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# Transport coefficients of 𝑑-dimensional inelastic Maxwell models

## 1 Introduction

As is known, the Boltzmann equation for elastic hard spheres is in general very complicated to deal with, so that explicit results are usually restricted to small deviations from equilibrium . In order to explore a wider range of situations, the direct simulation Monte Carlo (DSMC) method  can be used as an efficient tool to solve numerically the Boltzmann equation. From a theoretically oriented point of view, another fruitful route consists of replacing the detailed Boltzmann collision operator by a simpler collision model, e.g. the BGK model , that otherwise retains the most relevant physical features of the true collision operator . Several exact solutions of the nonlinear BGK model kinetic equation  have proven to agree rather well with DSMC results for the Fourier flow , the uniform shear flow , the Couette flow  and the Poiseuille flow . In a third approach, the mathematical structure of the Boltzmann collision operator is retained, but the particles are assumed to interact via the repulsive Maxwell potential (inversely proportional to the fourth power of the distance) . For this interaction model, the collision rate is independent of the relative velocity of the colliding pair and this allows for a number of nice mathematical properties of the collision operator . Since many interesting transport properties (both linear and nonlinear), once properly nondimensionalized, are only weakly dependent on the interaction potential, exact results derived from the Boltzmann equation for elastic Maxwell molecules  are often useful for elastic hard spheres  and even Lennard-Jones particles . Quoting Ernst and Brito , one can say that “Maxwell molecules are for kinetic theory what harmonic oscillators are for quantum mechanics and dumb-bells for polymer physics.”

The prototype model for the description of granular media in the regime of rapid flow consists of an assembly of (smooth) inelastic hard spheres (IHS) with a constant coefficient of normal restitution $`\alpha `$ . In the low density limit spatial correlations can be neglected. If, in addition, the pre-collision velocities of two particles at contact are assumed to be uncorrelated (molecular chaos assumption), the velocity distribution function obeys the Boltzmann equation, modified to account for the inelasticity of collisions .

Needless to say, all the intricacies of the Boltzmann equation for elastic hard spheres are inherited and increased further by the Boltzmann equation for IHS, the latter introducing the coefficient of normal restitution $`0\alpha <1`$ in the collision rule. Therefore, it is not surprising that the three alternative approaches mentioned above for elastic collisions, namely the DSMC method, the model kinetic equation and the Maxwell model, have been extended to the case of inelastic collisions as well. As for the DSMC method, its extension from the original formulation for elastic collisions ($`\alpha =1`$)  to $`\alpha <1`$ is straightforward . The generalization of the familiar BGK model kinetic equation is less evident, but a physically meaningful proposal has recently been made . This model has proven to yield results in good agreement with DSMC data for the simple shear flow problem  and for the nonlinear Couette flow . Following the third route, the collision rate of a colliding pair of inelastic spheres, which is proportional to the magnitude of the relative velocity, is replaced by an average constant collision rate . The resulting collision operator shares some of the mathematical properties of that of elastic Maxwell molecules and so this model is referred to as pseudo-Maxwellian model  or, as will be done here, inelastic Maxwell model (IMM) . The Boltzmann equation for IMM has received a large amount of interest in the last few months .

The IMM is worth studying by itself as a toy model to exemplify the non-trivial influence of the inelastic character of collisions on the physical properties of the system. On the other hand, its practical usefulness is strongly tied to its capability of mimicking the relevant behaviour of IHS. A common property of the Boltzmann equation for IHS and IMM is that both have homogeneous solutions exhibiting high energy tails overpopulated with respect to the Maxwell–Boltzmann distribution. But this general qualitative agreement fails at a deeper level. More specifically, in the homogeneous cooling state the (reduced) velocity distribution function $`\stackrel{~}{f}(𝐜)`$, where $`𝐜`$ is the velocity relative to the thermal velocity, decays asymptotically as $`\mathrm{ln}\stackrel{~}{f}c`$ in the case of IHS  and as $`\mathrm{ln}\stackrel{~}{f}\mathrm{ln}c`$ in the case of IMM . Analogously, in the steady homogeneous state driven by a white noise forcing, the asymptotic behaviour is $`\mathrm{ln}\stackrel{~}{f}c^{3/2}`$ in the case of IHS , while $`\mathrm{ln}\stackrel{~}{f}c`$ for IMM . Of course, these discrepancies in the limit of large velocities do not preclude that the the IMM may characterize well the “bulk” of the velocity distribution of IHS, as measured by low degree moments. In a nonequilibrium gas, the physically most relevant moments (apart from the local number density $`n`$, flow velocity $`𝐮`$ and granular temperature $`T`$) are those associated with the fluxes of momentum and energy. If the gradients of $`n`$, $`𝐮`$ and $`T`$ are weak enough, the fluxes are linear combinations of the gradients, thus defining the transport coefficients (e.g. the shear viscosity and the thermal conductivity) as nonlinear functions of the coefficient of restitution. These transport coefficients have been obtained by an extension of the Chapman–Enskog method  from the Boltzmann equation for IHS . To the best of my knowledge, they have not been derived for IMM. The major aim of this paper is to carry out such a derivation and perform a detailed comparison between the transport coefficients for IMM and IHS.

The plan of the paper is as follows. In Sec. 2 the Boltzmann equation for IMM in $`d`$ dimensions is introduced. The model includes an average collision frequency $`\omega `$ that can be freely fitted to optimize the agreement with IHS. In the absence of any external forcing the energy balance equation contains a sink term due to the collisional energy dissipation. This term is represented by the cooling rate $`\zeta `$, that is proportional to the collision frequency $`\omega `$ and to the inelasticity parameter $`1\alpha ^2`$. The sink term can be compensated for by an opposite source term representing some sort of external driving. For concreteness, two types of driving are considered: a deterministic force proportional to the (peculiar) velocity (Gaussian thermostat) and a stochastic “kicking” force (white noise thermostat). The corresponding homogeneous solutions are analyzed in Sec. 3, where the fourth cumulant (or kurtosis) of the velocity distribution is exactly obtained, being insensitive to the choice of $`\omega `$. Comparison with the fourth cumulant of IHS shows significant deviations, especially in the case of the homogeneous cooling state (which is equivalent to the homogeneous steady state driven by the Gaussian thermostat). The Chapman–Enskog method is applied in Sec. 4 to get the transport coefficients of IMM in the undriven case, as well as in the presence of the Gaussian thermostat and the white noise thermostat. For undriven systems with $`d3`$, it is found that the thermal conductivity diverges at $`\alpha =(4d)/3d`$ and becomes negative for $`\alpha <(4d)/3d`$, irrespective of the choice of $`\omega `$. A critical comparison with the transport coefficients of IHS is carried out in Sec. 5. The free parameter $`\omega `$ is fixed by the criterion that the cooling rate of IMM be the same as that of IHS (in the local equilibrium approximation). The comparison shows that the IMM retains only the basic qualitative features of the $`\alpha `$–dependence of the IHS transport coefficients. The best agreement takes place in the case of the white noise thermostat, where the influence of the inelasticity on the values of the transport coefficients is rather weak. Quite surprisingly, the transport coefficients predicted by the much simpler BGK-like model  are in general much closer to the IHS ones than those obtained from the IMM. The paper ends in Sec. 6 with some concluding remarks.

## 2 Inelastic Maxwell models

The Boltzmann equation for inelastic Maxwell models (IMM)  can be obtained from the Boltzmann equation for inelastic hard spheres (IHS) by replacing the term $`|𝐠\widehat{𝝈}|`$ in the collision rate (where $`𝐠=𝐯_1𝐯_2`$ is the relative velocity of the colliding pair and $`\widehat{𝝈}`$ is the unit vector directed along the centres of the two colliding spheres) by an average value proportional to the thermal velocity $`v_0=\sqrt{2T/m}`$ (where $`T`$ is the granular temperature and $`m`$ is the mass of a particle). The resulting Boltzmann equation is

$`(_t+𝐯_1+)f(𝐫,𝐯_1;t)`$ $`=`$ $`{\displaystyle \frac{\omega (𝐫,t;\alpha )}{n(𝐫,t)\mathrm{\Omega }_d}}{\displaystyle \widehat{𝝈}𝐯_2\left(\alpha ^1\widehat{b}^11\right)}`$ (1)
$`\times f(𝐫,𝐯_1;t)f(𝐫,𝐯_2;t)`$
$``$ $`J[𝐫,𝐯_1;t|f],`$
where $`n`$ is the number density, $`\omega (\alpha )nT^{1/2}`$ is an effective collision frequency, $`\mathrm{\Omega }_d=2\pi ^{d/2}/\mathrm{\Gamma }(d/2)`$ is the total solid angle in $`d`$ dimensions, $`\alpha <1`$ is the coefficient of normal restitution, and $`\widehat{b}`$ is the operator transforming pre-collision velocities into post-collision ones:

$$\widehat{b}𝐯_{1,2}=𝐯_{1,2}\frac{1+\alpha }{2}(𝐠\widehat{𝝈})\widehat{𝝈}.$$
(2)
Equations (1) and (2) represent the simplest version of the model, since the collision rate is assumed to be independent of the relative orientation between the unit vectors $`\widehat{𝐠}`$ and $`\widehat{𝝈}`$ . In a more realistic version, the collision rate has the same dependence on the scalar product $`\widehat{𝐠}\widehat{𝝈}`$ as in the case of hard spheres. The corresponding Boltzmann equation can be proved to be equivalent to Eq. (1), except that the operator $`\widehat{b}`$ must be replaced by

$$\widehat{b}𝐯_{1,2}=\frac{1}{2}\left(𝐯_1+𝐯_2\right)\pm \frac{1\alpha }{4}𝐠\pm \frac{1+\alpha }{4}g\widehat{𝝈}.$$
(3)
Both versions of the model yield similar results in issues as delicate as the high energy tails . For the sake of simplicity, henceforth I will restrict myself to the version of the model corresponding to the conventional collision rule (2).

The collision frequency $`\omega (\alpha )`$ is a free parameter of the model. Its detailed $`\alpha `$–dependence can be determined by optimizing the agreement between the results derived from Eq. (1) and those derived from the original Boltzmann equation for IHS. Of course, the choice of $`\omega (\alpha )`$ is not unique and may depend on the property of interest.

In Eq. (1), $``$ is an operator representing the action of a possible external driving. This operator is assumed to preserve the local number and momentum densities, i.e.,

$$𝐯f(𝐫,𝐯;t)=𝐯𝐯f(𝐫,𝐯;t)=0.$$
(4)
On the other hand, in general the external driving gives rise to an energy source term

$$\gamma (𝐫,t)=\frac{m}{dn(𝐫,t)T(𝐫,t)}𝐯V^2f(𝐫,𝐯;t),$$
(5)
where

$$T(𝐫,t)=\frac{m}{dn(𝐫,t)}𝐯V^2f(𝐫,𝐯;t)$$
(6)
defines the granular temperature and $`𝐕=𝐯𝐮`$ is the peculiar velocity,

$$𝐮(𝐫,t)=\frac{m}{n(𝐫,t)}𝐯𝐯f(𝐫,𝐯;t)$$
(7)
being the flow velocity. A possible external driving corresponds to a deterministic nonconservative force of the form $`\frac{1}{2}m\gamma 𝐕`$ . It has been widely used to generate nonequilibrium steady states in the context of molecular fluids and can be justified by Gauss’s principle of least constraints . The operator $``$ describing this force is

$$f(𝐫,𝐯;t)=\frac{1}{2}\gamma (𝐫,t)\frac{}{𝐯}\left[𝐕f(𝐫,𝐯;t)\right].$$
(8)
The most commonly used type of driving for inelastic particles consists of a stochastic force in the form of Gaussian white noise . Its associated operator is

$$f(𝐫,𝐯;t)=\frac{\gamma (𝐫,t)T(𝐫,t)}{2m}\left(\frac{}{𝐯}\right)^2f(𝐫,𝐯;t).$$
(9)
The macroscopic balance equations for the local densities of mass, momentum and energy follow directly from Eq. (1) by taking velocity moments:

$$D_tn+n𝐮=0,$$
(10)
$$D_t𝐮+\frac{1}{mn}𝖯=\mathrm{𝟎},$$
(11)
$$D_tT+\frac{2}{dn}(𝐪+𝖯:𝐮)=(\zeta \gamma )T.$$
(12)
In these equations, $`D_t_t+𝐮`$ is the material time derivative,

$$𝖯(𝐫,t)=m𝐯\mathrm{𝐕𝐕}f(𝐫,𝐯;t)$$
(13)
is the pressure tensor,

$$𝐪(𝐫,t)=\frac{m}{2}𝐯V^2𝐕f(𝐫,𝐯;t)$$
(14)
is the heat flux, and

$$\zeta (𝐫,t)=\frac{m}{dn(𝐫,t)T(𝐫,t)}𝐯V^2J[𝐫,𝐯;t|f]$$
(15)
is the cooling rate. The energy balance equation (12) shows that the existence of a driving with the choice $`\gamma =\zeta `$ compensates for the cooling effect due to the inelasticity of collisions. In that case, the driving plays the role of a thermostat that makes the macroscopic balance equations (10)–(12) look like those of a conventional fluid of elastic particles. On the other hand, the transport coefficients entering in the constitutive equations are in general different from those of a gas of elastic particles and also depend on the type of thermostat used. In what follows, I will assume that either $`\gamma =0`$ (undriven system, $`=0`$) or $`\gamma =\zeta `$ in Eq. (8) (Gaussian thermostat) and Eq. (9) (white noise thermostat).

The balance equations (10)–(12) are generally valid, regardless of the details of the model for inelastic collisions. However, the influence of the collision model appears through the $`\alpha `$–dependence of the cooling rate. In the case of IMM, one can easily prove (cf. Appendix A) the following relationship between the collision frequency $`\omega `$ and the cooling rate $`\zeta `$:

$$\zeta (\alpha )=\frac{1\alpha ^2}{2d}\omega (\alpha ).$$
(16)
## 3 Homogeneous states

Before solving the inhomogeneous equation (1) by the Chapman–Enskog method, it is necessary to analyze the homogeneous solutions, especially their deviations with respect to the Maxwell–Boltzmann distribution as characterized by the fourth cumulant

$$a_2\frac{d}{d+2}\frac{v^4}{v^2^2}1,$$
(17)
where

$$v^k=\frac{1}{n}𝐯v^kf(𝐯).$$
(18)
### 3.1 Homogeneous cooling state. Gaussian thermostat

In the absence of any external driving ($`=0`$, $`\gamma =0`$), Eq. (12) for homogeneous states reduces to $`_tT=\zeta T`$. It is convenient to scale the velocities with respect to the thermal velocity $`v_0(t)=\sqrt{2T(t)/m}`$ and define the scaled quantities

$$\stackrel{~}{f}(𝐜,\tau )=n^1v_0^d(t)f(𝐯,t),𝐜=𝐯/v_0(t),\tau =\omega t.$$
(19)
Thus, Eq. (1) reduces to

$`\left(_\tau +{\displaystyle \frac{1\alpha ^2}{4d}}{\displaystyle \frac{}{𝐜_1}}𝐜_1\right)\stackrel{~}{f}(𝐜_1)`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{\Omega }_d}}{\displaystyle \widehat{𝝈}𝐜_2\left(\alpha ^1\widehat{b}^11\right)\stackrel{~}{f}(𝐜_1)\stackrel{~}{f}(𝐜_2)}`$ (20)
$``$ $`\stackrel{~}{J}[𝐜_1|\stackrel{~}{f}],`$
where use has been made of Eq. (16). It is interesting to remark that Eq. (20) coincides with the Boltzmann equation corresponding to a homogeneous steady state driven by the operator (8) with $`\gamma =\zeta `$ (Gaussian thermostat). In other words, the application of the Gaussian thermostat to a homogeneous system is equivalent to a rescaling of the velocities in the freely cooling case.

The so-called homogeneous cooling state (HCS) is characterized by a similarity solution in which all the time dependence of $`f`$ occurs through the scaled velocity $`𝐜`$, so that it corresponds to a stationary solution of Eq. (20). Such a solution exhibits an overpopulated high energy tail of the form $`\stackrel{~}{f}(𝐜)c^{da}`$ , where, in general, the exponent $`a`$ depends on the coefficient of restitution. On the other hand, the “bulk” properties of the velocity distribution function are associated with low degree moments. Of course, by normalization $`c^2=d/2`$. Thus, the first non-trivial moment is $`c^4`$. Let us multiply both sides of Eq. (20) by $`c_1^s`$ and integrate over $`𝐜_1`$ to get

$$_\tau c^s(1\alpha ^2)\frac{s}{4d}c^s=\mu _s𝐜_1c_1^s\stackrel{~}{J}[𝐜_1|\stackrel{~}{f}].$$
(21)
This hierarchy of moment equations can be solved sequentially and has been analyzed in detail by Ernst and Brito . For $`s=2`$ we get the identity $`\mu _2=(1\alpha ^2)/4`$, which is not but Eq. (16) in dimensionless form. The collisional moment $`\mu _4`$ is evaluated in Appendix A with the result

$`\mu _4`$ $`=`$ $`{\displaystyle \frac{1+\alpha }{32d(d+2)}}\{4c^4[3\alpha ^2(1\alpha )\alpha (17+4d)+3(3+4d)]`$ (22)
$`(1+\alpha )d(d+2)(4d16\alpha +3\alpha ^2)\}.`$
Inserting this into Eq. (21) with $`s=4`$ we get the evolution equation

$$_\tau c^4=(1+\alpha )^2\frac{4d7+3\alpha (2\alpha )}{8d(d+2)}\left[c^4\frac{d(d+2)}{4}\frac{4d13\alpha (2\alpha )}{4d7+3\alpha (2\alpha )}\right].$$
(23)
In the one-dimensional case ($`d=1`$), the fourth moment diverges as $`c^4\mathrm{exp}[\tau (1\alpha ^2)^2/8)]`$. This is consistent with the fact that in this case the exact stationary solution to Eq. (20) is $`\stackrel{~}{f}(𝐜)=(2^{3/2}/\pi )(1+2c^2)^2`$ . On the other hand, for $`d2`$ the moment $`c^4`$ relaxes to a well defined stationary value (HCS value) whose associated cumulant is

$$a_2=\frac{4}{d(d+2)}c^41=\frac{6(1\alpha )^2}{4d7+3\alpha (2\alpha )}.$$
(24)
This expression is exact for the IMM given by Eq. (1). In contrast, the cumulant $`a_2`$ for IHS in the HCS is not known exactly. Nevertheless, an excellent estimate is

$$a_2^{\text{IHS}}=\frac{16(1\alpha )(12\alpha ^2)}{9+24d\alpha (418d)+30\alpha ^2(1\alpha )}.$$
(25)
Figure 1 compares the result (24) for IMM with the estimate (25) for IHS. It can be observed that the HCS of IMM deviates from the Maxwell–Boltzmann distribution (which corresponds to $`a_2=0`$) much more than the HCS of IHS . This is consistent with the fact that the former models have a stronger overpopulated high energy tail , $`\stackrel{~}{f}(𝐜)c^{da}`$, than the latter , $`\stackrel{~}{f}(𝐜)\mathrm{}^{ac}`$.

### 3.2 White noise thermostat

Now we assume that the system is heated with the white noise thermostat represented by the operator (9) with $`\gamma =\zeta `$. Using again the scaled quantities (19), Eq. (1) becomes

$$\left[_\tau \frac{1\alpha ^2}{8d}\left(\frac{}{𝐜_1}\right)^2\right]\stackrel{~}{f}(𝐜_1)=\stackrel{~}{J}[𝐜_1|\stackrel{~}{f}].$$
(26)
Taking moments we get

$$_\tau c^s\frac{1\alpha ^2}{8d}s(s+d2)c^{s2}=\mu _s.$$
(27)
In particular, setting $`s=4`$,

$`_\tau c^4`$ $`=`$ $`(1+\alpha ){\displaystyle \frac{9+12d\alpha (17+4d)+3\alpha ^2(1\alpha )}{8d(d+2)}}`$ (28)
$`\times \left[c^4{\displaystyle \frac{d(d+2)}{4}}{\displaystyle \frac{(3\alpha )\left(4d+53\alpha (2+\alpha )\right)}{9+12d\alpha (17+4d)+3\alpha ^2(1\alpha )}}\right].`$
In the case of this thermostat, the moment $`c^4`$ relaxes to a steady state value for any dimensionality $`d`$. The corresponding exact expression for the fourth cumulant is

$$a_2=\frac{6(1\alpha )^2(1+\alpha )}{9+12d\alpha (17+4d)+3\alpha ^2(1\alpha )}.$$
(29)
The cumulant $`a_2`$ for IHS in the nonequilibrium steady state driven by a white noise thermostat can be estimated to be

$$a_2^{\text{IHS}}=\frac{16(1\alpha )(12\alpha ^2)}{73+56d3\alpha (35+8d)+30\alpha ^2(1\alpha )}.$$
(30)
Figure 2 shows that the differences between the values of $`a_2`$ for IMM and IHS are less dramatic than in the HCS. The behaviour observed in Fig 2 is in agreement with the high energy tails $`\stackrel{~}{f}(𝐜)\mathrm{}^{ac}`$ for IMM  and $`\stackrel{~}{f}(𝐜)\mathrm{}^{ac^{3/2}}`$ for IHS .

It is interesting to remark that, according to Eqs. (24) and (29), $`a_2(1\alpha )^2`$ for IMM in the small inelasticity limit , while $`a_2(1\alpha )`$ for IHS in the same limit .

## 4 Transport coefficients

The standard Chapman–Enskog method  can be generalized to inelastic collisions to obtain the dependence of the Navier–Stokes transport coefficients on the coefficient of restitution from the Boltzmann equation  and from the Enskog equation . Here the method will be applied to the Boltzmann equation (1) for IMM.

In the Chapman–Enskog method a factor $`ϵ`$ is assigned to every gradient operator and the distribution function is represented as a series in this formal “uniformity” parameter,

$$f=f^{(0)}+ϵf^{(1)}+ϵ^2f^{(2)}+\mathrm{}.$$
(31)
Use of this expansion in the definitions of the fluxes (13) and (14) and the cooling rate (15) gives the corresponding expansion for these quantities. Finally, use of these in the hydrodynamic equations (10)–(12) leads to an identification of the time derivatives of the fields as an expansion in the gradients,

$$_t=_t^{(0)}+ϵ_t^{(1)}+ϵ^2_t^{(2)}+\mathrm{}.$$
(32)
In particular, the macroscopic balance equations to zeroth order become

$$_t^{(0)}n=0,_t^{(0)}𝐮=\mathrm{𝟎},_t^{(0)}T=(\zeta \gamma )T.$$
(33)
Here we have taken into account that in the Boltzmann equation (1) the effective collision frequency $`\omega nT^{1/2}`$ is assumed to be a functional of $`f`$ only through the density $`n`$ and granular temperature $`T`$. Consequently, $`\omega ^{(0)}=\omega `$, $`\omega ^{(1)}=\omega ^{(2)}=\mathrm{}=0`$ and, using Eq. (16), $`\zeta ^{(0)}=\zeta `$, $`\zeta ^{(1)}=\zeta ^{(2)}=\mathrm{}=0`$. It must be noticed that, in the case of IHS, $`\zeta ^{(1)}=0`$ and $`\zeta ^{(2)}`$ is small .

To zeroth order in the gradients the kinetic equation (1) reads

$$\left(\frac{\zeta \gamma }{2}\frac{}{𝐕}𝐕+\right)f^{(0)}(𝐕)=J[𝐕|f^{(0)}],$$
(34)
where use has been made of the properties

$$_t^{(0)}f^{(0)}(𝐕)=(\zeta \gamma )T\frac{}{T}f^{(0)}(𝐕)=\frac{\zeta \gamma }{2}\frac{}{𝐕}𝐕f^{(0)}(𝐕),$$
(35)
the last equality following from the fact that the dependence of $`f^{(0)}`$ on the temperature is of the form $`f^{(0)}(𝐕)=nv_0^d\stackrel{~}{f}^{(0)}(𝐕/v_0)`$. In the undriven case ($`=0`$, $`\gamma =0`$), as well as in the case of the Gaussian thermostat (8) with $`\gamma =\zeta `$, Eq. (34) is equivalent to the homogeneous equation analyzed in Subsection 3.1. Therefore, $`f^{(0)}(𝐕)`$ is given by the stationary solution to Eq. (20), except that $`nn(𝐫,t)`$ and $`TT(𝐫,t)`$ are local quantities and $`𝐯𝐕=𝐯𝐮(𝐫,t)`$. Analogously, in the case of the white noise thermostat (9) with $`\gamma =\zeta `$ Eq. (34) is equivalent to the homogeneous equation analyzed in Subsection 3.2.

Since $`f^{(0)}`$ is isotropic, it follows that

$$𝖯^{(0)}=p𝖨,𝐪^{(0)}=\mathrm{𝟎},$$
(36)
where $`p=nT`$ is the hydrostatic pressure and $`𝖨`$ is the $`d\times d`$ unit tensor. Therefore, the macroscopic balance equations give

$$D_t^{(1)}n=n𝐮,D_t^{(1)}𝐮=\frac{p}{mn},D_t^{(1)}T=\frac{2T}{d}𝐮,$$
(37)
where $`D_t^{(1)}_t^{(1)}+𝐮`$. To first order in the gradients Eq. (1) leads to the following equation for $`f^{(1)}`$:

$$\left(_t^{(0)}++\right)f^{(1)}(𝐕)=\left(D_t^{(1)}+𝐕\right)f^{(0)}(𝐕),$$
(38)
where $``$ is the linearized collision operator

$`f^{(1)}(𝐕_1)`$ $`=`$ $`{\displaystyle \frac{\omega }{n\mathrm{\Omega }_d}}{\displaystyle \widehat{𝝈}𝐕_2\left(\alpha ^1\widehat{b}^11\right)}`$ (39)
$`\times \left[f^{(0)}(𝐕_1)f^{(1)}(𝐕_2)+f^{(0)}(𝐕_2)f^{(1)}(𝐕_1)\right].`$
The collisional integrals of $`\mathrm{𝐕𝐕}`$ and $`V^2𝐕`$ are evaluated in Appendix A. From the linearization of Eqs. (78) and (80) we have

$$m𝐕\mathrm{𝐕𝐕}f^{(1)}(𝐕)=\nu 𝖯^{(1)},$$
(40)
$$\frac{m}{2}𝐕V^2𝐕f^{(1)}(𝐕)=\left(\frac{d1}{d}\nu +\frac{d+2}{2d}\zeta \right)𝐪^{(1)},$$
(41)
where the collision frequency $`\nu `$ is

$$\nu \omega \frac{(1+\alpha )(d+1\alpha )}{d(d+2)}.$$
(42)
Using (37), the right-hand side of Eq. (38) can be written as

$$\left(D_t^{(1)}+𝐕\right)f^{(0)}(𝐕)=𝐀(𝐕)\mathrm{ln}T+𝐁(𝐕)\mathrm{ln}n+𝖢(𝐕):𝐮,$$
(43)
where

$$𝐀\frac{𝐕}{2}\frac{}{𝐕}\left(𝐕f^{(0)}\right)\frac{T}{m}\frac{}{𝐕}f^{(0)},$$
(44)
$$𝐁𝐕f^{(0)}\frac{T}{m}\frac{}{𝐕}f^{(0)},$$
(45)
$$C_{ij}\frac{}{V_i}\left(V_jf^{(0)}\right)\frac{1}{d}\delta _{ij}\frac{}{𝐕}\left(𝐕f^{(0)}\right).$$
(46)
Now we multiply both sides of Eq. (38) by $`mV_iV_j`$ and integrate over $`𝐕`$. The result is

$$(_t^{(0)}+\nu )P_{ij}^{(1)}+\mathrm{\Pi }_{ij}^{(1)}=p\mathrm{\Delta }_{ijkl}_ku_l,$$
(47)
where

$$\mathrm{\Pi }_{ij}^{(1)}m𝐕V_iV_jf^{(1)}(𝐕)$$
(48)
and

$$\mathrm{\Delta }_{ijkl}\delta _{ik}\delta _{jl}+\delta _{il}\delta _{jk}\frac{2}{d}\delta _{ij}\delta _{kl}.$$
(49)
Of course, $`\mathrm{\Pi }_{ij}^{(1)}=0`$ in the undriven case. For driven systems,

$$\mathrm{\Pi }_{ij}^{(1)}=\{\begin{array}{cc}\zeta P_{ij}^{(1)}\hfill & \text{(Gaussian thermostat)},\hfill \\ 0\hfill & \text{(white noise thermostat)}.\hfill \end{array}$$
(50)
The solution to Eq. (47) has the form

$$P_{ij}^{(1)}=\eta \mathrm{\Delta }_{ijkl}_ku_l,$$
(51)
where $`\eta `$ is the shear viscosity. By dimensional analysis, $`\eta T^{1/2}`$. Therefore,

$$_t^{(0)}𝖯^{(1)}=\frac{\zeta \gamma }{2}𝖯^{(1)}.$$
(52)
Consequently, Eq. (47) yields

$$\eta =p\{\begin{array}{cc}\left(\nu \frac{1}{2}\zeta \right)^1\hfill & \text{(undriven system)},\hfill \\ \left(\nu \zeta \right)^1\hfill & \text{(Gaussian thermostat)},\hfill \\ \nu ^1\hfill & \text{(white noise thermostat)}.\hfill \end{array}$$
(53)
Except for a possible $`\alpha `$–dependence of $`\nu `$ \[cf. Eq. (68) below\], the result $`\eta =p/\nu `$ in the case of the white noise thermostat is the same as for elastic particles. This allows us to interpret $`\nu ^1`$ as the effective mean free time associated with momentum transport. This formal equivalence between the shear viscosity of a fluid of elastic particles and that of a granular fluid driven by a white noise forcing is due to the fact that the latter forcing, while compensating for the inelastic cooling, does not contribute to the rate of change of the stress tensor. The Gaussian thermostat, on the other hand, yields a term $`\zeta 𝖯^{(1)}`$ and therefore tends to produce a temporal increase in the magnitude of the stress tensor, thus partially cancelling the dissipative term $`\nu 𝖯^{(1)}`$. As a consequence, the steady-state shear viscosity is enhanced, $`\eta =p/(\nu \zeta )`$. Finally, in the absence of any external driving, the state is unsteady and so the inelastic cooling is responsible for a smaller enhancement of the shear viscosity, $`\eta =p/(\nu \zeta /2)`$. It is worth noting that a structure similar to that of Eq. (53) is also present in the cases of the Boltzmann equation for IHS \[cf. Eq. (89)\] and the BGK-like kinetic model \[cf. Eq. (98)\].

Let us consider next the heat flux. Multiplying both sides of Eq. (38) by $`\frac{1}{2}mV^2𝐕`$ and integrating over $`𝐕`$ we get

$$\left(_t^{(0)}+\nu ^{}\right)𝐪^{(1)}+𝐐^{(1)}=\frac{d+2}{2}(1+2a_2)\frac{p}{m}T\frac{d+2}{2}a_2\frac{T^2}{m}n,$$
(54)
where

$$\nu ^{}\frac{d1}{d}\nu +\frac{d+2}{2d}\zeta =\frac{4(d1)+(8+d)(1\alpha )}{4d+4(1\alpha )}\nu $$
(55)
is an effective collision frequency associated with the thermal conductivity and

$$𝐐^{(1)}\frac{m}{2}𝐕V^2𝐕f^{(1)}(𝐕).$$
(56)
In the undriven case, $`𝐐^{(1)}=\mathrm{𝟎}`$. For the types of driving we are considering,

$$𝐐^{(1)}=\{\begin{array}{cc}\frac{3}{2}\zeta 𝐪^{(1)}\hfill & \text{(Gaussian thermostat)},\hfill \\ \mathrm{𝟎}\hfill & \text{(white noise thermostat)}.\hfill \end{array}$$
(57)
The heat flux has the structure

$$𝐪^{(1)}=\lambda T\mu n,$$
(58)
where $`\lambda `$ is the thermal conductivity and $`\mu `$ is a transport coefficient with no counterpart for elastic particles . Dimensional analysis shows that $`\lambda T^{1/2}`$ and $`\mu T^{3/2}`$. Consequently,

$`_t^{(0)}𝐪^{(1)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\zeta \gamma )\lambda T+{\displaystyle \frac{3}{2}}(\zeta \gamma )\mu n+\lambda (\zeta \gamma )T`$ (59)
$`=`$ $`(\zeta \gamma )\left[2\lambda T+\left({\displaystyle \frac{3}{2}}\mu +\lambda {\displaystyle \frac{T}{n}}\right)n\right],`$
where in the last step we have taken into account that $`\zeta ,\gamma nT^{1/2}`$. Inserting this equation into Eq. (54), we can identify the transport coefficients as

$$\lambda =\frac{p}{m}\frac{d+2}{2}\left(1+2a_2\right)\{\begin{array}{cc}\left(\nu ^{}2\zeta \right)^1\hfill & \text{(undriven system)},\hfill \\ \left(\nu ^{}\frac{3}{2}\zeta \right)^1\hfill & \text{(Gaussian thermostat)},\hfill \\ \nu _{}^{}{}_{}{}^{1}\hfill & \text{(white noise thermostat)},\hfill \end{array}$$
(60)
$$\mu =\frac{T}{n}\frac{\lambda }{1+2a_2}\{\begin{array}{cc}\left(\zeta +a_2\nu ^{}\right)\left(\nu ^{}\frac{3}{2}\zeta \right)^1\hfill & \text{(undriven system)},\hfill \\ a_2\hfill & \text{(Gaussian thermostat)},\hfill \\ a_2\hfill & \text{(white noise thermostat)}.\hfill \end{array}$$
(61)
In Eqs. (60) and (61), the cumulant $`a_2`$ is given by Eqs. (24) (undriven system and Gaussian thermostat) and (29) (white noise thermostat).

Using Eqs. (16) and (42), it can be seen that the thermal conductivity in the undriven case is $`\lambda (\alpha \alpha _0)^1`$, where $`\alpha _0=(4d)/3d`$. This implies that the coefficients $`\lambda `$ and $`\mu `$ exhibit an unphysical behaviour for $`d=2`$ and $`d=3`$ since they diverge at $`\alpha =\alpha _0`$ and become negative for $`0\alpha <\alpha _0`$. This singular behaviour is absent in the shear viscosity $`\eta `$ or in $`\lambda `$ and $`\mu `$ for thermostatted states because $`\nu >\zeta `$ for all $`\alpha `$ and $`d`$.

In order to have the full $`\alpha `$–dependence of the transport coefficients we need to fix the free parameter $`\omega (\alpha )`$. This point will be addressed in Section 5. On the other hand, the ratios between transport coefficients are independent of the criterion to choose $`\omega (\alpha )`$. Let us define a generalized Prandtl number (for $`d1`$)

$$R_\eta (\alpha )=\frac{\eta (\alpha )/\eta _0}{\lambda (\alpha )/\lambda _0},$$
(62)
where $`\eta _0`$ and $`\lambda _0`$ are the shear viscosity and thermal conductivity, respectively, in the elastic limit ($`\alpha =1`$). From Eqs. (53) and (60) we have

$$R_\eta (\alpha )=\frac{1}{1+2a_2}\{\begin{array}{cc}\frac{d(d4+3d\alpha )}{(d1)[3d+2+(d2)\alpha ]}\hfill & \text{(undriven system)},\hfill \\ 1\hfill & \text{(Gaussian thermostat)},\hfill \\ \frac{d[5d+4(d+8)\alpha ]}{4(d1)(d+1\alpha )}\hfill & \text{(white noise thermostat)}.\hfill \end{array}$$
(63)
Analogously, we can define the ratio

$$R_\mu (\alpha )=\frac{n\mu (\alpha )}{T\lambda (\alpha )}.$$
(64)
Thus,

$$R_\mu (\alpha )=\frac{1}{1+2a_2}\{\begin{array}{cc}\frac{d+2}{d1}\frac{1\alpha }{1+\alpha }+\frac{5d+4(d+8)\alpha }{2(d1)(1+\alpha )}a_2\hfill & \text{(undriven system)},\hfill \\ a_2\hfill & \text{(Gaussian thermostat)},\hfill \\ a_2\hfill & \text{(white noise thermostat)}.\hfill \end{array}$$
(65)
## 5 Comparison with the transport coefficients of inelastic hard spheres

The transport coefficients of IHS described by the Boltzmann equation have been derived both for undriven  and thermostatted  systems in the first Sonine approximation. For the sake of completeness, the expressions of the transport coefficients of IHS are listed in Appendix B.

Figures 3 and 4 compare the ratios $`R_\eta (\alpha )`$, Eq. (62), and $`R_\mu (\alpha )`$, Eq. (64), for IMM and IHS in the three-dimensional case. It is observed that, in general, the results for IMM describe qualitatively the $`\alpha `$–dependence of $`R_\eta `$ and $`R_\mu `$ for IHS. Thus, as the inelasticity increases, the generalized Prandtl number $`R_\eta `$ decreases in the absence of external forcing and increases in the case of the white noise thermostat. With the Gaussian thermostat, however, the discrepancies are important: $`R_\eta `$ increases with the inelasticity for IHS and decreases for IMM. As for the ratio $`R_\mu `$, which measures the new transport coefficient $`\mu `$ relative to the thermal conductivity, it rapidly increases in the unforced case, while it is very small in the driven cases. At a quantitative level, the IMM results exhibit important deviations from the IHS ones, especially in the undriven case, where $`R_\eta `$ for IMM becomes negative when $`\alpha <\alpha _0=\frac{1}{9}`$ and $`R_\mu `$ grows too rapidly. The situation in which the IMM ratios are the closest to the IHS ones corresponds to the system heated by a white noise thermostat.

Of course, the most interesting comparison refers to the three transport coefficients themselves, rather than to their ratios. In order to have explicit expressions for the transport coefficients of IMM, we now need a criterion to fix the free parameter $`\omega (\alpha )`$. The most natural choice to optimize the agreement with the IHS results is to guarantee that the cooling rate for IMM, Eq. (16), be the same as that for IHS. Strictly speaking, the cooling rate for IHS depends in general on the details of the nonequilibrium velocity distribution function, while the effective collision frequency $`\omega (\alpha )`$ in Eq. (1) is assumed to depend on $`f`$ only through the density and the granular temperature. Otherwise, the complete knowledge of $`\omega `$ would require to solve first the Boltzmann equation for IHS and then evaluate the cooling rate associated with such a solution, what is impractical. Therefore, here I take for $`\zeta `$ the cooling rate of IHS at local equilibrium, namely,

$$\zeta =\nu _0\frac{d+2}{4d}(1\alpha ^2),$$
(66)
where $`\nu _0`$ is given by Eq. (92). Making use of Eqs. (16) and (42), this is equivalent to

$$\omega =\nu _0\frac{d+2}{2},$$
(67)
$$\nu =\nu _0\frac{(1+\alpha )(d+1\alpha )}{2d}.$$
(68)
With this choice, Eqs. (53), (60) and (61) become, respectively,

$$\eta =\eta _0\frac{2d}{1+\alpha }\{\begin{array}{cc}4\left[3d+2+(d2)\alpha \right]^1\hfill & \text{(undriven system)},\hfill \\ \frac{2}{d}\left(1+\alpha \right)^1\hfill & \text{(Gaussian thermostat)},\hfill \\ \left(d+1\alpha \right)^1\hfill & \text{(white noise thermostat)},\hfill \end{array}$$
(69)
$$\lambda =\lambda _0\frac{8(d1)}{1+\alpha }(1+2a_2)\{\begin{array}{cc}\left(d4+3d\alpha \right)^1\hfill & \text{(undriven system)},\hfill \\ \frac{1}{2(d1)}\left(1+\alpha \right)^1\hfill & \text{(Gaussian thermostat)},\hfill \\ \left[5d+4(d+8)\alpha \right]^1\hfill & \text{(white noise thermostat)},\hfill \end{array}$$
(70)
$$\mu =\frac{T}{n}\lambda _0\frac{4}{(1+\alpha )^2}\{\begin{array}{cc}\frac{2(d+2)(1\alpha )}{d4+3d\alpha }+\frac{5d+4(d+8)\alpha }{d4+3d\alpha }a_2\hfill & \text{(undriven system)},\hfill \\ a_2\hfill & \text{(Gaussian thermostat)},\hfill \\ \frac{2(d1)(1+\alpha )}{5d+4(d+8)\alpha }a_2\hfill & \text{(white noise thermostat)},\hfill \end{array}$$
(71)
Figures 57 compare the three transport coefficients of IMM with those of IHS. For completeness, also the coefficients derived from a simple BGK-like model (see Appendix C) are included. Again, the qualitative behaviour of IHS is generally captured by the IMM. We observe that the shear viscosity increases with the inelasticity, the increase being more (less) important when the system is heated with a Gaussian (white noise) thermostat. The thermal conductivity increases with the inelasticity in a significant way in the undriven case, increases more moderately in the case of the Gaussian thermostat, and is almost constant in the case of the white noise thermostat. As for the transport coefficient $`\mu `$, it remains small in the thermostatted states, while it rapidly increases in the undriven state. All these trends are, however, strongly exaggerated by the IMM in the undriven case (where $`\lambda `$ and $`\mu `$ diverge at $`\alpha =\alpha _0=\frac{1}{9}`$) and, to a lesser extent, in the Gaussian thermostat case, especially for the coefficient $`\mu `$. On the other hand, the simple BGK-like model  summarized in Appendix C describes fairly well the $`\alpha `$–dependence of the three transport coefficients, being closer to the IHS results than the IMM predictions.

## 6 Concluding remarks

In the Boltzmann equation for inelastic Maxwell models (IMM), the collision rate of the underlying system of inelastic hard spheres (IHS) is replaced by an effective collision rate independent of the relative velocity of the colliding particles. Based on the experience in the case of elastic particles, one might reasonably think that this model, while making the collision operator mathematically more tractable, is able to capture the most important properties of IHS, at least those relatively insensitive to the domain of velocities much larger than the thermal velocity. In particular, one might expect the three transport coefficients (shear viscosity, thermal conductivity and the coefficient associated with the contribution of a density gradient to the heat flux) of IMM to possess a dependence on the coefficient of restitution similar to that of the transport coefficients of IHS. The results derived in this paper show, however, that this expectation does not hold true, except at a mild qualitative level, even if the IMM is made to reproduce the cooling rate of IHS. On the other hand, a model kinetic equation based on the well-known BGK model for elastic collisions presents a surprisingly good agreement with IHS, once the limitation of the BGK model to reproduce the correct Prandtl number of elastic particles is conveniently accounted for. A partial explanation of this paradox may lie in the fact that in the IMM a rough approximation (collision rate independent of the relative velocity) coexists with the remaining complexity of the detailed collision process. As a result, only a free parameter (essentially the cooling rate) is available to make contact with IHS. In the BGK-like model, however, the cooling rate and its dominant effect on the velocity distribution function is explicitly taken out; what remains of the Boltzmann collision operator is modelled by a conventional relaxation-time term reflecting the effects of collisions not directly associated with the energy dissipation. As a consequence, in addition to the cooling rate, the BGK-like model incorporates an effective (velocity-independent) collision frequency that increases the flexibility of the model in spite of its simplicity.

In conclusion, the IMM is interesting as a mathematical toy model to explore how a small degree of collisional inelasticity may have a strong influence on the physical properties of the system. For instance, the velocity moments in homogeneous states can be evaluated only approximately in IHS , while they can be exactly obtained in IMM ; the high energy tail is another example where rather detailed information can be obtained from the Boltzmann equation for IMM . On the other hand, if one is looking for a “shortcut” to know some of the properties of IHS, the use of the IMM requires a great deal of caution. First, the solution of the Boltzmann equation for IMM may still be a formidable task, except in some special cases. Second, the results derived from the IMM may not be sufficiently representative of the behaviour of IHS, as exemplified here in the case of the transport coefficients. From that point of view, it seems preferable to make use of the BGK-like model proposed in Ref. . For instance, this model has an exact solution for the nonlinear planar Couette flow (with combined momentum and energy transport) that compares quite well with DSMC data for IHS ; for this flow, however, the Boltzmann equation for IMM cannot be solved in a closed form, even in the elastic limit .

I am grateful to Dr. J.W. Dufty for insightful discussions about the subject of this paper and to Dr. V. Garzó for a critical reading of the manuscript. This work has been partially supported by the Ministerio de Ciencia y Tecnología (Spain) through grant No. BFM2001-0718.

## Appendix A Collisional moments

Let us consider the general collisional integral of the form

$$I[F]𝐯F(𝐯)J[𝐯|f].$$
(72)
By following standard steps, $`I[F]`$ can be written as

$$I[F]=\frac{\omega }{2n\mathrm{\Omega }_d}𝐯_1𝐯_2\widehat{𝝈}f(𝐯_1)f(𝐯_2)\left(\widehat{b}1\right)\left[F(𝐯_1)+F(𝐯_2)\right].$$
(73)
Now we particularize to $`F(𝐯)=\mathrm{𝐕𝐕}`$. From the collision rule (2) it follows that

$$\left(\widehat{b}1\right)(𝐕_1𝐕_1+𝐕_2𝐕_2)=\frac{1+\alpha }{2}(𝐠\widehat{𝝈})\left[(1+\alpha )(𝐠\widehat{𝝈})\widehat{𝝈}\widehat{𝝈}𝐠\widehat{𝝈}\widehat{𝝈}𝐠\right].$$
(74)
To perform the angular integrations we need the results

$$\widehat{𝝈}(𝐠\widehat{𝝈})^2\widehat{𝝈}\widehat{𝝈}=B_2\mathrm{𝐠𝐠}+\frac{B_1B_2}{d1}\left(g^2𝖨\mathrm{𝐠𝐠}\right),$$
(75)
$$\widehat{𝝈}(𝐠\widehat{𝝈})\widehat{𝝈}=B_1𝐠,$$
(76)
where

$$B_n\widehat{𝝈}(\widehat{𝐠}\widehat{𝝈})^{2n}=\mathrm{\Omega }_d\pi ^{1/2}\frac{\mathrm{\Gamma }(d/2)\mathrm{\Gamma }(n+1/2)}{\mathrm{\Gamma }(n+d/2)}$$
(77)
and $`𝖨`$ is the $`d\times d`$ unit tensor. Therefore,

$`I[\mathrm{𝐕𝐕}]`$ $`=`$ $`\omega {\displaystyle \frac{1+\alpha }{4nd}}{\displaystyle }𝐯_1{\displaystyle }𝐯_2f(𝐯_1)f(𝐯_2)[{\displaystyle \frac{1\alpha }{d}}g^2𝖨`$ (78)
$`+2{\displaystyle \frac{d+1\alpha }{d+2}}(\mathrm{𝐠𝐠}{\displaystyle \frac{1}{d}}g^2𝖨)]`$
$`=`$ $`\omega {\displaystyle \frac{1+\alpha }{2md}}\left[(1\alpha )p𝖨+2{\displaystyle \frac{d+1\alpha }{d+2}}\left(𝖯p𝖨\right)\right].`$
The cooling rate is $`\zeta =(m/dnT)I[V^2]`$, so taking the trace of Eq. (78) we get Eq. (16).

Next we particularize to $`F(𝐯)=V^2𝐕`$. The collision rule gives

$`\left(\widehat{b}1\right)(V_1^2𝐕_1+V_2^2𝐕_2)`$ $`=`$ $`\left({\displaystyle \frac{1+\alpha }{2}}\right)^2(𝐠\widehat{𝝈})^2(𝐕_1+𝐕_2)(𝖨+2\widehat{𝝈}\widehat{𝝈})`$ (79)
$`{\displaystyle \frac{1+\alpha }{2}}(𝐠\widehat{𝝈})(V_1^2𝖨+2𝐕_1𝐕_1`$
$`V_2^2𝖨2𝐕_2𝐕_2)\widehat{𝝈}.`$
After performing the angular integrations one has

$`I[V^2𝐕]`$ $`=`$ $`{\displaystyle \frac{\omega (1+\alpha )}{4nd}}{\displaystyle 𝐯_1𝐯_2f(𝐯_1)f(𝐯_2)}`$ (80)
$`\times \{{\displaystyle \frac{1+\alpha }{2(d+2)}}(𝐕_1+𝐕_2)[(d+4)g^2𝖨+4\mathrm{𝐠𝐠}]`$
$`𝐠(V_1^2𝖨+2𝐕_1𝐕_1V_2^2𝖨2𝐕_2𝐕_2)\}`$
$`=`$ $`{\displaystyle \frac{2\omega (1+\alpha )(d1)}{md(d+2)}}\left(1+{\displaystyle \frac{d+8}{d1}}{\displaystyle \frac{1\alpha }{4}}\right)𝐪.`$
Finally, let us evaluate the collisional moment $`\mu _4`$, where $`\mu _s`$ is defined by the last identity in Eq. (21), i.e.,

$$\mu _4=\frac{1}{2\mathrm{\Omega }_d}\widehat{𝝈}𝐜_1𝐜_2\stackrel{~}{f}(𝐜_1)\stackrel{~}{f}(𝐜_2)\left(\widehat{b}1\right)(c_1^4+c_2^4).$$
(81)
From the collision rule one gets

$`\left(\widehat{b}1\right)(c_1^4+c_2^4)`$ $`=`$ $`2(1+\alpha )^2(𝐠\widehat{𝝈})^2(𝐆\widehat{𝝈})^2+{\displaystyle \frac{1}{8}}(1\alpha ^2)^2(𝐠\widehat{𝝈})^4`$ (82)
$`(1\alpha ^2)(𝐠\widehat{𝝈})^2\left(G^2+{\displaystyle \frac{1}{4}}g^2\right)`$
$`4(1+\alpha )(𝐠\widehat{𝝈})(𝐆\widehat{𝝈})(𝐠𝐆),`$
where $`𝐆\frac{1}{2}(𝐜_1+𝐜_2)`$. Equations (75) and (76) give

$$\widehat{𝝈}(𝐠\widehat{𝝈})^2(𝐆\widehat{𝝈})^2=\frac{\mathrm{\Omega }_d}{d(d+2)}\left[2(𝐠𝐆)^2+g^2G^2\right],$$
(83)
$$\widehat{𝝈}(𝐠\widehat{𝝈})(𝐆\widehat{𝝈})=\frac{\mathrm{\Omega }_d}{d}(𝐠𝐆).$$
(84)
Therefore,

$`\mu _4`$ $`=`$ $`{\displaystyle \frac{1+\alpha }{2d}}{\displaystyle }d𝐜_1{\displaystyle }d𝐜_2\stackrel{~}{f}(𝐜_1)\stackrel{~}{f}(𝐜_2)\{{\displaystyle \frac{2(1+\alpha )}{d+2}}[2(𝐠𝐆)^2+g^2G^2]`$ (85)
$`+{\displaystyle \frac{3(1\alpha )^2(1+\alpha )}{8(d+2)}}g^4(1\alpha )g^2(G^2+{\displaystyle \frac{1}{4}}g^2)4(𝐠𝐆)^2\}`$
Finally, by taking into account that

$$(𝐠𝐆)^2=\frac{1}{4}(c_1^4+c_2^42c_1^2c_2^2),$$
(86)
$$g^2G^2=\frac{1}{4}[c_1^4+c_2^4+2c_1^2c_2^24(𝐜_1𝐜_2)^2],$$
(87)
$$g^4=c_1^4+c_2^4+2c_1^2c_2^2+4(𝐜_1𝐜_2)^24(c_1^2+c_2^2)(𝐜_1𝐜_2),$$
(88)
we get Eq. (22).

## Appendix B Transport coefficients of inelastic hard spheres

The derivation of the Navier–Stokes transport coefficients for IHS can be found in Refs. . In the first Sonine approximation, the results are

$$\eta =\frac{p}{\nu _0}\{\begin{array}{cc}\left(\nu _\eta ^{}\frac{1}{2}\zeta ^{}\right)^1\hfill & \text{(undriven system)},\hfill \\ \left(\nu _\eta ^{}\zeta ^{}\right)^1\hfill & \text{(Gaussian thermostat)},\hfill \\ \nu _{\eta }^{}{}_{}{}^{1}\hfill & \text{(white noise thermostat)},\hfill \end{array}$$
(89)
$$\lambda =\frac{p}{m\nu _0}\frac{d+2}{2}\left(1+2a_2^{\text{IHS}}\right)\{\begin{array}{cc}\left(\nu _\lambda ^{}2\zeta ^{}\right)^1\hfill & \text{(undriven system)},\hfill \\ \left(\nu _\lambda ^{}\frac{3}{2}\zeta ^{}\right)^1\hfill & \text{(Gaussian thermostat)},\hfill \\ \nu _{\lambda }^{}{}_{}{}^{1}\hfill & \text{(white noise thermostat)},\hfill \end{array}$$
(90)
$$\mu =\frac{T}{n}\frac{\lambda }{1+2a_2^{\text{IHS}}}\{\begin{array}{cc}\left(\zeta ^{}+a_2^{\text{IHS}}\nu _\lambda ^{}\right)\left(\nu _\lambda ^{}\frac{3}{2}\zeta ^{}\right)^1\hfill & \text{(undriven system)},\hfill \\ a_2^{\text{IHS}}\hfill & \text{(Gaussian thermostat)},\hfill \\ a_2^{\text{IHS}}\hfill & \text{(white noise thermostat)}.\hfill \end{array}$$
(91)
In these equations ,

$$\nu _0=n\sigma ^{d1}(T/m)^{1/2}\frac{4\mathrm{\Omega }_d}{\pi ^{1/2}(d+2)},$$
(92)
$$\zeta ^{}=\frac{d+2}{4d}(1\alpha ^2)\left(1+\frac{3}{16}a_2^{\text{IHS}}\right),$$
(93)
$$\nu _\eta ^{}=\frac{3}{4d}\left(1\alpha +\frac{2}{3}d\right)(1+\alpha )\left(1\frac{1}{32}a_2^{\text{IHS}}\right),$$
(94)
$$\nu _\lambda ^{}=\frac{1+\alpha }{d}\left[\frac{d1}{2}+\frac{3}{16}(d+8)(1\alpha )+\frac{4+5d3(4d)\alpha }{512}a_2^{\text{IHS}}\right].$$
(95)
The expressions for $`a_2^{\text{IHS}}`$ are given by Eq. (25) for the undriven case and for the Gaussian thermostat and by Eq. (30) for the white noise thermostat.

## Appendix C BGK-like model

In its simplest version, the BGK-like model proposed in Ref.  reads

$`(_t+𝐯+)f(𝐫,𝐯;t)`$ $`=`$ $`\left(\nu _{\text{BGK}}\zeta \right)\left[f(𝐫,𝐯;t)f_0(𝐫,𝐯;t)\right]`$ (96)
$`+{\displaystyle \frac{1}{2}}\zeta {\displaystyle \frac{}{𝐯}}𝐕f(𝐫,𝐯;t),`$
where $`\nu _{\text{BGK}}nT^{1/2}`$ is an effective collision frequency and $`f_0`$ is the local equilibrium distribution function. The BGK-like model (96) can be interpreted as indicating that a system of inelastic hard spheres behaves essentially as a system of elastic hard spheres with a modified $`\alpha `$-dependent rate of collisions and subjected to the action of a “friction” force $`\frac{1}{2}m\zeta 𝐕`$, which accounts for the energy dissipation in an effective way. Applying the Chapman–Enskog method to Eq. (96) one obtains Eq. (38) with $`f^{(0)}=f_0`$ and the replacement

$$f^{(1)}\left(\nu _{\text{BGK}}\zeta \frac{1}{2}\zeta \frac{}{𝐕}𝐕\right)f^{(1)}.$$
(97)
It is then straightforward to get the transport coefficients as

$$\eta =p\{\begin{array}{cc}\left(\nu _{\text{BGK}}\frac{1}{2}\zeta \right)^1\hfill & \text{(undriven system)},\hfill \\ \left(\nu _{\text{BGK}}\zeta \right)^1\hfill & \text{(Gaussian thermostat)},\hfill \\ \nu _{\text{BGK}}^{}{}_{}{}^{1}\hfill & \text{(white noise thermostat)},\hfill \end{array}$$
(98)
$$\lambda =\frac{p}{m}\frac{d+2}{2}\{\begin{array}{cc}\left(\nu _{\text{BGK}}\frac{3}{2}\zeta \right)^1\hfill & \text{(undriven system)},\hfill \\ \left(\nu _{\text{BGK}}\zeta \right)^1\hfill & \text{(Gaussian thermostat)},\hfill \\ \left(\nu _{\text{BGK}}+\frac{1}{2}\zeta \right)^1\hfill & \text{(white noise thermostat)},\hfill \end{array}$$
(99)
$$\mu =\frac{T}{n}\lambda \{\begin{array}{cc}\zeta \left(\nu _{\text{BGK}}\zeta \right)^1\hfill & \text{(undriven system)},\hfill \\ 0\hfill & \text{(Gaussian thermostat)},\hfill \\ 0\hfill & \text{(white noise thermostat)}.\hfill \end{array}$$
(100)
Strictly speaking, the cooling rate $`\zeta `$ is a functional of the velocity distribution function through Eq. (15). In the spirit of the kinetic model (96), the exact cooling rate $`\zeta `$ is approximated by its local equilibrium expression

$$\zeta (\alpha )\nu _0\frac{d+2}{4d}(1\alpha ^2),$$
(101)
where $`\nu _0nT^{1/2}`$ is a collision frequency (independent of $`\alpha `$) defined by Eq. (92). It remains to fix the $`\alpha `$–dependence of $`\nu _{\text{BGK}}`$. Comparison between Eqs. (89) and (98) suggests the identification $`\nu _{\text{BGK}}\nu _0\nu _\eta ^{}`$ as the simplest choice. Thus,

$$\nu _{\text{BGK}}=\nu _0\frac{3}{4d}\left(1\alpha +\frac{2}{3}d\right)(1+\alpha ),$$
(102)
where we have set $`a_2^{\text{IHS}}0`$, in consistency with the local equilibrium approximation (101) for the cooling rate. Inserting Eqs. (101) and (102) into Eqs. (98)–(100), one gets

$$\eta (\alpha )=\eta _0\frac{4d}{1+\alpha }\{\begin{array}{cc}2\left[4+3d(4d)\alpha \right]^1\hfill & \text{(undriven system)},\hfill \\ \left[1+d+(d1)\alpha \right]^1\hfill & \text{(Gaussian thermostat)},\hfill \\ \left(3+2d3\alpha \right)^1\hfill & \text{(white noise thermostat)},\hfill \end{array}$$
(103)
$$\lambda (\alpha )=\lambda _0\frac{4d}{1+\alpha }\{\begin{array}{cc}2\left[d(1+3\alpha )\right]^1\hfill & \text{(undriven system)},\hfill \\ \left[1+d+(d1)\alpha \right]^1\hfill & \text{(Gaussian thermostat)},\hfill \\ 2\left[8+5d(8+d)\alpha \right]^1\hfill & \text{(white noise thermostat)},\hfill \end{array}$$
(104)
$$\mu (\alpha )=\frac{T}{n}\lambda _0\frac{8(d+2)(1\alpha )}{(1+\alpha )(1+3\alpha )[1+d+(d1)\alpha ]}\{\begin{array}{cc}1\hfill & \text{(undriven system)},\hfill \\ 0\hfill & \text{(Gaussian thermostat)},\hfill \\ 0\hfill & \text{(white noise thermostat)},\hfill \end{array}$$
(105)
In the above equations we have taken into account that $`\eta _0/m\lambda _0=2/(d+2)`$ in the BGK model, while the Boltzmann value is $`\eta _0/m\lambda _0=2(d1)/d(d+2)`$. This discrepancy in the Prandtl number is a known feature of the BGK model for elastic collisions and is due to the fact that the model contains a single relaxation time.


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# Differentiable perturbation of unbounded operators

## Definitions and remarks

That $`A(t)`$ is a real analytic, $`C^{\mathrm{}}`$, or $`C^{k,\alpha }`$ curve of unbounded operators means the following: There is a dense subspace $`V`$ of the Hilbert space $`H`$ such that $`V`$ is the domain of definition of each $`A(t)`$, and such that $`A(t)^{}=A(t)`$. Moreover, we require that $`tA(t)u,v`$ is real analytic, $`C^{\mathrm{}}`$, or $`C^{k,\alpha }`$ for each $`uV`$ and $`vH`$. This implies that $`tA(t)u`$ is of the same class $`H`$ for each $`uV`$ by , 2.3 or , 2.6.2. This is true because $`C^{k,\alpha }`$ can be described by boundedness conditions only; and for these the uniform boundedness principle is valid. A function $`f`$ is called $`C^{k,\alpha }`$ if it is $`k`$ times differentiable and for the $`k`$-th derivative the expression $`\frac{f^{(k)}(t)f^{(k)}(s)}{|ts|^\alpha }`$ is locally bounded in $`ts`$.

A sequence of continuous, real analytic, smooth, or twice differentiable functions $`\lambda _i`$ is said to parameterize the eigenvalues, if for each $`z`$ the cardinality $`|\{i:\lambda _i(t)=z\}|`$ equals the multiplicity of $`z`$ as eigenvalue of $`A(t)`$.

The proof will moreover furnish the following (stronger) versions:

## Open problem

Construct a $`C^1`$-curve of unbounded self-adjoint operators with common domain and compact resolvent such that the eigenvalues cannot be arranged $`C^1`$.

## Applications

Let $`M`$ be a compact manifold and let $`tg_t`$ be a smooth curve of smooth Riemannian metrics on $`M`$. Then we get the corresponding smooth curve $`t\mathrm{\Delta }(g_t)`$ of Laplace-Beltrami operators on $`L^2(M)`$. By theorem (C) the eigenvalues can be arranged twice differentiably.

Let $`\mathrm{\Omega }`$ be a bounded region in $`^n`$ with smooth boundary, and let $`H(t)=\mathrm{\Delta }+V(t)`$ be a $`C^{1,\alpha }`$-curve of Schrödinger operators with varying potential and Dirichlet boundary conditions. Then the eigenvalues can be arranged $`C^1`$.

## Example

This is an elaboration of , 7.4. Let $`S(2)`$ be the vector space of all symmetric real $`(2\times 2)`$-matrices. We use the general curve lemma , 12.2: There exists a converging sequence of reals $`t_n`$ with the following property: Let $`A_nC^{\mathrm{}}(,S(2))`$ be any sequence of functions which converges fast to 0, i.e., for each $`k`$ the sequence $`n^kA_n`$ is bounded in $`C^{\mathrm{}}(,S(2))`$. Then there exists a smooth curve $`AC^{\mathrm{}}(,S(2))`$ such that $`A(t_n+s)=A_n(s)`$ for $`|s|\frac{1}{n^2}`$, for all $`n`$.

We use it for

$$A_n(t):=\left(\begin{array}{cc}\frac{1}{2^{n^2}}& \frac{t}{2^n}\\ \frac{t}{2^n}& \frac{1}{2^{n^2}}\end{array}\right)=\frac{1}{2^{n^2}}\left(\begin{array}{cc}1& \frac{t}{s_n}\\ \frac{t}{s_n}& 1\end{array}\right),\text{ where }s_n:=2^{nn^2}\frac{1}{n^2}.$$

The eigenvalues of $`A_n(t)`$ and their derivatives are

$$\lambda _n(t)=\pm \frac{1}{2^{n^2}}\sqrt{1+(\frac{t}{s_n})^2},\lambda _n^{}(t)=\pm \frac{2^{n^22n}t}{\sqrt{1+(\frac{t}{s_n})^2}}.$$

Then

$`{\displaystyle \frac{\lambda ^{}(t_n+s_n)\lambda ^{}(t_n)}{s_n^\alpha }}`$ $`={\displaystyle \frac{\lambda _n^{}(s_n)\lambda _n^{}(0)}{s_n^\alpha }}=\pm {\displaystyle \frac{2^{n^22n}s_n}{s_n^\alpha \sqrt{2}}}`$
$`=\pm {\displaystyle \frac{2^{n(\alpha (n1)1)}}{\sqrt{2}}}\mathrm{}\text{ for }\alpha >0.`$
By , 2.1, we may always find a twice differentiable square root of a non-negative smooth function, so that the eigenvalues $`\lambda `$ are functions which are twice differentiable but not $`C^{1,\alpha }`$ for any $`\alpha >0`$.

Note that the normed eigenvectors cannot be chosen continuously in this example (see also example , §2). Namely, we have

$$A(t_n)=A_n(0)=\frac{1}{2^{n^2}}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),A(t_n+s_n)=A_n(s_n)=\frac{1}{2^{n^2}}\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right).$$

###### Resolvent Lemma

If $`A`$ is $`C^{k,\alpha }`$ for some $`1k\mathrm{}`$ and $`\alpha >0`$, then the resolvent $`(t,z)(A(t)z)^1L(H,H)`$ is $`C^k`$ on its natural domain.

By $`C^{\mathrm{},\alpha }`$ we mean $`C^{\mathrm{}}`$.

###### Demonstration Proof

By definition the function $`tA(t)v,u`$ is of class $`C^{k,\alpha }`$ for each $`vV`$ and $`uH`$. Then by , 5 or , 2.3 (extended from $`C^{k,1}`$ to $`C^{k,\alpha }`$ with essentially the same proof), the curve $`tA(t)v`$ is of class $`C^{k,\alpha }`$ into $`H`$.

For each $`t`$ consider the norm $`u_t^2:=u^2+A(t)u^2`$ on $`V`$. Since $`A(t)=A(t)^{}`$ is closed, $`(V,_t)`$ is again a Hilbert space with inner product $`u,v_t:=u,v+A(t)u,A(t)v`$.

rm (1) Claim. All these norms $`_t`$ on $`V`$ are equivalent, locally uniformly in $`t`$. We then equip $`V`$ with one of the equivalent Hilbert norms, say $`_0`$.

Note first that $`A(t):(V,_s)H`$ is bounded since the graph of $`A(t)`$ is closed in $`H\times H`$, contained in $`V\times H`$ and thus also closed in $`(V,_s)\times H`$. For fixed $`u,vV`$, the function $`tu,v_t=u,v+A(t)u,A(t)v`$ is $`C^{k,\alpha }`$ since $`tA(t)u`$ is it. Thus it is also locally Lipschitz ($`C^{0,1}=\mathrm{ip}^0`$). By the multilinear uniform boundedness principle (, 5.18) or , 3.7.4) the mapping $`t,_t`$ is $`C^{0,1}`$ into the space of bounded bilinear forms on $`(V,_s)`$ for each fixed $`s`$. By the exponential law , 4.3.5 for $`\mathrm{ip}^0`$ the mapping $`(t,u,v)u,v_t`$ is $`C^{0,1}`$ from $`\times (V,_s)\times (V,_s)`$ for each fixed $`s`$. Therefore and by homogeneity in $`(u,v)`$ the set $`\{u_t:|t|K,u_s1\}`$ is bounded by some $`L_{K,s}`$ in $``$. Thus $`u_tL_{K,s}u_s`$ for all $`|t|K`$, i.e. all Hilbert norms $`_t`$ are locally uniformly equivalent, and claim rm (1) follows.

By , 5 and the linear uniform boundedness theorem we see that $`tA(t)`$ is a $`C^{k,\alpha }`$-mapping $`L(V,H)`$, and thus is $`C^k`$ in the usual sense, again by , 5. Alternatively, if reference  is not available, one may use , 2.3, extended from $`C^{k,1}`$ to $`C^{k,\alpha }`$ with essentially the same proof, and note that it suffices to test with linear mappings which recognize bounded sets, by , 5.18. Alternatively again, one may use , 3.7.4 + 4.1.12, extended from $`C^{k,1}`$ to $`C^{k,\alpha }`$.

If for some $`(t,z)\times `$ the bounded operator $`A(t)z:VH`$ is invertible, then this is true locally and $`(t,z)(A(t)z)^1:HV`$ is $`C^k`$, by the chain rule, since inversion is smooth on the Banach space $`L(V,H)`$. ∎

Since each $`A(t)`$ is Hermitian with compact resolvent the global resolvent set $`\{(t,z)\times :(A(t)z):VH\text{ is invertible}\}`$ is open and connected. Moreover, $`(A(t)z)^1:HH`$ is a compact operator for some (equivalently any) $`(t,z)`$ if and only if the inclusion $`i:VH`$ is compact, since $`i=(A(t)z)^1(A(t)z):VHH`$.

## Resolvent example

The resolvent lemma cannot be improved. We describe a curve $`A(t)`$ of self adjoint unbounded operators on $`\mathrm{}^2`$ with compact resolvent and common domain $`V`$ of definition, such that $`tA(t)v,u`$ is $`C^1`$ for all $`vV`$ and $`u\mathrm{}^2`$, but $`tA(t)`$ is even not differentiable at 0 into $`L(V,\mathrm{}^2)`$.

Let $`\lambda _1C^{\mathrm{}}(,)`$ be nonnegative with compact support and $`\lambda _1^{}(0)=0`$. We consider the multiplication operator $`B(t)`$ on $`\mathrm{}^2`$ given on the standard basis $`e_n`$ by $`B(t)e_n:=(1+\frac{1}{n}\lambda _1(nt))e_n=:\lambda _n(t)e_n`$ which is bounded with bounded inverse. Then the function $`tB(t)x,y`$ is $`C^1`$ with derivative $`B_1(t)x,y`$, where $`B_1(t)`$ is given by $`B_1(t)e_n=\lambda _n^{}(t)e_n=\lambda _1^{}(nt)e_n`$, since for fixed $`t`$ we have that

$$\mu _n(s):=\frac{\lambda _n(t+s)\lambda _n(t)}{s}\lambda _n^{}(t)=\frac{\lambda _1(nt+ns)\lambda _1(nt)}{ns}\lambda _1^{}(nt)$$

converges to 0 for $`s0`$ pointwise in $`n`$ and is bounded uniformly in $`n`$:

$$\left|\underset{n}{}\mu _n(s)x_ny_n\right|\underset{n=N+1}{\overset{\mathrm{}}{}}|\mu _n(s)x_ny_n|+\underset{n=1}{\overset{N}{}}|\mu _n(s)x_ny_n|\underset{n}{sup}|\mu _n(s)|\epsilon +\epsilon xy.$$

Moreover, $`B_1(t)x,y`$ is continuous in $`t`$ since $`\lambda _n^{}(t+s)\lambda _n^{}(t)=\lambda _1^{}(nt+ns)\lambda _1^{}(nt)`$ also converges to 0 for $`s0`$ pointwise in $`n`$ and is bounded uniformly in $`n`$. But $`tB(t)`$ is not differentiable at $`0`$ into $`L(\mathrm{}^2,\mathrm{}^2)`$ since

$$\frac{B(t)B(0)}{t}B_1(0)=\underset{n}{sup}\left|\frac{\lambda _n(t)\lambda _n(0)}{t}\lambda _n^{}(0)\right|=\underset{n}{sup}\left|\frac{\lambda _1(nt)\lambda _1(0)}{nt}\lambda _1^{}(0)\right|$$

is bounded away from 0, for $`t0`$. Finally, let $`C:\mathrm{}^2\mathrm{}^2`$ be the compact invertible given by $`Ce_n=\frac{1}{n}e_n`$. We take $`V=C(\mathrm{}^2)`$, and $`A(t)=B(t)C^1`$.

###### Demonstration Proof of the theorem

By the resolvent lemma, rm (D1) implies rm (D), and likewise rm (C2) implies rm (C) and rm (C1).

###### Demonstration Proof of rm (D1)

(2) Claim. If $`f:(a,b)`$ is continuous and if $`f(t)`$ has only finitely many cluster points for $`tb`$ then the limit $`lim_{tb}f(t)`$ exists. Otherwise, by the intermediate value theorem, we have a whole interval of cluster points.

rm (3) Claim. Let $`z`$ be an eigenvalue of $`A(s)`$ of multiplicity $`N`$. Then there exists an open box $`(s\delta ,s+\delta )\times (z\epsilon ,z+\epsilon )`$ and $`C^1`$-functions $`\mu _1,\mathrm{},\mu _N:(s\delta ,s+\delta )(z\epsilon ,z+\epsilon )`$ which parameterize all eigenvalues $`\lambda `$ with $`|\lambda z|<\epsilon `$ of $`A(t)`$ for $`|ts|<\delta `$ with correct multiplicities.

We choose a simple closed smooth curve $`\gamma `$ in the resolvent set of $`A(s)`$ for fixed $`s`$ enclosing only $`z`$ among all eigenvalues of $`A(s)`$. Since the global resolvent set is open, no eigenvalue of $`A(t)`$ lies on $`\gamma `$, for $`t`$ near $`s`$. Since

$$t\frac{1}{2\pi i}_\gamma (A(t)z)^1dz=:P(t,\gamma )=P(t)$$

is a $`C^1`$ curve of projections (on the direct sum of all eigenspaces corresponding to eigenvalues in the interior of $`\gamma `$) with finite dimensional ranges, the ranks (i.e. dimension of the ranges) must be constant: it is easy to see that the (finite) rank cannot fall locally, and it cannot increase, since the distance in $`L(H,H)`$ of $`P(t)`$ to the subset of operators of rank $`N=\mathrm{rank}(P(s))`$ is continuous in $`t`$ and is either 0 or 1. So for $`t`$ near $`s`$, say $`tI:=(s\delta ,s+\delta )`$, there are equally many eigenvalues in the interior of $`\gamma `$, and we may call them $`\lambda _i(t)`$ for $`1iN`$ (repeated with multiplicity), so that each $`\lambda _i`$ is continuous (this is well known and follows easily from the proof of rm (C2)).

Then the image of $`tP(t,\gamma )`$, for $`t`$ near $`s`$, describes a $`C^1`$ finite dimensional vector subbundle of $`\times H`$, since its rank is constant. For each $`t`$ choose an orthonormal system of eigenvectors $`v_j(t)`$ of $`A(t)`$ corresponding to these $`\lambda _j(t)`$. They form a (not necessarily continuous) framing of this bundle. For any $`t`$ near $`s`$ and any sequence $`t_kt`$ there is a subsequence again denoted by $`t_k`$ such that each $`v_j(t_k)w_j(t)`$ where the $`w_i(t)`$ form again an orthonormal system of eigenvectors of $`A(t)`$ for the sum $`P(t)(H)`$ of the eigenspaces of the $`\lambda _i(t)`$ (Here we use the local triviality of the vector bundle). Now consider

$$\frac{A(t)\lambda _i(t)}{t_kt}v_i(t_k)+\frac{A(t_k)A(t)}{t_kt}v_i(t_k)\frac{\lambda _i(t_k)\lambda _i(t)}{t_kt}v_i(t_k)=0.$$
$`4`$
For $`t=s`$ we take the inner product of rm (4) with each $`w_j(s)`$, note that then the first summand vanishes since all $`\lambda _i(s)`$ agree, and let $`k\mathrm{}`$ to obtain that (for $`ji`$) the $`w_i(s)`$ are a basis of eigenvectors of $`P(s)A^{}(s)|P(s)(H)`$ with eigenvalues (for $`j=i`$) $`lim_k\frac{\lambda _i(t_k)\lambda _i(s)}{t_ks}`$. By rm (2),

$$\underset{h0}{lim}\frac{\lambda _i(s+h)\lambda _i(s)}{h}=\rho _i,$$

where the $`\rho _i`$ are the eigenvalues of $`P(s)A^{}(s)|P(s)(H)`$ (with correct multiplicities). So the right handed derivative $`\lambda _j^{(+)}(s)`$ of each $`\lambda _j`$ exists at $`s`$. Similarly the left handed derivative $`\lambda _j^{()}(s)`$ exists, and they form the same set of numbers with the correct multiplicities. Thus there exists a permutation $`\sigma `$ of $`\{1,\mathrm{},N\}`$ such that the

$$\nu _i(t):=\{\begin{array}{cc}\lambda _i(t)\hfill & \text{ for }ts\hfill \\ \lambda _{\sigma (i)}(t)\hfill & \text{ for }ts\hfill \end{array}$$
$`5`$
parameterize all eigenvalues in the box by continuous functions which are differentiable at $`s`$.

For $`ts`$, take the inner product of rm (4) with $`w_i(t)`$ to conclude that

Now we show claim rm (3) by induction on $`N`$. Let $`t_1I`$ be such that not all $`\lambda _i(t_1)`$ agree. Then $`\{1,\mathrm{},N\}`$ decomposes into the subsets $`\{i:\lambda _i(t_1)=w\}`$. Then for $`i`$ and $`k`$ in different subsets $`\lambda _i(t)\lambda _k(t)`$ for all $`t`$ in an open interval $`I_1`$ containing $`t_1`$. Thus by induction on each subset rm (3) holds on $`I_1`$.

Next let $`I_2I`$ be an open interval containing only points $`t_1`$ as above. Let $`J`$ be a maximal open subinterval on which rm (3) holds. Assume for contradiction that the right (say) endpoint $`b`$ of $`J`$ belongs to $`I_2`$, then there is a $`C^1`$-parameterization of all $`N`$ eigenvalues on an open interval $`I_b`$ containing $`b`$ by the argument above. Let $`t_2JI_b`$. Renumbering the $`C^1`$ parameterization to the right of $`t_2`$ suitably we may extend the $`C^1`$ parameterization beyond $`b`$, a contradiction. Thus rm (3) holds on $`I_2`$.

Now we consider the closed set $`E=\{tI:\lambda _1(t)=\mathrm{}=\lambda _N(t)\}`$. Then $`IE`$ is open, thus a disjoint union of open intervals on which there exists a $`C^1`$-parameterization $`\mu _i`$ of all eigenvalues. Consider first the set $`E^{}`$ of all isolated points in $`E`$. Then $`E^{}(IE)`$ is again open and thus a disjoint union of open intervals, and for each point $`tE^{}`$ we apply in turn the following arguments: extending all $`\mu _i`$’s by the single value at $`t`$ we get a continuous extension near $`t`$. Then by rm (5), we may renumber the $`\mu _i`$ to the right of $`t`$ in such a way that they fit together differentiably at $`t`$. The derivatives are also continuous at $`t`$: They have only finitely many clusterpoints for $`t_kt`$ by applying rm (6) to $`t_k`$ and choosing a subsequence such that the $`w_i(t_k)`$ converge. Now we apply the arguments surrounding rm (4) with the $`v_j(t_k)`$ replaced by $`w_j(t_k)`$ to conclude that rm (6) converges to $`\rho _i(t)=\mu _i^{}(t)`$. Thus rm (3) holds on $`E^{}(IE)`$.

We extend each $`\mu _i`$ to the whole of $`I`$ by taking the single continuous function on $`EE^{}`$. Let $`tEE^{}`$. Then for the parameterization $`\nu _i`$ of rm (5) of all eigenvalues which is differentiable at $`t`$ all derivatives $`\nu _i^{}(t)`$ agree since $`t`$ is a cluster point of $`E`$. Thus also $`\mu _i^{}(t)`$ exists and equals $`\nu _i^{}(t)`$. So all $`\mu _i`$ are differentiable on $`I`$.

To see that $`\mu _i^{}`$ is continuous at $`tEE^{}`$, let $`t_nt`$ be such that $`\mu _i^{}(t_n)`$ converges (to a cluster point or $`\pm \mathrm{}`$). Then by rm (6) we have $`\mu _i^{}(t_k)=A^{}(t_k)w_i(t_k),w_i(t_k)`$ for eigenvectors $`w_i(t_k)`$ of $`A(t_k)`$ with eigenvalue $`\mu _i(t_k)`$. Passing to a subsequence we may assume that the $`w_i(t_k)`$ converge to an orthonormal basis of eigenvectors of $`A(t)`$, then $`A^{}(t_k)w_i(t_k),w_i(t_k)`$ converges to some of the equal eigenvalues $`\rho _i`$ of $`P(t)A^{}(t)|P(t)(H)`$ which also equal the $`\nu _i^{}(t)`$.

So rm (3) is completely proved.

rm (7) Claim. Let $`I`$ be a compact interval. Let $`t\lambda _i(t)`$ be a differentiable eigenvalue of $`A(t)`$, defined on some subinterval of $`I`$. Then

$$|\lambda _i(t_1)\lambda _i(t_2)|(1+|\lambda _i(t_2)|)(e^{a|t_1t_2|}1)$$

holds for a positive constant $`a`$ depending only on $`I`$.

From 6 we conclude, where $`V_t=(V,_t)`$,

$`|\lambda _i^{}(t)|`$ $`A^{}(t)_{L(V_t,H)}w_i(t)_{V_t}w_i(t)_H`$
$`=A^{}(t)_{L(V_t,H)}\sqrt{w_i(t)_H^2+A(t)w_i(t)_H^2}1`$
$`=A^{}(t)_{L(V_t,H)}\sqrt{1+\lambda _i(t)^2}C+C|\lambda _i(t)|,`$
for a constant $`C`$ since all norms $`_t`$ are locally in $`t`$ uniformly equivalent, see claim rm (1) above. By Gronwall’s lemma (see e.g. , (10.5.1.3)) this implies claim rm (7).

By the following arguments we can conclude that all eigenvalues may be parameterized in a $`C^1`$ way. Let us first number all eigenvalues of $`A(0)`$ (increasingly, say).

We consider families of $`C^1`$-functions $`(\mu _i)_{i\alpha }`$ indexed by ordinals $`\alpha `$, defined on open intervals $`I_i`$ containing some fixed $`t_0`$, which parameterize eigenvalues.

The set of all these sequences is partially ordered by inclusion of ordinals and then by restriction of the component functions. Obviously for each increasing chain of such sequences the union is again such a sequence. By Zorn’s lemma there exists a maximal family $`(\mu _i)`$.

We claim that for any maximal family each component function $`\mu _i`$ is globally defined: If not let $`b<\mathrm{}`$ be the (right, say) boundary point of $`I_i`$. By claim rm (7) the limit $`lim_{tb}\mu _i(t)=:z`$ exists. By claim rm (3) there exists a box $`(b\delta ,b+\delta )\times (z\epsilon ,z+\epsilon )`$ such that all eigenvalues $`\lambda `$ with $`|\lambda z|<\epsilon `$ of $`A(t)`$ for $`|tb|<\delta `$ are parameterized by $`C^1`$ functions $`\lambda _i:(b\delta ,b+\delta )(z\epsilon ,z+\epsilon )`$ (with multiplicity). Consider the $`\mu _j`$ hitting this box (at the vertical boundaries only). The endpoints of the corresponding intervals $`I_j`$ give a partition of $`(b\delta ,b+\delta )`$ into finitely many subintervals. We apply the lemma below on each subinterval and glue at the ends of the subintervals in $`C^1`$-fashion using rm (5) to obtain an extension of at least $`\mu _i`$, so the family was not maximal.

Finally we claim that any maximal family $`(\mu _i)`$ parameterizes all eigenvalues of $`A(t)`$ with right multiplicities, for each $`t`$. If not, there is an eigenvalue $`z`$ of $`A(t_0)`$ with $`|\{i:\mu _i(t_0)=z\}|`$ less than the multiplicity of $`z`$. By claim rm (3) and the lemma below we can then conclude again that the sequence was not maximal. ∎

###### Lemma

Suppose that $`\lambda _1,\mathrm{},\lambda _N`$ are real-valued $`C^1`$ (twice differentiable) functions defined on an interval $`I`$, and that $`\mu _1,\mathrm{},\mu _k`$ for $`kN`$ are also $`C^1`$ (twice differentiable) functions on $`I`$ such that $`|\{j:\mu _j(t)=z\}||\{i:\lambda _i(t)=z\}|`$ for all $`tI`$ and $`z`$.

Then there exist $`C^1`$ (twice differentiable) functions $`\mu _{k+1},\mathrm{},\mu _N`$ on $`I`$ such that for all $`tI`$ and $`z`$ we have $`|\{j:1jN,\mu _j(t)=z\}|=|\{i:\lambda _i(t)=z\}|`$ .

###### Demonstration Proof

We treat the case $`C^1`$ and indicate the necessary changes in brackets for the twice differentiable case.

We use induction on $`N`$. Let us assume that the statement is true if the number of functions is less than $`N`$.

First suppose that for given $`t_1I`$ not all $`\lambda _i(t_1)`$ agree. Then for $`i\{k:\lambda _1(t_1)=\lambda _k(t_1)\}\ni ̸j`$ we have $`\lambda _i(t)\lambda _j(t)`$ for all $`t`$ in an open interval $`I_1`$ containing $`t_1`$, and similarly for the $`\mu _j`$. Thus by induction for both groups the statement holds on $`I_1`$.

Now suppose that for no point $`t`$ in $`I`$ we have $`\lambda _1(t)=\mathrm{}=\lambda _N(t)`$. Let $`I_1`$ be a maximal open subinterval of $`I`$ for which the statement is true with functions $`\mu _i^1`$ for $`i>k`$. Assume for contradiction that the right (say) endpoint $`b`$ of $`I_1`$ is an interior point of $`I`$. By the first case, the statement holds for an open neighborhood $`I_2`$ of $`b`$, with functions $`\mu _i^2`$ for $`i>k`$. Let $`t_0I_1I_2`$. We may continue each solution $`\mu _i^1`$ in $`\{tI_1:tt_0\}`$ by a suitable solution $`\mu _{\pi (i)}^2`$ on $`\{tI_2:tt_0\}`$ for a suitable permutation $`\pi `$: Let $`t_mt_0`$. For every $`m`$ there exists a permutation $`\pi `$ of $`\{1,\mathrm{},n\}`$ such that $`\mu _{\pi (i)}^2(t_m)=\mu _i^1(t_m)`$ for all $`i`$. By passing to a subsequence, again denoted $`t_m`$, we may assume that the permutation does not depend on $`m`$. By passing again to a subsequence we may also assume that $`(\mu _{\pi (i)}^2)^{}(t_m)=(\mu _i^1)^{}(t_m)`$ (and in the twice differentiable case, again for a subsequence, that $`(\mu _{\pi (i)}^2)^{\prime \prime }(t_m)=(\mu _i^1)^{\prime \prime }(t_m)`$) for all $`i`$ and all $`m`$. So we may paste $`\mu _{\pi (i)}^2(t)`$ for $`tt_0`$ with $`\mu _i^1(t)`$ for $`t<t_0`$ to obtain a $`C^1`$ (twice differentiable) parameterization on an interval larger than $`I_1`$, a contradiction.

In the general case, we consider the closed set $`E=\{tI:\lambda _1(t)=\mathrm{}=\lambda _N(t)\}`$. Then $`IE`$ is open, thus a disjoint union of open intervals. By the second case the result holds on each of these open intervals. Consider first the set $`E^{}`$ of all isolated points in $`E`$. Then $`E^{}(IE)`$ is again open and thus a union of open intervals, and for each point $`tE^{}`$ we may renumber the $`\mu _i`$ to the right of $`t`$ in such a way that they fit together $`C^1`$ (twice differentiable) at $`t`$. Thus the result holds on $`E^{}(IE)`$.

We extend each $`\mu _i`$ to the whole of $`I`$ by taking the single continuous function on $`EE^{}`$. Let $`tEE^{}`$. Then all $`\lambda _i^{}(t)=:\lambda ^{}(t)`$ agree since $`t`$ is cluster point of $`E`$ (and all $`\lambda _i^{\prime \prime }(t)=:\lambda ^{\prime \prime }(t)`$ agree by considering second order difference quotients on points in $`E`$). Thus $`\mu _i`$ is (twice) differentiable at $`t`$ with $`\mu _i^{}(t)=\lambda ^{}(t)`$ (and $`\mu _i^{\prime \prime }(t)=\lambda ^{\prime \prime }(t)`$).

In the $`C^1`$ case we have still to check that $`\mu _i^{}`$ is continuous at $`tEE^{}`$: Let $`t_nt`$, then $`\mu _i^{}(t_n)=\lambda _{\sigma _n(i)}^{}(t_n)\lambda ^{}(t)=\mu _i^{}(t)`$. ∎

###### Demonstration Proof of rm (C2)

By assumption the resolvent $`(A(t)z)^1`$ is $`C^{3n}`$ jointly in $`(t,z)`$ where $`n`$ may be $`\mathrm{}`$.

rm (8) Claim. Let $`z`$ be an eigenvalue of $`A(s)`$ of multiplicity $`Nn`$. Then there exists an open box $`(z\epsilon ,z+\epsilon )\times (s\delta ,s+\delta )`$ and twice differentiable functions $`\mu _1,\mathrm{},\mu _N:(s\delta ,s+\delta )(z\epsilon ,z+\epsilon )`$ which parameterize all eigenvalues $`\lambda `$ with $`|\lambda z|<\epsilon `$ of $`A(t)`$ for $`|ts|<\delta `$ with correct multiplicities.

We choose a simple closed smooth curve $`\gamma `$ in the resolvent set of $`A(s)`$ for fixed $`s`$ enclosing only $`z`$ among all eigenvalues of $`A(s)`$. As in the proof of claim rm (3) we see that

$$t\frac{1}{2\pi i}_\gamma (A(t)z)^1dz=:P(t,\gamma )=P(t)$$

is a $`C^{3n}`$ curve of projections with finite dimensional ranges of constant rank.

So for $`t`$ near $`s`$, there are equally many eigenvalues in the interior of $`\gamma `$, and we may call them $`\mu _i(t)`$ for $`1iN`$ (repeated with multiplicity). Let us denote by $`e_i(t)`$ for $`1iN`$ a corresponding system of eigenvectors of $`A(t)`$. Then by the residue theorem we have

$$\underset{i=1}{\overset{N}{}}\mu _i(t)^pe_i(t)e_i(t),=\frac{1}{2\pi i}_\gamma z^p(A(t)z)^1dz$$

which is $`C^{3n}`$ in $`t`$ near $`s`$, as a curve of operators in $`L(H,H)`$ of rank $`N`$.

rm (9) Claim. Let $`tT(t)L(H,H)`$ be a $`C^{3n}`$ curve of operators of rank $`N`$ in Hilbert space such that $`T(0)T(0)(H)=T(0)(H)`$. Then $`t\mathrm{Trace}(T(t))`$ is $`C^{3n}`$ near $`0`$.

This is claim 2 from , 7.8 for $`C^{3n}`$ instead of $`C^{\mathrm{}}`$. We conclude that the Newton polynomials

$$s_p(t):=\underset{i=1}{\overset{N}{}}\mu _i(t)^p=\frac{1}{2\pi i}\mathrm{Trace}_\gamma z^p(A(t)z)^1𝑑z$$

are $`C^{3n}`$ for $`t`$ near $`s`$. Hence also the elementary symmetric polynomials

$$\sigma _p(t)=\underset{i_1<\mathrm{}<i_N}{}\mu _{i_1}(t)\mathrm{}\mu _{i_p}(t)$$

are $`C^{3n}`$, and thus $`\{\mu _i(t):1iN\}`$ is the set of roots of a polynomial of degree $`Nn`$ with $`C^{3n}`$ coefficients. By  there is an arrangement of these roots such that they become twice differentiable. So claim rm (8) follows.

The end of the proof is now similar to the end of the proof of rm (D1), where one uses claim rm (7) (from the proof of rm (D1)), claim rm (8) instead of rm (3), and the lemma above. ∎