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19 Ansichten117 SeitenSeeger.s.03.Cumulant.book

For probability theory

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Sie sind auf Seite 1von 117

von der

Fakult at fu r Naturwissenschaften

genehmigte

Dissertation

zur Erlangung des akademischen Grades

vorgelegt von Dipl.-Phys. Steen Seeger, geboren am 20. April 1974 in Karl-Marx-Stadt,

20. Mai 2003. Gutachter: Prof. Dr. Karl Heinz Homann Prof. Dr. Michael Schreiber Prof. Dr. Dr.h.c. Ingo Mu ller Tag der Verteidigung: 9. September 2003

eingereicht am

http://archiv.tu-chemnitz.de/pub/2003/0120

Bibliographische Beschreibung

Seeger,Steffen The Cumulant Method Technische Universit at Chemnitz, Fakult at f ur Naturwissenschaften Dissertation, 2003 (in englischer Sprache) 117 Seiten, 20 Abbildungen, 9 Abbildungen im Text, 76 Literaturzitate

Referat

In dieser Arbeit wird eine neue Methode zur Reduktion der Boltzmann-Gleichung auf ein System partieller Dierentialgleichungen diskutiert. Nach einer kurzen Einf uhrung in die kinetische Theorie einer Mischung inerter Gase wird ein Uberblick in die aus der Literatur bekannten Momentenmethoden gegeben. Der anschlieend vorgestellten Kumulantenmethode liegt die Annahme zugrunde, da durch Stoprozesse in einem Gas Korrelationen h oherer Ordnung schneller abgebaut werden als solche niedrigerer Ordnung. Basierend auf dieser Annahme werden die Bewegungsgleichungen f ur die Kumulanten und die Produktionsterme der resultierenden Bilanzgleichungen f ur eine Mischung inerter Maxwell-Gase berechnet. Die Untersuchung der Relaxation zum Gleichgewicht erlaubt den Bezug zu bekannten Modellen der Kontinuumsmechanik und untermauert die G ultigkeit der Annahme f ur die Begr undung des o.g. Ansatzes in diesem Fall. Im zweiten Teil der Arbeit werden die Ergebnisse numerischer Untersuchungen vorgestellt, wobei Simulationen mit verschiedenen Randbedingungen f ur Couetteund Poiseulle-Str omungen durchgef uhrt wurden. Es werden verschiedene Eigenschaften von Modellen f ur verd unnte Gase als auch des Navier-Stokes-Modells beobachtet. Dabei ist jedoch eine sehr starke Abh angigkeit von den angewendeten Randbedingungen festzustellen. Abschlieend werden Momentenmethoden als eine besondere Form von Diskretisierungen der Boltzmann-Gleichung nach der Methode der gewichteten Residuen diskutiert, was einen Ausblick auf zuk unftige Arbeiten erlaubt.

Schlagworte

Statistische Physik, Kinetische Theorie, Boltzmanngleichung, Momentenmethode, Kumulantenmethode, Gasdynamik, Fluiddynamik, Bilanzgleichungen, Hyperbolische Dierentialgleichungen

Contents

List of Figures 1 Introduction 1.1 1.2 7 9

The Boltzmann Equation . . . . . . . . . . . . . . . . . . . 17 The Collision Operator . . . . . . . . . . . . . . . . . . . . . . 20 Entropy and Equilibrium . . . . . . . . . . . . . . . . . . . . . 25 The Moment Method(s) . . . . . . . . . . . . . . . . . . . . . 27 2.4.1 2.4.2 2.4.3 2.4.4 2.4.5 2.4.6 2.4.7 2.4.8 General Properties . . . . . . . . . . . . . . . . . . . . 28 Maxwells Moment System . . . . . . . . . . . . . . 30 Grads Method of Moments . . . . . . . . . . . . . . . 31 Extended Irreversible Thermodynamics . . . . . . . . . 33 Eus Modied Moment Method . . . . . . . . . . . . . 35 Levermores Moment System . . . . . . . . . . . . . 36 Lattice-Boltzmann Methods . . . . . . . . . . . . . . 37 Summary . . . . . . . . . . . . . . . . . . . . . . . . . 39 41

CONTENTS The Ansatz Function CM . . . . . . . . . . . . . . . . . . . . 45 s The Equations of Motion for Cs . . . . . . . . . . . . . . . . . 49 Production Terms for CM . . . . . . . . . . . . . . . . . . . . 53 s 3.5.1 3.5.2 3.5.3 3.5.4 3.5.5 3.5.6 3.6 3.7 3.8 2D Maxwell Mixture . . . . . . . . . . . . . . . . . . 53 2D Maxwell Gas . . . . . . . . . . . . . . . . . . . . 56 2D Maxwell Mixture, Close to Equilibrium . . . . . 57 Classic Linearization . . . . . . . . . . . . . . . . . . . 60 2D BGK Mixture . . . . . . . . . . . . . . . . . . . . . 60 2D BGK Gas . . . . . . . . . . . . . . . . . . . . . . . 62

A Finite Dierence Scheme . . . . . . . . . . . . . . . . . . . . 76 Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . 77 4.2.1 4.2.2 4.2.3 4.2.4 Adiabatic Slip . . . . . . . . . . . . . . . . . . . . . . . 78 Adiabatic No-Slip . . . . . . . . . . . . . . . . . . . . . 79 Thermal No-Slip . . . . . . . . . . . . . . . . . . . . . 79 Navier-Stokes . . . . . . . . . . . . . . . . . . . . . 80 Couette Flow . . . . . . . . . . . . . . . . . . . . . . 81 Poiseulle Flow . . . . . . . . . . . . . . . . . . . . . 88

4.3

4.4

List of Figures

1.1 2.1 2.2 2.3 3.1 3.2 4.1 4.2 4.3 4.4 4.5 4.6 4.7 4.8 4.9 Ideal Gas contained in a domain . . . . . . . . . . . . . . . 11 Notation and geometry for a collision of two particles . . . . . 21 Scattering angle vs. impact parameter . . . . . . . . . . . . . 25 Phase space density approximated by Grad-ansatz . . . . . . 32 Relation of the Mathematica notebooks . . . . . . . . . . . 42 Collision operator eigenvalues vs. approximation order . . . . . 66 Convection tensor eigenvalues vs. approximation order . . . . 72 Convection tensor eigenvalues vs. velocity . . . . . . . . . . . . 73 Convection tensor eigenvalues vs. specic energy . . . . . . . . 73 Convection tensor eigenvalues vs. normal stress . . . . . . . . 74 Convection tensor eigenvalues vs. energy ux . . . . . . . . . . 75 Couette ow: results for adiabatic no-slip boundary . . . . . 82 Couette ow: heat ux predicted by molecular dynamics . . 83 Couette ow: results for isodense algorithm . . . . . . . . . 84 Couette ow: results for isobar algorithm . . . . . . . . . . 85

4.10 Couette ow: convection tensor eigenvalues . . . . . . . . . 87 4.11 Poiseulle ow: temperature predicted by molecular dynamics 88 4.12 Poiseulle ow: convection tensor eigenvalues . . . . . . . . . 89 4.13 Poiseulle ow: results for isodense algorithm . . . . . . . . 90 4.14 Poiseulle ow: results for isobar algorithm . . . . . . . . . . 91

LIST OF FIGURES

Chapter 1 Introduction

In the past decades computational gas dynamics has become an indispensable tool in science and engineering. Understanding the underlying eects and mechanisms of momentum, heat and mass transfer is a requirement for succeeding in use, control and optimization of these processes. Mathematical and computational techniques have made fast progress over the years, so that numerical solutions for complex problems can be obtained today. It is interesting that despite the breathtaking development of computing machinery, the major gains in complexity of solvable problems are achieved by sophisticated methods of solution, and not so much due to faster computers. Most methods start from partial dierential equations that pose a particular physical model of the gas and try to successively reduce the complexity of the problem from a set of partial dierential equations to a set of ordinary dierential equations to a linear system of algebraic equations. These models assume that a continuum description can be applied, even though we know that gases are composed of particles interacting with each another. These particles are mainly atoms and molecules, a few ions but also signicant numbers of larger particles such as pollen, bacteria, dust and others arising from a number of natural sources. So it is not surprising that the models used as starting points (such as the Euler or Navier-Stokes equations) are valid only for particular ow conditions: the average distance between two subsequent particle collisions (the mean free path) must be small compared to a typical length of the ow (e.g. radius of an object in the ow). If this is not the case (e.g. the ow of rareed gases), the use of statistical descriptions as in the kinetic theory is required. Leading to an integro-dierential equation proposed by Boltzmann, kinetic theory became a practical tool for aerospace engineers rst. 9

10

CHAPTER 1. INTRODUCTION

Today there is a wide eld of application: environmental problems, aerosol and micro-pore reactors, physical and chemical vapor deposition and many more. Last but not least the recent development of micro-machines with typical sizes of a few m to a few mm can make phenomena of rareed gas ow a basis of important systems of such scale. For these problems, the ow conditions are often between the extremes of small mean free paths and collisionless (so-called free-molecular) ow. This poses the question if similar to adaptive discretization in modern methods of solution for partial dierential equations one can adapt the underlying physical model of the ow. This leads to many non-trivial questions [01] which are the topic of intensive, current research: How to derive a consistent series of approximations between the Euler equations on one hand and the Boltzmann equation on the other? How to determine the validity of the various models? How to know when we have to improve the physical model or when it is safe to avoid computations by using a simpler one? The present work discusses some of these questions by presenting a new method to reduce the Boltzmann equation to a series of partial dierential equations, applying this method to the model of particles with Maxwell interaction and a single relaxation time ansatz, where analytical and numerical results can be obtained. This chapter recalls some results of the statistical description of an ideal gas in equilibrium and denes the conventions used for the presentation of numeric results. Chapter 2 introduces a set of Boltzmann equations for a non-reacting mixture of gases and briey reviews so-called moment methods, used to reduce the Boltzmann equation to a set of partial dierential equations. Chapter 3 discusses the mathematical signicance of moments and presents the cumulant method. This new ansatz, made in velocity Fourier space, was developed by the author and allows derivation of a set of moment equations in their full non-linear form. To validate the basic assumption for the ansatz that high-order parameters characterize faster decaying correlations the method is applied to derive equations for Maxwell and BGK gases and the resulting equations are discussed for states close to thermodynamic equilibrium where we nd the principal assumption conrmed. Then their relation to the Navier-Stokes model of uids is shown. Chapter 4 presents some numerical results regarding the domain of validity, as well as results from numerical solution of some ow problems. It shows that a description of the interaction of the gas particles provided by the Boltzmann equation is only one part. A description of the interaction of gas particles with the solid and the liquid surfaces surrounding it appears to be equally important. Chapter 5 closes with conclusions from and review of the results.

11 Figure 1.1: Ideal gas contained in a domain with boundary . The system is described by the Np particle coordinates xi , the Np conjugate momenta pi , no interaction between the point-like particles and the boundary interaction potential Vb .

Laboratory

1.1

Let us consider a system of Np 1 classical point particles contained in a d-dimensional domain of volume V . The state of the system is given by the Np particle coordinates xi Rd and the Np conjugate momenta pi Rd as = (. . . , xi , . . . ; . . . , pi , . . .) i Np , (1.1)

where Np denotes the set enumerating all particles. Unless otherwise noted, the particle positions, velocities and momenta are assumed to be measured relative to an inertial coordinate frame in which some points of the domain are at rest. Coordinates in this frame are referred to as absolute. The system shall be in thermal contact with a heat reservoir of temperature T , so that in equilibrium it is suciently described by a closed canonical ensemble. In equilibrium each state occurs with probability P ( ) e H () (1.2)

where the Hamilton function H ( ) describes the total energy of the system 1 and = kB with the Boltzmann constant kB . We want to consider an T ideal gas of identical particles with mass m and no particle volume. There are no interactions between the particles by denition, so H ( ) reduces to H ( ) =

iNp

pi 2 2m

+ Vb (xi )

(1.3)

(Rd )Np

CHAPTER 1. INTRODUCTION

d e

H ( )

V Np = Np !

2 m h2

d 2

Np

(1.4)

1 Np is large so we can approximate the mean free energy F = ln Z of the N system by (Stirlings formula N ! (N/e) for N 1)

Np F (T, V )

V ln Np

2 m h2

d 2

+1

(1.5)

With F (T, V ) being a thermodynamic potential in the variable dependencies given we can derive the caloric and thermal equation of state as U (T, V ) = F d Np k B T 2 1 p(T, V ) = V F = Np kB T . V = (1.6) (1.7)

From the laws of thermodynamics we nd for the heat capacities Cp at constant pressure and CV at constant volume CV = T U |V = d Np k B , 2 d+2 = Np k B 2 (1.8) (1.9)

Cp = CV + T T p|V V T |p

Considering the propagation of sound waves (adiabatic, oscillating uid motion with small amplitudes) we nd for the speed of sound [02] cs = V Np p =

S

kB T m

with

Cp d+2 = . CV d

(1.10)

1.2

For dimensional quantities the International System of Units [03] denes 1m, 1kg, 1s, 1K and 1mol as base units relevant to the thermodynamic description of neutral gases. With these denitions, the Avogadro constant NA and the molar ideal gas constant R are determined by experiment as [04] NA = 6.022 141 99(47) 1023 mol1 R = 8.314 472(15) J mol1 K1 (1.11)

1.2. STANDARD CONDITIONS AND DIMENSIONS and by denition we get kB = R/NA = 1.380 650 3(24) 1023 J K1 mu = 103 kg mol1 /NA = 1.660 538 73(13) 1027 kg

13

(1.12)

for the Boltzmann constant kB and the atomic mass constant mu . The standard conditions are by convention specied as the thermodynamic temperature of the ice point of water T0 = 273.15 K and atmospheric pressure p0 = 101 325 Pa. According to this choice we nd that an amount of 1 mol ideal gas particles (no interaction, no particle volume) occupies a volume V0 = 1 mol R T0 /p0 = 22.413 996(39) 103 m3 at p0 and T0 , independent of the particular type of particles. For any physical quantity a we have to distinguish the value of the quantity a, its numerical value {a} and its unit [a] which satisfy the relation a = {a} [a]. If a is a vector or multi-component valued quantity, this equation applies to each component if they have dierent units. If all components have the same unit, the relation shall be read as a = {a} [a], so we consider the unit a scalar in this case. The International System of Units leads naturally to the following choice of units in order to make the quantities of interest here dimensionless. We obtain the same equations for the numerical values as for the quantity values, but with {kB } = 1 and {mu } = 1: quantity temperature pressure volume length number of particles particle mass particle energy particle momentum particle speed time Boltzmann constant T p V l Np mi Ei pi ci t kB unit T0 p0 V 0 d V0 1 mol NA mu k B T0 mu kB T0 kB T0 /mu d V0 mu /(kB T0 ) p0 V0 /(NA T0 )

(1.13)

For the models in two (d = 2) spatial dimensions (2D) discussed in this work we will assume that a system of units similar to the case in three (d = 3) spatial dimensions (3D) could be established. In the following we give equations and formulas in the dimensional form but any numerical results, plots, etc. in dimensionless form.

14

CHAPTER 1. INTRODUCTION

The kinetic theory models the motion of a gas as a collection of many individual particles, resulting in a mathematical formalism that gives a statistical description of the motion of the particles. This chapter gives a very compact introduction to the basics of the kinetic theory of a mixture of non-reacting, mono-atomic gases and a particular method of solution, the moment method. Let us assume the system of Np classical particles from section 1.1 is composed of particles of Ns dierent species, enumerated by the set Ns and each species having its own set of associated properties. For a particular species s, these are the particle mass ms and the laws of interaction with particles of any other species r. As we consider a huge number of particles (Np 2.7 1019 for 1 cm3 air at T0 , p0 ), only statistical considerations give predictions that allow comparison with experiments. Any particular state of this system can be represented as a point in the so-called phase space, the (2 d Np )-dimensional space, with the coordinates given by the particle positions and momenta. Now let us consider a statistical ensemble of identical systems that dier only in state . This ensemble shall be described by the Np -particle distribution function f (Np ) (t, ), dened as the number of systems contained at time t in the phase space element d about . Application of the basic principles and equations of classical mechanics leads [14] to the Liouville equation d (N p ) f = t f (Np ) + dt iN xi f (Np )

p

d d xi + p f (Np ) pi i dt dt

= 0.

(2.1)

A fundamental equation of motion for f (Np ) , it states that the Np -particle distribution is constant along the phase space trajectory of a system. Though a useful conceptual tool, the Liouville equation is not suited for use in practical calculations: it describes evolution of a function of about 1020 15

16

variables. By integration over subdomains in phase space we can obtain a hierarchy of n-particle distributions. From the Liouville equation we obtain corresponding equations of motion, known as the BBGKY hierarchy [05], from the names of Bogoliubov [06], Born and Green [07], Kirkwood [08], [09] and Yvon [10]: t +

2

c1 x1 +

2

2 i=1 n

t +

i=1 n

ci xi +

i,j =1 n

t +

i=1

ci xi +

i,j =1

i=1

Here ci denotes the particle speed of the i-th particle argument in the distribution function and aij is the force per unit mass exerted by the i-th particle on the j -th particle. The lowest order equation of this hierarchy is an exact equation for the one-particle distribution f (1) , a function of 1 + 2 d real variables. But it contains a two-particle distribution, for which the second member of the hierarchy is the equation of motion and so on. The rigorous derivation of a closed equation for the one-particle distribution f (1) , rst written by Boltzmann [11], is an important and by no means obvious step in the construction of the mathematical formalism of kinetic theory. Derivation of this equation requires the assumption of molecular chaos, the statistical independence of particles about to collide. Due to this a direct derivation from (2.2) is not possible, so one must show convergence of the solutions under certain restrictions. Grad [12] formulated a conjecture on how the validity of the Boltzmann equation could be derived from (2.2). But it took quite some time until Cercignani proved [13] that this from a formal point of view leads to a perfectly consistent theory, the so-called Boltzmann hierarchy. Today, the problem of rigorous, globally valid justication of the Boltzmann equation is still an open question, though some important steps toward it have been made (see [13]). In the remainder of this work, we will assume the validity of a closed set of (1) Boltzmann equations for a set of one-particle distribution functions fs , one for each species s Ns . As there is no possibility of confusion, we will drop the . . .(n) superscript and simply write fs . Further, for macroscopic quantities, we will prefer a notation based on partial quantities (e.g. mass densities for each species) over a notation of global properties and fractions (e.g. overall mass density and mass fractions).

17

2.1

Let the distribution functions fs (t, x, cs ) denote the density of particles of the species s at time t and position x, moving with absolute velocity c , normalized such that ns (t, x) = dc fs (t, x, c ) (2.3)

are the partial particle number densities of the various species with the integral taken over the whole velocity space. The distribution functions fs have to satisfy the Boltzmann equation, which (in an inertial frame) takes the form [13] t fs + c x fs + as c fs =

rNs

s Ns .

(2.4)

as describes the acceleration of a particle of species s due to external forces as a function of time t, particle position x and particle velocity c . In the context of this work we regard forces exerted on particles due to particleparticle interaction as internal and any other (such as gravity) as external. Balance Laws for Macroscopic Quantities When describing the evolution of mixtures of gases on a macroscopic scale one is interested in partial quantities, such as the partial pressure, density, etc. of each species. Given a particular distribution function fs (t, x, c ), the density of a partial macroscopic thermodynamic quantity ()s (t, x) can be obtained as the expectation value of an associated microscopic function (t, x, c ) ()s (t, x) = dc (t, x, c ) fs (t, x, c ) . (2.5)

Multiplying (2.4) by and integrating over c we obtain [14] a balance equation that is also known as Enskogs general equation of change for the quantity : t ()s +x (c )s = t + x c + c as +

s r Ns

dc Srs (2.6)

Here we have made use of partial integration and the fact that fs 0 for c because of (2.3). Comparison with the general form of a balance

18

equation allows to identify the terms as density ()s , ux density (c )s and production rates dc Srs t s + x c + c as due to interaction with species r (collisions),

s

(2.7) (2.8)

(Quasi-)Stationary States In the following we want to consider the application of the Boltzmann equation to stationary and quasi-stationary states in a very general manner. As a stationary state we understand states which can be described by quantities independent of time but possibly varying over space. It turns out that usually a few such macroscopic quantities are sucient to describe the state. By a sequence of quasi-stationary states we understand a thermodynamic process (a sequence of states) for which each state may be assumed stationary very much like equilibrium thermodynamics describes quasi-stationary processes as a sequence of equilibrium states. One should be careful not to confuse the quasi-stationary processes discussed here in the sense of thermodynamic processes which are fully determined by knowledge of a few time- and spacedependent macroscopic elds with a quasi-stationary ow regime usually meant to describe ows which are slow enough that the inuence of inertial eects on the ow elds due to moving mass may be neglected. The description of uids developed here does include such eects, but it does not include ows where, for instance, the history of the ow may be of importance. In this sense a stationary state can be uniquely characterized by a number of time-independent macroscopic quantities. We refer to these quantities by (st )s as the macroscopic densities associated with the microscopic functions st . As the (st )s are independent of time we have

st dc st (x, c ) fs (x, c ) = (st )s (x)

(2.9)

to hold for any given eld (st )s (x) of stationary quantities. The stationary st st distribution functions fs (x, c ) may be considered the solution fs ((st )s (x, c )) of the set of integral equations (2.9). It is obvious that there are many possible distribution functions that obey equation (2.9), and therefore further assumptions (e.g. a maximum of local entropy density under the constraints

19

of equation (2.9)) are needed to pick one particular solution out of the possible ones. Inserting st (x, c ) into equation (2.6) we get c st (st ) x (st )s = as c st +

s r Ns

dc st Srs .

(2.10)

The stationary state aside from initial and boundary conditions is only determined by properties of the uid particles. These are postulated not to have any explicit position or time dependence, e.g. the functional dependence of the velocity or energy of a particle relative to the mean does not change with space or time. For the denition of a quasi-stationary state we therefore assume the position-dependence of the functions st (x, c ) to be only indirect through implicit dependence on the stationary quantities (st )s (x) and further that

st the functional dependencies fs ((st )s , c ) and st ((st ) , c ) still hold for the in-stationary quantities ()s (t, x).

It should be emphasized that by introducing this assumption we have made an implicit reduction of the set of possible solutions to the Boltzmannequation. This step may be justied by the fact that if we choose to describe the state of the system by a few macroscopic quantities, we have to select one particularly meaningful solution of the Boltzmann-equation. The phrase meaningful is thereby meant in the sense of capturing the essential physical processes of interest at the chosen level of detail in the description. It can be argued that this procedure is probably justiable in an asymptotic sense only if one is not too close to a boundary layer or a shock layer [15], e.g. the above assumption may only be valid if one is not interested in the behavior within a layer several mean-free-paths wide. Additionally it has to be veried that the asymptotic boundary conditions, which exist beyond such a layer, agree with the conditions at the actual wall to an appropriate order [15]. Nevertheless, with the above made assumptions we have ()s (t, x) =

st dc st ()s (t, x), c fs ()s (t, x), c

(2.11)

st (()s , c ) are postulated As the functional dependencies st (()s , c ) and fs st to be universal, we will drop the ... superscript in the subsequent text.

20

2.2

The functional Srs [f1 , . . . , fNs ] occurring in equation (2.4) referred to as collision operator describes the change of fs due to interaction of particles of species r with particles of species s. By restriction to the description of a suciently dilute gas it may be assumed that contributions by other than binary collisions may be neglected; the range of interaction is much less than the mean free path; particle trajectories before and after the collision are approximately rectilinear; the distribution functions are constant over the range of interaction; particles about to collide are not correlated. The rst assumption is justied by the fact that air molecules have typically diameters of about 0.3 nm and a particle density of n 2.7 1025 m3 (under standard conditions). The average distance of the particles is about ten times the molecule diameter, so assuming the molecules are the size of a billiard ball (diameter 6 cm), this corresponds to a billiard ball density of 4.6 m3 . With intermolecular forces having a range of a few ( 3) molecule diameters, this illustrates that collisions of more than two molecules are quite rare events and may be neglected. Under the above conditions the mean free path is 10 nm. So the mean free path is about 10 times longer than the range of interaction, which makes the second assumption sound reasonable. This assumption makes it possible to abstract from the particular particle trajectories during an encounter to states before and after a collision. Taking into consideration that intermolecular forces are generally several powers of ten larger than external forces (e.g. gravity) the third assumption is reasonable too, if furthermore the average time between collisions is not too long. This assumption allows us to neglect the external forces in the calculation of particle states before and after a collision. The fourth assumption is certainly valid if there are no steep gradients in density or kinetic temperature. If we are interested in the behavior of the fs at macroscopic length scales this assumption is obviously valid. If so, the change in position of the particles before and after a collision need not be considered and the distribution functions may simply be taken at time t and position x to evaluate the number of particles with a particular initial conguration and subsequently aected by collisions of the same type.

"

21 Figure 2.1: Collision of r-particle with s-particle. The gure shows the trajectory of the r-particle in the coordinate frame in which the s-particle is at rest. For a repulsive central potential the collision is completely determined by the impact parameter b and the scattering vector n.

" ! #

The last assumption does not have any obvious justication but is postulated to hold for dilute gases (where particles participating in a collision stem from regions a few mean free path lengths apart). There is no justication other than excellent agreement of the results of kinetic theory of dilute gases with known experiments. However, this assumption is necessary in order to close the BBGKY hierarchy at rst order, as it allows us to express the twoparticle distributions required to calculate the probability of an encounter by a product of two single-particle distributions. Figure 2.1 denes some basic notation needed in the subsequent text. Assume we have two particles at positions xr and xs about to collide, moving with velocities cr and cs . Hence the relative particle velocity is crs = cr cs with absolute value crs . Here . . . denotes the usual vector norm. After the encounter the relative particle velocity is given by crs = S crs where S is a matrix that maps crs to direction n (the collision vector). denotes the vector crs . If there were of the direction that bisects the angle between crs and no particle-particle interaction, the shortest relative position xrs = xr xs would be the collision parameter b of length b. With this notation and under the above assumptions we can derive the Boltzmann collision operator [11], [13] as Srs [fr , fs ] = dcr dn rs crs (f r fs fr fs ) , (2.12)

with dierential scattering cross section rs and f r , fs being the distribution r = fr (t, x, s = function at the states after the collision, that is f cr ) and f cs ). The integral over the collision partner velocity cr covers the whole fs (t, x, velocity space and the integral over n covers the manifold n = 1.

22

The scattering cross section rs and the state after the collision depend on the particular particle-particle interaction model and the initial velocities of the colliding particles. In the following we will derive both relations assuming a particular central symmetrical interaction potential of the form Vrs (xr , xs ) = Vrs ( xrs ) = rs xrs

q

(2.13)

with some interaction strength parameter rs and integer exponent q . Then the Hamilton function of the two-particle system reads H x r , pr , xs , ps = pr

2

2 mr

ps

2 ms

+ Vrs ( xr xs )

(2.14)

where pr , ps are the particle momenta and mr , ms denote the particle masses. With the transformation rs rs X rs P rs xrs prs = = = mr ms mr + ms mr ms mr + ms mr xr + ms xs mr + ms mr ms xr xs pr pr = = = = = = 2 rs 1 rs 2 rs 1 + rs 1 rs X rs + xrs 2 1 + rs X rs xrs 2 1 + rs P rs + prs 2 1 rs P rs prs 2

(2.15)

= pr + ps = xr xs = ms pr mr ps mr + ms

center-of-mass

prs 2rs

+ Vrs ( xrs )

(2.16)

relative motion

where Mrs = mr + ms =

4 rs . 1 rs 2

(2.17)

As H is cyclic in X rs we have P rs conserved. Thus the rst term in (2.16) is constant and need not be considered further. The remaining terms describe the motion of a particle with reduced mass rs in the potential Vrs . If we demand no interaction for particles innitely apart, we must have Vrs V

23

for xrs with constant V which we choose 0 by convention. Hence we may directly conclude from equation (2.16) that crs must be conserved in a collision. Further the relative angular momentum lrs = xrs prs is conserved, so the particle trajectory is fully contained in the scattering plane. It follows that only the direction of crs may change such that it is rotated by a scattering angle about the normal of the scattering plane, given by the orientation of the relative angular momentum lrs . Introducing the dimensionless collision parameter =b

q

kin Ers =b rs

rs crs 2 . 2 rs

(2.18)

() =

0

d 1

1 2

q q

solves and

q 2 = 0 . 1 q

(2.19)

As a rst important result we obtain the particle velocities cr and cs after crs = rs S crs in the left hand side the collision by substituting prs rs of (2.15). We get cr = D + cr + D cs with D+ = D+ + =

1+rs 2 1+rs 2

and

cs , cs = D + cr + D + +

(2.20)

1+ 1

1rs 2 1+rs 2

S S

D = D + =

1rs 2 1rs 2

1 1+

1rs 2 1+rs 2

S (2.21) S

Interestingly, the inverse relations cr ( cr , cs ) and cs ( cr , cs ) are almost the same as (2.20), but with S 1 instead of S . From crs = crs it follows that S is unitary, thus (2.20) could be made its own inverse by choosing S as a unitary, symmetric matrix S = S 1 = S T . This choice is common practice in kinetic theory, e.g. S = 1 2 with the binary operator .. .. denoting the tensorial (outer) product. It is of value in deriving statements about collisional invariants for mono-atomic gases [13]. It should be noted, though, that these derivations and statements do not hold for mixtures, so in this regard there are no particular advantages due to this choice. On the contrary, it turns out that for the derivation of collision operator integrals it adds diculties to actual calculations (at least for the 2D case). This is because we need to handle dierent cases for > 0 and < 0 for the calculation of and take the initial orientation of crs in the laboratory frame into account. If

24

we choose S as a rotation matrix, however, these worries do not appear, and the resulting calculations are much easier. For this reason we will (unless otherwise noted) assume S to be a rotation matrix in the subsequent text, but should be aware that then (2.20) is not its own inverse. For a uniform beam of r-particles with xed relative velocity crs incident on a s-scatterer located at the origin, the scattering cross section is dened as rs ( crs , n) = portion of particles deected into dn about n (2.22)

and given the relation between the impact parameter b and the scattering vector n those particles must have passed the element db about b. Thus we have rs ( crs , n) dn = db which results in rs ( crs , ) d = db and rs ( crs , ) sin d d = b db d . (2.23) for the 2D and 3D case respectively. Recalling the denition of we nd for the 2D model q 2 2rs (q ) crs rs dn = q crs q d (2.24) rs and for the 3D model

(q ) crs rs dn =

q/2

2rs c rs rs

q 4 q

d d .

(2.25)

As we can see, for q = 2 in 2D and q = 4 in 3D the term crs rs dn becomes independent of the relative particle velocity crs . This simplies the production rates considerably and is referred to as the particular collision model of a Maxwell gas [17]. From equation (2.19) for the 2D Maxwell gas (q = 2) we nd with = 2 2D () = 1 1 + 2 . (2.26)

Accordingly, solving (2.19) for the 3D Maxwell gas (q = 4), we nd 2 + 4 + 4 3D F [() | m()] (2.27) () = 2 i 2 with F [ | m] denoting the elliptic integral of the rst kind and 4 2 4 + 4 () = ArcSin 1 , 2 m() = 1 4 + 2 2 4 + 4 .

(2.28)

1

25 Figure 2.2: The scattering angle for the 3D (dashed) and 2D (solid) Maxwell gas and the ratio 3D/2D (dotted) vs. the impact parameter . 3D collisions with large collision parameters give much smaller angles of deection.

3D 2D

2.3

Let us set = ln fs in (2.6) and sum over all species s. With S such that (2.20) is its own inverse and use of the elementary inequality (x y ) ln(y/x) 0; it can be shown [14] that S=

r,s Ns

x, y R+

(2.29)

dc Srs ln fs 0 ,

(2.30)

also known as the Boltzmann inequality. (2.30) holds for any (non-negative) distribution functions fs . The equality sign applies only if, at equilibrium, ln fs (cs ) + ln fr (cr ) = ln fs ( cs ) + ln fr ( cr ) (2.31)

and the ln fi are linear combinations of invariants of a molecular collision. On the other hand, introducing H=

s Ns

(ln fs )s

and

J =

s Ns

(c ln fs )s ,

(2.32)

equation (2.6) gives t H + x J = S 0 (2.33) for an isolated, non-reacting system; that is we assume as = 0 and conservation of the particle densities ns . This relation implies Theorem 1 (H -Theorem) For the space-homogeneous case (no dependence of fs on x) the quantity H is decreasing in time, unless the fs are the equieq librium distributions fs , for which t H = S = 0.

26

eq It is tempting to state that fs fs for t , but this is unwarranted without a more detailed consideration of S . To prove the expected statement it needs to be shown that H , when restricted to positive densities fs with eq nite (1)s , takes its unique minimum value on fs . This, and the proof that eq the limit for t is not only bounded by but equals fs , requires careful 1 study of the properties of S [13]. Doing so it is possible in a rigorous way at least for a mono-atomic gas [13] to conclude that if H [f1 , . . . , fNs ] eq eq H [f1 , . . . , fN ], the distributions fs tend to s eq fs =

ns ms c v exp d/ 2 (2 kB T/ms ) 2 kB T

(2.34)

where the number densities ns , the mean ow velocity v and the temperature T are determined by the initial conditions. It follows immediately that if we introduce the partial Boltzmann entropy 1 density h0 s , the associated ux of partial entropy density hs and the partial entropy production density rs as h0 s h1 s = kB (1 ln fs )s = kB (c c ln fs )s dc (1 ln fs ) Srs (2.35)

rs = kB

there holds a local balance law for the entropy density h0 , the ux of entropy density h1 and the entropy production density h0 =

sNs

h0 s h1 s

sNs

h1 = such that =

(2.36) rs

sNs rNs

1

(2.37)

To prove that f f eq for t one needs to select a sequence tn such that H 0. This depends on properties of the collision operator and need not be the case for any sequence tn but is necessary to show that the limit exists and has the stated properties.

d dt

27

2.4

The Boltzmann equation provides an adequate description whenever deviations of the distribution function from a local equilibrium may not be neglected. This is the case for rareed gas ow, where the mean free path is of the order of characteristic length scales of the ow. Eective methods of solution include molecular dynamics or Monte-Carlo methods, which model the underlying dynamics directly or approximate the statistical description by representative samples. On the other hand, when the mean free path is small, a uid dynamical description, e.g. by the compressible Euler- or Navier-Stokes-equations, proved sucient. These uid dynamical equations are routinely solved by sophisticated numerical methods and have moderate computational cost, allowing for complex problems. In comparison, due to the phase space description and numerical stiness, the computational cost of solving the Boltzmann equation in regimes near the uid dynamical limit becomes too high both in terms of operations and memory cost to be suitable for general use. This leaves a considerable gap in the ability to obtain numerical results in the regime between the free molecular ow and uid dynamics, the so-called transition regime. So it is highly desirable to have a systematic way of adjusting the level of detail in the physical modeling between the Boltzmann equation on one hand and the Euler equations on the other. One possible strategy to accomplish this goal is by moment methods. These lead to systems of non-linear partial dierential equations, which in general are harder to handle than the Navier-Stokes equations. To be practical tools for simulation, one has to solve (or cope with) some non-trivial problems: (I) usually a large number of equations and elds, (II) stiness of the equations near the uid-dynamical limit, (III) breakdown of the validity of the moment equations for more than moderate deviations from equilibrium and (IV) appearance of eld variable values that cannot be realized by a (non-negative) distribution function, to name the most important problems only. (I) is intrinsic to this approach and can hardly be avoided, resulting in a substantial computational cost of these methods. (II) is also inherent to the methods but can be weakened by the choice of an appropriate numerical method. (III) is due to the property that these methods may not be hyperbolic for strong deviations from equilibrium. For this regime interpretation of the equations becomes suspect, as it implies that the propagation of waves could happen at an (unphysical) innite speed. (IV) is more serious: as the H -theorem holds only for non-negative functions, the resulting

28

scheme might violate the second law of thermodynamics. Though we could monitor the variables during simulations and check that the eld values satisfy appropriate inequalities, the domain of valid parameter values may be quite complex and exhibit unpleasant properties. E.g. the equilibrium values may represent a boundary point [18] of the set of allowed values. Thus a slight overshoot due to numerical errors could compromise an important, physically relevant stability property.

2.4.1

General Properties

In general the derivation of moment equations begins with the choice of a nite (N -)dimensional subspace of functions of the particle velocities c , usually chosen to be (tensor-)polynomials. Thus we have the in equation (2.6) chosen as 1 : =0 = c = , (2.38) ci1 ci2 ci : > 0 where denotes either the multi-index {i1 . . . i }, or the number of indices in the multi-index. The corresponding mean with respect to the distribution function fs is the moment Ms of order . Inserting this denition of into equation (2.6) leads to the particularly simple system t (c )s + x (c c )s = as c c +

s r Ns

dc c Srs

with densities Ms = (c )s ,

uxes F s

productions Prs

(2.39)

= (c c )s , = = dc c Srs as c c .

s

It must be noted that it appears to be not even known for the Boltzmann equation whether the quantities appearing in equation (2.39) are well-dened functions for every solution fs . For example, boundedness of the appearing integrals or dierentiability of the moments are by no means obvious for non-equilibrium solutions. Anyhow, the moments have been shown to be well-dened at least for the spatially homogeneous [19], [20], [21] and the nearly homogeneous [22] case, so it might be more generally true. Equations (2.39) constitute an innite hierarchy of balance equations for each species s, where the ux in equation of order is the density in equation of

29

order + 1 and so on. To obtain a nite set of equations, we consider only the rst N + 1 equations, so we have = 0, . . . , N . The closure problem that now appears is to express the moments, uxes and productions in these equations as functions of some set of variables (traditionally the densities themselves) so that the system (2.39) becomes (formally) closed. In the process of making an ansatz or imposing physical principles to determine a suitable ansatz one should take care that the resulting system of equations recovers the uid dynamical model for small mean free paths, respects physical symmetry requirements and yields moments that can be represented by non-negative densities fs . In this regard it should be noted that it is traditional in the literature on moment methods (cited below) to consider only as many balance equations as there are dimensions in the nite-dimensional subspace of functions of c . We will adopt this convention here but come back to this subtle detail in chapter 3. From this general point of view the various methods found in literature dier only in the (resulting) ansatz function for the distribution functions fs . It is clear from the denition of the moments that there must be certain symmetries between moment components. Consequently the set of equations is redundant. This is because the product of the velocity components is commutative and therefore only N= N + d d (2.40)

equations (and moments) are independent, where d denotes the dimension of the velocity and real space. The following table illustrates the problem of the large number of elds mentioned in the introduction to this section: N N (1D) N (2D) N (3D) 0 1 2 3 1 2 3 4 1 3 6 10 1 4 10 20 4 5 6 7 8 9 5 6 7 8 9 10 15 21 28 36 45 55 35 56 84 120 165 220

we Denoting the reduced vector of independent moment components by M s introduce the expansion matrix E and the reduction matrix R such that Ms = E M s

N Ms = i=1

= RM M s s

N i

i M s

i s M = =0

Ms .

(2.41)

30

The expansion matrix E is dened by the left equations of (2.41) and the reduction matrix R can be calculated as R = ET E so that R E = ET E

1 1

ET

(2.42) (2.43)

ET E = 1 .

2.4.2

For the symmetric Maxwellian closure it is assumed that relaxation processes are much faster than convection processes due to the motion of the gas. This allows us to assume that the gas is in a (t, x)-local equilibrium, that is we make the ansatz

Mxw fs =

(2.44)

with partial density ns (t, x), species temperature Ts (t, x) and mean species velocity v s (t, x). With this ansatz and by use of the caloric and thermal equation of state (1.7) and (1.6) we obtain the quantities in (2.39) as densities

0 Ms = (ms c 0 ) 1 Ms = (ms c 1 ) 2 Ms = 1 ms c 2

= ms ns = ms ns v s =1 ms ns v s 2

(2.45)

2

+ us ,

uxes

1 F0 s = (ms c ) 1 F s = (ms c 2 ) 1 F2 s = 2 ms c c

= ms ns v s = ms ns v 2 s + ps 1 = 2 s v s 2 + u s v s + p s v s ,

(2.46)

productions Ps0 = 0 Ps1 = 2 nr (v r v s ) nr (v r v s ) (mr v r + ms v s ) + 2 (mr ur ms us ) Ps2 = m r +ms and force terms G0 s = 0 G1 s = as 2 G s = as v s . (2.48) (2.47)

2.4. THE MOMENT METHOD(S) us denotes the partial internal energy density for species s and

31

rs = ms

2 rs rs

0

1 1 cos 2D () 2

0.70266...

(2.49)

For a single component gas the productions Ps vanish and we have the wellknown result that for this case Maxwells closure of the moment equations reduces to the Euler equations. Inserting (2.44) into (2.35) we have h0 s h1 s = kB ns 1 ln ns = kB n s 4 rs Ts d ms ln 2 2 kB Ts d ms 1 ln ns ln 2 2 kB Ts + us Ts (2.50)

rs =

us v Ts s 2 ur nr ns (v r v s )2 (nr ns ) mr vs +

1 for the entropy density h0 s , the entropy ux density hrs and the entropy production density s . The expressions for entropy density and ux are valid in both 2D and 3D, while the production term has been derived for the 2D-case (d = 2) and Maxwell interaction.

Maxwells closure of the moment equations appears to be the simplest possible, and while analytic expressions for all important quantities can be obtained, the underlying assumption of local thermodynamic equilibrium is often not valid. There are many problems where the development of shear stress or heat ux as a response to a non-equilibrium state of the gas must be accounted for. Therefore the goal of the various moment methods that go beyond Maxwells ansatz is to establish a systematic procedure to weaken or get around the assumption of the uid being in local equilibrium.

2.4.3

The basic idea of Grads method of moments [12] is to factorize the density eq function into a product of an equilibrium part fs and a non-equilibrium ne part fs :

eq ne fs (t, x, c ) = fs (t, x, c ) fs (t, x, c )

(2.51)

32

0.3

0.2 0.1 0 - 0.1 -4 -2 0

Figure 2.3: Approximation of a 1D non-equilibrium phase space density (solid) by f Grd . As shown in the graph, the approximation might not be a distribution function, as it could be a function with negative values.

fs (t, x, c ) =

eq fs (t, x, c ) =0

Ks (t, x) p H (t, x, c ) ,

(2.52)

p H (t, x, c ) =

eq fs (t, x, c ) ci1

eq ci fs (t, x, c )

(2.53)

Then the distribution function is approximated by truncating the series at some order N :

Grd eq 0 0 1 1 N N (t, x, c ) = fs fs (t, x, c ) Ks p H + Ks p H + + Ks pH

(2.54)

The Ks are obtained by demanding equality of the rst N moments of the real and the approximate distribution function. That is, we solve the linear system N Ms = =0 for the Ks . As a result we know the Ks and thus the ansatz as a function of the densities Ms . Inserting (2.54) into the Boltzmann-equation Grad derived equations of motion for the expansion parameters Ks [12]. So, in the method of Grad closure of the moment equations is achieved by calculating the production terms and the ux of the last moment using the ansatz for the distribution function. Ks eq dc fs c p H

(2.55)

However, it is dicult to give any expression for the entropy density h0 s , its 1 ux hs or production rate rs . One obstacle is that the integrals over f ln f

33

are hard to solve. But more importantly, it is not easy to tell whether a given approximation is a non-negative function (see gure 2.3). Thus denition of the entropy according to (2.35) and proof of a H -theorem require careful examination of appropriate bounds for the Ks .

2.4.4

In the framework of Extended Irreversible Thermodynamics (EIT) developed ller et al. [25] the main objective is determination of a given numby Mu ber of eld variables for which balance equations are assumed to hold. In extension to classical thermodynamics, the eld variables may include nonequilibrium quantities, such as normal and shear stress or heat ux. The balance equations must be supplemented by constitutive relations which express the uxes and productions as functions of the eld variables. It is the task of the constitutive theory applied within the EIT to determine these constitutive relations or, at least, to reduce their generality by the requirement that certain universal physical principles hold:

0 N there exist partial entropy densities h0 s (Ms , . . . , Ms ) which are convex functions of the eld variables: 2 h0 s negative denite ; (2.56) Ms Ms 0 N there exist partial entropy uxes h1 s (Ms , . . . , Ms ) and partial entropy 0 N productions rs (Ms , . . . , Ms ) such that there is a balance law fullled for the entropy density

t

sNs

h0 s + x

sNs

h1 s =

r,sNs

rs 0

(2.57)

the eld equations and the entropy balance equation must be invariant under Galilei or Lorentz transformations, depending whether the theory is non-relativistic or relativistic. Application of these principles to moment systems leads to the following conclusions [24], [25]: the distribution function fs must be a function of a single variable s which is a polynomial in c

N

fs (t, x, c ) = f (s (t, x, c )) ,

where

s =

=0

s (t, x) c .

(2.58)

34

CHAPTER 2. KINETIC THEORY Thus the (t, x)-dependence occurs only through the Lagrange multipliers s (the coecients of the polynomial). In the kinetic theory such solutions fs are referred to as normal solutions. This property is a consequence of the assumption that fs is a functional of a nite number of elds.

1 the entropy density h0 s and entropy ux hs have the form

h0 s = kB h1 s = kB

dc (s dc (s

d ds d ds

Fs Fs ) Fs Fs ) c where

d Fs = fs . (2.59) ds

d ds

N EIT fs (t, x, c )

Fs = fs and the

= exp

=0

s (t, x) c

(2.60)

Thus the functional form of the distribution function is determined. Of course truncation must be such that (1)s remains nite, so the highest powers of the components of c appearing in (2.60) must be even and the Lagrange multipliers s must have appropriate sign. The so far undetermined s can in theory be determined by solving

Ms = EIT dc c fs (s , c ) .

(2.61)

Calculating the unknown uxes as moments of this distribution function EIT and the productions as moments of the collision operator with fs inserted gives the unknown uxes and production terms of the resulting system of partial dierential equations. This system can be characterized as strictly hyperbolic, but unfortunately it appears to be very hard2 to calculate the occurring moments of the distribution function. One can, though, give an approximate method for systems close to thermodynamic equilibrium [25]. With (2.60) and (2.35) the partial entropy density and partial entropy ux take the form

N N s Ms =0

2

h0 s = kB

ns +

h1 s = kB

ns v s +

=0

s Fs

(2.62)

To the best knowledge of the author no method is known to obtain analytic expressions for the moments of an exponential with arbitrary polynomial exponent of degree > 2. On the other hand, no proof is known either that it is impossible [26], [27].

35

EIT These expressions are well-dened, as by (2.60) the distribution function fs is a non-negative function. For the entropy production, however, it becomes EIT dicult to give a form more convenient than its denition (2.35) with fs inserted. This is due to the complicated structure of the part of the collision integral that involves the state after a collision.

2.4.5

In EIT the main focus is on the form of the entropy density. With the entropy density given as a function of the elds one can derive a relation between the change in entropy and the changes in energy, volume and the uxes, also known as extended Gibbs relation. The use of this relation in literature suggests that it is regarded as an exact dierential for the entropy. However, according to the analysis performed by Eu [28] in order to construct a framework of irreversible thermodynamics it is shown not to be an exact dierential in general. The extended Gibbs relation is, though, an exact dierential for reversible processes. The modied moment method [28], [29] therefore pays more attention to an easy physical interpretation of entropy production, rather than entropy density: The entropy production is regarded a direct measure of the energy dissipation arising from molecular collisions in the system which in turn give rise to dissipative evolutions of non-conserved macroscopic uxes (moments). In contrast to the method of Grad and the EIT, the ansatz for fs is chosen for the modied moment method such that the entropy production takes a particularly simple form. This form makes the connection of the entropy production and the evolution of non-conserved variables more obvious. So, derivation of the modied moment method starts from the non-equilibrium canonical distribution

MMM fs = exp

1 kB T

ms c 2

Xs s

(2.63)

where T is the thermodynamic temperature of the mixture (not the species) dened by (2.34), the chemical potential s is determined by (2.3) and the are polynomials in c such that ( )s give the thermodynamic quantities of interest. The Xs are functions of the densities ( )s and given as the solution of the algebraic relation

( )s Xs = (kB T (s eq s )) ( )s ,

(2.64)

36

which poses the same hard problem as the EIT since the left hand side involves the calculation of moments of (2.63). Given the distribution function as dened by (2.63) we have for the entropy production rs = 1 T

Xs

dc Srs =

1 T

Xs Prs ,

(2.65)

which can indeed better be associated with the evolution of non-conserved variables than the corresponding expressions for Grads method or the EIT.

2.4.6

As stated in the beginning of this section, moment closures should result in well-posed systems respecting physical symmetries, yield moments that are realized by non-negative fs and recover the proper uid dynamical approximations. Levermore proposed [30], [31] that these requirements can be met by requiring that the N dimensional subspace of functions of c should satisfy the following conditions: 1. The set of linear combinations of the chosen functions of c must contain any linear combination of 1, the components of c , and c 2 . This condition is necessary to be able to describe equilibrium conditions exactly and thereby recover any uid dynamical approximation. 2. The set of linear combinations of the chosen functions of c must be invariant under translations and rotations of the velocity vector c . This condition ensures Galileian invariance of the resulting moment equations. 3. The convex set of all those functions which are linear combinations of the chosen subset of functions of c and for which dc exp ((c )) < must not be empty. This condition ensures that fs chosen as below will have a nite (1)s and there is a balance law for a well-dened entropy density that features a non-negative production rate. (2.66)

37

With the subset of functions satisfying these conditions Levermore proposes an ansatz for fs as L fs = exp () (2.67) where is a linear combination of the functions chosen to span the subspace of functions of c that must satisfy (2.66). So, except for a more restrictive statement about the admissible sets of functions to constitute the subspace of functions in c , Levermores system appears to be the same as that obtained in the framework of EIT. As in the EIT, closure is in theory L achieved by calculating the moments of fs , which in practice poses a hard problem.

2.4.7

Lattice-Boltzmann Methods

Lattice Boltzmann Methods (LBM) are a particular version of discrete velocity models [32] for solution of the Boltzmann equation. The starting point is usually the choice of a set of discrete velocities and then hydrodynamic properties of the chosen interaction model are derived by a ChapmanEnskog expansion [33], [34]. However, as proposed by Ancona [35] and generalized in [36] the LBM may also be considered a particular kind of moment methods. With the concepts we have introduced so far it is quite easy to understand the LBM as a particular method to solve moment equations for discrete velocity gases. Starting from a (xed and arbitrary) set of discrete velocities ci , i Nc we formally write the ansatz for the distribution function fs as

LBM fs = i

ni s (c ci )

(2.68)

where the ni s are time and space dependent parameters that have to be determined. With this ansatz, the typical condition that the rst moments LBM of fs should match the moments of the exact but unknown fs reduces to Ms = ni (2.69) s ci .

i

Clearly whether this linear relation can be solved for the unknown parameters ni s depends on the particular choice of the ci . If we can solve (2.69) the parameters are known and we obtain a closed system of partial dierential equations of the form (2.39). For this we have to calculate the last N +1 ux Ms and the force term according to (2.39) with (2.68) inserted. For

38

Prs = i,j ij where (rs ) are some constants calculated from the corresponding collision integral. However, the production terms are often substituted by an approximation that aids in ecient implementation of the resulting numerical scheme. Following the arguments in subsection 3.4 the equations of motion obtained above can be rewritten in a form similar to (3.20). The convection tensor As appearing in the equivalent of (3.20) for the ns becomes particularly simple, namely constant. This means the left-hand side constitutes a linear, hyperbolic3 partial dierential operator with constant coecients. As is obvious from (2.70) the production terms appear to be a bilinear form in nr and ns with constant coecients. j ij ni r ns (rs ) ,

(2.70)

If all d components of the convection tensor As are diagonalizable with the same similarity transformation (which as well depends on the choice of the ci ) we can construct the canonical or characteristic form of the equations of motion, where the components of As assume diagonal form. This is a particularly simple form as then the coupled system of partial dierential equations in the ni s decouples into a set of simple convection equations for the characteristic variables n i s which are only related to each other by the production terms: i t n i i x n s = s+c

rNs i,j ij n i j rs . rn s

(2.71)

Apart from the ansatz (2.68) the second essential step in the derivation of lattice Boltzmann schemes is a particular discretization of (2.71). We take a simple nite-dierence approximation where we use an Euler-forward difference for t , an Euler-backward dierence for c i x and choose the discretization grid such that we have x = c i t. The result is a particularly simple iteration scheme: n i i i t) + t s (t + t, x) = n s (t, x + c

rNs i,j ij n i j rs . r (t, x) n s (t, x)

(2.72)

Equation (2.72) or (2.71) in one or the other intermediate form is usually the starting point in many papers that discuss the hydrodynamic properties of

3

If the properties of As are such that hyperbolicity is given. This depends on the choice of the ci . See [37] for an introduction to hyperbolic systems.

39

lattice Boltzmann schemes. It is generally considered a discrete form of the Boltzmann equation, but this might not generally be the case. Recapitulating the derivation of (2.72) we understand that this scheme relies on an extremely tight coupling of the discretization in space and time with the particular choice of the discrete velocities. Thus we should only consider (2.71) a discrete version of the Boltzmann equation if the choice of the ci is such that the components of the convection tensor As take the appropriate form. Furthermore, in order to obtain (2.72) with the same t for all i either all characteristic speeds c i must have the same magnitude or we introduce grids of dierent spacing x for each characteristic speed. The construction of such sets of characteristic velocities might be possible in a limited manner only (e.g. for the case of isothermal ows with the uid in local equilibrium). In addition, there arise problems in connection with the derivation of consistent collision operators with proper collision invariants that quickly lead to hard problems in number theory [38]. Discussion of this subject is denitely beyond the scope of this work, but the above derivation casts considerable doubt on whether non-isothermal LBM (with a consistent derivation from the Boltzmann equation) might be possible without losing the advantages of the scheme.

2.4.8

Summary

This section has given a brief review of the various moment methods known in the literature on kinetic theory. It is only for the case of local equilibrium that all physically important properties (distribution function, entropy density and entropy productions) can be given as functions of the macroscopic elds in analytic form. For all the other methods, we have either a simple form of the ansatz fs (Grad), the entropy density (EIT and Levermore), the entropy productions (Eu) or simple numerics (lattice Boltzmann). But, application often requires a perturbative approximation for states close to equilibrium, and even though a simple numerical scheme is derived, extension to non-isothermal ows is non-trivial. So each method has its own strength in a particular eld, but none provides all properties desired in the introduction to this section. The cumulant method, presented in the next chapter(s), tries to circumvent a perturbative approach to closing equation (2.39). It has disadvantages too, to be discussed in the conclusions, but the main strength is that equations of motion can be derived in their full, non-linear form. Comparison might give a hint how to improve any of the methods presented here.

40

This chapter presents a new method of deriving a set of moment equations that circumvents some of the diculties associated with the methods presented in the previous section. The method was developed by the author and was originally published in [39] and [40]. The main advantage is that no perturbative approach is needed to derive a relation of the moments and the ansatz parameters. Presenting analytical results obtained about and with this method, this chapter is organized as follows. We will start with a review of the mathematical interpretation of the moments and their relation to the basic elds of the formulation developed here, the cumulants. Next a particular ansatz for the phase space density is given, motivated by the assumption that higher order correlations of the particles in the gas decay more quickly than low order ones. Then we will discuss the relation between the cumulants and the moments and derive equations of motion for the cumulants. Calculation of the production terms appears to be the most dicult step in this process and will be presented for two interaction models, namely the Maxwell gas and a simple single-relaxation-time ansatz for the collision operator. Though highly non-linear, the production terms decouple into independent subsystems for states close to equilibrium. This motivates a linearization of the production terms and allows us to obtain an analytic solution for the approach to equilibrium. The relaxation processes taking place provide the key to compare the cumulant method with the Navier-Stokes model and close this chapter. We will see that the eigenvariables of the production terms map one to one to well-known thermodynamical quantities. A discussion of the range of validity of the equations derived here and a presentation of numerical solutions for selected problems will be given in the next chapter.

41

42

CM03ProductionEV

CM03ClassicLinearization

To a considerable extent the results presented in this chapter were obtained using the software Mathematica [41]. The complete program has been published electronically [42], making it possible for the interested reader to follow and verify the calculations presented in this work and to obtain results for higher order approximations than are presented here. The program is organized in modules and some require others evaluated rst. The necessary sequence can be deduced from gure 3.1. CM00-Common provides denitions and functions used by most other modules. CM01-Maxwell-Mix and CM01-Maxwell-Gas calculate the production terms for a mixture and gas with Maxwell interaction. Similarly, CM01-BGK-Mix evaluates the production terms for the BGK mixture from section 3.5. CM01-MaxwellGas-lowmem may substitute CM00-Common and CM01-Maxwell-Gas with considerably lower memory requirements. CM02-Linearization calculates a linear approximation of the production terms, used by CM03-ProductionEV to determine the eigensystem of the linearized production terms. The remaining modules examine the domain of hyperbolicity of the cumulant equations, give a simplied form of the production terms and compare the linearized production terms with those from a linearization in terms of the distribution function.

43

3.1

If we know the distribution function fs (t, x, c ) we can determine the characteristic function s (t, x, ) (see [43]) as the velocity-Fourier-transform of the distribution function s (t, x, ) = 1 (2 )d/2

Rd

dc fs (t, x, c ) e+ i c = dc s (t, x, ) e i c .

1 e+ i c (2 )d/2

(3.1)

fs (t, x, c ) =

1 (2 )d/2

Rd

(3.2)

As fs is a density with nite (1)s we know that fs 0 for c and consequently that s exists [43]. Performing a Taylor-expansion of the exponential factor about = 0 we have 1 s = (2 )d/2

=0

i c !

=

s =0

i (c )s , d/ 2 (2 ) !

(3.3)

where and c refer to the tensorial powers of and c respectively. Thus we nd that the moments are the coecients of a Taylor-expansion of the characteristic function about = 0. Given the characteristic function s (t, x, ) we can derive the moments by repeated dierentiation as

Ms (t, x) = (c )s = (2 )d/2 i s (t, x, 0) ,

(3.4)

which is why s is also referred to as the moment-generating function. If we can determine the characteristic function as a function of the ansatz parameters for fs we could calculate all moments as functions of the parameters by appropriate dierentiation. We also see that a simple truncation of the series (3.3) is clearly a bad choice for an approximation, as this fails to describe the asymptotic behavior fs 0 for c even for the simplest case of thermodynamic equilibrium. This is because of the well-known fact that a truncated Taylor expansion approximates a given function well only in the (close) neighbourhood of the point the expansion is taken at. Thus we can understand the closure problem discussed in 2.4 also as the problem of expressing all moments Ms with > N as a function of the (given) mo ments Ms with N . That is, series (3.3) is not truncated, but moments of order higher than N have to be fully determined by the moments of lower order.

44

3.2

The Cumulants

1 es (2 )d/2

(3.6)

where the coecients Cs denote the so-called cumulants [44] of order . The cumulants are dened by equation (3.6) and may be, like the moments, derived from the cumulant-generating function s by Cs (t, x) = i s (t, x, 0)

and

s Ms = (t, x, 0) ie

(3.7)

Analysis of the resulting expressions shows us that we may write the functional dependence of the moments on the cumulants as

Ms

=

=0

X (Cs )

(3.8)

with the Kronecker-symbol i,k = 1 if i = k , else 0, and some constant characteristic tensors Y of (sub-)diagonal form: Y =

(, ) ,

(3.9)

where the parentheses at the Kronecker index pair denote appropriate symmetrization. In general Y is a block-structured matrix with only the -th (block-)sub-diagonal containing non-zero elements. As a consequence, the X are (block-)lower-triangular matrices. It should be noted that this may be regarded as a generalized principle of Galileian-like relativity for higher cumulants. Ruggeri [45] (see also [25]) has shown that the principle of Galilei-invariance applied to moment equations allows us to write the dependence of the moments on the velocity in a form nc Ms = X 1 (v s ) Ms (3.10)

45

nc where Ms is the non-convective part of the moments. Later we will see 1 that Cs can be interpreted as the ow velocity. As the matrix X 0 is a diagonal matrix with equal elements, we can commute the rst two matrices in the product and nd exactly the form shown by Ruggeri. If repeated for the next factors, equation (3.8) may be considered a generalization of the conclusions from the principle of Galileian invariance to higher cumulants.

3.3

As is known from statistics, the cumulants can actually be viewed as a measure of correlation between the velocity components. The principal idea of the cumulant method [39] is that if collisions between uid particles are such that they tend to decrease high-order correlations more quickly than loworder correlations we may choose to characterize a quasi-stationary state by (almost) vanishing higher cumulants. That is, we approximate the cumulant generating function s by a truncation of the series (3.6) and choose a nite set of cumulants up to order N to be the set of macroscopic variables to describe the quasi-stationary state. Thus we have (0 , . . . , N )T

s 0 1 N = Cs , Cs , . . . , Cs T

and

Cs = 0;

> N , (3.11)

=0

i Cs !

(3.12)

and fs is given by (3.2). As already noted, it is exactly this step from an innite to a nite number of series coecients which causes the reduction of the set of possible solutions to the Boltzmann equation to a set of normal solutions. For a nite set of non-vanishing cumulants the matrices X become identity matrices for N < in the quasi-stationary state and we can give the dependence of the moments on our chosen set of variables by

0 1 2 N ) X 1 (Cs ) X 2 (Cs ) X N (Cs ) 10 Ms = X 0 (Cs

(3.13)

with 10 = (1, 0, 0, 0, . . .)T and Ms denoting the column vector of the densities Ms . For the column vector F s of uxes F s we have

0 1 2 N F s = X 0 (Cs ) X 1 (Cs ) X 2 (Cs ) X N (Cs ) 11

(3.14)

with 11 = (0, 1, 0, 0, . . .)T . Note that the components of 1i are tensors of appropriate order. Performing the calculations as according to (3.7) or (3.13) we have for the 2D-case the dependence as given in equation (3.15).

46

0 = eC 0 M 1 = eC 0 M Cx Cy

C x C x + C xx 2 = eC 0 C x C y + C xy M C y C y + C yy CHAPTER 3. THE CUMULANT METHOD C x C x C x + 3 C x C xx + C xxx x xy x x y C + C y C xx + C xxy 3 = eC 0 C x C y C y + 2 C M C C C + C x C yy + 2 C y C xy + C xyy C y C y C y + 3 C y C yy + C yyy C x C x C x C x + 6 C x C x C xx + 4 C x C xxx + 3 C xx C xx + C xxxx

(3.15)

x x x y C C C C + 3 C x C x C xy + 3 C x C xx C y + 3 C x C xxy + C xxx C y + 3 C xx C xy + C xxxy x x y y xxy y x xyy C C C C + 2C C + 2C C + 4 C0 M =e xx y y x xy y x x yy xx yy xy xy xxyy C C C + 4 C C C + C C C + C C + 2 C C + C x y y y C C C C + 3 C x C y C yy + 3 C xy C y C y + C x C yyy + 3 C xyy C y + 3 C xy C yy + C xyyy y y y y y y yy y yyy yy yy yyyy C C C C + 6C C C + 4C C + 3C C + C

0 = ln M 0 C 1 = C

1 M0

3 03 3 2 2

2 = C

1 M 02

3 = C

1 M 03

(3.16)

M M M M 3M M M 3M M M 6M 0 M x M xx M y + 6M 0 M x M x M xy 6M x M x M x M y

2 2 2

xxxy

02

xxx

02

xx

xy

02

xxy

4 = C

1 M 04

3 2 2 3 2 2 2

47

48

Note that only the reduced moments with their linearly independent components are given. We observe that a moment up to order contains only cumulant components up to the same order . Though the relations between moments and cumulants quickly become highly nonlinear, this property allows us to calculate the inverse relation between the cumulants and moments which is independent of the approximation order N . The result is given in equation (3.16). So we have a global, explicit and invertible functional dependence of the moments on the cumulants and vice versa. We conclude that a (nite) set of moments Ms and a set of cumulants of same order N can be considered an equivalent description in the sense that the rst N + 1 moments of both associated approximations of the distribution function are the same. There are, however, dierences in how closure of the equations of motion is achieved. Inserting (2.34) into (3.12) and comparing the coecients of the various orders of we nd

0 Cs = ln ns 1 Cs =v 2 Cs =

kB T 1 ms

Cs = 0 ; > 2

(3.17)

for the cumulant values for the characteristic function eq s , describing the system at thermodynamic equilibrium. If we substitute s by a tensor polynom in of degree N we have to be careful to preserve the correct asymptotic behavior of s for non-equilibrium states. In order to have fs 0 for c we have to demand s for . As this has to be the case for any truncation of (3.6), we have to constrain the coecients of products with even powers of one component of to be non-negative or non-positive, depending on the sign of the corresponding term in the series. For instance, the 2 diagonal terms of the second order cumulant Cs have to be non-negative. We will see that they also correspond to the mean square of the particle velocity relative to the mean and thus (. . .2 )s cannot be negative for non-negative fs . However, for higher order cumulants, e.g. the non-positive main diagonal elements of the fourth order cumulant, this appears to be a true constraint. It shall be noted that there are further limitations to obtain hyperbolic equations of motion, to be discussed in a later section. The constraints on the admissible cumulant values illustrate also the fact that the equilibrium state must be at the boundary of the space of admissible cumulant values. The above constraints mean that a value of zero is at the boundary of the space of admissible cumulant values, and because all cumulants of order > 2 vanish in equilibrium state, equilibrium values describe a boundary (more precisely an edge) point.

49

3.4

As there is a global, explicit and invertible relation Ms (Cs ) between cumulants Cs and moments Ms we can give the equations of motion for either the cumulants or the moments. For a formulation with the moments as the set of basic elds which is the traditional style for moment systems we have to calculate the relation Cs (Ms ). From (2.39) we get directly equations of motion in balance form t Ms + x F s = Gs +

r Ns

Prs

(3.18)

which are closed by the constitutive relations F s (Cs (Ms )) for the uxes, Gs (Cs (Ms )) for the force term and Prs (Cr (Mr ), Cs (Ms )) for the productions. So the moments are balanced variables, as they obey a set of balance equations. In the case of vanishing productions (e.g. Euler-equations) we would speak of conserved variables, as is the common terminology in (mathematical) analysis of hyperbolic systems [37]. On the other hand, we may derive equations with the cumulants as basic elds. This results in a set of equations in convection (or quasi-linear) form, stated for a set of primitive variables. To do so, we rewrite (2.39) in the reduced form and by use of the relation Ms (Cs ) and the chain rule we have C F s x Cs = Gs + Ms t Cs + C

s s

rs . P

r Ns

(3.19)

As the reduced vector of the moments does not have the redundancy as the expanded moment vector (see 2.4), the Jacobi-matrix C Ms is not singular s s and the inverse is dened. Thus we obtain a reduced set of equations for C written as s = E s + s + As x C t C

r Ns

rs B

1 1 1

C Ms

s

C Fs ,

s

(3.20)

C Ms

s

rs , P s . G

C Ms

s

With equations (2.39), (3.7) and (3.20) we get for the convection tensor components the simple form given in equations (3.21) and (3.22).

50

0 1 0 Cx 0 0 3C xx C xy 0 0 6C xxx C xyy 0 0

0 0 1 0 Cx 0 0 2C xx 2C xy 0 0

0 0 0 0 0 Cx 0 0 C xx 3C xy 0 0

0 0 0 1 0 0 Cx 0 0 0 4C xx C xy 0 0 0

0 0 0 0 1 0 0 Cx 0 0 0 3C xx 0 0

0 0 0 0 0 1 0 0 Cx 0 0 0

0 0 0 0 0 0 0 0 0 Cx 0 0 0 4C xy

0 0 0 0 0 0 1 0 0 0 Cx 0 0 0 0

0 0 0 0 0 0 0 1 0 0 0 Cx 0 0 0

0 0 0 0 0 0 0 0 1 0 0 0 Cx 0 0

0 0 0 0 0 0 0 0 0 1 0 0 0 Cx 0

As

C xxxxx 4C xxxx

C xxxxy 3C xxxy C xxxx 3C xxy 3C xxx C xxxyy 2C xxyy 2C xxxy C xxyyy C xyyyy C xyyy 0 3C xxyy 4C xyyy

2C xy 2C xx 0

3C xy C xx

0 0 0 0 0 0 0 0 0 0 0 0 0 x C (3.21)

0 0 0 Cy 0 0 3C xy C yy 0 0 6C xxy C yyy 0 0

0 1 0 0 Cy 0 0 2C xy 2C yy 0 0

0 0 1 0 0 Cy 0 0 C xy 3C yy 0 0

0 0 0 0 0 0 Cy 0 0 0 4C xy C yy 0 0 0

0 0 0 1 0 0 0 Cy 0 0 0 3C xy 0 0

0 0 0 0 1 0 0 0 Cy 0 0 0

0 0 0 0 0 1 0 0 0 Cy 0 0 0 4C yy

0 0 0 0 0 0 0 0 0 0 Cy 0 0 0 0

0 0 0 0 0 0 1 0 0 0 0 Cy 0 0 0

0 0 0 0 0 0 0 1 0 0 0 0 Cy 0 0

0 0 0 0 0 0 0 0 1 0 0 0 0 Cy 0

As

C xxxxy 4C xxxy

C xxxyy 3C xxyy C xxxy 3C xyy 3C xxy C xxyyy 2C xyyy 2C xxyy C xyyyy C yyyyy C yyyy 0 3C xyyy 4C yyyy

2C yy 2C xy 0

3C yy C xy

0 0 0 0 0 0 0 0 1 0 0 0 0 y C (3.22)

51

52

We observe that the convection tensor components are sparse, block structured matrices linear in the cumulants. The block structure is almost lower triangular with the rst block-diagonal above the main containing constant entries. The main- and sub-main diagonal block entries are b + 1-diagonal band matrices, where b is the (column- or row-) block-distance from the main diagonal. Thus, the diagonal blocks are diagonal, the sub-diagonal blocks are bi-diagonal, the sub-sub-diagonal blocks are tri-diagonal and so on. This block-structure is retained for any order of approximation, thus we could formally write equations of motion for an innite set of cumulants. In this notation, for a nite set of cumulants, all blocks with a main-diagonal distance b N vanish, as cumulants of order > N are set to zero in the cumulant ansatz. If we consider the components of As up to row and column N , only the bottom-left block will vanish. But rows closer to the main-diagonal do not and if we consider a series of innite As where the truncation order N is decreased from innity toward zero we nd that these entries result in additional equations though known to exist [46] not considered nor discussed in the literature on traditional moment methods. Recently Brini et al. [47] proposed in the context of EIT that in order for the moments to be a solution of the entropy law (2.37), the boundary conditions should include that some critical derivatives vanish at the boundary. The ndings of a later section (section 3.7) suggest that there might possibly be a relation between Brinis critical derivatives and these extra equations. We will come back to this point in the conclusions; an exact discussion, however, has to be left to future research. takes a particularly simple On the right hand side of (3.20), the force term E s 1 s = as : form, as the only non-vanishing term is E = (0 as 0 0 E s . . .)T (3.23)

The production terms are calculated from the moment productions, which will be done for some models of particle-particle interaction in the next section.

53

3.5

dc Srs e i c . (3.24)

From (3.4) we conclude that we may calculate the production rates Prs as Prs = (2 )d/2 i rs (t, x, 0) with rs = 1 (2 )d/2

Equation (3.24) together with an explicit form of rs [r , s ] as a functional of r and s constitutes a very simple yet powerful approach to calculate the Prs . Production terms for the cumulant equations can be calculated from only the Jacobian (3.20) where in addition to the moment productions P rs (C ) needs to be known. Though there is no problem in principle of M s s applying the method to Maxwell gases, the expressions become quickly very complicated. Therefore we will examine a linearization for states close to equilibrium and discuss its relation to the classical linearization found in the literature on kinetic theory. Another popular simplication of the collision terms is the BGK approximation, for which the above method is applicable too. A comparison and discussion of the various approximations, though, has to be delayed until the implications on relaxation processes and the relation of the cumulant equations to continuum models are evident.

3.5.1

2D Maxwell Mixture

Following the idea of Bobylev [48] we insert = e i cs , the inverse of (2.20) and (2.24) or (2.25) into (2.7), reorder the sequence of integration and make use of (3.1) so that we nd 2D rs [r , s ] = 3D rs [r , s ] = with the integral kernel [r , s ] [r , s ] = 1 r ( D+ ) s ( D ) r (0) s ( ) . + + 2 (3.26)

2 rs (2 )2 rs

d [r , s ] (3.25) d d [r , s ]

2 rs (2 )3 rs

Note that D+ and D are as in (2.21) but with S 1 instead of S . + + This result is mainly due to the fact that rs crs dn is independent of crs for the Maxwell gas. This and the linearity of (2.20) allows us to write rs in (3.24) such that we obtain (3.26) by use of the denition of .

54

=B (C ,C ) for the production According to (3.24) we have formally B rs rs r s terms in (3.20). This can be recast into a more convenient form if we intrors as duce the relative cumulants C

Crs = Cr Cs

0 Crs = 0,

(3.27)

j (t, x) = nr (t, x)

2 rs rs

0

1 cos j 2D ()

(3.28)

So, carrying out the procedure outlined above we nd for the cumulant pro for the rst four orders = 0, . . . , 3 duction terms B rs

0 rs B = (0) x 1 1 Mrs y 1 1 Mrs

1 rs B =

2 B rs

xyy xxx xyy xxx + 3 + 3 3 + 3 11 Mrs 12 Mrs + 2 Cs 1 Cs 3 xy 3 yy xx x y x 3 5 Cs Mrs + 6 Cs Mrs + 7 Cs Mrs 3 xxy yyy xxy yyy 3 Cs + 3 + 3 + 3 4 Cs 13 Mrs 14 Mrs + 3 3 xy y yy y x xx 3 8 Cs Mrs + 9 Cs Mrs + 10 Cs Mrs = 3 xxx 3 xyy xxx xyy C 3 + 3 14 Mrs 13 Mrs + 4 s 3 + 3 Cs + 3 yy x y xx x xy Mrs + 3 10 Cs 9 Cs Mrs + 8 Cs Mrs 3 xxy yyy xxy yyy 2 Cs + 3 + 3 + 3 1 Cs 12 Mrs 11 Mrs + 3 xy 3 yy x y xx y 3 7 Cs Mrs + 6 Cs Mrs + 5 Cs Mrs

(3.29)

3 rs B

The Mrs denote moments constructed from the relative cumulants Crs . Equa tion (3.30) gives the coecients i as functions of the mass dierence parameter rs (where the index rs has been dropped for convenience). We nd that the functional relation is given by simple polynomials in rs of degree :

1 1 = 2 1 2 2 2 3 2 4 2 5 2 6 3 1 3 2 3 3 3 4 3 5 3 6 3 7 3 8 3 9 3 10 3 11 3 12 3 13 3 14 = = = = = = = = = =

1 1 2 2

1 2 2

+ + + + + + + + + + +

1 2 2

+ + + + + + + + + +

(41 2 ) 2 (41 22 ) (21 1 2 2)

1 2 2

2 2 2 2 2 2 2 2 2 2 2 + 3( 45 9 +3 3 4 1 2 2 4 3) 2 + 3( 3 +32 3 3 2 1 2 3) 2 + 3( 3 +3 3 3 4 1 3 2 4 3) 2 + 3( 13 5 +3 3 4 1 3 2 4 3) 2 + 3( 13 52 + 3 3 2 1 2 3) 2 + 3( 3 +3 3 3 4 1 2 2 4 3) 2 + 3( 15 3 +1 3 8 1 4 2 8 3) 2 + 3( 3 +3 3 3 8 1 4 2 8 3) (3.30)

2 1 1 4 2

1 4 2 1 2 1 2

(1 2 ) (31 3 2 2)

3 2 2

(21 2 ) (61 3 2 2)

3 2 2

3 4 2

3 4 2

5 4 2

1 4 2

(31 5 2 2)

1 2 2

(61 5 2 2)

1 2 2

= ( 3 3 +3 + ( 39 15 +9 + ( 87 21 +9 8 1 4 2 8 3) 8 1 4 2 8 3) 4 1 2 2 4 3) 9 = 3 + (4 1 + 3 9 + (9 +62 9 (3 4 1 4 3) 2 2 4 3) 2 1 2 3) 3 3 3 9 9 9 9 9 9 = ( 8 1 + 4 2 8 3 ) + ( 8 1 + 4 2 8 3 ) + ( 4 1 + 2 2 4 3 ) +9 = ( 3 1 +3 + (7 7 +9 + ( 23 11 8 1 4 2 8 3) 8 1 4 2 8 3) 4 1 2 2 4 3) = ( 3 2 + 3 + (7 9 +9 + ( 23 122 + 9 4 1 4 3) 4 1 2 2 4 3) 2 1 2 3) = (3 +1 3 + (9 +5 9 + (9 +7 9 8 1 4 2 8 3) 8 1 4 2 8 3) 4 1 2 2 4 3) = ( 15 3 + 1 + ( 45 9 + 3 + ( 45 9 +3 16 1 8 2 16 3 ) 16 1 8 2 16 3 ) 8 1 4 2 8 3) 3 9 = ( 16 1 + 3 3 + ( 16 1 + 9 9 + (9 +9 9 8 2 16 3 ) 8 2 16 3 ) 8 1 4 2 8 3)

+9 + ( 39 15 +9 2 + 3( 13 5 +3 3 = ( 13 5 + 3 + ( 39 15 16 1 8 2 16 3 ) 16 1 8 2 16 3 ) 8 1 4 2 8 3) 8 1 4 2 8 3) 1 3 2 + 3( 1 +1 1 3 = ( 16 1 + 1 1 + ( 16 1 + 3 3 + (3 +3 3 8 2 16 3 ) 8 2 16 3 ) 8 1 4 2 8 3) 8 1 4 2 8 3)

55

56

3.5.2

2D Maxwell Gas

For a mono-atomic gas (composed of a single component s) the production terms (3.29) and (3.30) simplify considerably as we have rs = 0 and thus the coecients i become simple constants. Also, the relative cumulants Crs vanish. Consequently the moments Mrs constructed from these vanish too. As we do not have to distinguish between the various particle species (there is only one), we drop the species indices in the following formulas. With these simplications we get directly from equations (3.29) and (3.30) the production terms for a mono-atomic Maxwell gas as xx C C yy 0 = ( 0 ) 2 = 2 2 C xy B B 2 yy xx C C 1 = B 0 0 3 = 2 B 4 3 C xxx 5 C xxy 5 C xyy 3 C yyy 3 C xyy C yyy . C xxx 3 C xxy (3.31)

We nd that the production operator is a linear operator in the cumulants up to order N = 3. This property is not retained for higher-order approximations, as from N = 4 the productions begin to contain a non-linear part:

xxxx + 4 C xxyy + 4 C yyyy + 4 C xx 2 + 4 C xx C yy + 4 C yy 2 + 4 C xy 2 4 3C 2 1 8 9 8 10

1 7 4 1 = ( 8 2 + 32 4 ) 3 3 4 + 16 4 2= 4 2 4 1 1 3 = 8 2 32 4 1 5 4 4 = ( 4 2 + 8 4 ) 1 4 + 1 5= 4 2 8 4

4 i

given by

3 4 3 11 = 2 2 4 4 4 12 = ( 3 3 ) 2 2 4 4 4 3 1 13 = ( 4 2 16 4 ) (3.33) 1 4 3 14 = 2 2 8 4 4 15 = 22 3 4 4

1 1 4 + 32 4 6 = 8 2 4 3 7 = ( 5 + 16 4 ) 4 2 4 3 3 8 = 4 2 16 4 3 3 4 9 = ( 2 2 8 4 ) 3 4 10 = 4 4

57

3.5.3

For states close to thermodynamic equilibrium we may introduce an approximation of the (in general highly nonlinear) production terms. First we make a (C ,C ) around the (local) equilibrium values C eq Taylor-expansion of B rs s rs s eq rs =C C eq we have and C . With C = B rs B rs

1 1! eq

+

eq

C Brs

s

s + B rs C C

rs

eq

rs + C (3.34)

eq eq

1 2!

2 C

rs B

eq

s C s + B rs C C C

s rs

s C rs + C

2 C Brs

rs

C + C rs rs

and C to be suThe rst term vanishes by denition, thus for C s rs ciently small for all species (combinations), the most signicant contribution is made by the linear term and we may discard any higher order terms. Thus we have lin C rs s + B rs C rs =B B (3.35) s with s = B rs B C

s

eq

and

rs = B rs B C

rs

eq

(3.36)

(3.37)

58

, the coecients B i are given by the following expressions (with rs For B s abbreviated by again):

0 Bs =0 1 Bs =0 2 Bs = 22 + 3 Bs =

2 2

(21 2 ) 2

+ +

(41 2 ) 2

2 2

4 Bs = 2 + (21 22 ) + (41 22 ) 2 5 2 + 3 32 + 6 32 2 Bs = 3 ( 1 2 ) ( 1 2 ) 4 6 Bs =

32 4

+ +

32 2

+ +

32 2

2 2

7 2 + 3 52 + 6 52 2 Bs = 5 ( 1 2 ) ( 1 2 ) 4 8 Bs = 9 Bs =

2 4 2 2 2 2

72 4 32 8

10 Bs =

3 32 + 164 4

2 1 21 9 3 3 + ( 154 22 + 43 84 ) + ( 2 1 2 2 + 2 3 8 4 ) 3 4 1 9 3 3 + ( 392 122 + 2 3 4 4 ) + (421 212 +63 4 4 ) 1 + 32 33 + 34 1 +3 93 + 94 + ( 3 + ( 9 2 2 4 2 4 4 ) 2 2 4 ) 3 4 1 27 9 9 + ( 272 +92 2 3 + 2 4 ) + (181 +182 183 + 2 4 ) 2 34 + + 2 ( 22 84 ) ( 3 2 8 )

(3.38)

11 Bs =

2 4 32 8

+

12 Bs =

52 84 4

4 (32 3 4 )

3 +

4 (32 3 4 )

1 + 2 33 + 4 + ( 3 + 8 4 8 2 ) 271 32 273 + ( 4 + 2 4 +34 ) 3 + 1 93 + 34 ( 9 4 4 2 )

13 Bs =

2 + 84 4

2 4

14 Bs =

2 4 + 32 8

15 2 34 Bs = 5 4 16

( 81 + 42 83 + 84 )

approximates the part of the production terms that is s C The term B due to the s-species uid alone. Even though this part does not depend on the state of the r-species uid except nr , it depends on the properties of the r-species through rs and i (rs , rs ). are given by With the same notation, the coecients for B

rs

0 Brs =0 1 Brs = 1 + 1 2 Brs = 1 42 + (21 22 ) + (21 22 ) 2 3 2 2 Brs = 42 + + 2 2 2 4 2 Brs = 1 2 + (21 2 ) + (21 2 ) 2 5 Brs = 6 Brs = 7 Brs = 8 Brs = 9 Brs = 10 Brs = 11 Brs = 12 Brs = 13 Brs = 14 Brs = 15 Brs =

3 3 151 8 2 + 16 16 31 32 33 + 8 16 16 131 5 3 8 2 + 163 16 1 3 + 82 16 16

2 3 1 9 3 45 9 3 45 9 3 + ( 45 8 2 + 163 ) + ( 8 1 4 2 + 8 3 ) + ( 8 1 4 2 + 8 3 ) 16 2 91 92 93 91 92 93 91 92 93 + ( 16 + 8 16 ) + ( 8 + 4 8 ) + ( 8 + 4 8 ) 3 2 3 1 15 9 39 15 9 39 15 9 + ( 39 8 2 + 163 ) + ( 8 1 4 2 + 8 3 ) + ( 8 1 4 2 + 8 3 ) 16 2 3 1 3 3 3 3 3 3 3 3 + ( 316 + 8 2 163 ) + ( 8 1 + 4 2 8 3 ) + ( 8 1 + 4 2 8 3 ) 2 1 21 3 3 1 72 + 3 4 + ( 7 + ( 212 4 2 + 2 3 164 ) 2 4 2 16 ) 3 4 2 3 21 3 + (211 212 +33 8 4 ) + (211 2 2 +33 8 4 ) 2 31 32 33 34 91 92 93 94 + ( 2 + 2 2 + 8 ) + ( 2 + 2 2 + 8 ) 4 4 + (91 +92 93 + 9 3 + (91 +92 93 + 9 4 4 ) 4 ) 4 2 34 + + 2 ( 42 ( 3 16 ) 4 16 ) 3 32 34 32 34 + + 4 ( 2 8 ) ( 2 8 ) 2 1 5 5 33 15 15 3 + ( 114 2 2 + 4 3 44 ) + ( 4 1 2 2 + 4 3 4 4 ) 3 331 153 34 331 153 34 + ( 2 152 + 2 2 ) + ( 2 152 + 2 2 ) 4 1 + 2 33 + 4 1 + 32 93 + 34 + ( 3 + ( 9 2 4 2 4 4 ) 4 2 4 4 ) 1 +3 93 + 34 1 +3 93 + 34 + ( 9 3 + ( 9 4 2 2 2 2 2 ) 2 2 2 ) 1 2 3 4 31 32 33 34 + ( 4 + 4 4 + 16 ) + ( 4 + 4 4 + 16 ) 2 1 + 32 33 + 34 1 + 32 33 + 34 + ( 3 3 + ( 3 4 2 2 2 8 ) 2 2 2 8 ) 51 52 33 34 151 152 93 94 + ( 2 2 + 2 8 ) + ( 2 2 + 2 8 ) 2 4 4 + (151 152 +93 9 3 + (151 152 +93 9 4 . 4 ) 4 )

71 7 4 162 + 83 64 8

(3.39)

31 3 3 3 + 8 2 8 3 + 324 8

2 4 64 16

111 5 5 4 8 2 + 163 16 16

31 3 4 + 82 163 + 16 16

1 2 3 4 + 16 16 + 64 16

51 5 3 3 8 2 + 8 3 324 8

59

60

This is quite a surprising and unexpected result: we nd that close to equilibrium in the Maxwell collision model there is no coupling between cumulants of dierent order due to the collision terms (in a rst order approximation). Only for components of the same order do we have contributions due to non-equilibrium values in other components. This means that for a single component gas close to equilibrium the coupling of the various cumulant orders is determined only by the convection tensor. It is not clear if this result is a unique feature of the Maxwell collision model or if it may be true for other (realistic) particle-particle interaction models.

3.5.4

Linearization in terms of the cumulants seems dierent to linearization in terms of the distribution function. For the latter one assumes that close to equilibrium the ansatz

eq fs = fs (1 + s )

with

(3.40)

holds. Inserting (3.40) into (2.7) and discarding non-linear terms in we get

eq eq fr fs fr fs (1 + r + s ) eq eq = fr fs (1 + r ) + (1 + s ) 1 eq eq eq eq = fr fs + fr fs fr fs .

(3.41)

Following the path to rs in (3.24) we nd almost the same result but with

eq lin [r , s ] = [eq r , s ] + [r , s ]

(3.42)

eq because [eq r , s ] gives no contribution by denition. Calculating the production terms for (3.42) we nd that despite the linearization there are still non-linear terms in the cumulants. Comparison with the production terms for the cumulant ansatz shows that both are equal for the rst order term (at least up to N = 7 as far as I have been able to check). There are dierences in terms of higher order in C C eq , but as both are linear approximations these should not be compared. Thus for states close to equilibrium both linearizations may be considered equivalent. However, equations (3.35) and (3.36) give directly an approximation linear in the cumulants.

3.5.5

2D BGK Mixture

Even for the Maxwell collision model or the classical linearization with their simple collision operators analytical and numerical solutions for prob-

61

lems in the transition regime are hard to obtain. The main problems arise due to the term that describes the emission of particles into the state after collisions. Bhatnagar, Krook and Gross have proposed a treatment of collision processes [49], [50], [51] that leads to a mathematical formalism simple enough to be able to give analytical predictions even for the transition regime. Also known as Stozahl-ansatz, their model replaces the emission term by a Maxwellian with density, velocity and temperature such as to satisfy the appropriate conservation laws. Applying their model to mixtures yields nr = rs (s rs ) with rs = BGK , (3.43) rs rs where the density nr is given by (2.3), the rs are constant parameters adjusted to t the relaxation behavior of the gas and rs = 1 1 s v exp ln n + i s r 2 (2 )d/2

2

(3.44)

where v r is the mean local ow velocity of species r and s is the specic energy for species s. Equation (3.17) shows that these can be related to the rst and second order cumulants of fr and fs . Thus we have 0 = (0) B

rs 1 rs B = rs x Crs y Crs yy xx x2 Cs Cs + 2 Crs xy x y 2 Cs + 2 Crs Crs (3.45) 2 xx yy y Cs Cs + 2 Crs xxx xx yy x x3 2 Cs 3 (Cs Cs ) Crs + 2 Crs xxy xx yy y xy x x2 y 2 Cs (Cs Cs ) Crs 4 Cs Crs + 2 Crs Crs xyy xx yy x xy y x y 2 2 Cs + (Cs Cs ) Crs 4 Cs Crs + 2 Crs Crs yyy xx yy y y 3 2 Cs + 3 (Cs Cs ) Crs + 2 Crs

2 = rs B rs 2

3 rs rs B = 2

for the rst production terms for the BGK mixture. Comparing this to x y (3.29) we nd that Crs and Crs are the only relative cumulants to appear. xx yy Also, the term Cs Cs can be found quite often. So the BGK model does not reproduce the coupling of higher-order Crs nor for the Cs . Despite the BGK approximation the production terms are still highly non-linear in the cumulants. If we consider states close to equilibrium and linearize in terms s is almost rs 1, except for the of the cumulants we nd that the matrix B 00, 11 and 22-block, which have the same structure as for the Maxwell 1 2 3 4 is almost zero, except for Bs = 1 Bs = Bs = rs . B mixture but with 2 rs 2 the 11-block, which is rs 1.

62

3.5.6

2D BGK Gas

For a single component gas, rs simplies to eq s and there is only one parameter . The production terms become 0 = ( 0 ) B C 2 C xy C yy C xx C

xx yy

1 = B

0 0 (3.46)

2 = B 2

As for the Maxwell Gas, (3.46) is linear in the cumulants and beginning with N = 4, the production terms become non-linear: 4 C xxxx 3 (C xx C yy )2 4 C xxxy 6 (C xx C yy ) C xy 4 (3.47) B = 4 C xxyy + (C xx C yy )2 8 C xy C xy 4 4 C xyyy + 6 (C xx C yy ) C xy 4 C yyyy 3 (C xx C yy )2 0, B 1 and B 2 identical to the productions for If we choose = 2 we have B the Maxwell collision model.

3.6

Approach To Equilibrium

The simple form of the linearized production terms allows us to make some quantitative statements about the approach to equilibrium. We start by considering the spatially homogeneous Boltzmann equation. This means that all gradients of the cumulants must vanish and with the above linearization of the production terms the equations of motion (3.20) reduce to C eq ) . =B (C t C (3.48)

= S J S 1 with normal form J and We do a Jordan decomposition B similarity matrix S . This allows us to write the solution as (t) = C eq + S eJt S 1 C (0) C eq . C (3.49)

is block-diagonal the eigenvalues of block B for given do As the matrix B not depend on the order of approximation N . A straightforward calculation

3.6. APPROACH TO EQUILIBRIUM lets us write the solution as 0 = C 1 = C 2 C e00 e11 e12

63

3 C

4 C

5 C

6 C

7 C

e20 + 21 e211 21 e212 = e20 21 e211 3 31 e311 + 32 e321 31 e312 32 e322 = 31 e311 32 e321 3 31 e312 + 32 e322 3 40 e40 + 41 e411 + 42 e421 41 e412 + 42 e422 e e = 40 40 42 421 41 e412 42 e422 3 40 e40 41 e411 + 42 e421 10 51 e511 + 5 52 e521 + 53 e531 2 51 e512 3 52 e522 + 53 e532 2 51 e511 52 e521 53 e531 = 2 e e e 51 512 52 522 53 532 2 51 e511 3 52 e521 + 53 e531 10 51 e512 + 5 52 e522 + 53 e532 10 60 e60 + 15 61 e611 + 6 62 e621 10 61 e612 + 16 62 e622 2 60 e60 + 61 e611 2 62 e621 6 61 e612 = 2 60 e60 61 e611 2 62 e621 10 61 e612 16 62 e622 10 60 e60 15 61 e611 + 6 62 e621 35 71 e711 + 21 72 e721 + 7 73 e731 5 71 e712 9 72 e722 + 5 73 e732 5 71 e711 72 e721 3 73 e731 3 71 e712 3 72 e722 73 e732 = 3 71 e711 3 72 e721 73 e731 5 71 e712 72 e722 3 73 e732 5 71 e711 9 72 e721 + 5 73 e731 35 71 e712 + 21 72 e722 + 7 73 e732

(3.50)

+ + + + + + + +

63 e631 63 e632 63 e631 63 e632 63 e631 63 e632 63 e631 74 e741 74 e742 74 e741 74 e742 74 e741 74 e742 74 e741 74 e742

64

where the ei denote constant eigenvariables e00 e11 e12 e20 e211 e212 e311 e312 e321 e322 e40 e411 e412 e421 e422 e511 e512 e521 e522 e531 e532 e60 e611 e612 e621 e622 e631 e632 e711 e712 e721 e722 e731 e732 e741 e742 = =

C0 Cx Cy

=1 2 =1 4 =

1 8

C xx + C yy C xx C yy 2C xy

(3.51)

C xxxx + 2 C xxyy + C yyyy 4 C xxxx 4 C yyyy 4 C xxxy + 4 C xyyy C xxxx 6 C xxyy + C yyyy 4 C xxxy 4 C xyyy

1 = 16 1 = 32 1 = 64

C xxxxx + 2 C xxxyy + C xyyyy C yyyyy + 2 C xxyyy + C xxxxy C xxxxx 2 C xxxyy 3 C xyyyy C yyyyy 2 C xxyyy 3 C xxxxy C xxxxx 10 C xxxyy + 5 C xyyyy C yyyyy 10 C xxyyy + 5 C xxxxy

C xxxxxx + 3 C xxxxyy + 3 C xxyyyy + 1 C yyyyyy C xxxxxx + C xxxxyy C xxyyyy C yyyyyy C xxxxxy + 2 C xxxyyy + C xyyyyy C xxxxxx C xxxxxx 5 C xxxxyy 5 C xxyyyy + C yyyyyy C xxxxxy C xyyyyy 15 C xxxxyy + 15 C xxyyyy C yyyyyy 6 C xxxxxy 20 C xxxyyy + 6 C xyyyyy

C xxxxxxx + 3 C xxxxxyy + 3 C xxxyyyy + C xyyyyyy C yyyyyyy + 3 C xxyyyyy + 3 C xxxxyyy + C xxxxxxy C xxxxxxx C xxxxxyy 5 C xxxyyyy 3 C xyyyyyy C yyyyyyy C xxyyyyy 5 C xxxxyyy 3 C xxxxxxy C xxxxxxx 9 C xxxxxyy 5 C xxxyyyy + 5 C xyyyyyy C yyyyyyy 9 C xxyyyyy 5 C xxxxyyy + 5 C xxxxxxy C xxxxxxx 21 C xxxxxyy + 35 C xxxyyyy 7 C xyyyyyy C yyyyyyy 21 C xxyyyyy + 35 C xxxxyyy 7 C xxxxxxy

65

with the cumulant values according to the initial conditions at t = 0. The time dependence is given by the factors i = ei t with the relaxation rates 21 = 2 31 = 32 = 40 = 42 = 51 = 52 = 53 = 60 = 62 = 63 = 71 = 72 = 73 = 74 =

1 2 3 2 1 2

(3.52)

1 4

2 2 2 2 + 4 2

1 2 + 8 4

41 = 2

3 2 3 4 5 4 5 4 3 4

1 16

2 + 4 2

5 8

=n

2 .

(3.53)

61 = 2 +

1 16 4 5 3 +8 4 4 2 15 15 + 16 4 16 2 7 1 + 32 4 8 2 9 7 + 32 4 8 2 35 21 + 32 4 32 2 21 + 35 32 2 32 4

+ +

1 32 7 32

6 4.412 6 5.537

The indices enumerate the block number (rst digit), the rate of relaxation in ascending order (second digit) and the eigenvariables (third digit, if applicable). The spectrum of the eigenvalues is shown in gure 3.2 for the rst approximation orders. We observe that eigenvalues appear pairwise except for the lowest eigenvalue for even . The pairs of eigenvariables for odd are symmetric with regard to interchange of x and y and could thus be characterized as ux-like specic quantities. For even we have one scalar and pairs of asymmetric eigenvariables we could characterize as energy- and stress-like specic quantities. The terminology chosen for characterization is derived from the relation of the rst few eigenvariables to classical thermodynamic quantities. It appears that the rst eight eigenvariables can be related one-to-one to well-known thermodynamic quantities which have the three

66

7 6 5 4

1 0

10 11 12

Figure 3.2: Spectrum of eigenvalues for the linearized collision operator up to order N = 12. For each approximation order the eigenvalues of the s corresponding sub-matrix B are shown.

appearing symmetry-properties observed for the eigenvariables of the linear approximation of the production terms: energy-like ux-like stress-like energy , log-density ln n velocity v , ux of specic energy j (shear/normal) stress

We observe that the relaxation behavior of the cumulants for the space homogeneous Boltzmann equation provides the key to match the cumulants with macroscopic quantities. The next subsection will therefore give a more detailed study of this relation between the classical variables and the eigenvariables of the cumulant productions. Figure 3.2 shows that the original motivation, the assumption that highorder cumulants decay more quickly than low-order cumulants, seems to hold in principle (at least for the Maxwell interaction model). But there is considerable overlap between the spectra for various approximation orders. This poses the question whether a simple truncation as in (3.12) is a proper ansatz for the characteristic function s . An answer to this, however, has to be left to future research.

67

3.7

We start with renaming the rst eigenvariables as velocity (specic momentum) v , specic energy , specic ux-of-energy j , specic stress tensor and k (with no classical equivalent)1 . Then the eigenvariables (3.51) read n = eC

0

=1 (C xx + C yy ) 2 j=

1 2

Cx v = Cy =

1 2

k=

1 2

(3.54)

C xx C yy 2 C xy 2 C xy C yy C xx

where and denote shear and normal stress. The dependence of the eigenvariables on the cumulants is determined except for a scalar factor. In the previous section the factors have been chosen such that common factors of 22 appear. Here the factors for the specic stress , specic energy ux j and the quantity k are such as to match the classical denitions. Performing a transformation of the solution to the eigensystem we can write the solution of the spatially homogeneous equations as n (t) = n0 j (t) = j 0 ej t with

Mxw = 2 BGK = 2 Mxw j = BGK j = 1 2 2 Mxw k = BGK k = 3 2 2

v (t) = v 0 (t) = 0 e t

(3.56)

for the Maxwell and BGK collision model. This allows us to rewrite the equations of motion (3.20) in the set of classical variables = ( ln n vx vy C cl as cl + Acl (C cl ) x C cl = E cl + B cl (C cl ) t C with productions cl = 0 0 0 0 B

1

jx jy kx ky )T

(3.57)

(3.58)

j jx j jy k kx k ky

, (3.59)

The quantity k does not have a corresponding classical variable, but is the other pair of eigenvariables that comes from the = 3 cumulants.

(3.60)

vx 1

0 0 1 0 0 vx + 3

0 0

0 0

0 0

0 0

0

3 (k jy ) 2 y

0 0 0 0 1 0 0 0 1 0 + 0 +1 2 2 0 +1 0 1 2 2 vx 0 0 0 0 vx 0 0 0 0 vx 0

0 0 vx

3 (j + kx ) 2 x 1

3( + ) 0

vy

0 0 1 0 vy 0 3

0 1

0 0

0 0

0 0

0 0

(3.61)

0 ( j kx ) 3 ( j + ky ) 3 2 x 2 y 0

0 0 0 0 0 0 0 1 0 0 1 0 0 2 0 1 2 1 1 vy +2 0 2 0 v y 0 0 0 0 vy 0 0 3( ) 0 0 vy 0

0 0 0 vy

3( ) 3

To show the relation of these equations to the Navier-Stokes equations of continuum mechanics we perform the rst step of a so-called Maxwell iteration [52]. Assume a uid in local thermodynamic equilibrium, that is (eq) = ( ln n C cl vx vy 0 0 0 0 0 0 )T . (3.62)

Then we can express the response of the system to gradients in ln n , v and (eq) on the left-hand side of (3.58) only. Introducing the by inserting C cl notation Dt = t + v x for the substantial time derivative we obtain Dt n + n x v = 0 n Dt v + x n = n a Dt + x v = 0

2 2 1 2 1 2

x vx y vy = y vx + x vy =

= j 2 j x

(3.63)

0 = k

69

Obviously we recover the laws of mass, momentum and energy conservation in Euler form as well as constitutive relations: Newtons law for the stress tensor and Fouriers law for the specic ux-of-energy j . In the classical (2D-)Navier-Stokes model we have [02]

2 ij = m n j i = m n 1 2

xj vi + xi vj 1 v 2 xl l ij

V mn

xl vl (3.64)

xi T

with shear viscosity , bulk viscosity V , heat conductivity and particle mass m . Approximating the caloric equation of state for the gas with the ideal gas equation (1.6) and comparing equations (3.64) and the left of (3.63) we nd for the transport coecients = 1 mn = 2 CV mn . j m Np (3.65)

Apparently we have V = 0 for the bulk viscosity, because it is impossible to exchange kinetic and internal energy of the particles [53] as there are no internal degrees of freedom for the particles. Together with the heat capacity at constant pressure Cp (1.8) we nd Cp j = = m Np 2 1 for 2D-BGK interaction

1 2

Pr =

(3.66)

for the Prandtl number Pr of a 2D gas. This dimensionless quantity depends only on the particle properties and is therefore a constant characterizing the gas. For a given ow condition, Pr can be related to the ratio of the thickness of boundary layers in temperature and ow velocity [54]. Pr = 1 therefore characterizes a uid for which temperature and velocity boundary 1 layers have (approximately) the same length and Pr = 2 means that the temperature boundary layer will be thicker than the velocity boundary layer. For a mono-atomic gas in three dimensions we have Pr 2 [55], so (compared to 3 momentum transport) heat conduction appears to be of greater magnitude in the 2D gas than in the 3D gas. The unity Prandtl number for the BGK model is obviously due to the fact that there is only one relaxation time scale, which can be adjusted to match either heat ux or stress decay, but not both. This situation is the same in 2D and 3D models.

70

3.8

Summary

This chapter introduced the cumulant method as a new ansatz how to derive a hierarchy of moment equations. The ansatz in velocity Fourier space such that relaxation processes up to a certain, minimal time scale are captured allows for elegant and non-perturbative derivation of equations of motion for the ansatz parameters. Given an explicit form of the collision operator as a functional of the characteristic function, production terms and equations of motion can be obtained in a non-perturbative manner too. The equations show a surprisingly simple structure: the convection tensor is linear in the cumulants and the low-order production terms are linear in the cumulants as well. For states close to equilibrium a linearization of the production terms allows to introduce their eigensystem and asserted that the relaxation time scales seem related to the cumulant order in a monotonous manner. This backs the major assumption made to justify the ansatz. But there is considerable overlap between the various spectra which might require high approximation orders to make signicant improvements on the minimal time scales described consistently. But there are some principal questions that need to be examined. After all, the ansatz is based on a Taylor expansion. As is well known, convergence to the approximated function might be given only inside a multi-dimensional sphere, or even worse, not at all. It is not clear whether a series of polynomial approximations can be shown to converge to the cumulant generating function of an actual non-equilibrium solution of the Boltzmann equation. In fact, it can be proved that the cumulant ansatz does not even constitute a valid distribution function: Theorem 2 (Marcinkiewicz) Let ( ) be a polynomial of degree N > 2. Then exp( ( )) cannot be a characteristic function. Proof 2 see [43], [56]. Though it states that the inverse Fourier-transform of a cumulant ansatz of a given order N (as it exists) is not a distribution function, it makes no statement as to the question whether the limit for N might be. Also, the proof allows no simple conclusion what property leads to exclusion from the set of distribution functions. Even if it were a distribution function, it is not clear whether these functions can actually be solutions of the Boltzmann equation. In favor of the cumulant method it should be noted, though, that this is an open question for all moment methods.

We will now derive a scheme for (a rst) numerical analysis of the cumulant equations of motion (3.20) and present some results of actual simulations of selected (simple) ow problems. The rst step is usually to derive a dimensionless form of the equations, but with the system of units and choice of dimensions introduced in 1.1 this reduces to setting kB = 1 and mu = 1. Otherwise the equations remain unaltered. The second step is to choose a numerical method of solution for these equations. Under moderate conditions, for instance, suciently high temperatures and stress and heat ux not excessively large, we may characterize the system (3.20) as a hyperbolic, quasi-linear set of partial dierential equations with source terms. This can be shown by analysis of the components of the convection tensor As . The system (3.20) is hyperbolic if all eigenvalues of the convection tensor components are real [37]. Dimensional analysis shows that the convection tensor eigenvalues have the same physical unit as velocities, and in fact, for linear hyperbolic systems (with constant convection tensor), these can be related to actual physical velocities: If the convection tensor components are diagonalizable by the same similarity transformation to the so-called set of characteristic variables, the system can be decoupled into a set of ordinary convection equations. Furthermore, if the productions vanish, the whole system decouples into separate simple convection equations for which the convection speeds are given by the eigenvalues of the convection tensor components. Therefore the eigenvalues of As are also referred to as characteristic speeds, which could be observed in the propagation of shock waves [37]. The

71

72

7.5

5 5.0 2.5 2.5 0 0.0 -2.5 2.5 -5 5.0 -7.5 7.5

1

5 5

10 10

15 15

20

Figure 4.1: Eigenvalues of the x-component of the convection tensor in equilibrium as a function of N . The spectrum for a given order contains every spectrum with lower order (as is predicted by EIT [25]), so only the newly appearing eigenvalues are shown for each order N .

largest eigenvalue, also known as pulse-speed, can be related to the speeds of propagation in wave-phenomena [25]. Figure 4.1 shows the eigenvalues of the convection tensor for the equilibrium state as a function of N . We observe that for a given truncation order, all eigenvalues (characteristic speeds) are nite. The largest eigenvalues seem (a proof cannot be given here) to grow to innity, which would be consistent with the predictions of EIT [24], [57]. For non-equilibrium states, the eigenvalues show a non-trivial dependence on the (classical) variables as shown in gures 4.2 4.5. These give an impression of the domain of hyperbolicity of (3.20). For the parameters not varied, equilibrium values are assumed. As shown in the diagrams we nd for the 10-cumulant model (N = 3) that, expressed in terms of the classic variables, v does not restrict hyperbolicity, must obey lower bounds, | | must be bounded by and jx , jy must not be large. There is no dependence on shear stress, not even for large magnitudes. These restrictions are obtained by picking one quantity while assuming the others at equilibrium, so these are not generally valid statements.

73

Re( eigenvalues of Ax ) 3 2 1 0 -1 -2 -3 -3 -2 -1 0 1 2

3 2 1 0 -1 -2

Im( eigenvalues of Ax )

-3 -3 -2 -1 0 1 2

Figure 4.2: Eigenvalues of the x-component of the convection tensor as a function of velocity vx . For any value of vx the real-valued spectrum is only shifted by an amount of vx . This nding reects the expected Galileian invariance of (3.20). The y -component of the tensor does not depend on vx .

Re( eigenvalues of Ai ) 3 2 1 0 -1 -2 -3 -3 -2 -1 0 1 2

3 2 1 0 -1 -2

Im( eigenvalues of Ai )

-3 -3 -2 -1 0 1 2

Figure 4.3: Eigenvalues of the convection tensor components as a function of the specic energy . We nd the same properties for both tensor components: Only for positive values of all eigenvalues are real.

74

Re( eigenvalues of Ax ) 3 2 1 0 -1 -2 -3 -3 -2 -1 0 1 2

3 2 1 0 -1 -2

Im( eigenvalues of Ax )

-3 -3 -2 -1 0 1 2

Re( eigenvalues of Ay ) 3 2 1 0 -1 -2 -3 -3 -2 -1 0 1 2

3 2 1 0 -1 -2

Im( eigenvalues of Ay )

-3 -3 -2 -1 0 1 2

Figure 4.4: Eigenvalues of the convection tensor components as a function of the normal stress . For the x-component of the tensor (top), only for values > 1 all eigenvalues are real. Variation of shows that the boundary actually corresponds to the value of , as could be expected from (3.21) and (3.22). The spectrum for the y -component of the tensor (bottom) limits from above, so we actually have real eigenvalues for all conection tensor components only for [, + ]. Note that all other parameters have been set to equilibrium values, so this is not a universal bound.

75

Re( eigenvalues of Ax ) 3 2 1 0 -1 -2 -3 -3 -2 -1 0 1 2

3 2 1 0 -1 -2

Im( eigenvalues of Ax )

-3 -3 -2 -1 0 1 2

Re( eigenvalues of Ax ) 3 2 1 0 -1 -2 -3 -3 -2 -1 0 1 2

3 2 1 0 -1 -2

Im( eigenvalues of Ax )

-3 -3 -2 -1 0 1 2

Figure 4.5: Eigenvalues of the x-component of the convection tensor as a function of the energy ux jx . There is no dependence on jy ; corresponding ndings hold for interchange of x and y indices. We observe that only for small enough |jx | are all eigenvalues real. The bounds actually depend on the value of and are determined by the largest characteristic speed (the pulse speed): the bigger , the larger the intervall. There is also a dependence on the approximation order N (compare top and bottom). The hyperbolicity interval becomes smaller the larger N is, whether it converges to an interval of zero or nite measure remains an open question.

76

4.1

There are several modern, robust numerical methods for solving a timedependent hyperbolic system of partial dierential equations (see, for instance [37], [58], [59], [60], [61] ). However, most of them rely on a conservation or balance law formulation of the governing equations. Unfortunately we are not able to nd a balance law formulation for the cumulants directly, as the convection tensor components are not Jacobian matrices. The moment equations are equations in balance form, so this might be a possible set of equations to use with these methods. But, this would ultimately require (re-)construction of the uxes from moment values: We would have to calculate the cumulant values from moments and then the uxes from the cumulants. Though theoretically possible (see (3.16) and (3.15)) this could lead to numerical diculties due to introduction of round-o errors in each iteration step. We therefore choose an explicit nite dierence approximation of (3.20), but should be aware that these methods are known not to be suited for problems with discontinuous solutions, such as shocks. On the other hand, implementation eorts are quite moderate so they are well-suited to performing some rst numerical experiments on selected problems. We start by choosing a regular, orthogonal grid of spacing dt in time and dr in space to discretize the

space and time domain. Let (t, x) denote a grid point and ei the unit vector in direction i. Then we may approximate the derivatives using the following nite dierence ratios of rst and second order. Thus we approximate the dierentials in (3.20) by t C s xi C s

1 (1) Cs dt t 1 (2) C s 2 dr xi 1 dt 1 2 dr

= =

(4.1)

(t + dt, x) we obtain the following simple, explicit iteration Solving for C s scheme + dt E + (t + dt, x) = C C s s s

r

dt ) (2) C B As (C s rs s x 2 dr

(4.2)

where the time and position arguments (t, x) have been omitted on the right hand side. The scheme (4.2) is known to be unconditionally unstable. It can be stabilized by using the average over the values used for approximation of (t, x) [62]. the derivatives in space instead of C s

77

4.2

Boundary Conditions

So far nothing has been said about how to treat the boundaries of the domain . It is astonishing how far one gets without any statement about the interaction with the boundaries. But in order to formulate well-posed problems we also need to give boundary conditions for the set of cumulants, e.g. if we want to describe ows past solid bodies or between solid walls. In kinetic theory we need to give these boundary conditions in terms of the distribution function. Roughly speaking, boundary conditions for the distribution function give a model of interaction of the gas particles with the solid walls. Because of this interaction, forces are exerted by the gas on surfaces and heat may be transferred across those surfaces. In order to give physically correct boundary conditions a detailed knowledge about the processes taking place at boundaries is required. Diculties in theoretical modeling arise mainly due to lack of knowledge concerning an eective interaction potential of the gas with the surface. Experimental studies show that under standard conditions the gas does not slip at the boundary. At very low pressures, ow rates through tubes are observed to be appreciably higher than predicted with the assumption that no-slip boundary conditions are applicable. This can be explained by the kinetic theory with the assumption that for such ow conditions, the eect of the gas slipping at the boundary must not be neglected [63], [64]. For a more detailed introduction to the subject, the reader is referred to [13], [55], [65], [66], and [67]. In theory, arbitrarily complex boundary conditions may be derived, as long as they can be formulated as conditions for the distribution function fs according to (3.6). In practice we might run into diculties as there may be conditions where the required class of functions cannot be approximated well by the class of ansatz functions: Let us assume particles moving to the boundary are immediately re-emitted equilibrated (e.g. particles leaving the wall eq have distribution fs with boundary velocity and temperature and density such that ns is conserved). In general, these distribution functions would be discontinuous in the velocity along a plane orthogonal to the wall orientation. With a continuous ansatz this behavior could only be approximated by steep gradients, possibly requiring high order approximations. This illustrates the diculty in construction of consistent boundary conditions. In the subsequent text I want to demonstrate two particularly simple models of gas-surface interaction which succeed in describing the limiting cases of adiabatic slip and no-slip of the gas at the wall as well as two variants of a kind of thermal boundary conditions.

78

4.2.1

An ideally reecting boundary with orientation n at rest interacts with gas particles such that for particles moving with velocity c the normal component n c of the particle velocity relative to the surface is reverted and the tangential component relative to the surface remains unchanged in an interaction with the boundary.

gas wall

If we assume this kind of interaction between the gas particles and the surface, the gas cannot exert shear stress on the boundary and vice versa and there will be no heat exchange across the boundary. The velocity tangential to the surface is arbitrary, so this poses an idealized slip condition. Particles moving with velocity c (toward the wall) will leave with velocity (1 2n n) c , and as the wall is assumed not to adsorb particles, we have fs (t, x, c ) = fs t, x, (1 2n n) c ; x (4.3)

as constraint for each fs . Inserting (3.5) and (3.2) on both sides and rewriting the right hand side (the mapping between incoming and outgoing particles is symmetric and self-inverse) we obtain s (t, x, ) = s t, x, (1 2n n) ; x (4.4)

as condition on s . Expanding both sides according to equation (3.6), we can derive conditions for the set of cumulants. These are the conditions imposed by symmetry requirements in velocity space. As mentioned earlier it needs to be veried whether the boundary conditions on the distribution function agree with the conditions at the actual wall [15]. This is obviously the case if we assume the interaction with the boundary so that we may substitute it by an interaction with a ghost-uid mirrored at the boundary such that for each particle there is a ghost particle with same velocity from the other side of the boundary. If we further assume this assumption to be valid in a region about a mean-free-path away from the boundary, this also imposes conditions due to the symmetry in space. Thus, we also have to demand fs (t, x + n, c ) = fs (t, x n, c ) ; x , (4.5)

for all points a small distance apart from a boundary point x. Expanding again both sides according to equation (3.6), we nd additional constraints for the derivatives of the cumulants normal to the surface. Analogous considerations hold for boundaries moving with a given velocity w. The appendix gives a detailed example of the conditions obtained for N = 3.

79

4.2.2

An ideally retroreecting boundary with orientation n interacts with gas particles such that for particles moving toward the surface the normal component as well as the tangential component of the particle velocity relative to the surface are reverted.

gas wall

Following the discussion for the ideally reecting wall, we have fs (t, x, c ) = fs (t, x, c ) and s (t, x, ) = s (t, x, ) (4.6)

for x . Interpreting this condition as a description of a ow such that we have a point-inversion symmetry of the ow at each boundary node, we also have to demand fs (t, x + , c ) = fs (t, x , c ) ; x (4.7)

for all points displaced by a innitesimal small vector from a boundary point. Expanding both sides of (4.6) and (4.7), we nd boundary conditions for the cumulants and their derivatives. As for the slip boundary condition, analogous considerations can be carried out for a moving boundary. The appendix gives a detailed example of the conditions obtained for N = 3.

4.2.3

The two boundary conditions discussed above have a considerable drawback when attempting to model steady ows: they are both adiabatic. This is a considerable deciency as almost all steady ow regimes require some kind of transport of the heat generated by dissipation out of the ow region. The main problem is that for the two kinds of ideally reective wall we cannot prescribe wall velocity and temperature and have the gas develop stress and heat ux in response to the ow conditions at the wall with the (quite academic) boundary conditions presented above.

For the thermal no-slip boundary conditions used in the simulations we treat boundary nodes just as interior uid nodes. The gradients in n-direction are approximated by (rst-order) one-sided dierences. In each update, the wall velocity and the wall temperature substitue the value of C 1 and the trace of C 2 . Otherwise the node is updated according to (4.2).

80

4.2.4

Navier-Stokes Boundary

These boundary conditions are motivated by the ndings of section 3.7. In the Navier-Stokes interpretation the gas develops heat ux and stress forces due to gradients which appear in velocity and internal energy. We rst calculate the (classical) eigenvariables of the linearized collision operator for the boundary node and the uid node next to the boundary.

The obtained v and for the boundary node are replaced by the wall velocity w and the specic energy calculated from the wall temperature T . From these values and the values at the node next to the boundary we reconstruct the gradients in velocity and energy by appropriate one-sided dierence approximations. Then stress and specic ux-of-energy j and k are calculated from the constitutive relations (3.63). Now the corresponding cumulant values are obtained by the inverse of (3.54).

4.3

In the following I will present the results of numerical simulations with the numerical scheme described above. We want to restrict our considerations to a 2D gas modeled by the 10-cumulant approximation for a mono-atomic gas. Though somewhat oversimplied, the resulting problems are next to equilibria and space-homogeneous problems in a classication based on mathematical simplicity, allow us to illustrate some of the properties stated about the adiabatic, thermal and Navier-Stokes boundary conditions and allow comparison of the BGK and Maxwell collision models with predictions of the Navier-Stokes model.

1 1 1 1

All simulations were done on a regular 21 21 node grid (dr = 0.1), with adiabatic no-slip, thermal noslip or Navier-Stokes boundary nodes parallel to the y -axis (at x = 1, x = +1) and periodic boundary nodes parallel to the x-axis (at y = 1, y = +1). At each grid node, the state of the uid is given by

T

(t, x) = C

. (4.8)

81

At t = 0 we start with equilibrium conditions for all grid nodes, setting C xx = C yy = 1 and all other cumulants equal to zero. All simulations are for t [0, 30] with 300 000 time steps (dt = 0.000 1) with the results sampled at t = 25. The remaining simulation time was used to verify that a steady state was reached (if it exists at all). In order to avoid strong gradients, which are known to de-stabilize the chosen numerical method, initial boundary conditions are chosen compatible with the equilibrium conditions. Except for the adiabatic simulations the values prescribed at the boundaries were interpolated (linearly) for t [0, 10] between their initial and nal values. The collision parameter was set 2 = 1 and m = 1. The results are presented in the classical variables = m eC vx = C x vy = C y

0

m 1 (C xx + C yy ) T=k B 2

p= 1 (C xx + C yy ) 2 xx = 1 (C xx C yy ) 2 xy = C xy (4.9)

which are mass density , ow velocity v , local (thermodynamic) temperature T , heat ux q , pressure p and the elements of the stress tensor . The variables are independent of y so only proles sampled along the x-axis in the center of the channel are given. When comparing the results with the literature please note that the sign convention adopted for may dier. E.g. for the convention used in continuum physics we would have to use . The notation employed here is more a splitting of C 2 into diagonal part p and deviator part following the structure of the relation Ms (Cs ).

4.3.1

Couette Flow

In the Couette ow experiment we consider the (stationary) ow between the wall at x = 1, moving with velocity (0, w), and the wall at x = +1, moving with velocity (0, +w). The walls have temperature T = 1.

Adiabatic Boundaries In the simulation of ow with adiabatic boundaries this regime is established after t = 1, when the walls reach their prescribed velocity. Figure 4.6 shows temperature and shear stress at the center of the slab (top). We observe an exponential growth of both as is predicted by the exact Truesdell solution

82

100

-100

10

-10

1 0 5

Truesdell MonteCarlo

BGK Maxwell 10

-1 0 5

Truesdell MonteCarlo

10

14 12 10 8 6 4 2 0 2

14 12 10 8

6 4 2 0 2 4 6 0

Figure 4.6: Results for Couette ow with adiabatic boundary conditions. The top row shows temperature, shear and normal stress for Maxwell and BGK collision models and w = 1. The bottom row, though for a ow regime where the numerical scheme presented here is unstable, shows results of a Monte-Carlo simulation [55] (circles) and the exact Truesdell solution [55]. The qualitative features are reproduced by the cumulant method.

and a Monte-Carlo simulation (both [55]). This eect can be understood as follows: Once the velocity prole is stationary, there is a shear stress proportional to the gas viscosity and the velocity gradient, which remains constant. Moving the wall against this stress force means that mechanical work is supplied into the gas. By the collisions taking place, this work is transformed into internal energy of the gas. As the walls are adiabatic, this internal energy cannot be disposed through the walls, resulting in an increase of gas temperature. However, this causes the viscosity to increase as well, and the result is that the average increase in temperature (mechanical work done to keep the walls moving) is proportional to wall velocity (constant) times velocity gradient (constant) times viscosity (proportional temperature). Thus temperature (and stress) must grow exponentially.

83 Figure 4.7: Heat ux prole as predicted by molecular dynamics simulation of a 2D-gas of 7680 hard spheres with a variant of thermal no-slip boundary conditions [68] for w = 1.4. Units are such that particle mass and diameter have unity value.

0 1 L

Navier-Stokes Boundaries If we impose the thermal boundaries described above, the system can develop a heat ux across the walls that allows it to get rid of the work put into the system and transformed into internal energy. The ow reaches a stationary state with the elds across the channel as in gure 4.8. For this simulation the density n = 1 has been prescribed at the walls in addition to wall velocity and temperature. We observe that with Navier-Stokes boundary conditions there is a constant density across the channel, an (almost) linear vy and qx prole, a parabolic temperature and normal stress prole and a constant shear stress. The elds for vy and xy are as predicted by the Navier-Stokes model [02] but we observe a (small) velocity and heat ux in ow direction. The temperature prole needs to be parabolic to be consistent with the linear heat ux across the slab. The heat ux for the Maxwell collision model is approximately 1.9 times that for the BGK collision model. So qualitatively the main features of a viscous Couette ow in the uid dynamical limit are reproduced by the simulation. Thermal No-Slip Boundaries With thermal no-slip boundary conditions the vy prole remains unchanged and xy remains constant, but a bit less than half what it was for the NavierStokes boundary conditions. qx , qy are of the same order of magnitude, and there is no dierence between the Maxwell and BGK collision models. xx appears to be (almost) constant and much higher than with Navier-Stokes boundary conditions. This behaviour of and q corresponds more to the predictions of molecular dynamics (gure 4.7) and high order moment theories [69] for rareed gases. The non-vanishing v x at the walls is unphysical, as this implies the walls are permeable, which we expect them not to be.

84

density (-1)*10 1 0

3

velocity vX*10 20 0

velocity vY 1 0

-1 -1 1 0

0 0 3 pressure (p-1)*10

0 3 stress XX*10

-1 -1 -0.9 -1.0

0 stress XY

-1.1 -1

density (-1)*10 1 0

velocity vY 1 0

-1 -1 0.3 0.0

-0.3 -1 -0.5

0 stress XX

-0.3 -1 -0.4

0 stress XY

-0.6 -1

-0.5 -1

Figure 4.8: Couette ow simulated by the isodense algorithm with Navier-Stokes (top) and thermal no-slip (bottom) boundary conditions. The diagrams show the proles of the various classical elds across the slab for Maxwell (dots) and BGK (circles) collision models.

density (-1)*10 0 -10

85

velocity vY 1 0

-1 -1 1 0

0 1 0 3 pressure (p-1)*10

-100 -1 0 -10

0 3 stress XX*10

-1 -1 -0.9 -1.0

0 stress XY

-20 -1

-1.1 -1

density (-1)*10 0 -5

velocity vY 1 0

-10 -0.3 -1 1 -1 0 0 3 3 heat flux qX*10 temperature (T-1)*10 0.3 10 5 0 -1 0.3 0.2 0.1 0.0 -1 1 0 3 pressure (p-1)*10

-1 -1 0.3 0.0

-0.3 -1 -0.4

0 stress XY

-0.6 -1

-0.5 -1

Figure 4.9: Couette ow simulated by the isobar algorithm with NavierStokes (top) and thermal no-slip (bottom) boundary conditions. The diagrams show the proles of the various classical elds across the slab for Maxwell (dots) and BGK (circles) collision models.

86

The non-constant pressure prole is a bit counter-intuitive in the uid dynamical regime we would expect the gas to become more dense at the wall so that the pressure is constant. But if we x the density at the walls this causes a constant density across the slab resulting in the observed pressure prole. Neither the Navier-Stokes nor the thermal no-slip boundary conditions are able to produce a proper pressure prole. I tried to adopt the boundary conditions employed in computational uid dynamics where the pressure at the boundary is computed from the thermal equation of state (1.7) but the resulting scheme violates mass conservation. However, gure 4.9 shows the result for a slightly modied scheme, where all except the C 0 cumulant values are calculated according to (4.2) but C 0 is calculated from a prescribed pressure according to (1.7). For Navier-Stokes boundary conditions the velocity prole parallel to the walls is more pronounced and the pressure and density elds are as expected in the uid dynamical limit but we observe a slight variation in shear stress across the slab. For the thermal no-slip boundary conditions the density and pressure proles are changed, the magnitude of the heat ux and velocity parallel to the walls is reduced and we observe a jump in pressure at the wall. The results for Poiseulle ow presented in the next section show more clearly that this jump in pressure is due to a jump in temperature at the wall and occurs only for the isobar algorithm with thermal no-slip boundary conditions. So far I was not able to determine if this is due to numerical deciencies of the scheme employed or a true physical eect, as is suggested by some authors [70], [71]. Increasing the wall velocity we nd that beginning with w 2 interpretation of the results from the 10-cumulant model becomes suspect as the eigenvalues of the convection tensor are not real anymore, which means that the system of partial dierential equations is no longer hyperbolic. Figure 4.10 shows typical eigenvalue spectra for a ow regime where the model is valid and for a ow regime where the model starts to break down from the boundaries to the interior of the slab. The eigenvalue pattern observed is reminiscent of the pattern found in gure 4.5 and moves from the boundaries toward the center with increasing w. Thus we suspect that the boundary conditions are inconsistent with the ow regime. If we compare the various boundary conditions we nd that the breakdown appears rst for Navier-Stokes boundary conditions. This suggests that the reason is actually the magnitude of the heat ux predicted by the Navier-Stokes model. This is not surprising as we found in the previous section that the Navier-Stokes model is valid only close to equilibrium, e.g. if there are not too large gradients in temperature and velocity. This is not the case here, so we should not expect the model to be valid.

Re( eigenvalues of AX ) 5 1 Im( eigenvalues of AX )

87

-5 -1

-0.5

0.5

-1 -1

-0.5

0.5

Re( eigenvalues of AY ) 5 1

Im( eigenvalues of AY )

-5 -1

-0.5

0.5

-1 -1

-0.5

0.5

Re( eigenvalues of AX ) 5 1

Im( eigenvalues of AX )

-5 -1

-0.5

0.5

-1 -1

-0.5

0.5

Re( eigenvalues of AY ) 5 1

Im( eigenvalues of AY )

-5 -1

-0.5

0.5

-1 -1

-0.5

0.5

Figure 4.10: Convection tensor eigenvalues across the slab for iso-dense Couette ow with Navier-Stokes boundary conditions. The top diagrams are typical for ow conditions where the equations are hyperbolic. The bottom diagram shows the breakdown of the model which is more pronounced for the Maxwell (dots) than for the BGK (circles) collision model.

88

1.04

1.03 -1

1.12

1.11

0.3

Figure 4.11: Left: Poiseulle ow temperature prole across the slab with Navier-Stokes boundary conditions. Right: molecular dynamics simulation (points) and analytic results (line) for a gas of hard spheres [72].

4.3.2

Poiseulle Flow

In the Poiseulle ow experiment we have both the left and the right wall at rest (w = 0). But there is a constant pressure gradient (or, equivalently, a constant force) that accelerates the particles with a in y direction, parallel to the walls.

Figure 4.13 shows the results for a = (0, 100). We nd the parabolic vy prole and a linear shear stress as expected from the Navier-Stokes solution [02]. For thermal no-slip boundary conditions, xy is much smaller, and xx is twice as large as for Navier-Stokes boundary conditions. qx is much smaller and inverted in sign, while qy is constant across the channel and about twice as large as for Navier-Stokes boundaries. The isobar algorithm gives the same proles except for n and p and a smaller magnitude for vx . A surprising result is the appearance of a minimum of the temperature in the center of the slab. This is observed in molecular dynamics simulations of rareed Poiseulle ow and predicted by moment methods but not by the Navier-Stokes model. As shown in gure 4.11 the appearance of the temperature minimum is observed with the method used here as well. Interestingly it appears only with Navier-Stokes boundary conditions but not for the thermal no-slip conditions (see gures 4.13 and 4.14). Increasing the force we nd that starting with a (0, 200) equation (3.20) is not longer hyperbolic. We observe the same situation as for the Couette ow (gure 4.12): breakdown starts from the boundaries and the patterns observed remind us of those of gure 4.5.

Re( eigenvalues of AX ) 5 1 Im( eigenvalues of AX )

89

-5 -1

-0.5

0.5

-1 1 -1

-0.5

0.5

Re( eigenvalues of AY ) 5 1

Im( eigenvalues of AY )

-5 -1

-0.5

0.5

-1 -1

-0.5

0.5

Re( eigenvalues of AX ) 5 1

Im( eigenvalues of AX )

-5 -1

-0.5

0.5

-1 -1

-0.5

0.5

Re( eigenvalues of AY ) 5 1

Im( eigenvalues of AY )

-5 -1

-0.5

0.5

-1 -1

-0.5

0.5

Figure 4.12: Eigenvalues of A across the slab for isobar Poiseulle ow (Navier-Stokes boundary). The top (ow conditions where the equations are hyperbolic) and bottom (breakdown of hyperbolicity) spectra for Maxwell (dots) and BGK (circles) collision models exhibit the same properties as for isodense Couette ow.

90

6

density 0.1 0

velocity vY 2 1

-0.1 -100 -1 1 -1 0 0 3 3 heat flux qX*10 temperature (T-1)*10 500 50 0 0 -1 50 1 0 3 pressure (p-1)*10

0 -1 0

-500 -1 0

0 3 stress XX*10

-100 -1 5 0

0 stress XY

0 -1

-50 -1

-5 -1

velocity vX*10 50 0

velocity vY 2 1

-0.1 -50 -1 1 -1 0 0 3 3 heat flux qX*10 temperature (T-1)*10 1.0 5 0.5 0.0 -1 1.0 0.5 0.0 -1 0

0 -1 -50 -100

0 1 0 3 pressure (p-1)*10

-5 -1 -105 -106

0 3 stress XX*10

-150 -1 50 0

0 3 stress XY*10

-107 1 -1

-50 -1

Figure 4.13: Poiseulle ow simulated by the isodense algorithm with Navier-Stokes (top) and thermal no-slip (bottom) boundary. The diagrams show the proles of the various classical elds across the slab for Maxwell (dots) and BGK (circles) collision models with a = (0, 100).

3 3

91

density (-1)*10 0

velocity vY 2 1

0 -1 0 -50 -100

0 3 pressure (p-1)*10

-500 1 -1 0

0 3 stress XX*10

-1 4 0

0 stress XY

-50 -1

-4 -1

density (-1)*10 0

velocity vX*10 30 0

velocity vY 2 1 1

0 -1 -50 -100

1 0 3 pressure (p-1)*10

-5 -1 -105 -106

0 3 stress XX*10

-150 -1 50 0

0 3 stress XY*10

-107 1 -1

-50 -1

Figure 4.14: Poiseulle ow simulated by the isobar algorithm with Navier-Stokes (top) and thermal no-slip (bottom) boundary conditions. The diagrams show the proles of the various classical elds across the slab for a Maxwell (dots) and BGK (circles) gas and a = (0, 100).

92

4.4

The results obtained so far make it highly desireable to employ a more sophisticated numerical method. This would allow for numerical solution of more complex problems and comparison with results from other simulations. Though we have seen that the boundary conditions play an equally essential role in stability and results of the simulations, this section discusses the equations only and shows that moment methods may be considered a particular class of weighted residual methods. We take a more general approach lke et al. [73] so that the relation to well known results on hyperthan To bolic systems are more obvious. This suggests how some of the diculties of moment methods can be understood as an unfortunate choice of ansatz and weight functions. This choice being made mainly for historical reasons this gives an outlook on possible further research on this subject. In contrast to nite dierence methods where the dierential operator is approximated, methods of weighted residuals assume that the solution can be approximated analytically. So the starting point for a weighted residual method is to assume an analytical approximation of the solution. Here we start with

N

f s (t, x, c ) =

n

fs [n](t, x) n (c ) .

(4.10)

There is no particular need to choose the base functions n (c ) to be a function of the variable to be eliminated only. Any dependence on remaining variables could be allowed, e.g. we could think of space and time dependent parameters that adjust the velocity base to the local equilibrium conditions. However, in this case we have to take care that the partial dierential operators have an eect on both the weights and the coecients. So we have to make use of the chain and product rule, and a short calculation shows that this results in additional, possibly complicated terms in the residual. As we will see later, this diculty can be avoided if we (also) allow the sum and base functions to be interpreted in a more general sense as integrals and distributions. Depending on the particular set of base functions n this ansatz might not into (2.4) we get satisfy the Boltzmann equation exactly, so by inserting f

N Ns

R [f s] =

n

r

Srs [f r , fs ] (4.11)

93

for the equation residual R with respect to the ansatz for the velocity dependence of fs . If the number of (linearly independent) base functions n is large, the coecients fs [n](t, x) can in principle be chosen such that R[f s ] is small over the entire velocity space. By the requirement that at least the weighted integral of the equation residual over velocity space vanishes for some weight functions k , that is R k [f s ](t, x) =

! dcs k (cs ) R[f s ](t, x, cs ) = 0

t; x ,

(4.12)

we obtain a system of partial dierential equations for the N unknown coecient functions fs [n](t, x). The number of weights and consequently the number of equations obtained could be chosen independent of the number of base functions, but here we will assume N weights. So the system of N partial dierential equations reads

N n Mkn t + N kn x + O kn as fs [n] Mkn = Ns r k Srs [fr , fs ] = 0

dc k (c ) n (c ) , (4.13) dc (c ) c n (c ) dc k (c ) c n (c ) .

k

N kn O kn

= =

If all linear combinations of the components of the ux tensor N have real eigenvalues and a complete set of eigenvectors, (4.13) is the convection form of a hyperbolic system of partial dierential equations. As density and ux tensors are constant, the balance form is readily available: we denote our variables by Vs , commute summation and dierentiation and get a set of balance equations reading

t Ds + x F s + as A s Ns r Prs =0

Vs n = fs [n](t, x)

Dk (Vs )= F k (Vs ) = A k (Vs ) = N n N n N n Mkn Vs n N kn Vs n O kn Vs n

94

In the most general case, the density tensor M and the components of the ux tensor N would not be symmetric, as weight and base functions are dierent. These symmetry properties are, however, highly desirable: Denition 1 (symmetric hyperbolic system) A hyperbolic system of partial dierential equations with primitive variables V (t, x) and constitutive relations D (V ), F (V ), P (V ) and A (V ) such that t D + x F = P a A (4.15)

is symmetric hyperbolic, if the Jacobi-matrix V D is symmetric and positivedenite and the Jacobi-matrices V F of the components of the ux F are symmetric. Denition 2 (generalized entropy function) A scalar function h0 (D ) is called a generalized entropy function for a hyperbolic system of partial dierential equations, if h0 is a convex function of its arguments and there exists a d-vector function h1 (D ) such that D h0 D F = D h1 (4.16)

where D denotes the gradient of h0 and the components of F with respect to the densities D . Theorem 3 (Godunov) If a hyperbolic system can be symmetrized by introducing a change of variables, then a generalized entropy function and corresponding entropy uxes exist for this system. Proof 3 See [74]. Theorem 4 (Mock) A hyperbolic system of conservation laws possessing a generalized entropy function h0 becomes symmetric hyperbolic under the change of variables V = D h0 . Proof 4 See [75]. So, if we can nd a set of weight and base functions or a transformation to new variables such that the new Jacobians of the density and the components of the ux tensor become symmetric, we know there exists a generalized entropy function h0 and a corresponding ux h1 . Let us assume V is already such a set of variables that gives a symmetric form of equations (4.14). By scalar

95

0 multiplication with Vs = Ds h , use of the second theorem and the denition of the generalized entropy density and uxes we get [76]: Ns t Ds

+ V (x

F s)

+ V (as

A s)

Ns

V

r

Prs =0

(4.17)

1 t h0 s + x hs + as s r

rs = 0 .

(4.18)

By summation over all species s we obtain (2.37), given that we can prove positivity of the overall sum of the production terms for an isolated system (as = 0). Probably this proof could proceed analogously to the proof of the H -theorem. This makes clear that one needs to constrain the basis in velocity space and the coecients such that a H theorem can be concluded for the discrete solution. First obtained by Hughes et. al [76] this is an important result: given that we discretize the symmetric form of the differential equations, the discrete solution inherits the fundamental stability properties of the exact solution. This forms the basis for construction of a robust, shock-capturing nite-element method. If we substitute the discrete index n by a continuous index c , write the aected sums as integrals and set k (c ) = c k and c ) (c c) c (c ) = f (t, x, (4.19)

we understand moment methods as a type of weighted residual methods with an innte set of basis functions and a nite set of weights. This leads to an asymmetric set of dierential equations and requires some additional , a maximum of local constraints such as the particular ansatz function f entropy density under the constraint that the moments are known, simple being a non-linear function form of entropy productions, etc. The result is f of the actual primitive variables, destroying the advantage obtained by the linear ansatz (4.10). But it also suggests how this could be overcome: using a Galerkin approach with identical weight and base functions we automatically recover a symmetric form of the equations of motion. By the theorem of Godunov we would know that there exists an entropy density such that stability properties of the solution are inherited by the approximation. But, this need not be directly related to the physically relevant quantity, the entropy density. As the saying goes, the product of diculties remains constant, so perhaps a combination of the cumulant method presented here with the suggestions concluded from this weighted residual formulation might succeed in taking one step further toward the desired, numerical scheme for transition regime ows.

96

Chapter 5 Conclusions

The cumulant method presented in chapter 3 is a new method that does not require the assumption of states close to equilibrium in order to derive equations of motion for the ansatz parameters. Sections 3.1 and 3.2 recalled the interpretation of moments and cumulants as the coecients of a Taylor expansion of the moment and cumulant generating functions. In contrast to the moment methods, where the phase space density is approximated, the ansatz is made for the cumulant generating function as a simple polynomial. Given an explicit form of the collision operator functional as a functional of the characteristic functions, this allows for elegant and non-perturbative derivation of equations of motion for the ansatz parameters. The ansatz was motivated by the idea that if collisions between the particles in a gas are such that high-order correlations (represented by higher order cumulants) decay more quickly than low-order correlations, higher order cumulants may be neglected to describe a quasi-stationary state. Section 3.4 gave the resulting equations of motion for the cumulants for the case of a mixture of mono-atomic gases. Compared to known moment methods we nd a particularly simple structure of the dierential operator: The equations constitute a hyperbolic system of partial dierential equations in convection form and the convection tensor appears to be linear in the cumulants. In section 3.5 the production terms for the Maxwell and the BGK interaction model were calculated. Interestingly, up to order N = 3 the production operator appears to be linear in the cumulants too. The analysis of the eigensystem of the production terms for states close to equilibrium was presented in section 3.6. We have seen that the cumulants of dierent order are only coupled by the convection tensor for states close to equilibrium. This allows to calculate the eigenvalues and variables and for the

97

98

CHAPTER 5. CONCLUSIONS

space-homogeneous case to separate the system into independent subsystems. We have seen that time scales of relaxation for each subsystem seem indeed directly related to the cumulant order , though there is considerable overlap of the various spectra. This conrms that for the case considered the principal assumption made to justify the ansatz was right. However, an ansatz where only particular linear combinations of higher order cumulants are considered might be more ecient in terms of the number of variables required to describe the state of the uid. Surprisingly the results obtained are independent of N , the order of approximation chosen for the ansatz. This is in contrast to the results of most moment methods, where high-order approximations introduce corrections to functional relations for low-order results. This nding gives hope that by considering a series of approximative equations of motion with increasing order N it could be possible to show (or to disprove) convergence of solutions of the cumulant equations to those of the Boltzmann equation. Section 3.7 showed the relation of the cumulant equations to the NavierStokes equations. If the cumulant ansatz and the equations of motion are considered as a reduction of an ansatz of innite order we had seen the appearance of additional equations for cumulants (section 3.4). The ndings of section 3.7 and chapter 4 give a possible interpretation of these: We applied the rst step of a Maxwell iteration to show the relation to the classical uid dynamical equations. We obtained a set of lower-order equations of motion and a set of constitutive relations for the eigenvariables of next higher order. Both the synthetic analysis and the results for actual ow eld simulations for the domain of hyperbolicity from chapter 4 suggest that the additional equations might have to be considered as a kind of compatibility conditions. Though a solution of the low order equations might still give hyperbolic equations it might not be in the domain of hyperbolicity for higher order equations. This results in the paradoxical situation that models of low approximation order have in terms of the domain of hyperbolicity a wider range of validity than those of higher order. Thus, if we by whatever criterion deduce that a given region of ow needs to be described by a higher order approximation, matching the cumulant values might result in conditions where the higher order approximation is not valid. It remains an open question if consideration of the additional equations discussed in section 3.4 might pose additional constraints such that this paradox is resolved. This interpretation is similar to the critical derivatives suggested by Brini et al. [47] but rather as conditions in the interior of the ow region than at the boundary.

99 Nevertheless, the numerical results obtained for the selected problems show qualitative agreement with analytic and numerical results from various kinds of dierent methods. For the Couette ow with adiabatic no-slip boundary conditions the time evolution of temperature and stress predicted by a Monte-Carlo method and the exact Truesdell solution is reproduced qualitatively. For the Poiseulle ow with Navier-Stokes boundary conditions the characteristic local temperature minimum predicted by molecular dynamics simulations and analytic results for moment methods appears for the cumulant method as well. However, the results also indicate a strong dependence on the boundary conditions. Unfortunately, little is known about correct boundary conditions even for the Boltzmann equation. Another open question remains whether an entropy density, and thereby a symmetrized form of the equations of motion exists. This might be related to the properties of the cumulant ansatz discussed in the summary to chapter 3. The solution to this issue would be the key to the application of modern, robust, and more sophisticated numerical methods than the simple dierence scheme employed in this work. In this regard it might also be fruitful to follow the path indicated in section 4.4 by employing a weighted residual method for discretizing in both velocity space and real space. An answer to the question which approach is better suited for numerical solution, however, has to be left to future research. Chemnitz, 20th of May, 2003

100

CHAPTER 5. CONCLUSIONS

The following considerations are made for a single component gas to illustrate the application of the adiabatic slip and no-slip boundary conditions to the N = 3 case employed in the simulations. Let us assume a at adiabatic slip or no-slip boundary with orientation n = (1, 0)T . The boundary shall be homogeneous along the y direction, so cumulant values at the nodes on the solid, the boundary itself and the uid shall be denoted by C , C0 and C+ respectively (see also the inset on the left). For the 10-cumulant model used in the simulations, we have from equations (3.12) and (3.6)

= C0 +

i i 1 C 1 2 C 2 3 C 3 1 2 6

(A.1)

Conditions (4.4) and (4.6) have to hold for the cumulant generating with parameters C0 , so we get

xy x i x C0 x y C0 i

1 3 xxx 1 xyy x C0 i x 2 =0 y C0 6 2

(A.2)

for the adiabatic slip wall and i xxy xyy yyy 3 C xxx + 3 2 + 3 x 2 + 3 =0 x y C0 y C0 y C0 6 x 0 (A.3) for the adiabatic no-slip wall. As these conditions have to hold for any , it follows immediately that

y x i x C0 + i y C0 x C0 = 0, xy C0 = 0, xxx C0 =0

and

xyy C0 =0

(A.4)

101

102

1 C0 =0

and

3 C0 =0

(A.5)

for the adiabatic no-slip wall. From equations (3.54) we verify that indeed the heat ux across the boundary vanishes for both boundaries, but for the slip condition the velocity parallel to the boundary may be arbitrary and no shear stress builds up. Conditions (4.5) and (4.7) are in general not the same but for the situation considered here (n aligned to an axis and translation invariance along the boundary) they are the same. So for both the slip and the no-slip wall we have from equations (4.5) and (4.1) x C 0 (2) x C 1 (2) x C 2 (2) x C 3

(2)

= = = =

1 2 dr 1 2 dr 1 2 dr 1 2 dr

= 0 1 1 = dr C+ = 0 1 3 = dr C+

(A.6)

because C+ = C for even and C+ = C for odd . Because of the translation invariance along the y axis any gradients in that direction must (2) vanish, so we have y C = 0 for any . For a boundary with the same orientation but moving parallel to the y axis only the conditions for C 1 change due to the Galilean invariance. Thus the conditions to employ for the moving, adiabatic slip boundary read x C 0 (2) x C x (2) x C y (2) x C xx (2) x C xy (2) x C yy (2) x C xxx (2) x C xxy (2) x C xyy (2) x C yyy

(2)

x C0

=0

xy C0

=0

xxx C0 =0 xyy C0 =0

y C 0 (2) y C x (2) y C y (2) y C xx (2) y C xy (2) y C yy (2) y C xxx (2) y C xxy (2) y C xyy (2) y C yyy

(2)

=0 =0 =0 =0 =0 =0 =0 =0 =0 =0

(A.7)

and the conditions to employ for the moving, adiabatic no-slip boundary read

103

x C0 y C0

=0 =w

=0 =0 =0 =0

x C 0 (2) x C x (2) x C y (2) x C xx (2) x C xy (2) x C yy (2) x C xxx (2) x C xxy (2) x C xyy (2) x C yyy

(2)

y C 0 (2) y C x (2) y C y (2) y C xx (2) y C xy (2) y C yy (2) y C xxx (2) y C xxy (2) y C xyy (2) y C yyy

(2)

=0 =0 =0 =0 =0 =0 =0 =0 =0 =0

(A.8)

Interestingly, for the no-slip conditions the simplest to produce an interaction with the boundary that allows for momentum transfer either the cumulant values or the gradient normal to the wall may adjust to the ow conditions, but not both.

104

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112

Zusammenfassung

Der vorgeschlagene Ansatz zur Reduktion der Boltzmann-Gleichung auf ein System partieller Dierentialgleichungen wird durch die Annahme motiviert, da in einem Gas Korrelationen der Teilchengeschwindigkeiten von h oherer Ordnung schneller abgebaut werden als solche niedrigerer Ordnung. Da diese durch die Kumulanten beschrieben werden, wird ein Ansatz f ur die Kumulanten-Erzeugende vorgeschlagen. Im Gegensatz zu bekannten Momentenmethoden erlaubt dies die Berechnung der zugeh origen Momentengleichungen ohne Annahmen u ahe zum thermodynamischen Gleichber die N gewicht. Wie am Beispiel einer Mischung inerter Gase demonstriert, erlaubt die eineindeutige Relation zwischen Momenten und Kumulanten der Verteilungsfunktion die Herleitung von Bewegungsgleichungen f ur die Kumulanten. Diese k onnen als hyperbolisches System partieller Dierentialgleichungen in Konvektionsform charakterisiert werden und zeigen eine vergleichsweise einfache Struktur (der Konvektionstensor ist linear in den Kumulanten). Wie f ur das Maxwell-Wechselwirkungsmodell und einen Relaxationszeit-Ansatz gezeigt wird, k onnen auch die nichtlinearen Produktionsterme der resultierenden Bilanzgleichunge einfach berechnet werden, sofern eine entsprechende Form des Stooperators f ur die charakteristischen Funktionen gefunden werden kann. Die Gleichungen sind f ur eine gegebene Kumulantenordnung unabh angig von der Approximationsordnung des Ansatzes. F ur Zust ande nahe dem thermodynamischen Geichgewicht wurde eine linearisierte Form der Produktionsterme betrachtet. Diese entspricht der klassischen Linearisierung der Boltzmanngleichung. Die Jacobi-Matrizen f ur die Produktionsterme sind von block-diagonaler Gestalt, so da f ur den Fall der homogenen Boltzmann-Gleichung durch Berechnung des Eigensystems der Matrix eine analytische L osung angegeben werden kann. F ur den Fall der Maxwell-Wechselwirkung zeigt sich die zur Motivation des Ansatzes gemachte Annahme grunds atzlich best atigt, wobei jedoch eine starke Uberlappung der Relaxationsraten bez uglich der Kumulantenordnung beobachtet wird. Das Eigensystem der Jacobi-Matrix der Produktionsterme erlaubt einen direkten Bezug der Kumulantengleichungen zu Modellen der Kontinuumsmechanik. Entsprechend der Invarianzen bez uglich des Vertauschens der Koordinatenindices treten drei verschiedene Typen von Eigenvariablen auf: skalare energieartige Gr oen; paarweise symmetrische uartige und asymmetrische spannungsartige Gr oen.

Zusammenfassung

113

Numerische Untersuchungen zeigen eine gute qualitative Ubereinstimmung f ur Couette-Str omung mit adiabatischen Randbedingungen und des Temperaturverlaufs f ur Poiseulle-Str omungen im Vergleich mit analytischen Ergebnissen und Monte-Carlo- und Molekulardynamik-Simulationen. Allerdings wird ein erheblicher Einu der Randbedingungen auf die L osung beobachtet: mit den thermischen no-slip Randbedingungen wird mehr ein Verhalten entsprechend dem verd unnter Gase beobachtet, w ahrend die NavierStokes Randbedingungen eher das Verhalten im uid-dynamischen Grenzfall zeigen. Ein in der Literatur diskutierter Sprung der Temperatur an den W anden wird nur mit den thermischen no-slip Randbedingungen f ur die isobare Variante des Algorithmus beobachtet. Im allgemeinen ist jedoch selbst f ur die Boltzmann-Gleichung wenig u ber korrekte Modelle der Randwechselwirkungen bekannt, was den Vergleich mit anderen L osungsmethoden erschwert. Die Untersuchung der Abh angigkeit des Hyperbolizit atsintervalls von verschiedenen klassischen thermodynamischen Variablen und die Ergebnisse der numerischen Simulationen weisen darauf hin, da in den betrachteten Problemen die gew ahlten Randbedingungen und insbesondere die Gr oe des berechneten W armestroms die Hyperbolizit at der Kumulantengleichungen einschr anken. Eine Untersuchung der Abh angigkeit von der Approximationsordnung zeigt, da das zul assige Intervall f ur den W armestrom mit zunehmender Ordnung kleiner wird, d.h. ein Modell h oherer Ordnung l at nur kleinere W armestr ome zu. Eine Interpretation der Momentenmethoden als Methode der gewichteten Residuen (WRM) zeigt Ans atze zu Anwendung moderner numerischer L osungsverfahren auf. Es ist jedoch von grundlegender Bedeutung, die Ansatz- und Wichtungsfunktionen so zu w ahlen, da die durch das H -Theorem gegebenen fundamentalen Stabilit atseigenschaften auf die diskretisierte L osung u onnen. Obwohl die Existenz einer H -artigen Gr oe f ur bertragen werden k Galerkin-Methoden einfach gezeigt werden k onnte ist unklar, ob diese mit der physikalisch relevanten Gr oe Entropie in Verbindung gebracht werden kann.

114

Ich versichere, die vorliegende Arbeit selbstst andig und nur unter Verwendung der angegebenen Literatur und Hilfsmittel angefertigt zu haben. Ich erkl are, nicht bereits fr uher oder gleichzeitig bei anderen Hochschulen oder an dieser Universit at ein Promotionsverfahren beantragt zu haben. Die Promotionsordnung der Fakult at f ur Naturwissenschaften der Technischen Universit at Chemnitz erkenne ich an.

Steffen Seeger

115

Lebenslauf

Name: geboren am: Familienstand: Steen Seeger 20. April 1974 ledig

Schulbildung 1980 1990 1983 1989 1990 1992 Allgemeinbildende Oberschule, Karl-Marx-Stadt Musikschule Karl-Marx-Stadt Spezialklasse f ur Mathematik, Physik und Informatik Technische Universit at Chemnitz

Studium und wissenschaftlicher Werdegang 1992 1997 Aug 1994 1995 1997 Nov 1997 1998 Physikstudium, Technische Universit at Chemnitz Vordiplom (Gesamtnote 1,2) Stipendiat der Studienstiftung des deutschen Volkes Diplom (Gesamtnote 1,0 mit Auszeichnung), Thema: Gitter-Boltzmann-Schemata f ur 2D-Hydrodynamik Wissenschaftlicher Mitarbeiter der TU Chemnitz, Professur Theoretische Physik, insbes. Computerphysik

Forschungsarbeiten: Kinetische Theorie, Diusion auf Fraktalen Projektierung und Betrieb von Computer-Arbeitspl atzen und Cluster-Hochleistungsrechnern f ur Forschung und Lehre in enger Zusammenarbeit mit dem Universit atsrechenzentrum Betreuung von Projektarbeiten (Besondere Lernleistung) Ubungsleitung zu Vorlesungen: Kontinuumsmechanik, Thermodynamik und Statistik, Simulation und Visualisierung

116

Publikationen

S. Seeger and K. H. Hoffmann The cumulant method applied to a mixture of Maxwell gases Continuum Mechanics and Thermodynamics, 14(2):321335, 2002 S. Seeger, A. Franz, C. Schulzky, and K. H. Hoffmann Random walks on nitely ramied Sierpinski carpets Computer Physics Communications, 134(3):307316, 2001 U. H ubner, S. Seeger und K. Petersen Das CLiC-Projekt: Planung und Inbetriebnahme eines PC-Clusters Praxis der Informationsverarbeitung und Kommunikation, 24(2):7584, 2001 S. Seeger and K. H. Hoffmann The cumulant method for computational kinetic theory Continuum Mechanics and Thermodynamics, 12(1):403421, 2000 A. Franz, C. Schulzky, S. Seeger and K. H. Hoffmann Diusion on Fractals Ecient algorithms to compute the random walk dimension, Proceedings of the rst IMA Conference on Fractal Geometry, 2000 A. Franz, C. Schulzky, S. Seeger and K. H. Hoffmann An ecient implementation of the exact enumeration method for random walks on Sierpinski carpets, Fractals, 8(2):155-161, 2000 S. Seeger Gitter-Boltzmann-Schemata f ur 2D-Hydrodynamik Diplomarbeit, TU Chemnitz, November 1997

Vortr age

S. Seeger, Numerik von Kumulanten- und Momentengleichungen Seminar des SFB 393, TU Chemnitz, Januar 2003 S. Seeger, Physikalische Modellierung von Gasen Seminar Numerik part. Dierentialgleichungen, TU Chemnitz, November 2001 S. Seeger, Software tools for project management and documentation Software-Seminar des SFB 393, TU Chemnitz, Juli 2001 S. Seeger, 500 Pinguine + 1 Walsch Wissenschaftliches Rechnen mit Linux Vortrag zum 3. Chemnitzer Linux-Tag, Chemnitz, M arz 2001 K. H. Hoffmann, P. Blaudeck, S. Seeger and A. Franz, Chaos regiert die Welt, TU Chemnitz, Oktober 2000 S. Seeger, Gaskinetische Modelle der Dynamik von Fluiden und deren numerische Simulation, Seminar des SFB 393, TU Chemnitz, Juli 2000 S. Seeger, The Cumulant Method Semniarvortrag, TU Berlin, Juni 2000

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International Conference on Continuum Mechanics and Thermodynamics, Potsdam, Juli 2001 DFG/KONWIHR Workshop on Lattice Boltzmann Methods, Erlangen, Mai 2001 Cluster 2000 IEEE Conference on Cluster Computing, Chemnitz, November 2000 WE-Heraeus Ferienkurs Physik Spielfelder der Statistischen Physik Chemnitz, September 2000 ParCo 97 International Conference on Parallel Computing, Bonn, September 1997 1. Tschechisch-deutsche Sommerakademie Studienstiftung des deutschen Volkes, Prag, August 1995