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L A T E X Tik Zposter Particle in Fourier Discretisation of Kinetic Equations Jakob Ameres, Eric Sonnendr ¨ ucker Numerical Methods for Plasma Physics, Technische Universit ¨ atM ¨ unchen, Max-Planck-Institut f ¨ ur Plasmaphysik Particle in Fourier Discretisation of Kinetic Equations Jakob Ameres, Eric Sonnendr ¨ ucker Numerical Methods for Plasma Physics, Technische Universit ¨ atM ¨ unchen, Max-Planck-Institut f ¨ ur Plasmaphysik Introduction The gyrokinetic model, which approximates the Vlasov-Maxwell equa- tions by averaging over the gyro-motion, is well suited for the study of turbulent transport in tokamaks and stellarators. Gyrokinetic Particle in Cell (PIC) codes using a finite element (FEM) field description are known to conserve energy but not momentum. Using the Vlasov-Poisson equations in periodic domains with a purely Fourier based field solver yields a Monte Carlo particle method, Particle in Fourier (PIF), conserving both energy and momentum. Fourier filters on FEM/PIC solvers are applied since the total number of physically relevant Fourier modes remains small. In the case of PIF one directly calculates the relevant modes without computational overhead. In the scope of a field aligned description we derive a field solver, which couples a two dimensional Fourier transform in the torus’ angular direc- tions to B-splines over the radial coordinate yielding a hybrid PIC/PIF scheme. Particle Discretisation of Vlasov-Poisson The Vlasov equation with external magnetic Field B , div (B ) = 0, ∂f ∂t + v ·∇ x f - (E + v × B ) ·∇ v f =0 (1) with the Poisson equation for the Electric potential Φ -ΔΦ = ρ - 1, ρ = Z f dv E := -∇Φ (2) Solve by following the characteristics (V (t),X (t)). d dt V (t)= - (E (t, X (t)) + V (t) × B (t, X (t))) , d dt X (t)= V (t) The solution f of equation (1) is constant along any characteristic f (t =0,X (t = 0),V (t = 0)) = f (t, X (t),V (t)) t 0 Probability density g (t, x, v ) with RR g (t =0, x, v ) dx dv = 1, g (t =0, x, v ) 0 (x, v ) ∂g ∂t + v ·∇ x g - (E + v × B ) ·∇ v g =0. With supp{g }⊂ supp{f }, g is used to sample from f Let one characteristic (X (0),V (0)) be randomly distributed according to g (t =0, ·, ·) and let the (x k ,v k ) be independent and identically distributed according to g (t =0, ·, ·) for all k =1,...,N p . Define constant weights and the particle discretisation f h of f . c k := f (t, x k (t),v k (t)) g (t, x k (t),v k (t)) = f (t =0,x k (0),v k (0)) g (t =0,x k (0),v k (0)) f (t, x, v ) f h (t, x, v )= 1 N p N p X k =1 δ (x - x k (t)) δ (v - v k (t)) c k Poisson Equation in Fourier Space The n-th spatial Fourier mode of ρ = R f dv is ˜ ρ n (t) := Z L 0 e inx 2π L ρ(x, t) dx = Z R Z L 0 e inx 2π L ρ(x, t) dxdv Estimate ˜ ρ n (t) from the particle discretisation f h (x, t) ˜ ρ k (t) ˆ ˜ ρ k (t) := ZZ e ikx f h (x, v, t) dxdv = 1 N p N p X k =1 c t k ZZ e ikx δ (x - x t n )δ (v - v t n ) dxdv = 1 N p N p X k =1 c t k e ikx t n The Electric Field is determined in Fourier space by the estimated Fourier modes. E (x, t)= X n6=0 e -inx 2π L ˜ E n (t) with ˜ E n (t)= ˜ ρ n (t) in ˆ ˜ ρ n (t) in Momentum conservation at discrete level Z E (t, x)ρ(x, t) dx 1 N p N p X l =1 N h X n=-N h ,n6=0 1 N p N p X k =1 e inx t k ic l n e -inx t l = 1 N 2 p N h X n=1 i n N p X k,l =1 e in(x t k -x t l ) - e -in(x t k -x t l ) = -2 N 2 p N h X n=1 N p X k,l =1 1 n sin n(x t k - x t l ) | {z } -sin ( n(x t l -x t k ) ) =0 Variance Reduction To reduce the variance of the estimate for the fields the δf method [1] is used. R f 1 dx RR e ix f 2 dx RR e ix f 3 dxdv RR e ix f 4 dxdv Estimating integrals with N p = 100 randomly distributed markers, uniformly in x and normally in v and the standard Monte Carlo estimator ˆ θ . Introduction of a control variate h allows sampling the difference δf = f - h thus reducing variance. Step function f 1 (x) := x 8 , h 1 (x)= x For a small perturbation f 2 (x) := 1+ cos(x) the zeroth Fourier mode F{f 2 }(0) = 1 causes the relative error on the first F{f 2 }(1) = 2 to be constant in expectation only for N p 1 2 , thus depending on the amplitude of the perturbation. Removing the zeroth Fourier mode with a control variate h 2 (x) = 1 the relative error to be of order 1 2 N p . A one dimensional plasma density with a small spatial perturbation of a Maxwellian background f 3 (x, v ) := (1 + cos(2πx)) 1 2π e - v 2 2 . Taking the zeroth spatial Fourier mode R 1 0 f 3 (x, v ) dx = 1 · 1 2π e - v 2 2 =: h 3 (x, v ), here the Maxwellian background as Control Variate yields the same variance reduction as in the previous case. Even for a perturbed Maxwellian velocity distribution the standard Maxwellian control variate is good choice f 4 (x, v ) := (1 + x cos(2πx)) (1+ v cos(6πv )) 2π e - v 2 2 . The Aliasing Problem Finite Element PIC codes based on B-Splines suffer from aliasing, which means that even under Fourier filtering high frequencies appear in a low frequency interval. By Fourier transform get the high frequency behavior of m-th degree B-Spline S m F (S m )(ω )= sinc ω 2 m+1 = 2sin ( ω 2 ) ω ! m+1 ∈O 1 ω m+1 Estimating the Fourier modes directly - as in PIF - yields no aliasing of the energy of other frequencies, which allows calculating the error due to aliasing for a Fourier filtered PIC simulation. By increasing the B-Spline degree aliasing is suppressed and the PIC energy estimate converges to the PIF estimate. Bump-on-tail instability [4] , N h = 32,N p = 10 6 , f ilter =1: 10, rk 2s Discretisation of the Cylinder Use Fourier modes (PIF) in poloidal and toroidal direction and B- Splines (PIC) for the radial component. Mesh grading in the radial component with knots r k and grading parameter α r > 0. α r = 1 uniform spacing, α r =0.5 equiareal cells, α r = 2 resolving singularity. r k := R max k N r α r , k =1,...,N r Summary Particle in Fourier allows both momentum and energy conserving par- ticle simulations. Due to its slim structure PIF eases the study of stochastic methods in theory and implementation. The aliasing problems in PIC codes, which are resolved by PIF, can be studied. With PIF turbulent transport simulations in the poloidal plane and the cylinder have been conducted and will be extended to the full torus. Guiding Center Model (2D) A guiding center type equation on the polar plane Ω [2] t ρ +(Φ) y x ρ - (Φ) x y ρ =0 on Ω × [0, ) -4Φ= γρ Φ(x, y ) = 0 on Ω Diocotron Instability r - =4,r + = 5, r max = 10, = 10 -2 , γ = -1. ρ(t =0, r, θ )= ( 1+ cos() for r - r r + 0 else. Drift kinetic model (3D+1V) Drift kinetic ions with adiabatic electrons in a cylindrical domain[2, 3]. ∂f ∂t + ~v GC ·∇ f + v k ∂f ∂φ + dv k dt · ∂f ∂v k =0 -∇ · (n 0 (r )Φ) + n 0 (r ) T e (r ) ( Φ - ¯ Φ ) = R f dv k - n 0 (r ) ¯ Φ(r, θ, t) := 1 L ϕ R L ϕ 0 Φ(r, θ, φ, t)Ion Temperature Gradient instability in the linear phase full f δf (with local Maxwellian as control variate) References References [1] A. Y. Aydemir. A unified Monte Carlo interpretation of particle simulations and applications to non-neutral plasmas. In: Physics of Plasmas (1994-present) 1.4 (1994), pp. 822–831. [2] N. Crouseilles et al. Semi-Lagrangian simulations on polar grids: from dio- cotron instability to ITG turbulence. Feb. 2014. url: https://hal.archives- ouvertes.fr/hal-00977342. [3] V. Grandgirard et al. A drift-kinetic Semi-Lagrangian 4D code for ion turbu- lence simulation. In: Journal of Computational Physics 217.2 (2006), pp. 395– 423. issn: 0021-9991. doi: 10.1016/j.jcp.2006.01.023. url: http://www. sciencedirect.com/science/article/pii/S0021999106000155. [4] T. Nakamura and T. Yabe. Cubic interpolated propagation scheme for solving the hyper-dimensional vlasov—poisson equation in phase space. In: Computer Physics Communications 120.2 (1999), pp. 122–154. Email: [email protected] Advisory Board Meeting, 4 th September 2015, Greifswald
Transcript
Page 1: Particle in Fourier Discretisation of Kinetic Equations

LATEX TikZposter

Particle in Fourier Discretisation of Kinetic Equations

Jakob Ameres, Eric Sonnendrucker

Numerical Methods for Plasma Physics, Technische Universitat Munchen, Max-Planck-Institut fur Plasmaphysik

Particle in Fourier Discretisation of Kinetic Equations

Jakob Ameres, Eric Sonnendrucker

Numerical Methods for Plasma Physics, Technische Universitat Munchen, Max-Planck-Institut fur Plasmaphysik

Introduction

• The gyrokinetic model, which approximates the Vlasov-Maxwell equa-tions by averaging over the gyro-motion, is well suited for the study ofturbulent transport in tokamaks and stellarators. Gyrokinetic Particlein Cell (PIC) codes using a finite element (FEM) field description areknown to conserve energy but not momentum.

• Using the Vlasov-Poisson equations in periodic domains with a purelyFourier based field solver yields a Monte Carlo particle method, Particlein Fourier (PIF), conserving both energy and momentum.

• Fourier filters on FEM/PIC solvers are applied since the total number ofphysically relevant Fourier modes remains small. In the case of PIF onedirectly calculates the relevant modes without computational overhead.

• In the scope of a field aligned description we derive a field solver, whichcouples a two dimensional Fourier transform in the torus’ angular direc-tions to B-splines over the radial coordinate yielding a hybrid PIC/PIFscheme.

Particle Discretisation ofVlasov-Poisson

• The Vlasov equation with external magnetic Field B, div(B) = 0,

∂f

∂t+ v · ∇xf − (E + v ×B) · ∇vf = 0 (1)

with the Poisson equation for the Electric potential Φ

−∆Φ = ρ− 1, ρ =

∫f dv E := −∇Φ (2)

• Solve by following the characteristics (V (t), X(t)).

d

dtV (t) = − (E(t,X(t)) + V (t)×B(t,X(t))) ,

d

dtX(t) = V (t)

• The solution f of equation (1) is constant along any characteristic

f (t = 0, X(t = 0), V (t = 0)) = f (t,X(t), V (t)) ∀t ≥ 0

• Probability density g(t, x, v) with∫∫

g(t = 0, x, v) dx dv = 1,g(t = 0, x, v) ≥ 0 ∀(x, v)

∂g

∂t+ v · ∇xg − (E + v ×B) · ∇vg = 0.

With suppg ⊂ suppf, g is used to sample from f

• Let one characteristic (X(0), V (0)) be randomly distributed accordingto g(t = 0, ·, ·) and let the (xk, vk) be independent and identicallydistributed according to g(t = 0, ·, ·) for all k = 1, . . . , Np.

• Define constant weights and the particle discretisation fh of f .

ck :=f (t, xk(t), vk(t))

g(t, xk(t), vk(t))=f (t = 0, xk(0), vk(0))

g(t = 0, xk(0), vk(0))

f (t, x, v) ≈ fh(t, x, v) =1

Np

Np∑k=1

δ (x− xk(t)) δ (v − vk(t)) ck

Poisson Equation in Fourier Space

• The n-th spatial Fourier mode of ρ =∫f dv is

ρn(t) :=

∫ L

0einx

2πL ρ(x, t) dx =

∫R

∫ L

0einx

2πL ρ(x, t) dxdv

• Estimate ρn(t) from the particle discretisation fh(x, t)

ρk(t) ≈ ˆρk(t) :=

∫ ∫eikxfh(x, v, t) dxdv

=1

Np

Np∑k=1

ctk

∫ ∫eikxδ(x− xtn)δ(v − vtn) dxdv

=1

Np

Np∑k=1

ctkeikxtn

• The Electric Field is determined in Fourier space by the estimatedFourier modes.

E(x, t) =∑n6=0

e−inx2πL En(t) with En(t) =

ρn(t)

in≈

ˆρn(t)

in

• Momentum conservation at discrete level∫E(t, x)ρ(x, t) dx ≈ 1

Np

Np∑l=1

Nh∑n=−Nh,n6=0

1

Np

Np∑k=1

einxtkiclne−inx

tl

=1

N2p

Nh∑n=1

i

n

Np∑k,l=1

ein(xtk−xtl) − e−in(xtk−x

tl)

=−2

N2p

Nh∑n=1

Np∑k,l=1

1

nsin(n(xtk − x

tl))

︸ ︷︷ ︸−sin(n(xtl−x

tk))

= 0

Variance Reduction

• To reduce the variance of the estimate for the fields the δf method[1] is used.∫

f1 dx∫∫

eixf2 dx∫∫

eixf3 dxdv∫∫

eixf4 dxdv

Estimating integrals with Np = 100 randomly distributed markers,uniformly in x and normally in v and the standard Monte Carloestimator θ. Introduction of a control variate h allows sampling thedifference δf = f − h thus reducing variance.

• Step function f1(x) :=⌊x

8

⌋, h1(x) = x

• For a small perturbation f2(x) := 1+ε cos(x) the zeroth Fourier modeFf2(0) = 1 causes the relative error on the first Ff2(1) = ε

2 to

be constant in expectation only for Np ∼ 1ε2

, thus depending on theamplitude of the perturbation. Removing the zeroth Fourier modewith a control variate h2(x) = 1 the relative error to be of order

12√Np

.

• A one dimensional plasma density with a small spatial perturbation

of a Maxwellian background f3(x, v) := (1 + ε cos(2πx)) 1√2πe−

v2

2 .

Taking the zeroth spatial Fourier mode∫ 1

0 f3(x, v) dx =

1 · 1√2πe−

v2

2 =: h3(x, v), here the Maxwellian background as Control

Variate yields the same variance reduction as in the previous case.

• Even for a perturbed Maxwellian velocity distributionthe standard Maxwellian control variate is good choice

f4(x, v) := (1 + εx cos(2πx))(1+εv cos(6πv))√

2πe−

v2

2 .

The Aliasing Problem

• Finite Element PIC codes based on B-Splines suffer from aliasing,which means that even under Fourier filtering high frequencies appearin a low frequency interval.

• By Fourier transform get the high frequency behavior of m-th degreeB-Spline Sm

F(Sm)(ω) = sinc(ω

2

)m+1=

(2sin

(ω2

)m+1

∈ O(

1

ωm+1

)• Estimating the Fourier modes directly - as in PIF - yields no aliasing of

the energy of other frequencies, which allows calculating the error dueto aliasing for a Fourier filtered PIC simulation. By increasing theB-Spline degree aliasing is suppressed and the PIC energy estimateconverges to the PIF estimate.

• Bump-on-tail instability [4] , Nh = 32, Np = 106, filter = 1 :10, rk2s

Discretisation of the Cylinder

• Use Fourier modes (PIF) in poloidal and toroidal direction and B-Splines (PIC) for the radial component.

• Mesh grading in the radial component with knots rk and gradingparameter αr > 0. αr = 1 uniform spacing, αr = 0.5 equiareal cells,αr = 2 resolving singularity.

rk := Rmax

(k

Nr

)αr, k = 1, . . . , Nr

Summary

• Particle in Fourier allows both momentum and energy conserving par-ticle simulations.

• Due to its slim structure PIF eases the study of stochastic methodsin theory and implementation.

• The aliasing problems in PIC codes, which are resolved by PIF, canbe studied.

• With PIF turbulent transport simulations in the poloidal plane andthe cylinder have been conducted and will be extended to the fulltorus.

Guiding Center Model (2D)

• A guiding center type equation on the polar plane Ω [2]∂tρ + (∇Φ)y∂xρ− (∇Φ)x∂yρ = 0 on Ω× [0,∞)

−4Φ = γρ

Φ(x, y) = 0 on ∂Ω

• Diocotron Instability r− = 4, r+ = 5, rmax = 10, ε = 10−2, γ = −1.

ρ(t = 0, r, θ) =

1 + ε cos(lθ) for r− ≤ r ≤ r+

0 else.

Drift kinetic model (3D+1V)

• Drift kinetic ions with adiabatic electrons in a cylindrical domain[2,3].

∂f∂t + ~vGC · ∇⊥f + v‖

∂f∂φ +

dv‖dt ·

∂f∂v‖

= 0

−∇⊥ · (n0(r)∇⊥Φ) +n0(r)Te(r)

(Φ− Φ

)=∫f dv‖ − n0(r)

Φ(r, θ, t) := 1Lϕ

∫ Lϕ0 Φ(r, θ, φ, t)dϕ

• Ion Temperature Gradient instability in the linear phase

full f

δf (with local Maxwellian as control variate)

References

References

[1] A. Y. Aydemir. “A unified Monte Carlo interpretation of particle simulationsand applications to non-neutral plasmas”. In: Physics of Plasmas (1994-present)1.4 (1994), pp. 822–831.

[2] N. Crouseilles et al. “Semi-Lagrangian simulations on polar grids: from dio-cotron instability to ITG turbulence”. Feb. 2014. url: https://hal.archives-ouvertes.fr/hal-00977342.

[3] V. Grandgirard et al. “A drift-kinetic Semi-Lagrangian 4D code for ion turbu-lence simulation”. In: Journal of Computational Physics 217.2 (2006), pp. 395–423. issn: 0021-9991. doi: 10.1016/j.jcp.2006.01.023. url: http://www.sciencedirect.com/science/article/pii/S0021999106000155.

[4] T. Nakamura and T. Yabe. “Cubic interpolated propagation scheme for solvingthe hyper-dimensional vlasov—poisson equation in phase space”. In: ComputerPhysics Communications 120.2 (1999), pp. 122–154.

Email: [email protected] Advisory Board Meeting, 4th September 2015, Greifswald

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