Asymptotic numerical hypocoercivity of the space-time discontinuous Galerkin method for Kolmogorov equation
Zhaonan Dong, Emmanuil H. Georgoulis, Philip J. Herbert
TL;DR
This work addresses long-time stability for numerical discretisations of the Kolmogorov equation, a kinetic-type model with degenerate diffusion in one spatial direction. It shows that a standard space-time discontinuous Galerkin method preserves asymptotic numerical hypocoercivity by exploiting a hypocoercivity-inspired, enhanced norm and a carefully constructed test function, leading to a mesh- and discretisation-parameter-dependent spectral gap. The authors establish semi-discrete and fully discrete inf-sup stability results and derive exponential decay bounds for the numerical solution on bounded domains, with decay rates scaling as $\kappa \sim h_{\min}^4 p^{-8}$ in the semi-discrete setting and a similar, time-step dependent bound in the fully discrete case. The results provide a rigorous foundation for robust, long-time simulations of kinetic-type equations using classical Galerkin schemes and suggest broad applicability to other hypocoercive systems.
Abstract
We are concerned with discretisations of the classical Kolmogorov equation by a standard space-time discontinuous Galerkin method. Kolmogorov equation serves as simple, yet rich enough in the present context, model problem for a wide range of kinetic-type equations: although it involves diffusion in one of the two spatial dimensions only, the combined nature of the first order transport/drift term and the degenerate diffusion are sufficient to `propagate dissipation' across the spatial domain in its entirety. This is a manifestation of the celebrated concept of hypocoercivity, a term coined and studied extensively by Villani in [27]. We show that the standard, classical, space-time discontinuous Galerkin method, admits a corresponding hypocoercivity property at the discrete level, asymptotically for large times. To the best of our knowledge, this is the first result of this kind for any standard Galerkin scheme. This property is shown by proving one part of a discrete inf-sup-type stability result for the method in a family of norms dictated by a modified scalar product motivated by the theory in [27]. This family of norms contains the full gradient of the numerical solution, thereby allowing for a full spectral gap/Poincaré-type inequality at the discrete level, thus, showcasing a subtle, discretisation-parameter-dependent, numerical hypocoercivity property. Further, we show that the space-time discontinuous Galerkin method is inf-sup stable in the family of norms containing the full gradient of the numerical solution, which may be a result of independent interest.