arXiv subjects

Christian Kuehn

Publications and source records attributed to Christian Kuehn.

At least 181 records · Page 10Linked to original sources

arXiv2015

Moment Closure - A Brief Review

Moment closure methods appear in myriad scientific disciplines in the modelling of complex systems. The goal is to achieve a closed form of a large, usually even infinite, set of coupled differential (or difference) equations. Each equation describes the evolution of one "moment", a suitable coarse-grained quantity computable from the full state space. If the system is too large for analytical and/or numerical methods, then one aims to reduce it by finding a moment closure relation expressing "higher-order moments" in terms of "lower-order moments". In this brief review, we focus on highlighting how moment closure methods occur in different contexts. We also conjecture via a geometric explanation why it has been difficult to rigorously justify many moment closure approximations although they work very well in practice.

cond-mat.stat-mech↗

arXiv2015

Heterogeneous Population Dynamics and Scaling Laws near Epidemic Outbreaks

In this paper, we focus on the influence of heterogeneity and stochasticity of the population on the dynamical structure of a basic susceptible-infected-susceptible (SIS) model. First we prove that, upon a suitable mathematical reformulation of the basic reproduction number, the homogeneous system and the heterogeneous system exhibit a completely analogous global behaviour. Then we consider noise terms to incorporate the fluctuation effects and the random import of the disease into the population and analyse the influence of heterogeneity on warning signs for critical transitions (or tipping points). This theory shows that one may be able to anticipate whether a bifurcation point is close before it happens. We use numerical simulations of a stochastic fast-slow heterogeneous population SIS model and show various aspects of heterogeneity have crucial influences on the scaling laws that are used as early-warning signs for the homogeneous system. Thus, although the basic structural qualitative dynamical properties are the same for both systems, the quantitative features for epidemic prediction are expected to change and care has to be taken to interpret potential warning signs for disease outbreaks correctly.

math.DS↗

arXiv2015

Regularity structures and renormalisation of FitzHugh-Nagumo SPDEs in three space dimensions

We prove local existence of solutions for a class of suitably renormalised coupled SPDE-ODE systems driven by space-time white noise, where the space dimension is equal to 2 or 3. This class includes in particular the FitzHugh-Nagumo system describing the evolution of action potentials of a large population of neurons, as well as models with multidimensional gating variables. The proof relies on the theory of regularity structures recently developed by M. Hairer, which is extended to include situations with semigroups that are not regularising in space. We also provide explicit expressions for the renormalisation constants, for a large class of cubic nonlinearities.

math.PR↗

arXiv2015

The Curse of Instability

High-dimensional computational challenges are frequently explained via the curse of dimensionality, i.e., increasing the number of dimensions leads to exponentially growing computational complexity. In this commentary, we argue that thinking on a different level helps to understand, why we face the curse of dimensionality. We introduce as a guiding principle the curse of instability, which triggers the classical curse of dimensionality. Furthermore, we claim that the curse of instability is a strong indicator for analytical difficulties and multiscale complexity. Finally, we suggest some practical conclusions for the analysis of mathematical models and formulate several conjectures.

nlin.AO↗

arXiv2015

Numerical Continuation and SPDE Stability for the 2D Cubic-Quintic Allen-Cahn Equation

We study the Allen-Cahn equation with a cubic-quintic nonlinear term and a stochastic $Q$-trace-class stochastic forcing in two spatial dimensions. This stochastic partial differential equation (SPDE) is used as a test case to understand, how numerical continuation methods can be carried over to the SPDE setting. First, we compute the deterministic bifurcation diagram for the PDE, i.e. without stochastic forcing. In this case, two locally asymptotically stable steady state solution branches exist upon variation of the linear damping term. Then we consider the Lyapunov operator equation for the locally linearized system around steady states for the SPDE. We discretize the full SPDE using a combination of finite-differences and spectral noise approximation obtaining a finite-dimensional system of stochastic ordinary differential equations (SODEs). The large system of SODEs is used to approximate the Lyapunov operator equation via covariance matrices. The covariance matrices are numerically continued along the two bifurcation branches. We show that we can quantify the stochastic fluctuations along the branches. We also demonstrate scaling laws near branch and fold bifurcation points. Furthermore, we perform computational tests to show that, even with a sub-optimal computational setup, we can quantify the subexponential-timescale fluctuations near the deterministic steady states upon stochastic forcing on a standard desktop computer setup. Hence, the proposed method for numerical continuation of SPDEs has the potential to allow for rapid parametric uncertainty quantification of spatio-temporal stochastic systems.

math.DS↗

arXiv2015

Early warning signs for saddle-escape transitions in complex networks

Many real world systems are at risk of undergoing critical transitions, leading to sudden qualitative and sometimes irreversible regime shifts. The development of early warning signals is recognized as a major challenge. Recent progress builds on a mathematical framework in which a real-world system is described by a low-dimensional equation system with a small number of key variables, where the critical transition often corresponds to a bifurcation. Here we show that in high-dimensional systems, containing many variables, we frequently encounter an additional non-bifurcative saddle-type mechanism leading to critical transitions. This generic class of transitions has been missed in the search for early-warnings up to now. In fact, the saddle-type mechanism also applies to low-dimensional systems with saddle-dynamics. Near a saddle a system moves slowly and the state may be perceived as stable over substantial time periods. We develop an early warning sign for the saddle-type transition. We illustrate our results in two network models and epidemiological data. This work thus establishes a connection from critical transitions to networks and an early warning sign for a new type of critical transition. In complex models and big data we anticipate that saddle-transitions will be encountered frequently in the future.

nlin.AO↗

arXiv2014

From random Poincaré maps to stochastic mixed-mode-oscillation patterns

We quantify the effect of Gaussian white noise on fast--slow dynamical systems with one fast and two slow variables, which display mixed-mode oscillations owing to the presence of a folded-node singularity. The stochastic system can be described by a continuous-space, discrete-time Markov chain, recording the returns of sample paths to a Poincaré section. We provide estimates on the kernel of this Markov chain, depending on the system parameters and the noise intensity. These results yield predictions on the observed random mixed-mode oscillation patterns. Our analysis shows that there is an intricate interplay between the number of small-amplitude oscillations and the global return mechanism. In combination with a local saturation phenomenon near the folded node, this interplay can modify the number of small-amplitude oscillations after a large-amplitude oscillation. Finally, sufficient conditions are derived which determine when the noise increases the number of small-amplitude oscillations and when it decreases this number.

math.DS↗

arXiv2014

Efficient Gluing of Numerical Continuation and a Multiple Solution Method for Elliptic PDEs

Numerical continuation calculations for ordinary differential equations (ODEs) are, by now, an established tool for bifurcation analysis in dynamical systems theory as well as across almost all natural and engineering sciences. Although several excellent standard software packages are available for ODEs, there are - for good reasons - no standard numerical continuation toolboxes available for partial differential equations (PDEs), which cover a broad range of different classes of PDEs automatically. A natural approach to this problem is to look for efficient gluing computation approaches, with independent components developed by researchers in numerical analysis, dynamical systems, scientific computing and mathematical modelling. In this paper, we shall study several elliptic PDEs (Lane-Emden-Fowler, Lane-Emden-Fowler with microscopic force, Caginalp) via the numerical continuation software pde2path and develop a gluing component to determine a set of starting solutions for the continuation by exploting the variational structures of the PDEs. In particular, we solve the initialization problem of numerical continuation for PDEs via a minimax algorithm to find multiple unstable solution. Furthermore, for the Caginalp system, we illustrate the efficient gluing link of pde2path to the underlying mesh generation and the FEM MatLab pdetoolbox. Even though the approach works efficiently due to the high-level programming language and without developing any new algorithms, we still obtain interesting bifurcation diagrams and directly applicable conclusions about the three elliptic PDEs we study, in particular with respect to symmetry-breaking. In particular, we show for a modified Lane-Emden-Fowler equation with an asymmetric microscopic force, how a fully connected bifurcation diagram splits up into C-shaped isolas on which localized pattern deformation appears towards two different regimes.

math.DS↗

arXiv2014

Early-Warning Signs for Pattern-Formation in Stochastic Partial Differential Equations

There have been significant recent advances in our understanding of the potential use and limitations of early-warning signs for predicting drastic changes, so called critical transitions or tipping points, in dynamical systems. A focus of mathematical modeling and analysis has been on stochastic ordinary differential equations, where generic statistical early-warning signs can be identified near bifurcation-induced tipping points. In this paper, we outline some basic steps to extend this theory to stochastic partial differential equations with a focus on analytically characterizing basic scaling laws for linear SPDEs and comparing the results to numerical simulations of fully nonlinear problems. In particular, we study stochastic versions of the Swift-Hohenberg and Ginzburg-Landau equations. We derive a scaling law of the covariance operator in a regime where linearization is expected to be a good approximation for the local fluctuations around deterministic steady states. We compare these results to direct numerical simulation, and study the influence of noise level, noise color, distance to bifurcation and domain size on early-warning signs.

nlin.PS↗

arXiv2014

On Bounded Positive Stationary Solutions for a Nonlocal Fisher-KPP Equation

We study the existence of stationary solutions for a nonlocal version of the Fisher-Kolmogorov-Petrovskii-Piscounov (FKPP) equation. The main motivation is a recent study by Berestycki et {al.} [Nonlinearity 22 (2009), {pp.}~2813--2844] where the nonlocal FKPP equation has been studied and it was shown for the spatial domain $\mathbb{R}$ andsufficiently small nonlocality that there are only two bounded non-negative stationary solutions. Here we provide a similar result for $\mathbb{R}^d$ using a completely different approach. In particular, an abstract perturbation argument is used in suitable weighted Sobolev spaces. One aim of the alternative strategy is that it can eventually be generalized to obtain persistence results for hyperbolic invariant sets for other nonlocal evolution equations on unbounded domains with small nonlocality, {i.e.}, to improve our understanding in applications when a small nonlocal influence alters the dynamics and when it does not.

math.AP↗

arXiv2014

Multiscale Geometry of the Olsen Model and Non-Classical Relaxation Oscillations

We study the Olsen model for the peroxidase-oxidase reaction. The dynamics is analyzed using a geometric decomposition based upon multiple time scales. The Olsen model is four-dimensional, not in a standard form required by geometric singular perturbation theory and contains multiple small parameters. These three obstacles are the main challenges we resolve by our analysis. Scaling and the blow-up method are used to identify several subsystems. The results presented here provide a rigorous analysis for two oscillatory modes. In particular, we prove the existence of non-classical relaxation oscillations in two cases. The analysis is based upon desingularization of lines of transcritical and submanifolds of fold singularities in combination with an integrable relaxation phase. In this context our analysis also explains an assumption that has been utilized, based purely on numerical reasoning, in a previous bifurcation analysis by Desroches, Krauskopf and Osinga [{Discret.}{Contin.}{Dyn.}{Syst.}S, 2(4), p.807--827, 2009]. Furthermore, the geometric decomposition we develop forms the basis to prove the existence of mixed-mode and chaotic oscillations in the Olsen model, which will be discussed in more detail in future work.

math.DS↗

arXiv2014

Analysis and numerics of traveling waves for asymmetric fractional reaction-diffusion equations

We consider a scalar reaction-diffusion equation in one spatial dimension with bistable nonlinearity and a nonlocal space-fractional diffusion operator of Riesz-Feller type. We present our analytical results on the existence, uniqueness (up to translations) and stability of a traveling wave solution connecting two stable homogeneous steady states. Moreover, we review numerical methods for the case of reaction-diffusion equations with fractional Laplacian and discuss possible extensions to our reaction-diffusion equations with Riesz-Feller operators. In particular, we present a direct method using integral operator discretization in combination with projection boundary conditions to visualize our analytical results about traveling waves.

math.NA↗

arXiv2014

A Remark on Geometric Desingularization of a Non-Hyperbolic Point using Hyperbolic Space

A steady state (or equilibrium point) of a dynamical system is hyperbolic if the Jacobian at the steady state has no eigenvalues with zero real parts. In this case, the linearized system does qualitatively capture the dynamics in a small neighborhood of the hyperbolic steady state. However, one is often forced to consider non-hyperbolic steady states, for example in the context of bifurcation theory. A geometric technique to desingularize non-hyperbolic points is the blow-up method. The classical case of the method is motivated by desingularization techniques arising in algebraic geometry. The idea is to blow up the steady state to a sphere or a cylinder. In the blown-up space, one is then often able to gain additional hyperbolicity at steady states. In this paper, we discuss an explicit example where we replace the sphere in the blow-up by hyperbolic space. It is shown that the calculations work in the hyperbolic space case as for the spherical case. This approach may be even slightly more convenient if one wants to work with directional charts. Hence, it is demonstrated that the sphere should be viewed as an auxiliary object in the blow-up construction. Other smooth manifolds are also natural candidates to be inserted at steady states.

math.CA↗

arXiv2013

Traveling waves for a bistable equation with nonlocal-diffusion

We consider a single component reaction-diffusion equation in one dimension with bistable nonlinearity and a nonlocal space-fractional diffusion operator of Riesz-Feller type. Our main result shows the existence, uniqueness (up to translations) and stability of a traveling wave solution connecting two stable homogeneous steady states. In particular, we provide an extension to classical results on traveling wave solutions involving local diffusion. This extension to evolution equations with Riesz-Feller operators requires several technical steps. These steps are based upon an integral representation for Riesz-Feller operators, a comparison principle, regularity theory for space-fractional diffusion equations, and control of the far-field behavior.

math.AP↗

arXiv2013

Critical Transitions in Social Network Activity

A large variety of complex systems in ecology, climate science, biomedicine and engineering have been observed to exhibit tipping points, where the internal dynamical state of the system abruptly changes. For example, such critical transitions may result in the sudden change of ecological environments and climate conditions. Data and models suggest that detectable warning signs may precede some of these drastic events. This view is also corroborated by abstract mathematical theory for generic bifurcations in stochastic multi-scale systems. Whether the stochastic scaling laws used as warning signs are also present in social networks that anticipate a-priori {\it unknown} events in society is an exciting open problem, to which at present only highly speculative answers can be given. Here, we instead provide a first step towards tackling this formidable question by focusing on a-priori {\it known} events and analyzing a social network data set with a focus on classical variance and autocorrelation warning signs. Our results thus pertain to one absolutely fundamental question: Can the stochastic warning signs known from other areas also be detected in large-scale social network data? We answer this question affirmatively as we find that several a-priori known events are preceded by variance and autocorrelation growth. Our findings thus clearly establish the necessary starting point to further investigate the relation between abstract mathematical theory and various classes of critical transitions in social networks.

physics.soc-ph↗

arXiv2013

Large Deviations for Nonlocal Stochastic Neural Fields

We study the effect of additive noise on integro-differential neural field equations. In particular, we analyze an Amari-type model driven by a $Q$-Wiener process and focus on noise-induced transitions and escape. We argue that proving a sharp Kramers' law for neural fields poses substanial difficulties but that one may transfer techniques from stochastic partial differential equations to establish a large deviation principle (LDP). Then we demonstrate that an efficient finite-dimensional approximation of the stochastic neural field equation can be achieved using a Galerkin method and that the resulting finite-dimensional rate function for the LDP can have a multi-scale structure in certain cases. These results form the starting point for an efficient practical computation of the LDP. Our approach also provides the technical basis for further rigorous study of noise-induced transitions in neural fields based on Galerkin approximations.

math.PR↗

arXiv2013

Normal Hyperbolicity and Unbounded Critical Manifolds

This work is motivated by mathematical questions arising in differential equation models for autocatalytic reactions. In particular, this paper answers an open question posed by Guckenheimer and Scheper [SIAM J. Appl. Dyn. Syst. 10-1 (2011), pp. 92-128] and provides a more general theoretical approach to parts of the work by Gucwa and Szmolyan [Discr. Cont. Dyn. Sys.-S. 2-4 (2009), pp. 783-806]. We extend the local theory of singularities in fast-slow polynomial vector fields to classes of unbounded manifolds which lose normal hyperbolicity due to an alignment of the tangent and normal bundles. A projective transformation is used to localize the unbounded problem. Then the blow-up method is employed to characterize the loss of normal hyperbolicity for the transformed slow manifolds. Our analysis yields a rigorous scaling law for all unbounded manifolds which exhibit a power-law decay for the alignment with a fast subsystem domain. Furthermore, the proof also provides a technical extension of the blow-up method itself by augmenting the analysis with an optimality criterion for the blow-up exponents.

math.DS↗

arXiv2012

Warning signs for wave speed transitions of noisy Fisher-KPP invasion fronts

Invasion waves are a fundamental building block of theoretical ecology. In this study we aim to take the first steps to link propagation failure and fast acceleration of traveling waves to critical transitions (or tipping points). The approach is based upon a detailed numerical study of various versions of the Fisher-Kolmogorov-Petrovskii-Piscounov (FKPP) equation. The main motivation of this work is to contribute to the following question: how much information do statistics, collected by a stationary observer, contain about the speed and bifurcations of traveling waves? We suggest warning signs based upon closeness to carrying capacity, second-order moments and transients of localized initial invasions.

q-bio.PE↗