Francis Filbet

Francis Filbet, Shi Jin

In this paper, we study a time discrete scheme for the initial value problem of the ES-BGK kinetic equation. Numerically solving these equations are challenging due to the nonlinear stiff collision (source) terms induced by small mean free or relaxation time. We study an implicit-explicit (IMEX) time discretization in which the convection is explicit while the relaxation term is implicit to overcome the stiffness. We first show how the implicit relaxation can be solved explicitly, and then prove asymptotically that this time discretization drives the density distribution toward the local Maxwellian when the mean free time goes to zero while the numerical time step is held fixed. This naturally imposes an asymptotic-preserving scheme in the Euler limit. The scheme so designed does not need any nonlinear iterative solver for the implicit relaxation term. Moreover, it can capture the macroscopic fluid dynamic (Euler) limit even if the small scale determined by the Knudsen number is not numerically resolved. We also show that it is consistent to the compressible Navier-Stokes equations if the viscosity and heat conductivity are numerically resolved. Several numerical examples, in both one and two space dimensions, are used to demonstrate the desired behavior of this scheme.

Marianne Bessemoulin-Chatard, Francis Filbet

We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution converges to a steady-state when time goes to infinity. The present scheme preserves steady-states and provides a satisfying long-time behavior. Moreover, it remains valid and second-order accurate in space even in the degenerate case. After describing the numerical scheme, we present several numerical results which confirm the high-order accuracy in various regime degenerate and non degenerate cases and underline the efficiency to preserve the large-time asymptotic.

Roland Duclous, Bruno Dubroca, Francis Filbet et al.

A high order, deterministic direct numerical method is proposed for the nonrelativistic $2D_{\bf x} \times 3D_{\bf v}$ Vlasov-Maxwell system, coupled with Fokker-Planck-Landau type operators. Such a system is devoted to the modelling of electronic transport and energy deposition in the general frame of Inertial Confinement Fusion applications. It describes the kinetics of plasma physics in the nonlocal thermodynamic equilibrium regime. Strong numerical constraints lead us to develop specific methods and approaches for validation, that might be used in other fields where couplings between equations, multiscale physics, and high dimensionality are involved. Parallelisation (MPI communication standard) and fast algorithms such as the multigrid method are employed, that make this direct approach be computationally affordable for simulations of hundreds of picoseconds, when dealing with configurations that present five dimensions in phase space.

Marianne Bessemoulin-Chatard, Claire Chainais-Hillairet, Francis Filbet

We prove several discrete Gagliardo-Nirenberg-Sobolev and Poincaré-Sobolev inequalities for some approximations with arbitrary boundary values on finite volume meshes. The keypoint of our approach is to use the continuous embedding of the space $BV(Ω)$ into $L^{N/(N-1)}(Ω)$ for a Lipschitz domain $ Ω\subset \mathbb{R}^{N}$, with $N \geq 2$. Finally, we give several applications to discrete duality finite volume (DDFV) schemes which are used for the approximation of nonlinear and non isotropic elliptic and parabolic problems.

Francis Filbet, Lorenzo Pareschi, Thomas Rey

In this note, we present a general way to construct spectral methods for the collision operator of the Boltzmann equation which preserves exactly the Maxwellian steady-state of the system. We show that the resulting method is able to approximate with spectral accuracy the solution uniformly in time.

Francis Filbet, Luis Miguel Rodrigues

This paper deals with the numerical resolution of the Vlasov-Poissonsystem with a strong external magnetic field by Particle-In-Cell(PIC) methods. In this regime, classical PIC methods are subject tostability constraints on the time and space steps related to the smallLarmor radius and plasma frequency. Here, we propose anasymptotic-preserving PIC scheme which is not subjected to theselimitations. Our approach is based on first and higher order semi-implicit numericalschemes already validated on dissipative systems. Additionally, when the magnitude of the external magneticfield becomes large, this method provides a consistent PICdiscretization of the guiding-center equation, that is, incompressibleEuler equation in vorticity form. We propose several numerical experiments which provide a solid validation of the method and its underlying concepts.

Francis Filbet, Clément Mouhot

The development of accurate and fast algorithms for the Boltzmann collision integral and their analysis represent a challenging problem in scientific computing and numerical analysis. Recently, several works were devoted to the derivation of spectrally accurate schemes for the Boltzmann equation, but very few of them were concerned with the stability analysis of the method. In particular there was no result of stability except when the method is modified in order to enforce the posivity preservation, which destroys the spectral accuracy. In this paper we propose a new method to study the stability of homogeneous Boltzmann equations perturbed by smoothed balanced operators which do not preserve positivity of the distribution. This method takes advantage of the "spreading" property of the collision, together with estimates on regularity and entropy production. As an application we prove stability and convergence of spectral methods for the Boltzmann equation, when the discretization parameter is large enough (with explicit bound).

Francis Filbet, Luis Rodrigues

We propose a class of Particle-In-Cell (PIC) methods for the Vlasov-Poisson system with a strong and inhomogeneous external magnetic field with fixed direction, where we focus on the motion of particles in the plane orthogonal to the magnetic field (so-called poloidal directions). In this regime, the time step can be subject to stability constraints related to the smallness of Larmor radius and plasma frequency. To avoid this limitation, our approach is based on first and higher-order semi-implicit numerical schemes already validated on dissipative systems [3] and for homogeneous magnetic fields [10]. Thus, when the magnitude of the external magnetic field becomes large, this method provides a consistent PIC discretization of the guiding-center system taking into account variations of the magnetic field. We carry out some theoretical proofs and perform several numerical experiments that establish a solid validation of the method and its underlying concepts.

Francis Filbet, Jingwei Hu, Shi Jin

Numerically solving the Boltzmann kinetic equations with the small Knudsen number is challenging due to the stiff nonlinear collision term. A class of asymptotic preserving schemes was introduced in [6] to handle this kind of problems. The idea is to penalize the stiff collision term by a BGK type operator. This method, however, encounters its own difficulty when applied to the quantum Boltzmann equation. To define the quantum Maxwellian (Bose-Einstein or Fermi- Dirac distribution) at each time step and every mesh point, one has to invert a nonlinear equation that connects the macroscopic quantity fugacity with density and internal energy. Setting a good initial guess for the iterative method is troublesome in most cases because of the complexity of the quantum functions (Bose-Einstein or Fermi-Dirac function). In this paper, we propose to penalize the quantum collision term by a 'classical' BGK operator instead of the quantum one. This is based on the observation that the classical Maxwellian, with the temperature replaced by the internal energy, has the same first five moments as the quantum Maxwellian. The scheme so designed avoids the aforementioned difficulty, and one can show that the density distribution is still driven toward the quantum equilibrium. Numerical results are present to illustrate the efficiency of the new scheme in both the hydrodynamic and kinetic regimes. We also develop a spectral method for the quantum collision operator.

Francis Filbet, Chang Yang

In this paper we present a new algorithm based on a Cartesian mesh for the numerical approximation of kinetic models on complex geometry boundary. Due to the high dimensional property, numerical algorithms based on unstructured meshes for a complex geometry are not appropriate. Here we propose to develop an inverse Lax-Wendroff pro- cedure, which was recently introduced for conservation laws [S. Tan & C.W. Shu, JCP (2010)], to the kinetic equations. Applications in 1Dx3D and 2Dx3D of this algorithm for Boltzmann type operators (BGK, ES-BGK models) are then presented and numerical results illustrate the accuracy properties of this algorithm.

Francis Filbet, Maxime Herda

We propose a finite volume scheme for a class of nonlinear parabolic equations endowed with non-homogeneous Dirichlet boundary conditions and which admit relative en-tropy functionals. For this kind of models including porous media equations, Fokker-Planck equations for plasma physics or dumbbell models for polymer flows, it has been proved that the transient solution converges to a steady-state when time goes to infinity. The present scheme is built from a discretization of the steady equation and preserves steady-states and natural Lyapunov functionals which provide a satisfying long-time behavior. After proving well-posedness, stability, exponential return to equilibrium and convergence, we present several numerical results which confirm the accuracy and underline the efficiency to preserve large-time asymptotic.

Francis Filbet

In this paper we present a fully deterministic method for the numerical solution to the Boltzmann equation of rarefied gas dynamics in a bounded domain for multi-scale problems. Periodic, specular reflection and diffusive boundary conditions are discussed and investigated numerically. The collision operator is treated by a Fourier approximation of the collision integral, which guarantees spectral accuracy in velocity with a computational cost of $N\,\log(N)$, where $N$ is the number of degree of freedom in velocity space. This algorithm is coupled with a second order finite volume scheme in space and a time discretization allowing to deal for rarefied regimes as well as their hydrodynamic limit. Finally, several numerical tests illustrate the efficiency and accuracy of the method for unsteady flows (Poiseuille flows, ghost effects, trend to equilibrium).

Francis Filbet, Chang Yang

We present a new algorithm based on a Cartesian mesh for the numerical approximation of kinetic models for chemosensitive movements set in an arbitrary geometry. We investigate the influence of the geometry on the collective behavior of bacteria described by a kinetic equation interacting with nutrients and chemoattractants. Numerical simulations are performed to verify accuracy and stability of the scheme and its ability to exhibit aggregation of cells and wave propagations. Finally some comparisons with experiments show the robustness and accuracy of such kinetic models.

Francis Filbet, Claudia Negulescu, Chang Yang

This paper is devoted to the numerical approximation of a nonlinear temperature balance equation, which describes the heat evolution of a magnetically confined plasma in the edge region of a tokamak. The nonlinearity implies some numerical difficulties, in particular long time behavior, when solved with standard methods. An efficient numerical scheme is presented in this paper, based on a combination of a directional splitting scheme and the IMEX scheme introduced in [Filbet and Jin]

Francis Filbet, Tao Xiong

We develop a multi-dimensional hybrid discontinuous Galerkin method for multi-scale kinetic equations. This method is based on moment realizability matrices, a concept introduced by D. Levermore, W. Morokoff and B. Nadiga for one dimensional problem. The main issue addressed in this paper is to provide a simple indicator to select the most appropriate model and to apply a compact numerical scheme to reduce the interface region between different models. We also construct a numerical flux for the fluid model obtained as the asymptotic limit of the flux of the kinetic equation. Finally we perform several numerical simulations for time evolution and stationary problems.

Francis Filbet, Chang Yang

In this paper, we present an efficient algorithm for the long time behavior of plasma simulations. We will focus on 4D drift-kinetic model, where the plasma's motion occurs in the plane perpendicular to the magnetic field and can be governed by the 2D guiding-center model. Hermite WENO reconstructions, already proposed in \cite{YF15}, are applied for solving the Vlasov equation. Here we consider an arbitrary computational domain with an appropriate numerical method for the treatment of boundary conditions. Then we apply this algorithm for plasma turbulence simulations. We first solve the 2D guiding-center model in a D-shape domain and investigate the numerical stability of the steady state. Then, the 4D drift-kinetic model is studied with a mixed method, i.e. the semi-Lagrangian method in linear phase and finite difference method during the nonlinear phase. Numerical results show that the mixed method is efficient and accurate in linear phase and it is much stable during the nonlinear phase. Moreover, in practice it has better conservation properties.

Alain Blaustein, Francis Filbet

We propose a numerical method for the Vlasov-Poisson-Fokker-Planck model written as an hyperbolic system thanks to a spectral decomposition in the basis of Hermite functions with respect to the velocity variable and a structure preserving finite volume scheme for the space variable. On the one hand, we show that this scheme naturally preserves both stationary solutions and linearized free-energy estimate. On the other hand, we adapt previous arguments based on hypocoercivity methods to get quantitative estimates ensuring the exponential relaxation to equilibrium of the discrete solution for the linearized Vlasov-Poisson-Fokker-Planck system, uniformly with respect to both scaling and discretization parameters. Finally, we perform substantial numerical simulations for the nonlinear system to illustrate the efficiency of this approach for a large variety of collisional regimes (plasma echos for weakly collisional regimes and trend to equilibrium for collisional plasmas) and to highlight its robustness (unconditional stability, asymptotic preserving properties).

Francis Filbet, Chang Yang

In this paper, we present an efficient Particle-In-Cell algorithm for the simulation of the three dimensional Vlasov-Poisson system in the presence of a strong external magnetic field. When the intensity of the magnetic field is sufficiently large and for any time step, the numerical scheme provides formally a consistent approximation of the drift-kinetic model, which corresponds to the asymptotic model. Numerical results show that this new Particle-In-Cell method is efficient and accurate large time steps.

Nicolas Besse, Francis Filbet, Michael Gutnic et al.

In this paper, we present very first results for the adaptive solution on a grid of the phase space of the Vlasov equation arising in particles accelarator and plasma physics. The numerical algorithm is based on a semi-Lagrangian method while adaptivity is obtained using multiresolution analysis.

Francis Filbet

This paper is devoted to the analysis of a numerical scheme for the coagulation and fragmentation equation with diffusion in space. A finite volume scheme is developed, based on a conservative formulation of the space nonhomogeneous coagulation-fragmentation model, it is shown that the scheme preserves positivity, total volume and global steady states. Finally, several numerical simulations are performed to investigate the long time behavior of the solution.

Ruihan Guo, Francis Filbet

The level set method is often used to capture interface behavior in two or three dimensions. In this paper, we present a combination of local discontinuous Galerkin (LDG) method and level set method for simulating Willmore flow. The LDG scheme is energy stable and mass conservative, which are good properties comparing with other numerical methods. In addition, to enhance the efficiency of the proposed LDG scheme and level set method, we employ a p-adaptive local discontinuous Galerkin technique, which applies high order polynomial approximations around the zero level set and low order ones away from the zero level set. A major advantage of the level set method is that the topological changes are well defined and easily performed. In particular, given the stiffness of Willmore flow, a high order semi-implicit Runge-Kutta method is employed for time discretization, which allows larger time step. The equations at the implicit time level are linear, we demonstrate an efficient and practical multi-grid solver to solve the equations. Numerical examples are given to illustrate the combination of the LDG scheme and level set method provides an efficient and practical approach when simulating the Willmore flow.

Francis Filbet, Amélie Rambaud

We study the convergence of a class of asymptotic preserving numerical schemes initially proposed by F. Filbet & S. Jin \cite{filb1} and G. Dimarco & L. Pareschi \cite{DimarcoP} in the context of nonlinear and stiff kinetic equations. Here, our analysis is devoted to the approximation of a system of transport equations with a nonlinear source term, for which the asymptotic limit is given by a conservation laws. We investigate the convergence of the approximate solution $(\ueps_h,\veps_h)$ to a nonlinear relaxation system, where $\eps>0$ is a physical parameter and $h$ represents the discretization parameter. Uniform convergence with respect to $\eps$ and $h$ is proven and error estimates are also obtained. Finally, several numerical tests are performed to illustrate the accuracy and efficiency of such a scheme.

Yi Cai, Alain Blaustein, Tao Xiong et al.

We develop and analyze a class of structure-preserving discontinuous Galerkin schemes for the nonlinear Vlasov-Poisson-Fokker-Planck model, reformulated as a hyperbolic system through a Hermite expansion in the velocity variable. We discretize the Vlasov-Fokker-Planck equation with the discontinuous Galerkin method, while the Poisson equation is approximated with either a discontinuous Galerkin method or a Raviart-Thomas mixed finite element method. We prove the exponential relaxation to equilibrium for suitable initial data, uniformly with respect to the discretization parameters thanks to discrete hypocoercivity arguments. Moreover, we check that the resulting semi-discrete schemes preserve the physical invariants along with the L 2 variational structure of the linearized model. Numerical simulations verify the accuracy and the long-time behavior of the scheme.

Francis Filbet, François Golse

This paper is devoted to the numerical analysis of the Hermite spectral method proposed in [14], which provides, in the semiclassical limit, an asymptotic preserving approximation of the von Neumann equation. More precisely, it relies on the use of so-called Weyl's variables to effectively address the stiffness associated to the equation. Then by employing a truncated Hermite expansion of the density operator, we successfully manage this stiffness and provide error estimates by leveraging the propagation of regularity in the exact solution.

Céline Parzani, Francis Filbet

This paper presents a three dimensional collision avoidance approach for aerial vehicles inspired by coordinated behaviors in biological groups. The proposed strategy aims to enable a group of vehicles to converge to a common destination point avoiding collisions with each other and with moving obstacles in their environment. The interaction rules lead the agents to adapt their velocity vectors through a modification of the relative bearing angle and the relative elevation. Moreover the model satisfies the limited field of view constraints resulting from individual perception sensitivity. From the proposed individual based model, a mean-field kinetic model is derived. Simulations are performed to show the effectiveness of the proposed model.

Francis Filbet, Chi-Wang Shu

This paper deals with the numerical resolution of kinetic models for systems of self-propelled particles subject to alignment interaction and attraction-repulsion. We focus on the kinetic model considered in [18, 17] where alignment is taken into account in addition of an attraction-repulsion interaction potential. We apply a discontinuous Galerkin method for the free transport and non-local drift velocity together with a spectral method for the velocity variable. Then, we analyse consistency and stability of the semi-discrete scheme. We propose several numerical experiments which provide a solid validation of the method and its underlying concepts.

Francis Filbet, S. Jin

In this paper, we propose a general framework to design asymptotic preserving schemes for the Boltzmann kinetic kinetic and related equations. Numerically solving these equations are challenging due to the nonlinear stiff collision (source) terms induced by small mean free or relaxation time. We propose to penalize the nonlinear collision term by a BGK-type relaxation term, which can be solved explicitly even if discretized implicitly in time. Moreover, the BGK-type relaxation operator helps to drive the density distribution toward the local Maxwellian, thus natually imposes an asymptotic-preserving scheme in the Euler limit. The scheme so designed does not need any nonlinear iterative solver or the use of Wild Sum. It is uniformly stable in terms of the (possibly small) Knudsen number, and can capture the macroscopic fluid dynamic (Euler) limit even if the small scale determined by the Knudsen number is not numerically resolved. It is also consistent to the compressible Navier-Stokes equations if the viscosity and heat conductivity are numerically resolved. The method is applicable to many other related problems, such as hyperbolic systems with stiff relaxation, and high order parabilic equations.

Francis Filbet, Clément Mouhot, Lorenzo Pareschi

In [C. Mouhot and L. Pareschi, "Fast algorithms for computing the Boltzmann collision operator," Math. Comp., to appear; C. Mouhot and L. Pareschi, C. R. Math. Acad. Sci. Paris, 339 (2004), pp. 71-76], fast deterministic algorithms based on spectral methods were derived for the Boltzmann collision operator for a class of interactions including the hard spheres model in dimension three. These algorithms are implemented for the solution of the Boltzmann equation in two and three dimension, first for homogeneous solutions, then for general non homogeneous solutions. The results are compared to explicit solutions, when available, and to Monte-Carlo methods. In particular, the computational cost and accuracy are compared to those of Monte-Carlo methods as well as to those of previous spectral methods. Finally, for inhomogeneous solutions, we take advantage of the great computational efficiency of the method to show an oscillation phenomenon of the entropy functional in the trend to equilibrium, which was suggested in the work [L. Desvillettes and C. Villani, Invent. Math., 159 (2005), pp. 245-316].