arXiv subjects

Anton Arnold

Publications and source records attributed to Anton Arnold.

At least 19 recordsLinked to original sources

arXiv2026

Long time behavior of Fokker-Planck equations for bosons and fermions

This paper is concerned with space inhomogeneous quantum Fokker-Planck equations posed on a classical kinetic phase space. The nonlinear factor $f(1\pm f)$ appears both in the transport term and in the collison part of the Fokker-Planck operator, accounting for the inclusion principle of bosons and the exclusion principle of fermions. Assuming that global solutions exist, we prove exponential decay of the solutions to the global equilibrium in a weighted $L^2$-space without a close-to-equilibrium assumption. Our analysis is in the spirit of an $L^2$-hypocoercivity method. Our main Lyapunov functional is constructed from a logarithmic relative entropy and the (nonlinear) projection of the solution to the manifold of local-in-$x$ equilibria.

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arXiv2026

Connection of hypocoercivity and hypocontractivity via the $θ$-methods

Recent literature shows that hypocoercivity properties of linear evolution equations (in particular their exponential decay and the sharp short time decay of their propagator norm) carry over to their discretization via the midpoint rule. This note discusses this connection for the (other) $θ$-methods, i.e.\ for $θ\ne\frac12$. It is shown that any implicit discretization with $θ\in (\frac12,1]$ (pertaining to a hypocoercive continuous-time evolution equation) is contractive, and not only hypocontractive -- in contrast to the midpoint rule. For a coercive continuous-time evolution equation, a discretization with $θ\in [0,\frac12)$ is contractive for time steps small enough.

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arXiv2026

Nonlinear Diffusion Equations: Full characterization of Entropies

This paper is concerned with the large-time behavior of quasilinear Fokker-Planck equations with confinement on the whole space $\mathbb{R}^d$. It aims at characterizing all relative entropy functionals such that the entropy method à la Bakry-Émery yields exponential convergence of all solutions towards the unique steady state (with the same mass as the initial condition). We call such entropies admissible. The convergence rate is determined by the uniform convexity parameter of the confinement potential. As such, this program extends the analogous study of linear Fokker-Planck equations [Bakry-Émery, Arnold-Markowich-Toscani-Unterreiter] to the nonlinear case, and it derives additional functionals for the nonlinear case --- beyond the Ralston-Newman entropies used in [Jüngel-Carrillo-Markowich-Toscani-Unterreiter]. Two key results are the characterization of those nonlinear Fokker-Planck equations which admit all entropy functionals that are admissible for the corresponding linear Fokker-Planck equation, and vice versa, the characterization of all admissible entropies for a given nonlinearity. The latter quest for power-law nonlinearities yields a large family of entropies for the porous-medium equations, but only the Ralston-Newman entropy for the fast-diffusion equations. Additional results include the derivation of new generalized Csiszár-Kullback and generalized Log-Sobolev inequalities for our entropy functionals as well as moment-weighted $L^1$--convergence estimates for the Fokker-Planck solutions.

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arXiv2026

Generalised Fisher Information in Defective Fokker-Planck Equations

The goal of this work is to introduce and investigate a generalised Fisher Information in the setting of linear Fokker-Planck equations. This functional, which depends on two functions instead of one, exhibits the same decay behaviour as the standard Fisher information, and allows us to investigate different parts of the Fokker-Planck solution via an appropriate decomposition. Focusing almost exclusively on Fokker-Planck equations with constant drift and diffusion matrices, we will use a modification of the well established Bakry-Emery method with this newly defined functional to provide an alternative proof to the sharp long time behaviour of relative entropies of solutions to such equations when the diffusion matrix is positive definite and the drift matrix is defective. This novel approach is different to previous techniques and relies on minimal spectral information on the Fokker-Planck operator, unlike the one presented the authors' previous work, where powerful tools from spectral theory were needed.

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arXiv2026

Sharp Decay of the Fisher Information for Degenerate Fokker-Planck Equations

The goal of this work is to find the sharp rate of convergence to equilibrium under the quadratic Fisher information functional for solutions to Fokker-Planck equations governed by a constant drift term and a constant, yet possibly degenerate, diffusion matrix. A key ingredient in our investigation is a recent work of Arnold, Signorello, and Schmeiser, where the $L^2$-propagator norm of such Fokker-Planck equations was shown to be identical to the propagator norm of a finite dimensional ODE which is determined by matrices that are intimately connected to those appearing in the associated Fokker-Planck equations.

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arXiv2026

The hypocoercivity index for the short time behavior of linear time-invariant ODE systems

We consider the class of conservative-dissipative ODE systems, which is a subclass of Lyapunov stable, linear time-invariant ODE systems. We characterize asymptotically stable, conservative-dissipative ODE systems via the hypocoercivity (theory) of their system matrices. Our main result is a concise characterization of the hypocoercivity index (an algebraic structural property of matrices with positive semi-definite Hermitian part introduced in Achleitner, Arnold, and Carlen (2018)) in terms of the short time behavior of the propagator norm for the associated conservative-dissipative ODE system.

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arXiv2026

Connection of hypocoercivity and hypocontractivity via the Cayley transform

The concepts of hypocoercivity and hypocontractivity and their relationship are studied for semi-dissipative continuous-time and discrete-time evolution equations in a Hilbert space setting. New proofs for the characterization of the short-time decay of the solution from the initial value are presented, that in particular characterize the constants in the leading terms of the solution when expanded in time. Maximally coercive/contractive representations of hypocoercive and hypocontractive semi-dissipative systems are presented, as well as the effect of different representations on the error estimates for the numerical solution.

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arXiv2025

Trend to equilibrium and hypoelliptic regularity for the relativistic Fokker-Planck equation

We consider the relativistic, spatially inhomogeneous Fokker-Planck equation with an external confining potential. We prove the exponential time decay of solutions towards the global equilibrium in weighted $L^2$ and Sobolov spaces. Our result holds for a wide class of external potentials and the estimates on the rate of convergence are explicit and constructive. Moreover, we prove that the associated semigroup of the equation has hypoelliptic regularizing properties and we obtain explicit rates on this regularization. The technique is based on the construction of suitable Lyapunov functionals.

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arXiv2025

WKB-based third order method for the highly oscillatory 1D stationary Schrödinger equation

This paper introduces an efficient high-order numerical method for solving the 1D stationary Schrödinger equation in the highly oscillatory regime. Building upon the ideas from [Arnold, Ben Abdallah, Negulescu, SIAM J. Numer. Anal., 2011], we first analytically transform the given equation into a smoother (i.e. less oscillatory) equation. By developing sufficiently accurate quadratures for several (iterated) oscillatory integrals occurring in the Picard approximation of the solution, we obtain a one-step method that is third order w.r.t. the step size. The accuracy and efficiency of the method are illustrated through several numerical examples.

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arXiv2025

Hypocoercivity in Hilbert spaces

The concept of hypocoercivity for linear evolution equations with dissipation is discussed and equivalent characterizations that were developed for the finite-dimensional case are extended to separable Hilbert spaces. Using the concept of a hypocoercivity index, quantitative estimates on the short-time and long-time decay behavior of a hypocoercive system are derived. As a useful tool for analyzing the structural properties, an infinite-dimensional staircase form is also derived and connections to linear systems and control theory are presented. Several examples illustrate the new concepts and the results are applied to the Lorentz kinetic equation.

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arXiv2024

Optimally truncated WKB approximation for the 1D stationary Schrödinger equation in the highly oscillatory regime

This paper is dedicated to the efficient numerical computation of solutions to the 1D stationary Schrödinger equation in the highly oscillatory regime. We compute an approximate solution based on the well-known WKB-ansatz, which relies on an asymptotic expansion w.r.t. the small parameter $\varepsilon$. Assuming that the coefficient in the equation is analytic, we derive an explicit error estimate for the truncated WKB series, in terms of $\varepsilon$ and the truncation order $N$. For any fixed $\varepsilon$, this allows to determine the optimal truncation order $N_{opt}$ which turns out to be proportional to $\varepsilon^{-1}$. When chosen this way, the resulting error of the optimally truncated WKB series behaves like $\mathcal{O}(\exp(-r/\varepsilon))$, with some parameter $r>0$. The theoretical results established in this paper are confirmed by several numerical examples.

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arXiv2024

On the limiting amplitude principle for the wave equation with variable coefficients

In this paper, we prove new results on the validity of the limiting amplitude principle (LAP) for the wave equation with nonconstant coefficients, not necessarily in divergence form. Under suitable assumptions on the coefficients and on the source term, we establish the LAP for space dimensions 2 and 3. This result is extended to one space dimension with an appropriate modification. We also quantify the LAP and thus provide estimates for the convergence of the time-domain solution to the frequency-domain solution. Our proofs are based on time-decay results of solutions of some auxiliary problems. The obtained results are illustrated numerically on radially symmetric problems in dimensions 1, 2 and 3.

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arXiv2024

Exponential stability and hypoelliptic regularization for the kinetic Fokker-Planck equation with confining potential

This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend previous approaches by analyzing Lyapunov functionals with non-constant weight matrices in the dissipation functional (a generalized Fisher information). We establish exponential convergence in a weighted $H^1$-norm with rates that become sharp in the case of quadratic potentials. In the defective case for quadratic potentials, i.e. when the drift matrix has non-trivial Jordan blocks, the weighted $L^2$-distance between a Fokker-Planck-solution and the steady state has always a sharp decay estimate of the order $\mathcal O\big( (1+t)e^{-tν/2}\big)$, with $ν$ the friction parameter. The presented method also gives new hypoelliptic regularization results for kinetic Fokker-Planck equations (from a weighted $L^2$-space to a weighted $H^1$-space).

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arXiv2023

Hypocoercivity in algebraically constrained partial differential equations with application to Oseen equations

The long-time behavior of solutions to different versions of Oseen equations of fluid flow on the 2D torus is analyzed using the concept of hypocoercivity. The considered models are isotropic Oseen equations where the viscosity acts uniformly in all directions and anisotropic Oseen-type equations with different viscosity directions. The hypocoercivity index is determined (if it exists) and it is shown that similar to the finite dimensional case of ordinary differential equations and differential-algebraic equations it characterizes its decay behavior.

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arXiv2023

Hypocoercivity for Linear ODEs and Strong Stability for Runge--Kutta Methods

In this note, we connect two different topics from linear algebra and numerical analysis: hypocoercivity of semi-dissipative matrices and strong stability for explicit Runge--Kutta schemes. Linear autonomous ODE systems with a non-coercive matrix are called hypocoercive if they still exhibit uniform exponential decay towards the steady state. Strong stability is a property of time-integration schemes for ODEs that preserve the temporal monotonicity of the discrete solutions. It is proved that explicit Runge--Kutta schemes are strongly stable with respect to semi-dissipative, asymptotically stable matrices if the hypocoercivity index is sufficiently small compared to the order of the scheme. Otherwise, the Runge--Kutta schemes are in general not strongly stable. As a corollary, explicit Runge--Kutta schemes of order $p\in 4\N$ with $s=p$ stages turn out to be \emph{not} strongly stable. This result was proved in \cite{AAJ23}, filling a gap left open in \cite{SunShu19}. Here, we present an alternative, direct proof.

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arXiv2023

High-order WKB-based Method For The 1D Stationary Schrödinger Equation In The Semi-classical Limit

We consider initial value problems for $\varepsilon^2\,φ''+a(x)\,φ=0$ in the highly oscillatory regime, i.e., with $a(x)>0$ and $0<\varepsilon\ll 1$. We discuss their efficient numerical integration on coarse grids, but still yielding accurate solutions. The $\mathcal{O}(h^2)$ one-step method from [2] is based on an analytic WKB-preprocessing of the equation. Here we extend this method to $\mathcal{O}(h^3)$ accuracy.

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arXiv2023

Optimally truncated WKB approximation for the highly oscillatory stationary 1D Schrödinger equation

We discuss the numerical solution of initial value problems for $\varepsilon^2\,φ''+a(x)\,φ=0$ in the highly oscillatory regime, i.e., with $a(x)>0$ and $0<\varepsilon\ll 1$. We analyze and implement an approximate solution based on the well-known WKB-ansatz. The resulting approximation error is of magnitude $\mathcal{O}(\varepsilon^{N})$ where $N$ refers to the truncation order of the underlying asymptotic series. When the optimal truncation order $N_{opt}$ is chosen, the error behaves like $\mathcal{O}(\varepsilon^{-2}\exp(-c\varepsilon^{-1}))$ with some $c>0$.

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arXiv2023

Necessary and sufficient conditions for strong stability of explicit Runge-Kutta methods

Strong stability is a property of time integration schemes for ODEs that preserve temporal monotonicity of solutions in arbitrary (inner product) norms. It is proved that explicit Runge--Kutta schemes of order $p\in 4\mathbb{N}$ with $s=p$ stages for linear autonomous ODE systems are not strongly stable, closing an open stability question from [Z.~Sun and C.-W.~Shu, SIAM J. Numer. Anal. 57 (2019), 1158--1182]. Furthermore, for explicit Runge--Kutta methods of order $p\in\mathbb{N}$ and $s>p$ stages, we prove several sufficient as well as necessary conditions for strong stability. These conditions involve both the stability function and the hypocoercivity index of the ODE system matrix. This index is a structural property combining the Hermitian and skew-Hermitian part of the system matrix.

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