For hyperbolic first-order systems of linear partial differential equations (master equations), appearing in description of kinetic processes in physics, biology and chemistry we propose a new procedure to obtain their complete closed-form non-stationary solutions. The methods used include the classical Laplace cascade method as well as its recent generalizations for systems with more than 2 equations and more than 2 independent variables. As an example we present the complete non-stationary solution (probability distribution) for Verhulst model driven by Markovian coloured dichotomous noise.
This paper deals with the derivation and analysis of a compressible Euler-type equation with singular commutator, which is derived from a hyperbolic limit of the kinetic description to the Cucker-Smale model of interacting individuals
The PSA system commonly used in the context of gas-solid chromatography is reformulated as a single kinetic equation using an additional kinetic variable. A kinetic numerical scheme is built from this new formulation and its behavior is tested on solving the Riemann problem in different configurations leading to single or composite waves.
We consider a system of two kinetic equations modelling a multicellular system : The first equation governs the dynamics of cells, whereas the second kinetic equation governs the dynamics of the chemoattractant. For this system, we first prove the existence of global-in-time solution. The proof of existence relies on a fixed point procedure after establishing some a priori estimates. Then, we investigate the hyperbolic limit after rescaling of the kinetic system. It leads to a macroscopic system of Cattaneo type. The rigorous derivation is established thanks to a compactness method.
We are interested in the large-time behavior of periodic entropy solutions in $L^\infty$ to anisotropic degenerate parabolic-hyperbolic equations of second-order. Unlike the pure hyperbolic case, the nonlinear equation is no longer self-similar invariant and the diffusion term in the equation significantly affects the large-time behavior of solutions; thus the approach developed earlier based on the self-similar scaling does not directly apply. In this paper, we develop another approach for establishing the decay of periodic solutions for anisotropic degenerate parabolic-hyperbolic equations. …
This paper deals with the analysis of the asymptotic limit toward the derivation of macroscopic equations for a class of equations modeling complex multicellular systems by methods of the kinetic theory. After having chosen an appropriate scaling of time and space, a Chapman-Enskog expansion is combined with a closed, by minimization, technique to derive hyperbolic models at the macroscopic level. The resulting macroscopic equations show how the macroscopic tissue behavior can be described by hyperbolic systems which seem the most natural in this context. We propose also an asymptotic-preservi…
In this paper, we study a nonlinear system of first order partial differential equations describing the macroscopic behavior of an ensemble of interacting self-propelled rigid bodies. Such system may be relevant for the modelling of bird flocks, fish schools or fleets of drones. We show that the system is hyperbolic and can be approximated by a conservative system through relaxation. We also derive viscous corrections to the model from the hydrodynamic limit of a kinetic model. This analysis prepares the future development of numerical approximations of this system.
The memory effects on microscopic kinetic systems have been sometimes modelled by means of the introduction of second order time derivatives in the macroscopic hydrodynamic equations. One prototypical example is the hyperbolic modification of the Burgers equation, that has been introduced to clarify the interplay of hyperbolicity and nonlinear hydrodynamic evolution. Previous studies suggested the finite time blow-up of this equation, and here we present a rigorous proof of this fact.
We are concerned with the hyperbolic Keller-Segel model with quorum sensing, a model describing the collective cell movement due to chemical signalling with a flux limitation for high cell densities. This is a first order quasilinear equation, its flux depends on space and time via the solution to an elliptic PDE in which the right hand side is the solution to the hyperbolic equation. This model lacks strong compactness or contraction properties. Our purpose is to prove the existence of an entropy solution obtained, as usual, in passing to the limit in a sequence of solutions to the parabolic …
We develop an analytical tool which is adept for detecting shapes of oscillatory functions, is useful in decomposing homogenization problems into limit-problems for kinetic equations, and provides an efficient framework for the validation of multi-scale asymptotic expansions. We apply it first to a hyperbolic homogenization problem and transform it to a hyperbolic limit problem for a kinetic equation. We establish conditions determining an effective equation and counterexamples for the case that such conditions fail. Second, when the kinetic decomposition is applied to the problem of enhanced …
We establish smoothing estimates in the framework of hyperbolic Sobolev spaces for the velocity averaging operator $ρ$ of the solution of the kinetic transport equation. If the velocity domain is either the unit sphere or the unit ball, then, for any exponents $q$ and $r$, we find a characterisation of the exponents $β_+$ and $β_-$, except possibly for an endpoint case, for which $D_+^{β_+}D_-^{β_-} ρ$ is bounded from space-velocity $L^2_{x,v}$ to space-time $L^q_tL^r_x$. Here, $D_+$ and $D_-$ are the classical and hyperbolic derivative operators, respectively. In fact, we shall provide an arg…
A solution is proposed to a longstanding open problem in kinetic theory, namely, given any set of realizable velocity moments up to order 2n, a closure for the moment of order 2n+1 is constructed for which the moment system found from the free-transport term in the one-dimensional (1-D) kinetic equation is globally hyperbolic and in conservative form. In prior work, the hyperbolic quadrature method of moments (HyQMOM) was introduced to close this moment system up to fourth order (n $\le$ 2). Here, HyQMOM is reformulated and extended to arbitrary even-order moments. The HyQMOM closure is define…
We investigate the properties of traveling wave solutions to hyperbolic conservation laws augmented with diffusion and dispersion, and review the existence and qualitative properties of the associated kinetic functions, which characterize the class of admissible shock waves selected by such regularizations.
Kinetic relations for undercompressive shock waves. Physical, mathematical, and numerical issues
Laboratoire Jacques-Louis Lions & Centre National de la Recherche Scientifique, Université Pierre et Marie Curie (Paris 6)（雅克-路易·利翁斯实验室与法国国家科学研究中心，皮埃尔和玛丽居里大学（巴黎第六大学））
We prove the well-posedness and the asymptotic decay to the mean value of Besicovitch almost periodic entropy solutions to nonlinear aniso\-tropic degenerate parabolic-hyperbolic equations. After setting up the problem and its kinetic formulation on the Bohr compact, the main result, that is, the decay property, ia achieved by devising a suitable adaptation of the technique introduced by Chen and Perthame (2009) in their proof of the decay of periodic entropy solutions to the same equations.
We analyse the linear kinetic transport equation with a BGK relaxation operator. We study the large scale hyperbolic limit $(t,x)\to (t/\eps,x/\eps)$. We derive a new type of limiting Hamilton-Jacobi equation, which is analogous to the classical eikonal equation derived from the heat equation with small diffusivity. We prove well-posedness of the phase problem and convergence towards the viscosity solution of the Hamilton-Jacobi equation. This is a preliminary work before analysing the propagation of reaction fronts in kinetic equations.
The convergence of the Boltzmann equaiton to the compressible Euler equations when the Knudsen number tends to zero has been a long standing open problem in the kinetic theory. In the setting of Riemann solution that contains the generic superposition of shock, rarefaction wave and contact discontinuity to the Euler equations, we succeed in justifying this limit by introducing hyperbolic waves with different solution backgrounds to capture the extra masses carried by the hyperbolic approximation of the rarefaction wave and the diffusion approximation of contact discontinuity.
We prove smoothing estimates for velocity averages of the kinetic transport equation in hyperbolic Sobolev spaces at the critical regularity, leading to a complete characterisation of the allowable regularity exponents. Such estimates will be deduced from some mixed-norm estimates for the cone multiplier operator at a certain critical index. Our argument is not particular to the geometry of the cone and we illustrate this by establishing analogous estimates for the paraboloid.
In this paper, we first construct a model for free surface flows that takes into account the air entrainment by a system of four partial differential equations. We derive it by taking averaged values of gas and fluid velocities on the cross surface flow in the Euler equations (incompressible for the fluid and compressible for the gas). The obtained system is conditionally hyperbolic. Then, we propose a mathematical kinetic interpretation of this system to finally construct a two-layer kinetic scheme in which a special treatment for the "missing" boundary condition is performed. Several numeric…
In this paper, we study the hypocoercivity for a class of linear kinetic equations with both transport and degenerately dissipative terms. As concrete examples, the relaxation operator, Fokker-Planck operator and linearized Boltzmann operator are considered. By constructing equivalent temporal energy functionals, time rates of the solution approaching equilibrium in some Hilbert spaces are obtained when the spatial domain takes the whole space or torus and when there is a confining force or not. The main tool of the proof is the macro-micro decomposition combined with Kawashima's argument on d…
We investigate the numerical discretization of a two-stream kinetic system with an internal state, such system has been introduced to model the motion of cells by chemotaxis. This internal state models the intracellular methylation level. It adds a variable in the mathematical model, which makes it more challenging to simulate numerically. Moreover, it has been shown that the macroscopic or mesoscopic quantities computed from this system converge to the Keller-Segel system at diffusive scaling or to the velocity-jump kinetic system for chemotaxis at hyperbolic scaling. Then we pay attention to…
Why many theories of shock waves are necessary. Kinetic relations for nonconservative systems
Laboratoire de Mathématiques Jean Leray, Centre National de la Recherche Scientifique, Université de Nantes（让·勒雷数学实验室，法国国家科学研究中心，南特大学）；Laboratoire Jacques-Louis Lions, Centre National de la Recherche Scientifique, Université Pierre et Marie Curie (Paris 6)（雅克-路易·利翁斯实验室，法国国家科学研究中心，皮埃尔和玛丽·居里大学（巴黎第六大学））
We study the long-range, long-time behavior of the reactive-telegraph equation and a related reactive-kinetic model. The two problems are equivalent in one spatial dimension. We point out that the reactive-telegraph equation, meant to model a population density, does not preserve positivity in higher dimensions. In view of this, in dimensions larger than one, we consider a reactive-kinetic model and investigate the long-range, long-time limit of the solutions. We provide a general characterization of the speed of propagation and we compute it explicitly in one and two dimensions. We show that …
We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the weighted L 2 relative entropy. Then, we adapt the arguments developed in [12] based the hypocoercivity method to get quantitative estimates on the convergence to equilibrium of the discrete solution. Finally, we prove that in the diffusive limit, the scheme is asymptotic preserving with respect to both the time variable and the scaling parameter at play.
We construct a high order discontinuous Galerkin method for solving general hyperbolic systems of conservation laws. The method is CFL-less, matrix-free, has the complexity of an explicit scheme and can be of arbitrary order in space and time. The construction is based on: (a) the representation of the system of conservation laws by a kinetic vectorial representation with a stiff relaxation term; (b) a matrix-free, CFL-less implicit discontinuous Galerkin transport solver; and (c) a stiffly accurate composition method for time integration. The method is validated on several one-dimensional tes…
We establish the well-posedness of an initial-boundary value problem of mixed type for a stochastic nonlinear parabolic-hyperbolic equation on a space domain $\cO=\cO'\X\cO''$ where a Neumann boundary condition is imposed on $\po\cO'\X\cO"$, the hyperbolic boundary, and a Dirichlet condition is imposed on $\cO'\X\po\cO"$, the parabolic boundary. Among other points to be highlighted in our analysis of this problem we mention the new strong trace theorem for the special class of stochastic nonlinear parabolic-hyperbolic equations studied here, which is decisive for the uniqueness of the kinetic …
In this paper, we investigate generalized Carleman kinetic equation for n$\ge$2 and prove convergence towards the solution of equation with fast diffusion or porous medium type, $u_t=Δu^m$ ($0\le m\le2$), in its diffusive hydrodynamic limit. Using comparison principle of system combined with fixed speed propagation property of transport equation, we create a new barrier argument for this hyperbolic system. It is crucial to construct explicit local sub and solution of system and this is done by employing an ansatz from second order asymptotic expansion. This allow us prove diffusive limit towar…
In this paper, we extend and complement previous works about propagation in kinetic reaction-transport equations. The model we study describes particles moving according to a velocity-jump process, and proliferating according to a reaction term of monostable type. We focus on the case of bounded velocities, having dimension higher than one. We extend previous results obtained by the first author with Calvez and Nadin in dimension one. We study the large time/large scale hyperbolic limit via an Hamilton-Jacobi framework together with the half-relaxed limits method. We deduce spreading results a…
In the present contribution, we derive from kinetic theory a unified fluid model for multicomponent plasmas by accounting for the electromagnetic field influence. We deal with a possible thermal nonequilibrium of the translational energy of the particles, neglecting their internal energy and the reactive collisions. Given the strong disparity of mass between the electrons and heavy particles, such as molecules, atoms, and ions, we conduct a dimensional analysis of the Boltzmann equation. We then generalize the Chapman-Enskog method, emphasizing the role of a multiscale perturbation parameter o…
The voltage-conductance kinetic equation for integrate and fire neurons has been used in neurosciences since a decade and describes the probability density of neurons in a network. It is used when slow conductance receptors are activated and noticeable applications to the visual cortex have been worked-out. In the simplest case, the derivation also uses the assumption of fully excitatory and moderately all-to-all coupled networks; this is the situation we consider here. We study properties of solutions of the kinetic equation for steady states and time evolution and we prove several global a p…
In this paper, we discuss the Cauchy problem for a degenerate parabolic hyperbolic equation with a multiplicative noise. We focus on the existence of a solution. Using nondegenerate smooth approximations, Debussche, Hofmanová and Vovelle [8] proved the existence of a kinetic solution. On the other hand, we propose to construct a sequence of approximations by applying a time splitting method and prove that this converges strongly in $L^1$ to a kinetic solution. This method will somewhat give us not only a simpler and more direct argument but an improvement over the existence result.
We consider a mono-dimensional two-velocities scheme used to approximate the solutions of a scalar hyperbolic conservative partial differential equation. We prove the convergence of the discrete solution toward the unique entropy solution by first estimating the supremum norm and the total variation of the discrete solution, and second by constructing a discrete kinetic entropy-entropy flux pair being given a continuous entropy-entropy flux pair of the hyperbolic system. We finally illustrate our results with numerical simulations of the advection equation and the Burgers equation.
Large deviations of conservative interacting particle systems, such as the zero range process, about their hydrodynamic limit and their respective rate functions lead to the analysis of the skeleton equation; a degenerate parabolic-hyperbolic PDE with irregular drift. We develop a robust well-posedness theory for such PDEs in energy-critical spaces based on concepts of renormalized solutions and the equation's kinetic form. We establish these properties by proving that renormalized solutions are equivalent to classical weak solutions, extending concepts of [DiPerna, Lions; Ann. Math., 1989], […
Kinetic-transport equations are, by now, standard models to describe the dynamics of populations of bacteria moving by run-and-tumble. Experimental observations show that bacteria increase their run duration when encountering an increasing gradient of chemotactic molecules. This led to a first class of models which heuristically include tumbling frequencies depending on the path-wise gradient of chemotactic signal. More recently, the biochemical pathways regulating the flagellar motors were uncovered. This knowledge gave rise to a second class of kinetic-transport equations, that takes into ac…
Well-balanced and asymptotic preserving schemes for kinetic models
Sorbonne Universités, UPMC Univ Paris 06（索邦大学，巴黎第六大学）；CNRS（法国国家科学研究中心）；INRIA-Paris-Rocquencourt（法国国家信息与自动化研究所巴黎-罗克安库尔分部）；Institute of natural sciences and department of mathematics, Shanghai Jiao Tong University（上海交通大学自然科学研究院和数学系）
An exact particle method for scalar conservation laws and its application to stiff reaction kinetics
G. Millán Institute of Fluid Dynamics Nanoscience and Industrial Mathematics University Carlos III de Madrid（卡洛斯三世大学G.米兰流体力学纳米科学与工业数学研究所）；Department of Mathematics Temple University（天普大学数学系）
Why many theories of shock waves are necessary. Kinetic functions, equivalent equations, and fourth-order models
Université de Paris VI（巴黎第六大学）；Centre National de la Recherche Scientifique（法国国家科学研究中心）；Courant Institute of Mathematical Sciences, New York University（纽约大学库朗数学科学研究所）
In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic solution and develop a well-posedness theory that includes also an $L^1$-contraction property. In comparison to the previous works of the authors concerning stochastic hyperbolic conservation laws [J. Funct. Anal. 259 (2010) 1014-1042] and semilinear degenerate parabolic SPDEs [Stochastic Process. Appl. 123 (2013) 4294-4336], the present result contains two new ing…
