A Multiscale Particle Method for Mean Field Equations: The General Case

A multi-scale meshfree particle method for macroscopic mean field approximations of generalized interacting particle models is developed and investigated. The method is working in a uniform way for large and small interaction radii. The well resolved case for large interaction radius is treated, as well as underresolved situations with small values of the interaction radius. In the present work we extend the approach from [39] for porous media type limit equations to a more general case, including in particular hyperbolic limits. The method can be viewed as a numerical transition between a DEM-type method for microscopic interacting particle systems and a meshfree particle method for macroscopic equations. We discuss in detail the numerical performance of the scheme for various examples and the potential gain in computation time. The latter is shown to be particularly high for situations near the macroscopic limit. There are various applications of the method to problems involving mean field approximations in swarming, tra?c, pedestrian or granular fow simulation.

[1]  Marco Di Francesco,et al.  SEMIDISCRETIZATION AND LONG-TIME ASYMPTOTICS OF NONLINEAR DIFFUSION EQUATIONS , 2007 .

[2]  Axel Klar,et al.  Particle methods for pedestrian flow models: From microscopic to nonlocal continuum models , 2014 .

[3]  Tony W. H. Sheu,et al.  Development of an upwinding particle interaction kernel for simulating incompressible Navier‐Stokes equations , 2012 .

[4]  Sudarshan Tiwari,et al.  Modeling of two-phase flows with surface tension by finite pointset method (FPM) , 2007 .

[5]  P. Raviart,et al.  A particle method for first-order symmetric systems , 1987 .

[6]  B. Jourdain,et al.  Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations , 2006 .

[7]  Jesús Rosado,et al.  Asymptotic Flocking Dynamics for the Kinetic Cucker-Smale Model , 2010, SIAM J. Math. Anal..

[8]  D. Aronson,et al.  Regularity Propeties of Flows Through Porous Media , 1969 .

[9]  P. Degond,et al.  A Hierarchy of Heuristic-Based Models of Crowd Dynamics , 2013, 1304.1927.

[10]  Feimin Huang,et al.  Convergence to the Barenblatt Solution for the Compressible Euler Equations with Damping and Vacuum , 2005 .

[11]  Pierre Degond,et al.  Continuum limit of self-driven particles with orientation interaction , 2007, 0710.0293.

[12]  Sebastien Blandin,et al.  Well-posedness of a conservation law with non-local flux arising in traffic flow modeling , 2016, Numerische Mathematik.

[13]  G. Dilts MOVING-LEAST-SQUARES-PARTICLE HYDRODYNAMICS-I. CONSISTENCY AND STABILITY , 1999 .

[14]  J. A. Carrillo,et al.  Asymptotic L1-decay of solutions of the porous medium equation to self-similarity , 2000 .

[15]  Andrew J. Bernoff,et al.  Asymptotic Dynamics of Attractive-Repulsive Swarms , 2008, SIAM J. Appl. Dyn. Syst..

[16]  Marek Bodnar,et al.  Derivation of macroscopic equations for individual cell‐based models: a formal approach , 2005 .

[17]  Feimin Huang,et al.  L1 Convergence to the Barenblatt Solution for Compressible Euler Equations with Damping , 2011 .

[18]  H. Spohn Kinetic equations from Hamiltonian dynamics: Markovian limits , 1980 .

[19]  Onno Bokhove,et al.  From discrete particles to continuum fields near a boundary , 2011, 1108.5032.

[20]  H. Spohn Large Scale Dynamics of Interacting Particles , 1991 .

[21]  Sudarshan Tiwari,et al.  Finite pointset method for simulation of the liquid-liquid flow field in an extractor , 2008, Comput. Chem. Eng..

[22]  M. Schonbek,et al.  Convergence of solutions to nonlinear dispersive equations , 1982 .

[23]  R. Hughes The flow of human crowds , 2003 .

[24]  Kathrin Abendroth,et al.  Nonlinear Finite Elements For Continua And Structures , 2016 .

[25]  M. Rosini,et al.  Deterministic particle approximation of the Hughes model in one space dimension , 2016, 1602.06153.

[26]  C. W. Hirt,et al.  An Arbitrary Lagrangian-Eulerian Computing Method for All Flow Speeds , 1997 .

[27]  Jos'e A. Carrillo,et al.  A well-posedness theory in measures for some kinetic models of collective motion , 2009, 0907.3901.

[28]  R. Colombo,et al.  Nonlocal Crowd Dynamics Models for Several Populations , 2011, 1110.3596.

[29]  Alexandros Sopasakis,et al.  Stochastic Modeling and Simulation of Traffic Flow: Asymmetric Single Exclusion Process with Arrhenius look-ahead dynamics , 2006, SIAM J. Appl. Math..

[30]  J. Carrillo,et al.  Double milling in self-propelled swarms from kinetic theory , 2009 .

[31]  Z. Xin,et al.  The relaxation schemes for systems of conservation laws in arbitrary space dimensions , 1995 .

[32]  Ted Belytschko,et al.  A unified stability analysis of meshless particle methods , 2000 .

[33]  Chi-Wang Shu,et al.  Revisiting Hughes’ dynamic continuum model for pedestrian flow and the development of an efficient solution algorithm , 2009 .

[34]  Karl Oelschläger,et al.  Large systems of interacting particles and the porous medium equation , 1990 .

[35]  Sheila Scialanga,et al.  The Lighthill-Whitham- Richards traffic flow model with non-local velocity: analytical study and numerical results , 2015 .

[36]  W. Braun,et al.  The Vlasov dynamics and its fluctuations in the 1/N limit of interacting classical particles , 1977 .

[37]  Christian Schmeiser,et al.  Convergence of a Stochastic Particle Approximation for Measure Solutions of the 2D Keller-Segel System , 2011 .

[38]  J. Kuhnert,et al.  Finite Pointset Method Based on the Projection Method for Simulations of the Incompressible Navier-Stokes Equations , 2003 .

[39]  M. Pulvirenti,et al.  Propagation of chaos for Burgers' equation , 1983 .

[40]  A. Yu,et al.  Averaging method of granular materials. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.

[41]  C. Schmeiser,et al.  Stochastic Particle Approximation for Measure Valued Solutions of the 2D Keller-Segel System , 2009 .

[42]  R. Colombo,et al.  A CLASS OF NONLOCAL MODELS FOR PEDESTRIAN TRAFFIC , 2011, 1104.2985.

[43]  Alain-Sol Sznitman,et al.  A propagation of chaos result for Burgers' equation , 1986 .

[44]  D. Aronson,et al.  Regularity Properties of Flows Through Porous Media , 2008 .

[45]  Axel Klar,et al.  Modelling and simulations of macroscopic multi-group pedestrian flow , 2016 .

[46]  P. Markowich,et al.  On the Hughes' model for pedestrian flow: The one-dimensional case , 2011 .

[47]  Axel Klar,et al.  A particle-particle hybrid method for kinetic and continuum equations , 2009, J. Comput. Phys..

[48]  J. Monaghan,et al.  Smoothed particle hydrodynamics: Theory and application to non-spherical stars , 1977 .

[49]  Helbing,et al.  Social force model for pedestrian dynamics. , 1995, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[50]  Benjamin Jourdain,et al.  Diffusion Processes Associated with Nonlinear Evolution Equations for Signed Measures , 2000 .

[51]  Benjamin Seibold,et al.  An exactly conservative particle method for one dimensional scalar conservation laws , 2008, J. Comput. Phys..