arXiv subjects

Anton Arnold

Publications and source records attributed to Anton Arnold.

At least 37 records · Page 2Linked to original sources

arXiv2023

Hypocoercivity and hypocontractivity concepts for linear dynamical systems

For linear dynamical systems (in continuous-time and discrete-time) we revisit and extend the concepts of hypocoercivity and hypocontractivity and give a detailed analysis of the relations of these concepts to (asymptotic) stability, as well as (semi-)dissipativity and (semi-)contractivity, respectively. On the basis of these results, the short-time behavior of the propagator norm for linear continuous-time and discrete-time systems is characterized by the (shifted) hypocoercivity index and the (scaled) hypocontractivity index, respectively.

math.DS↗

arXiv2022

On the exponential time-decay for the one-dimensional wave equation with variable coefficients

We consider the initial-value problem for the one-dimensional, time-dependent wave equation with positive, Lipschitz continuous coefficients, which are constant outside a bounded region. Under the assumption of compact support of the initial data, we prove that the local energy decays exponentially fast in time, and provide the explicit constant to which the solution converges for large times. We give explicit estimates of the rate of this exponential decay by two different techniques. The first one is based on the definition of a modified, weighted local energy, with suitably constructed weights. The second one is based on the integral formulation of the problem and, under a more restrictive assumption on the variation of the coefficients, allows us to obtain improved decay rates.

math.AP↗

arXiv2022

An adaptive finite element method for high-frequency scattering problems with smoothly varying coefficients

We introduce a new numerical method for solving time-harmonic acoustic scattering problems. The main focus is on plane waves scattered by smoothly varying material inhomogeneities. The proposed method works for any frequency $ω$, but is especially efficient for high-frequency problems. It is based on a time-domain approach and consists of three steps: \emph{i)} computation of a suitable incoming plane wavelet with compact support in the propagation direction; \emph{ii)} solving a scattering problem in the time domain for the incoming plane wavelet; \emph{iii)} reconstruction of the time-harmonic solution from the time-domain solution via a Fourier transform in time. An essential ingredient of the new method is a front-tracking mesh adaptation algorithm for solving the problem in \emph{ii)}. By exploiting the limited support of the wave front, this allows us to make the number of the required degrees of freedom to reach a given accuracy significantly less dependent on the frequency $ω$. We also present a new algorithm for computing the Fourier transform in \emph{iii)} that exploits the reduced number of degrees of freedom corresponding to the adapted meshes. Numerical examples demonstrate the advantages of the proposed method and the fact that the method can also be applied with external source terms such as point sources and sound-soft scatterers. The gained efficiency, however, is limited in the presence of trapping modes.

math.NA↗

arXiv2021

Propagator norm and sharp decay estimates for Fokker-Planck equations with linear drift

We are concerned with the short- and large-time behavior of the $L^2$-propagator norm of Fokker-Planck equations with linear drift, i.e. $\partial_t f=\mathrm{div}_{x}{(D \nabla_x f+Cxf)}$. With a coordinate transformation these equations can be normalized such that the diffusion and drift matrices are linked as $D=C_S$, the symmetric part of $C$. The main result of this paper (Theorem 3.4) is the connection between normalized Fokker-Planck equations and their drift-ODE $\dot x=-Cx$: Their $L^2$-propagator norms actually coincide. This implies that optimal decay estimates on the drift-ODE (w.r.t. both the maximum exponential decay rate and the minimum multiplicative constant) carry over to sharp exponential decay estimates of the Fokker-Planck solution towards the steady state. A second application of the theorem regards the short time behaviour of the solution: The short time regularization (in some weighted Sobolev space) is determined by its hypocoercivity index, which has recently been introduced for Fokker-Planck equations and ODEs (see [5, 1, 2]). In the proof we realize that the evolution in each invariant spectral subspace can be represented as an explicitly given, tensored version of the corresponding drift-ODE. In fact, the Fokker-Planck equation can even be considered as the second quantization of $\dot x=-Cx$.

math.AP↗

arXiv2021

Optimal non-symmetric Fokker-Planck equation for the convergence to a given equilibrium

This paper is concerned with finding Fokker-Planck equations in $\mathbb{R}^d$ with the fastest exponential decay towards a given equilibrium. For a prescribed, anisotropic Gaussian we determine a non-symmetric Fokker-Planck equation with linear drift that shows the highest exponential decay rate for the convergence of its solutions towards equilibrium. At the same time it has to allow for a decay estimate with a multiplicative constant arbitrarily close to its infimum. Such an optimal Fokker-Planck equation is constructed explicitly with a diffusion matrix of rank one, hence being hypocoercive. In an $L^2$-analysis, we find that the maximum decay rate equals the maximum eigenvalue of the inverse covariance matrix, and that the infimum of the attainable multiplicative constant is 1, corresponding to the high-rotational limit in the Fokker-Planck drift.

math.AP↗

arXiv2021

Hypocoercivity and controllability in linear semi-dissipative Hamiltonian ODEs and DAEs

For the classes of finite dimensional linear time-invariant semi-dissipative Hamiltonian ordinary differential equations and differential-algebraic equations, stability and hypocoercivity are discussed and related to concepts from control theory. On the basis of staircase forms the solution behavior is characterized and connected to the hypocoercivity index of these evolution equations. The results are applied to two infinite dimensional flow problems.

math.CA↗

arXiv2021

WKB-based scheme with adaptive step size control for the Schrödinger equation in the highly oscillatory regime

This paper is concerned with an efficient numerical method for solving the 1D stationary Schrödinger equation in the highly oscillatory regime. Being a hybrid, analytical-numerical approach it does not have to resolve each oscillation, in contrast to standard schemes for ODEs. We build upon the WKB-based (named after the physicists Wentzel, Kramers, Brillouin) marching method from [2] and extend it in two ways: By comparing the $\mathcal{O}(h)$ and $\mathcal{O}(h^{2})$ methods from [2] we design an adaptive step size controller for the WKB method. While this WKB method is very efficient in the highly oscillatory regime, it cannot be used close to turning points. Hence, we introduce for such regions an automated methods switching, choosing between the WKB method for the oscillatory region and a standard Runge-Kutta-Fehlberg 4(5) method in smooth regions. A similar approach was proposed recently in [9, 4], however, only for an $\mathcal{O}(h)$-method. Hence, we compare our new strategy to their method on two examples (Airy function on the spatial interval $[0,\,10^{8}]$ with one turning point at $x=0$ and on a parabolic cylinder function having two turning points), and illustrate the advantages of the new approach w.r.t.\ accuracy and efficiency.

math.NA↗

arXiv2021

Sharpening of decay rates in Fourier based hypocoercivity methods

This paper is dealing with two $L^2$ hypocoercivity methods based on Fourier decomposition and mode-by-mode estimates, with applications to rates of convergence or decay in kinetic equations on the torus and on the whole Euclidean space. The main idea is to perturb the standard $L^2$ norm by a twist obtained either by a nonlocal perturbation build upon diffusive macroscopic dynamics, or by a change of the scalar product based on Lyapunov matrix inequalities. We explore various estimates for equations involving a Fokker-Planck and a linear relaxation operator. We review existing results in simple cases and focus on the accuracy of the estimates of the rates. The two methods are compared in the case of the Goldstein-Taylor model in one-dimension.

math.AP↗

arXiv2020

On optimal decay estimates for ODEs and PDEs with modal decomposition

We consider the Goldstein-Taylor model, which is a 2-velocity BGK model, and construct the "optimal" Lyapunov functional to quantify the convergence to the unique normalized steady state. The Lyapunov functional is optimal in the sense that it yields decay estimates in $L^2$-norm with the sharp exponential decay rate and minimal multiplicative constant. The modal decomposition of the Goldstein-Taylor model leads to the study of a family of 2-dimensional ODE systems. Therefore we discuss the characterization of "optimal" Lyapunov functionals for linear ODE systems with positive stable diagonalizable matrices. We give a complete answer for optimal decay rates of 2-dimensional ODE systems, and a partial answer for higher dimensional ODE systems.

math.AP↗

arXiv2020

Large time convergence of the non-homogeneous Goldstein-Taylor Equation

The Goldstein-Taylor equations can be thought of as a simplified version of a BGK system, where the velocity variable is constricted to a discrete set of values. It is intimately related to turbulent fluid motion and the telegrapher's equation. A detailed understanding of the large time behaviour of the solutions to these equations has been mostly achieved in the case where the relaxation function, measuring the intensity of the relaxation towards equally distributed velocity densities, is constant. The goal of the presented work is to provide a general method to tackle the question of convergence to equilibrium when the relaxation function is not constant, and to do so as quantitatively as possible. In contrast to the usual modal decomposition of the equations, which is natural when the relaxation function is constant, we define a new Lyapunov functional of pseudodifferential nature, one that is motivated by the modal analysis in the constant case, that is able to deal with full spatial dependency of the relaxation function. The approach we develop is robust enough that one can apply it to multi-velocity Goldstein-Taylor models, and achieve explicit rates of convergence. The convergence rate we find, however, is not optimal, as we show by comparing our result to the that found in the work of Bernard and Salvarani from 2013.

math.AP↗

arXiv2019

Stationary Schrödinger equation in the semi-classical limit: WKB-based scheme coupled to a turning point

This paper is concerned with the efficient numerical treatment of 1D stationary Schrödinger equations in the semi-classical limit when including a turning point of first order. For the considered scattering problems we show that the wave function asymptotically blows up at the turning point as the scaled Planck constant $\varepsilon\to0$, which is a key challenge for the analysis. Assuming that the given potential is linear or quadratic in a small neighborhood of the turning point, the problem is analytically solvable on that subinterval in terms of Airy or parabolic cylinder functions, respectively. Away from the turning point, the analytical solution is coupled to a numerical solution that is based on a WKB-marching method -- using a coarse grid even for highly oscillatory solutions. We provide an error analysis for the hybrid analytic-numerical problem up to the turning point (where the solution is asymptotically unbounded) and illustrate it in numerical experiments: If the phase of the problem is explicitly computable, the hybrid scheme is asymptotically correct w.r.t.\ $\varepsilon$. If the phase is obtained with a quadrature rule of, e.g., order 4, then the spatial grid size has the limitation $h={\cal O}(\varepsilon^{7/12})$ which is slightly worse than the $h={\cal O}(\varepsilon^{1/2})$ restriction in the case without a turning point.

math.NA↗

arXiv2019

Sharp Decay Estimates in Local Sensitivity Analysis for Evolution Equations with Uncertainties: from ODEs to Linear Kinetic Equations

We review the Lyapunov functional method for linear ODEs and give an explicit construction of such functionals that yields sharp decay estimates, including an extension to defective ODE systems. As an application, we consider three evolution equations, namely the linear convection-diffusion equation, the two velocity BGK model and the Fokker-Planck equation. Adding an uncertainty parameter to the equations and analyzing its linear sensitivity leads to defective ODE systems. By applying the Lyapunov functional construction, we prove sharp long time behavior of order $(1+t^{M})e^{-μt}$, where $M$ is the defect and $μ$ is the spectral gap of the system. The appearance of the uncertainty parameter in the three applications makes it important to have decay estimates that are uniform in the non-defective limit.

math.AP↗

arXiv2018

On The Rates of Decay to Equilibrium in Degenerate and Defective Fokker-Planck Equations

We establish sharp long time asymptotic behaviour for a family of entropies to defective Fokker-Planck equations and show that, much like defective finite dimensional ODEs, their decay rate is an exponential multiplied by a polynomial in time. The novelty of our study lies in the amalgamation of spectral theory and a quantitative non-symmetric hypercontractivity result, as opposed to the usual approach of the entropy method.

math.AP↗

arXiv2017

On multi-dimensional hypocoercive BGK models

We study hypocoercivity for a class of linearized BGK models for continuous phase spaces. We develop methods for constructing entropy functionals that enable us to prove exponential relaxation to equilibrium with explicit and physically meaningful rates. In fact, we not only estimate the exponential rate, but also the second time scale governing the time one must wait before one begins to see the exponential relaxation in the L1 distance. This waiting time phenomenon, with a long plateau before the exponential decay "kicks in" when starting from initial data that is well-concentrated in phase space, is familiar from work of Aldous and Diaconis on Markov chains, but is new in our continuous phase space setting. Our strategies are based on the entropy and spectral methods, and we introduce a new "index of hypocoercivity" that is relevant to models of our type involving jump processes and not only diffusion. At the heart of our method is a decomposition technique that allows us to adapt Lyapunov's direct method to our continuous phase space setting in order to construct our entropy functionals. These are used to obtain precise information on linearized BGK models. Finally, we also prove local asymptotic stability of a nonlinear BGK model.

math.AP↗

arXiv2017

Closed-loop Stability Analysis of a Gantry Crane with Heavy Chain

In this paper, we analyze a systematically designed and easily tunable backstepping-based boundary control concept developed by Thull, Wild, and Kugi (2006) for a gantry crane with heavy chain and payload. The corresponding closed-loop system is formulated as an abstract evolution equation in an appropriate Hilbert space. Non-restrictive conditions for the controller coefficients are derived, under which the solutions are described by a $C_0$-semigroup of contractions, and are asymptotically stable. Moreover, by applying Huang's theorem we can finally even show that under these conditions the controller renders the closed-loop system exponentially stable.

math.AP↗

arXiv2016

Stationary Schrödinger equation in the semi-classical limit: numerical coupling of oscillatory and evanescent regions

This paper is concerned with a 1D Schrödinger scattering problem involving both oscillatory and evanescent regimes, separated by jump discontinuities in the potential function, to avoid "turning points". We derive a non-overlapping domain decomposition method to split the original problem into sub-problems on these regions, both for the continuous and afterwards for the discrete problem. Further, a hybrid WKB-based numerical method is designed for its efficient and accurate solution in the semi-classical limit: a WKB-marching method for the oscillatory regions and a FEM with WKB-basis functions in the evanescent regions. We provide a complete error analysis of this hybrid method and illustrate our convergence results by numerical tests.

math.NA↗

arXiv2016

On linear hypocoercive BGK models

We study hypocoercivity for a class of linear and linearized BGK models for discrete and continuous phase spaces. We develop methods for constructing entropy functionals that prove exponential rates of relaxation to equilibrium. Our strategies are based on the entropy and spectral methods, adapting Lyapunov's direct method (even for "infinite matrices" appearing for continuous phase spaces) to construct appropriate entropy functionals. Finally, we also prove local asymptotic stability of a nonlinear BGK model.

math.AP↗

arXiv2015

Stability of an Euler-Bernoulli beam with a nonlinear dynamic feedback system

This paper is concerned with the stability analysis of a lossless Euler-Bernoulli beam that carries a tip payload which is coupled to a nonlinear dynamic feedback system. This setup comprises nonlinear dynamic boundary controllers satisfying the nonlinear KYP lemma as well as the interaction with a nonlinear passive environment. Global-in-time wellposedness and asymptotic stability is rigorously proven for the resulting closed-loop PDE-ODE system. The analysis is based on semigroup theory for the corresponding first order evolution problem. For the large-time analysis, precompactness of the trajectories is shown by deriving uniform-in-time bounds on the solution and its time derivatives.

math.AP↗