Section: New Results

Dissipative problems

A formal series approach to the center manifold theorem

In [4], the author considers near-equilibrium systems of ordinary differential equations with explicit separation of the slow and stable manifolds. Formal B-series like those previously used to analyze highly-oscillatory systems or to construct modified equations are employed here to construct expansions of the change of variables, the center invariant manifold and the reduced model. The new approach may be seen as a process of reduction to a normal form, with the main advantage, as compared to the standard view conveyed by the celebrated center manifold theorem, that it is possible to recover the complete solution at any time through an explicit change of variables.

Analysis of an asymptotic preserving scheme for stochastic linear kinetic equations in the diffusion limit

In [21], we present an asymptotic preserving scheme based on a micro-macro decomposition for stochastic linear transport equations in kinetic and diffusive regimes. We perform a mathematical analysis and prove that the scheme is uniformly stable with respect to the mean free path of the particles in the simple telegraph model and in the general case. We present several numerical tests which validate our scheme.

A particle micro-macro decomposition based numerical scheme for collisional kinetic equations in the diffusion scaling

In [28], we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part has to be performed, and the stiffness of both these two parts prevent from uniform stability. To overcome this difficulty, the micro-macro system is reformulated into a continuous PDE whose coefficients are no longer stiff, and depend on the time step $\Delta t$ in a consistent way. This non-stiff reformulation of the micro-macro system allows the use of standard particle approximations for the transport part, and extends a previous work of the authors where a particle approximation has been applied using a micro-macro decomposition on kinetic equations in the fluid scaling. Beyond the so-called asymptotic-preserving property which is satisfied by our schemes, they significantly reduce the inherent noise of traditional particle methods, and they have a computational cost which decreases as the system approaches the diffusion limit.

Time diminishing schemes (TDS) for kinetic equations in the diffusive scaling

In [28], we develop a new class of numerical schemes for collisional kinetic equations in the diffusive regime. The first step consists in reformulating the problem by decomposing the solution in the time evolution of an equilibrium state plus a perturbation. Then, the scheme combines a Monte Carlo solver for the perturbation with a Eulerian method for the equilibrium part, and is designed in such a way to be uniformly stable with respect to the diffusive scaling and to be consistent with the asymptotic diffusion equation. Moreover, since particles are only used to describe the perturbation part of the solution, the scheme becomes computationally less expensive - and is thus time diminishing (TDS) - as the solution approaches the equilibrium state due to the fact that the number of particles diminishes accordingly. This contrasts with standard methods for kinetic equations where the computational cost increases (or at least does not decrease) with the number of interactions. At the same time, the statistical error due to the Monte Carlo part of the solution decreases as the system approaches the equilibrium state: the method automatically degenerates to a solution of the macroscopic diffusion equation in the limit of infinite number of interactions. After a detailed description of the method, we perform several numerical tests and compare this new approach with classical numerical methods on various problems up to the full three dimensional case.