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Particle in cell and particle mesh kinetic methods — Examples
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Areas of Elementary Plane Figures
- Banach-Space Differential Calculus and Banach Manifolds
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Codimension One Foliations, Secondary Classes and Characteristic Disk Foundations
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Norms and Realification
- Complexification, Realification and Real Structures
- Congruences, the Integers Modulo n and the Chinese Remainder Theorem
- Connectedness
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Darboux, L'Hôpital, and Taylor's Theorem
- Determinants of Matrices over a Commutative Ring
- Direct Matrix Factorisations: LU, Cholesky and QR
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Divisibility, Greatest Common Divisors and Bézout's Identity
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite Fourier Analysis and the Fast Fourier Transform
- Foundations of the Real Numbers for Analysis
- Fubini and Change of Variables
- Fundamental Trigonometric Identities
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Geometric numerical integration
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Hamiltonian Monte Carlo and leapfrog correction
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Lebesgue Measure on Euclidean Space
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- One-step ODE Consistency and Local Error
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Particle in cell and particle mesh kinetic methods
- Picard-Lindelöf and First-Order Ordinary Differential Equations
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Runge–Kutta Methods and Order
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Spectral collocation and Galerkin methods
- Strongly Continuous Semigroups and Hille Yosida
- Subspaces, Products, and Quotients
- Suprema and Infima
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- Symplectic Manifolds, Moser Stability, and Darboux–Weinstein Theory
- The Complex Exponential and Euler's Formula
- The Derivative and the Mean Value Theorems
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Exponential Function
- The Inverse and Implicit Function Theorems
- The Lebesgue Integral and the Convergence Theorems
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
The examples compute a one-particle periodic CIC deposition, its neutralized mean and adjoint potential pairing, and the derivative jump in a CIC weight at a grid crossing. A nonneutral source fails the periodic Poisson compatibility condition. A manufactured positive smooth density gives its regularized Fourier field and the explicit fixed- mesh bound. The cold two-stream entry fixes a reproducible finite initial state and parameters without claiming physical validation or a growth rate.
The high-frequency example uses the Fourier-collocation supplier to show that mode on five nodes aliases to mode ; it is separate from the main page's centered-difference PIC solve. The harmonic test is an abstract canonical diagnostic: its reversible symplectic leapfrog step changes the oscillator's exact Hamiltonian. It is not represented as a trajectory of the periodic electrostatic potential. The main page's semidiscrete conservation theorem remains specific to its separately defined variational force.
3 · Logical flowchart
4 · Definitions, theorems and proofs
None yet.
5 · Examples, counterexamples and false statements
A high Fourier mode aliases to a different periodic PIC grid force
Statement
On , take the smooth source and solve with zero mean. Its exact electric field is . On the five-node Fourier-collocation grid , the sampled source is exactly . The mean-zero collocation solution is , and the computed field is . At every grid node, . This is a spectral-sampling aliasing example; it is not the centered finite-difference operator defined on the main PIC page.
Facts & Assumptions
Given: The period , the mode , and the five-node periodic Fourier-collocation convention.
Periodic Fourier collocation grid and even-grid Nyquist convention: the nodes are and the odd- interpolant contains modes .
Periodic Fourier modes alias modulo the grid size: if , then at every node.
Periodic Fourier collocation differentiation matrix and Periodic Fourier collocation differentiates its interpolant exactly: the differentiation matrix differentiates the unique trigonometric interpolant exactly at its nodes.
Proof
Since , [F2] gives for each . Taking real parts yields , whose unique odd-grid interpolant is by [F1]. On the five-mode space , the collocation operator multiplies mode by , so its only zero mode is the constant. Therefore is the unique zero-mean collocation solution to these sampled data.
Direct differentiation gives and . Since , exact collocation differentiation [F3], applied twice to its interpolant, gives computed field . At each node, , so .
A periodic Poisson source without neutralization is incompatible
Statement
Take the one-dimensional periodic grid with and odd , one particle of charge , and any nonnegative normalized assignment shape. If the deposited density is sent directly to without subtracting the neutralizing background , then the equation has no solution.
Facts & Assumptions
Given: A periodic grid, a charge-one particle, normalized assignment weights, and the periodic centered Poisson operator.
Periodic uniform PIC grid and inner product: and is the periodic negative centered Laplacian.
Periodic centered-difference Poisson solvability and zero-mean gauge: every output of has zero mean, and its range is exactly the zero-mean subspace.
Periodic PIC deposition shape and gather operators: an admissible algebraic assignment shape has at every particle location.
Proof
The deposited source has total grid charge by [F3]. Since , its grid mean is .
By [F2], every solvable source for must have zero mean. Step 1.1 gives , so this unneutralized Poisson equation is incompatible. Subtracting the uniform background would instead make the source mean zero.
One-dimensional periodic CIC deposition and adjoint potential gather
Statement
Take , , , and one particle of charge at . Define the one-dimensional cloud-in-cell (CIC) weights by , where is the periodic distance. The only nonzero weights at are and . The deposited density before neutralization is , and subtracting the uniform background gives For every grid potential , the adjoint identity is
The diagram shows the local CIC stencil between nodes and ; indices on the full grid are understood modulo .
\begin{tikzpicture}[x=2cm,y=1cm,>=stealth,every node/.style={font=\small}] \draw[->] (-0.35,0) -- (2.35,0) node[right] {}; \foreach \j in {0,1,2} { \draw (\j,0.07) -- (\j,-0.07); \fill (\j,0) circle (1.4pt); \node[below=3pt] at (\j,-0.07) {node \j}; } \fill[red] (0.333,0.55) circle (1.6pt); \node[above] at (0.333,0.55) {}; \draw[dashed,red] (0.333,0.52) -- (0,0.04); \draw[dashed,red] (0.333,0.52) -- (1,0.04); \node[red,left] at (-0.05,0.45) {}; \node[red,right] at (0.95,0.45) {}; \draw[<->] (0,0.26) -- node[above] {} (1,0.26); \end{tikzpicture}
Facts & Assumptions
Given: The five-node periodic grid, a particle of charge at , the CIC weights, and the assignment/gather conventions.
Periodic PIC deposition conserves charge and satisfies Poisson compatibility: normalized assignment conserves total charge and the neutralized source has zero mean.
Periodic PIC deposition shape and gather operators: an algebraic assignment shape need only be nonnegative and sum to one; smoothness is an additional condition for the smooth fixed- branch.
Proof
Since , the two nonzero assigned densities are and . The background is , so the neutralized values are ; their sum is , hence their cell-weighted sum is zero.
For any point in a periodic cell , with its right endpoint interpreted modulo , the CIC formula gives and ; all other weights vanish. Both are nonnegative and sum to one. At a grid node this reduces to the single weight one. Hence the stated CIC family is a nonnegative normalized assignment shape.
The pre-neutralized cell-weighted sum is , verifying charge conservation directly; [F3] also applies because step 1.2 proves the shape partition. By [F4], the potential pairing equals . Since , the formula includes exactly the contribution of the uniform background.
Near node , the periodic distance formula gives for and for . The one-sided derivatives at the node are and , so the CIC weight is continuous but not differentiable at this grid crossing. Therefore CIC regularity alone does not supply the vector-field hypothesis of the RK4 error theorem; the page's time-error claim uses the separate smooth fixed- branch.
A stipulated cold two-stream periodic PIC experiment
Statement
Here is a fully specified cold two-stream input for the fixed- periodic grid model. Let , , , , , , and with steps to . For and , assign charge and mass and set Use the smooth assignment shape, neutralizing background, centered periodic Poisson solve, and exact-arithmetic update of Classical RK4 step for the fixed-grid regularized PIC particle ODE. The two beams are cold because each beam has one velocity value. This is a stipulated numerical experiment only: it asserts no growth rate, nonlinear saturation, or physical validation.
Facts & Assumptions
Given: The finite parameter tuple above, the two beam labels, and the fixed-regularization periodic PIC definitions.
Fixed-regularization periodic PIC pair kernel: the equal-weight particle system uses total charge , total mass , and the fixed smooth grid interaction kernel.
Periodic PIC deposition conserves charge and satisfies Poisson compatibility: normalized assignment deposits total charge , and subtracting gives a compatible zero-mean source.
Classical RK4 step for the fixed-grid regularized PIC particle ODE: the exact-arithmetic RK4 step evaluates the periodic PIC field at each stage and returns the updated particle state.
Proof
There are labels. Their positive charges sum to and their positive masses sum to . Within each fixed , every velocity equals , so the two populations are cold counter-streaming beams.
The stated positions are points of after reduction modulo , and is odd as required by the grid convention. At each of the finitely many RK4 stages, the smooth-shape deposition conserves charge ; subtracting the uniform background makes the source compatible by [F2]. By [F3], the exact finite Fourier Poisson solve therefore returns a potential at every stage, so this exact-arithmetic experiment is defined. No physical conclusion follows from this specification.
A manufactured smooth periodic density for the PIC grid-force estimate
Statement
Let , , , and let the probability measure have density For , the regularized neutralized source and zero-mean field are The gathered continuum target is . On any odd grid with spacing , the fixed- theorem gives where the constants are explicitly defined in Fixed-regularization periodic PIC force consistency on a smooth density. This tends to zero along odd at fixed .
Facts & Assumptions
Given: A positive smooth probability density on , fixed regularization , and the periodic PIC shape and Poisson solve.
Periodic PIC regularization gives a smooth compatible Poisson solution: in one dimension the regularization kernel has Fourier series .
Fixed-regularization periodic PIC force consistency on a smooth density: the fixed- grid-force error satisfies the stated bound and .
Proof
Since , the density is nonnegative and integrates to one. Convolving its constant and first Fourier modes with [F1] leaves the constant coefficient and multiplies the cosine coefficient by . Subtracting the neutralizing background gives the displayed source. Since , the unique zero-mean potential is , and differentiation yields the displayed . A second convolution multiplies its sine mode by , giving .
Apply [F2] to this smooth source on an odd grid. Since , the power equals , and , giving the displayed estimate. The upper bound is uniform in , and all fixed- derivative constants are finite by [F1]; both powers and tend to zero. No limit as is taken.
Leapfrog changes the energy of an exact harmonic test mode
Statement
As a scalar diagnostic, consider the separable harmonic Hamiltonian and one kick-drift-kick step with from . It returns The exact oscillator conserves . This abstract quadratic test is not claimed to be a trajectory of the periodic electrostatic potential from Matched variational Hamiltonian branch for periodic PIC; it shows why symplecticity or reversibility alone cannot imply exact preservation of an arbitrary Hamiltonian. On the separate PIC branch, Leapfrog geometry and finite-time order for the matched periodic PIC Hamiltonian proves its own reversible/symplectic and conditional order-two properties. The exact semidiscrete energy result there is The matched periodic PIC grid force is a gradient and its ODE conserves energy.
Facts & Assumptions
Given: , the kick-drift-kick convention, and the initial state .
One-step leapfrog map as force and drift shears: kick and drift shears are and , and leapfrog composes them as a half kick, full drift, half kick.
The matched periodic PIC grid force is a gradient and its ODE conserves energy: the exact semidiscrete PIC Hamiltonian flow conserves its continuous Hamiltonian; this is a separate model from the scalar test here.
Leapfrog geometry and finite-time order for the matched periodic PIC Hamiltonian: on the periodic PIC Hamiltonian, leapfrog is reversible and symplectic and has a conditional order-two error bound, with no discrete exact-energy claim.
Proof
The half kick gives . The drift gives . The final half kick gives .
For the oscillator, and , so . The kick and drift matrices for the test are Each has determinant one. Direct multiplication gives for every real matrix , where , so their composition is symplectic. The shears have inverses and ; reversing the palindromic composition with these inverses proves the step reversible. The exact Hamiltonian at the updated point is while . Their difference is . Therefore this reversible symplectic step does not preserve its Hamiltonian exactly. The separate PIC results [F2] and [F3] concern their own variational force and tube hypotheses and are not transferred to this scalar test.
Sources
- Jie Shen and Tao Tang, Spectral and High-Order Methods with Applications, Chapter 2
- R. W. Hockney and J. W. Eastwood, Computer Simulation Using Particles, Chapter 2
- A. Myers, P. Colella, and B. Van Straalen, A 4th-Order Particle-in-Cell Method with Phase-Space Remapping for the Vlasov–Poisson Equation, Section 2.2
- R. W. Hockney and J. W. Eastwood, Computer Simulation Using Particles, Sections 2-2-3 and 5-2
- R. W. Hockney and J. W. Eastwood, Computer Simulation Using Particles, Chapters 2 and 4
- A. Myers, P. Colella, and B. Van Straalen, A 4th-Order Particle-in-Cell Method with Phase-Space Remapping for the Vlasov–Poisson Equation, Section 2
- A. Myers, P. Colella, and B. Van Straalen, A 4th-Order Particle-in-Cell Method with Phase-Space Remapping for the Vlasov–Poisson Equation, Sections 2.1–2.2
- Benjamin Seibold, MIT 18.336 Lecture 5, Finite Difference Approximation
- Nikolaj Nordkvist and Poul G. Hjorth, Classical Mechanics and Symplectic Integration, §3.5
- R. W. Hockney and J. W. Eastwood, Computer Simulation Using Particles, Chapter 4