Introduction
The collisionality and magnetization of a plasma can vary by orders of magnitude within a single domain. Where the Knudsen number is large, the species require a kinetic description. Where it is small, they relax to local equilibrium and are governed by multi-fluid equations, which reduce in turn to ideal magnetohydrodynamics (MHD) in the limit of small normalized Larmor radius and Debye length [1 ] . Discrete-velocity methods that split transport and collisions must resolve the mean free path and the collision time to keep their numerical dissipation below the physical one [2 , 3 ] . Explicit particle-in-cell (PIC) methods must resolve the Debye length, the plasma period and the cyclotron period, and an explicit field solver also bounds the time step by the time in which light crosses a cell [4 ] . In the collision-dominated and MHD regimes, these scales are far smaller than those of the flow.
For the collisional scales, asymptotic-preserving (AP) schemes capture the continuum limit without resolving the collision time [3 , 5 ] . The unified gas-kinetic scheme (UGKS) [2 ] and the discrete unified gas-kinetic scheme (DUGKS) [6 ] construct their interface fluxes from the integral solution of the kinetic equation, which couples free transport and collisions within a time step. They thus capture the flow physics from free transport to the Navier–Stokes solutions according to the local cell Knudsen number, without resolving the mean free path and the collision time. Both have been extended to multicomponent plasmas coupled to Maxwell’s equations [7 , 8 ] . The unified gas-kinetic wave–particle (UGKWP) method [9 , 10 ] retains the multiscale flux of UGKS without its discrete velocity grid. Stochastic particles carry the part of the distribution function that streams freely over a time step, and an analytic hydrodynamic wave carries the part that collides within it. The particle fraction therefore decreases as the collision frequency increases and vanishes in the continuum limit.
For the electromagnetic scales, implicit PIC methods remove the stability limits that the plasma period and the light-crossing time impose on the time step [11 , 12 ] . The energy-conserving semi-implicit method (ECsim) [13 ] conserves the total energy exactly with a single linear system for the fields per time step, by building the current response from the same velocity update that then pushes the particles. Exact conservation of both the energy and the charge has been achieved in implicit electrostatic [14 ] and semi-implicit electromagnetic finite-element [15 ] PIC methods. As the Debye length tends to zero, the plasma becomes quasi-neutral, and Maxwell’s equations no longer determine the electric field. The reformulated Maxwell equation (RME) remains well posed in this limit, and particle methods based on it capture the quasi-neutral limit without resolving the plasma period and the Debye length [16 ] . AP particle methods have since been developed that conserve the discrete energy and satisfy Gauss’s law, either by correcting the electric field [17 ] or by conserving the charge [18 ] . For grid-based kinetic schemes, the RME has been used in a conservative semi-Lagrangian method that is AP in the quasi-neutral limit [19 ] and in DUGKS [8 ] for the Vlasov–Maxwell system with Bhatnagar–Gross–Krook (BGK) collisions [20 ] . The latter captures both the continuum and the quasi-neutral limits. With a reformulated Poisson equation, UGKS and UGKWP capture the same limits for electrostatic plasmas [21 ] .
The UGKWP method of Liu and Xu [1 ] advances Maxwell’s equations by an unconditionally stable Crank–Nicolson scheme and couples the momentum equations implicitly to the electromagnetic field. In the highly magnetized regime, its cell size and time step are then not restricted by the Debye length and the cyclotron period. The UGKWP method of Pu and Xu [22 ] advances Maxwell’s equations explicitly in their perfectly hyperbolic form [23 ] , with a time step limited by the speed of light, and couples the macroscopic variables of the species to the field by a Crank–Nicolson step. In UGKWP, the particles carry about the fraction e − Δ t / τ e^{-\Delta t/\tau} e − Δ t / τ of the distribution function over a time step Δ t \Delta t Δ t , where τ \tau τ is the relaxation time. Even in collision-dominated plasmas, τ \tau τ can far exceed the plasma period and the light-crossing time. A time step bounded by these times then leaves nearly the whole distribution function to the particles, and the wave–particle representation saves little over a particle method. A field coupling free of these restrictions is therefore needed. Over longer time steps, the field and the species exchange energy through the current in the field equation. As in ECsim, this exchange is balanced exactly if the current results from the same velocity update that accelerates the charges. The UGKWP methods of [1 ] and [22 ] , however, take the current from the macroscopic momentum equations and accelerate the particles in a separate update. Since the analytic wave carries part of the current, the velocity update that balances the exchange has to act on the particles and the wave alike.
Besides the energy balance, the discrete fields should satisfy Gauss’s law. With this coupling, the current in the field equation results from the velocity update, whereas the charge moves only in the transport steps. This current does not satisfy the discrete continuity equation, so that Gauss’s law does not hold by construction, unlike in PIC methods with charge-conserving current deposition [24 ] and in compatible particle–field discretizations [25 ] . Other methods control the Gauss defect by correcting the electric field [8 , 23 , 26 ] or the particle positions [27 ] . In quasi-neutral regions, a correction of the electric field at fixed charge can turn a small charge error into a large change of the field. Since part of the charge belongs to the wave, which is converted to and from particles in every transport step, a correction of the charge in UGKWP has to act on the particles and the wave together.
This paper presents UGKWP-EC, a semi-implicit UGKWP method for the multispecies BGK–Vlasov–Maxwell system, with an electromagnetic coupling that conserves energy. Between two UGKWP transport steps, a field step determines the electric field from an RME, a single linear system with a unique solution for any time step. Its current response is built from the implicit-midpoint velocity map, which then pushes the particles and the wave alike. Together with the implicit midpoint rule for Maxwell’s equations, this common map makes the field step conserve the discrete total energy exactly. At the end of each time step, a Gauss’s law correction adjusts the electric field and the masses of the particles and the wave while conserving the mass, momentum and energy of every charged species.
The field step remains stable without resolving the cyclotron period, the plasma period or the light-crossing time. The tests take the time step from a CFL condition on the flow and sound speeds of the species and use PIC, two-fluid and MHD references. In one dimension, they cover plasma waves, one of them with a collision frequency that varies over four orders of magnitude in space, and a Brio–Wu problem from kinetic plasmas to the MHD limit. In two dimensions, they cover the Orszag–Tang vortex and collisionless magnetic reconnection. In both, UGKWP-EC, whose time step does not depend on the speed of light, needs less CPU time than the UGKWP method of [22 ] . In the Orszag–Tang vortex, it also needs less CPU time than the implicit PIC code iPIC3D [12 ] with the same collision operator, and the saving grows as the collisions strengthen. In collisionless magnetic reconnection, it agrees with DUGKS [8 ] at less than one percent of the CPU time.
The remainder of the paper is organized as follows. § 2 states the BGK–Vlasov–Maxwell system, and § 3 reviews the UGKWP method. § 4 presents UGKWP-EC and its discrete properties, § 5 reports the numerical tests and the computational cost, and § 6 concludes the paper.
Governing equations
Consider N s N_s N s monatomic species with masses m s m_s m s , charges q s q_s q s and charge-to-mass ratios κ s = q s / m s \kappa_s=q_s/m_s κ s = q s / m s . The evolution of the distribution function f s ( x , u , t ) f_s(\boldsymbol{x},\boldsymbol{u},t) f s ( x , u , t ) of species s s s , with position x ∈ Ω ⊂ R d \boldsymbol{x}\in\Omega\subset\mathbb{R}^d x ∈ Ω ⊂ R d and microscopic velocity u ∈ R 3 \boldsymbol{u}\in\mathbb{R}^3 u ∈ R 3 , is governed by the kinetic equation
∂ t f s + u ⋅ ∇ x f s + κ s ( E + u × B ) ⋅ ∇ u f s = M [ W s ] − f s τ s , s = 1 , … , N s , (1) \partial_t f_s+\boldsymbol{u}\cdot\nabla_{\boldsymbol{x}}f_s+\kappa_s(\boldsymbol{E}+\boldsymbol{u}\times\boldsymbol{B})\cdot\nabla_{\boldsymbol{u}}f_s=\frac{\mathcal{M}[\boldsymbol{W}_s]-f_s}{\tau_s},\qquad s=1,\ldots,N_s, \tag*{(1)} ∂ t f s + u ⋅ ∇ x f s + κ s ( E + u × B ) ⋅ ∇ u f s = τ s M [ W s ] − f s , s = 1 , … , N s , (1)
where E \boldsymbol{E} E and B \boldsymbol{B} B are the electric and magnetic fields and the right-hand side is the BGK operator [20 ] , which relaxes f s f_s f s with the relaxation time τ s \tau_s τ s toward the Maxwellian M [ W s ] \mathcal{M}[\boldsymbol{W}_s] M [ W s ] defined below. The conservative variables of species s s s are its mass, momentum and total energy densities,
W s = ∫ R 3 ψ f s d u = ( ρ s , P s , E s ) T , ψ ( u ) = ( 1 , u , 1 2 ∣ u ∣ 2 ) T . \boldsymbol{W}_s=\int_{\mathbb{R}^3}\psi f_s\,\mathrm{d}\boldsymbol{u}=(\rho_s,\boldsymbol{P}_s,\mathcal{E}_s)^{\mathsf{T}},\qquad\psi(\boldsymbol{u})=\left(1,\boldsymbol{u},\frac{1}{2}|\boldsymbol{u}|^2\right)^{\mathsf{T}}. W s = ∫ R 3 ψ f s d u = ( ρ s , P s , E s ) T , ψ ( u ) = ( 1 , u , 2 1 ∣ u ∣ 2 ) T .
Its number density, macroscopic velocity and temperature are
n s = ρ s m s , U s = P s ρ s , T s = 2 3 n s k B ( E s − 1 2 ρ s ∣ U s ∣ 2 ) . n_s=\frac{\rho_s}{m_s},\qquad\boldsymbol{U}_s=\frac{\boldsymbol{P}_s}{\rho_s},\qquad T_s=\frac{2}{3n_sk_B}\left(\mathcal{E}_s-\frac{1}{2}\rho_s|\boldsymbol{U}_s|^2\right). n s = m s ρ s , U s = ρ s P s , T s = 3 n s k B 2 ( E s − 2 1 ρ s ∣ U s ∣ 2 ) .
where k B k_B k B is the Boltzmann constant, and its Maxwellian distribution is
M [ W s ] ( u ) = ρ s ( m s 2 π k B T s ) 3 / 2 exp ( − m s 2 k B T s ∣ u − U s ∣ 2 ) . \mathcal{M}[\boldsymbol{W}_s](\boldsymbol{u})=\rho_s\left(\frac{m_s}{2\pi k_BT_s}\right)^{3/2}\exp\left(-\frac{m_s}{2k_BT_s}|\boldsymbol{u}-\boldsymbol{U}_s|^2\right). M [ W s ] ( u ) = ρ s ( 2 π k B T s m s ) 3/2 exp ( − 2 k B T s m s ∣ u − U s ∣ 2 ) .
The relaxation time of species s s s is τ s = 1 / ν s \tau_s=1/\nu_s τ s = 1/ ν s , with the collision frequency ν s = χ s s n s \nu_s=\chi_{ss}n_s ν s = χ ss n s . The coefficient χ s s ≥ 0 \chi_{ss}\geq0 χ ss ≥ 0 of the collisions within species s s s is a function of x \boldsymbol{x} x and of the local state W s \boldsymbol{W}_s W s .
The electromagnetic fields evolve according to Maxwell’s equations
ϵ 0 ∂ t E = μ 0 − 1 ∇ × B − J , ∂ t B = − ∇ × E , J = ∑ s κ s P s , (2) \epsilon_0\partial_t\boldsymbol{E}=\mu_0^{-1}\nabla\times\boldsymbol{B}-\boldsymbol{J},\qquad\partial_t\boldsymbol{B}=-\nabla\times\boldsymbol{E},\qquad\boldsymbol{J}=\sum_s\kappa_s\boldsymbol{P}_s, \tag*{(2)} ϵ 0 ∂ t E = μ 0 − 1 ∇ × B − J , ∂ t B = − ∇ × E , J = s ∑ κ s P s , (2)
with the permittivity ϵ 0 \epsilon_0 ϵ 0 , the permeability μ 0 \mu_0 μ 0 and the speed of light c = ( ϵ 0 μ 0 ) − 1 / 2 c=(\epsilon_0\mu_0)^{-1/2} c = ( ϵ 0 μ 0 ) − 1/2 . The fields satisfy Gauss’s law ϵ 0 ∇ ⋅ E = ρ c \epsilon_0\nabla\cdot\boldsymbol{E}=\rho_c ϵ 0 ∇ ⋅ E = ρ c , with the charge density ρ c = ∑ s κ s ρ s \rho_c=\sum_s\kappa_s\rho_s ρ c = ∑ s κ s ρ s , and ∇ ⋅ B = 0 \nabla\cdot\boldsymbol{B}=0 ∇ ⋅ B = 0 . With (2), the energy moments of (1), summed over the species, give the conservation law of the total energy,
∂ t ( ∑ s E s + ϵ 0 2 ∣ E ∣ 2 + 1 2 μ 0 ∣ B ∣ 2 ) + ∇ ⋅ ( ∑ s ∫ R 3 1 2 ∣ u ∣ 2 u f s d u + 1 μ 0 E × B ) = 0. \partial_t\left(\sum_s\mathcal{E}_s+\frac{\epsilon_0}{2}|\boldsymbol{E}|^2+\frac{1}{2\mu_0}|\boldsymbol{B}|^2\right)+\nabla\cdot\left(\sum_s\int_{\mathbb{R}^3}\frac{1}{2}|\boldsymbol{u}|^2\boldsymbol{u}f_s\,\mathrm{d}\boldsymbol{u}+\frac{1}{\mu_0}\boldsymbol{E}\times\boldsymbol{B}\right)=0. ∂ t ( s ∑ E s + 2 ϵ 0 ∣ E ∣ 2 + 2 μ 0 1 ∣ B ∣ 2 ) + ∇ ⋅ ( s ∑ ∫ R 3 2 1 ∣ u ∣ 2 u f s d u + μ 0 1 E × B ) = 0.
The equations are nondimensionalized by the reference length x 0 x_0 x 0 , time t 0 t_0 t 0 , mass density ρ 0 \rho_0 ρ 0 , mass m 0 m_0 m 0 and magnetic field B 0 B_0 B 0 , with the reference velocity u 0 = x 0 / t 0 u_0=x_0/t_0 u 0 = x 0 / t 0 and electric field E 0 = u 0 B 0 E_0=u_0B_0 E 0 = u 0 B 0 . The nondimensional variables, denoted by a prime, are defined by
x = x 0 x ′ , t = t 0 t ′ , u = u 0 u ′ , f s = ρ 0 u 0 3 f s ′ , ( ρ s , P s , E s ) = ( ρ 0 ρ s ′ , ρ 0 u 0 P s ′ , ρ 0 u 0 2 E s ′ ) , \boldsymbol{x}=x_0\boldsymbol{x}',\qquad t=t_0t',\qquad\boldsymbol{u}=u_0\boldsymbol{u}',\qquad f_s=\frac{\rho_0}{u_0^3}f_s',\qquad(\rho_s,\boldsymbol{P}_s,\mathcal{E}_s)=(\rho_0\rho_s',\rho_0u_0\boldsymbol{P}_s',\rho_0u_0^2\mathcal{E}_s'), x = x 0 x ′ , t = t 0 t ′ , u = u 0 u ′ , f s = u 0 3 ρ 0 f s ′ , ( ρ s , P s , E s ) = ( ρ 0 ρ s ′ , ρ 0 u 0 P s ′ , ρ 0 u 0 2 E s ′ ) ,
m s = m 0 m s ′ , n s = ρ 0 m 0 n s ′ , T s = m 0 u 0 2 k B T s ′ , E = E 0 E ′ , B = B 0 B ′ . m_s=m_0m_s',\qquad n_s=\frac{\rho_0}{m_0}n_s',\qquad T_s=\frac{m_0u_0^2}{k_B}T_s',\qquad\boldsymbol{E}=E_0\boldsymbol{E}',\qquad\boldsymbol{B}=B_0\boldsymbol{B}'. m s = m 0 m s ′ , n s = m 0 ρ 0 n s ′ , T s = k B m 0 u 0 2 T s ′ , E = E 0 E ′ , B = B 0 B ′ .
In these variables, (1), (2), Gauss’s law and ∇ ⋅ B = 0 \nabla\cdot\boldsymbol{B}=0 ∇ ⋅ B = 0 keep their form, with k B = 1 k_B=1 k B = 1 and the coefficients
κ s ′ = κ s B 0 t 0 , ϵ 0 ′ = ϵ 0 B 0 2 ρ 0 , 1 μ 0 ′ = B 0 2 μ 0 ρ 0 u 0 2 , χ s s ′ = χ s s ρ 0 t 0 m 0 . \kappa_s'=\kappa_sB_0t_0,\qquad\epsilon_0'=\frac{\epsilon_0B_0^2}{\rho_0},\qquad\frac{1}{\mu_0'}=\frac{B_0^2}{\mu_0\rho_0u_0^2},\qquad\chi_{ss}'=\frac{\chi_{ss}\rho_0t_0}{m_0}. κ s ′ = κ s B 0 t 0 , ϵ 0 ′ = ρ 0 ϵ 0 B 0 2 , μ 0 ′ 1 = μ 0 ρ 0 u 0 2 B 0 2 , χ ss ′ = m 0 χ ss ρ 0 t 0 .
The unified gas-kinetic wave–particle method
This section briefly reviews the UGKWP method [9 , 10 ] for a single species without electromagnetic fields, governed by the BGK equation
∂ t f + u ⋅ ∇ x f = g − f τ , g = M [ W ] , W = ∫ R 3 ψ f d u , (3) \partial_t f+\mathbf{u}\cdot\nabla_x f=\frac{g-f}{\tau},\qquad g=\mathcal{M}[\mathbf{W}],\qquad\mathbf{W}=\int_{\mathbb{R}^3}\psi f\,\mathrm{d}\mathbf{u}, \tag*{(3)} ∂ t f + u ⋅ ∇ x f = τ g − f , g = M [ W ] , W = ∫ R 3 ψ f d u , (3)
with the relaxation time τ \tau τ .
Finite-volume framework and interface flux
The domain is divided into cells Ω i \Omega_i Ω i of volume ∣ Ω i ∣ |\Omega_i| ∣ Ω i ∣ . The interface S i j S_{ij} S ij between Ω i \Omega_i Ω i and an adjacent cell Ω j \Omega_j Ω j , j ∈ N ( i ) j\in N(i) j ∈ N ( i ) , has the area ∣ S i j ∣ |S_{ij}| ∣ S ij ∣ , the center x i j \mathbf{x}_{ij} x ij and the unit normal n i j \mathbf{n}_{ij} n ij pointing into Ω j \Omega_j Ω j . Over a time step Δ t = t n + 1 − t n \Delta t=t^{n+1}-t^n Δ t = t n + 1 − t n , the cell averages W i \mathbf{W}_i W i are updated in conservation form with the time-integrated fluxes per unit area F i j = ∫ t n t n + 1 ∫ R 3 u ⋅ n i j ψ f ( x i j , u , t ) d u d t \mathbf{F}_{ij}=\int_{t^n}^{t^{n+1}}\int_{\mathbb{R}^3}\mathbf{u}\cdot\mathbf{n}_{ij}\,\psi f(\mathbf{x}_{ij},\mathbf{u},t)\,\mathrm{d}\mathbf{u}\,\mathrm{d}t F ij = ∫ t n t n + 1 ∫ R 3 u ⋅ n ij ψ f ( x ij , u , t ) d u d t [10 ] . In UGKS [2 ] , the distribution function at the interface is the integral solution of (3) along the characteristics,
f ( x i j , u , t ) = 1 τ ∫ t n t e − ( t − t ′ ) / τ g ( x i j − u ( t − t ′ ) , u , t ′ ) d t ′ + e − ( t − t n ) / τ f n ( x i j − u ( t − t n ) , u ) , (4) f(\mathbf{x}_{ij},\mathbf{u},t)=\frac{1}{\tau}\int_{t^n}^{t}e^{-(t-t')/\tau}g\left(\mathbf{x}_{ij}-\mathbf{u}(t-t'),\mathbf{u},t'\right)\,\mathrm{d}t'+e^{-(t-t^n)/\tau}f^n\left(\mathbf{x}_{ij}-\mathbf{u}(t-t^n),\mathbf{u}\right), \tag*{(4)} f ( x ij , u , t ) = τ 1 ∫ t n t e − ( t − t ′ ) / τ g ( x ij − u ( t − t ′ ) , u , t ′ ) d t ′ + e − ( t − t n ) / τ f n ( x ij − u ( t − t n ) , u ) , (4)
where f n f^n f n is the distribution function at t n t^n t n . The equilibrium is expanded about x i j \mathbf{x}_{ij} x ij and t n t^n t n as g = g 0 + ( x − x i j ) ⋅ g x + ( t − t n ) g t g=g_0+(\mathbf{x}-\mathbf{x}_{ij})\cdot\mathbf{g}_x+(t-t^n)g_t g = g 0 + ( x − x ij ) ⋅ g x + ( t − t n ) g t , and the initial distribution function in the upwind cell, Ω i \Omega_i Ω i for u ⋅ n i j > 0 \mathbf{u}\cdot\mathbf{n}_{ij}>0 u ⋅ n ij > 0 and Ω j \Omega_j Ω j for u ⋅ n i j < 0 \mathbf{u}\cdot\mathbf{n}_{ij}<0 u ⋅ n ij < 0 , as f n = f 0 + ( x − x i j ) ⋅ f x f^n=f_0+(\mathbf{x}-\mathbf{x}_{ij})\cdot\mathbf{f}_x f n = f 0 + ( x − x ij ) ⋅ f x . The flux is then the sum F i j = F i j e q + F i j f r \mathbf{F}_{ij}=\mathbf{F}_{ij}^{\mathrm{eq}}+\mathbf{F}_{ij}^{\mathrm{fr}} F ij = F ij eq + F ij fr of the equilibrium flux and the free-transport flux,
F i j e q = ∫ R 3 u ⋅ n i j ψ ( q 1 g 0 + q 2 u ⋅ g x + q 3 g t ) d u , F i j f r = ∫ R 3 u ⋅ n i j ψ ( q 4 f 0 + q 5 u ⋅ f x ) d u , (5) \begin{aligned}
\mathbf{F}_{ij}^{\mathrm{eq}}&=\int_{\mathbb{R}^3}\mathbf{u}\cdot\mathbf{n}_{ij}\,\psi\left(q_1g_0+q_2\mathbf{u}\cdot\mathbf{g}_x+q_3g_t\right)\,\mathrm{d}\mathbf{u},\\
\mathbf{F}_{ij}^{\mathrm{fr}}&=\int_{\mathbb{R}^3}\mathbf{u}\cdot\mathbf{n}_{ij}\,\psi\left(q_4f_0+q_5\mathbf{u}\cdot\mathbf{f}_x\right)\,\mathrm{d}\mathbf{u}, \tag*{(5)}
\end{aligned} F ij eq F ij fr = ∫ R 3 u ⋅ n ij ψ ( q 1 g 0 + q 2 u ⋅ g x + q 3 g t ) d u , = ∫ R 3 u ⋅ n ij ψ ( q 4 f 0 + q 5 u ⋅ f x ) d u , (5)
with the coefficients
q 1 = Δ t − τ ( 1 − e − Δ t / τ ) , q 4 = τ ( 1 − e − Δ t / τ ) , q_1=\Delta t-\tau\left(1-e^{-\Delta t/\tau}\right),\qquad q_4=\tau\left(1-e^{-\Delta t/\tau}\right), q 1 = Δ t − τ ( 1 − e − Δ t / τ ) , q 4 = τ ( 1 − e − Δ t / τ ) ,
q 2 = 2 τ 2 ( 1 − e − Δ t / τ ) − τ Δ t − τ Δ t e − Δ t / τ , q 5 = τ Δ t e − Δ t / τ − τ 2 ( 1 − e − Δ t / τ ) , q_2=2\tau^2\left(1-e^{-\Delta t/\tau}\right)-\tau\Delta t-\tau\Delta t e^{-\Delta t/\tau},\qquad q_5=\tau\Delta t e^{-\Delta t/\tau}-\tau^2\left(1-e^{-\Delta t/\tau}\right), q 2 = 2 τ 2 ( 1 − e − Δ t / τ ) − τ Δ t − τ Δ t e − Δ t / τ , q 5 = τ Δ t e − Δ t / τ − τ 2 ( 1 − e − Δ t / τ ) ,
q 3 = Δ t 2 2 − τ Δ t + τ 2 ( 1 − e − Δ t / τ ) . q_3=\frac{\Delta t^2}{2}-\tau\Delta t+\tau^2\left(1-e^{-\Delta t/\tau}\right). q 3 = 2 Δ t 2 − τ Δ t + τ 2 ( 1 − e − Δ t / τ ) .
The equilibrium at the interface is formed from the reconstructed conservative variables,
g 0 = M [ W 0 ] , W 0 = ∫ u ⋅ n i j > 0 ψ g L d u + ∫ u ⋅ n i j < 0 ψ g R d u , g_0=\mathcal{M}[\mathbf{W}_0],\qquad\mathbf{W}_0=\int_{\mathbf{u}\cdot\mathbf{n}_{ij}>0}\psi g_L\,\mathrm{d}\mathbf{u}+\int_{\mathbf{u}\cdot\mathbf{n}_{ij}<0}\psi g_R\,\mathrm{d}\mathbf{u}, g 0 = M [ W 0 ] , W 0 = ∫ u ⋅ n ij > 0 ψ g L d u + ∫ u ⋅ n ij < 0 ψ g R d u ,
W x = ∫ u ⋅ n i j > 0 ψ ∇ g L d u + ∫ u ⋅ n i j < 0 ψ ∇ g R d u , \mathbf{W}_x=\int_{\mathbf{u}\cdot\mathbf{n}_{ij}>0}\psi\nabla g_L\,\mathrm{d}\mathbf{u}+\int_{\mathbf{u}\cdot\mathbf{n}_{ij}<0}\psi\nabla g_R\,\mathrm{d}\mathbf{u}, W x = ∫ u ⋅ n ij > 0 ψ ∇ g L d u + ∫ u ⋅ n ij < 0 ψ ∇ g R d u ,
where g L g_L g L and g R g_R g R are the Maxwellians of the conservative variables reconstructed at x i j \mathbf{x}_{ij} x ij in Ω i \Omega_i Ω i and Ω j \Omega_j Ω j , and W x \mathbf{W}_x W x is the spatial derivative of W 0 \mathbf{W}_0 W 0 . The derivatives g x \mathbf{g}_x g x and g t g_t g t follow from W x \mathbf{W}_x W x and the compatibility condition,
∫ R 3 ψ g x d u = W x , ∫ R 3 ψ g t d u = − ∫ R 3 ψ u ⋅ g x d u . \int_{\mathbb{R}^3}\psi\mathbf{g}_x\,\mathrm{d}\mathbf{u}=\mathbf{W}_x,\qquad\int_{\mathbb{R}^3}\psi g_t\,\mathrm{d}\mathbf{u}=-\int_{\mathbb{R}^3}\psi\mathbf{u}\cdot\mathbf{g}_x\,\mathrm{d}\mathbf{u}. ∫ R 3 ψ g x d u = W x , ∫ R 3 ψ g t d u = − ∫ R 3 ψ u ⋅ g x d u .
Wave–particle decomposition
The distribution function is represented in part by particles P k ( m k , x k , u k ) P_k(m_k,\mathbf{x}_k,\mathbf{u}_k) P k ( m k , x k , u k ) with mass m k m_k m k , position x k \mathbf{x}_k x k and velocity u k \mathbf{u}_k u k . By (4) , a particle streams freely for a time t t t with probability e − t / τ e^{-t/\tau} e − t / τ and has collided otherwise. Accordingly, every particle is given the free-transport time
t f , k = min ( − τ ln η k , Δ t ) , (6) t_{f,k}=\min\left(-\tau\ln\eta_k,\Delta t\right), \tag*{(6)} t f , k = min ( − τ ln η k , Δ t ) , (6)
with η k \eta_k η k uniformly distributed on ( 0 , 1 ) (0,1) ( 0 , 1 ) , and moves freely to x k + u k t f , k \mathbf{x}_k+\mathbf{u}_kt_{f,k} x k + u k t f , k . The net moments that the particles carry into Ω i \Omega_i Ω i during their free transport are
W i f r , p = ∑ x k + u k t f , k ∈ Ω i m k ψ ( u k ) − ∑ x k ∈ Ω i m k ψ ( u k ) . (7) \mathbf{W}_i^{\mathrm{fr},p}=\sum_{\mathbf{x}_k+\mathbf{u}_kt_{f,k}\in\Omega_i}m_k\boldsymbol{\psi}(\mathbf{u}_k)-\sum_{\mathbf{x}_k\in\Omega_i}m_k\boldsymbol{\psi}(\mathbf{u}_k). \tag*{(7)} W i fr , p = x k + u k t f , k ∈ Ω i ∑ m k ψ ( u k ) − x k ∈ Ω i ∑ m k ψ ( u k ) . (7)
Particles with t f , k = Δ t t_{f,k}=\Delta t t f , k = Δ t are collisionless. Collisional particles, with t f , k < Δ t t_{f,k}<\Delta t t f , k < Δ t , are removed at the end of the step. The part of the distribution function that the remaining, collisionless particles do not represent is the hydrodynamic wave
W i h = W i − W i p , W i p = 1 ∣ Ω i ∣ ∑ x k ∈ Ω i m k ψ ( u k ) . \mathbf{W}_i^{h}=\mathbf{W}_i-\mathbf{W}_i^{p},\qquad\mathbf{W}_i^{p}=\frac{1}{|\Omega_i|}\sum_{\mathbf{x}_k\in\Omega_i}m_k\boldsymbol{\psi}(\mathbf{u}_k). W i h = W i − W i p , W i p = ∣ Ω i ∣ 1 x k ∈ Ω i ∑ m k ψ ( u k ) .
Of the hydrodynamic wave, only the part
W i h p = e − Δ t / τ W i h (8) \mathbf{W}_i^{hp}=e^{-\Delta t/\tau}\mathbf{W}_i^{h} \tag*{(8)} W i h p = e − Δ t / τ W i h (8)
moves freely over the whole step. This part is sampled from the Maxwellian of the reconstructed hydrodynamic wave into particles whose free-transport time is Δ t \Delta t Δ t . The remaining part, ( 1 − e − Δ t / τ ) W i h (1-e^{-\Delta t/\tau})\mathbf{W}_i^{h} ( 1 − e − Δ t / τ ) W i h , collides within the step. Its free transport before the collision is computed analytically as the free-transport flux (5) of the wave without the part that the sampled particles carry,
F i j f r , w a v e = ∫ R 3 u ⋅ n i j ψ [ ( q 4 − Δ t e − Δ t / τ ) g 0 h + ( q 5 + Δ t 2 2 e − Δ t / τ ) u ⋅ g x h ] d u , (9) \mathbf{F}_{ij}^{\mathrm{fr},\mathrm{wave}}=\int_{\mathbb{R}^{3}}\mathbf{u}\cdot\mathbf{n}_{ij}\boldsymbol{\psi}\left[\left(q_4-\Delta t e^{-\Delta t/\tau}\right)g_0^{h}+\left(q_5+\frac{\Delta t^2}{2}e^{-\Delta t/\tau}\right)\mathbf{u}\cdot\mathbf{g}_x^{h}\right]\mathrm{d}\mathbf{u}, \tag*{(9)} F ij fr , wave = ∫ R 3 u ⋅ n ij ψ [ ( q 4 − Δ t e − Δ t / τ ) g 0 h + ( q 5 + 2 Δ t 2 e − Δ t / τ ) u ⋅ g x h ] d u , (9)
where g 0 h g_0^{h} g 0 h and g x h \mathbf{g}_x^{h} g x h are the Maxwellian of the reconstructed hydrodynamic wave at x i j \mathbf{x}_{ij} x ij and its spatial derivative. The cell averages are updated by
W i n + 1 = W i n − 1 ∣ Ω i ∣ ∑ j ∈ N ( i ) ( F i j e q + F i j f r , w a v e ) ∣ S i j ∣ + W i f r , p ∣ Ω i ∣ , (10) \mathbf{W}_i^{n+1}=\mathbf{W}_i^n-\frac{1}{|\Omega_i|}\sum_{j\in N(i)}\left(\mathbf{F}_{ij}^{\mathrm{eq}}+\mathbf{F}_{ij}^{\mathrm{fr},\mathrm{wave}}\right)|S_{ij}|+\frac{\mathbf{W}_i^{\mathrm{fr},p}}{|\Omega_i|}, \tag*{(10)} W i n + 1 = W i n − ∣ Ω i ∣ 1 j ∈ N ( i ) ∑ ( F ij eq + F ij fr , wave ) ∣ S ij ∣ + ∣ Ω i ∣ W i fr , p , (10)
where W i f r , p \mathbf{W}_i^{\mathrm{fr},p} W i fr , p includes the sampled particles.
One time step consists of the following steps (Figure 1 ).
Figure 1. Composition of the distribution function in one step of the UGKWP method. The hatched region is the hydrodynamic wave, hollow circles are collisionless particles and solid circles are collisional particles. (a) Beginning of the step. (b) Classification of the particles by their free-transport times. (c) Sampling of W h p W^{hp} W h p from the hydrodynamic wave. (d) End of the step, after the removal of the collisional particles. The widths 1 − e − Δ t / τ 1-e^{-\Delta t/\tau} 1 − e − Δ t / τ and e − Δ t / τ e^{-\Delta t/\tau} e − Δ t / τ indicate the collisional and the collisionless parts.
Step 1. Form the hydrodynamic wave W i h = W i n − W i p \mathbf{W}_i^{h}=\mathbf{W}_i^n-\mathbf{W}_i^p W i h = W i n − W i p from the cell averages and the particles that remain from the previous step (Figure 1 (a)).
Step 2. Obtain the free-transport time (6) of every remaining particle (Figure 1 (b)). Sample the collisionless particles of each cell from its hydrodynamic wave, with the expected moments ∣ Ω i ∣ W i h p |\Omega_i|\mathbf{W}_i^{hp} ∣ Ω i ∣ W i h p (8) and the free-transport time Δ t \Delta t Δ t (Figure 1 (c)).
Step 3. Stream all particles freely for their free-transport times, accumulate the net particle moments W i f r , p \mathbf{W}_i^{\mathrm{fr},p} W i fr , p (7) , and compute the fluxes F i j e q \mathbf{F}_{ij}^{\mathrm{eq}} F ij eq (5) and F i j f r , w a v e \mathbf{F}_{ij}^{\mathrm{fr},\mathrm{wave}} F ij fr , wave (9) .
Step 4. Update the cell averages W i n + 1 \mathbf{W}_i^{n+1} W i n + 1 by (10) and remove the collisional particles (Figure 1 (d)).
Wave–particle method for the BGK–Vlasov–Maxwell system
Time splitting and discrete state
The system (1), (2) is split into a transport–relaxation operator and a field operator,
A : ∂ t f s + u ⋅ ∇ x f s = M [ W s ] − f s τ s , ∂ t E = ∂ t B = 0 , V : ∂ t f s + κ s ( E + u × B ) ⋅ ∇ u f s = 0 , coupled to (2) . \begin{aligned}
\mathcal{A}: \quad&\partial_t f_s+\boldsymbol{u}\cdot\nabla_x f_s=\frac{\mathcal{M}[\boldsymbol{W}_s]-f_s}{\tau_s}, \qquad\partial_t\boldsymbol{E}=\partial_t\boldsymbol{B}=0,\\
\mathcal{V}: \quad&\partial_t f_s+\kappa_s(\boldsymbol{E}+\boldsymbol{u}\times\boldsymbol{B})\cdot\nabla_u f_s=0,\qquad\text{coupled to (2)}.
\end{aligned} A : V : ∂ t f s + u ⋅ ∇ x f s = τ s M [ W s ] − f s , ∂ t E = ∂ t B = 0 , ∂ t f s + κ s ( E + u × B ) ⋅ ∇ u f s = 0 , coupled to (2) .
With δ = Δ t / 2 \delta=\Delta t/2 δ = Δ t /2 , one time step from t n t^n t n to t n + 1 = t n + Δ t t^{n+1}=t^n+\Delta t t n + 1 = t n + Δ t consists of four substeps (Figure 2 ): a transport step A δ \mathcal{A}_\delta A δ of length δ \delta δ (§ 4.2 ), the field step V Δ t \mathcal{V}_{\Delta t} V Δ t of length Δ t \Delta t Δ t (§ 4.3 ), a second transport step A δ \mathcal{A}_\delta A δ , and the Gauss correction G \mathcal{G} G (§ 4.4 ). The stages after the first three substeps are labeled a a a , b b b and c c c .
Figure 2. Substeps of one time step of UGKWP-EC, with the wave of a charged species at each stage. The field step maps the reconstructed wave h s a = M [ W s h , a ] h_s^a=\mathcal{M}[\boldsymbol{W}^{h,a}_s] h s a = M [ W s h , a ] to the field-pushed wave h s b h_s^b h s b , from which the second transport step starts. The Gauss correction scales the reconstructed wave h s c = M [ W s h , c ] h_s^c=\mathcal{M}[\boldsymbol{W}^{h,c}_s] h s c = M [ W s h , c ] to the corrected wave ( 1 + ζ s ) h s c (1+\zeta_s)h_s^c ( 1 + ζ s ) h s c of (27), which is the wave h s n h_s^n h s n of the next step.
At every stage, the discrete state of species s s s consists of its particles P k ( m k , x k , u k ) P_k(m_k,\boldsymbol{x}_k,\boldsymbol{u}_k) P k ( m k , x k , u k ) , its cell averages W s , i \boldsymbol{W}_{s,i} W s , i and its hydrodynamic wave h s ( x , u ) h_s(\boldsymbol{x},\boldsymbol{u}) h s ( x , u ) with the cell-averaged moments W s , i h \boldsymbol{W}^{h}_{s,i} W s , i h . The electric and magnetic fields are represented by the discrete fields E h \boldsymbol{E}_h E h and B h \boldsymbol{B}_h B h (§ 4.3 ). The particles of species s s s in Ω i \Omega_i Ω i form the set P s , i P_{s,i} P s , i , and those in all cells form P s P_s P s . Their cell-averaged moments are W s , i p = ∣ Ω i ∣ − 1 ∑ k ∈ P s , i m k ψ ( u k ) \boldsymbol{W}^{p}_{s,i}=|\Omega_i|^{-1}\sum_{k\in P_{s,i}}m_k\boldsymbol{\psi}(\boldsymbol{u}_k) W s , i p = ∣ Ω i ∣ − 1 ∑ k ∈ P s , i m k ψ ( u k ) .
In the UGKWP method of § 3 , the hydrodynamic wave h s ( x , ⋅ ) = M [ W s h ( x ) ] h_s(\boldsymbol{x},\cdot)=\mathcal{M}[\boldsymbol{W}^{h}_s(\boldsymbol{x})] h s ( x , ⋅ ) = M [ W s h ( x )] is the Maxwellian of the second-order reconstruction W s h ( x ) \boldsymbol{W}^{h}_s(\boldsymbol{x}) W s h ( x ) from the cell averages W s , i h \boldsymbol{W}^{h}_{s,i} W s , i h . In UGKWP-EC, the field step transforms the reconstructed wave h s a h_s^a h s a of a charged species into the field-pushed wave h s b h_s^b h s b (21) with the velocity map that also pushes the particles, and the Gauss correction scales the reconstructed wave h s c h_s^c h s c to h s n + 1 h_s^{n+1} h s n + 1 (27) with the factor that also multiplies the particle masses. These waves are sampled and transported by the subsequent transport steps without being rebuilt from the averages W s , i h \boldsymbol{W}^{h}_{s,i} W s , i h .
Transport step
The transport step A δ A_\delta A δ advances every species over the time δ \delta δ by the UGKWP step of Section 3 for the BGK equation (3) , with the relaxation time τ s \tau_s τ s of the species. In this subsection, the superscripts n n n and n + 1 n+1 n + 1 refer to the beginning and the end of a transport step, and τ s , i \tau_{s,i} τ s , i is evaluated at W s , i n \mathbf{W}_{s,i}^n W s , i n .
The fluxes of species s s s through an interface S i j S_{ij} S ij take the coefficients q 1 q_1 q 1 –q 5 q_5 q 5 of the upwind cell [28 ] , with the relaxation time τ s , i \tau_{s,i} τ s , i of Ω i \Omega_i Ω i for u n = u ⋅ n i j > 0 u_n=\mathbf{u}\cdot\mathbf{n}_{ij}>0 u n = u ⋅ n ij > 0 and τ s , j \tau_{s,j} τ s , j of Ω j \Omega_j Ω j for u n < 0 u_n<0 u n < 0 . The equilibrium flux is
F s , i j e q = ∫ u n > 0 u n ψ [ q 1 ( τ s , i ) g s , 0 + q 2 ( τ s , i ) u ⋅ ∇ g s , 0 + q 3 ( τ s , i ) g s , t ] d u + ∫ u n < 0 u n ψ [ q 1 ( τ s , j ) g s , 0 + q 2 ( τ s , j ) u ⋅ ∇ g s , 0 + q 3 ( τ s , j ) g s , t ] d u . \mathbf{F}_{s,ij}^{\mathrm{eq}} =
\int_{u_n>0} u_n\boldsymbol{\psi}\left[q_1(\tau_{s,i})g_{s,0}+q_2(\tau_{s,i})\mathbf{u}\cdot\nabla g_{s,0}+q_3(\tau_{s,i})g_{s,t}\right]\mathrm{d}\mathbf{u}
+\int_{u_n<0} u_n\boldsymbol{\psi}\left[q_1(\tau_{s,j})g_{s,0}+q_2(\tau_{s,j})\mathbf{u}\cdot\nabla g_{s,0}+q_3(\tau_{s,j})g_{s,t}\right]\mathrm{d}\mathbf{u}. F s , ij eq = ∫ u n > 0 u n ψ [ q 1 ( τ s , i ) g s , 0 + q 2 ( τ s , i ) u ⋅ ∇ g s , 0 + q 3 ( τ s , i ) g s , t ] d u + ∫ u n < 0 u n ψ [ q 1 ( τ s , j ) g s , 0 + q 2 ( τ s , j ) u ⋅ ∇ g s , 0 + q 3 ( τ s , j ) g s , t ] d u .
where the interface equilibrium g s , 0 g_{s,0} g s , 0 and its derivatives ∇ g s , 0 \nabla g_{s,0} ∇ g s , 0 and g s , t g_{s,t} g s , t are formed from the reconstruction of W s \mathbf{W}_s W s as in Section 3.1. As in (9) , the free-transport flux of the unsampled part of the wave is
F s , i j f r , w a v e = ∫ u n > 0 u n ψ [ ( q 4 ( τ s , i ) − δ p s , i ) h s , L + ( q 5 ( τ s , i ) + δ 2 2 p s , i ) u ⋅ ∇ h s , L ] d u + ∫ u n < 0 u n ψ [ ( q 4 ( τ s , j ) − δ p s , j ) h s , R + ( q 5 ( τ s , j ) + δ 2 2 p s , j ) u ⋅ ∇ h s , R ] d u . \mathbf{F}_{s,ij}^{\mathrm{fr,wave}} =
\int_{u_n>0} u_n\boldsymbol{\psi}\left[(q_4(\tau_{s,i})-\delta p_{s,i})h_{s,L}+\left(q_5(\tau_{s,i})+\frac{\delta^2}{2}p_{s,i}\right)\mathbf{u}\cdot\nabla h_{s,L}\right]\mathrm{d}\mathbf{u}
+\int_{u_n<0} u_n\boldsymbol{\psi}\left[(q_4(\tau_{s,j})-\delta p_{s,j})h_{s,R}+\left(q_5(\tau_{s,j})+\frac{\delta^2}{2}p_{s,j}\right)\mathbf{u}\cdot\nabla h_{s,R}\right]\mathrm{d}\mathbf{u}. F s , ij fr , wave = ∫ u n > 0 u n ψ [ ( q 4 ( τ s , i ) − δ p s , i ) h s , L + ( q 5 ( τ s , i ) + 2 δ 2 p s , i ) u ⋅ ∇ h s , L ] d u + ∫ u n < 0 u n ψ [ ( q 4 ( τ s , j ) − δ p s , j ) h s , R + ( q 5 ( τ s , j ) + 2 δ 2 p s , j ) u ⋅ ∇ h s , R ] d u .
where h s , L h_{s,L} h s , L , ∇ h s , L \nabla h_{s,L} ∇ h s , L and h s , R h_{s,R} h s , R , ∇ h s , R \nabla h_{s,R} ∇ h s , R are the wave h s n h_s^n h s n and its gradient at x i j x_{ij} x ij in Ω i \Omega_i Ω i and Ω j \Omega_j Ω j , and p s , i = e − δ / τ s , i p_{s,i}=e^{-\delta/\tau_{s,i}} p s , i = e − δ / τ s , i is the fraction of the wave sampled into particles in Ω i \Omega_i Ω i , as in (8) .
As in (10) , the averages are updated in conservation form,
W s , i n + 1 = W s , i n − 1 ∣ Ω i ∣ ∑ j ∈ N ( i ) ( F s , i j e q + F s , i j f r , w a v e + F s , i j f r , p ) ∣ S i j ∣ , (11) \mathbf{W}_{s,i}^{n+1}=\mathbf{W}_{s,i}^n-\frac{1}{|\Omega_i|}\sum_{j\in N(i)}\left(\mathbf{F}_{s,ij}^{\mathrm{eq}}+\mathbf{F}_{s,ij}^{\mathrm{fr,wave}}+\mathbf{F}_{s,ij}^{\mathrm{fr,p}}\right)|S_{ij}|, \tag*{(11)} W s , i n + 1 = W s , i n − ∣ Ω i ∣ 1 j ∈ N ( i ) ∑ ( F s , ij eq + F s , ij fr , wave + F s , ij fr , p ) ∣ S ij ∣ , (11)
where the particles of species s s s carry the net moments F s , i j f r , p ∣ S i j ∣ \mathbf{F}_{s,ij}^{\mathrm{fr,p}}|S_{ij}| F s , ij fr , p ∣ S ij ∣ across S i j S_{ij} S ij from Ω i \Omega_i Ω i into Ω j \Omega_j Ω j , so that − ∑ j ∈ N ( i ) F s , i j f r , p ∣ S i j ∣ -\sum_{j\in N(i)}\mathbf{F}_{s,ij}^{\mathrm{fr,p}}|S_{ij}| − ∑ j ∈ N ( i ) F s , ij fr , p ∣ S ij ∣ equals the net particle moments (7) .
At the end of the step, the mass of the wave is ρ s , i h , n + 1 = ρ s , i n + 1 − ρ s , i p , n + 1 \rho_{s,i}^{h,n+1}=\rho_{s,i}^{n+1}-\rho_{s,i}^{p,n+1} ρ s , i h , n + 1 = ρ s , i n + 1 − ρ s , i p , n + 1 . The residual W s , i n + 1 − W s , i p , n + 1 \mathbf{W}_{s,i}^{n+1}-\mathbf{W}_{s,i}^{p,n+1} W s , i n + 1 − W s , i p , n + 1 contains the sampling noise of the particle moments, and the relative noise of its thermal energy is large where the particles carry most of the mass of the cell. The temperature of the wave is therefore set to that of a reference state, the expected residual of a spatially uniform state. In such a state with W s , i h , n = W s , i n − W s , i p , n \mathbf{W}_{s,i}^{h,n}=\mathbf{W}_{s,i}^n-\mathbf{W}_{s,i}^{p,n} W s , i h , n = W s , i n − W s , i p , n at the beginning of the step, the averages do not change, and the particles carry the expected moments e − δ / τ s , i W s , i n e^{-\delta/\tau_{s,i}}\mathbf{W}_{s,i}^n e − δ / τ s , i W s , i n at its end. The residual W s , i n + 1 − e − δ / τ s , i W s , i n = ( 1 − e − δ / τ s , i ) W s , i n + 1 \mathbf{W}_{s,i}^{n+1}-e^{-\delta/\tau_{s,i}}\mathbf{W}_{s,i}^n=(1-e^{-\delta/\tau_{s,i}})\mathbf{W}_{s,i}^{n+1} W s , i n + 1 − e − δ / τ s , i W s , i n = ( 1 − e − δ / τ s , i ) W s , i n + 1 then has the velocity and temperature of W s , i n + 1 \mathbf{W}_{s,i}^{n+1} W s , i n + 1 . The reference state W ^ s , i n + 1 = ( ρ s , i h , n + 1 / ρ s , i n + 1 ) W s , i n + 1 \widehat{\mathbf{W}}_{s,i}^{n+1}=(\rho_{s,i}^{h,n+1}/\rho_{s,i}^{n+1})\mathbf{W}_{s,i}^{n+1} W s , i n + 1 = ( ρ s , i h , n + 1 / ρ s , i n + 1 ) W s , i n + 1 is this residual scaled to the mass of the wave. Where the particle fraction varies in space, the momentum P s , i n + 1 − P s , i p , n + 1 \mathbf{P}_{s,i}^{n+1}-\mathbf{P}_{s,i}^{p,n+1} P s , i n + 1 − P s , i p , n + 1 of the residual differs from P ^ s , i n + 1 \widehat{\mathbf{P}}_{s,i}^{n+1} P s , i n + 1 , because the analytic fluxes bring momentum into W s , i \mathbf{W}_{s,i} W s , i but not into the particles. The momentum of the wave is therefore taken from the residual and weighted toward P ^ s , i n + 1 \widehat{\mathbf{P}}_{s,i}^{n+1} P s , i n + 1 where the wave is small, and its energy corresponds to the temperature of W ^ s , i n + 1 \widehat{\mathbf{W}}_{s,i}^{n+1} W s , i n + 1 ,
P s , i h , n + 1 = ( 1 − ϖ s , i ) ( P s , i n + 1 − P s , i p , n + 1 ) + ϖ s , i P ^ s , i n + 1 , \mathbf{P}_{s,i}^{h,n+1}=(1-\varpi_{s,i})(\mathbf{P}_{s,i}^{n+1}-\mathbf{P}_{s,i}^{p,n+1})+\varpi_{s,i}\widehat{\mathbf{P}}_{s,i}^{n+1}, P s , i h , n + 1 = ( 1 − ϖ s , i ) ( P s , i n + 1 − P s , i p , n + 1 ) + ϖ s , i P s , i n + 1 ,
E s , i h , n + 1 = E ^ s , i n + 1 + 1 2 ρ s , i h , n + 1 ( ∣ P s , i h , n + 1 ∣ 2 − ∣ P ^ s , i n + 1 ∣ 2 ) . (12) \mathcal{E}_{s,i}^{h,n+1}=\widehat{\mathcal{E}}_{s,i}^{n+1}+\frac{1}{2\rho_{s,i}^{h,n+1}}\left(\lvert\mathbf{P}_{s,i}^{h,n+1}\rvert^2-\lvert\widehat{\mathbf{P}}_{s,i}^{n+1}\rvert^2\right). \tag*{(12)} E s , i h , n + 1 = E s , i n + 1 + 2 ρ s , i h , n + 1 1 ( ∣ P s , i h , n + 1 ∣ 2 − ∣ P s , i n + 1 ∣ 2 ) . (12)
with ϖ s , i = N c / ( N c + N s , i h ) \varpi_{s,i}=N_c/(N_c+N^h_{s,i}) ϖ s , i = N c / ( N c + N s , i h ) , where N s , i h = ∣ Ω i ∣ ρ s , i h , n + 1 / m r e f , s N^h_{s,i}=|\Omega_i|\rho^{h,n+1}_{s,i}/m_{\mathrm{ref},s} N s , i h = ∣ Ω i ∣ ρ s , i h , n + 1 / m ref , s is the mass of the wave in units of a prescribed reference particle mass m r e f , s m_{\mathrm{ref},s} m ref , s and N c > 0 N_c>0 N c > 0 is a constant. Where the mass of the wave amounts to only a few reference particles, N s , i h ≪ N c N^h_{s,i}\ll N_c N s , i h ≪ N c , the residual momentum is noisy, and ϖ s , i \varpi_{s,i} ϖ s , i approaches one.
Field step
The field step V Δ t \mathcal{V}_{\Delta t} V Δ t advances the electric and magnetic fields over the time Δ t \Delta t Δ t , together with the particle velocities and the waves, and keeps the particle positions x k a x_k^a x k a and masses. The preceding transport step does not change the fields, so the field step starts from those of t n t^n t n . At the beginning of the field step, the wave h s a ( x , ⋅ ) = M [ W s h , a ( x ) ] h_s^a(x,\cdot)=\mathcal{M}[W_s^{h,a}(x)] h s a ( x , ⋅ ) = M [ W s h , a ( x )] is reconstructed from the cell averages W s , i h , a W_{s,i}^{h,a} W s , i h , a , and its moments W s h , a = ( ρ s h , a , P s h , a , E s h , a ) T W_s^{h,a}=(\rho_s^{h,a},P_s^{h,a},\mathcal{E}_s^{h,a})^{\mathsf T} W s h , a = ( ρ s h , a , P s h , a , E s h , a ) T vary linearly within each cell. Cell integrals over the wave are evaluated by the two-point tensor-product Gauss rule I i \mathcal{I}_i I i on Ω i \Omega_i Ω i .
The electric field is continuous and piecewise multilinear, determined by its values at the nodes of the mesh, and the magnetic field is piecewise constant, determined by its values in the cells. With the vectors e \boldsymbol{e} e and b \boldsymbol{b} b of these values, E h ( x ) = N E ( x ) e E_h(x)=N_E(x)\boldsymbol{e} E h ( x ) = N E ( x ) e and B h ( x ) = N B ( x ) b B_h(x)=N_B(x)\boldsymbol{b} B h ( x ) = N B ( x ) b . The columns of N E N_E N E are λ ℓ x ^ \lambda_\ell\hat{x} λ ℓ x ^ , λ ℓ y ^ \lambda_\ell\hat{y} λ ℓ y ^ and λ ℓ z ^ \lambda_\ell\hat{z} λ ℓ z ^ , where { λ ℓ } \{\lambda_\ell\} { λ ℓ } is the continuous multilinear nodal basis of the Cartesian mesh, with λ ℓ ≥ 0 \lambda_\ell\ge0 λ ℓ ≥ 0 and ∑ ℓ λ ℓ = 1 \sum_\ell\lambda_\ell=1 ∑ ℓ λ ℓ = 1 , and Λ ( x ) \Lambda(x) Λ ( x ) is the row vector of the λ ℓ ( x ) \lambda_\ell(x) λ ℓ ( x ) . The columns of N B N_B N B are x ^ \hat{x} x ^ , y ^ \hat{y} y ^ and z ^ \hat{z} z ^ times the indicator functions of the cells. With the mass and curl matrices
M E = ∫ Ω N E T N E d x , M B = ∫ Ω N B T N B d x , C = ∫ Ω N B T ( ∇ × N E ) d x , M_E=\int_\Omega N_E^{\mathsf T}N_E\,\mathrm{d}x,\qquad M_B=\int_\Omega N_B^{\mathsf T}N_B\,\mathrm{d}x,\qquad C=\int_\Omega N_B^{\mathsf T}(\nabla\times N_E)\,\mathrm{d}x, M E = ∫ Ω N E T N E d x , M B = ∫ Ω N B T N B d x , C = ∫ Ω N B T ( ∇ × N E ) d x ,
the semi-discrete field equations with periodic or perfectly conducting boundaries are
ϵ 0 M E d e d t = μ 0 − 1 C T b − j , M B d b d t = − C e , j = ∫ Ω N E T J d x , \epsilon_0M_E\frac{\mathrm{d}\boldsymbol{e}}{\mathrm{d}t}=\mu_0^{-1}C^{\mathsf T}\boldsymbol{b}-\boldsymbol{j},\qquad M_B\frac{\mathrm{d}\boldsymbol{b}}{\mathrm{d}t}=-C\boldsymbol{e},\qquad\boldsymbol{j}=\int_\Omega N_E^{\mathsf T}J\,\mathrm{d}x, ϵ 0 M E d t d e = μ 0 − 1 C T b − j , M B d t d b = − C e , j = ∫ Ω N E T J d x ,
where j \boldsymbol{j} j is the discrete current.
The electric and magnetic fields and the particle velocities are advanced by the implicit midpoint rule, with the rotation field B h r o t ( x ) = N B ( x ) b r o t B_h^{\mathrm{rot}}(x)=N_B(x)\boldsymbol{b}^{\mathrm{rot}} B h rot ( x ) = N B ( x ) b rot in place of B B B in the Lorentz force. The wave is advanced by the same velocity map. The rotation field, defined in (24) below, is a magnetic field computed at the beginning of the field step. With B h r o t B_h^{\mathrm{rot}} B h rot known, the midpoint velocities vary linearly with the electric field, so that the field step reduces to a linear system, as in ECsim [13 ] . For species s s s , let
L s ( x ) z = κ s z × B h r o t ( x ) , α s ( x ) = ( I − δ L s ( x ) ) − 1 , L_s(x)z=\kappa_s z\times B_h^{\mathrm{rot}}(x),\qquad\alpha_s(x)=\left(I-\delta L_s(x)\right)^{-1}, L s ( x ) z = κ s z × B h rot ( x ) , α s ( x ) = ( I − δ L s ( x ) ) − 1 ,
α s z = z + z × t s + t s ( t s ⋅ z ) 1 + ∣ t s ∣ 2 , t s = δ κ s B h r o t . \alpha_s z=\frac{z+z\times t_s+t_s(t_s\cdot z)}{1+|t_s|^2},\qquad t_s=\delta\kappa_s B_h^{\mathrm{rot}}. α s z = 1 + ∣ t s ∣ 2 z + z × t s + t s ( t s ⋅ z ) , t s = δ κ s B h rot .
With e ˉ = 1 2 ( e n + e b ) \bar{\boldsymbol{e}}=\frac{1}{2}(\boldsymbol{e}^n+\boldsymbol{e}^b) e ˉ = 2 1 ( e n + e b ) , the velocity of a particle k k k of species s s s is advanced by the implicit midpoint rule
u k b − u k a = Δ t κ s ( N k e ˉ + u ˉ k × B k r o t ) , u ˉ k = 1 2 ( u k a + u k b ) , (13) u_k^b-u_k^a=\Delta t\ \kappa_s\left(N_k\bar{\boldsymbol{e}}+\bar{u}_k\times B_k^{\mathrm{rot}}\right),\qquad\bar{u}_k=\frac{1}{2}(u_k^a+u_k^b), \tag*{(13)} u k b − u k a = Δ t κ s ( N k e ˉ + u ˉ k × B k rot ) , u ˉ k = 2 1 ( u k a + u k b ) , (13)
where N k = N E ( x k a ) N_k=N_E(x_k^a) N k = N E ( x k a ) and B k r o t = B h r o t ( x k a ) B_k^{\mathrm{rot}}=B_h^{\mathrm{rot}}(x_k^a) B k rot = B h rot ( x k a ) . Solving it for the midpoint velocity gives
u ˉ k = α k ( u k a + δ κ s N k e ˉ ) , u k b = 2 u ˉ k − u k a , (14) \bar{u}_k=\alpha_k\left(u_k^a+\delta\kappa_sN_k\bar{\boldsymbol{e}}\right),\qquad u_k^b=2\bar{u}_k-u_k^a, \tag*{(14)} u ˉ k = α k ( u k a + δ κ s N k e ˉ ) , u k b = 2 u ˉ k − u k a , (14)
with α k = α s ( x k a ) \alpha_k = \alpha_s(x_k^a) α k = α s ( x k a ) . At fixed x x x , the midpoint velocity that (14) assigns to a velocity u \mathbf{u} u of h s a ( x , ⋅ ) h_s^a(x,\cdot) h s a ( x , ⋅ ) is α s ( x ) ( u + δ κ s N E ( x ) e ˉ ) \alpha_s(x)(\mathbf{u}+\delta\kappa_sN_E(x)\bar{\mathbf{e}}) α s ( x ) ( u + δ κ s N E ( x ) e ˉ ) . Its moment over h s a ( x , ⋅ ) h_s^a(x,\cdot) h s a ( x , ⋅ ) is the midpoint momentum density of the wave,
P ‾ s h = α s ( P s h , a + δ κ s ρ s h , a N E e ‾ ) . \overline{\mathbf{P}}_s^h = \alpha_s\left(\mathbf{P}_s^{h,a}+\delta\kappa_s\rho_s^{h,a}N_E\overline{\mathbf{e}}\right). P s h = α s ( P s h , a + δ κ s ρ s h , a N E e ) .
With the charge m k κ s m_k\kappa_s m k κ s of particle k k k and the cell quadrature I i \mathcal{I}_i I i for the wave, the discrete current at the midpoint is
j ‾ = ∑ s κ s ( ∑ k ∈ P s m k N k T u ‾ k + ∑ i I i [ N E T P ‾ s h ] ) . \overline{\mathbf{j}}=\sum_s\kappa_s\left(\sum_{k\in\mathcal{P}_s}m_kN_k^{\mathsf T}\overline{\mathbf{u}}_k+\sum_i\mathcal{I}_i\left[N_E^{\mathsf T}\overline{\mathbf{P}}_s^h\right]\right). j = s ∑ κ s ( k ∈ P s ∑ m k N k T u k + i ∑ I i [ N E T P s h ] ) .
By (14) and the expression for P ‾ s h \overline{\mathbf{P}}_s^h P s h , j ‾ \overline{\mathbf{j}} j varies linearly with e ‾ \overline{\mathbf{e}} e through the particle and wave responses
j ^ p = ∑ s ∑ k ∈ P s m k κ s N k T α k u k a , X p = ∑ s ∑ k ∈ P s m k κ s 2 N k T α k N k , (15) \widehat{\mathbf{j}}_p=\sum_s\sum_{k\in\mathcal{P}_s}m_k\kappa_sN_k^{\mathsf T}\alpha_k\mathbf{u}_k^a,\qquad\mathbf{X}_p=\sum_s\sum_{k\in\mathcal{P}_s}m_k\kappa_s^2N_k^{\mathsf T}\alpha_kN_k, \tag*{(15)} j p = s ∑ k ∈ P s ∑ m k κ s N k T α k u k a , X p = s ∑ k ∈ P s ∑ m k κ s 2 N k T α k N k , (15)
j ^ h = ∑ s ∑ i I i [ κ s N E T α s P s h , a ] , X h = ∑ s ∑ i I i [ κ s 2 ρ s h , a N E T α s N E ] , (16) \widehat{\mathbf{j}}_h=\sum_s\sum_i\mathcal{I}_i\left[\kappa_sN_E^{\mathsf T}\alpha_s\mathbf{P}_s^{h,a}\right],\qquad\mathbf{X}_h=\sum_s\sum_i\mathcal{I}_i\left[\kappa_s^2\rho_s^{h,a}N_E^{\mathsf T}\alpha_sN_E\right], \tag*{(16)} j h = s ∑ i ∑ I i [ κ s N E T α s P s h , a ] , X h = s ∑ i ∑ I i [ κ s 2 ρ s h , a N E T α s N E ] , (16)
j ^ = j ^ p + j ^ h , X = X p + X h , j ‾ = j ^ + δ X e ‾ . \widehat{\mathbf{j}}=\widehat{\mathbf{j}}_p+\widehat{\mathbf{j}}_h,\qquad\mathbf{X}=\mathbf{X}_p+\mathbf{X}_h,\qquad\overline{\mathbf{j}}=\widehat{\mathbf{j}}+\delta\mathbf{X}\overline{\mathbf{e}}. j = j p + j h , X = X p + X h , j = j + δ X e .
The field update is the implicit midpoint rule for the semi-discrete field equations, with the discrete current j ‾ \overline{\mathbf{j}} j ,
ϵ 0 M E e b − e n Δ t = μ 0 − 1 C T b ‾ − j ‾ , \epsilon_0M_E\frac{\mathbf{e}^b-\mathbf{e}^n}{\Delta t}=\mu_0^{-1}C^{\mathsf T}\overline{\mathbf{b}}-\overline{\mathbf{j}}, ϵ 0 M E Δ t e b − e n = μ 0 − 1 C T b − j ,
M B b b − b n Δ t = − C e ‾ , b ‾ = 1 2 ( b b + b n ) . (17) M_B\frac{\mathbf{b}^b-\mathbf{b}^n}{\Delta t}=-C\overline{\mathbf{e}},\qquad\overline{\mathbf{b}}=\frac{1}{2}\left(\mathbf{b}^b+\mathbf{b}^n\right). \tag*{(17)} M B Δ t b b − b n = − C e , b = 2 1 ( b b + b n ) . (17)
The discrete Faraday law in (17) gives b ‾ = b n − δ M B − 1 C e ‾ \overline{\mathbf{b}}=\mathbf{b}^n-\delta M_B^{-1}C\overline{\mathbf{e}} b = b n − δ M B − 1 C e , and the discrete Ampère law, multiplied by δ \delta δ and written in e ‾ \overline{\mathbf{e}} e with (16), becomes a linear system for the midpoint electric field,
( ϵ 0 M E + δ 2 X + δ 2 μ 0 C T M B − 1 C ) e ‾ = ϵ 0 M E e n − δ j ^ + δ μ 0 C T b n . (18) \left(\epsilon_0M_E+\delta^2\mathbf{X}+\frac{\delta^2}{\mu_0}C^{\mathsf T}M_B^{-1}C\right)\overline{\mathbf{e}}=\epsilon_0M_E\mathbf{e}^n-\delta\widehat{\mathbf{j}}+\frac{\delta}{\mu_0}C^{\mathsf T}\mathbf{b}^n. \tag*{(18)} ( ϵ 0 M E + δ 2 X + μ 0 δ 2 C T M B − 1 C ) e = ϵ 0 M E e n − δ j + μ 0 δ C T b n . (18)
Equation (18) is an RME [16 , 19 ] , in which the current response (16) is the discrete form of the current equation ∂ t J = ∑ s κ s 2 ( ρ s E + P s × B ) \partial_t\mathbf{J}=\sum_s\kappa_s^2(\rho_s\mathbf{E}+\mathbf{P}_s\times\mathbf{B}) ∂ t J = ∑ s κ s 2 ( ρ s E + P s × B ) of the operator V \mathcal{V} V .
The RME has exactly one solution for every Δ t > 0 \Delta t>0 Δ t > 0 (Proposition 1 ), and the endpoint fields are
e b = 2 e ‾ − e n , b b = 2 b ‾ − b n = b n − Δ t M B − 1 C e ‾ . (19) \mathbf{e}^b=2\overline{\mathbf{e}}-\mathbf{e}^n,\qquad\mathbf{b}^b=2\overline{\mathbf{b}}-\mathbf{b}^n=\mathbf{b}^n-\Delta tM_B^{-1}C\overline{\mathbf{e}}. \tag*{(19)} e b = 2 e − e n , b b = 2 b − b n = b n − Δ t M B − 1 C e . (19)
Since the field step changes b \mathbf{b} b by − Δ t M B − 1 C e ‾ -\Delta tM_B^{-1}C\overline{\mathbf{e}} − Δ t M B − 1 C e in (19) and the other substeps leave b \mathbf{b} b unchanged, b n − b 0 \mathbf{b}^n-\mathbf{b}^0 b n − b 0 lies in the range of the discrete curl M B − 1 C M_B^{-1}C M B − 1 C . On the Cartesian meshes, the weak divergence ∫ Ω ∇ λ ℓ ⋅ B h d x \int_\Omega\nabla\lambda_\ell\cdot\mathbf{B}_h\,\mathrm{d}x ∫ Ω ∇ λ ℓ ⋅ B h d x vanishes on this range at every node ℓ \ell ℓ , as both operators are composed of differences and averages along the coordinate directions, which commute. This weak divergence therefore keeps its initial value, so that the method needs no divergence cleaning of the magnetic field.
With e ‾ \overline{\mathbf{e}} e from (18) , every particle is pushed once by (14) . Written without u ‾ k \overline{\mathbf{u}}_k u k , the push is the velocity map u k b = R s ( x k a ) u k a + d s ( x k a ) \mathbf{u}_k^b=R_s(x_k^a)\mathbf{u}_k^a+\mathbf{d}_s(x_k^a) u k b = R s ( x k a ) u k a + d s ( x k a ) with
R s ( x ) = 2 α s ( x ) − I , d s ( x ) = Δ t κ s α s ( x ) N E ( x ) e ‾ . (20) R_s(x)=2\alpha_s(x)-I,\qquad\mathbf{d}_s(x)=\Delta t\,\kappa_s\alpha_s(x)N_E(x)\overline{\mathbf{e}}. \tag*{(20)} R s ( x ) = 2 α s ( x ) − I , d s ( x ) = Δ t κ s α s ( x ) N E ( x ) e . (20)
where R s = ( I + δ L s ) ( I − δ L s ) − 1 R_s=(I+\delta L_s)(I-\delta L_s)^{-1} R s = ( I + δ L s ) ( I − δ L s ) − 1 is orthogonal, as the Cayley transform of the skew-symmetric matrix δ L s \delta L_s δ L s . The field-pushed wave is the image of h s a ( x , ⋅ ) h_s^a(x,\cdot) h s a ( x , ⋅ ) under the same map u ↦ R s ( x ) u + d s ( x ) u\mapsto R_s(x)u+d_s(x) u ↦ R s ( x ) u + d s ( x ) , which preserves volume in velocity space,
h s b ( x , u ) = h s a ( x , R s ( x ) T [ u − d s ( x ) ] ) . (21) h_s^b(x,u)=h_s^a\left(x,R_s(x)^{\mathsf T}[u-d_s(x)]\right). \tag*{(21)} h s b ( x , u ) = h s a ( x , R s ( x ) T [ u − d s ( x )] ) . (21)
The map moves the velocity U s h , a U_s^{h,a} U s h , a of the Maxwellian h s a ( x , ⋅ ) h_s^a(x,\cdot) h s a ( x , ⋅ ) to R s U s h , a + d s R_sU_s^{h,a}+d_s R s U s h , a + d s and keeps its temperature, as R s R_s R s is orthogonal. Hence h s b ( x , ⋅ ) = M [ W s h , b ( x ) ] h_s^b(x,\cdot)=\mathcal{M}[W_s^{h,b}(x)] h s b ( x , ⋅ ) = M [ W s h , b ( x )] , with
ρ s h , b = ρ s h , a , U s h , b = R s U s h , a + d s , T s h , b = T s h , a , \rho_s^{h,b}=\rho_s^{h,a},\qquad U_s^{h,b}=R_sU_s^{h,a}+d_s,\qquad T_s^{h,b}=T_s^{h,a}, ρ s h , b = ρ s h , a , U s h , b = R s U s h , a + d s , T s h , b = T s h , a ,
P s h , b = R s P s h , a + ρ s h , a d s , E s h , b = E s h , a + d s ⋅ R s P s h , a + 1 2 ρ s h , a ∣ d s ∣ 2 . (22) P_s^{h,b}=R_sP_s^{h,a}+\rho_s^{h,a}d_s,\qquad\mathcal{E}_s^{h,b}=\mathcal{E}_s^{h,a}+d_s\cdot R_sP_s^{h,a}+\frac{1}{2}\rho_s^{h,a}|d_s|^2. \tag*{(22)} P s h , b = R s P s h , a + ρ s h , a d s , E s h , b = E s h , a + d s ⋅ R s P s h , a + 2 1 ρ s h , a ∣ d s ∣ 2 . (22)
The cell averages are updated by the increments of the particles and of the wave,
Δ W s , i p = 1 ∣ Ω i ∣ ∑ k ∈ P s , i m k [ ψ ( u k b ) − ψ ( u k a ) ] , Δ W s , i h = 1 ∣ Ω i ∣ I i [ W s h , b − W s h , a ] , \Delta W_{s,i}^{p}=\frac{1}{|\Omega_i|}\sum_{k\in\mathcal{P}_{s,i}}m_k\left[\psi(u_k^b)-\psi(u_k^a)\right],\qquad\Delta W_{s,i}^{h}=\frac{1}{|\Omega_i|}\mathcal{I}_i\left[W_s^{h,b}-W_s^{h,a}\right], Δ W s , i p = ∣ Ω i ∣ 1 k ∈ P s , i ∑ m k [ ψ ( u k b ) − ψ ( u k a ) ] , Δ W s , i h = ∣ Ω i ∣ 1 I i [ W s h , b − W s h , a ] ,
W s , i b = W s , i a + Δ W s , i p + Δ W s , i h , W s , i h , b = W s , i h , a + Δ W s , i h . (23) W_{s,i}^b=W_{s,i}^a+\Delta W_{s,i}^p+\Delta W_{s,i}^h,\qquad W_{s,i}^{h,b}=W_{s,i}^{h,a}+\Delta W_{s,i}^h. \tag*{(23)} W s , i b = W s , i a + Δ W s , i p + Δ W s , i h , W s , i h , b = W s , i h , a + Δ W s , i h . (23)
As the moments (22) are polynomials of degree at most three in each coordinate, I i \mathcal{I}_i I i integrates them exactly, and W s , i h , b W_{s,i}^{h,b} W s , i h , b is the cell average of the moments of h s b h_s^b h s b .
The total energy of a state with the cell averages W s , i = ( ρ s , i , P s , i , E s , i ) T W_{s,i}=(\rho_{s,i},P_{s,i},\mathcal{E}_{s,i})^{\mathsf T} W s , i = ( ρ s , i , P s , i , E s , i ) T and the field values e e e and b b b is
E t o t = ∑ s , i ∣ Ω i ∣ E s , i + ϵ 0 2 e T M E e + 1 2 μ 0 b T M B b . \mathcal{E}_{\mathrm{tot}}=\sum_{s,i}|\Omega_i|\mathcal{E}_{s,i}+\frac{\epsilon_0}{2}e^{\mathsf T}M_Ee+\frac{1}{2\mu_0}b^{\mathsf T}M_Bb. E tot = s , i ∑ ∣ Ω i ∣ E s , i + 2 ϵ 0 e T M E e + 2 μ 0 1 b T M B b .
Proposition 1. Let the rotation field b r o t b^{\mathrm{rot}} b rot be arbitrary. Then:
(i) Equation (18) has exactly one solution e ˉ \bar e e ˉ for every Δ t > 0 \Delta t>0 Δ t > 0 .
(ii) The particle and wave updates (14) and (20) –(23) change the energy of the species by ∑ s , i ∣ Ω i ∣ ( E s , i b − E s , i a ) = Δ t e ˉ T j ˉ \sum_{s,i}|\Omega_i|(\mathcal{E}_{s,i}^b-\mathcal{E}_{s,i}^a)=\Delta t\,\bar e^{\mathsf T}\bar j ∑ s , i ∣ Ω i ∣ ( E s , i b − E s , i a ) = Δ t e ˉ T j ˉ , with j ˉ \bar j j ˉ of (16) .
(iii) With periodic or perfectly conducting field boundaries, ( W a , e n , b n ) (W^a,e^n,b^n) ( W a , e n , b n ) and ( W b , e b , b b ) (W^b,e^b,b^b) ( W b , e b , b b ) have the same total energy.
Proof. (i) As L s L_s L s is skew-symmetric, α s − 1 + α s − T = 2 I \alpha_s^{-1}+\alpha_s^{-\mathsf T}=2I α s − 1 + α s − T = 2 I and z T α s z = ∣ α s z ∣ 2 z^{\mathsf T}\alpha_sz=|\alpha_sz|^2 z T α s z = ∣ α s z ∣ 2 . By (15) , (16) and ρ s h , a ≥ 0 \rho_s^{h,a}\ge0 ρ s h , a ≥ 0 , therefore,
w T X w = ∑ s κ s 2 ( ∑ k ∈ P s m k ∣ α k N k w ∣ 2 + ∑ i I i [ ρ s h , a ∣ α s N E w ∣ 2 ] ) ≥ 0 w^{\mathsf T}Xw=\sum_s\kappa_s^2\left(\sum_{k\in\mathcal{P}_s}m_k|\alpha_kN_kw|^2+\sum_i\mathcal{I}_i\left[\rho_s^{h,a}|\alpha_sN_Ew|^2\right]\right)\ge0 w T X w = s ∑ κ s 2 ( k ∈ P s ∑ m k ∣ α k N k w ∣ 2 + i ∑ I i [ ρ s h , a ∣ α s N E w ∣ 2 ] ) ≥ 0
for every w w w . As M E M_E M E is positive definite and C T M B − 1 C C^{\mathsf T}M_B^{-1}C C T M B − 1 C is positive semidefinite, the quadratic form of the matrix of (18) is at least ϵ 0 w T M E w > 0 \epsilon_0w^{\mathsf T}M_Ew>0 ϵ 0 w T M E w > 0 for w ≠ 0 w\ne0 w = 0 , and the matrix is nonsingular.
(ii) For a particle, (13) , (14) and u ˉ k ⋅ ( u ˉ k × B r o t ) = 0 \bar u_k\cdot(\bar u_k\times B^{\mathrm{rot}})=0 u ˉ k ⋅ ( u ˉ k × B rot ) = 0 give
1 2 ( ∣ u k b ∣ 2 − ∣ u k a ∣ 2 ) = u ˉ k ⋅ ( u k b − u k a ) = Δ t κ s e ˉ T N k T α k ( u k a + δ κ s N k e ˉ ) , \frac{1}{2}\left(|u_k^b|^2-|u_k^a|^2\right)=\bar u_k\cdot(u_k^b-u_k^a)=\Delta t\,\kappa_s\bar e^{\mathsf T}N_k^{\mathsf T}\alpha_k\left(u_k^a+\delta\kappa_sN_k\bar e\right), 2 1 ( ∣ u k b ∣ 2 − ∣ u k a ∣ 2 ) = u ˉ k ⋅ ( u k b − u k a ) = Δ t κ s e ˉ T N k T α k ( u k a + δ κ s N k e ˉ ) ,
whose sum with the weights m k m_k m k is Δ t e ˉ T ( j ^ p + δ X p e ˉ ) \Delta t\,\bar e^{\mathsf T}(\hat j_p+\delta X_p\bar e) Δ t e ˉ T ( j ^ p + δ X p e ˉ ) by (15) . The wave is pushed by the same velocity map (20) as the particles, so the identity holds at every point x x x for every velocity u u u . Its integral against h s a ( x , u ) d u h_s^a(x,u)\,\mathrm{d}u h s a ( x , u ) d u is, by (21) , E s h , b − E s h , a = Δ t κ s e ˉ T N E T P ˉ s h \mathcal{E}_s^{h,b}-\mathcal{E}_s^{h,a}=\Delta t\,\kappa_s\bar e^{\mathsf T}N_E^{\mathsf T}\bar P_s^h E s h , b − E s h , a = Δ t κ s e ˉ T N E T P ˉ s h , whose quadratures in (23) sum by (16) to Δ t e ˉ T ( j ^ h + δ X h e ˉ ) \Delta t\,\bar e^{\mathsf T}(\hat j_h+\delta X_h\bar e) Δ t e ˉ T ( j ^ h + δ X h e ˉ ) .
(iii) The fields (19) satisfy (17) with b ˉ = 1 2 ( b b + b n ) = b n − δ M B − 1 C e ˉ \bar b=\frac{1}{2}(b^b+b^n)=b^n-\delta M_B^{-1}C\bar e b ˉ = 2 1 ( b b + b n ) = b n − δ M B − 1 C e ˉ . As M E M_E M E and M B M_B M B are symmetric and M B ( b b − b n ) = − Δ t C e ˉ M_B(b^b-b^n)=-\Delta t\,C\bar e M B ( b b − b n ) = − Δ t C e ˉ , the field energy changes by ϵ 0 e ˉ T M E ( e b − e n ) + μ 0 − 1 b ˉ T M B ( b b − b n ) = Δ t μ 0 − 1 ( e ˉ T C T b ˉ − b ˉ T C e ˉ ) − Δ t e ˉ T j ˉ = − Δ t e ˉ T j ˉ \epsilon_0\bar e^{\mathsf T}M_E(e^b-e^n)+\mu_0^{-1}\bar b^{\mathsf T}M_B(b^b-b^n)=\Delta t\,\mu_0^{-1}(\bar e^{\mathsf T}C^{\mathsf T}\bar b-\bar b^{\mathsf T}C\bar e)-\Delta t\,\bar e^{\mathsf T}\bar j=-\Delta t\,\bar e^{\mathsf T}\bar j ϵ 0 e ˉ T M E ( e b − e n ) + μ 0 − 1 b ˉ T M B ( b b − b n ) = Δ t μ 0 − 1 ( e ˉ T C T b ˉ − b ˉ T C e ˉ ) − Δ t e ˉ T j ˉ = − Δ t e ˉ T j ˉ , and (ii) gives (iii). ▫
Proposition 1 holds for any rotation field, so that the energy balance does not constrain its choice. The implicit midpoint rule evaluates the Lorentz force at the midpoint t n + δ t^{n+\delta} t n + δ of the field step. The method predicts the magnetic field at t n + δ t^{n+\delta} t n + δ by Faraday’s law from the filtered electric field S 2 e n \mathbf{S}^{2}e^n S 2 e n , and reduces the predicted change where ω p , i Δ t \omega_{p,i}\Delta t ω p , i Δ t or the drift parameter β i \beta_i β i defined below is large,
b r o t = b n − δ Φ M B − 1 C S 2 e n , (24) \mathbf{b}^{\mathrm{rot}}=\mathbf{b}^n-\delta\mathbf{\Phi}\mathbf{M}_B^{-1}\mathbf{C}\mathbf{S}^{2}e^n, \tag*{(24)} b rot = b n − δ Φ M B − 1 C S 2 e n , (24)
where S \mathbf{S} S averages the nodal values of e e e with the weights ( 1 4 , 1 2 , 1 4 ) \left(\frac{1}{4},\frac{1}{2},\frac{1}{4}\right) ( 4 1 , 2 1 , 4 1 ) in each coordinate direction and thus removes the grid-scale oscillation of e n e^n e n from b r o t \mathbf{b}^{\mathrm{rot}} b rot . The diagonal matrix Φ \mathbf{\Phi} Φ multiplies the values in each cell Ω i \Omega_i Ω i by the factor
Φ i = ( 1 + ( ω p , i Δ t ) 2 48 + β i 2 16 ) − 1 , β i = k ∗ V i ω p , i Δ t 2 , k ∗ = 2 h min , \Phi_i=\left(1+\frac{(\omega_{p,i}\Delta t)^2}{48}+\frac{\beta_i^2}{16}\right)^{-1},\qquad\beta_i=k_*V_i\omega_{p,i}\Delta t^2,\qquad k_*=\frac{2}{h_{\min}}, Φ i = ( 1 + 48 ( ω p , i Δ t ) 2 + 16 β i 2 ) − 1 , β i = k ∗ V i ω p , i Δ t 2 , k ∗ = h m i n 2 ,
ω p , i 2 = 1 ϵ 0 ∑ s κ s 2 ρ s , i a , ω p , i 2 V i 2 = 1 ϵ 0 ∑ s κ s 2 ∣ P s , i a ∣ 2 ρ s , i a . \omega_{p,i}^2=\frac{1}{\epsilon_0}\sum_s\kappa_s^2\rho^a_{s,i},\qquad\omega_{p,i}^2V_i^2=\frac{1}{\epsilon_0}\sum_s\kappa_s^2\frac{\lvert\mathbf{P}^a_{s,i}\rvert^2}{\rho^a_{s,i}}. ω p , i 2 = ϵ 0 1 s ∑ κ s 2 ρ s , i a , ω p , i 2 V i 2 = ϵ 0 1 s ∑ κ s 2 ρ s , i a ∣ P s , i a ∣ 2 .
Here ω p , i \omega_{p,i} ω p , i is the plasma frequency, V i V_i V i the root-mean-square drift speed of the charged species in Ω i \Omega_i Ω i , h min h_{\min} h m i n the smallest cell width and k ∗ k_* k ∗ the largest modified wavenumber of the discrete curl. Without the drift term, Φ i \Phi_i Φ i damps the predicted change as a time filter of width Δ t \Delta t Δ t damps an oscillation at the plasma frequency. It agrees to second order in ω p , i Δ t \omega_{p,i}\Delta t ω p , i Δ t with sinc 2 ( ω p , i Δ t / 4 ) \operatorname{sinc}^2(\omega_{p,i}\Delta t/4) sinc 2 ( ω p , i Δ t /4 ) , the transfer function of a triangular filter. It decays as ( ω p , i Δ t ) − 2 (\omega_{p,i}\Delta t)^{-2} ( ω p , i Δ t ) − 2 , so that b r o t \mathbf{b}^{\mathrm{rot}} b rot tends to b n \mathbf{b}^n b n where the time step does not resolve the plasma period. The drift term reaches one at β i = 4 \beta_i=4 β i = 4 . Below this bound, the time step with Φ \mathbf{\Phi} Φ and S \mathbf{S} S omitted in (24) keeps a positive definite quadratic invariant that bounds the perturbations of a drifting cold plasma (Appendix § 7 ).
Gauss correction
The Gauss correction G \mathcal{G} G removes the part of the nodal Gauss defect that lies in the range of the weak divergence, with the least change of the electric field and of the masses of the particles and the wave, as measured by (28) . It leaves the positions and velocities of the particles and the magnetic field unchanged.
With the moments W s h , c ( x ) = ( ρ s h , c , P s h , c , E s h , c ) T \mathbf{W}^{h,c}_s(\mathbf{x})=(\rho^{h,c}_s,\mathbf{P}^{h,c}_s,\mathcal{E}^{h,c}_s)^{\mathsf{T}} W s h , c ( x ) = ( ρ s h , c , P s h , c , E s h , c ) T of the reconstructed wave h s c h^c_s h s c , the nodal charges before the correction and the weak divergence are
Q = ∑ s κ s ( ∑ k ∈ P s m k Λ ( x k ) T + ∫ Ω Λ T ρ s h , c d x ) , D = ∫ Ω Λ T ( ∇ ⋅ N E ) d x , (25) \mathbf{Q}=\sum_s\kappa_s\left(\sum_{k\in\mathcal{P}_s}m_k\mathbf{\Lambda}(\mathbf{x}_k)^{\mathsf{T}}+\int_\Omega\mathbf{\Lambda}^{\mathsf{T}}\rho^{h,c}_s\,d\mathbf{x}\right),\qquad\mathbf{D}=\int_\Omega\mathbf{\Lambda}^{\mathsf{T}}(\nabla\cdot\mathbf{N}_E)\,d\mathbf{x}, \tag*{(25)} Q = s ∑ κ s ( k ∈ P s ∑ m k Λ ( x k ) T + ∫ Ω Λ T ρ s h , c d x ) , D = ∫ Ω Λ T ( ∇ ⋅ N E ) d x , (25)
and the Gauss defect is r = ϵ 0 D e c − Q \mathbf{r}=\epsilon_0\mathbf{D}e^c-\mathbf{Q} r = ϵ 0 D e c − Q . Its component r ℓ r_\ell r ℓ is the residual of Gauss’s law ϵ 0 ∇ ⋅ E h = ρ c \epsilon_0\nabla\cdot\mathbf{E}_h=\rho_c ϵ 0 ∇ ⋅ E h = ρ c in weak form with the test function λ ℓ \lambda_\ell λ ℓ , where the particles contribute to ρ c \rho_c ρ c as point charges. A change Δ e \Delta e Δ e of the electric field changes r \mathbf{r} r by ϵ 0 D Δ e \epsilon_0\mathbf{D}\Delta e ϵ 0 D Δ e , that is, only within the range of D \mathbf{D} D . The correction G \mathcal{G} G therefore removes the part r ∥ \mathbf{r}_{\parallel} r ∥ of the defect that lies in the range of D \mathbf{D} D . The remaining part r ⊥ = r − r ∥ \mathbf{r}_{\perp}=\mathbf{r}-\mathbf{r}_{\parallel} r ⊥ = r − r ∥ satisfies D T r ⊥ = 0 \mathbf{D}^{\mathsf{T}}\mathbf{r}_{\perp}=0 D T r ⊥ = 0 .
For a charged species s s s and a cell Ω i \Omega_i Ω i that it occupies (W s , i c ≠ 0 W^c_{s,i}\ne0 W s , i c = 0 ), the correction multiplies the masses of the particles of P s , i \mathcal{P}_{s,i} P s , i and the wave of s s s on Ω i \Omega_i Ω i by the same function 1 + ζ s 1+\zeta_s 1 + ζ s ,
ζ s ( x ) = ∑ ℓ ζ s , i , ℓ λ ℓ ( x ) ( x ∈ Ω i ) , ζ s , i , ℓ ≥ − 1 , (26) \zeta_s(\mathbf{x})=\sum_\ell\zeta_{s,i,\ell}\lambda_\ell(\mathbf{x})\quad(\mathbf{x}\in\Omega_i),\qquad\zeta_{s,i,\ell}\ge-1, \tag*{(26)} ζ s ( x ) = ℓ ∑ ζ s , i , ℓ λ ℓ ( x ) ( x ∈ Ω i ) , ζ s , i , ℓ ≥ − 1 , (26)
where the sum runs over the nodes ℓ \ell ℓ of Ω i \Omega_i Ω i . As λ ℓ ≥ 0 \lambda_\ell\ge0 λ ℓ ≥ 0 and ∑ ℓ λ ℓ = 1 \sum_\ell\lambda_\ell=1 ∑ ℓ λ ℓ = 1 , the bounds give 1 + ζ s ≥ 0 1+\zeta_s\ge0 1 + ζ s ≥ 0 , so that the masses of the particles and the wave stay nonnegative. The corrected state is
m k n + 1 = ( 1 + ζ s ( x k ) ) m k , h s n + 1 ( x , u ) = ( 1 + ζ s ( x ) ) h s c ( x , u ) , m_k^{n+1} = \left(1+\zeta_s(x_k)\right)m_k,\qquad h_s^{n+1}(x,u)=\left(1+\zeta_s(x)\right)h_s^c(x,u), m k n + 1 = ( 1 + ζ s ( x k ) ) m k , h s n + 1 ( x , u ) = ( 1 + ζ s ( x ) ) h s c ( x , u ) ,
W s , i n + 1 = W s , i c + 1 ∣ Ω i ∣ ( ∑ k ∈ P s , i m k ζ s ( x k ) ψ ( u k ) + ∫ Ω i ζ s W s h , c d x ) , (27) W_{s,i}^{n+1}=W_{s,i}^c+\frac{1}{|\Omega_i|}\left(\sum_{k\in P_{s,i}}m_k\zeta_s(x_k)\psi(u_k)+\int_{\Omega_i}\zeta_sW_s^{h,c}\,dx\right), \tag*{(27)} W s , i n + 1 = W s , i c + ∣ Ω i ∣ 1 k ∈ P s , i ∑ m k ζ s ( x k ) ψ ( u k ) + ∫ Ω i ζ s W s h , c d x , (27)
W s , i h , n + 1 = W s , i h , c + 1 ∣ Ω i ∣ ∫ Ω i ζ s W s h , c d x , W_{s,i}^{h,n+1}=W_{s,i}^{h,c}+\frac{1}{|\Omega_i|}\int_{\Omega_i}\zeta_sW_s^{h,c}\,dx, W s , i h , n + 1 = W s , i h , c + ∣ Ω i ∣ 1 ∫ Ω i ζ s W s h , c d x ,
with the electric field e n + 1 e^{n+1} e n + 1 determined below. The corrected charges Q n + 1 Q^{n+1} Q n + 1 follow from (25) with m k n + 1 m_k^{n+1} m k n + 1 and ( 1 + ζ s ) ρ s h (1+\zeta_s)\rho_s^h ( 1 + ζ s ) ρ s h in place of m k m_k m k and ρ s h \rho_s^h ρ s h , and Q n + 1 Q^{n+1} Q n + 1 , W s , i n + 1 W_{s,i}^{n+1} W s , i n + 1 and W s , i h , n + 1 W_{s,i}^{h,n+1} W s , i h , n + 1 vary linearly with the coefficients.
The field e n + 1 e^{n+1} e n + 1 and the coefficients ζ s , i , ℓ \zeta_{s,i,\ell} ζ s , i , ℓ minimize
J = ϵ 0 2 ( e n + 1 − e c ) T M E ( e n + 1 − e c ) + 1 2 ∑ s , i k B T s , i m s ( ∑ k ∈ P s , i m k ζ s ( x k ) 2 + ∫ Ω i ρ s h , c ζ s 2 d x ) (28) \mathcal{J}=\frac{\epsilon_0}{2}(e^{n+1}-e^c)^{\mathsf{T}}M_E(e^{n+1}-e^c)+\frac{1}{2}\sum_{s,i}\frac{k_BT_{s,i}}{m_s}\left(\sum_{k\in P_{s,i}}m_k\zeta_s(x_k)^2+\int_{\Omega_i}\rho_s^{h,c}\zeta_s^2\,dx\right) \tag*{(28)} J = 2 ϵ 0 ( e n + 1 − e c ) T M E ( e n + 1 − e c ) + 2 1 s , i ∑ m s k B T s , i k ∈ P s , i ∑ m k ζ s ( x k ) 2 + ∫ Ω i ρ s h , c ζ s 2 d x (28)
subject to the bounds in (26) and to
ϵ 0 D e n + 1 − Q n + 1 = r ⊥ , ∑ i ∣ Ω i ∣ ( W s , i n + 1 − W s , i c ) = 0 ( κ s ≠ 0 ) , (29) \epsilon_0De^{n+1}-Q^{n+1}=r_\perp,\qquad\sum_i|\Omega_i|\left(W_{s,i}^{n+1}-W_{s,i}^c\right)=0\quad(\kappa_s\ne0), \tag*{(29)} ϵ 0 D e n + 1 − Q n + 1 = r ⊥ , i ∑ ∣ Ω i ∣ ( W s , i n + 1 − W s , i c ) = 0 ( κ s = 0 ) , (29)
so that the Gauss defect after the correction is r ⊥ r_\perp r ⊥ and the total mass, momentum and energy of every charged species are conserved. The first term of J \mathcal{J} J is the electric energy of the field increment. The second term is the quadratic part of the change of the isothermal free energy ( k B T s , i / m s ) ∫ ρ ln ρ d x (k_BT_{s,i}/m_s)\int\rho\ln\rho\,dx ( k B T s , i / m s ) ∫ ρ ln ρ d x when the mass density ρ \rho ρ of the particles and the wave is multiplied by 1 + ζ s 1+\zeta_s 1 + ζ s .
For a uniform plasma on a periodic domain, let r = ϵ 0 ∇ ⋅ E − ρ c r=\epsilon_0\nabla\cdot E-\rho_c r = ϵ 0 ∇ ⋅ E − ρ c be a small, smooth defect with zero mean. The continuous form of the minimization is then solved by Δ E = − ∇ ϕ \Delta E=-\nabla\phi Δ E = − ∇ ϕ and ζ s = − κ s m s ϕ / ( k B T s ) \zeta_s=-\kappa_sm_s\phi/(k_BT_s) ζ s = − κ s m s ϕ / ( k B T s ) , where − ∇ 2 ϕ + λ D − 2 ϕ = − r / ϵ 0 -\nabla^2\phi+\lambda_D^{-2}\phi=-r/\epsilon_0 − ∇ 2 ϕ + λ D − 2 ϕ = − r / ϵ 0 and λ D \lambda_D λ D is the Debye length. Since ϕ \phi ϕ has zero mean, this solution also satisfies the conservation constraints. It is linear Debye screening of the charge − r -r − r , which removes the defect mainly through the charge on scales larger than the Debye length. The smallest correction of the field alone solves the same equation without the term λ D − 2 ϕ \lambda_D^{-2}\phi λ D − 2 ϕ . As ϵ 0 → 0 \epsilon_0\to0 ϵ 0 → 0 for a given plasma and defect, its field change grows as 1 / ϵ 0 1/\epsilon_0 1/ ϵ 0 , whereas that of this solution stays bounded. This is why the correction also adjusts the masses: in quasi-neutral regions, a correction of the field alone turns small charge errors into large electric fields. Beyond this model, the electric energy of the field increment of J \mathcal{J} J never exceeds that of a correction of the field alone, since ζ = 0 \zeta=0 ζ = 0 with such a field satisfies all constraints and the second term of J \mathcal{J} J is nonnegative.
The correction has the following properties, proved in Appendix § 8 .
Proposition 2.
(i) The minimization of (28) subject to (26) and (29) has a solution, and all solutions give the same corrected state (27).
(ii) In this state, the Gauss defect ϵ 0 D e n + 1 − Q n + 1 \epsilon_0De^{n+1}-Q^{n+1} ϵ 0 D e n + 1 − Q n + 1 is r ⊥ r_\perp r ⊥ , and the total mass, momentum and energy of every charged species are those before the correction.
(iii) The total energy and the electric energy ϵ 0 2 e T M E e \frac{\epsilon_0}{2}e^{\mathsf{T}}M_Ee 2 ϵ 0 e T M E e change by the same amount.
The minimization is a convex quadratic problem whose only inequality constraints are the bounds in (26). It is solved by the primal–dual active-set method [29 ] . Each iteration eliminates the coefficients cell by cell and solves one linear system for e n + 1 e^{n+1} e n + 1 and the Lagrange multipliers of (29).
Algorithm
One time step of the method from t n t^n t n to t n + 1 t^{n+1} t n + 1 consists of the following steps (Figure 2 ). Steps 1 and 3 are the UGKWP step of § 3.2 as modified in § 4.2 .
Step 1. Perform the first transport step A δ \mathcal{A}_{\delta} A δ , starting from the wave h s n h_s^n h s n , with τ s , i \tau_{s,i} τ s , i evaluated at W s , i n \mathbf{W}_{s,i}^n W s , i n . It gives the averages W s , i a \mathbf{W}_{s,i}^a W s , i a and W s , i h , a \mathbf{W}_{s,i}^{h,a} W s , i h , a .
Step 2. Perform the field step V Δ t \mathcal{V}_{\Delta t} V Δ t . Reconstruct the wave h s a h_s^a h s a from the averages W s , i h , a \mathbf{W}_{s,i}^{h,a} W s , i h , a , form the rotation field (24), assemble the responses (15), (16), solve the RME (18) for e ˉ \bar{\mathbf{e}} e ˉ , and set e b \mathbf{e}^b e b and b b \mathbf{b}^b b b (19). Push every particle once (14), form the field-pushed wave h s b h_s^b h s b (21), and update W s , i b \mathbf{W}_{s,i}^b W s , i b and W s , i h , b \mathbf{W}_{s,i}^{h,b} W s , i h , b (23).
Step 3. Perform the second transport step A δ \mathcal{A}_{\delta} A δ as in Step 1, starting from the state after Step 2, with τ s , i \tau_{s,i} τ s , i evaluated at W s , i b \mathbf{W}_{s,i}^b W s , i b and the field-pushed wave h s b h_s^b h s b in place of h s n h_s^n h s n .
Step 4. Apply the Gauss correction G \mathcal{G} G . Reconstruct the wave h s c h_s^c h s c from the averages W s , i h , c \mathbf{W}_{s,i}^{h,c} W s , i h , c , form the defect (25), solve (28)–(29) by the active-set iteration of § 4.4 , and set e n + 1 \mathbf{e}^{n+1} e n + 1 , the particle masses m k n + 1 m_k^{n+1} m k n + 1 , the wave h s n + 1 = ( 1 + ζ s ) h s c h_s^{n+1}=(1+\zeta_s)h_s^c h s n + 1 = ( 1 + ζ s ) h s c , W s , i n + 1 \mathbf{W}_{s,i}^{n+1} W s , i n + 1 and W s , i h , n + 1 \mathbf{W}_{s,i}^{h,n+1} W s , i h , n + 1 (27), with b n + 1 = b b \mathbf{b}^{n+1}=\mathbf{b}^b b n + 1 = b b .
With periodic boundaries, the transport steps change neither e \mathbf{e} e nor b \mathbf{b} b and conserve the total energy, as they update the averages in the conservation form (11). By Propositions 1(iii) and 2(iii), the total energy therefore changes over a complete time step by
E t o t n + 1 − E t o t n = ϵ 0 2 [ ( e n + 1 ) T M E e n + 1 − ( e c ) T M E e c ] , \mathcal{E}_{\mathrm{tot}}^{n+1}-\mathcal{E}_{\mathrm{tot}}^n=\frac{\epsilon_0}{2}\left[(\mathbf{e}^{n+1})^\mathsf{T}M_E\mathbf{e}^{n+1}-(\mathbf{e}^c)^\mathsf{T}M_E\mathbf{e}^c\right], E tot n + 1 − E tot n = 2 ϵ 0 [ ( e n + 1 ) T M E e n + 1 − ( e c ) T M E e c ] ,
which is the change of the electric energy in the Gauss correction.
Numerical tests
All quantities are nondimensional in the sense of § 2 . The electron plasma and cyclotron frequencies of the initial state are ω p e = ( κ e 2 ρ e / ϵ 0 ) 1 / 2 \omega_{pe}=(\kappa_e^2\rho_e/\epsilon_0)^{1/2} ω p e = ( κ e 2 ρ e / ϵ 0 ) 1/2 and Ω c e = ∣ κ e ∣ ∣ B ∣ \Omega_{ce}=|\kappa_e||\mathbf{B}| Ω ce = ∣ κ e ∣∣ B ∣ . In one-dimensional problems, all quantities depend only on the coordinate y y y , and the domain is divided into cells of width Δ y \Delta y Δ y . The gradients of the reconstruction are limited by the van Leer limiter in each coordinate direction.
The time step is determined by the CFL condition on the flow and sound speeds of the species,
Δ t = C F L h min max s , i ( ∣ U s , i ∣ + c s , i ) , c s , i = 5 k B T s , i 3 m s , (30) \Delta t=\mathrm{CFL}\,\frac{h_{\min}}{\max_{s,i}(|\mathbf{U}_{s,i}|+c_{s,i})},\qquad c_{s,i}=\sqrt{\frac{5k_{\mathrm{B}}T_{s,i}}{3m_s}}, \tag*{(30)} Δ t = CFL max s , i ( ∣ U s , i ∣ + c s , i ) h m i n , c s , i = 3 m s 5 k B T s , i , (30)
where c s , i c_{s,i} c s , i is the sound speed of the monatomic species and ∣ U s , i ∣ |\mathbf{U}_{s,i}| ∣ U s , i ∣ the flow speed. In all tests of this section, UGKWP-EC uses CFL = 0.8.
In one dimension, the RME (18) and the linear systems of the Gauss correction are solved by LU factorization. In two dimensions, the RME is solved by GMRES [30 ] with a restricted additive Schwarz preconditioner [31 ] , and the linear systems of the Gauss correction by MINRES [32 ] with a Chebyshev polynomial preconditioner. Both are solved to the relative residual 10 − 8 10^{-8} 1 0 − 8 in § 5.3 , and in § 5.4 the RME to 10 − 10 10^{-10} 1 0 − 10 and the Gauss correction to 10 − 6 10^{-6} 1 0 − 6 . Over a whole computation, the residual of the RME changes the total energy by less than 6 × 10 − 12 6\times10^{-12} 6 × 1 0 − 12 of its value.
The comparison method UGKWP-PHM is the UGKWP method of [22 ] with the same collision model. It advances the perfectly hyperbolic Maxwell (PHM) equations [23 ] explicitly by a second-order finite-volume scheme with the monotonized central (MC) limiter. The damping rate of the cleaning fields is σ ϕ = 0 \sigma_{\phi}=0 σ ϕ = 0 in the periodic one-dimensional problems and σ ϕ = 3 \sigma_{\phi}=3 σ ϕ = 3 in the Brio–Wu problem and in two dimensions, where the computations require the damping for stability. The time step of UGKWP-PHM is (30) with max ( ∣ U s , i ∣ + c s , i , c ) \max(\lvert U_{s,i}\rvert+c_{s,i},c) max (∣ U s , i ∣ + c s , i , c ) in place of ∣ U s , i ∣ + c s , i \lvert U_{s,i}\rvert+c_{s,i} ∣ U s , i ∣ + c s , i , at CFL = 0.5 =0.5 = 0.5 in one dimension and 0.4 0.4 0.4 in two dimensions. The two-dimensional problems are also computed by UGKWP-PHM at CFL = 0.5 =0.5 = 0.5 , the stability limit of its Maxwell solver.
The CPU times reported in § 5.3 and § 5.4 are wall-clock times multiplied by the number of cores. They are measured on 64 cores of a workstation with two 64-core AMD EPYC 7742 processors.
Plasma waves
Plasma waves test the longitudinal and the magnetized transverse response of the field step and its energy balance. An electron plasma wave covers the transition from collisionless Landau damping to collision-dominated oscillations, and a parallel whistler wave in a warm plasma tests the frequency shift from the cold-plasma value and the electron cyclotron damping. With a collision frequency that varies over four orders of magnitude in space, the electron plasma wave also tests the method at the transitions between weakly collisional and collision-dominated regions.
The electron plasma wave is computed with m e = 1 m_e=1 m e = 1 , κ e = − 1 \kappa_e=-1 κ e = − 1 , ϵ 0 = 1 \epsilon_0=1 ϵ 0 = 1 and c = 20 c=20 c = 20 . On the periodic domain [ 0 , 2 π ] [0,2\pi] [ 0 , 2 π ] , the initial electron distribution function is the Maxwellian with zero mean velocity, the temperature T e = 0.25 T_e=0.25 T e = 0.25 and the density
n e ( y , 0 ) = 1 − a k cos k y , k = 1 , a = 0.05 , n_e(y,0)=1-ak\cos ky,\qquad k=1,\qquad a=0.05, n e ( y , 0 ) = 1 − ak cos k y , k = 1 , a = 0.05 ,
so that ω p e = 1 \omega_{pe}=1 ω p e = 1 and k λ D e = 0.5 k\lambda_{De}=0.5 k λ D e = 0.5 , with the electron Debye length λ D e = ( T e / m e ) 1 / 2 / ω p e \lambda_{De}=(T_e/m_e)^{1/2}/\omega_{pe} λ D e = ( T e / m e ) 1/2 / ω p e . The ions are uniform and collisionless, with m i = 1836 m_i=1836 m i = 1836 , κ i = 1 / 1836 \kappa_i=1/1836 κ i = 1/1836 and T i = 0.01 T_i=0.01 T i = 0.01 , and the electron collision frequency is ν e = χ e e n e \nu_e=\chi_{ee}n_e ν e = χ ee n e with χ e e = 0 \chi_{ee}=0 χ ee = 0 , 1 1 1 and 10 10 10 , that is, ν e = 0 \nu_e=0 ν e = 0 , ω p e \omega_{pe} ω p e and 10 ω p e 10\omega_{pe} 10 ω p e . For ν e = 0 \nu_e=0 ν e = 0 , the electron particles are placed at y 0 + a sin k y 0 y_0+a\sin ky_0 y 0 + a sin k y 0 with uniformly spaced y 0 y_0 y 0 . The initial electric field E y E_y E y satisfies Gauss’s law, and B = 0 B=0 B = 0 . The mesh has 64 cells, and the reference number of particles per cell is 4 × 10 4 4\times10^4 4 × 1 0 4 for each species. The frequency ω \omega ω and the damping rate γ \gamma γ are obtained by fitting A ∞ + A 1 e γ t cos ( ω t + ϕ ) A_\infty+A_1e^{\gamma t}\cos(\omega t+\phi) A ∞ + A 1 e γ t cos ( ω t + ϕ ) to the coefficient A ( t ) A(t) A ( t ) of sin k y \sin ky sin k y in E y E_y E y over 2 ≤ t ≤ 12 2\le t\le12 2 ≤ t ≤ 12 , where A ∞ A_\infty A ∞ is the static field of the entropy mode. The reference, DVM-Poisson, solves the BGK–Vlasov–Poisson system with the same ions, ν e \nu_e ν e and initial state by an independent discrete-velocity method (DVM) on 256 cells, with 800 discrete velocity points in [ − 4.5 , 4.5 ] [-4.5,4.5] [ − 4.5 , 4.5 ] for the electrons and 128 for the ions.
As ν e \nu_e ν e increases, the collisionless Landau damping gives way to a weakly damped oscillation whose frequency approaches that of an adiabatic electron fluid, ( 1 + 5 3 k 2 λ D e 2 ) 1 / 2 ω p e = 1.190 (1+\frac{5}{3}k^2\lambda_{De}^2)^{1/2}\omega_{pe}=1.190 ( 1 + 3 5 k 2 λ D e 2 ) 1/2 ω p e = 1.190 (Figure 3 , Table 1 ). At ν e = 10 ω p e \nu_e=10\omega_{pe} ν e = 10 ω p e , the hydrodynamic wave carries the fraction 1 − e − ν e Δ t / 2 ≈ 0.44 1-e^{-\nu_e\Delta t/2}\approx0.44 1 − e − ν e Δ t /2 ≈ 0.44 of the electron mass during the field step, which pushes it with the same velocity map as the particles. This case therefore also tests the field response of the hydrodynamic wave. The frequencies of UGKWP-EC differ from those of DVM-Poisson by at most 0.21 % 0.21\% 0.21% and the damping rates by at most 0.009 ω p e 0.009\omega_{pe} 0.009 ω p e (Table 1 ). At ν e = 10 ω p e \nu_e=10\omega_{pe} ν e = 10 ω p e , the difference of A ( t ) A(t) A ( t ) of UGKWP-EC from DVM-Poisson is less than half that of UGKWP-PHM (Figure 3 (f)). For ν e = 0 \nu_e=0 ν e = 0 and ω p e \omega_{pe} ω p e , the difference of UGKWP-PHM is mainly an oscillation at a frequency close to c k = 20 ck=20 c k = 20 (Figure 3 (d), (Figure 3 e)). It is the oscillation of the cleaning field of the perfectly hyperbolic Maxwell equations, which travels at the speed of light and is undamped for σ ϕ = 0 \sigma_\phi= 0 σ ϕ = 0 .
Figure 3. Electron plasma wave with (a), (d) ν e = 0 \nu_e = 0 ν e = 0 , (b), (e) ν e = ω p e \nu_e = \omega_{pe} ν e = ω p e and (c), (f) ν e = 10 ω p e \nu_e = 10\omega_{pe} ν e = 10 ω p e . (a)–(c) ∣ A ( t ) ∣ / A ( 0 ) |A(t)|/A(0) ∣ A ( t ) ∣/ A ( 0 ) of UGKWP-EC and of the DVM-Poisson reference, with a line proportional to e γ L t e^{\gamma_L t} e γ L t in (a), where A ( t ) A(t) A ( t ) is the coefficient of sin k y \sin ky sin k y in E y E_y E y and γ L = − 0.1533 \gamma_L = -0.1533 γ L = − 0.1533 is the linear Landau damping rate. (d)–(f) Difference of A ( t ) A(t) A ( t ) of UGKWP-EC and UGKWP-PHM from the DVM-Poisson reference, normalized by A ( 0 ) A(0) A ( 0 ) .
Table 1. Plasma waves: frequency ω \omega ω and damping rate γ \gamma γ of the reference and of UGKWP-EC. The reference is DVM-Poisson for the electron plasma wave and the root of the warm kinetic dispersion relation for the whistler wave.
The parallel whistler wave propagates along the uniform magnetic field B 0 = 0.25 y ^ \mathbf{B}_0 = 0.25\hat{\mathbf{y}} B 0 = 0.25 y ^ in a collisionless plasma with m i / m e = 100 m_i/m_e = 100 m i / m e = 100 and T e = T i = 1.25 T_e = T_i = 1.25 T e = T i = 1.25 , so that ω p e / Ω c e = 4 \omega_{pe}/\Omega_{ce} = 4 ω p e / Ω ce = 4 . The periodic domain has the length 2 π / k 2\pi/k 2 π / k with k d e = 1.25 k d_e = 1.25 k d e = 1.25 , where d e = c / ω p e d_e = c/\omega_{pe} d e = c / ω p e is the electron inertial length. The other parameters, the number of cells and the reference number of particles per cell are those of the electron plasma wave. The computation starts from the cold-plasma eigenmode with ∣ B ⊥ ∣ = 0.01 B 0 |B_\perp| = 0.01B_0 ∣ B ⊥ ∣ = 0.01 B 0 . The frequency ω \omega ω and the damping rate γ \gamma γ are obtained by fitting A 1 e − i ( ω + i γ ) t A_1 e^{-i(\omega+i\gamma)t} A 1 e − i ( ω + iγ ) t to the amplitude of B x + i B z B_x + iB_z B x + i B z at the wavenumber k k k over 10 ≤ t ≤ 80 10 \le t \le80 10 ≤ t ≤ 80 . In a cold plasma, the wave would oscillate undamped at ω = 0.1519 \omega= 0.1519 ω = 0.1519 . In the warm plasma, the thermal motion of the electrons along B 0 B_0 B 0 lowers this frequency, and
the electrons in cyclotron resonance with the wave absorb its energy. With a time step of about 11 light-crossing times of a cell, UGKWP-EC reproduces both effects (Table 1 ).
Without the Gauss correction, the computations of the three electron plasma waves and of the whistler wave conserve the total energy E t o t \mathcal{E}_{\mathrm{tot}} E tot of § 4.3 to rounding error, with particles alone and with particles and wave (Proposition 1(iii), Figure 4 ). With the correction, the change of E t o t \mathcal{E}_{\mathrm{tot}} E tot is the field-energy change of G \mathcal{G} G (Proposition 2(iii)) and stays below 3 × 10 − 6 3 \times10^{-6} 3 × 1 0 − 6 of E t o t \mathcal{E}_{\mathrm{tot}} E tot , whereas that of UGKWP-PHM reaches 10 − 4 10^{-4} 1 0 − 4 .
Figure 4. Relative change ∣ Δ E t o t ∣ / E t o t ( 0 ) |\Delta\mathcal{E}_{\mathrm{tot}}|/\mathcal{E}_{\mathrm{tot}}(0) ∣Δ E tot ∣/ E tot ( 0 ) of the total energy, Δ E t o t = E t o t ( t ) − E t o t ( 0 ) \Delta\mathcal{E}_{\mathrm{tot}}=\mathcal{E}_{\mathrm{tot}}(t)-\mathcal{E}_{\mathrm{tot}}(0) Δ E tot = E tot ( t ) − E tot ( 0 ) , for (a) the electron plasma wave with ν e = 0 \nu_e=0 ν e = 0 , carried by particles, (b) the electron plasma wave with ν e = 10 ω p e \nu_e=10\omega_{pe} ν e = 10 ω p e , carried by particles and wave, and (c) the whistler wave, computed by UGKWP-EC without and with the Gauss correction G \mathcal{G} G and by UGKWP-PHM.
Finally, the electron plasma wave is computed on 64 and 128 cells with the electron collision frequency ν e = χ e e ( y ) n e \nu_e=\chi_{ee}(y)n_e ν e = χ ee ( y ) n e ,
χ e e ( y ) = 0.1 × 10 4 σ ( y ) , σ ( y ) = 1 2 + tanh ( 3 sin y ) 2 tanh 3 , (31) \chi_{ee}(y)=0.1 \times10^{4\sigma(y)}, \qquad\sigma(y)=\frac{1}{2}+\frac{\tanh(3\sin y)}{2\tanh3}, \tag*{(31)} χ ee ( y ) = 0.1 × 1 0 4 σ ( y ) , σ ( y ) = 2 1 + 2 tanh 3 tanh ( 3 sin y ) , (31)
where χ e e \chi_{ee} χ ee ranges from 0.1 at y = 3 π / 2 y=3\pi/2 y = 3 π /2 to 1000 at y = π / 2 y=\pi/2 y = π /2 , with transitions at y = 0 y=0 y = 0 and y = π y=\pi y = π (Figure 5 (b)). The reference is DVM-Poisson with the same χ e e ( y ) \chi_{ee}(y) χ ee ( y ) and the cells and velocity points given above.
Figure 5. Electron plasma wave with the electron collision coefficient (31): (a) E y E_y E y at t = 5 t=5 t = 5 on 64 cells, (b) fraction ρ e p / ρ e \rho^p_e/\rho_e ρ e p / ρ e of the electron mass carried by particles at t ≈ 2.5 t \approx2.5 t ≈ 2.5 on 64 and 128 cells (left axis) and χ e e ( y ) \chi_{ee}(y) χ ee ( y ) (dotted, right axis), and (c) rms over the cells of the difference of E y E_y E y from DVM-Poisson. “Without residual momentum” denotes UGKWP-EC with ϖ e , i = 1 \varpi_{e,i}=1 ϖ e , i = 1 in (12).
On 64 cells, ν e Δ t \nu_e\Delta t ν e Δ t lies between 0.01 and 120, so that the particles carry the electron mass where the collisions are weak and the hydrodynamic wave carries it where they dominate (Figure 5 (b)). The electric field E y E_y E y agrees with DVM-Poisson except near the transitions, where the difference decreases as the mesh is refined (Figure 5 (a), (Figure 5 c)).
At the transitions, where the particle fraction varies in space, the analytic fluxes bring momentum into the cell averages but not into the particles, and this momentum is assigned to the wave through the residual momentum in (12). Without the residual momentum in the wave, that is, with ϖ e , i = 1 \varpi_{e,i}=1 ϖ e , i = 1 in (12), E y E_y E y departs from DVM-Poisson at both transitions, and on 128 cells this departure remains larger than the difference of UGKWP-EC on 64 cells (Figure 5 (a), (Figure 5 c)).
Multiscale Brio–Wu problem
The Brio–Wu problem [33 ] for electrons and ions [34 ] tests whether the method follows kinetic solutions at finite Larmor radius and mean free path and approaches ideal MHD as both decrease. In this subsection, x x x is the coordinate normal to the discontinuity. Initially, the electrons, with m e = 0.01 m_e=0.01 m e = 0.01 , and the ions, with m i = 1 m_i=1 m i = 1 , are Maxwellian with zero mean velocity, and
( n s , T s , B ) = { ( 1 , 0.5 , ( 0.75 , 1 , 0 ) ) , x < 0.5 , ( 0.125 , 0.4 , ( 0.75 , − 1 , 0 ) ) , x > 0.5 , E = 0. (n_s,T_s,\mathbf{B}) =
\begin{cases}
(1,0.5,(0.75,1,0)), & x < 0.5, \\
(0.125,0.4,(0.75,-1,0)), & x > 0.5,
\end{cases}
\qquad\mathbf{E} = 0. ( n s , T s , B ) = { ( 1 , 0.5 , ( 0.75 , 1 , 0 )) , ( 0.125 , 0.4 , ( 0.75 , − 1 , 0 )) , x < 0.5 , x > 0.5 , E = 0.
In the normalization of [8 ] , with the Knudsen number K n \mathrm{Kn} Kn , the normalized Larmor radius r r r and the normalized Debye length λ \lambda λ ,
κ i = 1 r , κ e = − 1 m e r , ϵ 0 = λ 2 , μ 0 − 1 = λ 2 c 2 , χ i i = 1 K n , χ e e = 1 K n m e . \kappa_i = \frac{1}{r}, \qquad\kappa_e = -\frac{1}{m_e r}, \qquad\epsilon_0 = \lambda^2, \qquad\mu_0^{-1} = \lambda^2 c^2, \qquad\chi_{ii} = \frac{1}{\mathrm{Kn}}, \qquad\chi_{ee} = \frac{1}{\mathrm{Kn}\sqrt{m_e}}. κ i = r 1 , κ e = − m e r 1 , ϵ 0 = λ 2 , μ 0 − 1 = λ 2 c 2 , χ ii = Kn 1 , χ ee = Kn m e 1 .
with λ = 0.01 \lambda=0.01 λ = 0.01 and c = 100 c=100 c = 100 . The three settings ( r , K n ) = ( 0.1 , 1 ) (r,\mathrm{Kn})=(0.1,1) ( r , Kn ) = ( 0.1 , 1 ) , ( 0.01 , 0.01 ) (0.01,0.01) ( 0.01 , 0.01 ) and ( 10 − 3 , 10 − 3 ) (10^{-3},10^{-3}) ( 1 0 − 3 , 1 0 − 3 ) range from nearly collisionless ions to the magnetohydrodynamic limit, with ω p e Δ t \omega_{pe}\Delta t ω p e Δ t from 2.0 to 180, Ω c e Δ t \Omega_{ce}\Delta t Ω ce Δ t from 0.25 to 23 and c Δ t / Δ x c\Delta t/\Delta x c Δ t /Δ x from 7.2 to 7.9. The domain [ 0 , 1 ] [0,1] [ 0 , 1 ] has 400 cells, the reference number of particles per cell is 8000 for each species, and the computations run to t = 0.12 t=0.12 t = 0.12 .
The first two settings are compared with kinetic solutions of iPIC3D [12 ] extended by a BGK operator (iPIC3D-BGK), and the third with ideal MHD. After every push, iPIC3D-BGK replaces each particle by a sample of the Maxwellian of its species in its cell with the probability 1 − e − ν s Δ t 1-e^{-\nu_s\Delta t} 1 − e − ν s Δ t , where ν s = χ s s n s \nu_s=\chi_{ss}n_s ν s = χ ss n s is the collision frequency there. A common shift of the particle velocities and a common scaling of their deviations from the mean then conserve the momentum and the energy of the species in the cell. The
iPIC3D-BGK computations use the same domain, a 10 times finer mesh, a 22 times smaller time step and 1024 particles per species and cell, and their profiles are averaged onto the 400 cells. The ideal-MHD solution is computed by the HLLD solver [35 ] on the same 400 cells, with γ = 5 / 3 \gamma= 5/3 γ = 5/3 and the mass density m i n i + m e n e m_i n_i + m_e n_e m i n i + m e n e and pressure n i T i + n e T e n_i T_i + n_e T_e n i T i + n e T e of the initial states.
As r r r and Kn decrease from (a) to (c), the smooth profiles of the nearly collisionless ions steepen toward the discontinuities of ideal MHD (Figure 6 ). Like UGKWP-PHM, UGKWP-EC reproduces the profiles of iPIC3D-BGK for r = 0.1 r = 0.1 r = 0.1 and 0.01, including the peak of the ion temperature (Figure 6 (a), (Figure 6 b)). For r = 10 − 3 r = 10^{-3} r = 1 0 − 3 , it places the fast rarefactions, the slow compound wave, the contact discontinuity and the slow shock of ideal MHD at the positions of the HLLD solution and reproduces the peak of the compound wave (Figure 6 (c)). The pressure p = n i T i + n e T e p = n_i T_i + n_e T_e p = n i T i + n e T e of UGKWP-EC keeps its initial values where the MHD solution does, whereas that of UGKWP-PHM exceeds the MHD solution across the domain (Figure 6 (cFigure 5 ).
Figure 6. Brio–Wu problem at t = 0.12 t = 0.12 t = 0.12 : (a) r = 0.1 r = 0.1 r = 0.1 , K n = 1 \mathrm{Kn} = 1 Kn = 1 and (b) r = 0.01 r = 0.01 r = 0.01 , K n = 0.01 \mathrm{Kn} = 0.01 Kn = 0.01 , with iPIC3D-BGK as the reference, and (c) r = 10 − 3 r = 10^{-3} r = 1 0 − 3 , K n = 10 − 3 \mathrm{Kn} = 10^{-3} Kn = 1 0 − 3 , with ideal MHD (HLLD, 400 cells). Rows 1–5: ion density, ion velocity components u i u_i u i and v i v_i v i along x x x and y y y , B y B_y B y , and ion temperature T i T_i T i , except in (c5), which shows the thermal pressure p = n i T i + n e T e p = n_iT_i + n_eT_e p = n i T i + n e T e , as ideal MHD has no separate ion temperature. Symbols mark every fourth cell.
In the MHD limit, the relative residual of Gauss’s law stays below 10 − 3 10^{-3} 1 0 − 3 with the Gauss correction and reaches 10 − 2 10^{-2} 1 0 − 2 without it.
Orszag–Tang vortex
The Orszag–Tang vortex [36 ] tests the method in two dimensions, on a flow that forms shocks and thin current sheets, and shows how the number of particles and the computational cost change with the Knudsen number. It is computed on the periodic domain [ 0 , 2 π ] 2 [0, 2\pi]^2 [ 0 , 2 π ] 2 in the normalization of § 5.2 with m i = 1 m_i = 1 m i = 1 , m e = 0.04 m_e = 0.04 m e = 0.04 , λ = 0.05 \lambda= 0.05 λ = 0.05 , c = 20 c = 20 c = 20 and r = 0.2 r = 0.2 r = 0.2 , so that the ion inertial length is 0.12. Initially,
ρ = γ 2 , p = γ , U = ( − sin y , sin x , 0 ) , B = ( − sin y , sin 2 x , 0 ) , E = − U × B , \rho= \gamma^2,\qquad p = \gamma,\qquad U = (-\sin y,\sin x,0),\qquad B = (-\sin y,\sin2x,0),\qquad E = -U \times B, ρ = γ 2 , p = γ , U = ( − sin y , sin x , 0 ) , B = ( − sin y , sin 2 x , 0 ) , E = − U × B ,
where γ = 5 / 3 \gamma= 5/3 γ = 5/3 , ρ = ρ i + ρ e \rho= \rho_i + \rho_e ρ = ρ i + ρ e is the mass density, p = n i T i + n e T e p = n_i T_i + n_e T_e p = n i T i + n e T e the pressure and U U U the velocity of the plasma, with n i = n e n_i = n_e n i = n e and T i = T e T_i = T_e T i = T e . Both species move with the in-plane velocity of U U U . Their out-of-plane velocities give the plasma zero out-of-plane momentum and carry the current,
ρ i U i , z + ρ e U e , z = 0 , κ i ρ i U i , z + κ e ρ e U e , z = ( ∇ × B ) z μ 0 . \rho_i U_{i,z} + \rho_e U_{e,z} = 0,\qquad\kappa_i \rho_i U_{i,z} + \kappa_e \rho_e U_{e,z} = \frac{(\nabla\times B)_z}{\mu_0}. ρ i U i , z + ρ e U e , z = 0 , κ i ρ i U i , z + κ e ρ e U e , z = μ 0 ( ∇ × B ) z .
The species have the collision coefficients χ i i = 1 / K n \chi_{ii} = 1/\mathrm{Kn} χ ii = 1/ Kn and χ e e = 1 / ( K n m e ) \chi_{ee} = 1/(\mathrm{Kn}\sqrt{m_e}) χ ee = 1/ ( Kn m e ) , for K n = 10 − 3 \mathrm{Kn} = 10^{-3} Kn = 1 0 − 3 , 10 − 2 10^{-2} 1 0 − 2 and 10 − 1 10^{-1} 1 0 − 1 . The mesh has 256 2 256^2 25 6 2 square cells of side h h h , a fifth of the ion inertial length. The reference number of particles per cell is 256 for each species, and the computations run to t = 3 t = 3 t = 3 . The flow structures at K n = 10 − 3 \mathrm{Kn} = 10^{-3} Kn = 1 0 − 3 and 10 − 1 10^{-1} 1 0 − 1 are compared with UGKWP-PHM and with a reference for each Knudsen number, all computed on the same 256 2 256^2 25 6 2 mesh. For K n = 10 − 3 \mathrm{Kn} = 10^{-3} Kn = 1 0 − 3 , where the mean free paths are about h / 100 h/100 h /100 , the reference is the five-moment two-fluid solution computed by the Gkeyll code [37 ] with the finite-volume wave-propagation scheme of [38 ] and the locally implicit source update of [39 ] . For K n = 10 − 1 \mathrm{Kn} = 10^{-1} Kn = 1 0 − 1 , the reference is iPIC3D-BGK (§ 5.2 ) with 4096 particles per species and cell and a fixed time step of about half the mean step of UGKWP-EC. The implicit scheme of iPIC3D-BGK solves the field equations for the electric field at t + θ Δ t t + \theta\Delta t t + θ Δ t , with θ = 1 / 2 \theta= 1/2 θ = 1/2 .
For both Knudsen numbers, UGKWP-EC forms the shocks, the central current sheet and the magnetic islands of the reference (Figure 7 and Figure 8 ). At K n = 10 − 1 \mathrm{Kn} = 10^{-1} Kn = 1 0 − 1 , where the mean free paths of the ions and the electrons are about h h h , the shocks are wider than at K n = 10 − 3 \mathrm{Kn} = 10^{-3} Kn = 1 0 − 3 and the thin current sheets along them are much weaker. At both Knudsen
(a) Gkeyll five-moment
(b) Gkeyll five-moment
(c) UGKWP-EC
(d) UGKWP-EC
(e) UGKWP-PHM, CFL 0.4
(f) UGKWP-PHM, CFL 0.4
(g) UGKWP-PHM, CFL 0.5
(h) UGKWP-PHM, CFL 0.5
Figure 7. Orszag–Tang vortex, K n = 10 − 3 \mathrm{Kn}=10^{-3} Kn = 1 0 − 3 , 256 2 256^2 25 6 2 cells, t = 3 t=3 t = 3 : (a), (c), (e), (g) total mass density and (b), (d), (f), (h) J z = ( ∇ × B ) z / μ 0 J_z=(\nabla\times\mathbf{B})_z/\mu_0 J z = ( ∇ × B ) z / μ 0 with in-plane field lines (contours of A z A_z A z ), for (a), (b) the Gkeyll five-moment reference, (c), (d) UGKWP-EC, (e), (f) UGKWP-PHM at CFL 0.4 and (g), (h) UGKWP-PHM at CFL 0.5. The color scale of J z J_z J z is saturated at ∣ J z ∣ = 20 |J_z|=20 ∣ J z ∣ = 20 .
Figure 8. Orszag–Tang vortex, K n = 10 − 1 \mathrm{Kn}=10^{-1} Kn = 1 0 − 1 , 256 2 256^2 25 6 2 cells, t = 3 t=3 t = 3 : (a), (c), (e), (g) total mass density and (b), (d), (f), (h) J z = ( ∇ × B ) z / μ 0 J_z=(\nabla\times B)_z/\mu_0 J z = ( ∇ × B ) z / μ 0 with in-plane field lines (contours of A z A_z A z ), for (a), (b) the iPIC3D-BGK reference, (c), (d) UGKWP-EC, (e), (f) UGKWP-PHM at CFL 0.4 and (g), (h) UGKWP-PHM at CFL 0.5. The color scale of J z J_z J z is saturated at ∣ J z ∣ = 20 |J_z|=20 ∣ J z ∣ = 20 .
numbers, the pressure of UGKWP-EC along y = 0.625 π y = 0.625\pi y = 0.625 π changes little when the mesh is refined from 128 2 128^2 12 8 2 to 256 2 256^2 25 6 2 cells (Figure 9 ).
Figure 9. Orszag–Tang vortex, t = 3 t = 3 t = 3 : pressure p p p along y = 0.625 π y = 0.625\pi y = 0.625 π for (a) K n = 10 − 3 \mathrm{Kn} = 10^{-3} Kn = 1 0 − 3 and (b) K n = 10 − 1 \mathrm{Kn} = 10^{-1} Kn = 1 0 − 1 , with the Gkeyll five-moment solution and iPIC3D-BGK as the references.
The total energy of UGKWP-EC changes only by the field-energy change of G \mathcal{G} G (Proposition 2(iii)), by at most 0.32% of its initial value, whereas that of UGKWP-PHM changes by 3.8% to 35% at the two CFL numbers. At CFL 0.5, the dissipation of the Maxwell solver of UGKWP-PHM reduces the magnetic energy to less than half of its initial value by t = 3 t = 3 t = 3 and smears out the shocks and the current sheets (Figure 7g , (Figure 7h ) and Figure 8 (g), (Figure 8 h)). At K n = 10 − 1 \mathrm{Kn} = 10^{-1} Kn = 1 0 − 1 , the electrons of UGKWP-PHM lose more than half of their thermal energy by t = 3 t = 3 t = 3 , so that its pressure is lower at both CFL numbers and its shocks are displaced (Figure 9 (b)). In the solution of this problem, the total thermal energy of each species does not fall below its initial value, because the entropy of each species does not decrease and the initial Maxwellian of uniform density and temperature has the largest entropy for its total mass and thermal energy. At t = 3 t = 3 t = 3 , the thermal energy of each species lies above its initial value in UGKWP-EC and in the references.
At K n = 10 − 3 \mathrm{Kn} = 10^{-3} Kn = 1 0 − 3 , the wave carries almost all of the electrons, and ion particles remain only in the low-density regions. The mean numbers of particles per cell over the run are 2 for the electrons and 8 for the ions, compared with the reference number of 256. At K n = 10 − 1 \mathrm{Kn} = 10^{-1} Kn = 1 0 − 1 , the particles carry most of the mass of both species, and their numbers are close to the reference number.
The CPU time of UGKWP-EC is compared at the three Knudsen numbers with that of iPIC3D-BGK, which represents both species by particles at every Knudsen number. The iPIC3D-BGK computations use the same mesh, 256 particles per species and cell and θ = 1 \theta= 1 θ = 1 , because with θ = 1 / 2 \theta= 1/2 θ = 1/2 they are unstable at ω p e Δ t ≈ 2.5 \omega_{\mathrm{pe}}\Delta t \approx2.5 ω pe Δ t ≈ 2.5 . They solve the field equations by GMRES to the same relative residual 10 − 8 10^{-8} 1 0 − 8 and take the time step from (30) with the same CFL number. Although iPIC3D-BGK takes fewer time steps than UGKWP-EC, it needs 1.4 to 4.2 times as much CPU time, and the ratio grows as the Knudsen number decreases and the wave replaces the particles (Table 2 ). At CFL 0.4, UGKWP-PHM needs 4.0 to 5.7 times the CPU time of UGKWP-EC.
Table 2. Orszag–Tang vortex on 256 2 256^2 25 6 2 cells: number of steps, CPU time in core-hours and ratio of the CPU time to that of UGKWP-EC.
Magnetic reconnection
The collisionless Geospace Environmental Modeling (GEM) reconnection problem [40 ] tests the method on Hall reconnection, with time steps longer than the light-crossing time of a cell. It is computed on the domain [ − 12.8 , 12.8 ] × [ − 6.4 , 6.4 ] [-12.8, 12.8] \times[-6.4, 6.4] [ − 12.8 , 12.8 ] × [ − 6.4 , 6.4 ] with m i / m e = 25 m_i/m_e = 25 m i / m e = 25 and c / v A = 20 c/v_A = 20 c / v A = 20 or 10, where v A v_A v A is the Alfvén speed. In units of the ion inertial length d i d_i d i , the inverse ion cyclotron frequency Ω c i − 1 \Omega_{ci}^{-1} Ω c i − 1 , B 0 B_0 B 0 and n 0 n_0 n 0 , in which v A = 1 v_A = 1 v A = 1 , the coefficients are κ i = 1 \kappa_i = 1 κ i = 1 , κ e = − 25 \kappa_e = -25 κ e = − 25 , μ 0 = 1 \mu_0 = 1 μ 0 = 1 and ϵ 0 = ( v A / c ) 2 \epsilon_0 = (v_A/c)^2 ϵ 0 = ( v A / c ) 2 . Each species consists of a Harris sheet population and a background population, both Maxwellian with T i = 5 / 12 T_i = 5/12 T i = 5/12 and T e = 1 / 12 T_e = 1/12 T e = 1/12 , with the densities and velocities
n s s h = sech 2 ( 2 y ) , U s s h = U s z ^ , n s b g = 0.2 , U s b g = 0 , n_s^{\mathrm{sh}} = \operatorname{sech}^2(2y), \qquad U_s^{\mathrm{sh}} = U_s\hat{z}, \qquad n_s^{\mathrm{bg}} = 0.2, \qquad U_s^{\mathrm{bg}} = 0, n s sh = sech 2 ( 2 y ) , U s sh = U s z ^ , n s bg = 0.2 , U s bg = 0 ,
where U i = − 5 / 3 U_i = -5/3 U i = − 5/3 and U e = 1 / 3 U_e = 1/3 U e = 1/3 . Initially, E = 0 E = 0 E = 0 and B = ∇ × ( A z z ^ ) B = \nabla\times(A_z\hat{z}) B = ∇ × ( A z z ^ ) with
A z = 0.5 ln cosh ( 2 y ) + 0.1 cos π x 12.8 cos π y 12.8 + 0.08 e − ( x 2 + y 2 ) / 4 , A_z = 0.5\ln\cosh(2y) + 0.1\cos\frac{\pi x}{12.8}\cos\frac{\pi y}{12.8} + 0.08e^{-(x^2+y^2)/4}, A z = 0.5 ln cosh ( 2 y ) + 0.1 cos 12.8 π x cos 12.8 π y + 0.08 e − ( x 2 + y 2 ) /4 ,
the sum of the Harris field, the GEM perturbation and a Gaussian perturbation at the X point. The particles carry the current of the Harris field only. The domain is periodic in x x x and bounded at y = ± 6.4 y = \pm6.4 y = ± 6.4 by perfectly conducting walls that reflect the particles specularly. Both species are collisionless and therefore carried by particles only, with 256 particles per cell for each species and population, and the mesh has 256 × 128 256 \times128 256 × 128 square cells of side h h h . The references, computed for both values of c / v A c/v_A c / v A , are iPIC3D on 256 × 128 256 \times128 256 × 128 cells with the same initial particle populations and perturbation, and DUGKS-RME [8 ] on 256 × 128 256 \times128 256 × 128 cells with 40 3 40^3 4 0 3 discrete velocity points per species and the conservative semi-Lagrangian update of [19 ] in velocity space. The reconnected flux Ψ = A z ( X ) − A z ( O ) \Psi= A_z(X) - A_z(O) Ψ = A z ( X ) − A z ( O ) is the magnetic flux between the X point at the center of the domain and the O point at its periodic boundary, with the flux function A z A_z A z on the midplane.
At t = 12 t = 12 t = 12 and 24, when the reconnected flux of the references is about 1 and 3, UGKWP-EC reproduces the thinning of the current sheet at the X point, the opening of the separatrices and the islands of iPIC3D and DUGKS-RME in shape and position (Figure 10 ). The out-of-plane magnetic field of UGKWP-EC forms the Hall quadrupole of collisionless reconnection, with extremes along y = 0.5 y = 0.5 y = 0.5 close to those of DUGKS-RME (Figure 11 (a)–(Figure 11 d), (Figure 11 f)). Through the X point, the current layer of UGKWP-EC is about as thin as in the references (Figure 11 (e)). Reconnection starts later in UGKWP-PHM at CFL 0.4, and more so at c / v A = 20 c/v_A = 20 c / v A = 20 than at 10 (Table 3 ), because the dissipation of its explicit Maxwell solver increases with c c c and diffuses the initial current sheet. At t = 12 t = 12 t = 12 , its current layer through the X point is still about as wide as the initial Harris sheet, its reconnected flux is about a third of that of the references, and its Hall field is still weak (Figure 11 ).
Figure 10. GEM problem, c / v A = 20 c/v_A = 20 c / v A = 20 , 256 × 128 256 \times128 256 × 128 cells: out-of-plane current J z = ( ∇ × B ) z J_z = (\nabla\times\mathbf{B})_z J z = ( ∇ × B ) z , computed from the magnetic field of every code by the same central differences, and in-plane magnetic field lines (contours of A z A_z A z ) for ∣ y ∣ ≤ 4 |y| \le4 ∣ y ∣ ≤ 4 at t = 12 t = 12 t = 12 and 24 24 24 . The color scale is saturated at ∣ J z ∣ = 2 |J_z| = 2 ∣ J z ∣ = 2 .
Table 3. GEM problem on 256 × 128 256 \times128 256 × 128 cells: time at which Ψ = 1 \Psi= 1 Ψ = 1 , maximum of d Ψ / d t d\Psi/dt d Ψ/ d t averaged over intervals of length 1, Ψ ( 40 ) \Psi(40) Ψ ( 40 ) , and relative change of the total energy at t = 40 t = 40 t = 40 .
Figure 11. GEM problem, c / v A = 20 c/v_A = 20 c / v A = 20 , 256 × \times × 128 cells, t = 12 t = 12 t = 12 : (a)–(d) out-of-plane magnetic field B z B_z B z and in-plane field lines around the X point, with the reconnected flux Ψ \Psi Ψ , (e) J z J_z J z along y y y through the X point, averaged over ∣ x ∣ ≤ 0.5 |x| \le0.5 ∣ x ∣ ≤ 0.5 , and (f) B z B_z B z along y = 0.5 y = 0.5 y = 0.5 .
For both values of c / v A c/v_A c / v A , the reconnected flux of UGKWP-EC stays close to those of the references, and its peak rate lies between theirs (Figure 12 , Table 3 ). UGKWP-EC takes about 2200 steps for both values of c / v A c/v_A c / v A , with time steps of about 3.7 and 1.8 light-crossing times of a cell. At CFL 0.4, UGKWP-PHM needs 11.5 and 6.3 times the CPU time of UGKWP-EC, and DUGKS-RME needs 132 and 137 times (Table 4 ). UGKWP-PHM loses about 5% of its total energy, and at CFL 0.5 it reconnects still later and loses more than 19%, whereas the total energy of UGKWP-EC changes by less than 0.3% (Table 3 ).
Figure 12. GEM problem: reconnected flux Ψ ( t ) \Psi(t) Ψ ( t ) for (a) c / v A = 20 c/v_A = 20 c / v A = 20 and (b) c / v A = 10 c/v_A = 10 c / v A = 10 , on 256 × \times × 128 cells.
Table 4. GEM problem on 256 × 128 256 \times128 256 × 128 cells: number of steps, CPU time in core-hours and ratio of the CPU time to that of UGKWP-EC.
With G G G , the rms of the residual of the weak form of Gauss’s law over the interior nodes is two orders of magnitude below that of the otherwise identical run without G G G (Figure 13 (a)), and the total energy changes only by the field-energy change of G G G (Proposition 2(iii)). Without G G G , the total energy is conserved (Proposition 1 (iii), Figure 13 (b)), but the current layer through the X point breaks by t = 20 t = 20 t = 20 into a row of small current patches a few cells apart, which do not form with G \mathcal{G} G (Figure 13 (c), (Figure 13 d)).
Figure 13. GEM problem, c / v A = 20 c/v_A = 20 c / v A = 20 , 256 × 128 256 \times128 256 × 128 cells, with and without the Gauss correction. (a) The rms over the interior nodes of the residual of the weak form of Gauss’s law, divided by the nodal area, in units of κ i n 0 \kappa_i n_0 κ i n 0 . (b) Relative change of the discrete total energy of UGKWP-EC without and with G \mathcal{G} G , the latter also after subtracting the accumulated field-energy change Δ E G \Delta\mathcal{E}_{\mathcal{G}} Δ E G of G \mathcal{G} G (blue dotted), and of the total energy of UGKWP-PHM at CFL 0.4 and at CFL 0.5 (red dotted). (c), (d) J z J_z J z and in-plane field lines at t = 20 t = 20 t = 20 with and without G \mathcal{G} G , with the color scale of Figure 10 .
Conclusions
For the BGK–Vlasov–Maxwell system, this paper has presented UGKWP-EC, a semi-implicit UGKWP method in which the particles and the hydrodynamic wave share one electromagnetic response. The current response of the reformulated Maxwell equation is built from the implicit-midpoint velocity map that then pushes the particles and maps the wave. This equation is a single linear system for the electric field, with a unique solution for any time step. As Maxwell’s equations are advanced by the implicit midpoint rule with the same current, the field step conserves the discrete total energy exactly. The Gauss correction adjusts the electric field and the joint charge of particles and wave while conserving the mass, momentum and energy of every charged species. The transport steps sample and transport the field-pushed wave and the corrected wave without rebuilding them from their cell averages.
The field step remains stable without resolving the cyclotron period, the plasma period or the light-crossing time, so that the time step can be taken from a CFL condition on the flow and sound speeds of the species. The method reproduces the whistler wave of a warm plasma and the electron plasma wave from Landau damping to collision-dominated oscillations. For an electron plasma wave whose collision frequency varies over four orders of magnitude in space, it approaches the kinetic reference with mesh refinement. For the drifting plasma of Appendix A, its rotation field keeps the electrons as close to equilibrium as in the plasma without drift, whereas the rotation with the magnetic field of t n t^n t n heats them at ω p e Δ t ≈ 2.5 \omega_{pe}\Delta t \approx2.5 ω p e Δ t ≈ 2.5 . It agrees with particle-in-cell, two-fluid and magnetohydrodynamic references in the multiscale Brio–Wu problem across the Knudsen number from 1 to 10 − 3 10^{-3} 1 0 − 3 and the normalized Larmor radius from 0.1 to 10 − 3 10^{-3} 1 0 − 3 , in the Orszag–Tang vortex at two Knudsen numbers, where particles and wave coexist in two dimensions, and in collisionless magnetic reconnection. The Gauss correction reduces the residual of Gauss’s law by one to two orders of magnitude, and in the GEM problem it suppresses the small current patches that form along the current layer without it. In the two-dimensional computations, the UGKWP method with an explicit solver for the perfectly hyperbolic Maxwell equations needs 4.0 to 11.5 times the CPU time of UGKWP-EC, whose time step does not depend on c c c . In the Orszag–Tang vortex, with the same mesh, reference number of particles per cell, collision operator and CFL condition, iPIC3D-BGK needs 1.4 to 4.2 times the CPU time of UGKWP-EC from K n = 10 − 1 \mathrm{Kn}=10^{-1} Kn = 1 0 − 1 to 10 − 3 10^{-3} 1 0 − 3 , and the saving grows as the wave replaces the particles. In collisionless magnetic reconnection, DUGKS-RME with 40 3 40^3 4 0 3 discrete velocity points per species needs more than 130 times the CPU time of UGKWP-EC.
Declaration of competing interest
The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper.
Acknowledgements
The current research is supported by the National Key R&D Program of China (Grant No. 2022YFA1004500), the National Natural Science Foundation of China (92371107), and the Hong Kong Research Grants Council (16208324).
Rotation field in a drifting plasma
The field step conserves the total energy for any rotation field (Proposition 1 ). For a drifting plasma, this does not bound the perturbations, because the drift can supply them with energy. This appendix first compares computations of a drifting plasma with the rotation field (24) and with the magnetic field B h n = N B n B_h^n=N B^n B h n = N B n of t n t^n t n , which the particle update of ECsim [13 ] uses. It then shows that, for a drifting cold plasma, the time step with (24), without Φ \boldsymbol{\Phi} Φ and S \boldsymbol{S} S , conserves a quadratic form that bounds the perturbations as long as it is positive definite. The condition for this is the bound β i < 4 \beta_i < 4 β i < 4 of § 4.3 . With the field of t n t^n t n , the step loses this invariant.
The plasma is the exact uniform equilibrium of collisionless electrons and ions with the density n 0 n_0 n 0 , the common temperature T T T and the common drift
U e = U i = V = ( V , 0 , 0 ) , B = ( 0 , 0 , 1 ) , E = − V × B , U_e = U_i = V = (V,0,0), \qquad B = (0,0,1), \qquad E = -V \times B, U e = U i = V = ( V , 0 , 0 ) , B = ( 0 , 0 , 1 ) , E = − V × B ,
Figure A.1. Drifting plasma, T = 0.1 T = 0.1 T = 0.1 , V = 0.5 V = 0.5 V = 0.5 , 256 particles per species and cell: change of the electron thermal energy in percent of 3 2 T L \frac{3}{2}TL 2 3 T L , each without and with the Gauss correction G \mathcal{G} G , (a) at Δ t = 0.025 \Delta t = 0.025 Δ t = 0.025 with the rotation field (24) and with B h r o t = B h n \mathbf{B}_{h}^{\mathrm{rot}} = \mathbf{B}_{h}^{n} B h rot = B h n , (b) at Δ t = 0.025 \Delta t = 0.025 Δ t = 0.025 on a finer scale with the rotation field and for the plasma without drift (V = 0 V = 0 V = 0 ), and (c) at Δ t = 0.0125 \Delta t = 0.0125 Δ t = 0.0125 with the rotation field and with B h r o t = B h n \mathbf{B}_{h}^{\mathrm{rot}} = \mathbf{B}_{h}^{n} B h rot = B h n .
with m i / m e = 25 m_i/m_e = 25 m i / m e = 25 and c 2 = 400 c^2 = 400 c 2 = 400 in the units of § 5.4 . The periodic domain of length L = 8 L = 8 L = 8 has 96 cells with 256 particles per species and cell. The computations run to t = 40 t = 40 t = 40 with T = 0.1 T = 0.1 T = 0.1 , V = 0.5 V = 0.5 V = 0.5 and the prescribed time steps Δ t = 0.025 \Delta t = 0.025 Δ t = 0.025 and 0.0125 0.0125 0.0125 . At Δ t = 0.025 \Delta t = 0.025 Δ t = 0.025 , the same plasma without drift, V = 0 V = 0 V = 0 , is also computed. The thermal energy of the electrons is constant in the exact solution, so that its change measures the numerical heating.
At Δ t = 0.025 \Delta t = 0.025 Δ t = 0.025 , the electrons of the drifting plasma are heated by up to 23% with B h r o t = B h n \mathbf{B}_{h}^{\mathrm{rot}} = \mathbf{B}_{h}^{n} B h rot = B h n , although the step without the Gauss correction conserves the total energy (Fig. A.1(a)). With the rotation field (24), their thermal energy decreases by at most 2% with and without the Gauss correction and follows that of the plasma without drift (Fig. A.1(b)), so that the drift does not heat them. At Δ t = 0.0125 \Delta t = 0.0125 Δ t = 0.0125 , both choices keep the change of the thermal energy within 2% (Fig. A.1(c)).
Consider a uniform, neutral and cold plasma whose species, with the mass densities ρ s \rho_s ρ s and the charge-to-mass ratios κ s \kappa_s κ s , drift with the velocity V x ^ V\hat{x} V x ^ in the magnetic field B 0 z ^ B_0\hat{z} B 0 z ^ and the electric field V B 0 y ^ VB_0\hat{y} V B 0 y ^ . A perturbation of this state proportional to e i k y e^{iky} e ik y consists of the displacements ξ s \xi_s ξ s of the particles along y ^ \hat{y} y ^ , their velocities u s x ^ + w s y ^ u_s\hat{x} + w_s\hat{y} u s x ^ + w s y ^ , the electric field E x x ^ + E y y ^ E_x\hat{x} + E_y\hat{y} E x x ^ + E y y ^ and the magnetic field b z ^ b\hat{z} b z ^ . The analysis omits collisions, the Gauss correction and the matrices Φ \boldsymbol{\Phi} Φ and S S S in (24), and it uses exact spatial derivatives. Linearizing one time step of UGKWP-EC about the drifting state gives
ξ s n + 1 / 2 = ξ s n + δ w s n , ξ s n + 1 = ξ s n + 1 / 2 + δ w s n + 1 , \xi_s^{n+1/2} = \xi_s^n + \delta w_s^n,\qquad\xi_s^{n+1} = \xi_s^{n+1/2} + \delta w_s^{n+1}, ξ s n + 1/2 = ξ s n + δ w s n , ξ s n + 1 = ξ s n + 1/2 + δ w s n + 1 ,
u ˉ s − u s n = δ κ s ( E ˉ x + B 0 w ˉ s ) , w ˉ s − w s n = δ κ s ( E ˉ y − B 0 u ˉ s − V b r o t ) , \bar{u}_s-u_s^n = \delta\kappa_s\left(\bar{E}_x+B_0\bar{w}_s\right),\qquad\bar{w}_s-w_s^n = \delta\kappa_s\left(\bar{E}_y-B_0\bar{u}_s-Vb^{\mathrm{rot}}\right), u ˉ s − u s n = δ κ s ( E ˉ x + B 0 w ˉ s ) , w ˉ s − w s n = δ κ s ( E ˉ y − B 0 u ˉ s − V b rot ) ,
ϵ 0 ( E ˉ x − E x n ) = δ [ i k b ˉ μ 0 − ∑ s κ s ρ s ( u ˉ s − i k V ξ s n + 1 / 2 ) ] , \epsilon_0\left(\bar{E}_x-E_x^n\right)=\delta\left[\frac{ik\bar{b}}{\mu_0}-\sum_s\kappa_s\rho_s\left(\bar{u}_s-ikV\xi_s^{n+1/2}\right)\right], ϵ 0 ( E ˉ x − E x n ) = δ [ μ 0 ik b ˉ − s ∑ κ s ρ s ( u ˉ s − ik V ξ s n + 1/2 ) ] ,
ϵ 0 ( E ˉ y − E y n ) = − δ J ˉ y , b ˉ = b n + δ i k E ˉ x , \epsilon_0\left(\bar{E}_y-E_y^n\right)=-\delta\bar{J}_y,\qquad\bar{b}=b^n+\delta ik\bar{E}_x, ϵ 0 ( E ˉ y − E y n ) = − δ J ˉ y , b ˉ = b n + δ ik E ˉ x ,
where b r o t = b n + δ i k E x n b^{\mathrm{rot}}=b^n+\delta ikE_x^n b rot = b n + δ ik E x n , J y = ∑ s κ s ρ s w s J_y=\sum_s\kappa_s\rho_sw_s J y = ∑ s κ s ρ s w s and a ˉ = 1 2 ( a n + a n + 1 ) \bar{a}=\frac{1}{2}(a^n+a^{n+1}) a ˉ = 2 1 ( a n + a n + 1 ) for every unknown a a a . The step preserves Gauss’s law ϵ 0 E y = − ∑ s κ s ρ s ξ s \epsilon_0E_y=-\sum_s\kappa_s\rho_s\xi_s ϵ 0 E y = − ∑ s κ s ρ s ξ s , and for perturbations that satisfy it, ∑ s κ s ρ s ξ s n + 1 / 2 = − ϵ 0 E y n + δ J y n \sum_s\kappa_s\rho_s\xi_s^{n+1/2}=-\epsilon_0E_y^n+\delta J_y^n ∑ s κ s ρ s ξ s n + 1/2 = − ϵ 0 E y n + δ J y n . With this relation and the identities b r o t − b ˉ = b^{\mathrm{rot}}-\bar{b}= b rot − b ˉ = − 1 2 δ i k ( E x n + 1 − E x n ) -\frac{1}{2}\delta i k(E_x^{n+1}-E_x^n) − 2 1 δ ik ( E x n + 1 − E x n ) and E y n − E ˉ y = δ J ˉ y / ϵ 0 E_y^n-\bar{E}_y=\delta\bar{J}_y/\epsilon_0 E y n − E ˉ y = δ J ˉ y / ϵ 0 , the step takes the form
T ( y n + 1 − y n ) = Δ t 2 L ( y n + 1 + y n ) , y = ( u s , w s , E x , E y , b ) , \mathbf{T}(\mathbf{y}^{n+1}-\mathbf{y}^n)=\frac{\Delta t}{2}\mathbf{L}(\mathbf{y}^{n+1}+\mathbf{y}^n), \qquad\mathbf{y}=(u_s,w_s,E_x,E_y,b), T ( y n + 1 − y n ) = 2 Δ t L ( y n + 1 + y n ) , y = ( u s , w s , E x , E y , b ) ,
where L L L is the matrix of the linearized cold-fluid equations
d u s d t = κ s ( E x + B 0 w s ) , d w s d t = κ s ( E y − B 0 u s − V b ) , d b d t = i k E x , \frac{\mathrm{d}u_s}{\mathrm{d}t}=\kappa_s(E_x+B_0w_s), \qquad\frac{\mathrm{d}w_s}{\mathrm{d}t}=\kappa_s(E_y-B_0u_s-Vb), \qquad\frac{\mathrm{d}b}{\mathrm{d}t}=ikE_x, d t d u s = κ s ( E x + B 0 w s ) , d t d w s = κ s ( E y − B 0 u s − V b ) , d t d b = ik E x ,
ϵ 0 d E x d t = i k b μ 0 − ∑ s κ s ρ s u s − i k V ϵ 0 E y , ϵ 0 d E y d t = − J y , \epsilon_0\frac{\mathrm{d}E_x}{\mathrm{d}t}=\frac{ikb}{\mu_0}-\sum_s\kappa_s\rho_su_s-ikV\epsilon_0E_y, \qquad\epsilon_0\frac{\mathrm{d}E_y}{\mathrm{d}t}=-J_y, ϵ 0 d t d E x = μ 0 ik b − s ∑ κ s ρ s u s − ik V ϵ 0 E y , ϵ 0 d t d E y = − J y ,
and T \mathbf{T} T differs from the identity only in the rows
( T y ) w s = w s − i k δ 2 V κ s E x , ( T y ) E x = E x + i k δ 2 V ϵ 0 J y . (\mathbf{T}\mathbf{y})_{w_s}=w_s-ik\delta^2V\kappa_sE_x, \qquad(\mathbf{T}\mathbf{y})_{E_x}=E_x+\frac{ik\delta^2V}{\epsilon_0}J_y. ( Ty ) w s = w s − ik δ 2 V κ s E x , ( Ty ) E x = E x + ϵ 0 ik δ 2 V J y .
The cold-fluid equations conserve
H 0 ( y ) = ∑ s ρ s ( ∣ u s ∣ 2 + ∣ w s ∣ 2 ) + ϵ 0 ∣ E x ∣ 2 + ϵ 0 ∣ E y − V b ∣ 2 + ( 1 μ 0 − ϵ 0 V 2 ) ∣ b ∣ 2 = y H H 0 y , \mathcal{H}_0(\mathbf{y})=\sum_s\rho_s\left(|u_s|^2+|w_s|^2\right)+\epsilon_0|E_x|^2+\epsilon_0|E_y-Vb|^2+\left(\frac{1}{\mu_0}-\epsilon_0V^2\right)|b|^2=\mathbf{y}^{H}\mathbf{H}_0\mathbf{y}, H 0 ( y ) = s ∑ ρ s ( ∣ u s ∣ 2 + ∣ w s ∣ 2 ) + ϵ 0 ∣ E x ∣ 2 + ϵ 0 ∣ E y − V b ∣ 2 + ( μ 0 1 − ϵ 0 V 2 ) ∣ b ∣ 2 = y H H 0 y ,
that is, Re ( y H H 0 L y ) = 0 \operatorname{Re}(\mathbf{y}^{H}\mathbf{H}_0\mathbf{L}\mathbf{y})=0 Re ( y H H 0 Ly ) = 0 for every y \mathbf{y} y . The entries that T \mathbf{T} T adds to H 0 \mathbf{H}_0 H 0 , − i k δ 2 V κ s ρ s -ik\delta^2V\kappa_s\rho_s − ik δ 2 V κ s ρ s in the rows w s w_s w s and i k δ 2 V κ s ρ s ik\delta^2V\kappa_s\rho_s ik δ 2 V κ s ρ s in the row E x E_x E x , are complex conjugates of each other, so that H 0 T \mathbf{H}_0\mathbf{T} H 0 T is Hermitian. The form H Δ t ( y ) = y H H 0 T y \mathcal{H}_{\Delta t}(\mathbf{y})=\mathbf{y}^{H}\mathbf{H}_0\mathbf{T}\mathbf{y} H Δ t ( y ) = y H H 0 Ty is therefore real, and the step conserves it,
H Δ t ( y n + 1 ) − H Δ t ( y n ) = Re [ ( y n + 1 + y n ) H H 0 T ( y n + 1 − y n ) ] = Δ t 2 Re [ ( y n + 1 + y n ) H H 0 L ( y n + 1 + y n ) ] = 0. \begin{aligned}
\mathcal{H}_{\Delta t}(\mathbf{y}^{n+1})-\mathcal{H}_{\Delta t}(\mathbf{y}^{n})=\operatorname{Re}\left[(\mathbf{y}^{n+1}+\mathbf{y}^{n})^{H}\mathbf{H}_0\mathbf{T}(\mathbf{y}^{n+1}-\mathbf{y}^{n})\right] \\
&=\frac{\Delta t}{2}\operatorname{Re}\left[(\mathbf{y}^{n+1}+\mathbf{y}^{n})^{H}\mathbf{H}_0\mathbf{L}(\mathbf{y}^{n+1}+\mathbf{y}^{n})\right]=0.
\end{aligned} H Δ t ( y n + 1 ) − H Δ t ( y n ) = Re [ ( y n + 1 + y n ) H H 0 T ( y n + 1 − y n ) ] = 2 Δ t Re [ ( y n + 1 + y n ) H H 0 L ( y n + 1 + y n ) ] = 0.
Completing the square gives
H Δ t ( y ) = ∑ s ρ s ∣ u s ∣ 2 + ∑ s ρ s ∣ w s − i k δ 2 V κ s E x ∣ 2 + ϵ 0 [ 1 − ( k V ω p δ 2 ) 2 ] ∣ E x ∣ 2 + ϵ 0 ∣ E y − V b ∣ 2 + ( 1 μ 0 − ϵ 0 V 2 ) ∣ b ∣ 2 , \begin{aligned}
\mathcal{H}_{\Delta t}(\mathbf{y})=\sum_s\rho_s|u_s|^2+\sum_s\rho_s\left|w_s-ik\delta^2V\kappa_sE_x\right|^2+\epsilon_0\left[1-(kV\omega_p\delta^2)^2\right]|E_x|^2 \\
&+\epsilon_0|E_y-Vb|^2+\left(\frac{1}{\mu_0}-\epsilon_0V^2\right)|b|^2,
\end{aligned} H Δ t ( y ) = s ∑ ρ s ∣ u s ∣ 2 + s ∑ ρ s w s − ik δ 2 V κ s E x 2 + ϵ 0 [ 1 − ( k V ω p δ 2 ) 2 ] ∣ E x ∣ 2 + ϵ 0 ∣ E y − V b ∣ 2 + ( μ 0 1 − ϵ 0 V 2 ) ∣ b ∣ 2 ,
with ω p 2 = ϵ 0 − 1 ∑ s κ s 2 ρ s \omega_p^2=\epsilon_0^{-1}\sum_s\kappa_s^2\rho_s ω p 2 = ϵ 0 − 1 ∑ s κ s 2 ρ s . For ∣ V ∣ < c |V|<c ∣ V ∣ < c , H Δ t \mathcal{H}_{\Delta t} H Δ t is therefore positive definite if and only if ∣ k V ∣ ω p Δ t 2 < 4 |kV|\omega_p\Delta t^2<4 ∣ k V ∣ ω p Δ t 2 < 4 , and the perturbations then remain bounded. For all ∣ k ∣ ≤ k ∗ |k|\le k_* ∣ k ∣ ≤ k ∗ , the largest modified wavenumber of the discrete curl, the condition holds if and only if k ∗ ∣ V ∣ ω p Δ t 2 < 4 k_*|V|\omega_p\Delta t^2<4 k ∗ ∣ V ∣ ω p Δ t 2 < 4 , that is, β i < 4 \beta_i<4 β i < 4 . In the computations of Fig. A.1, where ω p e Δ t ≈ 2.5 \omega_{pe}\Delta t\approx2.5 ω p e Δ t ≈ 2.5 and 1.25 1.25 1.25 , β i ≈ 0.76 \beta_i\approx0.76 β i ≈ 0.76 and 0.19 0.19 0.19 , well below this bound.
The entry of T \mathbf{T} T in the row E x E_x E x comes from the drift of the charges and does not depend on the rotation field, whereas its counterpart in the rows w s w_s w s comes from (24). With b r o t = b n b^{\mathrm{rot}}=b^n b rot = b n in place of (24), this counterpart is missing, and the row w s w_s w s of the step instead reads w s n + 1 − w s n = Δ t ( L y ˉ ) w s + 2 i k δ 2 V κ s E ˉ x w_s^{n+1}-w_s^n=\Delta t(L\bar{\mathbf{y}})_{w_s}+2ik\delta^2V\kappa_s\bar{E}_x w s n + 1 − w s n = Δ t ( L y ˉ ) w s + 2 ik δ 2 V κ s E ˉ x . The matrix H 0 T \mathbf{H}_0\mathbf{T} H 0 T is then not Hermitian, and the step conserves neither H 0 \mathcal{H}_0 H 0 nor H Δ t \mathcal{H}_{\Delta t} H Δ t . At Δ t = 0.025 \Delta t=0.025 Δ t = 0.025 , the drift supplies energy to the perturbations, which grow and heat the electrons (Fig. A.1(a)).
Proof of Proposition 2
Proof. (i) For a charged species s s s and a cell Ω i \Omega_i Ω i that it occupies, let ζ s , i \zeta_{s,i} ζ s , i be the vector of the coefficients ζ s , i , ℓ \zeta_{s,i,\ell} ζ s , i , ℓ at the nodes of Ω i \Omega_i Ω i . The second term of (28) is then ∑ s , i k B T s , i 2 m s ζ s , i T Γ s , i ζ s , i \sum_{s,i}\frac{k_B T_{s,i}}{2m_s}\zeta_{s,i}^{\mathsf T}\Gamma_{s,i}\zeta_{s,i} ∑ s , i 2 m s k B T s , i ζ s , i T Γ s , i ζ s , i with
( Γ s , i ) ℓ ℓ ′ = ∑ k ∈ P s , i m k λ ℓ ( x k ) λ ℓ ′ ( x k ) + ∫ Ω i ρ s h , c λ ℓ λ ℓ ′ d x , (\Gamma_{s,i})_{\ell\ell'}=\sum_{k\in\mathcal{P}_{s,i}}m_k\lambda_\ell(\boldsymbol{x}_k)\lambda_{\ell'}(\boldsymbol{x}_k)+\int_{\Omega_i}\rho_s^{h,c}\lambda_\ell\lambda_{\ell'}\,\mathrm{d}x, ( Γ s , i ) ℓ ℓ ′ = k ∈ P s , i ∑ m k λ ℓ ( x k ) λ ℓ ′ ( x k ) + ∫ Ω i ρ s h , c λ ℓ λ ℓ ′ d x ,
the Gram matrix of the nodal functions λ ℓ \lambda_\ell λ ℓ with respect to the masses of the particles and the wave in Ω i \Omega_i Ω i , which is symmetric and positive semidefinite.
The problem has a feasible point. As r ∥ \boldsymbol{r}_{\parallel} r ∥ lies in the range of D D D , there is a field e F \boldsymbol{e}_F e F with ϵ 0 D e F = ϵ 0 D e c − r ∥ \epsilon_0D\boldsymbol{e}_F=\epsilon_0D\boldsymbol{e}^c-\boldsymbol{r}_{\parallel} ϵ 0 D e F = ϵ 0 D e c − r ∥ . With ζ = 0 \zeta=0 ζ = 0 , the masses are unchanged. Then Q n + 1 = Q \boldsymbol{Q}^{n+1}=\boldsymbol{Q} Q n + 1 = Q , W s , i n + 1 = W s , i c \boldsymbol{W}_{s,i}^{n+1}=\boldsymbol{W}_{s,i}^c W s , i n + 1 = W s , i c and ϵ 0 D e F − Q n + 1 = r − r ∥ = r ⊥ \epsilon_0D\boldsymbol{e}_F-\boldsymbol{Q}^{n+1}=\boldsymbol{r}-\boldsymbol{r}_{\parallel}=\boldsymbol{r}_{\perp} ϵ 0 D e F − Q n + 1 = r − r ∥ = r ⊥ , so that ( e F , 0 ) (\boldsymbol{e}_F,0) ( e F , 0 ) satisfies (26) and (29).
The cost depends on ζ \zeta ζ only through η s , i = Γ s , i 1 / 2 ζ s , i \eta_{s,i}=\Gamma_{s,i}^{1/2}\zeta_{s,i} η s , i = Γ s , i 1/2 ζ s , i , and in the variables ( e n + 1 , η ) (\boldsymbol{e}^{n+1},\eta) ( e n + 1 , η ) it reads
J = ϵ 0 2 ( e n + 1 − e c ) T M E ( e n + 1 − e c ) + ∑ s , i k B T s , i 2 m s ∣ η s , i ∣ 2 , \mathcal{J}=\frac{\epsilon_0}{2}(\boldsymbol{e}^{n+1}-\boldsymbol{e}^c)^{\mathsf T}M_E(\boldsymbol{e}^{n+1}-\boldsymbol{e}^c)+\sum_{s,i}\frac{k_B T_{s,i}}{2m_s}|\eta_{s,i}|^2, J = 2 ϵ 0 ( e n + 1 − e c ) T M E ( e n + 1 − e c ) + s , i ∑ 2 m s k B T s , i ∣ η s , i ∣ 2 ,
which is strictly convex and coercive, as M E M_E M E is positive definite and T s , i > 0 T_{s,i}>0 T s , i > 0 . The feasible set is a nonempty polyhedron, and so is its image under the linear map ( e n + 1 , ζ ) ↦ ( e n + 1 , η ) (\boldsymbol{e}^{n+1},\zeta)\mapsto(\boldsymbol{e}^{n+1},\eta) ( e n + 1 , ζ ) ↦ ( e n + 1 , η ) . On this closed convex set, J \mathcal{J} J has exactly one minimizer, and every feasible point that the map sends to it minimizes (28). The minimization therefore has a solution. Two solutions have the same e n + 1 \boldsymbol{e}^{n+1} e n + 1 and the same η \eta η , so that their vectors ζ s , i \zeta_{s,i} ζ s , i differ by vectors y y y with Γ s , i y = 0 \Gamma_{s,i}y=0 Γ s , i y = 0 .
This difference does not change the corrected state. The state (27) and the charges Q n + 1 \boldsymbol{Q}^{n+1} Q n + 1 depend on ζ s , i \zeta_{s,i} ζ s , i only through the values of ζ s \zeta_s ζ s at the particles of P s , i \mathcal{P}_{s,i} P s , i and through the product ζ s h s c \zeta_s h_s^c ζ s h s c on Ω i \Omega_i Ω i . For z = ∑ ℓ y ℓ λ ℓ z=\sum_\ell y_\ell\lambda_\ell z = ∑ ℓ y ℓ λ ℓ ,
0 = y T Γ s , i y = ∑ k ∈ P s , i m k z ( x k ) 2 + ∫ Ω i ρ s h , c z 2 d x , 0=y^{\mathsf T}\Gamma_{s,i}y=\sum_{k\in\mathcal{P}_{s,i}}m_k z(\boldsymbol{x}_k)^2+\int_{\Omega_i}\rho_s^{h,c}z^2\,\mathrm{d}x, 0 = y T Γ s , i y = k ∈ P s , i ∑ m k z ( x k ) 2 + ∫ Ω i ρ s h , c z 2 d x ,
so that z z z vanishes at the particles of P s , i \mathcal{P}_{s,i} P s , i and wherever ρ s h , c > 0 \rho_s^{h,c}>0 ρ s h , c > 0 . As h s c = M [ W s h , c ] h_s^c=\mathcal{M}[\boldsymbol{W}_s^{h,c}] h s c = M [ W s h , c ] is proportional to ρ s h , c \rho_s^{h,c} ρ s h , c , the product z h s c zh_s^c z h s c vanishes on Ω i \Omega_i Ω i , and all solutions give the same corrected state.
(ii) Every solution satisfies (29). Its first equation states that the Gauss defect after the correction is r ⊥ \boldsymbol{r}_{\perp} r ⊥ , and its second that the total mass, momentum and energy of every charged species are those before the correction.
(iii) The total energy is the sum of the energies of the species and the electric and magnetic energies. The correction leaves b \boldsymbol{b} b unchanged, and by (ii) it conserves the energy of every charged species. It therefore changes the total energy by the change of the electric energy.