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Handbook of Mathematical Fluid Dynamics, 1

First Edition

S. Friedlander

University of Illinois-Chicago, Chicago, Illinois, USA

D. Serre

Ecole Normale Supdrieure de Lyon, Lyon, France




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Table of Contents

Cover image

Title page

Copyright page


List of Contributors

Chapter 1: The Boltzmann Equation and Fluid Dynamics

1 Introduction

2 The basic molecular model

3 The Boltzmann equation

4 Molecules different from hard spheres

5 Collision invariants

6 The Boltzmann inequality and the Maxwell distributions

7 The macroscopic balance equations

8 The H-theorem

9 Model equations

10 The linearized collision operator

11 Boundary conditions

12 The continuum limit

13 Free-molecule and nearly free-molecule flows

14 Perturbations of equilibria

15 Approximate methods for linearized problems

16 Mixtures

17 Polyatomic gases

18 Chemistry and radiation

19 The DSMC method

20 Some applications of the DSMC method

21 Concluding remarks

Chapter 2: A Review of Mathematical Topics in Collisional Kinetic Theory


Chapter 2A: General Presentation

1 Models for collisions in kinetic theory

2 Mathematical problems in collisional kinetic theory

3 Taxonomy

4 Basic surgery tools for the Boltzmann operator

5 Mathematical theories for the Cauchy problem

Chapter 2B: Cauchy Problem

1 Use of velocity-averaging lemmas

2 Moment estimates

3 The Grad’s cut-off toolbox

4 The singularity-hunter’s toolbox

5 The Landau approximation

6 Lowerbounds

Chapter 2C: H Theorem and Trend to Equilibrium

1 A gallery of entropy-dissipating kinetic models

2 Nonconstructive methods

3 Entropy dissipation methods

4 Entropy dissipation functionals of Boltzmann and Landau

5 Trend to equilibrium, spatially homogeneous Boltzmann and Landau

6 Gradient flows

7 Trend to equilibrium, spatially inhomogeneous systems

Chapter 2D: Maxwell Collisions

1 Wild sums

2 Contracting probability metrics

3 Information theory

4 Conclusions

Chapter 2E: Open Problems and New Trends

1 Open problems in classical collisional kinetic theory

2 Granular media

3 Quantum kinetic theory

Bibliographical notes


Chapter 3: Viscous and/or Heat Conducting Compressible Fluids

1 Basic equations of mathematical fluid dynamics

2 Mathematical aspects of the problem

3 The continuity equation and renormalized solutions

4 Weak convergence results

5 Mathematical theory of barotropic flows

6 Barotropic flows: large data existence results

7 Barotropic flows: asymptotic properties

8 Compressible–incompressible limits

9 Other topics, directions, alternative models

10 Conclusion

Chapter 4: Dynamic Flows with Liquid/Vapor Phase Transitions

1 Introduction

2 The equations of motion

3 Initial value problems of the inviscid system (1.3) and admissibility criteria

4 Existence of solutions of the Riemann problem (3.1)

Chapter 5: The Cauchy Problem for the Euler Equations for Compressible Fluids


1 Introduction

2 Local well-posedness for smooth solutions

3 Global well-posedness for smooth solutions

4 Formation of singularities in smooth solutions

5 Local well-posedness for discontinuous solutions

6 Global discontinuous solutions I: Riemann solutions

7 Global discontinuous solutions II: Glimm solutions

8 Global discontinuous solutions III: entropy solutions in BV

9 Global discontinuous solutions IV: entropy solutions in L∞

10 Global discontinuous solutions V: the multidimensional case

11 Euler equations for compressible fluids with source terms


Chapter 6: Stability of Strong Discontinuities in Fluids and MHD


1 Introduction

2 Basic steps of the stability analysis

3 Stability of gas dynamical shock waves

4 Stability of shock waves in relativistic gas dynamics

5 Stability of MHD shock waves

6 Stability of the MHD contact discontinuity

7 Rotational discontinuity in MHD

8 Instability of the MHD tangential discontinuity

9 Open problems

Chapter 7: On the Motion of a Rigid Body in a Viscous Liquid: A Mathematical Analysis with Applications


1 Mathematical formulation

2 The liquid models

Part I. Particle sedimentation

3 The free fall problem

4 Free fall in a Navier–Stokes liquid

5 Free fall in a second-order liquid

Part II. Self-propelled bodies

6 The self-propelled body equations


Author Index

Subject Index



Susan Friedlander susan@math.uic.edu; Denis Serre denis.serre@umpa.ens-lyon.fr Chicago, Lyon September 2001

The motion of fluids has intrigued scientists since antiquity and we may say that the field of mathematical fluid dynamics originated more than two centuries ago. In 1755 Euler [2] gave a mathematical formulation of the principle of conservation of mass in terms of a partial differential equation. In 1823 Cauchy [1] described conservation of linear and angular momentum by PDEs. Material symmetry and frame invariance were used by Cauchy [1] and Poisson [9] to reduce the constitutive equations. The dissipative effects of internal frictional forces were modeled mathematically by Navier [8], Poisson [9], Saint- Venant [11] and Stokes [12].

In the 19th century no sharp distinction was drawn between mathematicians and physicists as we sometime see in more recent times. The formulation of the equations of fluid motion could be considered as either mathematics or physics. The first work in fluid dynamics that has a modern mathematical flavor may have been done by Riemann in 1860 on isothermal gas dynamics [10]. He raised and solved the eponymous problem. Riemann recognized the mathematical nature of the entropy. This notion led him to his duality method for solving the non-characteristic Cauchy problem for linear hyperbolic equations. Surprisingly, his paper did not generate the immediate interest of his contemporaries. What we now call the Cauchy problem for a PDE and the search for its solution did not have the significance that it is accorded nowadays. Even Poincaré did not raise that kind of question in his Théorie des tourbillons.

For this reason, the birth of Mathematical Fluid Dynamics, in the sense that is commonly accepted nowadays, must be dated circa 1930. Local-in-time existence of solutions for the Euler equation of incompressible perfect fluids is proved by Lichtenstein [5] in 1925/28. Then in 1933 Wolibner [13] proves their persistence. Last, Leray’s fundamental analysis of the Navier–Stokes equations for an incompressible fluid is published in 1934 [3]. As much as Riemann, Leray developed new mathematical tools which proved to have independent interest: e.g., weak solutions (that we now call Leray’s solutions in this context) and topological degree (a joint work with Schauder [4]).

Since the 1930s, the interest that mathematicians devote to fluid dynamics has unceasingly increased. Leading people, such as J. Hadamard, A.N. Kolmogorov, J. von Neumann and J. Nash made decisive contributions. In 1994, P.-L. Lions was awarded a Fields medal after his breakthrough on the Boltzmann equation (with R. DiPerna) and on the Navier–Stokes system of an isentropic fluid (see, for instance, [6]). Today, the topic displays such a variety of models and questions that thousands of scientists, among them many mathematicians, focus their research on fluid dynamics.

Because of the intense activity and the rapid increase of our knowledge, it appeared desirable to set up a landmark. Named The Handbook of Mathematical Fluid Dynamics, it is a collection of refereed review articles written by some of the very best specialists in their discipline. The authors were also chosen for the high quality of their expository style. We, the editors, are much indebted to our colleagues who enthusiastically accepted this challenge, and who made great efforts to write for a wide audience. We also thank the referees who worked hard to ensure the excellent quality of the articles.

Of course, the length of these articles varies considerably since each topic can be narrow or wide. A few of them have the appearance of a small book. Their authors deserve special thanks, for the immense work that they achieved and for their generosity in choosing to publish their work in this Handbook.

At the begining of our editorial work, we decided to restrict the contents to mathematical aspects of fluid dynamics, avoiding to a large extent the physical and the numerical aspects. We highly respect these facets of fluid dynamics and we encouraged the authors to describe the physical meaning of their mathematical results and questions. But we considered that the physics and the numerics were extremely well developed in other collections of a similar breadth (see, for instance, several articles in the Handbook of Numerical Analysis, Elsevier, edited by P. Ciarlet and J.-L. Lions). Furthermore, if we had made a wider choice, our editing work would have been an endless task!

This has been our only restriction. We have tried to cover many kinds of fluid models, including ones that are rarefied, compressible, incompressible, viscous or inviscid, heat conducting, capillary, perfect or real, coupled with solid mechanics or with electromagnetism. We have also included many kinds of questions: the Cauchy problem, steady flows, boundary value problems, stability issues, turbulence, etc. These lists are by no mean exhaustive. We were only limited in some places by the lack, at present, of mathematical theories.

Our first volume is more or less specialized to compressible issues. There might be valid mathematical, historical or physical reasons to explain such a choice, arguing, for instance, for the priority of Riemann’s work, or that kinetic models are at the very source of almost all other fluid models under various limiting regimes. The truth is more fortuitous, namely that the authors writing on compressible issues were the most prompt in delivering their articles in final form. The second and third volumes will be primarily devoted to problems arising in incompressible flows.

Last, but not least, we thank the Editors at Elsevier, who gave us the opportunity of making available a collection of articles that we hope will be useful to many mathematicians and those beyond the mathematical community. We are also happy to thank Sylvie Benzoni-Gavage for her invaluable assistance.


[1] Cauchy A-L. Bull. Soc. Philomathique. 1823;9–13 Exercices de Mathématiques 2 (1827), 42–56, 108–111; 4 (1829), 293–319.

[2] Euler L. Mém. Acad. Sci. Berlin. 1755;11:274–315 15 (1759), 210–240.

[3] Leray J. J. Math. Pures AppI. 1933;12:1–82 13 (1934), 331–418; Acta Math. 63 (1934), 193–248.

[4] Leray J, Schauder J. Ann. Sci. Ecole Norm. Sup. 1934;3(51):45–78.

[5] Lichtenstein L. Math. Z. 1925;23:89–154 26 (1926), 196–323; 28 (1928), 387–415; 32 (1930), 608–725.

[6] Lions P-L. Mathematical Topics in Fluid Mechanics. Oxford Univ. Press; 1998 Vols. 1, 2.

[7] Nash J. Bull. Soc. Math. France. 1962;90:487–497.

[8] Navier C.L.M.H. Mém. Acad. Sci. Inst. France. 1822;6:375–394.

[9] Poisson SD. J. Ecole Polytechnique. 1831;13:1–174.

[10] Riemann B. Gött. Abh. Math. CI. 1860;8:43–65.

[11] de Saint-Venant B. C. R. Acad. Sci. Paris. 1843;17.

[12] Stokes GG. Trans. Cambridge Philos. Soc. 1849;8:207–319.

[13] Wolibner W. Math. Z. 1933;37:698–726.

List of Contributors

Chapter 1

The Boltzmann Equation and Fluid Dynamics

C. Cercignani    Dipartimento di Matematica, Politecnico di Milano, Milano, Italy

1 Introduction

We say that a gas flow is rarefied when the so-called mean free-path of the gas molecules, i.e., the average distance covered by a molecule between to subsequent collisions, is not completely negligible with respect to a typical geometric length (the radius of curvature of the nose of a flying vehicle, the radius of a pipe, etc.). The most remarkable feature of rarefied flows is that the Navier–Stokes equations do not apply. One must then resort to the concepts of kinetic theory of gases and the Navier–Stokes equations must be replaced by the Boltzmann equation [43].

Thus the Boltzmann equation became a practical tool for the aerospace engineers, when they started to remark that flight in the upper atmosphere must face the problem of a decrease in the ambient density with increasing height. This density reduction would alleviate the aerodynamic forces and heat fluxes that a flying vehicle would have to withstand. However, for virtually all missions, the increase of altitude is accompanied by an increase in speed; thus it is not uncommon for spacecraft to experience its peak heating at considerable altitudes, such as, e.g., 70 km. When the density of a gas decreases, there is, of course, a reduction of the number of molecules in a given volume and, what is more important, an increase in the distance between two subsequent collisions of a given molecule, till one may well question the validity of the Euler and Navier–Stokes equations, which are usually introduced on the basis of a continuum model which does not take into account the molecular nature of a gas. It is to be remarked that, as we shall see, the use of those equations can also be based on the kinetic theory of gases, which justifies them as asymptotically useful models when the mean free path is negligible.

In the area of environmental problems, the Boltzmann equation is also required. Understanding and controlling the formation, motion, reactions and evolution of particles of varying composition and shapes, ranging from a diameter of the order of 0.001 μm to 50 μm, as well as their space-time distribution under gradients of concentration, pressure, temperature and the action of radiation, has grown in importance, because of the increasing awareness of the local and global problems related to the emission of particles from electric power plants, chemical plants, vehicles as well as of the role played by small particles in the formation of fog and clouds, in the release of radioactivity from nuclear reactor accidents, and in the problems arising from the exhaust streams of aerosol reactors, such as those used to produce optical fibers, catalysts, ceramics, silicon chips and carbon whiskers.

One cubic centimeter of atmospheric air at ground level contains approximately 2.5 × 10¹⁹ molecules. About a thousand of them may be charged (ions). A typical molecular diameter is 3 × 10−  10 m (3 × 10−  4 μm) and the average distance between the molecules is about ten times as much. The mean free path is of the order of 10−  8 m, or 10−  2 μm. In addition to molecules and ions one cubic centimeter of air also contains a significant number of particles varying in size, as indicated above. In relatively clean air, the number of these particles can be 10⁵ or more, including pollen, bacteria, dust, and industrial emissions. They can be both beneficial and detrimental, and arise from a number of natural sources as well as from the activities of all living organisms, especially humans. The particles can have complex chemical compositions and shapes, and may even be toxic or radioactive.

A suspension of particles in a gas is known as an aerosol. Atmospheric aerosols are of global interest and have important impact on our lives. Aerosols are also of great interest in numerous scientific and engineering applications [175].

A third area of application of rarefied gas dynamics has emerged in the last quarter of the twentieth century. Small size machines, called micromachines, are being designed and built. Their typical sizes range from a few microns to a few millimiters. Rarefied flow phenomena that are more or less laboratory curiosities in machines of more usual size can form the basis of important systems in the micromechanical domain.

A further area of interest occurs in the vacuum industry. Although this area existed for a long time, the expense of the early computations with kinetic theory precluded applications of numerical methods. The latter could develop only in the context of the aerospace industry, because the big budgets required till recently were available only there.

The basic parameter measuring the degree of rarefaction of a gas is the Knudsen number (Kn), the ratio between the mean free path λ and another typical length. Of course, one can consider several Knudsen numbers, based on different characteristic lengths, exactly as one does for the Reynolds number. Thus, in the flow past a body, there are two important macroscopic lengths: the local radius of curvature and the thickness of the viscous boundary layer δ, and one can consider Knudsen numbers based on either length. Usually the second one (Knδ = λ/δ), gives the most severe restriction to the use of Navier–Stokes equations in aerospace applications.

When Kn is larger than (say) 0.01, the presence of a thin layer near the wall, of thickness of the order λ (Knudsen layer), influences the viscous profile in a significant way.

This and other effects are of interest in both high altitude flight and aerosol science; in particular they are all met by a shuttle when returning to Earth. Another phenomenon of importance is the formation of shock waves, which are not discontinuity surfaces, but thin layers (the thickness is zero only if the Euler model is adopted).

When the mean free path increases, one witnesses a thickening of the shock waves, whose thickness is of the order of 6λ. The bow shock in front of a body merges with the viscous boundary layer; that is why this regime is sometimes called the merged layer regime by aerodynamicists. We shall use the other frequently used name of transition regime.

When Kn is large (few collisions), phenomena related to gas-surface interaction play an important role. They enter the theory in the form of boundary conditions for the Boltzmann equation. One distinguishes between free-molecule and nearly free-molecule regimes. In the first case the molecular collisions are completely negligible, while in the second they can be treated as a perturbation.

2 The basic molecular model

According to kinetic theory, a gas in normal conditions (no chemical reactions, no ionization phenomena, etc.) is formed of elastic molecules rushing hither and thither at high speed, colliding and rebounding according to the laws of elementary mechanics. Monatomic molecules of a gas are frequently assumed to be hard, elastic, and perfectly smooth spheres. One can also consider these molecules to be centers of forces that move according to the laws of classical mechanics. More complex models are needed to describe polyatomic molecules.

The rules generating the dynamics of many spheres are easy to describe: thus, e.g., if no body forces, such as gravity, are assumed to act on the molecules, each of them will move in a straight line unless it happens to strike another molecule or a solid wall. The phenomena associated with this dynamics are not so simple, especially when the number of spheres is large. It turns out that this complication is always present when dealing with a gas, because the number of molecules usually considered is extremely large: there are about 2.7 ⋅ 10¹⁹ in a cubic centimeter of a gas at atmospheric pressure and a temperature of 0 °C.

Given the vast number of particles to be considered, it would of course be a hopeless task to attempt to describe the state of the gas by specifying the so-called microscopic state, i.e., the position and velocity of every individual sphere; we must have recourse to statistics. A description of this kind is made possible because in practice all that our typical observations can detect are changes in the macroscopic state of the gas, described by quantities such as density, bulk velocity, temperature, stresses, heat-flow, which are related to some suitable averages of quantities depending on the microscopic state.

3 The Boltzmann equation

The exact dynamics of N particles is a useful conceptual tool, but cannot in any way be used in practical calculations because it requires a huge number of real variables (of the order of 10²⁰). The basic tool is the one-particle probability density, or distribution function P(1)(x, ξ, t). The latter is a function of seven variables, i.e., the components of the two vectors x and ξ and time t.

Let us consider the meaning of P(1)(x, ξ, t); it gives the probability density of finding one fixed particle (say, the one labelled by 1) at a certain point (x, ξ) of the six-dimensional reduced phase space associated with the position and velocity of that molecule. In order to simplify the treatment, we shall for the moment assume that the molecules are hard spheres, whose center has position x, are related to those before the impact, ξ1 and ξ2, by


where n . Note that the relative velocity




i.e., undergoes a specular reflection at the impact. This means that if we split V at the point of impact into a normal component Vn, directed along n and a tangential component Vt (in the plane normal to n), then Vn changes sign and Vt, remains unchanged in a collision. We can also say that n bisects the directions of V and −V′ = − (ξ1 − ξ2).

Let us remark that, in the absence of collisions, P(1) would remain unchanged along the trajectory of a particle. Accordingly we must evaluate the effects of collisions on the time evolution of P(1). Note that the probability of occurrence of a collision is related to the probability of finding another molecule with a center at exactly one diameter from the center of the first one, whose distribution function is P(1). Thus, generally speaking, in order to write the evolution equation for P(1) we shall need another function, P(2), which gives the probability density of finding, at time t, the first molecule at x1 with velocity ξ1 and the second at x2 with velocity ξ2; obviously P(2) = P(2) (x1, x2, ξ1, ξ2, t). Hence P(1) satisfies an equation of the following form:


Here L dx1 dξ1 dt gives the expected number of particles with position between x1 and x1 + dx1 and velocity between ξ1 and ξ1 + dξ1 which disappear from these ranges of values because of a collision in the time interval between t and t + dt and G dx1 dξ1 dt gives the analogous number of particles entering the same range in the same time interval. The count of these numbers is easy, provided we use the trick of imagining particle 1 as a sphere at rest and endowed with twice the actual diameter σ and the other particles to be point masses with velocity (ξi ξ1) = Vi. In fact, each collision will send particle 1 out of the above range and the number of the collisions of particle 1 will be the number of expected collisions of any other particle with that sphere. Since there are exactly (N − 1) identical point masses and multiple collisions are disregarded, G = (N − 1) g and L = (N − 1)l, where the lower case letters indicate the contribution of a fixed particle, say particle 2. We shall then compute the effect of the collisions of particle 2 with particle 1. Let x2 be a point of the sphere such that the vector joining the center of the sphere with x2 is σn, where n is a unit vector. A cylinder with height |V n| dt (where we write just V for V2) and base area dS = σ² dn (where dn is the area of a surface element of the unit sphere about n) will contain the particles with velocity ξ2 hitting the base dS in the time interval (t, t + dt); its volume is σ² dn|V n| dt. Thus the number of collisions of particle 2 with particle 1 in the ranges (x1, x1 + dx1), (ξ1, ξ1 + dξ1), (x2, x2 + dx2), (ξ2, ξ2 + dξ2), (t, t + dt) occuring at points of dS is P(2)(x1, x2, ξ1, ξ2, t) dx1 dξ1 dξ2σ²dn|V2 ⋅ n| dt. If we want the number of collisions of particle 1 with 2, when the range of the former is fixed but the latter may have any velocity ξ2 and any position x2 on the sphere (i.e., any n), we integrate over the sphere and all the possible velocities of particle 2 to obtain:



is the hemisphere corresponding to V n < 0 (the particles are moving one toward the other before the collision). Thus we have the following result:



The calculation of the gain term G is exactly the same as the one for L, except for the fact that we have to integrate over the hemisphere B+, defined by V n > 0 (the particles are moving away one from the other after the collision). Thus we have:



We can now insert in Equation (3.4) the information that the probability density P(2) is continuous at a collision; in other words, although the velocities of the particles undergo the discontinuous change described by Equations (3.1), we can write:



For brevity, we write (in agreement with Equations (3.1)):



Inserting Equation (3.8) in Equation (3.5) we thus obtain:



which is a frequently used form. Sometimes n is changed into −n in order to have the same integration range as in L; the only change (in addition to the change in the range) is in the second argument of P(2), which becomes x1 − σn.

At this point we are ready to understand Boltzmann’s argument. N is a very large number and σ (expressed in common units, such as, e.g., centimeters) is very small; to fix the ideas, let us consider a box whose volume is 1 cm³ at room temperature and atmospheric pressure. Then N ≅ 10²⁰ and σ ≅ 10− 8 cm. Then (N − 1)σ² ≅ Νσ² ≅ 10⁴ cm² = 1 m² is a sizable quantity, while we can neglect the difference between x1 and x1 + σn. This means that the equation to be written can be rigorously valid only in the so called Boltzmann–Grad limit, when N → ∞, σ → 0 with Νσ² finite.

In addition, the collisions between two preselected particles are rather rare events. Thus two spheres that happen to collide can be thought to be two randomly chosen particles and it makes sense to assume that the probability density of finding the first molecule at x1 with velocity ξ1 and the second at x2 with velocity ξ2 the product of the probability density of finding the first molecule at x1 with velocity ξ1 times the probability density of finding the second molecule at x2 with velocity ξ2. If we accept this we can write (assumption of molecular chaos):



for two particles that are about to collide, or, letting σ = 0



Thus we can apply this recipe to the loss term (3.4) but not to the gain term in the form (3.5). It is possible, however, to apply Equation (3.12) (with ξ1, ξ2 in place of ξ1, ξ2.

If we accept all the simplifying assumptions made by Boltzmann, we obtain the following form for the gain and loss terms:





By inserting these expressions in Equation (3.6) we can write the Boltzmann equation in the following form:



We remark that the expressions for and ξ1 and ξ2 given in Equations (3.1) are by no means the only possible ones. In fact we might use a different unit vector ω, directed as V′, instead of n. Then Equations (3.1) is replaced by:


is the velocity of the center of mass. The relative velocity V satisfies


The recipes (3.13) and (3.14) can be justified at various levels of rigor [36,113,39,47].

We finally mention that we have for simplicity neglected any body force acting on the molecules, such as gravity. It is not hard to take them into account; if the force per unit mass acting on the molecules is denoted by X, then a term X ⋅ ∂P(1)/∂ξ1 must be added to the left-hand side of Equation (3.8).

4 Molecules different from hard spheres

In the previous section we have discussed the Boltzmann equation when the molecules are assumed to be identical hard spheres. There are several possible generalizations of this molecular model, the most obvious being the case of molecules which are identical point masses interacting with a central force, a good general model for monatomic gases. If the range of the force extends to infinity, there is a complication due to the fact that two molecules are always interacting and the analysis in terms of collisions is no longer possible. If, however, the gas is sufficiently dilute, we can take into account that the molecular interaction is negligible for distances larger than a certain σ (the molecular diameter) and assume that when two molecules are at a distance smaller than σ, then no other molecule is interacting with them and the binary collision analysis considered in the previous section can be applied. The only difference arises in the factor σ²|(ξ2 ξ1) ⋅ n| which turns out to be replaced by a function of V = |ξ2 ξ1| and the angle θ between n and V ([39,35,42]). Thus the Boltzmann equation for monatomic molecules takes on the following form:



where ε is the other angle which, together with θ, identifies the unit vector n. The function Β(θ, V) depends, of course, on the specific law of interaction between the molecules. In the case of hard spheres, of course



In spite of the fact that the force is cut at a finite range σ when writing the Boltzmann equation, infinite range forces are frequently used. This has the disadvantage of making the integral in Equation (4.1) rather hard to handle; in fact, one cannot split it into the difference of two terms (the loss and the gain), because each of them would be a divergent integral. This disadvantage is compensated in the case of power law forces, because one can separate the dependence on θ from the dependence upon V. In fact, one can show [39, 35] that, if the intermolecular force varies as the n-th inverse power of the distance, then



where β(θ) is a non-elementary function of θ (in the simplest cases it can be expressed by means of elliptic functions). In particular, for n = 5 one has the so-called Maxwell molecules, for which the dependence on V disappears.

Sometimes the artifice of cutting the grazing collisions corresponding to small values of |θ π/2| is used (angle cutoff). In this case one has both the advantage of being able to split the collision term and of preserving a relation of the form (4.3) for power-law potentials.

Since solving of the Boltzmann equation with actual cross sections is complicated, in many numerical simulations use is made of the so-called variable hard sphere model in which the diameter of the spheres is an inverse power law function of the relative speed V (see [43]).

Another important case is when we deal with a mixture rather than with a single gas. In this case we have n unknowns, if n is the number of the species, and n Boltzmann equations; in each of them there are n collision terms to describe the collision of a molecule with other molecules of all the possible species [43,39].

If the gas is polyatomic, then the gas molecules have other degrees of freedom in addition to the translation ones. This in principle requires using quantum mechanics, but one can devise useful and accurate models in the classical scheme as well. Frequently the internal energy Ei is the only additional variable that is needed; in which case one can think of the gas as of a mixture of species [43,39], each differing from the other because of the value of Ei. If the latter variable is discrete we obtain a strict analogy with a mixture; otherwise we have a continuum of species. We remark that in both cases, kinetic energy is not preserved by collisions, because internal energy also enters into the balance; this means that a molecule changes its species when colliding. This is the simplest example of a reacting collision, which may be generalized to actual chemical species when chemical reactions occur. The subject of mixture and polyatomic gases will be taken up again in Section 16.

5 Collision invariants

Before embarking in a discussion of the properties of the solutions of the Boltzmann equation we remark that the unknown of the latter is not always chosen to be a probability density as we have done so far; it may be multiplied by a suitable factor and transformed into an (expected) number density or an (expected) mass density (in phase space, of course). The only thing that changes is the factor in front of Equations (3.1) which is no longer N. In order to avoid any commitment to a special choice of that factor we replace ΝΒ(θ, Vand the unknown P by another letter, f (which is also the most commonly used letter to denote the one-particle distribution function, no matter what its normalization is). In addition, we replace the current velocity variable ξ1 simply by ξ and ξ2 by ξ*. Thus we rewrite Equation (4.1) in the following form:


where V = | ξ ξ*| The velocity arguments ξin f′ are of course given by Equations (3.1) (or (3.15)) with the suitable modification.

The right-hand side of Equation (5.1) contains a quadratic expression Q(f, f), given by:


This expression is called the collision integral or, simply, the collision term and the quadratic operator Q goes under the name of collision operator. In this section we study some elementary properties of Q. Actually it turns out that it is more convenient to study the slightly more general bilinear expression associated with Q(f, f), i.e.:



It is clear that when g = f, Equation (5.3) reduces to Equation (5.2) and


Our first aim is to indicate a basic property of the eightfold integral:



where f, g and ϕ are functions such that the indicated integrals exist and the order of integration does not matter. Simple manipulations (see [43,39,35]) give the following result:



This relation expresses a basic property of the collision term, which is frequently used. In particular, when g = f, Equation (5.6) reads



We now observe that the integral in Equation (5.6) is zero independent of the particular functions f and g, if


is valid almost everywhere in velocity space. Since the integral appearing in the left-hand side of Equation (5.7) is the rate of change of the average value of the function ϕ due to collisions, the functions satisfying Equation (5.8) are called collision invariants. It can be shown (see, e.g., [39]) that a continuous function ϕ has the property expressed by Equation (5.8) if and only if


where a and c are constant scalars and b a constant vector. The assumption of continuity can be considerably relaxed [5,40,6]. The functions ψ0 = 1, (ψ1, ψ2, ψ3) = ξ, ψ4 = | ξ |² are usually called the elementary collision invariants; they span the five-dimensional subspace of the collision invariants.

6 The Boltzmann inequality and the Maxwell distributions

In this section we investigate the existence of positive functions f which give a vanishing collision integral:



In order to solve this equation, we prove a preliminary result which plays an important role in the theory of the Boltzmann equation: if f is a nonnegative function such that log f Q(f, f) is integrable and the manipulations of the previous section hold when ϕ = log f, then the Boltzmann inequality:


holds; further, the equality sign applies if, and only if, log f is a collision invariant, or, equivalently:


To prove Equation (6.2) it is enough to use Equation (4.11) with ϕ = log f:



and Equation (6.2) follows thanks to the elementary inequality


Equation (6.5) becomes an equality if and only if y = z; thus the equality sign holds in Equation (6.2) if and only if:


applies almost everywhere. But, taking the logarithms of both sides of Equation (6.6), we find that ϕ = log f satisfies Equation (5.8) and is thus given by Equation (5.9). f = exp(ϕ) is then given by Equation (6.3).

We remark that in the latter equation c must be negative, since f must be integrable. If we let c = − β, b = 2βv (where v is another constant vector) Equation (6.3) can be rewritten as follows:


where A is a positive constant related to a, c, |b|² (β, v, A constitute a new set of constants). The function appearing in Equation (3.7) is the so called Maxwell distribution or Maxwellian. Frequently one considers Maxwellians with v = 0 (nondrifting Maxwellians), which can be obtained from drifting Maxwellians by a change of the origin in velocity space.

Let us return now to the problem of solving Equation (6.1). Multiplying both sides by log f gives Equation (6.2) with the equality sign. This implies that f is a Maxwellian, by the result which has just been proved. Suppose now that f is a Maxwellian; then f = exp (ϕ) where ϕ is a collision invariant and Equation (6.6) holds; Equation (6.1) then also holds. Thus there are functions which satisfy Equation (6.1) and they are all Maxwellians, Equation (6.7).

7 The macroscopic balance equations

In this section we compare the microscopic description supplied by kinetic theory with the macroscopic description supplied by continuum gas dynamics. For definiteness, in this section f will be assumed to be an expected mass density in phase space. In order to obtain a density, ρ = ρ(x, t), in ordinary space, we must integrate f with respect to ξ:


The bulk velocity v of the gas (e.g., the velocity of a wind), is the average of the molecular velocities ξ at a certain point x and time instant t; since f is proportional to the probability for a molecule to have a given velocity, v is given by


(the denominator is required even if f is taken to be a probability density in phase space, because we are considering a conditional probability, referring to the position x). Equation (7.2) can also be written as follows:


or, using components:


The bulk velocity v is what we can directly perceive of the molecular motion by means of macroscopic observations; it is zero for a gas in equilibrium in a box at rest. Each molecule has its own velocity ξ which can be decomposed into the sum of v and another velocity


called the random or peculiar velocity; c is clearly due to the deviations of ξ from v. It is also clear that the average of c is zero.

The quantity ρυi which appears in Equation (7.4) is the i-th component of the mass flow or, alternatively, of the momentum density of the gas. Other quantities of similar nature are: the momentum flow


the energy density per unit volume:


the energy flow:



Equation (7.6) shows that the momentum flow is described by the components of a symmetric tensor of second order. The defining integral can be re-expressed in terms of c and v. We have [43,39,35]:




plays the role of the stress tensor (because the microscopic momentum flow associated with it is equivalent to forces distributed on the boundary of any region of gas, according to the macroscopic description).

Similarly one has [43,39,35]:


where e is the internal energy per unit mass (associated with random motions) defined by:





where qi are the components of the heat-flow vector:


The decomposition in Equation (7.13) shows that the microscopic energy flow is a sum of a macroscopic flow of energy (both kinetic and internal), of the work (per unit area und unit time) done by stresses, and of the heat-flow.

In order to complete the connection, as a simple mathematical consequence of the Boltzmann equation, one can derive five differential relations satisfied by the macroscopic quantities introduced above; these relations describe the balance of mass, momentum and energy and have the same form as in continuum mechanics. To this end let us consider the Boltzmann equation


If we multiply both sides by one of the elementary collision invariants ψα (α = 0, 1, 2, 3, 4), defined in Section 4, and integrate with respect to ξ, we have, thanks to Equation (1.15) with g = f and ϕ = ψα:


and hence, if it is permitted to change the order by which we differentiate with respect to t and integrate with respect to ξ:



If we take successively α = 0, 1, 2, 3, 4 and use the definitions introduced above, we obtain






The considerations of this section apply to all the solutions of the Boltzmann equation. The definitions, however, can be applied to any positive function for which they make sense. In particular if we take f to be a Maxwellian in the form (5.7), we find that the constant vector v appearing there is actually the bulk velocity as defined in Equation (7.2) while β and A are related to the internal energy e and the density ρ in the following way:


, where δij is the so-called Kronecker delta (= 1 if i = j; = 0 if i j)), while the heat-flow vector is zero.

We end this section with the definition of pressure p in terms of f; p is nothing else than 1/3 of the spur or trace (i.e., the sum of the three diagonal terms) of pij and is thus given by:


If we compare this with the definition of the specific internal energy e, given in Equation (3.11), we obtain the relation:


, where R is the gas constant equal to the universal Boltzmann constant k divided by the molecular mass m. Thus:


8 The H-theorem

Let us consider a further application of the properties of the collision term Q(f, f) of the Boltzmann equation:


If we multiply both sides of this equation by log f and integrate with respect to ξ, we obtain:






Equation (8.2) differs from the balance equations considered in the previous section because the right-hand side, generally speaking, does not vanish. We know, however, that the Boltzmann inequality, Equation (5.2), implies:



Because of this inequality, Equation (8.2) plays an important role in the theory of the Boltzmann equation. We illustrate the role of Equation (8.6) in the case of space-homogeneous solutions. In this case the various quantities do not depend on x and Equation (8.2) reduces to


This implies the so-called His a decreasing quantity, unless f is zero). Remember now that in this case the densities ρ, ρv and ρe are constant in time; we can thus build a Maxwellian M which has, at any time, the same p, v and e as any solution f decreases unless f is a Maxwellian (i.e., f = M), it is tempting to conclude that f tends to M when t in Equation (8.7), for which [47] should be consulted. If the state of the gas is not space-homogeneous, the situation becomes more complicated. In this case it is convenient to introduce the quantity


where Ω is the space domain occupied by the gas (assumed here to be time-independent). Then Equation (8.2) implies


where n is the inward normal and dσ the surface element on ∂Ω. Clearly, several situations may arise (see [43] and [47] for a detailed discussion).

It should be clear that H has the properties of entropy (except for the sign); this identification is strengthened when we evaluate H in an equilibrium state (see [43,39, 35]) because it turns out to coincide with the expression of a perfect gas according to equilibrium thermodynamics, apart from a factor −R. A further check of this identification is given by an inequality satisfied by the right-hand side of Equation (8.9) when the gas is able to exchange energy with a solid wall bounding Ω (see Section 11 and [43,39,47]).

9 Model equations

When trying to solve the Boltzmann equation for practical problems, one of the major shortcomings is the complicated structure of the collision term, Equation (4.2). When one is not interested in fine details, it is possible to obtain reasonable results by replacing the collision integral by a so-called collision model, a simpler expression J(f) which retains only the qualitative and average properties of the collision term Q(f, f). The equation for the distribution function is then called a kinetic model or a model equation.

The most widely known collision model is usually called the Bhatnagar, Gross and Krook (BGK) model, although Welander proposed it independently at about the same time as the above mentioned authors [14,173]. It reads as follows:


where the collision frequency v is independent of ξ (but depends on the density ρ and the temperature T) and Φ denotes the local Maxwellian, i.e., the (unique) Maxwellian having the same density, bulk velocity and temperature as f:



Here ρ, v, T are chosen is such a way that for any collision invariant ψ we have


It is easily checked that, thanks to Equation (9.3):

(a) f and Φ have the same density, bulk velocity and temperature;

(b) J(f) satisfies conservation of mass, momentum and energy; i.e., for any collision invariant:


(c) J (f) satisfies the Boltzmann inequality


the equality sign holding if and only if, f is a Maxwellian.

It should be remarked that the nonlinearity of the BGK collision model, Equation (9.1), is much worse than the nonlinearity in Q(f, f); in fact the latter is simply quadratic in f, while the former contains f in both the numerator and denominator of an exponential, because v and T are functionals of f, defined by Equations (6.2) and (6.27).

The main advantage in the use of the BGK model is that for any given problem one can deduce integral equations for ρ, v, Τ, which can be solved with moderate effort on a computer. Another advantage of the BGK model is offered by its linearized form (see [43, 113, 35]).

The BGK model has the same basic properties as the Boltzmann collision integral, but has some shortcomings. Some of them can be avoided by suitable modifications, at the expense, however, of the simplicity of the model. A first modification can be introduced in order to allow the collision frequency v to depend on the molecular velocity, more precisely on the magnitude of the random velocity c (defined by Equation (6.5)), while requiring that Equation (9.4) still holds. All the basic properties, including Equation (9.5), are retained, but the density, velocity and temperature appearing in Φ are not the local ones of the gas, but some fictitious local parameters related to five functionals of f different from ρ, v, T; this follows from the fact that Equation (9.3) must now be replaced by



A different kind of correction to the BGK model is obtained when a complete agreement with the compressible Navier–Stokes equations is required for large values of the collision frequency. In fact the BGK model has only one parameter (at a fixed space point and time instant), i.e., the collision frequency v; the latter can be adjusted to give a correct value for either the viscosity μ or the heat conductivity κ, but not for both. This is shown by the fact that the Prandtl number Pr = μ/cpκ (where cp is the specific heat at constant pressure) turns out [39,35] to be unity for the BGK model, while it is about to 2/3 for a monatomic gas (according to both experimental data and the Boltzmann equation). In order to have a correct value for the Prandtl number, one is led [87,62] to replacing the local Maxwellian in Equation (9.1) by



where A is the inverse of the matrix



where I is the identity and p the stress matrix. If we let Pr = 1, we recover the BGK model.

Only recently [3] this model (called ellipsoidal statistical (ES) model) has been shown to possess the property expressed by Equation (9.5). Hence the H-theorem holds for the ES model.

Other models with different choices of Φ have been proposed [151,35] but they are not so interesting, except for linearized problems (see [43,39,35]).

Another model is the integro-differential model proposed by Lebowitz, Frisch and Helfand [114], which is similar to the Fokker–Planck equation used in the theory of Brownian motion. This model reads as follows:



where D is a function of the local density ρ and the local temperature T. If we take D proportional to the pressure p = ρRT, Equation (9.9) has the same kind of nonlinearity (i.e., quadratic) as the true Boltzmann equation.

The idea of kinetic models can be naturally extended to mixtures and polyatomic gases [151,127,81,43].

10 The linearized collision operator

On several occasions we shall meet the so-called linearized collision operator, related to the bilinear operator defined in Equation (5.3) by


where M is a Maxwellian distribution, usually with zero bulk velocity. When we want to emphasize the fact that we linearize with respect to a given Maxwellian, we write LM instead of just L.

A more explicit expression of Lh reads as follows



. Because of Equation (4.10) (with Mh in place of f, M in place of g and g in place of ϕ), we have the identity:



This relation expresses a basic property of the linearized collision term. In order to make it clear, let us introduce a bilinear expression, the scalar product in the Hilbert space of square summable functions of ξ endowed with a scalar product weighted with M:


where the bar denotes complex conjugation. Then in place of g) gives (thanks to the symmetry of the expression in the right-hand side of Equation (10.3) with respect to the interchange g h):




and the equality sign holds if and only if


i.e., if and only if h is a collision invariant.

Equations (10.5) and (10.6) indicate that the operator L is symmetric and non-positive in the aforementioned Hilbert space.

11 Boundary conditions

The Boltzmann equation must be accompanied by boundary conditions, which describe the interaction of the gas molecules with the solid walls. It is to this interaction that one can trace the origin of the drag and lift exerted by the gas on the body and the heat transfer between the gas and the solid boundary.

The study of gas-surface interaction may be regarded as a bridge between the kinetic theory of gases and solid state physics and is an area of research by itself. The difficulties of a theoretical investigation are due, mainly, to our lack of knowledge of the structure of surface layers of solid bodies and hence of the effective interaction potential of the gas molecules with the wall. When a molecule impinges upon a surface, it is adsorbed and may form chemical bonds, dissociate, become ionized or displace surface molecules. Its interaction with the solid surface depends on the surface finish, the cleanliness of the surface, its temperature, etc. It may also vary with time because of outgassing from the surface. Preliminary heating of a surface also promotes purification of the surface through emission of adsorbed molecules. In general, adsorbed layers may be present; in this case, the interaction of a given molecule with the surface may also depend on the distribution of molecules impinging on a surface element. For a more detailed discussion the reader should consult [39,110] and [41].

In general, a molecule striking a surface with a velocity ξ′ reemerges from it with a velocity ξ which is strictly determined only if the path of the molecule within the wall can be computed exactly. This computation is very hard, because it depends upon a great number of details, such as the locations and velocities of all the molecules of the wall and an accurate knowledge of the interaction potential. Hence it is more convenient to think in terms of a probability density R(ξξ; x, t; τ) that a molecule striking the surface with velocity between ξand ξ+ dξat the point x and time t will re-emerge at practically the same point with velocity between ξ and ξ + dξ after a time interval τ (adsorption or sitting time). If R is known, then we can easily write down the boundary condition for the distribution function f(x, ξ, t). To simplify the discussion, the surface will be assumed to be at rest. A simple argument ([43,39,35]) then gives:



The kernel R can be assumed to be independent of f under suitable conditions which we shall not detail here [39,110,41], If, in addition, the effective adsorption time is small compared to any characteristic time of interest in the evolution of f, we can let τ = 0 in the argument of f appearing in the right-hand side of Equation (3.4); in this case the latter becomes:






Equation (11.2) is, in particular, valid for steady problems.

Although the idea of a scattering kernel had appeared before, it is only at the end of 1960’s that a systematic study of the properties of this kernel appears in the scientific literature [35,110,41], In particular, the following properties were pointed out [36,35,110, 41,34,108,48,109,37]:

(1) Non-negativeness, i.e., R cannot take negative values:


and, as a consequence:


(2) Normalization, if permanent adsorption is excluded; i.e., R, as a probability density for the totality of events, must integrate to unity:


and, as a consequence:


(3) Reciprocity; this is a subtler property that follows from the circumstance that the microscopic dynamics is time reversible and the wall is assumed to be in a local equilibrium state, not significantly disturbed by the impinging molecule. It reads as follows:



and, as a consequence:



Here Mw is a (non-drifting) Maxwellian distribution having the temperature of the wall, which is uniquely identified apart from a factor.

We remark that the reciprocity and the normalization relations imply another property:

(3′) Preservation of equilibrium, i.e., the Maxwellian Mw must satisfy the boundary condition (11.1):



equivalent to:



In order to obtain Equation (11.10) it is sufficient to integrate Equation (11.8) with respect to ξand τ, taking into account Equation (11.6) (with − ξ and ξin place of ξand ξ, respectively). We remark that one frequently assumes Equation (11.10) (or (11.11)), without mentioning Equation (11.8) (or (11.9)); although this is enough for many purposes, reciprocity is very important when constructing mathematical models, because it places a strong restriction on the possible choices. A detailed discussion of the physical conditions under which reciprocity holds has been given by Bärwinkel and Schippers [10].

The basic information on gas-surface interaction, which should be in principle obtained from a detailed calculation based on a physical model, is summarized in a scattering kernel. The further reduction to a small set of accommodation coefficients can be advocated for practical purposes, provided this concept is firmly related to the scattering kernel (see [43, 39,47] for further details).

In view of the difficulty of computing the kernel R(ξξ) from a physical model of the wall, frequently one constructs a mathematical model in the form of a kernel R(ξξ) which satisfies the basic physical requirements expressed by Equations (11.5), (11.7), (11.9) and is not otherwise restricted except by the condition of not being too complicated.

One of the simplest kernels is



This is the kernel corresponding to Maxwell’s model [121], according to which a fraction (1 − α) of molecules undergoes a specular reflection, while the remaining fraction α is diffused with the Maxwellian distribution of the wall Mw. This is the only model for the scattering kernel that appeared in the literature before the late 1960’s. We refer to original papers and standard treatises for details on more recent models [110,41,34,108,48,109,37,10,121,135,91,100,112,99,68,174,38,54,53,22,43,39], among which the most popular in recent years has been the so-called Cercignani–Lampis (CL) model.

It is remarkable that, for any scattering kernel satisfying the three properties of normalization, positivity and preservation of equilibrium, a simple inequality holds. The latter was stated by Darrozès and Guiraud [70] who also sketched a proof. More details were given later [37,39]. It reads as follows



Equality holds if and only if f coincides with Mw (the wall Maxwellian) on ∂Ω (unless the kernel in Equation (11.2) is a delta function). We remark that if the gas does not slip upon the wall, the right-hand side of Equation (11.13) equals −qn/(RTw) where qn is the heat-flow along the normal, according to its definition given in Section 5. If the gas slips on the wall, then one must add the power of the stresses pn v to qnis the heat-flow in the solid at the interface, because the normal energy flow must be continuous through the wall and stresses have vanishing power in the solid, because the latter is at rest. If we identify the function H introduced in Section 8 with − η/R (where η is the entropy of the gas), the inequality in Equation (11.13) is exactly what one would expect from the Second Principle of thermodynamics.

12 The continuum limit

In this section we investigate the connection between the Navier–Stokes equations and the Boltzmann equation by using a method, which originated with Hilbert [85] and Enskog [74].

the microscopic space and time variables (those entering in the Boltzmann equation) and by (x, t) the macroscopic variables (those entering in the fluid dynamical description), we can study scalings of the following kind



where α is an exponent between 1 and 2. For α = 1, this is called the compressible scaling. If α > 1, we are looking at larger microscopic times. We now investigate the limiting behavior of solutions of the Boltzmann equation in this limit.

Notice first that the compressible Euler equations,



are invariant with respect to the scaling t → ε− 1t, x ε− 1x. Here, ei, denotes the unit vector in the i-th direction and p is related to p and e = 3RT/2 by the state equation for a perfect gas.

To investigate how these equations change under the scalings (12.1)–(12.2), let



where (p, v, T) solve the compressible Euler equations (12.3). We easily obtain






The scaling of the bulk velocity field vε in (12.4) is done in a dimensionally consistent way.

We expect that the continuum limit of the Boltzmann equation under the scaling (12.1)–(12.2) will be given by the asymptotic behavior