Discrete-to-continuum convergence of charged particles in 1D with annihilation

DOI10.1007/S00205-022-01812-1MaRDI QIDQ2675802zbMATH OpenOpenAlexFDO

Authors Patrick van Meurs, Norbert Požár, Mark A. Peletier

Publication date 26 September 2022

Published in Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2009.05180

zbMATH Keywords

electrostatic interactions Hamilton-Jacobi equation Hamiltonian sub-solution super-solution system of charged particles

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Hamilton-Jacobi equations (35F21) PDEs in connection with optics and electromagnetic theory (35Q60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Motion of charged particles (78A35)

Abstract: We consider a system of charged particles moving on the real line driven by electrostatic interactions. Since we consider charges of both signs, collisions might occur in finite time. Upon collision, some of the colliding particles are effectively removed from the system (annihilation). The two applications we have in mind are vortices and dislocations in metals. In this paper we reach two goals. First, we develop a rigorous solution concept for the interacting particle system with annihilation. The main innovation here is to provide a careful management of the annihilation of groups of more than two particles, and we show that the definition is consistent by proving existence, uniqueness, and continuous dependence on initial data. The proof relies on a detailed analysis of ODE trajectories close to collision, and a reparametrization of vectors in terms of the moments of their elements. Secondly, we pass to the many-particle limit (discrete-to-continuum), and recover the expected limiting equation for the particle density. Due to the singular interactions and the annihilation rule, standard proof techniques of discrete-to-continuum limits do not apply. In particular, the framework of measures seems unfit. Instead, we use the one-dimensional feature that both the particle system and the limiting PDE can be characterized in terms of Hamilton--Jacobi equations. While our proof follows a standard limit procedure for such equations, the novelty with respect to existing results lies in allowing for stronger singularities in the particle system by exploiting the freedom of choice in the definition of viscosity solutions.

Review text

The authors consider a system of charged particles moving on the real line driven by electrostatic interactions. They write the system as \(\frac{dx_{i} }{dt}=\frac{1}{n}\sum_{j=1,j\neq i}^{n}\frac{b_{i}b_{j}}{x_{i}-x_{j}}\), \( t\in (0,T)\), \(i=1,\ldots ,n\). Here \(n\geq 2\) is the number of particles, \( x=(x_{1},\ldots ,x_{n})\) are the particle positions in \(\mathbb{R}\), and \( b=(b_{1},\ldots ,b_{n})\) are the charges of the particles, initially set as +1 or -1. The authors impose an annihilation rule: Each \(b_{i}\) jumps at most once and if \(b_{i}\) jumps at \(t\in \lbrack 0,T]\), then \(t\in S\), a finite subset in \((0,T]\), \(\left\vert b_{i}(t-)\right\vert |=1\) and \( b_{i}(t)=0\). Moreover, for all \((\tau ,y)\in S\times \mathbb{R}\), \( \sum_{i:x_{i}(\tau )=y}\left[ \left[ b_{i}(\tau )\right] \right] =0\), where the bracket \(\left[ \left[ f\right] \right] (t)\) means the difference between the right and left limits of \(f\) at \(t\). The initial conditions \( (x(0),b(0))=(x^\circ,b^\circ)\) are imposed with \(b^\circ \in \{-1,0,+1\}^{n}\) and \((x^\circ,b^\circ)\in \mathcal{Z}_{n}=\{(x,b)\in \mathbb{R}^{n}\times \{-1,0,+1\}^{n}:\) if \( i>j\) and \(b_{i}b_{j}\neq 0\), then \(x_{i}>x_{j}\}\). The authors define a solution to this problem as a map \((x,b):[0,T]\rightarrow \mathcal{Z}_{n}\) such that there exists a finite subset \(S\subset (0,T]\) and for each \(i\in \{1,n\}\), \(x_{i}\in C([0,T])\cap C^{1}([0,T]\setminus S)\), and \(b_{1},\ldots ,b_{n}:[0,T]\rightarrow \{-1,0,1\}\) are right-continuous, the initial conditions and the annihilation rule are satisfied, and the above ordinary differential system is satisfied on \((0,T)\setminus S\). The authors prove that this system of equations is well posed, that is solutions exist, are unique, and depend continuously on the initial data. In addition they are Lipschitz continuous in time with respect to a metric \(d_{M}\) based on the moments \(M_{k}(x)=.\frac{1}{k}\sum_{i=1}^{n}x_{i}^{k}\), \(k=1,\ldots ,n\), through \(d_{M}(x,y)=\left\Vert M(x)-M(y)\right\Vert _{2}\), with \( Mx):=(M_{1}(x),\ldots ,M_{n}(x))^{T}\). They prove a Lipschitz property of this distance. The purpose of the paper is to establish the continuum limit to this problem as \(n\rightarrow \infty \). The main result proves that if the initial data satisfy \(u^\circ_{n}\rightarrow u^\circ\) uniformly, and \(u^\circ\) is bounded and uniformly continuous, then \(u_{n}\rightarrow u\) locally uniformly in time-space as \(n\rightarrow \infty \), the function \(u\) is continuous and satisfies the Hamilton-Jacobi equation given formally by \( \partial _{t}u=\mathit{I}[u]\left\vert \partial _{x}u\right\vert \), where \(- \mathit{I}\) is a Lévy operator of order 1 defined as \(\mathit{I} [u](x)=-(-\Delta )^{1/2}u(x)\). For the proof, the authors introduce approximations through a small parameter \(\varepsilon >0\) and \(\rho \)-sub- and \(\rho \)-super-solutions with \(\rho >0\), to the approximate problem and they pass to the limit when \(\varepsilon \rightarrow 0\), then when \(n \rightarrow \infty\).

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