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Helge Holden

Publications and source records attributed to Helge Holden.

At least 19 recordsLinked to original sources
arXiv2025

Error Estimates for Systems of Nonlocal Balance Laws Modeling Dense Multilane Vehicular Traffic

We discuss a class of coupled systems of nonlocal nonlinear balance laws modeling multilane traffic, with the nonlocality present in both convective and source terms. The uniqueness and existence of the entropy solution are proven via doubling of the variables arguments and convergent finite volume approximations, respectively. The primary goal is to establish that the finite volume numerical approximations of the system converge to the unique entropy solution at a rate of $\sqrt{Δt}$, even when using relatively less regular one-sided kernels, compared to the globally smooth kernels analyzed in [Num. Math., 156(1):237-271, 2024] and [IMA J. Numer. Anal., 44(6):3354-3392, 2024]. The applicability of the proven theory to a general class of systems of nonlocal balance laws coupled strongly through the convective part and weakly through the source part, is indicated. As the support of the kernel tends to zero, the convergence of the entropy solutions of the proposed model to its local counterparts [SIAM J. Math. Anal., 51: 3694--3713, 2019] is also discussed. Numerical simulations illustrating the behavior of the entropy solutions of the coupled nonlocal systems are also shown.

math.NA↗
arXiv2024

The Aubin-Lions-Dubinskii theorems on compactness in Bochner spaces

A fundamental issue in the theory of time-dependent differential equations is to characterize precompact sets in Bochner spaces. We here survey the theory, starting with the classical Aubin-Lions inequality and its important extension by Dubinskii. In particular, we give a simple and self-contained proof of the compactness result due to Chen, Jungel, and Liu.

math.AP↗
arXiv2024

The continuum limit of non-local Follow-the-Leader models

We study a generalized Follow-the-Leader model where the driver considers the position of an arbitrary but finite number of vehicles ahead, as well as the position of the vehicle directly behind the driver. It is proved that this model converges to the classical Lighthill-Whitham-Richards model for traffic flow when traffic becomes dense. This also underscores the robustness of the Lighthill-Whitham-Richards model.

math.AP↗
arXiv2024

Global existence of dissipative solutions to the Camassa--Holm equation with transport noise

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for dissipative weak martingale solutions to this SPDE, with general finite-energy initial data. The solution is obtained as the limit of classical solutions to parabolic SPDEs. The proof combines model-specific statistical estimates with stochastic propagation of compactness techniques, along with the systematic use of tightness and a.s. representations of random variables on specific quasi-Polish spaces. The spatial dependence of the noise function makes more difficult the analysis of a priori estimates and various renormalisations, giving rise to nonlinear terms induced by the martingale part of the equation and the second-order Stratonovich--Itô correction term.

math.AP↗
arXiv2023

Well-posedness and error estimates for coupled systems of nonlocal conservation laws

This article deals with the error estimates for numerical approximations of the entropy solutions of coupled systems of nonlocal hyperbolic conservation laws. The systems can be strongly coupled through the nonlocal coefficient present in the convection term. A fairly general class of fluxes is being considered, where the local part of the flux can be discontinuous at infinitely many points, with possible accumulation points. The aims of the paper are threefold: 1. Establishing existence of entropy solutions with rough local flux for such systems, by deriving a uniform BV bound on the numerical approximations; 2. Deriving a general Kuznetsov-type lemma (and hence uniqueness) for such systems with both smooth and rough local fluxes; 3. Proving the convergence rate of the finite volume approximations to the entropy solutions of the system as $1/2$ and $1/3$, with homogeneous (in any dimension) and rough local parts (in one dimension), respectively. Numerical experiments are included to illustrate the convergence rates.

math.NA↗
arXiv2023

On the accuracy of the finite volume approximations to nonlocal conservation laws

In this article, we discuss the error analysis for a certain class of monotone finite volume schemes approximating nonlocal scalar conservation laws, modeling traffic flow and crowd dynamics, without any additional assumptions on monotonicity or linearity of the kernel $μ$ or the flux $f$. We first prove a novel Kuznetsov-type lemma for this class of PDEs and thereby show that the finite volume approximations converge to the entropy solution at the rate of $\sqrt{Δt}$ in $L^1(\mathbb{R})$. To the best of our knowledge, this is the first proof of any type of convergence rate for this class of conservation laws. We also present numerical experiments to illustrate this result.

math.NA↗
arXiv2022

Global well-posedness of the viscous Camassa--Holm equation with gradient noise

We analyse a nonlinear stochastic partial differential equation that corresponds to a viscous shallow water equation (of the Camassa--Holm type) perturbed by a convective, position-dependent noise term. We establish the existence of weak solutions in $H^m$ ($m\in\mathbb{N}$) using Galerkin approximations and the stochastic compactness method. We derive a series of a priori estimates that combine a model-specific energy law with non-standard regularity estimates. We make systematic use of a stochastic Gronwall inequality and also stopping time techniques. The proof of convergence to a solution argues via tightness of the laws of the Galerkin solutions, and Skorokhod--Jakubowski a.s. representations of random variables in quasi-Polish spaces. The spatially dependent noise function constitutes a complication throughout the analysis, repeatedly giving rise to nonlinear terms that "balance" the martingale part of the equation against the second-order Stratonovich-to-Itô correction term. Finally, via pathwise uniqueness, we conclude that the constructed solutions are probabilistically strong. The uniqueness proof is based on a finite-dimensional Itô formula and a DiPerna--Lions type regularisation procedure, where the regularisation errors are controlled by first and second order commutators.

math.AP↗
arXiv2022

Noise-driven bifurcations in a neural field system modelling networks of grid cells

The activity generated by an ensemble of neurons is affected by various noise sources. It is a well-recognised challenge to understand the effects of noise on the stability of such networks. We demonstrate that the patterns of activity generated by networks of grid cells emerge from the instability of homogeneous activity for small levels of noise. This is carried out by analysing the robustness of network activity patterns with respect to noise in an upscaled noisy grid cell model in the form of a system of partial differential equations. Inhomogeneous network patterns are numerically understood as branches bifurcating from unstable homogeneous states for small noise levels. We show that there is a phase transition occurring as the level of noise decreases. Our numerical study also indicates the presence of hysteresis phenomena close to the precise critical noise value.

math.AP↗
arXiv2021

On angular measures in axiomatic Euclidean planar geometry

We address the issue of angular measure, which is a contested issue for the International System of Units (SI). We provide a mathematically rigorous and axiomatic presentation of angular measure that leads to the traditional way of measuring a plane angle subtended by a circular arc as the length of the arc divided by the radius of the arc, a scalar quantity. We distinguish between the \emph{angular magnitude}, defined in terms of congruence classes of angles, and the (numerical) \emph{angular measure} that can be assigned to each congruence class in such a way that, e.g., the right angle has the numerical value $\frac\pi2$. We argue that angles are intrinsically different from lengths, as there are angles of special significance (such as the right angle, or the straight angle), while there is no distinguished length in Euclidean geometry. This is further underlined by the observation that, while units such as the metre and kilogram have been refined over time due to advances in metrology, no such refinement of the radian is conceivable. It is a mathematically defined unit, set in stone for eternity. We conclude that angular measures are numbers, and the current definition in SI should remain unaltered.

math.HO↗
arXiv2021

Strong solutions of a stochastic differential equation with irregular random drift

We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) of the form $$\mathrm{d} X= u(ω,t,X)\, \mathrm{d} t + \frac12 σ(ω,t,X)σ'(ω,t,X)\,\mathrm{d} t + σ(ω,t,X) \, \mathrm{d}W(t), $$ where the drift coefficient $u$ is random and irregular. The random and regular noise coefficient $σ$ may vanish. The main contribution is a pathwise uniqueness result under the assumptions that $u$ belongs to $L^p(Ω; L^\infty([0,T];\dot{H}^1(\mathbb{R})))$ for any finite $p\ge 1$, $\mathbb{E}\left|u(t)-u(0)\right|_{\dot{H}^1(\mathbb{R})}^2 \to 0$ as $t\downarrow 0$, and $u$ satisfies the one-sided gradient bound $\partial_x u(ω,t,x) \le K(ω, t)$, where the process $K(ω,t )>0$ exhibits an exponential moment bound of the form $\mathbb{E} \exp\Big(p\int_t^T K(s)\,\mathrm{d} s\Big) \lesssim {t^{-2p}}$ for small times $t$, for some $p\ge1$. This study is motivated by ongoing work on the well-posedness of the stochastic Hunter--Saxton equation, a stochastic perturbation of a nonlinear transport equation that arises in the modelling of the director field of a nematic liquid crystal. In this context, the one-sided bound acts as a selection principle for dissipative weak solutions of the stochastic partial differential equation (SPDE).

math.PR↗
arXiv2020

On Factorizations of Analytic Operator-Valued Functions and Eigenvalue Multiplicity Questions

We study several natural multiplicity questions that arise in the context of the Birman-Schwinger principle applied to non-self-adjoint operators. In particular, we re-prove (and extend) a recent result by Latushkin and Sukhtyaev by employing a different technique based on factorizations of analytic operator-valued functions due to Howland. Factorizations of analytic operator-valued functions are of particular interest in themselves and again we re-derive Howland's results and subsequently extend them. Considering algebraic multiplicities of finitely meromorphic operator-valued functions, we recall the notion of the index of a finitely meromorphic operator-valued function and use that to prove an analog of the well-known Weinstein-Aronszajn formula relating algebraic multiplicities of the underlying unperturbed and perturbed operators. Finally, we consider pairs of projections for which the difference belongs to the trace class and relate their Fredholm index to the index of the naturally underlying Birman-Schwinger operator.

math.SP↗
arXiv2020

Singular Diffusion with Neumann boundary conditions

In this paper we develop an existence theory for the nonlinear initial-boundary value problem with singular diffusion $\partial_t u = \text{div}(k(x)\nabla G(u))$, $u|_{t=0}=u_0$ with Neumann boundary conditions $k(x)\nabla G(u)\cdot ν= 0$. Here $x\in B\subset \mathbb{R}^d$, a bounded open set with locally Lipchitz boundary, and with $ν$ as the unit outer normal. The function $G$ is Lipschitz continuous and nondecreasing, while $k(x)$ is diagonal matrix. We show that any two weak entropy solutions $u$ and $v$ satisfy $\Vert{u(t)-v(t)}\Vert_{L^1(B)}\le \Vert{u|_{t=0}-v|_{t=0}}\Vert_{L^1(B)}e^{Ct}$, for almost every $t\ge 0$, and a constant $C=C(k,G,B)$. If we restrict to the case when the entries $k_i$ of $k$ depend only on the corresponding component, $k_i=k_i(x_i)$, we show that there exists an entropy solution, thus establishing in this case that the problem is well-posed in the sense of Hadamard.

math.AP↗
arXiv2020

The Hunter-Saxton equation with noise

In this paper we develop an existence theory for the Cauchy problem to the stochastic Hunter-Saxton equatio, and prove several properties of the blow-up of its solutions. An important part of the paper is the continuation of solutions to the stochastic equations beyond blow-up (wave-breaking). In the linear noise case, using the method of (stochastic) characteristics, we also study random wave-breaking and stochastic effects unobserved in the deterministic problem. Notably, we derive an explicit law for the random wave-breaking time.

math.AP↗
arXiv2020

On The Microscopic Modeling of Vehicular Traffic on General Networks

We introduce a formalism to deal with the microscopic modeling of vehicular traffic on a road network. Traffic on each road is uni-directional, and the dynamics of each vehicle is described by a Follow-the-Leader model. From a mathematical point of view, this amounts to define a system of ordinary differential equations on an arbitrary network. A general existence and uniqueness result is provided, while priorities at junctions are shown to hinder the stability of solutions. We investigate the occurrence of the Braess paradox in a time-dependent setting within this model. The emergence of Nash equilibria in a non-stationary situation results in the appearance of Braess type paradoxes, and this is supported by numerical simulations.

physics.soc-ph↗
arXiv2018

Models for dense multilane vehicular traffic

We study vehicular traffic on a road with multiple lanes and dense, unidirectional traffic following the traditional Lighthill-Whitham-Richards model where the velocity in each lane depends only on the density in the same lane. The model assumes that the tendency of drivers to change to a neighboring lane is proportional to the difference in velocity between the lanes. The model allows for an arbitrary number of lanes, each with its distinct velocity function. The resulting model is a well-posed weakly coupled system of hyperbolic conservation laws with a Lipschitz continuous source. We show several relevant bounds for solutions of this model that are not valid for general weakly coupled systems. Furthermore, by taking an appropriately scaled limit as the number of lanes increases, we derive a model describing a continuum of lanes, and show that the $N$-lane model converges to a weak solution of the continuum model.

math.AP↗