arXiv subjects

Helge Dietert

Publications and source records attributed to Helge Dietert.

34 records · Page 2Linked to original sources

arXiv2021

On the ill-posedness of the triple deck model

We analyze the stability properties of the so-called triple deck model, a classical refinement of the Prandtl equation to describe boundary layer separation. Combining the methodology introduced in [2], based on complex analysis tools, and stability estimates inspired from [3], we exhibit unstable linearizations of the triple deck equation. The growth rates of the corresponding unstable eigenmodes scale linearly with the tangential frequency. This shows that the recent result of Iyer and Vicol [11] of local well-posedness for analytic data is essentially optimal.

math.AP↗

arXiv2021

Finding the jump rate for fastest decay in the Goldstein-Taylor model

For hypocoercive linear kinetic equations we first formulate an optimisation problem on a spatially dependent jump rate in order to find the fastest decay rate of perturbations. In the Goldstein-Taylor model we show (i) that for a locally optimal jump rate the spectral gap is determined by multiple, possible degenerate, eigenvectors and (ii) that globally the fastest decay is obtained with a spatially homogeneous jump rate. Our proofs rely on a connection to damped wave equations and a relationship to the spectral theory of Schr{ö}dinger operators.

math.AP↗

arXiv2020

Stability of partially locked states in the Kuramoto model through Landau damping with Sobolev regularity

The Kuramoto model is a mean-field model for the synchronisation behaviour of oscillators, which exhibits Landau damping. In a recent work, the nonlinear stability of a class of spatially inhomogeneous stationary states was shown under the assumption of analytic regularity. This paper proves the nonlinear Landau damping under the assumption of Sobolev regularity. The weaker regularity required the construction of a different more robust bootstrap argument, which focuses on the nonlinear Volterra equation of the order parameter.

math.AP↗

arXiv2019

A Law of Large Numbers and Large Deviations for interacting diffusions on Erdős-Rényi graphs

We consider a class of particle systems described by differential equations (both stochastic and deterministic), in which the interaction network is determined by the realization of an Erdős-Rényi graph with parameter $p_n\in (0, 1]$, where $n$ is the size of the graph (i.e., the number of particles). If $p_n\equiv 1$ the graph is the complete graph (mean field model) and it is well known that, under suitable hypotheses, the empirical measure converges as $n\to \infty$ to the solution of a PDE: a McKean-Vlasov (or Fokker-Planck) equation in the stochastic case, or a Vlasov equation in the deterministic one. It has already been shown that this holds for rather general interaction networks, that include Erdős-Rényi graphs with $\lim_n p_n n =\infty$, and properly rescaling the interaction to account for the dilution introduced by $p_n$. However, these results have been proven under strong assumptions on that initial datum which has to be chaotic, i.e. a sequence of independent identically distributed random variables. The aim of our contribution is to present results -- Law of Large Numbers and Large Deviation Principle -- assuming only the convergence of the empirical measure of the initial condition.

math.PR↗

arXiv2019

On Cucker-Smale dynamical systems with degenerate communication

This note introduces a new method for establishing alignment in systems of collective behavior with degenerate communication protocol. The communication protocol consists of a kernel defining interaction between pairs of agents. Degeneracy presumes that the kernel vanishes in a region, which creates a zone of indifference. A motivating example is the case of a local kernel. Lapses in communication create a lack of coercivity in the energy estimates. Our approach is the construction of a corrector functional that compensates for this lack of coercivity. We obtain a series of new results: unconditional alignment for systems on $\mathbb{R}^d$ with degeneracy at close range and fat tail in the long range, and for systems on the circle with purely local kernels. The results are proved in the context of both the agent based model and its hydrodynamic counterpart (Euler alignment model). The method covers bounded and singular communication kernels.

math.AP↗

arXiv2018

The mathematics of asymptotic stability in the Kuramoto model

Now a standard in Nonlinear Sciences, the Kuramoto model is the perfect example of the transition to synchrony in heterogeneous systems of coupled oscillators. While its basic phenomenology has been sketched in early works, the corresponding rigorous validation has long remained problematic and was achieved only recently. This paper reviews the mathematical results on asymptotic stability of stationary solutions in the continuum limit of the Kuramoto model, and provides insights into the principal arguments of proofs. This review is complemented with additional original results, various examples, and possible extensions to some variations of the model in the literature.

math.AP↗

arXiv2018

Well-posedness of the Prandtl equation without any structural assumption

We show the local in time well-posedness of the Prandtl equation for data with Gevrey $2$ regularity in $x$ and $H^1$ regularity in $y$. The main novelty of our result is that we do not make any assumption on the structure of the initial data: no monotonicity or hypothesis on the critical points. Moreover, our general result is optimal in terms of regularity, in view of the ill-posedness result of [9].

math.AP↗

arXiv2018

About the entropic structure of detailed balanced multi-species cross-diffusion equations

This paper links at the formal level the entropy structure of a multi-species cross-diffusion system of Shigesada-Kawasaki-Teramoto (SKT) type satisfying the detailed balance condition with the entropy structure of a reversible microscopic many-particle Markov process on a discretised space. The link is established by first performing a mean-field limit to a master equation over discretised space. Then the spatial discretisation limit is performed in a completely rigorous way. This by itself provides a novel strategy for proving global existence of weak solutions to a class of cross-diffusion systems.

math.AP↗

arXiv2018

High frequency analysis of the unsteady Interactive Boundary Layer model

The present paper is about a famous extension of the Prandtl equation, the so-called Interactive Boundary Layer model (IBL). This model has been used intensively in the numerics of steady boundary layer flows, and compares favorably to the Prandtl one, especially past separation. We consider here the unsteady version of the IBL, and study its linear well-posedness, namely the linear stability of shear flow solutions to high frequencyperturbations. We show that the IBL model exhibits strong unrealistic instabilities, that are in particular distinct from the Tollmien-Schlichting waves. We also exhibit similar instabilities for a Prescribed Displacement Thickness model (PDT), which is one of the building blocks of numerical implementations of the IBL model.

math.AP↗

arXiv2016

Landau damping to partially locked states in the Kuramoto model

In the Kuramoto model of globally coupled oscillators, partially locked states (PLS) are stationary solutions that incorporate the emergence of partial synchrony when the interaction strength increases. While PLS have long been considered, existing results on their stability are limited to neutral stability of the linearized dynamics in strong topology, or to specific invariant subspaces (obtained via the so-called Ott-Antonsen (OA) ansatz) with specific frequency distributions for the oscillators. In the mean field limit, the Kuramoto model shows various ingredients of the Landau damping mechanism in the Vlasov equation. This analogy has been a source of inspiration for stability proofs of regular Kuramoto equilibria. Besides, the major mathematical issue with PLS asymptotic stability is that these states consist of heterogeneous and singular measures. Here, we establish an explicit criterion for their spectral stability and we prove their local asymptotic stability in weak topology, for a large class of analytic frequency marginals. The proof strongly relies on a suitable functional space that contains (Fourier transforms of) singular measures, and for which the linearized dynamics is well under control. For illustration, the stability criterion is evaluated in some standard examples. We show in particular that no loss of generality results in assuming the OA ansatz. To our best knowledge, our result provides the first proof of Landau damping to heterogeneous and irregular equilibria, in absence of dissipation.

math.AP↗

arXiv2016

An invariant class of wave packets for the Wigner transform

Generalised Hagedorn wave packets appear as exact solutions of Schrödinger equations with quadratic, possibly complex, potential, and are given by a polynomial times a Gaussian. We show that the Wigner transform of generalised Hagedorn wave packets is a wave packet of the same type in phase space. The proofs build on a parametrisation via Lagrangian frames and a detailed analysis of the polynomial prefactors, including a novel Laguerre connection. Our findings directly imply the recently found tensor product structure of the Wigner transform of Hagedorn wave packets.

math-ph↗

arXiv2016

Markov models for ocular fixation locations in the presence and absence of colour

We propose to model the fixation locations of the human eye when observing a still image by a Markovian point process in R 2 . Our approach is data driven using k-means clustering of the fixation locations to identify distinct salient regions of the image, which in turn correspond to the states of our Markov chain. Bayes factors are computed as model selection criterion to determine the number of clusters. Furthermore, we demonstrate that the behaviour of the human eye differs from this model when colour information is removed from the given image.

stat.AP↗

arXiv2015

Stability and bifurcation for the Kuramoto model

We study the mean-field limit of the Kuramoto model of globally coupled oscillators. By studying the evolution in Fourier space and understanding the domain of dependence, we show a global stability result. Moreover, we can identify function norms to show damping of the order parameter for velocity distributions and perturbations in $\mathcal{W}^{n,1}$ for $n > 1$. Finally, for sufficiently regular velocity distributions we can identify exponential decay in the stable case and otherwise identify finitely many eigenmodes. For these eigenmodes we can show a center-unstable manifold reduction, which gives a rigorous tool to obtain the bifurcation behaviour. The damping is similar to Landau damping for the Vlasov equation.

math.AP↗

arXiv2015

Convergence to equilibrium for the kinetic Fokker-Planck equation on the torus

We study convergence to equilibrium for the kinetic Fokker-Planck equation on the torus. Solving the stochastic differential equation, we show exponential convergence in the Monge-Kantorovich-Wasserstein $\mathcal{W}_2$ distance. Finally, we investigate if such a coupling can be obtained by a co-adapted coupling, and show that then the bound must depend on the square root of the initial distance.

math.PR↗

arXiv2015

Characterisation of gradient flows on finite state Markov chains

In his 2011 work, Maas has shown that the law of any time-reversible continuous-time Markov chain with finite state space evolves like a gradient flow of the relative entropy with respect to its stationary distribution. In this work we show the converse to the above by showing that if the relative law of a Markov chain with finite state space evolves like a gradient flow of the relative entropy functional, it must be time-reversible. When we allow general functionals in place of the relative entropy, we show that the law of a Markov chain evolves as gradient flow if and only if the generator of the Markov chain is real diagonalisable. Finally, we discuss what aspects of the functional are uniquely determined by the Markov chain.

math.PR↗

arXiv2011

Casimir Forces via Worldline Numerics: Method Improvements and Potential Engineering Applications

The string theory inspired Worldline Numerics approach to Casimir force calculations has some favourable characteristics that might make it well suited for geometric optimization problems as they arise e.g. in NEMS device engineering. We explain this aspect in detail, developing some refinements of the method along the way. Also, we comment on the problem of generalizing Worldline Numerics from scalars to photons in the presence of conductors.

hep-th↗