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www.cea.frwww.cea.fr
RADIATION WAVES IN
STOCHASTIC BINARY
MIXTURES
SEPTEMBER, 26TH 2014
9/23/2014 | PAGE 1WCMF’6 Santa Barbara | september 27th
2014
Jean-François Clouet
SUMMARY
Modelling radiation transport in non-homogenous medium
is an issue because direct simulations are questionable
This problem has strong connection with particle transport
in stochastic medium for which rigorous results can be
exhibited
Nevertheless, there is no well established model for the
full radiative transfer equations and we will propose a new
one.
9/23/2014 | PAGE 2WCMF 6 Santa Barbara | september 27th 2014
ICF MOTIVATION
The principle of Inertial Confinment Fusion is to implode a pellet containing DT fuel.
Whatever the driver for implosion, it leads to non-laminar hydrodynamical motion and
mixture between fuel and pusher occurs
Modelling radiation transport in this highly non-homogeneous medium is necessary
9/23/2014 | PAGE 3Santa Barbara | september 27th 2014
Pusher
Deuterium/Tritium fuelPellet
EXAMPLE OF HYDRODYNAMIC SIMULATION
9/23/2014 | PAGE 4Santa Barbara | september 27th 2014
Snapshots of hydro-dynamical simulation (density plots)
Fuel
Pusher Rayleigh-Taylor Instability
Non-linear growth
Turbulent-like behavior
Need for models for describing radiation transport in the mixture
EXPERIMENTAL EVIDENCE OF THE INFLUENCE OF
HETEROGENEITIES
In a series of experiments at Omega-facility, P.Keiter has demonstrated
the role of heterogenities in the speed of radiation waves
9/23/2014 | PAGE 5Santa Barbara | september 27th 2014
7,5 kJ Laser Energy Temperature
~2.5 Millions Kelvin
Gold Wall
Foam loaded withcalibrated gold particles
• The laser energy is converted into radiative energy by the gold wall
• The high temperature reached in the gold cavity initiates a radiation wave
• The speed of the wave through the foam can be measured
9/23/2014 | PAGE 6Santa Barbara | september 27th 2014
(P.Keiter and al,
Phys;Plasmas, 15 (2008))
Position of the radiation wave as a function of time for two distribution of particles
Size effect is demonstrated
The speed of the radiation
wave is
t
ctV
effσ∝)(
σeff is the effective opacity of
the mixture : the experiment
proves that is depend on the
size of particles
POMRANING-LEVERMORE MODEL
9/23/2014 | PAGE 7Santa Barbara | september 27th 2014
The Pomraning-Levermore model is very popular among physicist to explain this
effect. The simplest one relies on:
1. Modeling of transport in purely absorbing medium*
0))()(()( =−+ sBIssIds
dσ
I(s): radiative intensity
σ(s): opacity
s: curvilinear coordinate
B: equilibrium Planck function2. Markovian statistics for the binary mixture:
• Chord length are i.i.d. random variables
• Exponential distributions with length l1 and l2 is assumed
3. « Diffusion approximation »
with effective opacity [vanderhaegen 1988] )(~
1)()( s
ds
dBsBsI
σ−≈
1
0
)(~−
∞−
∫= dsesσσ
* There exists an extension of the model for scattering medium but it is not correct in the diffusion limit [larsen 2005]
9/23/2014 | PAGE 8Santa Barbara | september 27th 2014
Using renewal equations, this effective opacity can be computed:
)(1
~
21
21
σσσ
σσσσ
−++
+=
h
h
l
l
21
111
lllh
+=
This model is very convenient and easy to use: the influence
of size of particles on effective mean free path is explicit
The goal of this talk is:
• to apply multiscale analysis in random media to radiative
transport
• Study the connexion with Pomraning’s model
• Evaluate the importance of Markovian assumption
• Extend the model to take into account particles ablation
MATHEMATICAL MODELLING
9/23/2014 | PAGE 9Santa Barbara | september 27th 2014
Neglecting hydrodynamical motion, the radiation field I(x,Ω,ν,t) is solution of
04
)(.1
=
Ω−+∇Ω+∂ ∫ π
σd
IIxIIc
t
Radiation transport
Energy balance
T=T(x,t) is the temperature
νΩis the radiative energy
Bν(T) is the equilibrium Planck function
Next, we assume that T(x,t) is constant and neglect frequency dependance
∫∫ =Ω
−+∂
=+∇Ω+∂
04
)(),(
4
)(),(),(.
1
ddITcB
xTTC
TcBxTIxTII
c
tv
t
νπ
σ
πσσ
νν
ννν
[ ]πϕµ
ϕµ
ϕµ
µ
2;0],1;1[,
)(sin1
)(cos12
2 ∈−∈
−
−=Ω
PROBABILISTIC INTERPRETATION
9/23/2014 | PAGE 10Santa Barbara | september 27th 2014
This equation has a simple probabilistic interpretation which is suitable for Monte-
Carlo simulation of radiation transport
In infinite medium, with initial condition I0(x,Ω,ν)
2
0
on process jump)(
),(),,(
S
cdt
dX
XItxI
t
tt
tt
=Ω
Ω=
Ω=Ω
π
σ
4
d
)(
Ω
tXIntensity of jumps:
Distribution of jumps:
In binary mixtures, a natural assumption is to model the scattering coefficient σ(x) by
a random field :
σ(x)= σ1=1/λ1 in medium 1, volume fraction f1, characteristic length l1,
σ(x)= σ2=1/λ2 in medium 2 volume fraction f2, characteristic length l2
We are mainly interested in the case :
• L>>l1, l2 : small heterogeneities
• L>> λ2 : diffusion approximation valid in medium 2 at the macroscopic scale
• L ~ λ1 : transport behavior in medium 1 at the macroscopic scale
9/23/2014 | PAGE 11Santa Barbara | september 27th 2014
Introduce two parameters:
1
1
2
1
1
<<=
<<=
σ
σ
ε
q
L
l Small heterogeneities homogenization
High contrast ratio between the components
Diffusion approximation
Equation rewrites as
( ) ( ) 04
),(4
),(1
. 12 =Ω−+Ω−+∇Ω+∂ ∫∫ πωεσπωεσ νννdIIxdIIx
qIIt
With 0, →qε
We use classical representation of ergodic random fields with stationnary
measure P(dω)
Methods of pediodic homogenization apply )(),( ωτσωσ xx ≡
9/23/2014 | PAGE 12Santa Barbara | september 27th 2014
If ε<<q:
• Apply first homogenization theory with q~1
II →ε
( )1
1
2
2
04
.
σσσ
πσ
ff
dIIIIt
+=
=Ω−+∇Ω+∂ ∫
• Then use diffusion approximation of transport process Θ→ νν BI
∆Θ=Θ∂σ3
ct
This is the « atomic » mix limit:
• the size of heterogeneities is the
smallest lenght scale of the problem
• The medium is overall diffusive
9/23/2014 | PAGE 13Santa Barbara | september 27th 2014
The case ε ~q is the most interesting case. After time renormalization:
( ) ( ) 04
),(1
4),(
1. 12
2=Ω−+Ω−+
∇Ω+∂ ∫∫ π
ωε
σεπ
ωε
σεε
νν
dIIxdIIxIIt
We must perform homogenization and diffusion approximation at the same time:
we introduce the asymptotic expansion
...),,,(),,,(),,,(
),,,(),,,(
2210 +Ω+Ω+Ω=
Ω=Ω≡=
ωτεωτεωτ
ωτωτ
ε
ε
ε
ε
εε
yyy
xy
yx
txItxItxII
txItxII
And plug this expansion into the transport equation
9/23/2014 | PAGE 14Santa Barbara | september 27th 2014
This enables to prove Fredholm alternative for operator:
( )
0
2
)()(
4)()(.
=∂
∂=∇
Ω−+∇Ω≡ ∫
yyfy
f
dfffLf
ωτω
πωσω ν
1),(0 ∝Ω⇔= ωfLf
hLf = has a solution if and only if
And the solution writes as 0)(),( =ΩΩ∫ ωων dPdh
( ) cdthf yXtXy t+Ω=Ω=Ω=Ω ∫
∞
0
0
,),(),(0
ωτωτωτωτ
Need for a technical assumption similar to « finite horizon » hypothesis for
Sinai’s billard
( ) ( )surelyalmost ),,(),,(,,0
medium diffusive];[0),(,];[),,(
000
2
LytLytL
ctyymesxxctyymesytL
>ΩΩ∀∞<∃>∃
∩Ω+=>∩Ω+=Ω ωσ
It implies that no particle can escape to infinity without crossing diffusive medium
9/23/2014 | PAGE 15Santa Barbara | september 27th 2014
Leading order ε-2 ),(),,,(0 00txtxILI y Φ=Ω⇔= ωτ
Order ε-1
( )
),(.,),,,(
)4
)((.
0
0
0
11
11
txtxILI
dBLI
yXty
y
Φ∇=Ω=ΩΩ=Ω⇔Φ∇Ω−=
ΩΦ−Φ+Φ∇Ω−=
∫
∫∞
ωτωτωτ
πωτσ ν
Order 1, integrated with respect to stationary measure
Φ∇Ω∇Ω=Ω
∇Ω=Φ∂ ∫∫∞
...)(4
.0
0
1dtdP
dI tt ω
π
Where means that expectation is taken with respect to stationnary
measure of Markov process and random medium
9/23/2014 | PAGE 16Santa Barbara | september 27th 2014
Summary ),(),,,( txBtxI Φ→Ω νε
ν ω
Solution of the tensorial diffusion equation
( ) dtji
ij
t
t∫∞
ΩΩ=
Φ∇∇=Φ∂
0
0D
)D.(
This is an extension of previous result of [Bensoussan-Lions-Papanicolaou]:
• Periodic case stochastic case
• Mixture of diffusive/non diffusive medium link with billiard model
How is this result, which comes from asymptotic analysis, related to
Pomraning model?
[ ]πϕµ
ϕµ
ϕµ
µ
2;0],1;1[,
)(sin1
)(cos12
2 ∈−∈
−
−=Ω
9/23/2014 | PAGE 17Santa Barbara | september 27th 2014
Algorithm to compute the diffusion coefficient:
• Generate a random medium in a box of size L
• Solve the cell problem with periodic-boundary conditions
dxd
LD
dx
ji
ij
iiii
x
πχ
πχχσχ
4
1)(
4)(.
3
ΩΩ=
Ω=
Ω−+∇Ω
∫
∫
• Take the limit as ∞→L
This is as expensive as solving the full problem we need for simplified
formulas to evaluate the effective coefficients
9/23/2014 | PAGE 18Santa Barbara | september 27th 2014
Application to a stratified stochastic medium
Chord lengths (Lip) and (Lf
i) are independant random variables of given law.
In this case diffusion tensor take the form:
=
y
xD
σ
σ10
01
3
1
9/23/2014 | PAGE 19
Computation of σx
∫
∫
=
=
−+∇
−
2)(),()3(
2)()(
1 µωωµµχσ
µµχχωσωχµ
ddP
d
x
x
• Integrate with respect to dµ: ∫ =∇ 0µµχdx
This quantity is deterministic
• Multiply by µ and integrate with respect to dµ:
3
2)()()(2 =+∇ ∫∫ µωµχωσµωχµ ddx
• Integrate with respect to dP(ω):
∫
∫∫
=
=
)()(
3
1
2)(),()()(
ωωσσ
µωωµµχωωσ ν
dP
d
dPdP
x
9/23/2014 | PAGE 20Santa Barbara | september 27th 2014
Computation of σy µµχχωσωχµ =
−+∇ ∫ 2
)()(d
y
)()(
ωσ
µωχ =⇒
Because 0)( =∇ ωσy
1
2)(
)(
)(2)(
3
1−
== ∫
∫∫ωσ
ω
ωµ
ωσ
µσ
dP
dPd
y
This extends to transport equations classical results for homogenization of
diffusion equation is stratified medium:
• Effective opacity is the arithmetic average in x-direction
• Effective opacity is the harmonic average in y-direction
In one-dimensional medium, homogenization and diffusion approximation are
commuting:
• This is not true in general 3D medium
• This is not recovered by Pomraning model with scattering
9/23/2014 | PAGE 21Santa Barbara | september 27th 2014
For general 3D medium there is no longer a simple formula but we can prove
the following bound:
For isotropic random medium
33
1 0
)(
eff
∫∞
−
<=
dye
D
yσ
σ
In anisotropic medium : similar bounds for each component of the tensor D
This bound is exactly that of Pomraning model without scattering
9/23/2014 | PAGE 22Santa Barbara | september 27th 2014
The proof uses the probabilistic representation of diffusion coefficient:
∑
∫ ∑
>
+
∞
+
−+=
−==
0
100
2
0
100
)(
)(
0
i
iii
i
iiit
TTT
TTdtD
µµµ
µµµµTi: time of jumps for jump
process (µt, τXtω)
The first term is just
3
0
)(
∫∞
−dye
yσ
And the series writes as ∑∑≥>
+ −=−0
0
0
10 ()()(n
n
i
iii FFTT κκσµµ
(κn): sequence of places where process (µt) has a direction change
F(κ): centered random variable
∫∫∞
−
∫=
0
)(_1
1
0 2
)(
t
s ds
edtd
Fκτσ µµ
κ
9/23/2014 | PAGE 23Santa Barbara | september 27th 2014
0)(1
lim)()()(2
2
0
N
2
0
0
0 ≥+= ∑∑≥
∞→≥ n
n
n
n FN
FFF κκκκ
Using stationarity of Markov chain (κn) ijFFFF ijji ≥= − ,)()()()( 0 κκκκ
Hence:
And 0
2
0TD µ≥
This quantity can be computed given the chord-length distribution of the
random media.
For simplicity, we will assume isotropy of the stochastic binary mixture.
NUMERICAL SIMULATIONS
9/23/2014 | PAGE 24Santa Barbara | september 27th 2014
L2
L2
L2
L2 L1
L1
L1
A « natural » choice which correspond to P.Keiter’s experiment: overlapping
spheres of random radius (with distribution f(r)dr) whose centers constitute a
Poisson process
Each chord is a random variable: the sequence (L1)i(L2)i is a renewal process:
• chord length in background material is exponential
• chord length in overlapping spheres is not known analytically
If the spheres do not overlap the distribution in background is approximatively
exponential (Olson, jqsrt 2002) and inside spheres is
∫=max
2/
2)(
2)(
R
l
dssfr
lld
9/23/2014 | PAGE 25Santa Barbara | september 27th 2014
• A sample of the random medium is generated in a box of size L (large in front of
characteristic length scales)
• Numerical simulations are performed on the periodized geometry
• Effective opacity depends on the following parameters:
limitmix atomic in theopacity :
spheres ofdepth optical :
ratiocontrast :
fraction volume:,
2211
1
2
1
21
σσσ
σ
σ
σ
ff
r
ff
+=
),,,( 1
2
121eff rff σ
σ
σσσ Ψ=Dimensional analysis
Mean chord length is related to mean radius by
S
Vl 4= =4r/3 for constant
radius
9/23/2014 | PAGE 26Santa Barbara | september 27th 2014
Numerical simulations evidence the influence of optical depth of spheres
Eff
ective o
pacity
Volume fraction of spheres
Next step is to compare with the bound
)(1
~
21
21
σσσ
σσσσ
−++
+=
h
h
l
l
1
0
)(~−
∞−
∫= dsesσσ
9/23/2014 | PAGE 27Santa Barbara | september 27th 2014
Using renewal theory, Vanderhaegen (jqsrt 1988) has computed
for various chord length distributions and concluded that Markov assumption
(each chord length has exponential distribution) is a good approximation
)(1
~
21
21
σσσ
σσσσ
−++
+=
h
h
l
l
We have to relate mean chord length to radius distributions:2
3
3
44
r
r
S
Vl ==
σ
σ
σ
σ eff and ~
9/23/2014 | PAGE 28Santa Barbara | september 27th 2014
• Except when optical depth of spheres is of order 1, the bound is a good
approximation of effective opacity
• Since statistics of the random medium is not perfectly known, Levermore-
Pomraning Model is well adapted to practical situations
• It is quite surprising that diffusion approximation of a 1D purely absorbing
model compares well with a model with scattering in 3D geometry!
MODEL FOR RADIATION WAVES
9/23/2014 | PAGE 29Santa Barbara | september 27th 2014
The assumption of constant temperature is no longer valid
( )
( )( ) 0)()(
4)()(.
4
4
=Ω−+∂
=+∇Ω+∂
∫ dITxTx
TxIxII
t
t
εεεεε
εεεεφε
σγ
πσσ
Asymptotic analysis can be performed on a linearized version of the system: we
obtain weak convergence to a 3-temperature system
( ) ( )
( )( ) 0
0
3
1
4
2222
4
1111
eff
4
222
4
111
=−+∂
=−+∂
∆=−+−+∂
EaTT
EaTT
EaTEfaTEfE
t
t
t
σγ
σγ
σσσ
4
raTE =
LEVERMORE-POMRANING MODEL WITH
SCATTERING
9/23/2014 | PAGE 30Santa Barbara | september 27th 2014
21
2
2
1
1222222
1
1
2
2111111
2
2
III
IIdIIII
IIdIIII
xt
xt
+=
−+=+∂+∂
−+=+∂+∂
∫
∫
λλµ
µσσµ
λλµ
µσσµ
• This model is exact without scattering (renewal equations with exponential
distribution)
• Does not have the correct asymptotic behavior in 1D-diffusive medium
RENEWAL EQUATIONS
9/23/2014 | PAGE 31Santa Barbara | september 27th 2014
)0(ˆ)0(ˆ)()(
00
2211
0
22
0
11
2
0
)(
21
0
)(
1
0
)(
000
GfGfdxxGfdxxGf
IdxefIdxefdxed
xxx
dyydyydyy
+=+=
∈∫
+∈∫
=∫
=
∫∫
∫∫∫
∞∞
∞ −∞ −∞ − σσσ
(Laplace transforms)
Using conditional expectation with
respect to first chord length, we obtain
∫
∫
++−=
++−=
+−−
−
+−−
−
xx
lly
y
xx
lly
y
l
edy
l
eeyxGxG
l
edy
l
eeyxGxG
0 22
)1
(
2
12
0 11
)1
(
1
21
1)()(
1)()(
22
2
2
11
1
1
σ
σ
σ
σ
σ
σ
+
+
++=
+
+
++=
2
2
1
2
222
1
1
2
1
111
1
1)(ˆ)
1()(ˆ
1
1)(ˆ)
1()(ˆ
l
pGl
ppGl
l
pGl
ppGl
σσ
σσ
1D ASYMPTOTICS
9/23/2014 | PAGE 32Santa Barbara | september 27th 2014
02
112
=
−+∂+∂ ∫
µϕϕσσ
εϕµ
εϕ εεεε d
xt
02
11 ,,
2
,, =
−
+∂+∂ ∫
µϕϕσ
εϕµ
εϕ εεεε d
qx qqq
x
q
t
q
x
q
t
qx
ϕσ
ϕ ∂
∂=∂3
1
q
xx
q
t ϕσ
ϕ ∂=∂3
1
0→ε
0→ε
0→q 0→q
9/23/2014 | PAGE 33Santa Barbara | september 27th 2014
Switzer (Ann.Math.Stat, 1965) has given a construction of a 2D binary mixture with
markovian chord length distribution:
• Given a disk of radius R, choose n=(πR)/λ couples (θi,ρi) uniformly in [0, π]X(-
R,R)
• The n lines (x cos(θi)+y sin(θi)= ρi ) defines polygonal cells whose chord length
is exp(λ)
• Choose randomly the kind of material in each cell according to volume fraction
note that it is not possible to find a distribution of radii such that the chord
length distribution is exponential
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Département
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| PAGE 34
Santa Barbara | september 27th 2014