arXiv subjects

Daniel Matthes

Publications and source records attributed to Daniel Matthes.

At least 37 records · Page 2Linked to original sources

arXiv2020

Construction of a two-phase flow with singular energy by gradient flow methods

We prove the existence of weak solutions to a system of two diffusion equations that are coupled by a pointwise volume constraint. The time evolution is given by gradient dynamics for a free energy functional. Our primary example is a model for the demixing of polymers, the corresponding energy is the one of Flory, Huggins and deGennes. Due to the non-locality in the equations, the dynamics considered here is qualitatively different from the one found in the formally related Cahn-Hilliard equations. Our angle of attack is from the theory of optimal mass transport, that is, we consider the evolution equations for the two components as two gradient flows in the Wasserstein distance with one joint energy functional that has the volume constraint built in. The main difference to our previous work arXiv:1712.06446 is the nonlinearity of the energy density in the gradient part, which becomes singular at the interface between pure and mixed phases.

math.AP↗

arXiv2020

Lagrangian schemes for Wasserstein gradient flows

This paper reviews different numerical methods for specific examples of Wasserstein gradient flows: we focus on nonlinear Fokker-Planck equations,but also discuss discretizations of the parabolic-elliptic Keller-Segel model and of the fourth order thin film equation. The methods under review are of Lagrangian nature, that is, the numerical approximations trace the characteristics of the underlying transport equation rather than solving the evolution equation for the mass density directly. The two main approaches are based on integrating the equation for the Lagrangian maps on the one hand, and on solution of coupled ODEs for individual mass particles on the other hand.

math.NA↗

arXiv2019

The waiting time phenomenon in spatially discretized porous medium and thin film equations

Various degenerate diffusion equations exhibit a waiting time phenomenon: Dependening on the "flatness" of the compactly supported initial datum at the boundary of the support, the support of the solution may not expand for a certain amount of time. We show that this phenomenon is captured by particular Lagrangian discretizations of the porous medium and the thin-film equations, and we obtain suffcient criteria for the occurrence of waiting times that are consistent with the known ones for the original PDEs. Our proof is based on estimates on the fluid velocity in Lagrangian coordinates. Combining weighted entropy estimates with an iteration technique à la Stampacchia leads to upper bounds on free boundary propagation. Numerical simulations show that the phenomenon is already clearly visible for relatively coarse discretizations.

math.AP↗

arXiv2019

Discretization of Flux-Limited Gradient Flows: $Γ$-convergence and numerical schemes

We study a discretization in space and time for a class of nonlinear diffusion equations with flux limitation. That class contains the so-called relativistic heat equation, as well as other gradient flows of Renyi entropies with respect to transportation metrics with finite maximal velocity. Discretization in time is performed with the JKO method, thus preserving the variational structure of the gradient flow. This is combined with an entropic regularization of the transport distance, which allows for an efficient numerical calculation of the JKO minimizers. Solutions to the fully discrete equations are entropy dissipating, mass conserving, and respect the finite speed of propagation of support. First, we give a proof of $Γ$-convergence of the infinite chain of JKO steps in the joint limit of infinitely refined spatial discretization and vanishing entropic regularization. The singularity of the cost function makes the construction of the recovery sequence significantly more difficult than in the $L^p$-Wasserstein case. Second, we define a practical numerical method by combining the JKO time discretization with a "light speed" solver for the spatially discrete minimization problem using Dykstra's algorithm, and demonstrate its efficiency in a series of experiments.

math.AP↗

arXiv2019

A two-phase two-fluxes degenerate Cahn-Hilliard model as constrained Wasserstein gradient flow

We study a non-local version of the Cahn-Hilliard dynamics for phase separation in a two-component incompressible and immiscible mixture with linear mobilities. In difference to the celebrated local model with nonlinear mobility, it is only assumed that the divergences of the two fluxes --- but not necessarily the fluxes themselves --- annihilate each other. Our main result is a rigorous proof of existence of weak solutions. The starting point is the formal representation of the dynamics as a constrained gradient flow in the Wasserstein metric. We then show that time-discrete approximations by means of the incremental minimizing movement scheme converge to a weak solution in the limit. Further, we compare the non-local model to the classical Cahn-Hilliard model in numerical experiments. Our results illustrate the significant speed-up in the decay of the free energy due to the higher degree of freedom for the velocity fields.

math.AP↗

arXiv2017

A Variational Formulation of the BDF2 Method for Metric Gradient Flows

We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no smoothness --- of the augmented energy functional, we prove well-posedness of the method and convergence of the discrete approximations to a curve of steepest descent. In a smooth Hilbertian setting, classical theory would predict a convergence order of two in time, we prove convergence order of one-half in the general metric setting and under our weak hypotheses. Further, we illustrate these results with numerical experiments for gradient flows on a compact Riemannian manifold, in a Hilbert space, and in the $L^2$-Wasserstein metric.

math.AP↗

arXiv2017

A Lagrangian scheme for the solution of nonlinear diffusion equations using moving simplex meshes

A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions $d\ge2$ is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies and given external potentials, e.g. the porous medium equation and the fast diffusion equation. The key ingredient in our approach is the gradient flow structure of the dynamics. For discretization of the Lagrangian map, we use a finite subspace of linear maps in space and a variational form of the implicit Euler method in time. Thanks to that time discretisation, the fully discrete solution inherits energy estimates from the original gradient flow, and these lead to weak compactness of the trajectories in the continuous limit. Consistency is analyzed in the planar situation, $d=2$. A variety of numerical experiments for the porous medium equation indicates that the scheme is well-adapted to track the growth of the solution's support.

math.NA↗

arXiv2016

Computing Coherent Sets using the Fokker-Planck Equation

We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a discretized Fokker-Planck equation. For numerical implementation, we employ spectral collocation methods and an exponential time differentiation scheme. We experimentally compare our approach to the more classical method by Ulam that is based on integration of the exact transfer operator.

math.DS↗

arXiv2016

Discrete approximation of the minimizing movement scheme for evolution equations of Wasserstein gradient flow type with nonlinear mobility

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with nonlinear mobility. Our scheme relies on a spatially discrete approximation of the semi-discrete (in time) minimizing movement scheme for gradient flows. Performing a finite-volume discretization of the continuity equation appearing in the definition of the distance, we obtain a finite-dimensional convex minimization problem usable as an iterative scheme. We prove that solutions to the spatially discrete minimization problem converge to solutions of the spatially continuous original minimizing movement scheme using the theory of $Γ$-convergence, and hence obtain convergence to a weak solution of the evolution equation in the continuous-time limit if the minimizing movement scheme converges. We illustrate our result with numerical simulations for several second- and fourth-order equations.

math.NA↗

arXiv2016

Existence of solutions for a class of fourth order cross-diffusion systems of gradient flow type

This article is concerned with the existence and the long time behavior of weak solutions to certain coupled systems of fourth-order degenerate parabolic equations of gradient flow type. The underlying metric is a Wasserstein-like transportation distance for vector-valued functions, with nonlinear mobilities in each component. Under the hypothesis of (flat) convexity of the driving free energy functional, weak solutions are constructed by means of the variational minimizing movement scheme for metric gradient flows. The essential regularity estimates are derived by variational methods.

math.AP↗

arXiv2016

A fully discrete variational scheme for solving nonlinear Fokker-Planck equations in higher space dimensions

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a gradient flow of an entropy functional in the $L^2$-Wasserstein metric, the second is the Lagrangian nature, meaning that solutions can be written as the push forward transformation of the initial density under suitable flow maps. The resulting numerical scheme is entropy diminishing and mass conserving. Further, the scheme is weakly stable, which allows us to prove convergence under certain regularity assumptions. Finally, we present results from numerical experiments in space dimension $d=2$.

math.NA↗

arXiv2015

Convergence of a fully discrete variational scheme for a thin-film equation

This paper is concerned with a rigorous convergence analysis of a fully discrete Lagrangian scheme for the Hele-Shaw flow, which is the fourth order thin-film equation with linear mobility in one space dimension. The discretization is based on the equation's gradient flow structure in the $L^2$-Wasserstein metric. Apart from its Lagrangian character --- which guarantees positivity and mass conservation --- the main feature of our discretization is that it dissipates both the Dirichlet energy and the logarithmic entropy. The interplay between these two dissipations paves the way to proving convergence of the discrete approximations to a weak solution in the discrete-to-continuous limit. Thanks to the time-implicit character of the scheme, no CFL-type condition is needed. Numerical experiments illustrate the practicability of the scheme.

math.NA↗

arXiv2015

Optimal control of Bose-Einstein condensates in three dimensions

Ultracold gases promise many applications in quantum metrology, simulation and computation. In this context, optimal control theory (OCT) provides a versatile framework for the efficient preparation of complex quantum states. However, due to the high computational cost, OCT of ultracold gases has so far mostly been applied to one-dimensional (1D) problems. Here, we realize computationally efficient OCT of the Gross-Pitaevskii equation (GPE) to manipulate Bose-Einstein condensates in all three spatial dimensions. We study various realistic experimental applications where 1D simulations can only be applied approximately or not at all. Moreover, we provide a stringent mathematical footing for our scheme and carefully study the creation of elementary excitations and their minimization using multiple control parameters. The results are directly applicable to recent experiments and might thus be of immediate use in the ongoing effort to employ the properties of the quantum world for technological applications.

quant-ph↗

arXiv2015

Existence of weak solutions to a class of fourth order partial differential equations with Wasserstein gradient structure

We prove the global-in-time existence of nonnegative weak solutions to a class of fourth order partial differential equations on a convex bounded domain in arbitrary spatial dimensions. Our proof relies on the formal gradient flow structure of the equation with respect to the $L^2$-Wasserstein distance on the space of probability measures. We construct a weak solution by approximation via the time-discrete minimizing movement scheme; necessary compactness estimates are derived by entropy-dissipation methods. Our theory essentially comprises the thin film and Derrida-Lebowitz-Speer-Spohn equations.

math.AP↗

arXiv2015

Constructing solutions to the Björling problem for isothermic surfaces by structure preserving discretization

In this article, we study an analog of the Björling problem for isothermic surfaces (that are more general than minimal surfaces): given a real analytic curve $γ$ in ${\mathbb R}^3$, and two analytic non-vanishing orthogonal vector fields $v$ and $w$ along $γ$, find an isothermic surface that is tangent to $γ$ and that has $v$ and $w$ as principal directions of curvature. We prove that solutions to that problem can be obtained by constructing a family of discrete isothermic surfaces (in the sense of Bobenko and Pinkall) from data that is sampled along $γ$, and passing to the limit of vanishing mesh size. The proof relies on a rephrasing of the Gauss-Codazzi-system as analytic Cauchy problem and an in-depth-analysis of its discretization which is induced from the geometry of discrete isothermic surfaces. The discrete-to-continuous limit is carried out for the Christoffel and the Darboux transformations as well.

math.DG↗

arXiv2015

Long-time behavior of a finite volume discretization for a fourth order diffusion equation

We consider a non-standard finite-volume discretization of a strongly non-linear fourth order diffusion equation on the $d$-dimensional cube, for arbitrary $d \geq 1$. The scheme preserves two important structural properties of the equation: the first is the interpretation as a gradient flow in a mass transportation metric, and the second is an intimate relation to a linear Fokker-Planck equation. Thanks to these structural properties, the scheme possesses two discrete Lyapunov functionals. These functionals approximate the entropy and the Fisher information, respectively, and their dissipation rates converge to the optimal ones in the discrete-to-continuous limit. Using the dissipation, we derive estimates on the long-time asymptotics of the discrete solutions. Finally, we present results from numerical experiments which indicate that our discretization is able to capture significant features of the complex original dynamics, even with a rather coarse spatial resolution.

math.AP↗

arXiv2014

Transport distances and geodesic convexity for systems of degenerate diffusion equations

We introduce Wasserstein-like dynamical transport distances between vector-valued densities on the real line. The mobility function from the scalar theory is replaced by a mobility matrix, that is subject to positivity and concavity conditions. Our primary motivation is to cast certain systems of nonlinear parabolic evolution equations into the variational framework of gradient flows. In the first part of the paper, we investigate the structural properties of the new class of distances like geodesic completeness. The second part is devoted to the identification of $λ$-geodesically convex functionals and their $λ$-contractive gradient flows. One of our results is a generalized McCann condition for geodesic convexity of the internal energy. In the third part, the existence of weak solutions to a certain class of degenerate diffusion systems with drift is shown. Even if the underlying energy function is not geodesically convex w.r.t. our new distance, the construction of a weak solution is still possible using de Giorgi's minimizing movement scheme.

math.AP↗

arXiv2014

A convergent Lagrangian discretization for a nonlinear fourth order equation

A fully discrete Lagrangian scheme for numerical solution of the nonlinear fourth order DLSS equation in one space dimension is analyzed. The discretization is based on the equation's gradient flow structure in the $L^2$-Wasserstein metric. We prove that the discrete solutions are strictly positive and mass conserving. Further, they dissipate both the Fisher information and the logarithmic entropy. Numerical experiments illustrate the practicability of the scheme. Our main result is a proof of convergence of fully discrete to weak solutions in the limit of vanishing mesh size. Convergence is obtained for arbitrary non-negative initial data with finite entropy, without any CFL type condition. The key ingredient in the proof is a discretized version of the classical entropy dissipation estimate.

math.NA↗