Lorenzo Pareschi

Implicit---Explicit Runge---Kutta Schemes and Applications to Hyperbolic Systems with Relaxation

We consider new implicit–explicit (IMEX) Runge–Kutta methods for hyperbolic systems of conservation laws with stiff relaxation terms. The explicit part is treated by a strong-stability-preserving (SSP) scheme, and the implicit part is treated by an L-stable diagonally implicit Runge–Kutta method (DIRK). The schemes proposed are asymptotic preserving (AP) in the zero relaxation limit. High accuracy in space is obtained by Weighted Essentially Non Oscillatory (WENO) reconstruction. After a description of the mathematical properties of the schemes, several applications will be presented

Numerical Solution of the Boltzmann Equation I: Spectrally Accurate Approximation of the Collision Operator

In this paper we show that the use of spectral Galerkin methods for the approximation of the Boltzmann equation in the velocity space permits one to obtain spectrally accurate numerical solutions at a reduced computational cost. We prove that the spectral algorithm preserves the total mass and approximates with infinite-order accuracy momentum and energy. Consistency of the method is also proved, and a stability result for a smoothed positive scheme is given. We demonstrate that the Fourier coefficients associated with the collision kernel of the equation have a very simple structure and in some cases can be computed explicitly. Numerical examples for homogeneous test problems in two and three dimensions confirm the advantages of the method.

On a kinetic model for a simple market economy

In this paper, we consider a simple kinetic model of economy involving both exchanges between agents and speculative trading. We show that the kinetic model admits non trivial quasi-stationary states with power law tails of Pareto type. In order to do this we consider a suitable asymptotic limit of the model yielding a Fokker–Planck equation for the distribution of wealth among individuals. For this equation the stationary state can be easily derived and shows a Pareto power law tail. Numerical results confirm the previous analysis.

Uniformly Accurate Diffusive Relaxation Schemes for Multiscale Transport Equations

Many transport equations, such as the neutron transport, radiative transfer, and transport equations for waves in random media, have a diffusive scaling that leads to the diffusion equations. In many physical applications, the scaling parameter (mean free path) may differ in several orders of magnitude from the rarefied regimes to the hydrodynamic (diffusive) regimes within one problem, and it is desirable to develop a class of robust numerical schemes that can work uniformly with respect to this relaxation parameter. In an earlier work [Jin, Pareschi, and Toscani, SIAM J. Numer. Anal., 35 (1998), pp. 2405--2439] we handled this numerical problem for discrete-velocity kinetic models by reformulating the system into a form commonly used for a relaxation scheme for conservation laws [Jin and Xin, Comm. Pure Appl. Math., 48 (1995), pp. 235--277]. Such a reformulation allows us to use the splitting technique for relaxation schemes to design a class of implicit, yet explicitly implementable, schemes that work with high resolution uniformly with respect to the relaxation parameter. In this paper we show that such a numerical technique can be applied to a large class of transport equations with continuous velocities, when one uses the even and odd parities of the transport equation.

Diffusive Relaxation Schemes for Multiscale Discrete-Velocity Kinetic Equations

Many kinetic models of the Boltzmann equation have a diffusive scaling that leads to the Navier--Stokes-type parabolic equations, such as the heat equation, the porous media equations, the advection-diffusion equation, and the viscous Burgers equation. In such problems the diffusive relaxation parameter may differ in several orders of magnitude from the rarefied regimes to the hydrodynamic (diffusive) regimes, and it is desirable to develop a class of numerical schemes that can work uniformly with respect to this relaxation parameter. Earlier approaches that work from the rarefied regimes to the Euler regimes do not directly apply to these problems since here, in addition to the stiff relaxation term, the convection term is also stiff. Our idea is to reformulate the problem in the form commonly used for the relaxation schemes to conservation laws by properly combining the stiff component of the convection terms into the relaxation term. This, however, introduces new difficulties due to the dependence of the stiff source term on the gradient. We show how to overcome this new difficulty with an adequately designed, economical discretization procedure for the relaxation term. These schemes are shown to have the correct diffusion limit. Several numerical results in one and two dimensions are presented, which show the robustness, as well as the uniform accuracy, of our schemes.

Mathematical Modeling of Collective Behavior in Socio-Economic and Life Sciences

Economic modelling and financial markets.- Agent-based models of economic interactions.- On kinetic asset exchange models and beyond: microeconomic formulation,trade network, and all that.- Microscopic and kinetic models in financial markets.- A mathematical theory for wealth distribution.- Tolstoys dream and the quest for statistical equilibrium in economics and the social sciences.- Social modelling and opinion formation.- New perspectives in the equilibrium statistical mechanics approach to social and economic sciences.- Kinetic modelling of complex socio-economic systems.- Mathematics and physics applications in sociodynamics simulation: the case of opinion formation and diffusion.- Global dynamics in adaptive models of collective choice with social influence.- Modelling opinion formation by means of kinetic equations.- Human behavior and swarming.- On the modelling of vehicular traffic and crowds by kinetic theory of active particles.- Particle, kinetic, and hydrodynamic models of swarming.- Modeling self-organization in pedestrians and animal groups from macroscopic and microscopic viewpoints.- Statistical physics and modern human warfare.- Diffusive and nondiffusive population models.

Modeling and computational methods for kinetic equations

Preface Part I: Rarefied Gases Macroscopic Limits of the Boltzmann Equation: A Review Moment Equations for Charged Particles: Global Existence Results Monte-Carlo Methods for the Boltzmann Equation Accurate Numerical Methods for the Boltzmann Equation Finite-Difference Methods for the Boltzmann Equation for Binary Gas Mixtures Part II: Applications Plasma Kinetic Models: The Fokker-Planck-Landau Equation On Multipole Approximations of the Fokker-Planck-Landau Operator Traffic Flow: Models and Numerics Modelling and Numerical Methods for Granular Gases Quantum Kinetic Theory: Modelling and Numerics for Bose--Einstein Condensation On Coalescence Equations and Related Models

Relaxation Schemes for Nonlinear Kinetic Equations

A class of numerical schemes for nonlinear kinetic equations of Boltzmann type is described. Following Wilds approach, the solution is represented as a power series with parameter depending exponentially on the Knudsen number. This permits us to derive accurate and stable time discretizations for all ranges of the mean free path. These schemes preserve the main physical properties: positivity, conservation of mass, momentum, and energy. Moreover, for some particular models, the entropy property is also shown to hold.

Fast algorithms for computing the boltzmann collision operator

The development of accurate and fast numerical schemes for the five fold Boltzmann collision integral represents a challenging problem in scientific computing. For a particular class of interactions, including the so-called hard spheres model in dimension three, we are able to derive spectral methods that can be evaluated through fast algorithms. These algorithms are based on a suitable representation and approximation of the collision operator. Explicit expressions for the errors in the schemes are given and spectral accuracy is proved. Parallelization properties and adaptivity of the algorithms are also discussed.

Numerical methods for kinetic equations

In this survey we consider the development and mathematical analysis of numerical methods for kinetic partial differential equations. Kinetic equations represent a way of describing the time evolution of a system consisting of a large number of particles. Due to the high number of dimensions and their intrinsic physical properties, the construction of numerical methods represents a challenge and requires a careful balance between accuracy and computational complexity. Here we review the basic numerical techniques for dealing with such equations, including the case of semi-Lagrangian methods, discrete-velocity models and spectral methods. In addition we give an overview of the current state of the art of numerical methods for kinetic equations. This covers the derivation of fast algorithms, the notion of asymptotic-preserving methods and the construction of hybrid schemes.