×

Multiscale modelling and splitting approaches for fluids composed of Coulomb-interacting particles. (English) Zbl 1491.76008

Summary: We consider fluids composed of Coulomb-interacting particles, which are modelled by the Fokker-Planck equation with a collision operator. Based on modelling the transport and collision of the particles, we propose new, computationally efficient, algorithms based on splitting the equations of motion into a global Newtonian transport equation, where the effects of an external electric field are considered, and a local Coulomb interaction stochastic differential equation, which determines the new velocities of the particle. Two different numerical schemes, one deterministic and the other stochastic, as well as an Hamiltonian splitting approach, are proposed for coupling the interactionand transport equations. Results are presented for two- and multi-particle systems with different approximations for the Coulomb interaction. Methodologically, the transport part is modelled by the kinetic equations and the collision part is modelled by the Langevin equations with Coulomb collisions. Such splitting approaches allow concentrating on different solver methods for each different part. Further, we solve multiscale problems involving an external electrostatic field. We apply a multiscale approach so that we can decompose the different time-scales of the transport and the collision parts. We discuss the benefits of the different splitting approaches and their numerical analysis.

MSC:

76A99 Foundations, constitutive equations, rheology, hydrodynamical models of non-fluid phenomena
76M28 Particle methods and lattice-gas methods
76M35 Stochastic analysis applied to problems in fluid mechanics
76-10 Mathematical modeling or simulation for problems pertaining to fluid mechanics
82D15 Statistical mechanics of liquids

Software:

GenFoo; Vador; GYSELA
Full Text: DOI

References:

[1] Geiser, J., Modelling of Langevin equations by the method of multiple scales, IFAC-PapersOnLine, 48, 1, 341-345 (2015) · doi:10.1016/j.ifacol.2015.05.001
[2] Cohen, B. I.; Dimits, A. M.; Friedman, A.; Caflisch, R. E., Time-step considerations in particle simulation algorithms for Coulomb collisions in plasmas, IEEE Trans. Plasma Sci., 38, 9, 2394-2406 (2010) · doi:10.1109/TPS.2010.2049589
[3] Dimits, A. M.; Cohen, B. I.; Caflisch, R. E.; Rosin, M. S.; Ricketson, L., Higher-order time integration of Coulomb collisions in a plasma using Langevin equations, J. Comput. Phys., 242, 561-580 (2013) · Zbl 1299.76317 · doi:10.1016/j.jcp.2013.01.038
[4] Nanbu, K., Probability theory of electron-Molecule, ion-Molecule, molecule-Molecule, and Coulomb collisions for particle modeling of materials processing plasmas and cases, IEEE Trans. Plasma Sci., 28, 3, 971-990 (2000) · doi:10.1109/27.887765
[5] Gompper, G.; Ihle, T.; Kroll, D. M.; Winkler, R. G.; Holm, C.; Kremer, K., Advanced Computer Simulation Approaches for Soft Matter Sciences III, Multi-Particle collision dynamics: A particle-based mesoscale simulation approach to the hydrodynamics of complex fluids, 1-87 (2009), Springer-Verlag: Springer-Verlag, Berlin
[6] Kapral, R., Advances in Chemical Physics, Multiparticle collision dynamics: Simulation of complex systems on mesoscales, 89-146 (2008), Wiley
[7] Lieberman, M. A.; Lichtenberg, A. J., Principles of Plasma Discharges and Materials Processing (2005), Wiley
[8] Lindl, J. D.; Amendt, P.; Berger, R. L., The physics basis for ignition using indirect-drive targets on the national ignition facility, Phys. Plasmas, 11, 339-491 (2004) · doi:10.1063/1.1578638
[9] Tidman, D. C.; Montgomery, D. A., Plasma Kinetic Theory (1964), McGraw-Hill: McGraw-Hill, NY · Zbl 0113.46006
[10] Landau, L. D., The kinetic equation in the case of Coulomb interaction, Zh. Eksper. I Teoret. Fiz, 7, 203-209 (1937) · Zbl 0016.28602
[11] Risken, H., The Fokker-Planck Equation: Methods of Solutions and Applications (1996), Springer-Verlag: Springer-Verlag, Berlin · Zbl 0866.60071
[12] Nanbu, K., Theory of cumulative small-angle collisions in plasmas, Phys. Rev. E, Stat. Phys. Plasmas Fluids Relat. Interdiscip. Top., 55, 4, 4642-4652 (1997)
[13] Geiser, J., Multicomponent and Multiscale Systems—Theory, Methods, and Applications in Engineering (2016), Springer-Verlag: Springer-Verlag, Berlin · Zbl 1325.00001
[14] Lemons, D. S.; Winske, D.; Daughton, W.; Albright, B., Small-angle Coulomb collision model for particle-in-cell simulations, J. Comput. Phys., 228, 5, 1391-1403 (2009) · Zbl 1157.76059 · doi:10.1016/j.jcp.2008.10.025
[15] Hairer, E.; Lubich, C.; Wanner, G., Geometric numerical integration illustrated by the StörmerVerlet method, Acta Numerica, 12, 399-450 (2003) · Zbl 1046.65110 · doi:10.1017/S0962492902000144
[16] Shardlow, T., Splitting for dissipative particle dynamics, SIAM J. Sci. Comput., 24, 4, 1267-1282 (2003) · Zbl 1043.60048 · doi:10.1137/S1064827501392879
[17] Lisal, M.; Brennan, J. K.; Bonet Avalos, J., Dissipative particle dynamics at isothermal, isobaric, isoenergetic, and isoenthalpic conditions using Shardlow-like splitting algorithms, J. Chem. Phys., 135, 204105 (2011) · doi:10.1063/1.3660209
[18] Stoltz, G., Stable schemes for dissipative particle dynamics with conserved energy. Preprint (2017) · Zbl 1376.76053
[19] Hairer, E.; Lubich, C., Long-time energy conservation of numerical methods for oscillatory differential equations, SIAM J. Numer. Anal., 38, 414-441 (2001) · Zbl 0988.65118 · doi:10.1137/S0036142999353594
[20] Hairer, E.; Lubich, C.; Wanner, G., Geometric Numerical Integration. Structure-Preserving Algorithms for Ordinary Differential Equations, 31 (2006), Springer: Springer, Berlin, Heidelberg, New-York · Zbl 1094.65125
[21] Geiser, J., Decomposition Methods for Partial Differential Equations: Theory and Applications in Multiphysics Problems (2009), CRC Press, Taylor & Francis: CRC Press, Taylor & Francis, Boca Raton, London, New York · Zbl 1188.65132
[22] McLachlan, R. I.; Quispel, G. R.W., Splitting methods, Acta Numerica, 341-434 (2002) · Zbl 1105.65341
[23] Trotter, H. F., On the product of semi-groups of operators, Proc. Am. Math. Soc., 10, 4, 545-551 (1959) · Zbl 0099.10401 · doi:10.1090/S0002-9939-1959-0108732-6
[24] Strang, G., On the construction and comparison of difference schemes, SIAM J. Numer. Anal., 5, 506-517 (1968) · Zbl 0184.38503 · doi:10.1137/0705041
[25] Hairer, E.; Wanner, G., Solving Ordinary Differential Equations II (1996), Springer-Verlag: Springer-Verlag, Berlin · Zbl 0859.65067
[26] Milstein, G. N., Approximate integration of stochastic differential equations, Theory Probab. Appl, 19, 552-562 (1974) · Zbl 0314.60039
[27] Geiser, J.; Arab, M., Porous media based modeling of PE-CVD apparatus: Electrical fields and deposition geometries, Spec. Top. Rev. Porous Media, 1, 3, 215-229 (2010) · doi:10.1615/SpecialTopicsRevPorousMedia.v1.i3.30
[28] Geiser, J.; Arab, M., Simulation of a chemical vapor deposition: Four phase model, Spec. Top. Rev. Porous Media, 3, 1, 55-68 (2012) · doi:10.1615/SpecialTopicsRevPorousMedia.v3.i1.50
[29] Kobolov, V. I., FokkerPlanck modeling of electron kinetics in plasmas and semiconductors, Computational Mater. Sci., 28, 302-320 (2003) · doi:10.1016/S0927-0256(03)00115-0
[30] Geiser, J., Multiscale modeling of PE-CVD apparatus: Simulations and approximations, Polymers, 5, 142-160 (2013) · doi:10.3390/polym5010142
[31] Manheimer, W. M.; Lampe, M.; Joyce, G., newblock Langevin representation of Coulomb collisions in PIC simulations, J. Comput. Phys, 138, 2, 563-584 (1997) · Zbl 0902.76081 · doi:10.1006/jcph.1997.5834
[32] Senega, T. K.; Brinkmann, R. P., A multi-component transport model for non-equilibrium low-temperature low-pressure plasmas, J. Phys. D: Appl. Phys., 39, 1606-1618 (2006) · doi:10.1088/0022-3727/39/8/020
[33] Spatschek, K.-H., Theoretische Plasmaphysik (1990), Teubner: Teubner, Stuttgart, Germany
[34] Chapman, S.; Cowling, T. G., The Mathematical Theory of Non-Uniform Gases: An Account of the Kinetic Theory of Viscosity, Thermal Conduction, and Diffusion in Gases (1990), Cambridge University Press
[35] Robson, R. E., Introductory Transport Theory for Charged Particles in Gases (2006), World Scientific: World Scientific, Singapore · Zbl 1129.82038
[36] Ohring, M., Materials Science of Thin Films (2002), Academic Press: Academic Press, San Diego
[37] Dimits, A. M.; Cohen, B. I.; Caflisch, R. E.; Ricketson, L.; Rosin, M. S., Higher-order and multi-level time integration of stochastic differential equations and application to Coulomb collisions (2012), IPAM, UCLA: IPAM, UCLA, USA
[38] Hockney, R.; Eastwood, J., Computer Simulation Using Particles (1985), CRC Press · Zbl 0662.76002
[39] Kloeden, P. E.; Platen, E., The Numerical Solution of Stochastic Differential Equations (1992), Springer-Verlag: Springer-Verlag, Berlin · Zbl 0925.65261
[40] Geiser, J., Iterative Splitting Methods for Differential Equations (2011), CRC Press, Taylor & Francis: CRC Press, Taylor & Francis, Boca Raton, London, New York · Zbl 1223.65074
[41] Korn, G. A.; Korn, T. M., Mathematical Handbook for Scientists and Engineers (1961), McGraw-Hill: McGraw-Hill, New York · Zbl 0121.00103
[42] Bou-Rabee, N.; Vanden-Eijnden, E., A patch that imparts unconditional stability to explicit integrators for Langevin-like equations, J. Comput. Phys., 231, 2565-2580 (2012) · Zbl 1430.65003 · doi:10.1016/j.jcp.2011.12.007
[43] Chandrasekhar, S. (1960)
[44] Spitzer, L., Physics of Fully Ionized Gases (1962), Wiley: Wiley, NY · Zbl 0163.23303
[45] Oksendal, B., Stochastic Differential Equations: An Introduction with Applications (2002), Springer-Verlag: Springer-Verlag, Berlin
[46] Cao, J., Statistical Mechanics (2012), Spring
[47] Zorzano, M. P.; Mais, H.; Vazquez, L., Numerical solution for Fokker-Planck equations in accelerators, Physica D, 113, 2-4, 379-381 (1998) · Zbl 0962.82055 · doi:10.1016/S0167-2789(97)00292-3
[48] Zorzano, M. P.; Mais, H.; Vazquez, L., Numerical solution of two dimensional Fokker-Planck equations, Appl Math Comput, 98, 109-117 (1999) · Zbl 1083.82526 · doi:10.1016/S0096-3003(97)10161-8
[49] Leimkuhler, B.; Reich, S., Simulating Hamiltonian Dynamics (2004), Cambridge University Press · Zbl 1069.65139
[50] Kevorkian, J.; Cole, J., Multiple Scale and Singular Perturbation Methods (1996), Springer-Verlag: Springer-Verlag, Berlin · Zbl 0846.34001
[51] Murdock, J., Perturbations: Theory and Methods (1991), Wiley · Zbl 0810.34047
[52] Akimoto, M.; Suzuki, A., Generalized entropies and the Langevin and Fokker-Planck equations, J. Korean Phys. Soc., 40, 6, 974-978 (2002)
[53] Alexeev, B., Generalized Boltzmann Physical Kinetics (2004), Elsevier: Elsevier, Amsterdam
[54] Johnson, R., Singular Perturbation Theory (2005), Springer-Verlag: Springer-Verlag, Berlin · Zbl 1234.34001
[55] Kuehn, C., Multiple Time Scale Dynamics (2015), Springer-Verlag: Springer-Verlag, Berlin · Zbl 1335.34001
[56] Shivamoggi, B., Perturbation Methods for Differential Equations (2003), Birkhäuser: Birkhäuser, Basel · Zbl 1026.34002
[57] Pavliotis, G. A.; Stuart, A. M., Multiscale Methods: Averaging and Homogenization (2008), Springer-Verlag: Springer-Verlag, Berlin · Zbl 1160.35006
[58] Arber, T. D.; Vann, R. G.L.; Critical, A., Comparison of Eulerian-Grid-based vlasov solvers, J. Comput. Phys., 180, 1, 339-357 (2002) · Zbl 1001.82105 · doi:10.1006/jcph.2002.7098
[59] Filbet, F.; Sonnendrücker, E., Comparison of Eulerian Vlasov solvers, Comput. Phys. Commun., 150, 3, 247-266 (2003) · Zbl 1196.82108 · doi:10.1016/S0010-4655(02)00694-X
[60] Cohen, B. I.; Divol, L.; Langdon, A. B.; Williams, E. A., Effects of ion-Ion collisions and inhomogeneity in two-dimensional kinetic ion simulations of stimulated Brillouin backscattering, Phys. Plasmas, 13, 2, 022705 (2006) · doi:10.1063/1.2168405
[61] Rosin, M. S.; Ricketson, L. F.; Dimits, A. M.; Caflisch, R. E.; Cohen, B. I., Multilevel Monte Carlo simulation of Coulomb collisions, J. Comput. Phys., 274, 140-157 (2014) · Zbl 1351.82085 · doi:10.1016/j.jcp.2014.05.030
[62] Crouseilles, N.; Mehrenberger, M.; Sonnendrücker, E., Conservative semi-Lagrangian schemes for the Vlasov equation, J. Comput. Phys., 229, 1927-1953 (2010) · Zbl 1303.76103 · doi:10.1016/j.jcp.2009.11.007
[63] Grandgirard, V.; Brunetti, M.; Bertrand, P.; Besse, N., A drift-kinetic semi-Lagrangian 4D code for ion turbulence simulation, J. Comput. Phys., 217, 395-423 (2006) · Zbl 1160.76385 · doi:10.1016/j.jcp.2006.01.023
[64] Takizuka, T.; Abe, H., A binary collision model for plasma simulation with a particle code, J. Comput. Phys., 25, 3, 205-219 (1977) · Zbl 0403.76091 · doi:10.1016/0021-9991(77)90099-7
[65] Jones, M. E.; Lemons, D. S.; Mason, R. J.; Thomas, V. A.; Winske, D., A grid-based Coulomb collision model for PIC codes, J. Comput. Phys., 123, 1, 169-181 (1996) · Zbl 0840.76071 · doi:10.1006/jcph.1996.0014
[66] Sherlock, M., A Monte-Carlo method for Coulomb collisions in hybrid plasma models, J. Comput. Phys., 227, 4, 2286-2292 (2008) · Zbl 1132.76044 · doi:10.1016/j.jcp.2007.11.037
[67] Geiser, J., Multiscale splitting for stochastic differential equations: Applications in particle collisions, J. Coupled Syst. Multiscale Dyn., 1, 2, 241-250 (2013) · doi:10.1166/jcsmd.2013.1017
[68] Ihle, T.; Tüzel, E.; Kroll, D. M., Equilibrium calculation of transport coefficients for a fluid-particle model, Phys. Rev. E, 72, 046707 (2005) · doi:10.1103/PhysRevE.72.046707
[69] Frenod, E.; Hirstoaga, S. A.; Sonnendrücker, E., An exponential integrator for a highly oscillatory Vlasov equation, Discrete Continuous Dynamical Systems, Series S, 8, 1, 169-183 (2015) · Zbl 1302.35367 · doi:10.3934/dcdss.2015.8.169
[70] Crouseilles, N.; Einkemmer, L.; Faou, E., A Hamiltonian splitting for the Vlasov-Maxwell system, J. Comput. Phys., 283, 224-240 (2015) · Zbl 1351.35223 · doi:10.1016/j.jcp.2014.11.029
[71] Weinan, E., Principles of Multiscale Modelling (2010), Cambridge University Press
[72] Weinan, E.; Engquist, B., Multiscale modelling and computations, Notices of the AMS, 50, 9, 1062-1070 (2003) · Zbl 1032.65013
[73] Griebel, M.; Knapek, S.; Zumbusch, G., Numerical simulation in molecular dynamics: Numerics, algorithms, parallelization, applications (2007), Springer: Springer, Berlin, Heidelberg, New York · Zbl 1131.76001
[74] Gubbins, K. E.; Moore, J. D., Molecular modeling of matter: Impact and prospects in engineering, Ind. Eng. Chem. Res., 49, 3026-3046 (2010) · doi:10.1021/ie901909c
[75] Homman, -A.-A.; Maillet, J.-B.; Roussel, J.; Stoltz, G., New parallelizable schemes for integrating the dissipative particle dynamics with energy conservation, J. Chem. Phys., 144, 024112 (2016) · doi:10.1063/1.4937797
[76] Innocenti, M. E.; Lapenta, G.; Markidis, S.; Beck, A.; Vapirev, A., A multi level multi domain method for particle in cell plasma simulations, J. Comput. Phys., 238, 115-140 (2013) · doi:10.1016/j.jcp.2012.12.028
[77] Larentzos, J. P.; Brennan, J. K.; Moore, J. D.; Lisal, M.; Mattson, W. D., Parallel implementation of isothermal and isoenergetic dissipative particle dynamics using Shardlow-like splitting algorithms, Comput. Phys. Commun., 185, 7, 1987-1998 (2014) · Zbl 1352.65024 · doi:10.1016/j.cpc.2014.03.029
[78] Thomas, A. G.R.; Tzoufras, M.; Robinson, A. P.L.; Kingham, R. J.; Ridgers, C. P.; Sherlock, M.; Bell, A. R., A review of VlasovFokkerPlanck numerical modeling of inertial confinement fusion plasma, J. Comput. Phys, 231, 3, 1051-1079 (2012) · Zbl 1385.76015 · doi:10.1016/j.jcp.2011.09.028
[79] Höök, L. J., Numerical solution of quasilinear kinetic diffusion equations in Toroidal plasmas, Doctoral Thesis (2013), Trita-EE, KTH Royal Institute of Technology
[80] Nanbu, K.; Furubayashi, T.; Takekida, H., Coulomb collisions in materials processing plasmas, Thin Solid Films, 506-507, 720-723 (2006) · doi:10.1016/j.tsf.2005.08.147
[81] Geiser, J.; Röhle, R., Kinetic processes and phase-transition of CVD processes for Ti2SiC3, J. Convergence Inf. Technol., 5, 6, 9-32 (2010) · doi:10.4156/jcit
[82] Geiser, J.; Ivanyi, P.; Topping, B. H.V., Computational Methods for Engineering Technology, Multi-scale methods for transport problems: Theory and applications, 157-190 (2014), Saxe-Coburg Publications: Saxe-Coburg Publications, Stirlingshire, Scotland
[83] Geiser, J.; Buck, V.; Arab, M., Model of PE-CVD apparatus: Verification and simulations, Math. Probl. Eng., 2010, Article ID 407561 (2010) · Zbl 1425.76219 · doi:10.1155/2010/407561
[84] Anishchenko, V. S.; Astakhov, V.; Neiman, A.; Vadivasova, T.; Schimansky-Geier, L., Non-linear Dynamics of Chaotic and Stochastic Systems: Tutorial and Modern Developments (2007), Springer-Verlag: Springer-Verlag, Berlin · Zbl 1125.37001
[85] Liu, M.; Cao, W.; Fan, Z., Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation, J. Comput. Appl. Math., 170, 255-268 (2004) · Zbl 1059.65006 · doi:10.1016/j.cam.2004.01.040
[86] Geiser, J., Iterative Splitting Methods for Coulomb Collisions in Plasma Simulations (2017)
[87] Bittencourt, J. A., Fundamentals of Plasma Physics (2004), Springer-Verlag: Springer-Verlag, Berlin · Zbl 1084.76001
[88] Fitzpatrick, R., Plasma Physics: An Introduction (2015), CRC Press, Taylor & Francis: CRC Press, Taylor & Francis, Boca Raton, FL, USA
[89] Geiser, J.; Röhle, R., Modeling and simulation for physical vapor deposition: Multiscale model, Int. J. Mathematical, Computational, Physical, Electrical Comput. Eng., 2, 11, 816-824 (2008)
[90] Geiser, J., Model order reduction for numerical simulation of particle transport based on numerical integration approaches, Math. Comput. Model Dyn. Syst., 20, 4, 317-344 (2014) · Zbl 1298.93098 · doi:10.1080/13873954.2013.859159
[91] Leimkuhler, B.; Matthews, C., Rational construction of stochastic numerical methods for molecular sampling, Appl. Math. Res. Express, 1, 34-56 (2013) · Zbl 1264.82102
[92] Leimkuhler, B.; Matthews, C., The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics, IMA J. Numer. Anal., 36, 13-79 (2016) · Zbl 1347.65014
[93] Geiser, J., Iterative operator-splitting methods with higher order time-integration methods and applications for parabolic partial differential equations, J. Comput. Appl. Math., 217, 227-242 (2008) · Zbl 1144.65062 · doi:10.1016/j.cam.2007.06.028
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.