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Christian Kuehn

Publications and source records attributed to Christian Kuehn.

At least 55 records · Page 3Linked to original sources

Vlasov Equations on Directed Hypergraph Measures

In this paper we propose a framework to investigate the mean field limit (MFL) of interacting particle systems on directed hypergraphs. We provide a non-trivial measure-theoretic viewpoint and make extensions of directed hypergraphs as directed hypergraph measures (DHGMs), which are measure-valued functions on a compact metric space. These DHGMs can be regarded as hypergraph limits which include limits of a sequence of hypergraphs that are sparse, dense, or of intermediate densities. Our main results show that the Vlasov equation on DHGMs are well-posed and its solution can be approximated by empirical distributions of large networks of higher-order interactions. The results are applied to a Kuramoto network in physics, an epidemic network, and an ecological network, all of which include higher-order interactions. To prove the main results on the approximation and well-posedness of the Vlasov equation on DHGMs, we robustly generalize the method of [Kuehn, Xu. Vlasov equations on digraph measures, JDE, 339 (2022), 261--349] to higher-dimensions.

math.AP↗

Stability of N-front and N-back solutions in the Barkley model

In this paper we establish for an intermediate Reynolds number domain the stability of N-front and N-back solutions for each N > 1 corresponding to traveling waves, in an experimentally validated model for the transition to turbulence in pipe flow proposed in [Barkley et al., Nature 526(7574):550-553, 2015]. We base our work on the existence analysis of a heteroclinic loop between a turbulent and a laminar equilibrium proved by Engel, Kuehn and de Rijk in [Engel, Kuehn, de Rijk, Nonlinearity 35:5903, 2022], as well as some results from this work. The stability proof follows the verification of a set of abstract stability hypotheses stated by Sandstede in [SIAM Journal on Mathematical Analysis 29.1 (1998), pp. 183-207] for traveling waves motivated by the FitzHugh-Nagumo equations. In particular, this completes the first detailed analysis of Engel, Kuehn and de Rijk in [Engel, Kuehn, de Rijk, Nonlinearity 35:5903, 2022] leading to a complete existence and stability statement that nicely fits within the abstract framework of waves generated by twisted heteroclinic loops.

math.DS↗

Approximate Slow Manifolds in the Fokker-Planck Equation

In this paper we study the dynamics of a fast-slow Fokker-Planck partial differential equation (PDE) viewed as the evolution equation for the density of a multiscale planar stochastic differential equation (SDE). Our key focus is on the existence of a slow manifold on the PDE level, which is a crucial tool from the geometric singular perturbation theory allowing the reduction of the system to a lower dimensional slowly evolving equation. In particular, we use a projection approach based upon a Sturm- Liouville eigenbasis to convert the Fokker-Planck PDE to an infinite system of PDEs that can be truncated/approximated to any order. Based upon this truncation, we can employ the recently developed theory for geometric singular perturbation theory for slow manifolds for infinite-dimensional evolution equations. This strategy presents a new perspective on the dynamics of multiple time-scale SDEs as it combines ideas from several previously disjoint reduction methods.

math.AP↗

Polyadic Opinion Formation: The Adaptive Voter Model on a Hypergraph

The adaptive voter model is widely used to model opinion dynamics in social complex networks. However, existing adaptive voter models are limited to only pairwise interactions and fail to capture the intricate social dynamics that arises in groups. This paper extends the adaptive voter model to hypergraphs to explore how forces of peer pressure influence collective decision-making. The model consists of two processes: individuals can either consult the group and change their opinion or leave the group and join a different one. The interplay between those two processes gives rise to a two-phase dynamics. In the initial phase, the topology of the hypergraph quickly reaches a new stable state. In the subsequent phase, opinion dynamics plays out on the new topology depending on the mechanism by which opinions spread. If the group always follows the majority, the network rapidly converges to fragmented communities. In contrast, if individuals choose an opinion proportionally to its representation in the group, the system remains in a metastable state for an extended period of time. The results are supported both by stochastic simulations and an analytical mean-field description in terms of hypergraph moments with a moment closure at the pair level.

physics.soc-ph↗

Slow Manifolds for PDE with Fast Reactions and Small Cross Diffusion

Multiple time scales problems are investigated by combining geometrical and analytical approaches. More precisely, for fast-slow reaction-diffusion systems, we first prove the existence of slow manifolds for the abstract problem under the assumption that cross diffusion is small. This is done by extending the Fenichel theory to an infinite dimensional setting, where a main idea is to introduce a suitable space splitting corresponding to a small parameter, which controls additional fast contributions of the slow variable. These results require a strong convergence in $L^\infty(0,T;H^2(Ω))$, which is the subtle analytical issue in fast reaction problems in comparison to previous works. By considering a nonlinear fast reversible reaction in one dimension, we successfully prove this convergence and therefore obtain the slow manifold for a PDE with fast reactions. Moreover, the obtained convergence also shows the influence of the cross diffusion term and illuminates the role of the initial layer. Explicit approximations of the slow manifold are also carried out in the case of linear systems.

math.AP↗

Synchronization by noise for traveling pulses

We consider synchronization by noise for stochastic partial differential equations which support traveling pulse solutions, such as the FitzHugh-Nagumo equation. We show that any two pulse-like solutions which start from different positions but are forced by the same realization of a multiplicative noise, converge to each other in probability on a time scale $σ^{-2} \ll t \ll \exp(σ^{-2})$, where $σ$ is the noise amplitude. The noise is assumed to be Gaussian, white in time, colored and periodic in space, and non-degenerate only in the lowest Fourier mode. The proof uses the method of phase reduction, which allows one to describe the dynamics of the stochastic pulse only in terms of its position. The position is shown to synchronize building upon existing results, and the validity of the phase reduction allows us to transfer the synchronization back to the full solution.

math.PR↗

Mean field limits of co-evolutionary signed heterogeneous networks

Many science phenomena are modelled as interacting particle systems (IPS) coupled on static networks. In reality, network connections are far more dynamic. Connections among individuals receive feedback from nearby individuals and make changes to better adapt to the world. Hence, it is reasonable to model myriad real-world phenomena as co-evolutionary (or adaptive) networks. These networks are used in different areas including telecommunication, neuroscience, computer science, biochemistry, social science, as well as physics, where Kuramoto-type networks have been widely used to model interaction among a set of oscillators. In this paper, we propose a rigorous formulation for limits of a sequence of co-evolutionary Kuramoto oscillators coupled on heterogeneous co-evolutionary networks, which receive both positive and negative feedback from the dynamics of the oscillators on the networks. We show under mild conditions, the mean field limit (MFL) of the co-evolutionary network exists and the sequence of co-evolutionary Kuramoto networks converges to this MFL. Such MFL is described by solutions of a generalized Vlasov equation. We treat the graph limits as signed graph measures, motivated by the recent work in [Kuehn, Xu. Vlasov equations on digraph measures, JDE, 339 (2022), 261--349]. In comparison to the recently emerging works on MFLs of IPS coupled on non-co-evolutionary networks (i.e., static networks or time-dependent networks independent of the dynamics of the IPS), our work seems the first to rigorously address the MFL of a co-evolutionary network model.

math.DS↗

Characterising exchange of stability in scalar reaction-diffusion equations via geometric blow-up

We study the exchange of stability in scalar reaction-diffusion equations which feature a slow passage through transcritical and pitchfork type singularities in the reaction term, using a novel adaptation of the geometric blow-up method. Our results are consistent with known results on bounded spatial domains which were obtained by Butuzov, Nefedov & Schneider using comparison principles like upper and lower solutions in [7], however, from a methodological point of view, the approach is motivated by the analysis of closely related ODE problems using geometric blow-up presented by Krupa & Szmolyan in [34]. After applying the blow-up transformation, we obtain a system of PDEs which can be studied in local coordinate charts. Importantly, the blow-up procedure resolves a spectral degeneracy in which continuous spectrum along the entire negative real axis is 'pushed back' so as to create a spectral gap in the linearisation about particular steady states which arise within the so-called entry and exit charts. This makes it possible to extend slow-type invariant manifolds into and out of a neighbourhood of the singular point using center manifold theory, in a manner which is conceptually analogous to the established approach in the ODE setting. We expect that the approach can be adapted and applied to the study of dynamic bifurcations in PDEs in a wide variety of different contexts.

math.DS↗

Persistent synchronization of heterogeneous networks with time-dependent linear diffusive coupling

We study synchronization for linearly coupled temporal networks of heterogeneous time-dependent nonlinear agents via the convergence of attracting trajectories of each node. The results are obtained by constructing and studying the stability of a suitable linear nonautonomous problem bounding the evolution of the synchronization errors. Both, the case of the entire network and only a cluster, are addressed and the persistence of the obtained synchronization against perturbation is also discussed. Furthermore, a sufficient condition for the existence of attracting trajectories of each node is given. In all cases, the considered dependence on time requires only local integrability, which is a very mild regularity assumption. Moreover, our results mainly depend on the network structure and its properties, and achieve synchronization up to a constant in finite time. Hence they are quite suitable for applications. The applicability of the results is showcased via several examples: coupled van-der-Pol/FitzHugh-Nagumo oscillators, weighted/signed opinion dynamics, and coupled Lorenz systems.

math.DS↗

Ergodicity in planar slow-fast systems through slow relation functions

In this paper, we study ergodic properties of the slow relation function (or entry-exit function) in planar slow-fast systems. It is well known that zeros of the slow divergence integral associated with canard limit periodic sets give candidates for limit cycles. We present a new approach to detect the zeros of the slow divergence integral by studying the structure of the set of all probability measures invariant under the corresponding slow relation function. Using the slow relation function, we also show how to estimate (in terms of weak convergence) the transformation of families of probability measures that describe initial point distribution of canard orbits during the passage near a slow-fast Hopf point (or a more general turning point). We provide formulas to compute exit densities for given entry densities and the slow relation function. We apply our results to slow-fast Liénard equations.

math.DS↗

Geometric analysis of fast-slow PDEs with fold singularities via Galerkin discretisation

We study a singularly perturbed fast-slow system of two partial differential equations (PDEs) of reaction-diffusion type on a bounded domain via Galerkin discretisation. We assume that the reaction kinetics in the fast variable realise a generic fold singularity, whereas the slow variable takes the role of a dynamic bifurcation parameter, thus extending the classical analysis of the singularly perturbed fold. Our approach combines a spectral Galerkin discretisation with techniques from geometric singular perturbation theory which are applied to the resulting high-dimensional systems of ordinary differential equations. In particular, we show the existence of invariant slow manifolds in the phase space of the original system of PDEs away from the fold singularity, while the passage past the singularity of the Galerkin manifolds obtained after discretisation is described by geometric desingularisation, or blow-up. Finally, we discuss the relation between these Galerkin manifolds and the underlying slow manifolds.

math.AP↗

Global stability for McKean-Vlasov equations on large networks

We investigate the mean-field dynamics of stochastic McKean differential equations with heterogeneous particle interactions described by large network structures. To express a wide range of graphs, from dense to sparse structures, we incorporate the recently developed graph limit theory of graphops into the limiting McKean--Vlasov equations. Global stability of the splay steady state is proven via a generalized entropy method, leading to explicit graph-structure dependent decay rates. We highlight the robustness of the entropy approach by extending the results to the closely related Sakaguchi-Kuramoto model with intrinsic frequency distribution. We also present central examples of random graphs, such as power law graphs and the spherical graphop, and analyze the limitations of the applied methodology.

math.AP↗

Geometric analysis of a truncated Galerkin discretization of fast-slow PDEs with transcritical singularities

We consider a fast-slow partial differential equation (PDE) with reaction-diffusion dynamics in the fast variable and the slow variable driven by a differential operator on a bounded domain. Assuming a transcritical normal form for the reaction term and viewing the slow variable as a dynamic bifurcation parameter, we analyze the passage through the fast subsystem bifurcation point for the spectral Galerkin approximation of the PDE. We characterize the invariant manifolds for the finite-dimensional Galerkin ODEs using geometric desingularization via a blow-up analysis. In addition to the crucial approximation procedure, we also make the domain dynamic during the blow-up analysis. Finally, we elaborate in which sense our results approximate the infinite-dimensional problem. Within our analysis, we find that the PDEs appearing in entry and exit blow-up charts are quasi-linear free boundary value problems, while in the central/scaling chart we obtain a PDE, which is often encountered in classical reaction-diffusion problems exhibiting solutions with finite-time singularities.

math.DS↗

On the transition between autonomous and nonautonomous systems: the case of FitzHugh-Nagumo's model

This work deals with a parametric linear interpolation between an autonomous FitzHugh-Nagumo model and a nonautonomous skewed-problem with the same fundamental structure. This paradigmatic example allows to construct a family of nonautonomous dynamical systems with an attracting integral manifold and a hyperbolic repelling trajectory located within the nonautonomous set enclosed by the integral manifold. Upon the variation of the parameter the integral manifold collapses, the hyperbolic repelling solution disappears and a unique globally attracting hyperbolic solution arises in what could be considered yet another nonautonomous Hopf bifurcation pattern. Interestingly, the three phenomena do not happen at the same critical value of the parameter, yielding thus an example of a nonautonomous bifurcation in two steps. We provide a mathematical description of the dynamical objects at play and analyze the periodically forced case via rigorously validated continuation.

math.DS↗

The hyperbolic umbilic singularity in fast-slow systems

Fast-slow systems with three slow variables and gradient structure in the fast variables have, generically, hyperbolic umbilic, elliptic umbilic or swallowtail singularities. In this article we provide a detailed local analysis of a fast-slow system near a hyperbolic umbilic singularity. In particular, we show that under some appropriate non-degeneracy conditions on the slow flow, the attracting slow manifolds jump onto the fast regime and fan out as they cross the hyperbolic umbilic singularity. The analysis is based on the blow-up technique, in which the hyperbolic umbilic point is blown up to a 5-dimensional sphere. Moreover, the reduced slow flow is also blown up and embedded into the blown-up fast formulation. Further, we describe how our analysis is related to classical theories such as catastrophe theory and constrained differential equations.

math.DS↗

Uncertainty quantification analysis of bifurcations of the Allen--Cahn equation with random coefficients

In this work we consider the Allen--Cahn equation, a prototypical model problem in nonlinear dynamics that exhibits bifurcations corresponding to variations of a deterministic bifurcation parameter. Going beyond the state-of-the-art, we introduce a random coefficient in the linear reaction part of the equation, thereby accounting for random, spatially-heterogeneous effects. Importantly, we assume a spatially constant, deterministic mean value of the random coefficient. We show that this mean value is in fact a bifurcation parameter in the Allen--Cahn equation with random coefficients. Moreover, we show that the bifurcation points and bifurcation curves become random objects. We consider two distinct modelling situations: (i) for a spatially homogeneous coefficient we derive analytical expressions for the distribution of the bifurcation points and show that the bifurcation curves are random shifts of a fixed reference curve; (ii) for a spatially heterogeneous coefficient we employ a generalized polynomial chaos expansion to approximate the statistical properties of the random bifurcation points and bifurcation curves. We present numerical examples in 1D physical space, where we combine the popular software package Continuation Core and Toolboxes (CoCo) for numerical continuation and the Sparse Grids Matlab Kit for the polynomial chaos expansion. Our exposition addresses both, dynamical systems and uncertainty quantification, highlighting how analytical and numerical tools from both areas can be combined efficiently for the challenging uncertainty quantification analysis of bifurcations in random differential equations.

math.NA↗

Extending Discrete Geometric Singular Perturbation Theory to Non-Hyperbolic Points

We extend the recently developed discrete geometric singular perturbation theory to the non-normally hyperbolic regime. Our primary tool is the Takens embedding theorem, which provides a means of approximating the dynamics of particular maps with the time-1 map of a formal vector field. First, we show that the so-called reduced map, which governs the slow dynamics near slow manifolds in the normally hyperbolic regime, can be locally approximated by the time-one map of the reduced vector field which appears in continuous-time geometric singular perturbation theory. In the non-normally hyperbolic regime, we show that the dynamics of fast-slow maps with a unipotent linear part can be locally approximated by the time-1 map induced by a fast-slow vector field in the same dimension, which has a nilpotent singularity of the corresponding type. The latter result is used to describe (i) the local dynamics of two-dimensional fast-slow maps with non-normally singularities of regular fold, transcritical and pitchfork type, and (ii) dynamics on a (potentially high dimensional) local center manifold in $n$-dimensional fast-slow maps with regular contact or fold submanifolds of the critical manifold. In general, our results show that the dynamics near a large and important class of singularities in fast-slow maps can be described via the use of formal embedding theorems which allow for their approximation by the time-1 map of a fast-slow vector field featuring a loss of normal hyperbolicity.

math.DS↗

Networks of Pendula with Diffusive Interactions

We study a system of coupled pendula with diffusive interactions, which could depend both on positions and on momenta. The coupling structure is defined by an undirected network, while the dynamic equations are derived from a Hamiltonian; as such, the energy is conserved. We provide sufficient conditions on the energy for bounded motion, identifying the oscillatory regime. We also describe the bifurcations of synchronised states, exploiting the quantities related to the network structure. Moreover, we consider patterns of anti-synchrony arising from the specific properties of the model. Such patterns can be linked to global properties of the system by looking at motion of the centre of mass. Nonetheless, the anti-synchrony patterns play also a relevant role in the bifurcation analysis. For the case of graphs with a large number of nodes, we characterise the parameter range in which the bifurcations occur. We complement the analysis with some numerical simulations showing the interplay between bifurcations of the origin and transitions to chaos of nearby orbits. A key feature is that the observed chaotic regime emerges at low energies.

math.DS↗