arXiv subjects

Franz Achleitner

Publications and source records attributed to Franz Achleitner.

At least 19 recordsLinked to original sources

arXiv2023

Fractional Dissipative PDEs

In this chapter we provide an introduction to fractional dissipative partial differential equations (PDEs) with a focus on trying to understand their dynamics. The class of PDEs we focus on are reaction-diffusion equations but we also provide an outlook on closely related classes of PDEs. To simplify the exposition, we only discuss the cases of fractional time derivatives and fractional space derivatives in the PDE separately. As our main tools, we describe analytical as well as numerical methods, which are generically necessary to study nonlinear dynamics. We start with the analytical study of steady states and local linear stability for fractional time derivatives. Then we extend this view to a global perspective and consider time-fractional PDEs and gradient flows. Next, we continue to steady states, linear stability analysis and bifurcations for space-fractional PDEs. As a final analytical consideration we discuss existence and stability of traveling waves for space-fractional PDEs. In the last parts, we provide numerical discretization schemes for fractional (dissipative) PDEs and we utilize these techniques within numerical continuation in applied examples of fractional reaction-diffusion PDEs. We conclude with a brief summary and outlook on open questions in the field.

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arXiv2023

Hypocoercivity in algebraically constrained partial differential equations with application to Oseen equations

The long-time behavior of solutions to different versions of Oseen equations of fluid flow on the 2D torus is analyzed using the concept of hypocoercivity. The considered models are isotropic Oseen equations where the viscosity acts uniformly in all directions and anisotropic Oseen-type equations with different viscosity directions. The hypocoercivity index is determined (if it exists) and it is shown that similar to the finite dimensional case of ordinary differential equations and differential-algebraic equations it characterizes its decay behavior.

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arXiv2023

Hypocoercivity for Linear ODEs and Strong Stability for Runge--Kutta Methods

In this note, we connect two different topics from linear algebra and numerical analysis: hypocoercivity of semi-dissipative matrices and strong stability for explicit Runge--Kutta schemes. Linear autonomous ODE systems with a non-coercive matrix are called hypocoercive if they still exhibit uniform exponential decay towards the steady state. Strong stability is a property of time-integration schemes for ODEs that preserve the temporal monotonicity of the discrete solutions. It is proved that explicit Runge--Kutta schemes are strongly stable with respect to semi-dissipative, asymptotically stable matrices if the hypocoercivity index is sufficiently small compared to the order of the scheme. Otherwise, the Runge--Kutta schemes are in general not strongly stable. As a corollary, explicit Runge--Kutta schemes of order $p\in 4\N$ with $s=p$ stages turn out to be \emph{not} strongly stable. This result was proved in \cite{AAJ23}, filling a gap left open in \cite{SunShu19}. Here, we present an alternative, direct proof.

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arXiv2023

Necessary and sufficient conditions for strong stability of explicit Runge-Kutta methods

Strong stability is a property of time integration schemes for ODEs that preserve temporal monotonicity of solutions in arbitrary (inner product) norms. It is proved that explicit Runge--Kutta schemes of order $p\in 4\mathbb{N}$ with $s=p$ stages for linear autonomous ODE systems are not strongly stable, closing an open stability question from [Z.~Sun and C.-W.~Shu, SIAM J. Numer. Anal. 57 (2019), 1158--1182]. Furthermore, for explicit Runge--Kutta methods of order $p\in\mathbb{N}$ and $s>p$ stages, we prove several sufficient as well as necessary conditions for strong stability. These conditions involve both the stability function and the hypocoercivity index of the ODE system matrix. This index is a structural property combining the Hermitian and skew-Hermitian part of the system matrix.

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arXiv2023

Hypocoercivity in Hilbert spaces

The concept of hypocoercivity for linear evolution equations with dissipation is discussed and equivalent characterizations that were developed for the finite-dimensional case are extended to separable Hilbert spaces. Using the concept of a hypocoercivity index, quantitative estimates on the short-time and long-time decay behavior of a hypocoercive system are derived. As a useful tool for analyzing the structural properties, an infinite-dimensional staircase form is also derived and connections to linear systems and control theory are presented. Several examples illustrate the new concepts and the results are applied to the Lorentz kinetic equation.

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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.

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arXiv2021

The hypocoercivity index for the short time behavior of linear time-invariant ODE systems

We consider the class of conservative-dissipative ODE systems, which is a subclass of Lyapunov stable, linear time-invariant ODE systems. We characterize asymptotically stable, conservative-dissipative ODE systems via the hypocoercivity (theory) of their system matrices. Our main result is a concise characterization of the hypocoercivity index (an algebraic structural property of matrices with positive semi-definite Hermitian part introduced in Achleitner, Arnold, and Carlen (2018)) in terms of the short time behavior of the propagator norm for the associated conservative-dissipative ODE system.

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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.

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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.

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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.

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arXiv2018

Large-time asymptotics of a fractional drift-diffusion-Poisson system via the entropy method

The self-similar asymptotics for solutions to the drift-diffusion equation with fractional dissipation, coupled to the Poisson equation, is analyzed in the whole space. It is shown that in the subcritical and supercritical cases, the solutions converge to the fractional heat kernel with algebraic rate. The proof is based on the entropy method and leads to a decay rate in the $L^1(\mathbb{R}^d)$ norm. The technique is applied to other semilinear equations with fractional dissipation.

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arXiv2017

Asymptotic stability of traveling wave solutions for nonlocal viscous conservation laws with explicit decay rates

We consider scalar conservation laws with nonlocal diffusion of Riesz-Feller type such as the fractal Burgers equation. The existence of traveling wave solutions with monotone decreasing profile has been established recently (in special cases). We show the local asymptotic stability of these traveling wave solutions in a Sobolev space setting by constructing a Lyapunov functional. Most importantly, we derive the algebraic-in-time decay of the norm of such perturbations with explicit algebraic-in-time decay rates.

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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.

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arXiv2017

Two classes of nonlocal Evolution Equations related by a shared Traveling Wave Problem

We consider reaction-diffusion equations and Korteweg-de Vries-Burgers (KdVB) equations, i.e. scalar conservation laws with diffusive-dispersive regularization. We review the existence of traveling wave solutions for these two classes of evolution equations. For classical equations the traveling wave problem (TWP) for a local KdVB equation can be identified with the TWP for a reaction-diffusion equation. In this article we study this relationship for these two classes of evolution equations with nonlocal diffusion/dispersion. This connection is especially useful, if the TW equation is not studied directly, but the existence of a TWS is proven using one of the evolution equations instead. Finally, we present three models from fluid dynamics and discuss the TWP via its link to associated reaction-diffusion equations.

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arXiv2016

Addendum to "Travelling waves for a non-local Korteweg-de Vries-Burgers equation" [J. Differential Equations 257 (2014), no. 3, 720--758]

We add a theorem to [J. Differential Equations 257 (2014), no. 3, 720--758] by F. Achleitner, C.M. Cuesta and S. Hittmeir. In that paper we studied travelling wave solutions of a Korteweg-de Vries-Burgers type equation with a non-local diffusion term. In particular, the proof of existence and uniqueness of these waves relies on the assumption that the exponentially decaying functions are the only bounded solutions of the linearised equation. In this addendum we prove this assumption and thus close the existence and uniqueness proof of travelling wave solutions.

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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.

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arXiv2015

Large-time behavior in non-symmetric Fokker-Planck equations

We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First, "hypocoercive" Fokker-Planck equations are degenerate parabolic equations such that the entropy method to study large-time behavior of solutions has to be modified. We review a recent modified entropy method (for non-symmetric Fokker-Planck equations with drift terms that are linear in the position variable). Second, kinetic Fokker-Planck equations with non-quadratic potentials are another example of non-symmetric Fokker-Planck equations. Their drift term is nonlinear in the position variable. In case of potentials with bounded second-order derivatives, the modified entropy method allows to prove exponential convergence of solutions to the steady state. In this application of the modified entropy method symmetric positive definite matrices solving a matrix inequality are needed. We determine all such matrices achieving the optimal decay rate in the modified entropy method. In this way we prove the optimality of previous results. Third, we discuss the spectral properties of Fokker-Planck operators perturbed with convolution operators. For the corresponding Fokker-Planck equation we show existence and uniqueness of a stationary solution. Then, exponential convergence of all solutions towards the stationary solution is proven with an uniform rate.

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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.

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