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A Galerkin Alternating Projection Method for Kinetic Equations in the Diffusive Limit

Gianluca Ceruti, Nicolas Crouseilles, Lukas Einkemmer

TL;DR

The paper tackles the computational burden of high-dimensional kinetic equations by introducing the Galerkin Alternating Projection (GAP) scheme within Dynamical Low-Rank Approximation (DLRA). GAP uses a two-step process that alternates projections to update angular and spatial low-rank factors, with rigorous local and global error bounds and proven asymptotic-preserving behavior for the Radiative Transfer Equation, ensuring correct diffusion limits as $\varepsilon \to 0$. For the RTE, the method yields a diffusion equation $\partial_t \rho = \tfrac{1}{3} \partial_{xx} \rho$ in the limit, while maintaining a low-rank representation that corresponds to moments, and it achieves CFL-free time stepping via exponential integrators. Numerical results confirm AP across regimes, demonstrate robustness and efficiency, and show that GAP can outperform traditional micro-macro or fully implicit DLRA schemes by avoiding stiffness constraints and well-prepared data requirements. The approach provides a PDE-oriented DLRA framework with reduced computational cost and clear links between low-rank factors and physical moments, making it attractive for large-scale kinetic simulations.

Abstract

The numerical approximation of high-dimensional evolution equations poses significant computational challenges, particularly in kinetic theory and radiative transfer. In this work, we introduce the Galerkin Alternating Projection (GAP) scheme, a novel integrator derived within the Dynamical Low-Rank Approximation (DLRA) framework. We perform a rigorous error analysis, establishing local and global accuracy using standard ODE techniques. Furthermore, we prove that GAP possesses the Asymptotic-Preserving (AP) property when applied to the Radiative Transfer Equation (RTE), ensuring consistent behavior across both kinetic and diffusive regimes. In the diffusive regime, the K-step of the GAP integrator directly becomes the limit equation. In particular, this means that we can easily obtain schemes that even in the diffusive regime are free of a CFL condition, do not require well prepared initial data, and can have arbitrary order in the diffusive limit (in contrast to the semi-implicit and implicit schemes available in the literature). Numerical experiments support the theoretical findings and demonstrate the robustness and efficiency of the proposed method.

A Galerkin Alternating Projection Method for Kinetic Equations in the Diffusive Limit

TL;DR

The paper tackles the computational burden of high-dimensional kinetic equations by introducing the Galerkin Alternating Projection (GAP) scheme within Dynamical Low-Rank Approximation (DLRA). GAP uses a two-step process that alternates projections to update angular and spatial low-rank factors, with rigorous local and global error bounds and proven asymptotic-preserving behavior for the Radiative Transfer Equation, ensuring correct diffusion limits as . For the RTE, the method yields a diffusion equation in the limit, while maintaining a low-rank representation that corresponds to moments, and it achieves CFL-free time stepping via exponential integrators. Numerical results confirm AP across regimes, demonstrate robustness and efficiency, and show that GAP can outperform traditional micro-macro or fully implicit DLRA schemes by avoiding stiffness constraints and well-prepared data requirements. The approach provides a PDE-oriented DLRA framework with reduced computational cost and clear links between low-rank factors and physical moments, making it attractive for large-scale kinetic simulations.

Abstract

The numerical approximation of high-dimensional evolution equations poses significant computational challenges, particularly in kinetic theory and radiative transfer. In this work, we introduce the Galerkin Alternating Projection (GAP) scheme, a novel integrator derived within the Dynamical Low-Rank Approximation (DLRA) framework. We perform a rigorous error analysis, establishing local and global accuracy using standard ODE techniques. Furthermore, we prove that GAP possesses the Asymptotic-Preserving (AP) property when applied to the Radiative Transfer Equation (RTE), ensuring consistent behavior across both kinetic and diffusive regimes. In the diffusive regime, the K-step of the GAP integrator directly becomes the limit equation. In particular, this means that we can easily obtain schemes that even in the diffusive regime are free of a CFL condition, do not require well prepared initial data, and can have arbitrary order in the diffusive limit (in contrast to the semi-implicit and implicit schemes available in the literature). Numerical experiments support the theoretical findings and demonstrate the robustness and efficiency of the proposed method.

Paper Structure

This paper contains 14 sections, 7 theorems, 77 equations, 2 figures, 4 algorithms.

Key Result

Lemma 2.1

The solution of the $\ell$-step of the PSI algorithm remains in the span of $\mathbf{X_0}$.

Figures (2)

  • Figure 1: Left: GAP numerical approximation for representative values of $\varepsilon$, including the AP-limit. Right: Relative $L^2$ error between the GAP approximation and the discrete AP-limit as a function of $\varepsilon$. The parameters used are $N_x = 1000$, $N_\mu = 100$, rank $r = 5$, and time step $\Delta t = 0.1$. The exponential of the linear operators $\mathcal{A}_L$ and $\mathcal{A}_K$ is computed using the expmv function.
  • Figure 2: Left: Pointwise absolute error between the reference solution and the low-rank approximation at final time $T = 1$ for the scaled radiative transfer equation. The low-rank solution is computed with rank $r = 10$ and time step $\Delta t \approx 10^{-4}$, using expmv for time integration. Right: Convergence of the relative $L^2$ error as a function of the time step size $\Delta t$, illustrating first-order accuracy of the scheme in the kinetic regime. The dashed line shows the reference slope $\mathcal{O}(\Delta t)$, while the horizontal line indicates the saturation level associated with the $(r+1)$th singular value $\sigma_{11}(F(T))$ of the reference solution.

Theorems & Definitions (13)

  • Lemma 2.1
  • Proof 1
  • Lemma 3.1: PSI Local error kieri2016discretized
  • Lemma 3.2
  • Proof 2
  • Theorem 3.3: GAP Local error
  • Proof 3
  • Corollary 3.4: GAP Global Error
  • Theorem 4.1: AP of RTE
  • Theorem 4.2: AP for GAP
  • ...and 3 more