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Ansgar Jüngel

Publications and source records attributed to Ansgar Jüngel.

At least 109 records · Page 6Linked to original sources

Convergence of a Finite-Volume Scheme for a Degenerate Cross-Diffusion Model for Ion Transport

An implicit Euler finite-volume scheme for a degenerate cross-diffusion system describing the ion transport through biological membranes is analyzed. The strongly coupled equations for the ion concentrations include drift terms involving the electric potential, which is coupled to the concentrations through the Poisson equation. The cross-diffusion system possesses a formal gradient-flow structure revealing nonstandard degen-eracies, which lead to considerable mathematical difficulties. The finite-volume scheme is based on two-point flux approximations with "double" upwind mobilities. It preserves the structure of the continuous model like nonnegativity, upper bounds, and entropy dis-sipation. The degeneracy is overcome by proving a new discrete Aubin-Lions lemma of "degenerate" type. Under suitable assumptions, the existence and uniqueness of bounded discrete solutions, a discrete entropy inequality, and the convergence of the scheme is proved. Numerical simulations of a calcium-selective ion channel in two space dimensions indicate that the numerical scheme is of first order.

math.NA↗

Global renormalized solutions to reaction-cross-diffusion systems

The global-in-time existence of renormalized solutions to reaction-cross-diffu-sion systems for an arbitrary number of variables in bounded domains with no-flux boundary conditions is proved. The cross-diffusion part describes the segregation of population species and is a generalization of the Shigesada-Kawasaki-Teramoto model. The diffusion matrix is not diagonal and generally neither symmetric nor positive semi-definite, but the system possesses a formal gradient-flow or entropy structure. The reaction part includes reversible reactions of mass-action kinetics and does not obey any growth condition. The existence result generalizes both the condition on the reaction part required in the boundedness-by-entropy method and the proof of J. Fischer for reaction-diffusion systems with diagonal diffusion matrices.

math.AP↗

Cross-diffusion systems with entropy structure

Some results on cross-diffusion systems with entropy structure are reviewed. The focus is on local-in-time existence results for general systems with normally elliptic diffusion operators, due to Amann, and global-in-time existence theorems by Lepoutre, Moussa, and co-workers for cross-diffusion systems with an additional Laplace structure. The boundedness-by-entropy method allows for global bounded weak solutions to certain diffusion systems. Furthermore, a partial result on the uniqueness of weak solutions is recalled, and some open problems are presented.

math.AP↗

Blow-up of solutions to semi-discrete parabolic-elliptic Keller-Segel models

The existence of weak solutions and upper bounds for the blow-up time for time-discrete parabolic-elliptic Keller-Segel models for chemotaxis in the two-dimensional whole space are proved. For various time discretizations, including the implicit Euler, BDF, and Runge-Kutta methods, the same bounds for the blow-up time as in the continuous case are derived by discrete versions of the virial argument. The theoretical results are illustrated by numerical simulations using an upwind finite-element method combined with second-order time discretizations.

math.AP↗

A note on the uniqueness of weak solutions to a class of cross-diffusion systems

The uniqueness of bounded weak solutions to strongly coupled parabolic equations in a bounded domain with no-flux boundary conditions is shown. The equations include cross-diffusion and drift terms and are coupled selfconsistently to the Poisson equation. The model class contains special cases of the Maxwell-Stefan equations for gas mixtures, generalized Shigesada-Kawasaki-Teramoto equations for population dynamics, and volume-filling models for ion transport. The uniqueness proof is based on a combination of the $H^{-1}$ technique and the entropy method of Gajewski.

math.AP↗

Analysis of a degenerate parabolic cross-diffusion system for ion transport

A cross-diffusion system describing ion transport through biological membranes or nanopores in a bounded domain with mixed Dirichlet-Neumann boundary conditions is analyzed. The ion concentrations solve strongly coupled diffusion equations with a drift term involving the electric potential which is coupled to the concentrations through a Poisson equation. The global-in-time existence of bounded weak solutions and the uniqueness of weak solutions under moderate regularity assumptions are shown. The main difficulties of the analysis are the cross-diffusion terms and the degeneracy of the diffusion matrix, preventing the use of standard tools. The proofs are based on the boundedness-by-entropy method, extended to nonhomogeneous boundary conditions, and the uniqueness technique of Gajewski. A finite-volume discretization in one space dimension illustrates the large-time behavior of the numerical solutions and shows that the equilibration rates may be very small.

math.AP↗

Energy-transport systems for optical lattices: derivation, analysis, simulation

Energy-transport equations for the transport of fermions in optical lattices are formally derived from a Boltzmann transport equation with a periodic lattice potential in the diffusive limit. The limit model possesses a formal gradient-flow structure like in the case of the energy-transport equations for semiconductors. At the zeroth-order high temperature limit, the energy-transport equations reduce to the whole-space logarithmic diffusion equation which has some unphysical properties. Therefore, the first-order expansion is derived and analyzed. The existence of weak solutions to the time-discretized system for the particle and energy densities with periodic boundary conditions is proved. The difficulties are the nonstandard degeneracy and the quadratic gradient term. The main tool of the proof is a result on the strong convergence of the gradients of the approximate solutions. Numerical simulations in one space dimension show that the particle density converges to a constant steady state if the initial energy density is sufficiently large, otherwise the particle density converges to a nonconstant steady state.

math.AP↗

A discrete Bakry-Emery method and its application to the porous-medium equation

The exponential decay of the relative entropy associated to a fully discrete porous-medium equation in one space dimension is shown by means of a discrete Bakry-Emery approach. The first ingredient of the proof is an abstract discrete Bakry-Emery method, which states conditions on a sequence under which the exponential decay of the discrete entropy follows. The second ingredient is a new nonlinear summation-by-parts formula which is inspired by systematic integration by parts developed by Matthes and the first author. Numerical simulations illustrate the exponential decay of the entropy for various time and space step sizes.

math.AP↗

Existence analysis of a single-phase flow mixture model with van der Waals pressure

The transport of single-phase fluid mixtures in porous media is described by cross-diffusion equations for the mass densities. The equations are obtained in a thermodynamic consistent way from mass balance, Darcy's law, and the van der Waals equation of state for mixtures. The model consists of parabolic equations with cross diffusion with a hypocoercive diffusion operator. The global-in-time existence of weak solutions in a bounded domain with equilibrium boundary conditions is proved, extending the boundedness-by-entropy method. Based on the free energy inequality, the large-time convergence of the solution to the constant equilibrium mass density is shown. For the two-species model and specific diffusion matrices, an integral inequality is proved, which reveals a minimum principle for the mass fractions. Without mass diffusion, the two-dimensional pressure is shown to converge exponentially fast to a constant. Numerical examples in one space dimension illustrate this convergence.

math.AP↗

Displacement convexity for the entropy in semidiscrete nonlinear Fokker-Planck equations

The displacement $λ$-convexity of a nonstandard entropy with respect to a nonlocal transportation metric in finite state spaces is shown using a gradient flow approach. The constant $λ$ is computed explicitly in terms of a priori estimates of the solution to a finite-difference approximation of a nonlinear Fokker-Planck equation. The key idea is to employ a new mean function, which defines the Onsager operator in the gradient flow formulation.

math.AP↗

Pipelined Iterative Solvers with Kernel Fusion for Graphics Processing Units

We revisit the implementation of iterative solvers on discrete graphics processing units and demonstrate the benefit of implementations using extensive kernel fusion for pipelined formulations over conventional implementations of classical formulations. The proposed implementations with both CUDA and OpenCL are freely available in ViennaCL and are shown to be competitive with or even superior to other solver packages for graphics processing units. Highest performance gains are obtained for small to medium-sized systems, while our implementations are on par with vendor-tuned implementations for very large systems. Our results are especially beneficial for transient problems, where many small to medium-sized systems instead of a single big system need to be solved.

cs.MS↗

Discrete Bochner inequalities via the Bochner-Bakry-Emery approach for Markov chains

Discrete convex Sobolev inequalities and Beckner inequalities are derived for time-continuous Markov chains on finite state spaces. Beckner inequalities interpolate between the modified logarithmic Sobolev inequality and the Poincaré inequality. Their proof is based on the Bakry-Emery approach and on discrete Bochner-type inequalities established by Caputo, Dai Pra, and Posta and recently extended by Fathi and Maas for logarithmic entropies. The abstract result for convex entropies is applied to several Markov chains, including birth-death processes, zero-range processes, Bernoulli-Laplace models, and random transposition models, and to a finite-volume discretization of a one-dimensional Fokker-Planck equation, applying results by Mielke.

math.PR↗

A cross-diffusion system derived from a Fokker-Planck equation with partial averaging

A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the probability density associated to a multi-dimensional Itō process, assuming that the diffusion coefficients depend on partial averages of the probability density with exponential weights. A main feature is that the diffusion matrix of the limiting cross-diffusion system is generally neither symmetric nor positive definite, but its structure allows for the use of entropy methods. The global-in-time existence of positive weak solutions is proved and, under a simplifying assumption, the large-time asymptotics is investigated.

math.AP↗

Global existence analysis of cross-diffusion population systems for multiple species

The existence of global-in-time weak solutions to reaction-cross-diffusion systems for an arbitrary number of competing population species is proved. The equations can be derived from an on-lattice random-walk model with general transition rates. In the case of linear transition rates, it extends the two-species population model of Shigesada, Kawasaki, and Teramoto. The equations are considered in a bounded domain with homogeneous Neumann boundary conditions. The existence proof is based on a refined entropy method and a new approximation scheme. Global existence follows under a detailed balance or weak cross-diffusion condition. The detailed balance condition is related to the symmetry of the mobility matrix, which mirrors Onsager's principle in thermodynamics. Under detailed balance (and without reaction), the entropy is nonincreasing in time, but counter-examples show that the entropy may increase initially if detailed balance does not hold.

math.AP↗

Energy-transport models for spin transport in ferromagnetic semiconductors

Explicit energy-transport equations for the spinorial carrier transport in ferromagnetic semiconductors are calculated from a general spin energy-transport system that was derived by Ben Abdallah and El Hajj from a spinorial Boltzmann equation. The novelty of our approach are the simplifying assumptions leading to explicit models which extend both spin drift-diffusion and semiclassical energy-transport equations. The explicit models allow us to examine the interplay between the spin and charge degrees of freedom. In particular, the monotonicity of the entropy (or free energy) and gradient estimates are shown for these models and the existence of weak solutions to a time-discrete version of one of the models is proved, using novel truncation arguments. Numerical experiments in one-dimensional multilayer structures using a finite-volume discretization illustrate the effect of the temperature and the polarization parameter.

math.AP↗

A meeting point of entropy and bifurcations in cross-diffusion herding

A cross-diffusion system modeling the information herding of individuals is analyzed in a bounded domain with no-flux boundary conditions. The variables are the species' density and an influence function which modifies the information state of the individuals. The cross-diffusion term may stabilize or destabilize the system. Furthermore, it allows for a formal gradient-flow or entropy structure. Exploiting this structure, the global-in-time existence of weak solutions and the exponential decay to the constant steady state is proved in certain parameter regimes. This approach does not extend to all parameters. We investigate local bifurcations from homogeneous steady states analytically to determine whether this defines the validity boundary. This analysis shows that generically there is a gap in the parameter regime between the entropy approach validity and the first local bifurcation. Next, we use numerical continuation methods to track the bifurcating non-homogeneous steady states globally and to determine non-trivial stationary solutions related to herding behaviour. In summary, we find that the main boundaries in the parameter regime are given by the first local bifurcation point, the degeneracy of the diffusion matrix and a certain entropy decay validity condition. We study several parameter limits analytically as well as numerically, with a focus on the role of changing a linear damping parameter as well as a parameter controlling the cross-diffusion. We suggest that our paradigm of comparing bifurcation-generated obstructions to the parameter validity of global-functional methods could also be of relevance for many other models beyond the one studied here.

math.AP↗

A kinetic equation for economic value estimation with irrationality and herding

A kinetic inhomogeneous Boltzmann-type equation is proposed to model the dynamics of the number of agents in a large market depending on the estimated value of an asset and the rationality of the agents. The interaction rules take into account the interplay of the agents with sources of public information, herding phenomena, and irrationality of the individuals. In the formal grazing collision limit, a nonlinear nonlocal Fokker-Planck equation with anisotropic (or incomplete) diffusion is derived. The existence of global-in-time weak solutions to the Fokker-Planck initial-boundary-value problem is proved. Numerical experiments for the Boltzmann equation highlight the importance of the reliability of public information in the formation of bubbles and crashes. The use of Bollinger bands in the simulations shows how herding may lead to strong trends with low volatility of the asset prices, but eventually also to abrupt corrections.

math.AP↗