Title: Noise and error analysis and optimization in particle-based kinetic plasma simulations

Abstract

In this paper we analyze the noise in macro-particle methods used in plasma physics and fluid dynamics, leading to approaches for minimizing the total error, focusing on electrostatic models in one dimension. We begin by describing kernel density estimation for continuous values of the spatial variable x, expressing the kernel in a form in which its shape and width are represented separately. The covariance matrix of the noise in the density is computed, first for uniform true density. The bandwidth of the covariance matrix C(x,y) is related to the width of the kernel. A feature that stands out is the presence of constant negative terms in the elements of the covariance matrix both on and off-diagonal. These negative correlations are related to the fact that the total number of particles is fixed at each time step; they also lead to the property ∫C(x,y)dy = 0. We investigate the effect of these negative correlations on the electric field computed by Gauss's law, finding that the noise in the electric field is related to a process called the Ornstein-Uhlenbeck bridge, leading to a covariance matrix of the electric field with variance significantly reduced relative to that of a Brownian process. For non-constantmore » density, p(x), still with continuous x, we analyze the total error in the density estimation and discuss it in terms of bias-variance optimization (BVO). For some characteristic length l, determined by the density and its second derivative, and kernel width h, having too few particles within h leads to too much variance; for h that is large relative to l, there is too much smoothing of the density. The optimum between these two limits is found by BVO. For kernels of the same width, it is shown that this optimum (minimum) is weakly sensitive to the kernel shape. Next, we repeat the analysis for x discretized on a grid. In this case the charge deposition rule is determined by a particle shape. An important property to be respected in the discrete system is the exact preservation of total charge on the grid; this property is necessary to ensure that the electric field is equal at both ends, consistent with periodic boundary conditions. We find that if the particle shapes satisfy a partition of unity property, the particle charge deposited on the grid is conserved exactly. Further, if the particle shape is expressed as the convolution of a kernel with another kernel that satisfies the partition of unity, then the particle shape obeys the partition of unity. This property holds for kernels of arbitrary width, including widths that are not integer multiples of the grid spacing. Furthermore, we show results relaxing the approximations used to do BVO optimization analytically, by doing numerical computations of the total error as a function of the kernel width, on a grid in x. The comparison between numerical and analytical results shows good agreement over a range of particle shapes. We discuss the practical implications of our results, including the criteria for design and implementation of computationally efficient particle shapes that take advantage of the developed theory.« less

Authors:

Evstatiev, E. G. ^[1]; Finn, J. M. ^[2]; Shadwick, B. A. ^[3]; Hengartner, N.  ^[4]

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+ Show Author Affiliations

1. Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2. Tibbar Plasma Technologies, Los Alamos, NM (United States)
3. Univ. of Nebraska, Lincoln, NE (United States)
4. Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

Publication Date:

Wed May 05 00:00:00 EDT 2021

Research Org.:

Los Alamos National Laboratory (LANL), Los Alamos, NM (United States); Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

Sponsoring Org.:

USDOE National Nuclear Security Administration (NNSA); National Aeronautics and Space Administration (NASA); National Science Foundation (NSF); USDOE Laboratory Directed Research and Development (LDRD) Program

OSTI Identifier:

1783529

Alternate Identifier(s):

OSTI ID: 1815097; OSTI ID: 1828027

Report Number(s):

LA-UR-20-26648; SAND-2021-5417J
Journal ID: ISSN 0021-9991

Grant/Contract Number:  

89233218CNA000001; NA0003525; NNX15AK74A; PHY-1535678; AC52-06NA25396; 209240

Resource Type:

Accepted Manuscript

Journal Name:

Journal of Computational Physics

Additional Journal Information:

Journal Volume: 440; Journal ID: ISSN 0021-9991

Publisher:

Elsevier

Country of Publication:

United States

Language:

English

Subject:

70 PLASMA PHYSICS AND FUSION TECHNOLOGY; Particle-in-cell (PIC); noise; error; statistical analysis; bias-variance optimization; Ornstein-Uhlenbeck bridge; partition of unity; particle-in-cell (PIC)