Abstract
This paper is concerned with diffusive approximations of some numerical schemes for several linear (or weakly nonlinear) kinetic models which are motivated by wide-range applications, including radiative transfer or neutron transport, run-and-tumble models of chemotaxis dynamics, and Vlasov–Fokker–Planck plasma modeling. The well-balanced method applied to such kinetic equations leads to time-marching schemes involving a “scattering S-matrix”, itself derived from a normal modes decomposition of the stationary solution. One common feature these models share is the type of diffusive approximation: their macroscopic densities solve drift-diffusion systems, for which a distinguished numerical scheme is Il’in/Scharfetter–Gummel’s “exponential fitting” discretization. We prove that these well-balanced schemes relax, within a parabolic rescaling, towards such type of discretization by means of an appropriate decomposition of the S-matrix, hence are asymptotic preserving.

Similar content being viewed by others
References
Aamodt, R.E., Case, K.M.: Useful identities for half-space problems in linear transport theory. Ann. Phys. 21, 284–301 (1963)
Ainsworth, M., Dorfler, W.: Fundamental systems of numerical schemes for linear convection–diffusion equations and their relationship to accuracy. Computing 66, 199–229 (2001)
Allen, D.N.: A suggested approach to finite difference representation of differential equations. Q. J. Mech. Appl. Math. 15, 11–33 (1962)
De Almeida, L.N., Bubba, F., Perthame, B., Pouchol, C.: Energy and implicit discretization of the Fokker–Planck and Keller–Segel type equations. arXiv:1803.10629 (to appear in Networks and Heterogeneous Media)
Beals, R.: Partial-range completeness and existence of solutions to two-way diffusion equations. J. Math. Phys. 24, 1932 (1983)
Beals, R., Protopopescu, V.: Half-range completeness for the Fokker–Planck equation. J. Stat. Phys. 32, 565–584 (1983)
Berger, A.E., Solomon, J.M., Ciment, M.: An analysis of a uniformly accurate difference method for a singular perturbation problem. Math. Comp. 37, 79–94 (1981)
Bianchini, R., Gosse, L.: A truly two-dimensional discretization of drift-diffusion equations on Cartesian grids. SIAM J. Numer. Anal. 56(5), 2845–2870 (2018). https://doi.org/10.1137/17M1151353
Boscarino, S., Pareschi, L., Russo, G.: Implicit-explicit Runge–Kutta schemes for hyperbolic systems and kinetic equations in the diffusion limit. SIAM J. Sci. Comp. 35, 22–51 (2013)
Brezzi, F., Marini, D., Pietra, P.: Two-dimensional exponential fitting and applications to drift-diffusion models. SIAM J. Numer. Anal. 26, 1342–1355 (1989)
Burschka, M.A., Titulaer, U.M.: The kinetic boundary layer for the Fokker–Planck equation with absorbing boundary. J. Stat. Phys. 25(3), 569–582 (1981)
Calvez, V., Raoul, G., Schmeiser, C.: Confinement by biased velocity jumps: aggregation of Escherichia coli. Kineic Relat. Models 8, 651–666 (2015)
Calvez, V., Gosse, L., Twarogowska, M.: Traveling chemotactic aggregates at mesoscopic scale and bi-stability. SIAM J. Appl. Math. 77(6), 2224–2249 (2017). https://doi.org/10.1137/16M1108108
Cercignani, C.: Mathematical Methods in Kinetic Theory. Plenum, New York (1969)
Cercignani, C.: Slow Rarefied Flows. Progress in Mathematical Physics. Theory and Application to Micro-Electro-Mechanical Systems. Birkhäuser, Boston (2006)
Cercignani, C., Sgarra, C.: Half-range completeness for the Fokker–Planck equation with an external force. J. Stat. Phys. 66, 1575–1582 (1992)
Chalub, F., Markowich, P., Perthame, B., Schmeiser, C.: Kinetic models for chemotaxis and their drift-diffusion limits. Monats. Math. 142, 123–141 (2004)
Cheney, E.W.: Introduction to Approximation Theory, 2nd edn. American Mathematical Society, Providence (1998)
Chang, J.S., Cooper, J.: A practical difference scheme for Fokker–Planck equations. J. Comput. Phys. 6, 1–16 (1970)
Dolak, Y., Schmeiser, C.: Kinetic models for chemotaxis: hydrodynamic limits and spatio-temporal mechanisms. J. Math. Biol. 51, 595–615 (2005)
Emako, C., Tang, M.: Well-balanced and asymptotic preserving schemes for kinetic models. arXiv:1603.03171
Fisch, N.J., Kruskal, M.: Separating variables in two-way diffusion equations. J. Math. Phys. 21, 740–750 (1980)
Gartland Jr., E.C.: On the uniform convergence of the Scharfetter–Gummel discretization in one dimension. SIAM J. Numer. Anal. 30, 749–758 (1993)
Gasca, M., Micchelli, C. (eds.): Total Positivity and Its Applications, Series Mathematics and Its Applications. Springer, Berlin (1996)
Gosse, L.: Asymptotic-preserving and well-balanced scheme for the 1D Cattaneo model of chemotaxis movement in both hyperbolic and diffusive regimes. J. Math. Anal. Appl. 388, 964–983 (2012)
Gosse, L.: Well-balanced schemes using elementary solutions for linear models of the Boltzmann equation in one space dimension. Kinetic Relat. Mod. 5, 283–323 (2012)
Gosse, L.: Computing Qualitatively Correct Approximations of Balance Laws, vol. 2. Springer, Berlin (2013). ISBN 978-88-470-2891-3
Gosse, L.: Redheffer products and numerical approximation of currents in one-dimensional semiconductor kinetic models. SIAM Multiscale Model. Simul. 12, 1533–1560 (2014)
Gosse, L.: A well-balanced scheme able to cope with hydrodynamic limits for linear kinetic models. Appl. Math. Lett. 42, 15–21 (2015)
Gosse, L.: A well-balanced and asymptotic-preserving scheme for the one-dimensional linear Dirac equation. BIT Numer. Anal. 55, 433–458 (2015)
Gosse, L.: Viscous equations treated with \({{\cal{L}}}\)-splines and Steklov–Poincaré operator in two dimensions. In: Innovative Algorithms and Analysis. https://doi.org/10.1007/978-3-319-49262-9_6
Gosse, L.: Aliasing and two-dimensional well-balanced for drift-diffusion equations on square grids, submitted (2018)
Gosse, L., Toscani, G.: An asymptotic preserving well-balanced scheme for the hyperbolic heat equation. C.R. Acad. Sci. Paris Série I 334, 1–6 (2002)
Gosse, L., Vauchelet, N.: Numerical high-field limits in two-stream kinetic models and 1D aggregation equations. SIAM J. Sci. Comput. 38(1), A412–A434 (2016)
Gosse, L., Vauchelet, N.: Hydrodynamic singular regimes in 1+1 kinetic models and spectral numerical methods. J. Math. Anal. Appl. 445(1), 564–603 (2017)
Greenberg, J., Alt, W.: Stability results for a diffusion equation with functional shift approximating a chemotaxis model. Trans. Am. Math. Soc. 300, 235–258 (1987)
Hershikowitz, D., Rothblum, U.G., Schneider, H.: Classifications of nonnegative matrices using diagonal equivalence. SIAM J. Matrix Anal. Applic. 9, 455–460 (1988)
Ilin, A.M.: A difference scheme for a differential equation with a small parameter affecting the highest derivative. Math. Notes Acad. Sci. USSR 6, 237–248 (1969)
James, F., Vauchelet, N.: Numerical methods for one-dimensional aggregation equations. SIAM J. Num. Anal. 53(2), 895–916 (2015)
Jüngel, A.: Transport Equations for Semiconductors. Lecture Notes in Physics, vol. 773. Springer, Berlin (2009)
Kaper, H.G., Lekkerkerker, C.G., Hejtmanek, J.: Spectral Methods in Linear Transport Theory. Birkhäuser, Basel (1982)
Karlin, S., Studden, W.: Tchebycheff Systems, with Applications in Analysis and Statistics. Wiley, New York (1966)
Krattenthaler, C.: personnal communication
Krattenthaler, C.: Watermelon configurations with wall interaction: exact and asymptotic results. J. Phys. Conf. Ser. 42, 179–212 (2006)
Kriese, J.T., Chang, T.S., Siewert, C.E.: Elementary solutions of coupled model equations in the kinetic theory of gases. Int. J. Eng. Sci. 12, 441–470 (1974)
Lindström, B.: On the vector representations of induced matroids. Bull. Lond. Math. Soc. 5, 85–90 (1973)
Macdonald, I.G.: Symmetric Functions and Hall Polynomials, 2nd edn. Oxford University Press, New York (1995)
Nieto, J., Poupaud, F., Soler, J.: High field limit for the Vlasov–Poisson–Fokker–Planck system. Arch. Rat. Mech. Anal. 158, 29–59 (2001)
Othmer, H., Hillen, T.: The diffusion limit of transport equations II: Chemotaxis equations. SIAM J. Appl. Math. 62, 1222–1250 (2002)
Pareschi, L., Russo, G.: Implicit-explicit Runge–Kutta schemes for stiff systems of differential equations. In: Brugnano , L., Trigiante, D. (eds.) Recent Trends in Numerical Analysis, vol. 3, pp. 269–289 (2000)
Pareschi, L., Zanella, M.: Structure preserving schemes for nonlinear Fokker–Planck equations and applications. J. Sci. Comput. 74, 1575–1600 (2018)
Poupaud, F., Soler, J.: Parabolic limit and stability of the Vlasov–Poisson–Fokker–Planck system. Math. Models Methods Appl. Sci. 10, 1027–1045 (2001)
Roos, H.-G.: Ten ways to generate the Il’in and related schemes. J. Comput. Appl. Math. 53, 43–59 (1993)
Roos, H.-G., Stynes, M., Tobiska, L.: Robust numerical methods for singularly perturbed differential equations. Convection–diffusion-reaction and flow problems; 2nd ed. Springer Series in Computational Mathematics 24 (2008). ISBN: 978-3-540-34466-7
Scharfetter, D.L., Gummel, H.K.: Large signal analysis of a silicon read diode oscillator. IEEE Trans. Electron Dev. 16(1), 64–77 (1969)
Sinkhorn, R.: A relationship between arbitrary positive matrices and doubly stochastic matrices. Ann. Math. Stat. 35, 876–879 (1964)
Vein, R., Dale, P.: Determinants and Their Applications in Mathematical Physics. Applied Mathematical Sciences, vol. 134. Springer, Berlin (1999)
Voorhoeve, M.: On the oscillation of exponential polynomials. Math. Zeitschrift 151, 277–294 (1976)
Wielonsky, F.: A Rolle’s theorem for real exponential polynomials in the complex domain. J. Math. Pures Appl. 80, 389–408 (2001)
Wollman, S., Ozizmir, E.: Numerical approximation of the Vlasov–Poisson–Fokker–Planck system in one dimension. J. Comput. Phys. 202, 602–644 (2005)
Acknowledgements
We gladly thank Prof. Christian Krattenthaller (Vienna) for his kind help in the study of the Haar property satisfied by exponential monomials.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
This work is supported by French/Italian PICS project MathCell (CNRS/CNR). NV acknowledges partial support from french “ANR Blanche” project Kibord: ANR-13-BS01-0004.
Appendices
A Haar property, Chebyshev T-systems and Markov systems
We first recall basic notions from standard (one-dimensional) approximation theory, following mostly [18, Chapter 3].
Definition A.1
Let \(n \in {\mathbb {N}}\) and \(F_n=(f_1, f_2, \ldots , f_n)\) be a family of functions, continuous on an interval \(I \subset {\mathbb {R}}\): it is endowed with the Haar property if, for any strictly increasing family \(X=(x_1, x_2, \ldots , x_n) \in I^n\), the family of n vectors \((f_1(X), f_2(X), \ldots , f_n(X))\) is linearly independent. Equivalently, the determinant never vanishes: \(\forall \,(x_1, x_2, \ldots , x_n) \in I^n,\ x_1<x_2<\cdots <x_n\),
Such a family \(F_n\) constitutes a \(\underline{\hbox {Chebyshev}~T\hbox {-system}}\) on the interval I.
The simplest example of T-system on \(I={\mathbb {R}}\) is the monomials family, for which the determinant (A.1) is the well-known Vandermonde determinant.
Definition A.2
Let \(F=(f_1, f_2, \ldots )\) be an infinite sequence of functions, continuous on an interval \(I \subset {\mathbb {R}}\): it is said to be a Markov system if, for any \(n \in {\mathbb {N}}\), the extracted finite family \(F_n \subset F\) is a Chebyshev T-system.
A standard, yet important result is the following:
Proposition A.1
Let \(n \in {\mathbb {N}}\) and \(F_n=(f_1, f_2, \ldots f_n)\) be as in Definition A.1: it is a T-system on I if and only if any (real, and non trivial) linear combination,
admits at most \(n-1\) real roots on I.
Remark A.1
Determinants of the type (A.1) are called “alternant determinants”, see [57, Chapter 4]. Moreover, the Haar property is closely related to “total positivity” of matrices, see e.g. [24]. Being the “Hadamard product” the component-wise product of two \(n \times n\) matrices,
Garloff and Wagner in [24, page 100], explain that the Haar property is not generally preserved by multiplying elements of two T-systems with each other. A first exception is given by two generalized Vandermonde matrices \(G_n=(x_i^{\alpha _j})_{1 \le i,j, n}\) sharing either the set of points X or the exponents \(\alpha _i\)’s. A second one is given by non-negative exponential monomials: see Theorem D.1.
B. Some properties on Case’s eigenelements
In this Appendix, we establish some useful properties on the eigenfunctions defined in Proposition 3.1. First we show that the set of Case’s eigenfunctions is endowed with the Haar property (see Definition A.1).
Proposition B.1
Denote \(\phi _\lambda (v)= \frac{1}{1-\lambda \, v}\) for \(\lambda \ge 0\), then the following properties hold:
-
(i)
Let \(0<\lambda _1<\cdots < \lambda _{K-1}\) and \(0<v_1<\cdots <v_K\). We denote \({{\mathcal {V}}}=(v_1,\ldots ,v_K)^\top \). Then, the family \(\{{\mathbf {1}}_{{\mathbb {R}}^K}, \phi _{\lambda _1}({{\mathcal {V}}}), \ldots , \phi _{\lambda _{K-1}}({{\mathcal {V}}}) \}\) is a basis of \({\mathbb {R}}^K\).
-
(ii)
The set \((\phi _{\lambda })_{\lambda \ge 0}\) is a Markov system on \({\mathbb {R}}^+_*\) in the sense of Definition A.2.
-
(iii)
There exists \(\beta \in {\mathbb {R}}^K\) and \(\gamma \in {{\mathcal {M}}}_{K-1\times K}({\mathbb {R}})\) such that
$$\begin{aligned} \begin{pmatrix} \beta ^\top \\ \gamma \end{pmatrix} = \Big ({\mathbf {1}}_{{\mathbb {R}}^K} \quad \phi _{\lambda _1}({{\mathcal {V}}}) \quad \cdots \quad \phi _{\lambda _{K-1}}({{\mathcal {V}}})\Big )^{-1}. \end{aligned}$$
Proof
These properties are shown by studying convenient polynomials.
-
(i)
As the family contains K vectors, it suffices to show its linear independence: Assume
$$\begin{aligned} \exists a_0, a_1, \ldots , a_K, \qquad a_0 {\mathbf {1}}_{{\mathbb {R}}^K} + \sum _{i=1}^{K-1} a_i \phi _{\lambda _i}({{\mathcal {V}}}) = {\mathbf {0}}_{{\mathbb {R}}^K}, \end{aligned}$$let us show that \(a_0=a_1=\cdots =a_{k-1}=0\). Using the expression of \(\phi _\lambda \) and multiplying,
$$\begin{aligned} \forall k\in \{1,\ldots ,K\}, \qquad \left( a_0 + \sum _{i=1}^{K-1} \frac{a_i }{1-\lambda _i v_k}\right) \times \prod _{j=1}^{K-1} (1-\lambda _j v_k) = 0. \end{aligned}$$Thus, for any \(k\in \{1,\ldots ,K\}\), the polynomial
$$\begin{aligned} v \mapsto P(v) := a_0 \prod _{j=1}^{K-1} (1-\lambda _j v) + \sum _{i=1}^{K-1} a_i \prod _{j=1,j\ne i}^{K-1} (1-\lambda _j v) \end{aligned}$$has degree \(K-1\), but K roots \(\{v_1,\ldots ,v_K\}\), so that P is a null polynomial, i.e.
$$\begin{aligned} \forall v\in {\mathbb {R}}, \qquad P(v) = 0. \end{aligned}$$Identifying the term of higher degree, we deduce that \(a_0=0\). Then, taking \(v=1/\lambda _i\), \(i\in \{1,\ldots ,K-1\}\), we obtain \(a_i=0\), for all \(i\in \{1,\ldots ,K-1\}\).
-
(ii)
From (i), since the values of both \(K \in {\mathbb {N}}\) and \(\lambda \)’s are arbitrary, the set \((\phi _\lambda (v))_{\lambda \ge 0}\) clearly constitutes a Markov system.
-
(iii)
The point (i) implies that the matrix \(\Big ({\mathbf {1}}_{{\mathbb {R}}^K} \quad \phi _{\lambda _1}({{\mathcal {V}}}) \quad \cdots \quad \phi _{\lambda _{K-1}}({{\mathcal {V}}})\Big )\) is invertible. \(\square \)
For our next property, we consider two sets of positive numbers \(0<\lambda _1<\cdots <\lambda _{K-1}\) and \(0<\mu _1<\cdots <\mu _{K-1}\) with corresponding Case’s eigenfunctions \((\phi _\lambda )_\lambda \) and \((\phi _\mu )_\mu \). We denote \(\gamma _1\), respectively \(\gamma _2\), the corresponding matrices defined in Proposition B.1 (iii) for the set \((\lambda _i)_i\), respectively \((\mu _i)\). We introduce
Then, let us denote
The following Lemma shed light onto the kernel and the range of \({\mathcal {H}}\):
Lemma B.1
With the above notations, let us assume moreover that
Then, the matrix \({\mathcal {H}}\) is such that:
-
Ker\(({\mathcal {H}})= \text{ Span }({\mathbf {1}}_{{\mathbb {R}}^{2K}})\),
-
Im\(({\mathcal {H}})= \Big \{Z= (Z_1\ Z_2)^\top ,\ Z_i\in {\mathbb {R}}^{K} \text{ such } \text{ that } \sum _{k=1}^K \omega _k ({Z_1}_k+{Z_2}_{k}) = 0\Big \}\).
Proof
-
Pick \(Y=(Y_1\ Y_2)^\top \in \text{ Ker }({\mathcal {H}})\), then
$$\begin{aligned} Y_1-Y_2 = \zeta _1 \gamma _1 Y_1 = -\zeta _2 \gamma _2 Y_2. \end{aligned}$$Since, from Proposition B.1, the families \(\{{\mathbf {1}}_{{\mathbb {R}}^K},\phi _{\lambda _1}({{\mathcal {V}}}),\ldots ,\phi _{\lambda _{K-1}}({{\mathcal {V}}})\}\) and \(\{{\mathbf {1}}_{{\mathbb {R}}^K},\phi _{\mu _1}({{\mathcal {V}}}),\ldots ,\phi _{\mu _{K-1}}({{\mathcal {V}}})\}\) are basis of \({\mathbb {R}}^K\), we may write
$$\begin{aligned} Y_1 = a_0 + \sum _{\ell =1}^{K-1} a_\ell \phi _{\lambda _\ell }({{\mathcal {V}}}), \qquad Y_2 = b_0 + \sum _{\ell =1}^{K-1} b_\ell \phi _{\mu _\ell }({{\mathcal {V}}}). \end{aligned}$$By definition of \(\zeta _i\) and \(\gamma _i\), \(i=1,2\), we have
$$\begin{aligned} \zeta _1\gamma _1 Y_1 = \sum _{\ell =1}^{K-1} a_\ell (\phi _{\lambda _\ell }({{\mathcal {V}}})-\phi _{\lambda _\ell }(-{{\mathcal {V}}})), \qquad \zeta _2\gamma _2 Y_2 = \sum _{\ell =1}^{K-1} b_\ell (\phi _{\mu _\ell }({{\mathcal {V}}})-\phi _{\mu _\ell }(-{{\mathcal {V}}})). \end{aligned}$$Thus from the equalities \(Y_1=Y_2-\zeta _2\gamma _2 Y_2\) and \(Y_2=Y_1-\zeta _1\gamma _1 Y_1\), we deduce
$$\begin{aligned}&a_0-b_0+\sum _{\ell =1}^{K-1} \Big (a_\ell \phi _{\lambda _\ell }({{\mathcal {V}}}) - b_\ell \phi _{\mu _\ell }(-{{\mathcal {V}}})\Big ) = 0, \\&a_0-b_0+\sum _{\ell =1}^{K-1} \Big (a_\ell \phi _{\lambda _\ell }(-{{\mathcal {V}}}) - b_\ell \phi _{\mu _\ell }({{\mathcal {V}}})\Big ) = 0. \end{aligned}$$We now proceed as in the proof of Proposition B.1 by introducing the polynomial
$$\begin{aligned} v\mapsto Q(v)&:= (a_0-b_0)\prod _{i=1}^{K-1}(1-\lambda _i v) \prod _{j=1}^{K-1}(1+\mu _j v) \\&\quad +\, \sum _{\ell =1}^{K-1} a_\ell \prod _{i=1,i\ne \ell }^{K-1}(1-\lambda _i v) \prod _{j=1}^{K-1}(1+\mu _j v) \\&\quad - \sum _{\ell =1}^{K-1} b_\ell \prod _{i=1}^{K-1}(1-\lambda _i v) \prod _{j=1,j\ne \ell }^{K-1}(1+\mu _j v). \end{aligned}$$This is a polynomial of degree \(2(K-1)\) which admits the 2K roots, \(\pm v_1, \ldots , \pm v_K\) (from above equalities). So it is the null polynomial. Picking the values \(v=1/\lambda _\ell \) and \(v=-\,1/\mu _\ell \), \(\ell =1,\ldots ,K-1\), we deduce that \(a_0=b_0\), \(a_\ell =0\), and \(b_\ell =0\), for \(\ell =1,\ldots ,K-1\). Therefore, \(Y_1=Y_2=a_0 {\mathbf {1}}_{{\mathbb {R}}^K}\).
-
Consider an element in the range of \({\mathcal {H}}\), \(Z={\mathcal {H}} Y\), with \(Z=(Z_1\ Z_2)^\top \), \(Y=(Y_1\ Y_2)^\top \), \(Z_i\in {\mathbb {R}}^K\), \(Y_i\in {\mathbb {R}}^K\), \(i=1,2\). Then,
$$\begin{aligned} \sum _{k=1}^K \omega _k({Z_1}_k + {Z_2}_k) = \sum _{k=1}^K \omega _k v_k \sum _{\ell =1}^{K} \big ((\zeta _1 \gamma _1)_{k\ell } {Y_1}_\ell + (\zeta _2 \gamma _2)_{k\ell } {Y_2}_\ell \big ). \end{aligned}$$Applying our assumption, we get
$$\begin{aligned} \forall \ell , \qquad \sum _{k=1}^K \omega _k v_k (\zeta _1 \gamma _1)_{k\ell }=0, \quad \sum _{k=1}^K \omega _k v_k (\zeta _2 \gamma _2)_{k\ell }=0, \end{aligned}$$so, for any \(Z=(Z_1\ Z_2)^\top \in \text{ Im }({\mathcal {H}})\), we have \(\sum _{k=1}^K \omega _k ({Z_1}_k + {Z_2}_k) = 0\). The dimension of \(\text{ Ker }({\mathcal {H}})\) is 1, so, thanks to the rank-nullity Theorem, equalities are as claimed in Lemma B.1. \(\square \)
C. Properties of eigenelements of VFP
This appendix is devoted to the proof of an analogue of Lemma B.1 for the VFP case under assumptions on the set of discrete velocities. We first define the useful notations. Let \(\psi _\ell ^0\), \(\ell =0,\ldots ,K-1\), be defined as in (5.10). Let us assume that assumptions (5.11)–(5.13) on the velocity quadrature hold. Therefore, there exists \(\beta \in {\mathbb {R}}^K\) and \(\gamma \in {{\mathcal {M}}}_{K-1\times K}({\mathbb {R}})\) such that
We introduce \(\zeta _\ell := \psi _\ell ^0({{\mathcal {V}}})-\psi _\ell ^0(-{{\mathcal {V}}})\), and \(\zeta := \big (\zeta _1 \ \ldots \ \zeta _{K-1}\big ) \in {\mathcal {M}}_{K\times K-1}({\mathbb {R}})\). Then we denote the matrix
Lemma C.1
With the above notations, if we assume that (5.11)–(5.13) hold. Then,
-
\(\text{ Ker }({\mathcal {H}})=\text{ span }\left( \exp \left( -\frac{{{\mathcal {V}}}^2}{2\kappa }\right) \right) =\text{ span } \Big (\psi ^0_0({{\mathcal {V}}})\Big )\),
-
\(\text{ Im }({\mathcal {H}}) = \Big \{Z= (Z_1\ Z_2)^\top ,\ Z_i\in {\mathbb {R}}^{K} \text{ such } \text{ that } \sum _{k=1}^K \omega _k ({Z_1}_k+{Z_2}_{k}) = 0\Big \}\).
Proof
We proceed as in the proof of Lemma B.1.
-
Let \(Y=(Y_1\ Y_2)^\top \in \text{ Ker }({\mathcal {H}})\), then
$$\begin{aligned} Y_1-Y_2 = \zeta \gamma Y_1 = -\zeta \gamma Y_2. \end{aligned}$$By assumption (5.11), the family \(\{\psi _0^0({{\mathcal {V}}}),\, \psi _1^0({{\mathcal {V}}}), \ldots ,\, \psi _{K-1}^0({{\mathcal {V}}})\}\) is a basis of \({\mathbb {R}}^K\), then, we may write
$$\begin{aligned} Y_1 = \sum _{\ell =0}^{K-1} a_\ell \psi ^0_{\ell }({{\mathcal {V}}}), \qquad Y_2 = \sum _{\ell =0}^{K-1} b_\ell \psi ^0_{\ell }({{\mathcal {V}}}). \end{aligned}$$Simple computations using the definition of \(\zeta \) and \(\gamma \) and recalling that \(\psi _0^0({{\mathcal {V}}})=\exp \left( -\frac{{{\mathcal {V}}}^2}{2\kappa }\right) \), give
$$\begin{aligned} \zeta \gamma Y_1 = \sum _{\ell =1}^{K-1} a_\ell (\psi _\ell ^0({{\mathcal {V}}})-\psi _{\ell }^0(-{{\mathcal {V}}})), \qquad \zeta \gamma Y_2 = \sum _{\ell =1}^{K-1} b_\ell (\psi _\ell ^0({{\mathcal {V}}})-\psi _{\ell }^0(-{{\mathcal {V}}})). \end{aligned}$$Thus the equalities \(Y_1=Y_2-\zeta \gamma Y_2\) and \(Y_2=Y_1-\zeta \gamma Y_1\) imply
$$\begin{aligned}&(a_0-b_0)\exp \left( -\frac{{{\mathcal {V}}}^2}{2\kappa }\right) +\sum _{\ell =1}^{K-1} \Big (a_\ell \psi _\ell ^0({{\mathcal {V}}}) - b_\ell \psi _\ell ^0(-{{\mathcal {V}}})\Big ) = 0, \\&(a_0-b_0)\exp \left( -\frac{{{\mathcal {V}}}^2}{2\kappa }\right) +\sum _{\ell =1}^{K-1} \Big (a_\ell \psi _\ell ^0(-{{\mathcal {V}}}) - b_\ell \psi _\ell ^0({{\mathcal {V}}})\Big ) = 0.\end{aligned}$$From assumption (5.12), we deduce that \(a_0=b_0\), \(a_\ell =0\), \(b_\ell =0\), for \(\ell =1,\ldots ,K-1\). As a consequence \(Y_1=Y_2=a_0 \psi _0^0({{\mathcal {V}}})\).
-
Consider an element in the range of \({\mathcal {H}}\), \(Z={\mathcal {H}} Y\), with \(Z=(Z_1\ Z_2)^\top \), \(Y=(Y_1\ Y_2)^\top \), \(Z_i\in {\mathbb {R}}^K\), \(Y_i\in {\mathbb {R}}^K\), \(i=1,2\). Then,
$$\begin{aligned} \sum _{k=1}^K \omega _k({Z_1}_k + {Z_2}_k) = \sum _{k=1}^K \omega _k v_k \sum _{\ell =1}^{K} (\zeta \gamma )_{k\ell } \big ( {Y_1}_\ell + {Y_2}_\ell \big ). \end{aligned}$$Applying our assumption, we get
$$\begin{aligned} \forall \ell , \qquad \sum _{k=1}^K \omega _k v_k (\zeta \gamma )_{k\ell }=0, \end{aligned}$$so, for any \(Z=(Z_1\ Z_2)^\top \in \text{ Im }({\mathcal {H}})\), we have \(\sum _{k=1}^K \omega _k ({Z_1}_k + {Z_2}_k) = 0\). The dimension of \(\text{ Ker }({\mathcal {H}})\) is 1, so, thanks to the rank-nullity Theorem, rank\(({\mathcal {H}})=K-1\), which allows to conclude the proof. \(\square \)
D. Some properties of exponential polynomials
1.1 D.1 Elementary proof of the Pólya–Szegö estimate
Hereafter, following [42, page 10], we establish by induction a simple bound on the number of real roots of an exponential polynomial; for various extensions, see [58, 59]
We intend to show that, for any \(n \in {\mathbb {N}}\), \(f_n\) admits at most\(N_n-1\) roots, where
We use an induction on n:
-
for \(n=1\), the exponential polynomial reads \(f_1(x)=P_0(x) \exp (\mu _0\, x)\) so it admits at most \(k_0=N_1-1\) roots.
-
Assume the property (D.1) holds for \(f_n\), so that it admits at most \(N_n-1\) real roots. Let M be the number ot real roots of \(f_{n+1}\), and define
$$\begin{aligned} \forall x \in {\mathbb {R}}, \qquad f_{n+1}(x)\exp (-\mu _{n}\,x)&=\sum _{i=0}^n P_i(x)\exp ((\mu _i - \mu _{n})\,x)\\&=P_n(x)+\sum _{i=0}^{n-1} P_i(x)\exp ((\mu _i - \mu _{n})\,x). \end{aligned}$$By the classical Rolle’s theorem for smooth functions, its \((1+k_n)\mathrm{th}\) derivative
$$\begin{aligned} \forall x \in {\mathbb {R}}, \qquad g_{n+1}(x)&= \frac{d^{(1+k_n)}}{dx^{(1+k_n)}}[f_{n+1}(x)\exp (-\mu _{n}\,x)] \\&=\sum _{i=0}^{n-1} \frac{d^{(1+k_n)}}{dx^{(1+k_n)}}[P_i(x)\exp ((\mu _i - \mu _{n})\,x)], \end{aligned}$$admits at least \(M-(1+k_n)\) roots. But since \(g_{n+1}\) is an exponential polynomial to which (D.1) applies, it comes that
$$\begin{aligned} M-(1+k_n) \le N_n -1, \qquad \text{ so } \text{ that } \quad M \le N_n + (1+k_n) -1 := N_{n+1} -1. \end{aligned}$$
1.2 D.2. Haar property for exponential monomials
Although the former estimate suggests that exponential polynomials do not constitute a Chebyshev T-system, non-negative exponential monomials do satisfy the Haar property on \((0,+\infty )\):
Theorem D.1
(Krattenthaller [43]) Let \((x_0,x_1,\ldots ,x_{n-1}) \in {\mathbb {R}}_+^n\), \((y_0,y_1,\ldots ,y_{n-1}) \in {\mathbb {R}}^n_+\) be non-negative with \(y_0<y_1<\dots <y_{n-1}\). Moreover, let \((z_0,z_1,\ldots ,z_{n-1}) \in {\mathbb {N}}^n\) be non-negative integers with \(z_0<z_1<\dots <z_{n-1}\). The generalized Vandermonde determinant,
vanishes if and only if two of the \(x_i\)’s are equal to each other.
The proof of this result relies on an expansion of the exponential and the use of Schur functions [44, 46, 47].
Rights and permissions
About this article
Cite this article
Gosse, L., Vauchelet, N. Some examples of kinetic schemes whose diffusion limit is Il’in’s exponential-fitting. Numer. Math. 141, 627–680 (2019). https://doi.org/10.1007/s00211-018-01020-8
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00211-018-01020-8