2.1 Phase-space sampling and Phase space volume sampled by a marker

Suppose the phase space Z = (r,v) is described by general curvlinear coordinates (α,β,γ,vα,vβ,vγ). Given a probability density function P = P(α,β,γ,vα,vβ,vγ) that satisfies the following normalization condition

∫
  P dV = 1,
 Ω
(1)

where Ω is the phase space region of interest, dV is the phase-space volume element. In terms of the (α,β,γ,vα,vβ,vγ) coordinates, dV is given by dV = |𝒥r𝒥v|dαdβdγdvαdvβdvγ, where 𝒥r is the Jacobian of transformation from Cartesian space coordinates (x,y,z) to curvlinear coordinates (α,β,γ), and 𝒥v is the Jacobian of transformation from Cartesian velocity coordinates (vx,vy,vz) to curvlinear coordinates (vα,vβ,vγ). Using this, the normalization condition (1) is written as

∫

 ΩP |𝒥r 𝒥v|dαdβd γdvαdvβdvγ = 1.
(2)

Use this probability density function to sample the phase space region Ω with N markers, then the marker distribution function g is given by

g = N × P.
(3)

The definition of g implies that the number of markers within a small volume of phase-space dV is given by

dN  = gdV = g|𝒥r𝒥v |dαdβd γdvαdvβdvγ.
(4)

Therefore the average phase space volume occupied (or sampled) by a marker, V p, is written as

     dV    1
Vp ≡ dN-=  g.
(5)

In practical numerical implementation in a curvlinear coordinate system, I prefer to define Pand gby

P ′ = P|𝒥r𝒥v|,
(6)

and

 ′
g = g|𝒥r𝒥v |,
(7)

where I explicitly include the coordinates transform Jacobian in the definition of Pand g. Then equation (1) is written as

∫
   P′dαdβdγdv dv dv  = 1,
 Ω           α  β  γ
(8)

equation (3) is written as

g′ = N × P′,
(9)

and the number of particle within the phase-space element dαdβdγdvαdvβdvγ is given by

dN = g′dαdβdγdvαdvβdvγ
(10)

i.e., Pand gact respectively like a probability density function and distribution function in terms of variables (α,β,γ,vα,vβ,vγ) with the Jacobian equal to unity (i.e., α,β,β,vα,vβ,vγ act as Cartesian coordinates). The reason I do this is as follows. In many simulations, markers are required to be loaded directly in (α,β,γ,vα,vβ,vγ) coordinates, i.e., these coordinates are directly sampled. Then working in terms of Pand gis more intuitive to me. In terms of g, the average phase space volume occupied by a marker is now written as

     |𝒥 𝒥 |
Vp = -r′v-.
      g
(11)

The methods of generating random numbers satisfying a given probability density function are discussed in Sec. 7.

If we use Cartesian coordinates (x,y,z,vx,vy,vz) to describe the phase space, then it is obvious that 𝒥r = 1 and 𝒥v = 1.

2.1.1 Time evolution of phase-space volume occupied by a marker

Evaluate V p at the initial location of each marker and then assign this value, V pj0, to the corresponding marker, i.e.,

Vpj0 = ----1----= |𝒥r(rj0′)𝒥v(rj0,vj0)|,
      g(rj0,vj0)      g (rj0,vj0)
(12)

where rj0 and vj0 are the initial coordinates of the j th markers.

Further note that any particle distribution function g in any non-relativistic continuous electromagnetic field evolves as dg∕dt = 0, where d∕dt is the convective derivative in the phase space, i.e., the distribution function is constant along a characteristic line. Since V p = 1∕g, it follows that,

 d
--(Vpj) = 0,
dt
(13)

Therefore, V pj associated with a marker at later time is always equal to the volume initially assigned to it, i.e., V pj = V pj0. This is assumed in most collisionless PIC simulation codes and related to the issue of discrete particle noise. In practical simulation, we use finite number rather than infinite number of markers to represent the marker distribution function g. Due to this reason (the so-called discrete particle effect), dgnumerical∕dt is never exactly zero. We can examine how accurate dgnumerical∕dt 0 is by numerically count the number of markers ΔN in a small phase volume ΔV around a marker and examining the evolution of ΔN∕ΔV . Some choices of the initial state g(x,v,t = 0) can make dN∕ΔV )∕dt smaller and thus reduce the noise introduced by the discrete particle effect.