The model reduction of the Vlasov–Poisson–Fokker–Planck system to the Poisson–Nernst–Planck system via the Deep Neural Network Approach
ESAIM: Mathematical Modelling and Numerical Analysis , Tome 55 (2021) no. 5, pp. 1803-1846

The model reduction of a mesoscopic kinetic dynamics to a macroscopic continuum dynamics has been one of the fundamental questions in mathematical physics since Hilbert’s time. In this paper, we consider a diagram of the diffusion limit from the Vlasov–Poisson–Fokker–Planck (VPFP) system on a bounded interval with the specular reflection boundary condition to the Poisson–Nernst–Planck (PNP) system with the no-flux boundary condition. We provide a Deep Learning algorithm to simulate the VPFP system and the PNP system by computing the time-asymptotic behaviors of the solution and the physical quantities. We analyze the convergence of the neural network solution of the VPFP system to that of the PNP system via the Asymptotic-Preserving (AP) scheme. Also, we provide several theoretical evidence that the Deep Neural Network (DNN) solutions to the VPFP and the PNP systems converge to the a priori classical solutions of each system if the total loss function vanishes.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1051/m2an/2021038
Classification : 68T20, 35Q84, 35B40, 82C40
Keywords: Vlasov–Poisson–Fokker–Planck system, Poisson–Nernst–Planck system, diffusion limit, artificial neural network, asymptotic-preserving scheme
@article{M2AN_2021__55_5_1803_0,
     author = {Lee, Jae Yong and Jang, Jin Woo and Hwang, Hyung Ju},
     title = {The model reduction of the {Vlasov{\textendash}Poisson{\textendash}Fokker{\textendash}Planck} system to the {Poisson{\textendash}Nernst{\textendash}Planck} system \protect\emph{via} the {Deep} {Neural} {Network} {Approach}},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {1803--1846},
     year = {2021},
     publisher = {EDP-Sciences},
     volume = {55},
     number = {5},
     doi = {10.1051/m2an/2021038},
     mrnumber = {4313375},
     language = {en},
     url = {https://www.numdam.org/articles/10.1051/m2an/2021038/}
}
TY  - JOUR
AU  - Lee, Jae Yong
AU  - Jang, Jin Woo
AU  - Hwang, Hyung Ju
TI  - The model reduction of the Vlasov–Poisson–Fokker–Planck system to the Poisson–Nernst–Planck system via the Deep Neural Network Approach
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2021
SP  - 1803
EP  - 1846
VL  - 55
IS  - 5
PB  - EDP-Sciences
UR  - https://www.numdam.org/articles/10.1051/m2an/2021038/
DO  - 10.1051/m2an/2021038
LA  - en
ID  - M2AN_2021__55_5_1803_0
ER  - 
%0 Journal Article
%A Lee, Jae Yong
%A Jang, Jin Woo
%A Hwang, Hyung Ju
%T The model reduction of the Vlasov–Poisson–Fokker–Planck system to the Poisson–Nernst–Planck system via the Deep Neural Network Approach
%J ESAIM: Mathematical Modelling and Numerical Analysis 
%D 2021
%P 1803-1846
%V 55
%N 5
%I EDP-Sciences
%U https://www.numdam.org/articles/10.1051/m2an/2021038/
%R 10.1051/m2an/2021038
%G en
%F M2AN_2021__55_5_1803_0
Lee, Jae Yong; Jang, Jin Woo; Hwang, Hyung Ju. The model reduction of the Vlasov–Poisson–Fokker–Planck system to the Poisson–Nernst–Planck system via the Deep Neural Network Approach. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 55 (2021) no. 5, pp. 1803-1846. doi: 10.1051/m2an/2021038

[1] E. J. Allen and H. D. Victory Jr, A computational investigation of the random particle method for numerical solution of the kinetic Vlasov–Poisson–Fokker–Planck equations. Phys. A: Stat. Mech. App. 209 (1994) 318–346. | DOI

[2] C. Anitescu, E. Atroshchenko, N. Alajlan and T. Rabczuk, Artificial neural network methods for the solution of second order boundary value problems. Comput. Mater. Continua 59 (2019) 345–359. | DOI

[3] A. Arnold, J. A. Carrillo, I. Gamba and C.-W. Shu, Low and high field scaling limits for the Vlasov- and Wigner–Poisson–Fokker–Planck systems. In: Vol. 30 of The Sixteenth International Conference on Transport Theory, Part I (Atlanta, GA, 1999) (2001) 121–153. | MR | Zbl

[4] A. Arnold, P. Markowich and G. Toscani, On large time asymptotics for drift-diffusion-Poisson systems. In: Vol. 29 of Proceedings of the Fifth International Workshop on Mathematical Aspects of Fluid and Plasma Dynamics (Maui, HI, 1998) (2000) 571–581. | MR | Zbl

[5] A. G. Baydin, B. A. Pearlmutter, A. A. Radul and J.M. Siskind, Automatic differentiation in machine learning: a survey. J. Mach. Learn. Res. 18 (2017) 43. | MR

[6] Y. A. Berezin, V. N. Khudick and M. S. Pekker, Conservative finite-difference schemes for the Fokker-Planck equation not violating the law of an increasing entropy. J. Comput. Phys. 69 (1987) 163–174. | MR | Zbl | DOI

[7] P. Biler and J. Dolbeault, Long time behavior of solutions to Nernst–Planck and Debye–Hückel drift-diffusion systems. In: Vol. 1 of Annales Henri Poincaré. Springer (2000) 461–472. | MR | Zbl | DOI

[8] P. Biler, W. Hebisch and T. Nadzieja, The Debye system: existence and large time behavior of solutions. Nonlinear Anal. 23 (1994) 1189–1209. | MR | Zbl | DOI

[9] L. L. Bonilla and J. Soler, High-field limit of the Vlasov–Poisson–Fokker–Planck system: a comparison of differential perturbation methods. Math. Models Methods Appl. Sci. 11 (2001) 1457–1468. | MR | Zbl | DOI

[10] L. L. Bonilla, J. A. Carrillo and J. Soler, Asymptotic behavior of an initial-boundary value problem for the Vlasov–Poisson–Fokker–Planck system. SIAM J. Appl. Math. 57 (1997) 1343–1372. | MR | Zbl | DOI

[11] F. Bouchut, Existence and uniqueness of a global smooth solution for the Vlasov–Poisson–Fokker–Planck system in three dimensions. J. Funct. Anal. 111 (1993) 239–258. | MR | Zbl | DOI

[12] F. Bouchut and J. Dolbeault, On long time asymptotics of the Vlasov–Fokker–Planck equation and of the Vlasov–Poisson–Fokker–Planck system with Coulombic and Newtonian potentials. Differ. Integral Equ. 8 (1995) 487–514. | MR | Zbl

[13] C. Buet and S. Cordier, Conservative and entropy decaying numerical scheme for the isotropic Fokker–Planck–Landau equation. J. Comput. Phys. 145 (1998) 228–245. | MR | Zbl | DOI

[14] C. Buet and S. Cordier, Numerical analysis of conservative and entropy schemes for the Fokker–Planck–Landau equation. SIAM J. Numer. Anal. 36 (1999) 953–973. | MR | Zbl | DOI

[15] C. Buet, S. Cordier, P. Degond and M. Lemou, Fast algorithms for numerical, conservative, and entropy approximations of the Fokker–Planck–Landau equation. J. Comput. Phys. 133 (1997) 310–322. | MR | Zbl | DOI

[16] L. Caffarelli, J. Dolbeault, P. A. Markowich and C. Schmeiser, On Maxwellian equilibria of insulated semiconductors. Interfaces Free Bound. 2 (2000) 331–339. | MR | Zbl | DOI

[17] J. A. Carrillo, Global weak solutions for the initial-boundary-value problems to the Vlasov–Poisson–Fokker–Planck system. Math. Methods Appl. Sci. 21 (1998) 907–938. | MR | Zbl | DOI

[18] J. A. Carrillo, J. Soler and J. L. Vázquez, Asymptotic behaviour and self-similarity for the three-dimensional Vlasov–Poisson–Fokker–Planck system. J. Funct. Anal. 141 (1996) 99–132. | MR | Zbl | DOI

[19] L. Chacón, D. C. Barnes, D. A. Knoll and G. H. Miley, An implicit energy-conservative 2D Fokker-Planck algorithm. I. Difference scheme. J. Comput. Phys. 157 (2000) 618–653. | MR | Zbl | DOI

[20] N. Crouseilles and M. Lemou, An asymptotic preserving scheme based on a micro-macro decomposition for collisional Vlasov equations: diffusion and high-field scaling limits. Kinet. Relat. Models 4 (2011) 441–477. | MR | Zbl | DOI

[21] G. Cybenko, Approximation by superpositions of a sigmoidal function. Math. Control Signals Syst. 2 (1989) 303–314. | MR | Zbl | DOI

[22] P. Degond, Asymptotic-preserving schemes for fluid models of plasmas. In: Numerical Models for Fusion. Vol. 39/40 of Panor. Synthèses. Soc. Math. France, Paris (2013) 1–90. | MR | Zbl

[23] P. Degond and B. Lucquin-Desreux, An entropy scheme for the Fokker-Planck collision operator of plasma kinetic theory. Numer. Math. 68 (1994) 239–262. | MR | Zbl | DOI

[24] G. Dimarco and L. Pareschi, Exponential Runge-Kutta methods for stiff kinetic equations. SIAM J. Numer. Anal. 49 (2011) 2057–2077. | MR | Zbl | DOI

[25] G. Dimarco and L. Pareschi, Numerical methods for kinetic equations. Acta Numer. 23 (2014) 369–520. | MR | DOI

[26] J. Dolbeault, Stationary states in plasma physics: Maxwellian solutions of the Vlasov-Poisson system. Math. Models Methods Appl. Sci. 1 (1991) 183–208. | MR | Zbl | DOI

[27] J. Dolbeault, Free energy and solutions of the Vlasov–Poisson–Fokker–Planck system: external potential and confinement (large time behavior and steady states). J. Math. Pures Appl. 78 (1999) 121–157. | MR | Zbl | DOI

[28] S. S. Dragomir, Some Grönwall Type Inequalities and Applications. Nova Science Publishers Inc., Hauppauge, NY (2003). | MR | Zbl

[29] K. Dressler, Stationary solutions of the Vlasov–Fokker–Planck equation. Math. Methods Appl. Sci. 9 (1987) 169–176. | MR | Zbl | DOI

[30] N. El Ghani and N. Masmoudi, Diffusion limit of the Vlasov–Poisson–Fokker–Planck system. Commun. Math. Sci. 8 (2010) 463–479. | MR | Zbl | DOI

[31] F. Filbet and S. Jin, A class of asymptotic-preserving schemes for kinetic equations and related problems with stiff sources. J. Comput. Phys. 229 (2010) 7625–7648. | MR | Zbl | DOI

[32] F. Filbet and L. Pareschi, A numerical method for the accurate solution of the Fokker–Planck–Landau equation in the nonhomogeneous case. J. Comput. Phys. 179 (2002) 1–26. | MR | Zbl | DOI

[33] A. Flavell, M. Machen, B. Eisenberg, J. Kabre, C. Liu and X. Li, A conservative finite difference scheme for Poisson–Nernst–Planck equations. J. Comput. Electron. 13 (2014) 235–249. | DOI

[34] K.-I. Funahashi, On the approximate realization of continuous mappings by neural networks. Neural Networks 2 (1989) 183–192. | DOI

[35] H. Gajewski and K. Gröger, On the basic equations for carrier transport in semiconductors. J. Math. Anal. Appl. 113 (1986) 12–35. | MR | Zbl | DOI

[36] T. Goudon, Hydrodynamic limit for the Vlasov–Poisson–Fokker–Planck system: analysis of the two-dimensional case. Math. Models Methods Appl. Sci. 15 (2005) 737–752. | MR | Zbl | DOI

[37] T. Goudon, J. Nieto, F. Poupaud and J. Soler, Multidimensional high-field limit of the electrostatic Vlasov–Poisson–Fokker–Planck system. J. Differ. Equ. 213 (2005) 418–442. | MR | Zbl | DOI

[38] Y. Guo, H. J. Hwang, J. W. Jang and Z. Ouyang, The Landau equation with the specular reflection boundary condition. Arch. Ration. Mech. Anal. 236 (2020) 1389–1454. | MR | DOI

[39] J. Han, C. Ma, Z. Ma and E. Weinan, Uniformly accurate machine learning-based hydrodynamic models for kinetic equations. Proc. Natl. Acad. Sci. USA 116 (2019) 21983–21991. | MR | DOI

[40] K. J. Havlak and H. D. Victory Jr, The numerical analysis of random particle methods applied to Vlasov–Poisson–Fokker–Planck kinetic equations. SIAM J. Numer. Anal. 33 (1996) 291–317. | MR | Zbl | DOI

[41] M. Herda, On massless electron limit for a multispecies kinetic system with external magnetic field. J. Differ. Equ. 260 (2016) 7861–7891. | MR | DOI

[42] K. Hornik, Approximation capabilities of multilayer feedforward networks. Neural Networks 4 (1991) 251–257. | DOI

[43] K. Hornik, M. Stinchcombe and H. White, Multilayer feedforward networks are universal approximators. Neural Networks 2 (1989) 359–366. | DOI

[44] H. J. Hwang and J. Jang, On the Vlasov–Poisson–Fokker–Planck equation near Maxwellian. Discrete Contin. Dyn. Syst. Ser. B 18 (2013) 681–691. | MR | Zbl

[45] H. J. Hwang and J. Kim, The Vlasov–Poisson–Fokker–Planck equation in an interval with kinetic absorbing boundary conditions. Stochastic Process. Appl. 129 (2019) 240–282. | MR | DOI

[46] H. J. Hwang and D. Phan, On the Fokker-Planck equations with inflow boundary conditions. Quart. Appl. Math. 75 (2017) 287–308. | MR | DOI

[47] H. J. Hwang, J. Jang and J. J. L. Velázquez, The Fokker-Planck equation with absorbing boundary conditions. Arch. Ration. Mech. Anal. 214 (2014) 183–233. | MR | Zbl | DOI

[48] H. J. Hwang, J. Jang and J. Jung, On the kinetic Fokker-Planck equation in a half-space with absorbing barriers. Indiana Univ. Math. J. 64 (2015) 1767–1804. | MR | DOI

[49] H. J. Hwang, J. Jang and J. Jung, The Fokker-Planck equation with absorbing boundary conditions in bounded domains. SIAM J. Math. Anal. 50 (2018) 2194–2232. | MR | DOI

[50] H. J. Hwang, J. Jang and J. J. L. Velázquez, Nonuniqueness for the kinetic Fokker-Planck equation with inelastic boundary conditions. Arch. Ration. Mech. Anal. 231 (2019) 1309–1400. | MR | DOI

[51] H. J. Hwang, J. Jang and J. J. L. Velázquez, On the structure of the singular set for the kinetic Fokker-Planck equations in domains with boundaries. Quart. Appl. Math. 77 (2019) 19–70. | MR | DOI

[52] H. J. Hwang, J. W. Jang, H. Jo and J. Y. Lee, Trend to equilibrium for the kinetic Fokker-Planck equation via the neural network approach. J. Comput. Phys. 419 (2020) 109665. | MR | DOI

[53] Y. Hyon, B. Eisenberg and C. Liu, A mathematical model for the hard sphere repulsion in ionic solutions. Commun. Math. Sci. 9 (2011) 459–475. | MR | Zbl | DOI

[54] S. Jin, Efficient asymptotic-preserving (AP) schemes for some multiscale kinetic equations. SIAM J. Sci. Comput. 21 (1999) 441–454. | MR | Zbl | DOI

[55] S. Jin, Asymptotic preserving (AP) schemes for multiscale kinetic and hyperbolic equations: a review. Riv. Math. Univ. Parma (N.S.) 3 (2012) 177–216. | MR | Zbl

[56] S. Jin, L. Wang, An asymptotic preserving scheme for the Vlasov–Poisson–Fokker–Planck system in the high field regime. Acta Math. Sci. Ser. B (Engl. Ed.) 31 (2011) 2219–2232. | MR | Zbl

[57] S. Jin and B. Yan, A class of asymptotic-preserving schemes for the Fokker-Planck-Landau equation. J. Comput. Phys. 230 (2011) 6420–6437. | MR | Zbl | DOI

[58] H. Jo, H. Son, H. J. Hwang and E. H. Kim, Deep neural network approach to forward-inverse problems. Netw. Heterog. Media 15 (2020) 247–259. | MR | DOI

[59] I. E. Lagaris, A. Likas and D. I. Fotiadis, Artificial neural networks for solving ordinary and partial differential equations. IEEE Trans. Neural Networks 9 (1998) 987–1000. | DOI

[60] I. E. Lagaris, A. Likas and D. G. Papageorgiou, Neural-network methods for boundary value problems with irregular boundaries. IEEE Trans. Neural Networks 11 (2000) 1041–1049. | DOI

[61] X. Li, Simultaneous approximations of multivariate functions and their derivatives by neural networks with one hidden layer. Neurocomputing 12 (1996) 327–343. | Zbl | DOI

[62] H. Liu and Z. Wang, A free energy satisfying finite difference method for Poisson–Nernst–Planck equations. J. Comput. Phys. 268 (2014) 363–376. | MR | DOI

[63] H. Liu and Z. Wang, A free energy satisfying discontinuous Galerkin method for one-dimensional Poisson–Nernst–Planck systems. J. Comput. Phys. 328 (2017) 413–437. | MR | DOI

[64] L. Lu, X. Meng, Z. Mao and G. E. Karniadakis, Deepxde: a deep learning library for solving differential equations. Preprint (2019). | arXiv | MR | Zbl

[65] W. S. Mcculloch and W. Pitts, A logical calculus of the ideas immanent in nervous activity. Bull. Math. Biophys. 5 (1943) 115–133. | MR | Zbl | DOI

[66] J. Nieto, F. Poupaud and J. Soler, High-field limit for the Vlasov–Poisson–Fokker–Planck system. Arch. Ration. Mech. Anal. 158 (2001) 29–59. | MR | Zbl | DOI

[67] L. Pareschi and G. Russo, Efficient asymptotic preserving deterministic methods for the Boltzmann equation, AVT-194 RTO AVT/VKI. In: Models and Computational Methods for Rarefied Flows. Lecture Series held at the von Karman Institute, Rhode St, Genese, Belgium (2011) 24–28.

[68] L. Pareschi, G. Russo and G. Toscani, Fast spectral methods for the Fokker–Planck–Landau collision operator. J. Comput. Phys. 165 (2000) 216–236. | MR | Zbl | DOI

[69] A. Paszke, S. Gross, S. Chintala, G. Chanan, E. Yang, Z. Devito, Z. Lin, A. Desmaison, L. Antiga and A. Lerer, Automatic differentiation in Pytorch (2017).

[70] F. Poupaud, Diffusion approximation of the linear semiconductor Boltzmann equation: analysis of boundary layers. Asymptotic Anal. 4 (1991) 293–317. | MR | Zbl | DOI

[71] F. Poupaud and J. Soler, Parabolic limit and stability of the Vlasov–Fokker–Planck system. Math. Models Methods Appl. Sci. 10 (2000) 1027–1045. | MR | Zbl | DOI

[72] M. Raissi, P. Perdikaris and G. E. Karniadakis, Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations. J. Comput. Phys. 378 (2019) 686–707. | MR | DOI

[73] G. Rein and J. Weckler, Generic global classical solutions of the Vlasov–Fokker–Planck–Poisson system in three dimensions. J. Differ. Equ. 99 (1992) 59–77. | MR | Zbl | DOI

[74] J. Schaeffer, Convergence of a difference scheme for the Vlasov–Poisson–Fokker–Planck system in one dimension. SIAM J. Numer. Anal. 35 (1998) 1149–1175. | MR | Zbl | DOI

[75] J. Sirignano and K. Spiliopoulos, DGM: a deep learning algorithm for solving partial differential equations. J. Comput. Phys. 375 (2018) 1339–1364. | MR | DOI

[76] T. Sokalski, P. Lingenfelter and A. Lewenstam, Numerical solution of the coupled Nernst-Planck and Poisson equations for liquid junction and ion selective membrane potentials. J. Phys. Chem. B 107 (2003) 2443–2452. | DOI

[77] J. Soler, Asymptotic behaviour for the Vlasov–Poisson–Foker–Planck system. In: Vol. 30 of Proceedings of the Second World Congress of Nonlinear Analysts, Part 8 (Athens, 1996) (1997) 5217–5228. | MR | Zbl

[78] H. D. Victory Jr and B. P. O’Dwyer, On classical solutions of Vlasov-Poisson Fokker–Planck systems. Indiana Univ. Math. J. 39 (1990) 105–156. | MR | Zbl | DOI

[79] G.-W. Wei, Q. Zheng, Z. Chen and K. Xia, Variational multiscale models for charge transport. SIAM Rev. 54 (2012) 699–754. | MR | Zbl | DOI

[80] S. Wollman and E. Ozizmir, Numerical approximation of the Vlasov–Poisson–Fokker–Planck system in one dimension. J. Comput. Phys. 202 (2005) 602–644. | MR | Zbl | DOI

[81] S. Wollman and E. Ozizmir, A deterministic particle method for the Vlasov–Fokker–Planck equation in one dimension. J. Comput. Appl. Math. 213 (2008) 316–365. | MR | Zbl | DOI

[82] S. Wollman and E. Ozizmir, Numerical approximation of the Vlasov–Poisson–Fokker–Planck system in two dimensions. J. Comput. Phys. 228 (2009) 6629–6669. | MR | Zbl | DOI

[83] H. Wu, T.-C. Lin and C. Liu, Diffusion limit of kinetic equations for multiple species charged particles. Arch. Ration. Mech. Anal. 215 (2015) 419–441. | MR | Zbl | DOI

Cité par Sources :