arXiv subjects

Christian Kuehn

Publications and source records attributed to Christian Kuehn.

At least 127 records · Page 7Linked to original sources

arXiv2021

Random attractors via pathwise mild solutions for stochastic parabolic evolution equations

We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution problems in Banach spaces with additive noise and prove the existence of random exponential attractors. These are compact random sets of finite fractal dimension that contain the global random attractor and are attracting at an exponential rate. In order to apply the framework of random dynamical systems, we use the concept of pathwise mild solutions. This approach is essential for our setting since the stochastic evolution equation cannot be transformed into a family of PDEs with random coefficients via the stationary Ornstein-Uhlenbeck process.

math.PR↗

arXiv2020

Homogenization of Fully-Coupled Chaotic Fast-Slow Systems via Intermediate Stochastic Regularization

In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scale separation parameter $ε$ such that, for every fixed value of the slow variable, the fast dynamics are sufficiently chaotic with ergodic invariant measure. Convergence of the slow process to the solution of a homogenized stochastic differential equation (SDE) in the limit $ε$ to zero, with explicit formulas for drift and diffusion coefficients, has so far only been obtained for the case that the fast dynamics evolve independently. In this paper we give sufficient conditions for the convergence of the first moments of the slow variable in the coupled case. Our proof is based upon a new method of stochastic regularization and functional-analytical techniques combined via a double limit procedure involving a zero-noise limit as well as considering $ε$ to zero. We also give exact formulas for the drift and diffusion coefficients for the limiting SDE. As a main application of our theory, we study \emph{weakly-coupled} systems, where the coupling only occurs in lower time scales and our conditions are more easily verifiable requiring only mild, namely summable, decay of correlations.

math.DS↗

arXiv2020

Graphop Mean-Field Limits for Kuramoto-Type Models

Originally arising in the context of interacting particle systems in statistical physics, dynamical systems and differential equations on networks/graphs have permeated into a broad number of mathematical areas as well as into many applications. One central problem in the field is to find suitable approximations of the dynamics as the number of nodes/vertices tends to infinity, i.e., in the large graph limit. A cornerstone in this context are Vlasov-Fokker-Planck equations (VFPEs) describing a particle density on a mean-field level. For all-to-all coupled systems, it is quite classical to prove the rigorous approximation by VFPEs for many classes of particle systems. For dense graphs converging to graphon limits, one also knows that mean-field approximation holds for certain classes of models, e.g., for the Kuramoto model on graphs. Yet, the space of intermediate density and sparse graphs is clearly extremely relevant. Here we prove that the Kuramoto model can be be approximated in the mean-field limit by far more general graph limits than graphons. In particular, our contributions are as follows. (I) We show, how to introduce operator theory more abstractly into VFPEs by considering graphops. Graphops have recently been proposed as a unifying approach to graph limit theory, and here we show that they can be used for differential equations on graphs. (II) For the Kuramoto model on graphs we rigorously prove that there is a VFPE equation approximating it in the mean-field sense. (III) This mean-field VFPE involves a graphop, and we prove the existence, uniqueness, and continuous graphop-dependence of weak solutions. (IV) On a technical level, our results rely on designing a new suitable metric of graphop convergence and on employing Fourier analysis on compact abelian groups to approximate graphops using summability kernels.

math.DS↗

arXiv2020

A Random Dynamical Systems Perspective on Isochronicity for Stochastic Oscillations

For an attracting periodic orbit (limit cycle) of a deterministic dynamical system, one defines the isochron for each point of the orbit as the cross-section with fixed return time under the flow. Equivalently, isochrons can be characterized as stable manifolds foliating neighborhoods of the limit cycle or as level sets of an isochron map. In recent years, there has been a lively discussion in the mathematical physics community on how to define isochrons for stochastic oscillations, i.e. limit cycles or heteroclinic cycles exposed to stochastic noise. The main discussion has concerned an approach finding stochastic isochrons as sections of equal expected return times versus the idea of considering eigenfunctions of the backward Kolmogorov operator. We discuss the problem in the framework of random dynamical systems and introduce a new rigorous definition of stochastic isochrons as random stable manifolds for random periodic solutions with noise-dependent period. This allows us to establish a random version of isochron maps whose level sets coincide with the random stable manifolds. Finally, we discuss links between the random dynamical systems interpretation and the equal expected return time approach via averaged quantities.

math.DS↗

arXiv2020

Reduced models of cardiomyocytes excitability: comparing Karma and FitzHugh-Nagumo

Since Noble adapted in 1962 the model of Hodgkin and Huxley to fit Purkinje fibres the refinement of models for cardiomyocytes has continued. Most of these models are high-dimensional systems of coupled equations so that the possible mathematical analysis is quite limited, even numerically. This has inspired the development of reduced, phenomenological models that preserve qualitatively the main featuture of cardiomyocyte's dynamics. In this paper we present a systematic comparison of the dynamics between two notable low-dimensional models, the FitzHugh-Nagumo model \cite{FitzHugh55, FitzHugh60, FitzHugh61} as a prototype of excitable behaviour and a polynomial version of the Karma model \cite{Karma93, Karma94} which is specifically developed to fit cardiomyocyte's behaviour well. We start by introducing the models and considering their pure ODE versions. We analyse the ODEs employing the main ideas and steps used in the setting of geometric singular perturbation theory. Next, we turn to the spatially extended models, where we focus on travelling wave solutions in 1D. Finally, we perform numerical simulations of the 1D PDE Karma model varying model parameters in order to systematically investigate the impact on wave propagation velocity and shape. In summary, our study provides a reference regarding key similarities as well as key differences of the two models.

math.DS↗

arXiv2020

A geometric analysis of the SIRS epidemiological model on a homogeneous network

We study a fast-slow version of an SIRS epidemiological model on homogeneous graphs, obtained through the application of the moment closure method. We use GSPT to study the model, taking into account that the infection period is much shorter than the average duration of immunity. We show that the dynamics occurs through a sequence of fast and slow flows, that can be described through 2-dimensional maps that, under some assumptions, can be approximated as 1-dimensional maps. Using this method, together with numerical bifurcation tools, we show that the model can give rise to periodic solutions, differently from the corresponding model based on homogeneous mixing.

math.DS↗

arXiv2020

Balancing quarantine and self-distancing measures in adaptive epidemic networks

We study the relative importance of two key control measures for epidemic spreading: endogenous social self-distancing and exogenous imposed quarantine. We use the framework of adaptive networks, moment-closure, and ordinary differential equations (ODEs) to introduce several novel models based upon susceptible-infected-recovered (SIR) dynamics. First, we compare computationally expensive, adaptive network simulations with their corresponding computationally highly efficient ODE equivalents and find excellent agreement. Second, we discover that there exists a relatively simple critical curve in parameter space for the epidemic threshold, which strongly suggests that there is a mutual compensation effect between the two mitigation strategies: as long as social distancing and quarantine measures are both sufficiently strong, large outbreaks are prevented. Third, we study the total number of infected and the maximum peak during large outbreaks using a combination of analytical estimates and numerical simulations. Also for large outbreaks we find a similar compensation effect as for the epidemic threshold. This suggests that if there is little incentive for social distancing within a population, drastic quarantining is required, and vice versa. Both pure scenarios are unrealistic in practice. Our models show that only a combination of measures is likely to succeed to control epidemic spreading. Fourth, we analytically compute an upper bound for the total number of infected on adaptive networks, using integral estimates in combination with the moment-closure approximation on the level of an observable. This is a methodological innovation. Our method allows us to elegantly and quickly check and cross-validate various conjectures about the relevance of different network control measures.

q-bio.PE↗

arXiv2020

Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method

The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe multicomponent systems from physics or biology with volume-filling effects and possess a formal gradient-flow or entropy structure. This structure allows for the derivation of almost surely positive lower and upper bounds for the stochastic processes. The existence result holds under some assumptions on the interplay between the entropy density and the multiplicative noise terms. The proof is based on a stochastic Galerkin method, a Wong--Zakai type approximation of the Wiener process, the boundedness-by-entropy method, and the tightness criterion of Brzeźniak and coworkers. Three-species Maxwell--Stefan systems and $n$-species biofilm models are examples that satisfy the general assumptions.

math.PR↗

arXiv2020

Slow Manifolds for Infinite-Dimensional Evolution Equations

We extend classical finite-dimensional Fenichel theory in two directions to infinite dimensions. Under comparably weak assumptions we show that the solution of an infinite-dimensional fast-slow system is approximated well by the corresponding slow flow. After that we construct a two-parameter family of slow manifolds $S_{ε,ζ}$ under more restrictive assumptions on the linear part of the slow equation. The second parameter $ζ$ does not appear in the finite-dimensional setting and describes a certain splitting of the slow variable space in a fast decaying part and its complement. The finite-dimensional setting is contained as a special case in which $S_{ε,ζ}$ does not depend on $ζ$. Finally, we apply our new techniques to three examples of fast-slow systems of partial differential equations.

math.DS↗

arXiv2020

Metastable Speeds in the Fractional Allen-Cahn Equation

We study numerically the one-dimensional Allen-Cahn equation with the spectral fractional Laplacian $(-Δ)^{α/2}$ on intervals with homogeneous Neumann boundary conditions. In particular, we are interested in the speed of sharp interfaces approaching and annihilating each other. This process is known to be exponentially slow in the case of the classical Laplacian. Here we investigate how the width and speed of the interfaces change if we vary the exponent $α$ of the fractional Laplacian. For the associated model on the real-line we derive asymptotic formulas for the interface speed and time-to-collision in terms of $α$ and a scaling parameter $\varepsilon$. We use a numerical approach via a finite-element method based upon extending the fractional Laplacian to a cylinder in the upper-half plane, and compute the interface speed, time-to-collapse and interface width for $α\in(0.2,2]$. A comparison shows that the asymptotic formulas for the interface speed and time-to-collision give a good approximation for large intervals.

math.DS↗

arXiv2020

Coupled Dynamics on Hypergraphs: Master Stability of Steady States and Synchronization

In the study of dynamical systems on networks/graphs, a key theme is how the network topology influences stability for steady states or synchronized states. Ideally, one would like to derive conditions for stability or instability that instead of microscopic details of the individual nodes/vertices rather make the influence of the network coupling topology visible. The master stability function is an important such tool to achieve this goal. Here we generalize the master stability approach to hypergraphs. A hypergraph coupling structure is important as it allows us to take into account arbitrary higher-order interactions between nodes. As for instance in the theory of coupled map lattices, we study Laplace type interaction structures in detail. Since the spectral theory of Laplacians on hypergraphs is richer than on graphs, we see the possibility of new dynamical phenomena. More generally, our arguments provide a blueprint for how to generalize dynamical structures and results from graphs to hypergraphs.

math.DS↗

arXiv2020

Traveling wave dynamics for Allen-Cahn equations with strong irreversibility

Constrained gradient flows are studied in fracture mechanics to describe strongly irreversible (or unidirectional) evolution of cracks. The present paper is devoted to a study on the long-time behavior of non-compact orbits of such constrained gradient flows. More precisely, traveling wave dynamics for a one-dimensional fully nonlinear Allen-Cahn type equation involving the positive-part function is considered. Main results of the paper consist of a construction of a one-parameter family of degenerate traveling wave solutions (even identified when coinciding up to translation) and exponential stability of such traveling wave solutions with some basin of attraction, although they are unstable in a usual sense.

math.AP↗

arXiv2020

Random Attractors for Stochastic Partly Dissipative Systems

We prove the existence of a global random attractor for a certain class of stochastic partly dissipative systems. These systems consist of a partial (PDE) and an ordinary differential equation (ODE), where both equations are coupled and perturbed by additive white noise. The deterministic counterpart of such systems and their long-time behaviour have already been considered but there is no theory that deals with the stochastic version of partly dissipative systems in their full generality. We also provide several examples for the application of the theory.

math.PR↗

arXiv2020

Travelling waves for discrete stochastic bistable equations

Many physical, chemical and biological systems have an inherent discrete spatial structure that strongly influences their dynamical behaviour. Similar remarks apply to internal or external noise, as well as to nonlocal coupling. In this paper we study the combined effect of nonlocal spatial discretization and stochastic perturbations on travelling waves in the Nagumo equation, which is a prototypical model for bistable reaction-diffusion partial differential equations (PDEs). We prove that under suitable parameter conditions, various discrete-stochastic variants of the Nagumo equation have solutions, which stay close on long time scales to the classical monotone Nagumo front with high probability if the noise level and spatial discretization are sufficiently small.

math.PR↗

arXiv2020

Network Dynamics on Graphops

In this brief note, we report a formal mathematical observation: we are about to breach a major century-old barrier in the analysis of interacting particle systems. More precisely, it is well-known that in well-mixed/homogeneous/all-to-all-coupled systems, one may derive mean-field limit equations such as Vlasov-Fokker-Planck equations (VFPEs). A mesoscopic VFPE describes the probability of finding a single vertex/particle in a certain state, forming a bridge between microscopic statistical physics and macroscopic fluid-type approximations. One major obstacle in this framework is to incorporate complex network structures into limiting equations. In many cases, only heuristic approximations exist, or the limits rely on particular classes of integral operators. In this paper, we notice that there is a much more elegant, and profoundly more general, way available due to recent progress in the theory of graph limits. In particular, we show how one may easily enter complex network dynamics via graphops (graph operators) into VFPEs.

nlin.AO↗

arXiv2020

A geometric analysis of the SIR, SIRS and SIRWS epidemiological models

We study fast-slow versions of the SIR, SIRS, and SIRWS epidemiological models. The multiple time scale behavior is introduced to account for large differences between some of the rates of the epidemiological pathways. Our main purpose is to show that the fast-slow models, even though in nonstandard form, can be studied by means of Geometric Singular Perturbation Theory (GSPT). In particular, without using Lyapunov's method, we are able to not only analyze the stability of the endemic equilibria but also to show that in some of the models limit cycles arise. We show that the proposed approach is particularly useful in more complicated (higher dimensional) models such as the SIRWS model, for which we provide a detailed description of its dynamics by combining analytic and numerical techniques.

math.DS↗

arXiv2019

Sample Paths Estimates for Stochastic Fast-Slow Systems driven by Fractional Brownian Motion

We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet, the setting of fractional Brownian motion does not allow us to use the martingale methods from fast-slow systems with Brownian motion. We thoroughly investigate the case where the deterministic system permits a uniformly hyperbolic stable slow manifold. In this setting, we provide a neighborhood, tailored to the fast-slow structure of the system, that contains the process with high probability. We prove this assertion by providing exponential error estimates on the probability that the system leaves this neighborhood. We also illustrate our results in an example arising in climate modeling, where time-correlated noise processes have become of greater relevance recently.

math.PR↗

arXiv2019

Numerical continuation for a fast-reaction system and its cross-diffusion limit

In this paper we investigate the bifurcation structure of the triangular SKT model in the weak competition regime and of the corresponding fast-reaction system in 1D and 2D domains via numerical continuation methods. We show that the software pde2path can be adapted to treat cross-diffusion systems, reproducing the already computed bifurcation diagrams on 1D domains. We show the convergence of the bifurcation structure obtained selecting the growth rate as bifurcation parameter. Then, we compute the bifurcation diagram on a 2D rectangular domain providing the shape of the solutions along the branches and linking the results with the Turing instability analysis. In 1D and 2D, we pay particular attention to the fast-reaction limit by always computing sequences of bifurcation diagrams as the time-scale separation parameter tends to zero. We show that the bifurcation diagram undergoes major deformations once the fast-reaction systems limits onto the cross-diffusion singular limit. Furthermore, we find evidence for time-periodic solutions by detecting Hopf bifurcations, we characterize several regions of multi-stability, and improve our understanding of the shape of patterns in 2D for the SKT model.

math.AP↗