Skip to main content

An Asymptotic Preserving Scheme for a Stochastic Linear Kinetic Equation in the Diffusion Regime

  • Conference paper
  • First Online:
From Particle Systems to Partial Differential Equations (ICPS 2019, ICPS 2018, ICPS 2017)

Abstract

In this paper, we present an Asymptotic Preserving scheme for a stochastic linear kinetic equation. Its construction is based on a micro-macro decomposition. We start by explaining how we build it and then perform the formal numerical limit. After stating some stability results proved in [1], some numerical tests confirming the good performances of our scheme are finally presented.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. N. Ayi, E. Faou, Analysis of an asymptotic preserving scheme for stochastic linear kinetic equations in the diffusion limit. SIAM/ASA J. Uncertain. Quantif. 7, 760–785 (2019)

    Article  MathSciNet  Google Scholar 

  2. C. Bauzet, G. Vallet, P. Wittbold, The Cauchy problem for conservations laws with a multplicative Stochastic perturbation. J. Hyperbolic Differ. Equ. 09(04), 661–709 (2012)

    Article  Google Scholar 

  3. M. Bennoune, M. Lemou, L. Mieussens, Uniformly stable numerical schemes for the Boltzmann equation preserving the compressible Navier–Stokes asymptotics. J. Comput. Phys. 227(8), 3781–3803 (2008)

    Article  MathSciNet  Google Scholar 

  4. M. Bennoune, M. Lemou, L. Mieussens, An asymptotic preserving scheme for the Kac model of the Boltzmann equation in the diffusion limit. Contin. Mech. Thermodyn. 21(5), 401 (2009)

    Article  MathSciNet  Google Scholar 

  5. N. Crouseilles, M. Lemou, An asymptotic preserving scheme based on a micro-macro decomposition for collisional Vlasov equations: diffusion and high-field scaling limits. Kinet. Relat. Model. 4, 06 (2011)

    Article  MathSciNet  Google Scholar 

  6. A. Debussche, S. De Moor, J. Vovelle, Diffusion limit for the radiative transfer equation perturbed by a Wiener process. Kinet. Relat. Model. 8(3), 467–492 (2015)

    Article  MathSciNet  Google Scholar 

  7. A. Debussche, J. Vovelle, Scalar conservation laws with stochastic forcing. J. Funct. Anal. 259(4), 1014–1042 (2010)

    Article  MathSciNet  Google Scholar 

  8. E. Weinan, K. Khanin, A. Mazel, Ya. Sinai, Invariant measures for burgers equation with Stochastic forcing. Ann. Math. 151(3), 877–960 (2000)

    Google Scholar 

  9. J. Feng, D. Nualart, Stochastic scalar conservation laws. J. Funct. Anal. 255(2), 313–373 (2008)

    Article  MathSciNet  Google Scholar 

  10. I.M. Gamba, S. Jin, L. Liu, Micro-macro decomposition based asymptotic-preserving numerical schemes and numerical moments conservation for collisional nonlinear kinetic equations. J. Comput. Phys. 382, 264–290 (2019)

    Article  MathSciNet  Google Scholar 

  11. M. Hofmanova, A Bhatnagar–Gross–Krook approximation to stochastic scalar conservation laws. Annales de l’Institut Henri Poincaré Probabilités et Statistiques 51(4), 1500–1528 (2015)

    Google Scholar 

  12. H. Holden, N.H. Risebro, Conservation laws with a random source. Appl. Math. Optim. 36(2), 229–241 (1997)

    Article  MathSciNet  Google Scholar 

  13. S. Jin, D. Levermore, The discrete-ordinate method in diffusive regimes. Transp. Theory Stat. Phys. 20(5–6), 413–439 (1991)

    Article  MathSciNet  Google Scholar 

  14. S. Jin, D. Levermore, Fully-discrete numerical transfer in diffusive regimes. Transp. Theory Stat. Phys. 22(6), 739–791 (1993)

    Article  MathSciNet  Google Scholar 

  15. S. Jin, L. Pareschi, G. Toscani, Uniformly accurate diffusive relaxation schemes for multiscale transport equations. SIAM J. Numer. Anal. 38(3), 913–936 (2000)

    Article  MathSciNet  Google Scholar 

  16. J.U. Kim, On a stochastic scalar conservation law. Indiana Univ. Math. J. (2003)

    Google Scholar 

  17. A. Klar, An asymptotic-induced scheme for nonstationary transport equations in the diffusive limit. SIAM J. Numer. Anal. 35(3), 1073–1094 (1998)

    Article  MathSciNet  Google Scholar 

  18. E.W. Larsen, J.E. Morel, Asymptotic solutions of numerical transport problems in optically thick, diffusive regimes II. J. Comput. Phys. 83(1), 212–236 (1989)

    Article  MathSciNet  Google Scholar 

  19. E.W. Larsen, J.E. Morel, W.F. Miller, Asymptotic solutions of numerical transport problems in optically thick, diffusive regimes. J. Comput. Phys. 69(2), 283–324 (1987)

    Article  MathSciNet  Google Scholar 

  20. M. Lemou, L. Mieussens, A new asymptotic preserving scheme based on micro-macro formulation for linear kinetic equations in the diffusion limit. SIAM J. Sci. Comput. 31(1), 334–368 (2008)

    Article  MathSciNet  Google Scholar 

  21. J. Liu, L. Mieussens, Analysis of an asymptotic preserving scheme for linear kinetic equations in the diffusion limit. SIAM J. Numer. Anal. 48(4), 1474–1491 (2010)

    Article  MathSciNet  Google Scholar 

  22. S. Punshon-Smith, S. Smith, On the Boltzmann equation with stochastic kinetic transport: global existence of renormalized martingale solutions. Arch. Rat. Mech. Anal. 229(2), 627–708 (2018)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Nathalie Ayi .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2021 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Ayi, N. (2021). An Asymptotic Preserving Scheme for a Stochastic Linear Kinetic Equation in the Diffusion Regime. In: Bernardin, C., Golse, F., Gonçalves, P., Ricci, V., Soares, A.J. (eds) From Particle Systems to Partial Differential Equations. ICPS ICPS ICPS 2019 2018 2017. Springer Proceedings in Mathematics & Statistics, vol 352. Springer, Cham. https://doi.org/10.1007/978-3-030-69784-6_3

Download citation

Publish with us

Policies and ethics