Achieving plasmas with good stability and confinement properties is a key research goal for magnetic fusion devices. The underlying equations are the Vlasov–Poisson and Vlasov–Maxwell (VPM) equations in three space variables, three velocity variables, and one time variable. Even in those somewhat academic cases where global equilibrium solutions are known, studying their stability requires the analysis of the spectral properties of the linearized operator, a daunting task. We have identified a model, for which not only equilibrium solutions can be constructed, but many of their stability properties are amenable to rigorous analysis. It uses a class of solution to the VPM equations (or to their gyrokinetic approximations) known as waterbag solutions which, in particular, are piecewise constant in phase-space. It also uses, not only the gyrokinetic approximation of fast cyclotronic motion around magnetic field lines, but also an asymptotic approximation regarding the magnetic-field-induced anisotropy: the spatial variation along the field lines is taken much slower than across them. Together, these assumptions result in a drastic reduction in the dimensionality of the linearized problem, which becomes a set of two nested one-dimensional problems: an integral equation in the poloidal variable, followed by a one-dimensional complex Schrödinger equation in the radial variable. We show here that the operator associated to the poloidal variable is meromorphic in the eigenparameter, the pulsation frequency. We also prove that, for all but a countable set of real pulsation frequencies, the operator is compact and thus behaves mostly as a finite-dimensional one. The numerical algorithms based on such ideas have been implemented in a companion paper [D. Coulette and N. Besse, “Numerical resolution of the global eigenvalue problem for gyrokinetic-waterbag model in toroidal geometry” (submitted)] and were found to be surprisingly close to those for the original gyrokinetic-Vlasov equations. The purpose of the present paper is to make these new ideas accessible to two readerships: applied mathematicians and plasma physicists.

1.
Abramowitz
,
M.
and
Stegun
,
I. A.
,
Handbook of Mathematical Functions
(
National Bureau of Standards
,
1964
).
2.
Bardos
,
C.
and
Besse
,
N.
, “
The Cauchy problem for the Vlasov–Dirac–Benney equation and related issues in fluid mechanics and semi-classical limits
,”
Kinet. Relat. Models
6
,
893
917
(
2013
).
3.
Berk
,
H. L.
and
Roberts
,
K. V.
, “
Nonlinear study of Vlasov’s equation for a special class of distribution functions
,”
Phys. Fluids
10
,
1595
1597
(
1967
).
4.
Berk
,
H. L.
,
Nielsen
,
C. E.
, and
Roberts
,
K. V.
, “
Phase space hydrodynamics of equivalent nonlinear systems: Experimental and computational observations
,”
Phys. Fluids
13
,
980
995
(
1970
).
5.
Besse
,
N.
, “
On the Cauchy problem for the gyro-water-bag model
,”
Math. Models Methods Appl. Sci.
21
,
1839
1869
(
2011
).
6.
Besse
,
N.
, “
On the waterbag continuum
,”
Arch. Ration. Mech. Anal.
199
,
453
491
(
2011
).
7.
Besse
,
N.
, “
Global weak solutions for the relativistic waterbag continuum
,”
Math. Models Methods Appl. Sci.
21
,
1150001
(
2012
).
8.
Besse
,
N.
and
Bertrand
,
P.
, “
Quasi-linear analysis of the gyro-water-bag model
,”
Europhys. Lett.
83
,
25003
(
2008
).
9.
Besse
,
N.
and
Bertrand
,
P.
, “
Gyro-water-bag approach in nonlinear gyrokinetic turbulence
,”
J. Comput. Phys.
228
,
3973
3995
(
2009
).
10.
Besse
,
N.
,
Berthelin
,
F.
,
Brenier
,
Y.
, and
Bertrand
,
P.
, “
The multi-waterbag equations for collisionless kinetic modelling
,”
Kinet. Relat. Models
2
,
39
90
(
2009
).
11.
Besse
,
N.
,
Mauser
,
N. J.
, and
Sonnendrücker
,
E.
, “
Numerical approximation of self-consistent Vlasov models for low-frequency electromagnetic phenomena
,”
Int. J. Appl. Math. Comput. Sci.
17
,
101
114
(
2007
).
12.
Brenier
,
Y.
, “
Une application de la symétrisation de Steiner aux equations hyperboliques: La méthode de transport et écroulement
,”
C. R. Acad. Sci. Paris Ser. I Math.
292
,
563
566
(
1981
).
13.
Brenier
,
Y.
, “
Résolution d’équations d’évolution quasilinéaires en dimension N d’espace à l’aide d’équations linéaires en dimension N + 1
,”
J. Differ. Equations
50
,
375
390
(
1983
).
14.
Brenier
,
Y.
, “
Averaged multivalued solutions for scalar conservation laws
,”
SIAM J. Numer. Anal.
21
,
1013
1037
(
1984
).
15.
Brenier
,
Y.
and
Corrias
,
L.
, “
A kinetic formulation for multi-branch entropy solutions of scalar conservation laws
,”
Ann. Inst. Henri Poincare Anal. Nonlinear
15
,
169
190
(
1998
).
16.
Brizard
,
A. J.
, “
New variational principle for the Vlasov–Maxwell equations
,”
Phys. Rev. Lett.
84
,
5768
5771
(
2000
).
17.
Brizard
,
A. J.
and
Hahm
,
T. S.
, “
Foundations of nonlinear gyrokinetic theory
,”
Rev. Mod. Phys.
79
,
421
468
(
2007
).
18.
Brown
,
B. M.
,
McCormack
,
D. K. R.
,
Evans
,
W. D.
, and
Plum
,
M.
, “
On the spectrum of the second-order differential operators with complex coefficients
,”
Proc. R. Soc. London A
455
,
1235
1257
(
1999
).
19.
Carleman
,
T.
, “
Zur theorie der linearen integralgleichungen
,”
Math. Z.
9
,
196
217
(
1921
).
20.
Case
,
K. M.
, “
Plasma oscillations
,”
Ann. Phys.
7
,
349
364
(
1959
).
21.
Chance
,
M. S.
,
Dewar
,
R. L.
,
Frieman
,
E. A.
,
Glasser
,
A. H.
,
Greene
,
J. M.
,
Grimm
,
R. C.
,
Jardin
,
S. C.
,
Johnson
,
J. L.
,
Manickam
,
J.
,
Okabayashi
,
M.
, and
Todd
,
A. M. M.
, “
MHD Stability limits on high-β tokamaks
,” in
Seventh International Conference on Plasma Physics and Controlled Nuclear Fusion Research
,
Innsbruck, Austria
,
August 1978
(
International Atomic Energy Agency
,
1979
), pp.
677
687
.
22.
Connor
,
J. W.
,
Hastie
,
R. J.
, and
Taylor
,
J. B.
, “
High mode number stability of an axisymmetric toroidal plasma
,”
Proc. R. Soc. London A
365
,
1
17
(
1979
).
23.
Connor
,
J. W.
and
Taylor
,
J. B.
, “
Ballooning modes or Fourier modes in a toroidal plasma ?
,”
Phys. Fluids
30
,
3180
3185
(
1987
).
24.
Coulette
,
D.
and
Besse
,
N.
, “
Numerical resolution of the global eigenvalue problem for gyrokinetic-waterbag model in toroidal geometry
” (submitted).
25.
Crandall
,
M. G.
and
Rabinowitz
,
P. H.
, “
Multiple solutions of a nonlinear integral equation
,”
Arch. Ration. Mech. Anal.
37
,
262
267
(
1970
).
26.
Davies
,
E. B.
,
Linear Operators and Their Spectra
,
Cambridge Studies in Advanced Mathematics
Vol.
106
(
Cambridge University Press
,
2007
).
27.
DePackh
,
D. C.
, “
The water-bag model of a sheet electron beam
,”
J. Electron. Control
13
,
417
424
(
1962
).
28.
Dewar
,
R. L.
and
Glasser
,
A. H.
, “
Ballooning mode spectrum in general toroidal systems
,”
Phys. Fluids
26
,
3038
3052
(
1983
).
29.
Dimits
,
A. M.
,
Bateman
,
G.
,
Beer
,
M. A.
,
Cohen
,
B. I.
,
Dorland
,
W.
,
Hammett
,
G. W.
,
Kim
,
C.
,
Kinsey
,
J. E.
,
Kotschenreuther
,
M.
,
Kritz
,
A. H.
,
Lao
,
L. L.
,
Mandrekas
,
J.
,
Nevins
,
W. M.
,
Parker
,
S. E.
,
Redd
,
A. J.
,
Shumaker
,
D. E.
,
Sydora
,
R.
, and
Weiland
,
J.
, “
Comparisons and physics basis of tokamak transport models and turbulence simulations
,”
Phys. Plasmas
7
,
969
983
(
2003
).
30.
Dubin
,
D. H. E.
,
Krommes
,
J. A.
,
Oberman
,
C.
, and
Lee
,
W. W.
, “
Nonlinear gyrokinetic equations
,”
Phys. Fluids
26
,
3524
3535
(
1983
).
31.
Dunford
,
N.
and
Schwartz
,
J. T.
,
Linear Operators, Part I: General Theory
,
Monographs on Pure and Applied Mathematics
Vol.
7
(
Interscience Publishers
,
1958
);
Dunford
,
N.
and
Schwartz
,
J. T.
,
Linear Operators, Part II: Spectral Theory
,
Monographs on Pure and Applied Mathematics
Vol.
7
(
Interscience Publishers
,
1963
).
32.
Edmunds
,
D. E.
and
Evans
,
W. D.
,
Spectral Theory and Differential Operators
,
Oxford Mathematical Monographs
(
Clarendon Press, Oxford
,
1987
).
33.
Edwards
,
R. E.
,
Functional Analysis, Theory and Applications
(
Dover Publications
,
1965
).
34.
Eisenfeld
,
J.
, “
Operator equations and nonlinear eigenparameter problems
,”
J. Funct. Anal.
12
,
475
490
(
1973
).
35.
Fedoryuk
,
M. V.
,
Asymptotic Analysis
(
Springer-Verlag
,
1993
).
36.
Friedman
,
A.
and
Shinbrot
,
M.
, “
Nonlinear eigenvalue problems
,”
Acta Math.
121
,
77
125
(
1968
).
37.
Fredholm
,
I.
, “
Sur une classe d’équations fonctionnelles
,”
Acta Math.
27
,
365
390
(
1903
).
38.
Frieman
,
E. A.
and
Chen
,
L.
, “
Nonlinear gyrokinetic equations for low-frequency electromagnetic waves in general plasma equilibria
,”
Phys. Fluids
25
,
502
508
(
1982
).
39.
Frieman
,
E. A.
,
Rewoldt
,
G.
,
Tang
,
W. M.
, and
Glasser
,
A. H.
, “
General theory of kinetic ballooning modes
,”
Phys. Fluids
23
,
1750
1769
(
1980
).
40.
Garbet
,
X.
,
Idomura
,
Y.
,
Villard
,
L.
, and
Watanabe
,
T. H.
, “
Gyrokinetic simulation of turbulent transport
,”
Nucl. Fusion
50
,
043002
(
2010
).
41.
Gel’fand
,
I. M.
and
Shilov
,
G. E.
,
Generalized Functions: Properties and Operations
(
Academic Press, New York and London
,
1964
), Vol.
1
.
42.
Gel’fand
,
I. M.
and
Shilov
,
G. E.
,
Generalized Functions: Spaces of Fundamental and Generalized Functions
(
Academic Press, New York and London
,
1968
), Vol.
2
.
43.
Giga
,
Y.
and
Miyakawa
,
T.
, “
A kinetic construction of global solutions of first order quasilinear equations
,”
Duke Math. J.
50
,
505
515
(
1983
).
44.
Glasser
,
A. H.
, “
Ballooning modes in axisymmetric toroidal plasmas
,” in
Proceedings of the finite-beta theory workshop
,
Varenna, Italy
,
September 1977
, edited by
B.
Coppi
and
W.
Sadowski
(
Department of Energy, Washington, DC (USA), Office of Fusion Energy
,
1979
), pp.
55
65
.
45.
Glazman
,
I. M.
,
Direct methods of qualitative spectral analysis of singular differential operators
(
Israel Program for Scientific Translations
,
1965
).
46.
Gohberg
,
I.
,
Goldberg
,
S.
, and
Krupnik
,
N.
, “
Traces and determinants of linear operators
,”
Integr. Equat. Oper. Theory
26
,
136
187
(
1996
).
47.
Gohberg
,
I.
,
Goldberg
,
S.
, and
Krupnik
,
N.
, “
Hilbert-Carleman and regularized determinants for linear operators
,”
Integr. Equat. Oper. Theory
27
,
10
47
(
1997
).
48.
Gohberg
,
I.
,
Goldberg
,
S.
, and
Krupnik
,
N.
,
Traces and Determinants for Linear Operators, Operator Theory: Advances and Applications
(
Birkhäuser
,
2000
), Vol.
116
.
49.
Gohberg
,
I.
,
Goldberg
,
S.
, and
Kaashoek
,
M.
,
Classes of Linear Operators
(
Birkhaüser Basel Boston Berlin
,
1990
), Vol.
1
.
50.
Gohberg
,
I.
and
Krein
,
M. G.
,
Introduction to the Theory of Linear Nonselfadjoint Operators
,
Translations of Mathematical Monographs
Vol.
18
(
American Mathematical Society
,
Providence, RI
,
1969
).
51.
Golub
,
G. H.
and
Van Der Vorst
,
H. A.
, “
Eigenvalue computation in the 20th century
,”
J. Comput. Appl. Math.
123
,
35
65
(
2000
).
52.
Goodwin
,
B. E.
, “
Integral equations with nonlinear eigenvalue parameters
,”
SIAM Rev.
7
,
368
394
(
1965
).
53.
Goodwin
,
B. E.
, “
Integral equations with nonlinear eigenvalue parameters
,”
SIAM J. Appl. Math.
14
,
65
85
(
1966
).
54.
Grandgirard
,
V.
,
Sarazin
,
Y.
,
Angelino
,
P.
,
Bottino
,
A.
,
Crouseilles
,
N.
,
Darmet
,
G.
,
Dif-Pradalier
,
G.
,
Garbet
,
X.
,
Ghendrih
,
P.
,
Jolliet
,
S.
,
Latu
,
G.
,
Sonnendrücker
,
E.
, and
Villard
,
L.
, “
Global full-f gyrokinetic simulations of plasma turbulence
,”
Plasma Phys. Controlled Fusion
49
,
B173
B182
(
2007
).
55.
Grenier
,
E.
, “
Oscillations in quasineutral plasmas
,”
Commun. Partial Differ. Equations
21
,
363
394
(
1996
).
56.
Grenier
,
E.
, “
Limite quasineutre en dimension 1
,” in
Journées Equations Aux Dérivées Partielles (Saint-Jean-de-Monts, 1999)
(
University of Nantes
,
Nantes
,
1999
), exp. No II, p. 8.
57.
Guillaume
,
P.
, “
Nonlinear eigenproblems
,”
SIAM J. Matrix Anal. Appl.
20
,
575
595
(
1999
).
58.
Hahm
,
T. S.
, “
Nonlinear gyrokinetic equations for tokamak microturbulence
,”
Phys. Fluids
31
,
2670
2673
(
1988
).
59.
Hazeltine
,
R. D.
,
Hitchcock
,
D. A.
, and
Mahajan
,
S. M.
, “
Uniqueness and inversion of the ballooning representation
,”
Phys. Fluids
24
,
180
181
(
1981
).
60.
Hazeltine
,
R. D.
and
Meiss
,
J. D.
,
Plasma Confinement
(
Dover Publications
,
2003
).
61.
Hazeltine
,
R. D.
and
Newcomb
,
W. A.
, “
Inversion of the ballooning transformation
,”
Phys. Fluids B
2
,
7
10
(
1990
).
62.
Hellinger
,
E.
and
Toeplitz
,
O.
, “
Integralgleichungen und gleichungen mit unendlichvielen unbekannien
,”
Encyklopädie Math. Wiss.
2
,
1335
1601
(
1928
).
63.
Hilbert
,
D.
,
Grundzüge einer allgemeinen theorie der linearen integralgleichungen
(
B. G. Teubner, Leipzig, Berlin
,
1912
).
64.
Hille
,
E.
and
Tamarkin
,
J. D.
, “
On the theory of linear integral equations I
,”
Ann. Math.
31
,
479
527
(
1930
).
65.
Hille
,
E.
and
Tamarkin
,
J. D.
, “
On the characteristic values of linear integral equations
,”
Acta Math.
57
,
1
76
(
1931
).
66.
Hille
,
E.
and
Tamarkin
,
J. D.
, “
On the theory of linear integral equations II
,”
Ann. Math.
35
,
445
455
(
1934
).
67.
Hohl
,
F.
and
Feix
,
M.
, “
Numerical experiments with a one-dimensional model for a self-gravitating star system
,”
Astrophys. J.
147
,
1164
1180
(
1967
).
68.
Iglish
,
R.
, “
Über lineare integralgleichungen mit vom parameter abhängigem kern
,”
Math. Ann.
117
,
129
139
(
1939
).
69.
Kato
,
T.
, “
Perturbation theory for linear operators
,” in
Grundlehren der Mathematischen Wissenschaften
(
Springer
,
1966
), Vol.
132
.
70.
Kim
,
J. Y.
and
Wakatani
,
M.
, “
Radial structure of high-mode-number toroidal modes in general equilibrium profiles
,”
Phys. Rev. Lett.
73
,
2200
2203
(
1994
).
71.
Krasnosel’skii
,
M. A.
,
Pustylnik
,
E. I.
,
Sobolevskii
,
P. E.
, and
Zabreiko
,
P. P.
,
Integral Operators in Spaces of Summable Functions
(
Leyden Noordhoff International Publishing
,
1976
).
72.
Lee
,
Y. C.
and
Van Dam
,
J. W.
, “
Kinetic theory of ballooning instabilities
,” in
Proceedings of the Finite-Beta Theory Workshop
,
Varenna, Italy
,
September 1977
, edited by
B.
Coppi
and
W.
Sadowski
(
Department of Energy, Washington, DC (USA), Office of Fusion Energy
,
1979
), pp.
93
101
.
73.
Lee
,
Y. C.
,
Van Dam
,
J. W.
,
Drake
,
J. F.
,
Lin
,
A. T.
,
Pritchett
,
P. L.
,
D’Ippolito
,
D.
,
Liewer
,
P. C.
, and
Liu
,
C. S.
, “
Kinetic theory of ballooning instabilities and studies of tearing instabilities
,” in
Seventh International Conference on Plasma Physics and Controlled Nuclear Fusion Research
,
Innsbruck, Austria
,
August 1978
(
International Atomic Energy Agency
,
1979
), pp.
799
807
.
74.
Lions
,
P.-L.
,
Perthame
,
B.
, and
Tadmor
,
E.
, “
A kinetic formulation of multidimensional scalar conservation laws and related equations
,”
J. Am. Math. Soc.
7
,
169
191
(
1994
).
75.
Lions
,
P.-L.
,
Perthame
,
B.
, and
Tadmor
,
E.
, “
Kinetic formulation of isentropic gas dynamics and p-systems
,”
Commun. Math. Phys.
163
,
415
431
(
1994
).
76.
Muskhelvlishvili
,
N. I.
,
Singular Integral Equations
(
Akademie-Verlag
,
Berlin
,
1965
).
77.
Nayfeh
,
A. H.
,
Perturbation Methods
(
Wiley-VCH
,
2000
).
78.
Newcomb
,
W. A.
, “
Ballooning transformation
,”
Phys. Fluids B
2
,
86
96
(
1990
).
79.
Nevanlinna
,
R.
and
Paatero
,
V.
,
Introduction to Complex Analysis
(
Addison-Wesley Publishing
,
1969
).
80.
Paley
,
R. C.
and
Wiener
,
N.
,
Fourier transforms in the complex plane
(
American Mathematical Society
,
1934
), Vol.
19
.
81.
Perthame
,
B.
and
Tadmor
,
E.
, “
A kinetic equation with kinetic entropy functions for scalar conservation laws
,”
Commun. Math. Phys.
136
,
501
517
(
1991
).
82.
Perthame
,
B.
and
Tadmor
,
E.
,
Kinetic Formulation of Conservation Laws
,
Oxford Lecture Series In Mathematics And Its Applications
(
Clarendon Press
,
2003
).
83.
Pogorzelski
,
W.
,
Integral Equations and Their Applications
(
Pergamon Press
,
1966
).
84.
Plemelj
,
J.
, “
Zur theorie fredholmshen funktionalgleichung
,”
Monatsh. Math. Phys.
15
,
93
128
(
1907
).
85.
Qi
,
J.
,
Zheng
,
Z.
, and
Sun
,
H.
, “
Classification of Sturm–Liouville differential equations with complex coefficients and operator realization
,”
Proc. R. Soc. A
467
,
1835
1850
(
2011
).
86.
Rabinowitz
,
P. H.
, “
Some global results for nonlinear eigenvalue problems
,”
J. Funct. Anal.
7
,
487
513
(
1971
).
87.
Rabinowitz
,
P. H.
, “
Some aspects of nonlinear eigenvalue problems
,”
Rocky Mount. J. Math.
7
,
161
202
(
1973
).
88.
Reed
,
M.
and
Simon
,
B.
,
Methods of Modern Mathematical Physics IV: Analysis of Operators
(
Academic Press
,
1978
).
89.
Reed
,
M.
and
Simon
,
B.
,
Methods of Modern Mathematical Physics I: Functional Analysis
(
Academic Press
,
1980
).
90.
Rewoldt
,
G.
,
Tang
,
W. M.
, and
Frieman
,
E. A.
, “
Integral formulation for the two-dimensional spatial structure of drift and trapped-electron modes
,”
Phys. Fluids
21
,
1513
1532
(
1978
).
91.
Ruhe
,
A.
, “
Algorithms for the nonlinear eigenvalue problem
,”
SIAM J. Numer. Anal.
10
,
674
689
(
1973
).
92.
Sarazin
,
Y.
,
Grandgirard
,
V.
,
Fleurence
,
E.
,
Garbet
,
X.
,
Ghendrih
,
Ph.
,
Bertrand
,
P.
, and
Depret
,
G.
, “
Kinetic features of interchange turbulence
,”
Plasma Phys. Controlled Fusion
47
,
1817
1839
(
2005
).
93.
Sims
,
A. R.
, “
Secondary conditions for linear differential operators of the second order
,”
J. Math. Mech.
6
,
247
285
(
1957
).
94.
Smithies
,
F.
, “
The Fredholm theory of integral equations
,”
Duke Math. J.
8
,
107
130
(
1941
).
95.
Smithies
,
F.
,
Integral Equations
(
Cambridge University Press
,
1958
).
96.
Steinberg
,
S.
, “
Meromorphic families of compact operators
,”
Arch. Ration. Mech. Anal.
31
,
372
379
(
1968
).
97.
Tamarkin
,
J. D.
, “
On Fredholm integral equations whose kernels are analytic in a parameter
,”
Ann. Math.
28
,
127
152
(
1927
).
98.
Tang
,
W. M.
, “
Microinstabilities theory in tokamaks
,”
Nucl. Fusion
18
,
1089
1160
(
1978
).
99.
Tang
,
W. M.
,
Connor
,
J. W.
, and
Hastie
,
R. J.
, “
Kinetic-ballooning mode theory in general geometry
,”
Nucl. Fusion
20
,
1439
1453
(
1980
).
100.

These relations are true up to the order ρϵa2=O(ϵϵa2) in the small parameters ϵ = 1/n and ϵa = a/R0.

101.
Tisseur
,
F.
and
Meerbergen
,
K.
, “
The quadratic eigenvalue problem
,”
SIAM Rev.
43
,
235
286
(
2001
).
102.
Titchmarsh
,
E. C.
,
Introduction to the Theory of Fourier Integrals
(
Clarendon Press
,
Oxford
,
1948
).
103.
Turner
,
R. E. L.
, “
A class of nonlinear eigenvalue problems
,”
J. Funct. Anal.
7
,
297
322
(
1968
).
104.
Turner
,
R. E. L.
, “
Nonlinear eigenvalue problems with nonlocal operators
,”
Commun. Pure Appl. Math.
23
,
963
972
(
1970
).
105.
Van Kampen
,
N. G.
, “
On the theory of stationary waves in plasmas
,”
Physica
21
,
949
963
(
1955
).
106.
Zakharov
,
V. E.
, “
Benney equations and quasiclassical approximation in the method of the inverse problem
,”
Funct. Anal. Appl.
14
,
89
98
(
1980
).
107.
Zettl
,
A.
,
Sturm–Liouville Theory
,
Mathematical Surveys and Monographs
Vol.
121
(
AMS
,
2005
).
You do not currently have access to this content.