherical harmonics, and
  • is the inverse of a spherical Riesz potential.


References

  1. ↑ Paneitz, S (1983), "A quartic conformally covariant differential operator for arbitrary pseudo-Riemannian manifolds", preprint 
  2. ↑ Paneitz, S (2008), "A quartic conformally covariant differential operator for arbitrary pseudo-Riemannian manifolds (summary)", SIGMA Symmetry Integrability Geom. Methods Appl. (4), http://dx.doi.org/10.3842/SIGMA.2008.036 
  3. ↑ Graham, C Robin; Jenne, Ralph; Mason, Lionel J; Sparling, George AJ (1992), "Conformally invariant powers of the Laplacian, I: Existence", Journal of the London Mathematical Society 2: 557--565 
  4. ↑ Gover, A; Hirachi, Kengo (2004), "Conformally invariant powers of the Laplacian—a complete nonexistence theorem", Journal of the American Mathematical Society 17: 389--405 
  5. ↑ Juhl, Andreas, "On the recursive structure of Branson’s Q-curvature", arXiv preprint arXiv:1004.1784 
  6. ↑ Juhl, Andreas (2013), "Explicit formulas for GJMS-operators and Q-curvatures", Geometric and Functional Analysis 23: 1278--1370 
  7. ↑ Fefferman, Charles; Graham, C (2013), "Juhl’s formulae for GJMS operators and 𝑄-curvatures", Journal of the American Mathematical Society 26: 1191--1207 
  8. ↑ 8.0 8.1 Graham, C Robin; Zworski, Maciej (2003), "Scattering matrix in conformal geometry", Inventiones mathematicae 152: 89--118 
  9. ↑ 9.0 9.1 Chang, Sun-Yung Alice; González, Maria del Mar (2011), "Fractional Laplacian in conformal geometry", Advances in Mathematics 226: 1410--1432 
  10. ↑ Caffarelli, Luis; Silvestre, Luis (2007), "An extension problem related to the fractional Laplacian", Communications in Partial Differential Equations 32: 1245--1260 
  11. ↑ Branson, Thomas P (1987), "Group representations arising from Lorentz conformal geometry", Journal of functional analysis 74: 199--291 
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