Browsing by Subject "math.AP"
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Item Open Access A convergent method for linear half-space kinetic equations(2017-04-23) Li, Q; Lu, J; Sun, WWe give a unified proof for the well-posedness of a class of linear half-space equations with general incoming data and construct a Galerkin method to numerically resolve this type of equations in a systematic way. Our main strategy in both analysis and numerics includes three steps: adding damping terms to the original half-space equation, using an inf-sup argument and even-odd decomposition to establish the well-posedness of the damped equation, and then recovering solutions to the original half-space equation. The proposed numerical methods for the damped equation is shown to be quasi-optimal and the numerical error of approximations to the original equation is controlled by that of the damped equation. This efficient solution to the half-space problem is useful for kinetic-fluid coupling simulations.Item Open Access A Mean Field Limit for the Vlasov–Poisson System(Archive for Rational Mechanics and Analysis, 2017-09) Lazarovici, D; Pickl, P© 2017, Springer-Verlag Berlin Heidelberg. We present a probabilistic proof of the mean field limit and propagation of chaos N-particle systems in three dimensions with positive (Coulomb) or negative (Newton) 1/r potentials scaling like 1/N and an N-dependent cut-off which scales like N - 1 / 3 + ϵ . In particular, for typical initial data, we show convergence of the empirical distributions to solutions of the Vlasov–Poisson system with either repulsive electrical or attractive gravitational interactions.Item Open Access A Priori Generalization Analysis of the Deep Ritz Method for Solving High Dimensional Elliptic EquationsLu, Jianfeng; Lu, Yulong; Wang, MinThis paper concerns the a priori generalization analysis of the Deep Ritz Method (DRM) [W. E and B. Yu, 2017], a popular neural-network-based method for solving high dimensional partial differential equations. We derive the generalization error bounds of two-layer neural networks in the framework of the DRM for solving two prototype elliptic PDEs: Poisson equation and static Schr\"odinger equation on the $d$-dimensional unit hypercube. Specifically, we prove that the convergence rates of generalization errors are independent of the dimension $d$, under the a priori assumption that the exact solutions of the PDEs lie in a suitable low-complexity space called spectral Barron space. Moreover, we give sufficient conditions on the forcing term and the potential function which guarantee that the solutions are spectral Barron functions. We achieve this by developing a new solution theory for the PDEs on the spectral Barron space, which can be viewed as an analog of the classical Sobolev regularity theory for PDEs.Item Open Access A Variation on the Donsker-Varadhan Inequality for the Principial Eigenvalue(2017-04-23) Lu, Jianfeng; Steinerberger, StefanThe purpose of this short note is to give a variation on the classical Donsker-Varadhan inequality, which bounds the first eigenvalue of a second-order elliptic operator on a bounded domain $\Omega$ by the largest mean first exit time of the associated drift-diffusion process via $$\lambda_1 \geq \frac{1}{\sup_{x \in \Omega} \mathbb{E}_x \tau_{\Omega^c}}.$$ Instead of looking at the mean of the first exist time, we study quantiles: let $d_{p, \partial \Omega}:\Omega \rightarrow \mathbb{R}_{\geq 0}$ be the smallest time $t$ such that the likelihood of exiting within that time is $p$, then $$\lambda_1 \geq \frac{\log{(1/p)}}{\sup_{x \in \Omega} d_{p,\partial \Omega}(x)}.$$ Moreover, as $p \rightarrow 0$, this lower bound converges to $\lambda_1$.Item Open Access An isoperimetric problem with Coulomb repulsion and attraction to a background nucleus(2017-04-23) Lu, Jianfeng; Otto, FelixWe study an isoperimetric problem the energy of which contains the perimeter of a set, Coulomb repulsion of the set with itself, and attraction of the set to a background nucleus as a point charge with charge $Z$. For the variational problem with constrained volume $V$, our main result is that the minimizer does not exist if $V - Z$ is larger than a constant multiple of $\max(Z^{2/3}, 1)$. The main technical ingredients of our proof are a uniform density lemma and electrostatic screening arguments.Item Open Access Asymmetry in crystal facet dynamics of homoepitaxy by a continuum model(2017-04-23) Liu, JG; Lu, J; Margetis, D; Marzuola, JLIn the absence of external material deposition, crystal surfaces usually relax to become flat by decreasing their free energy. We study an asymmetry in the relaxation of macroscopic plateaus, facets, of a periodic surface corrugation in 1+1 dimensions via a continuum model below the roughening transition temperature. The model invokes a highly degenerate parabolic partial differential equation (PDE) for surface diffusion, which is related to the weighted-$H^{-1}$ (nonlinear) gradient flow of a convex, singular surface free energy in homoepitaxy. The PDE is motivated both by an atomistic broken-bond model and a mesoscale model for steps. By constructing an explicit solution to the PDE, we demonstrate the lack of symmetry in the evolution of top and bottom facets in periodic surface profiles. Our explicit, analytical solution is compared to numerical simulations of the PDE via a regularized surface free energy.Item Open Access Asymptotic behavior of branching diffusion processes in periodic mediaHebbar, P; Koralov, L; Nolen, JWe study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the distance of the domain from the region where the bulk of the particles is located. At distances that grow linearly in time, we observe intermittency (i.e., the $k$-th moment dominates the $k$-th power of the first moment for some $k$), while, at distances that grow sub-linearly in time, we show that all the moments converge. A key ingredient in our analysis is a sharp estimate of the transition kernel for the branching process, valid up to linear in time distances from the location of the initial particle.Item Open Access Bloch dynamics with second order Berry phase correction(2017-04-23) Lu, Jianfeng; Zhang, Zihang; Zhou, ZhennanWe derive the semiclassical Bloch dynamics with the second order Berry phase correction, based on a two-scale WKB asymptotic analysis. For uniform external electric field, the bi-characteristics system after a positional shift introduced by Berry connections agrees with the recent result in the physics literature.Item Open Access Convergence of Phase-Field Free Energy and Boundary Force for Molecular Solvation(2017-04-23) Dai, S; Li, B; Lu, JWe study a phase-field variational model for the solvaiton of charged molecules with an implicit solvent. The solvation free-energy functional of all phase fields consists of the surface energy, solute excluded volume and solute-solvent van der Waals dispersion energy, and electrostatic free energy. The surface energy is defined by the van der Waals--Cahn--Hilliard functional with squared gradient and a double-well potential. The electrostatic part of free energy is defined through the electrostatic potential governed by the Poisson--Boltzmann equation in which the dielectric coefficient is defined through the underlying phase field. We prove the continuity of the electrostatics---its potential, free energy, and dielectric boundary force---with respect to the perturbation of dielectric boundary. We also prove the $\Gamma$-convergence of the phase-field free-energy functionals to their sharp-interface limit, and the equivalence of the convergence of total free energies to that of all individual parts of free energy. We finally prove the convergence of phase-field forces to their sharp-interface limit. Such forces are defined as the negative first variations of the free-energy functional; and arise from stress tensors. In particular, we obtain the force convergence for the van der Waals--Cahn--Hilliard functionals with minimal assumptions.Item Open Access Defect resonances of truncated crystal structuresLu, Jianfeng; Marzuola, Jeremy L; Watson, Alexander BDefects in the atomic structure of crystalline materials may spawn electronic bound states, known as \emph{defect states}, which decay rapidly away from the defect. Simplified models of defect states typically assume the defect is surrounded on all sides by an infinite perfectly crystalline material. In reality the surrounding structure must be finite, and in certain contexts the structure can be small enough that edge effects are significant. In this work we investigate these edge effects and prove the following result. Suppose that a one-dimensional infinite crystalline material hosting a positive energy defect state is truncated a distance $M$ from the defect. Then, for sufficiently large $M$, there exists a resonance \emph{exponentially close} (in $M$) to the bound state eigenvalue. It follows that the truncated structure hosts a metastable state with an exponentially long lifetime. Our methods allow both the resonance frequency and associated resonant state to be computed to all orders in $e^{-M}$. We expect this result to be of particular interest in the context of photonic crystals, where defect states are used for wave-guiding and structures are relatively small. Finally, under a mild additional assumption we prove that if the defect state has negative energy then the truncated structure hosts a bound state with exponentially-close energy.Item Open Access Derivation of the Bogoliubov Time Evolution for Gases with Finite Speed of SoundPetrat, S; Pickl, P; Soffer, AThe derivation of mean-field limits for quantum systems at zero temperature has attracted many researchers in the last decades. Recent developments are the consideration of pair correlations in the effective description, which lead to a much more precise description of both the ground state properties and the dynamics of the Bose gas in the weak coupling limit. While mean-field results typically allow a convergence result for the reduced density matrix only, one gets norm convergence when considering the pair correlations proposed by Bogoliubov in his seminal 1947 paper. In the present paper we consider an interacting Bose gas in the ground state with slight perturbations. We consider the case where the volume of the gas - in units of the support of the excitation - and the density of the gas tend to infinity simultaneously. We assume that the coupling constant is such that the self-interaction of the fluctuations is of leading order, which leads to a finite (non-zero) speed of sound in the gas. We show that the difference between the N-body description and the Bogoliubov description is small in $L^2$ as the density of the gas tends to infinity. In this situation the ratio of the occupation number of the ground-state and the excitation forming the fluctuations will influence the leading order of the dynamics of the system. In this sense we show the validity of the Bogoliubov time evolution in a situation where the temperature has an effect on the dynamics of the system.Item Open Access Exterior Differential Systems and Euler-Lagrange Partial Differential EquationsBryant, Robert; Griffiths, Phillip; Grossman, DanielWe use methods from exterior differential systems (EDS) to develop a geometric theory of scalar, first-order Lagrangian functionals and their associated Euler-Lagrange PDEs, subject to contact transformations. The first chapter contains an introduction of the classical Poincare-Cartan form in the context of EDS, followed by proofs of classical results, including a solution to the relevant inverse problem, Noether's theorem on symmetries and conservation laws, and several aspects of minimal hypersurfaces. In the second chapter, the equivalence problem for Poincare-Cartan forms is solved, giving the differential invariants of such a form, identifying associated geometric structures (including a family of affine hypersurfaces), and exhibiting certain "special" Euler-Lagrange equations characterized by their invariants. In the third chapter, we discuss a collection of Poincare-Cartan forms having a naturally associated conformal geometry, and exhibit the conservation laws for non-linear Poisson and wave equations that result from this. The fourth and final chapter briefly discusses additional PDE topics from this viewpoint--Euler-Lagrange PDE systems, higher order Lagrangians and conservation laws, identification of local minima for Lagrangian functionals, and Backlund transformations. No previous knowledge of exterior differential systems or of the calculus of variations is assumed.Item Open Access Global regularity for 1D Eulerian dynamics with singular interaction forces(2017-12-18) Kiselev, A; Tan, CThe Euler-Poisson-Alignment (EPA) system appears in mathematical biology and is used to model, in a hydrodynamic limit, a set agents interacting through mutual attraction/repulsion as well as alignment forces. We consider one-dimensional EPA system with a class of singular alignment terms as well as natural attraction/repulsion terms. The singularity of the alignment kernel produces an interesting effect regularizing the solutions of the equation and leading to global regularity for wide range of initial data. This was recently observed in the paper by Do, Kiselev, Ryzhik and Tan. Our goal in this paper is to generalize the result and to incorporate the attractive/repulsive potential. We prove that global regularity persists for these more general models.Item Open Access Irreducible Ginzburg-Landau fields in dimension 2(2018-01-18) Nagy, ÁGinzburg--Landau fields are the solutions of the Ginzburg--Landau equations which depend on two positive parameters, $\alpha$ and $\beta$. We give conditions on $\alpha$ and $\beta$ for the existence of irreducible solutions of these equations. Our results hold for arbitrary compact, oriented, Riemannian 2-manifolds (for example, bounded domains in $\rl^2$, spheres, tori, etc.) with de Gennes--Neumann boundary conditions. We also prove that, for each such manifold and all positive $\alpha$ and $\beta$, the Ginzburg--Landau free energy is a Palais--Smale function on the space of gauge equivalence classes, Ginzburg--Landau fields exist for only a finite set of energy values, and the moduli space of Ginzburg--Landau fields is compact.Item Open Access Learning interacting particle systems: diffusion parameter estimation for aggregation equations(2018-02-14) Huang, H; Liu, JG; Lu, JIn this article, we study the parameter estimation of interacting particle systems subject to the Newtonian aggregation. Specifically, we construct an estimator $\widehat{\nu}$ with partial observed data to approximate the diffusion parameter $\nu$, and the estimation error is achieved. Furthermore, we extend this result to general aggregation equations with a bounded Lipschitz interaction field.Item Open Access Microscopic derivation of the Keller-Segel equation in the sub-critical regimeGarcía, Ana Cañizares; Pickl, PeterWe derive the two-dimensional Keller-Segel equation from a stochastic system of $N$ interacting particles in the case of sub-critical chemosensitivity $\chi < 8 \pi$. The Coulomb interaction force is regularised with a cutoff of size $N^{- \alpha}$, with arbitrary $\alpha \in (0, 1 / 2)$. In particular we obtain a quantitative result for the maximal distance between the real and mean-field $N$-particle trajectories.Item Open Access Non-Convex Planar Harmonic MapsKovalsky, Shahar Z; Aigerman, Noam; Daubechies, Ingrid; Kazhdan, Michael; Lu, Jianfeng; Steinerberger, StefanWe formulate a novel characterization of a family of invertible maps between two-dimensional domains. Our work follows two classic results: The Rad\'o-Kneser-Choquet (RKC) theorem, which establishes the invertibility of harmonic maps into a convex planer domain; and Tutte's embedding theorem for planar graphs - RKC's discrete counterpart - which proves the invertibility of piecewise linear maps of triangulated domains satisfying a discrete-harmonic principle, into a convex planar polygon. In both theorems, the convexity of the target domain is essential for ensuring invertibility. We extend these characterizations, in both the continuous and discrete cases, by replacing convexity with a less restrictive condition. In the continuous case, Alessandrini and Nesi provide a characterization of invertible harmonic maps into non-convex domains with a smooth boundary by adding additional conditions on orientation preservation along the boundary. We extend their results by defining a condition on the normal derivatives along the boundary, which we call the cone condition; this condition is tractable and geometrically intuitive, encoding a weak notion of local invertibility. The cone condition enables us to extend Alessandrini and Nesi to the case of harmonic maps into non-convex domains with a piecewise-smooth boundary. In the discrete case, we use an analog of the cone condition to characterize invertible discrete-harmonic piecewise-linear maps of triangulations. This gives an analog of our continuous results and characterizes invertible discrete-harmonic maps in terms of the orientation of triangles incident on the boundary.Item Open Access On explicit $L^2$-convergence rate estimate for piecewise deterministic Markov processesLu, Jianfeng; Wang, LihanWe establish $L^2$-exponential convergence rate for three popular piecewise deterministic Markov processes for sampling: the randomized Hamiltonian Monte Carlo method, the zigzag process, and the bouncy particle sampler. Our analysis is based on a variational framework for hypocoercivity, which combines a Poincar\'{e}-type inequality in time-augmented state space and a standard $L^2$ energy estimate. Our analysis provides explicit convergence rate estimates, which are more quantitative than existing results.Item Open Access On explicit $L^2$-convergence rate estimate for underdamped Langevin dynamicsCao, Yu; Lu, Jianfeng; Wang, LihanWe provide a new explicit estimate of exponential decay rate of underdamped Langevin dynamics in $L^2$ distance. To achieve this, we first prove a Poincar\'{e}-type inequality with Gibbs measure in space and Gaussian measure in momentum. Our new estimate provides a more explicit and simpler expression of decay rate; moreover, when the potential is convex with Poincar\'{e} constant $m \ll 1$, our new estimate offers the decay rate of $\mathcal{O}(\sqrt{m})$ after optimizing the choice of friction coefficient, which is much faster compared to $\mathcal{O}(m)$ for the overdamped Langevin dynamics.Item Open Access On the mean-field limit for the Vlasov-Poisson-Fokker-Planck systemHuang, H; Liu, JG; Pickl, PWe devise and study a random particle blob method for approximating the Vlasov-Poisson-Fokkker-Planck (VPFP) equations by a $N$-particle system subject to the Brownian motion in $\mathbb{R}^3$ space. More precisely, we show that maximal distance between the exact microscopic and the mean-field trajectories is bounded by $N^{-\frac{1}{3}+\varepsilon}$ ($\frac{1}{63}\leq\varepsilon<\frac{1}{36}$) for a system with blob size $N^{-\delta}$ ($\frac{1}{3}\leq\delta<\frac{19}{54}-\frac{2\varepsilon}{3}$) up to a probability $1-N^{-\alpha}$ for any $\alpha>0$, which improves the cut-off in [10]. Our result thus leads to a derivation of VPFP equations from the microscopic $N$-particle system. In particular we prove the convergence rate between the empirical measure associated to the particle system and the solution of the VPFP equations. The technical novelty of this paper is that our estimates crucially rely on the randomness coming from the initial data and from the Brownian motion.