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Jakub Skrzeczkowski

Publications and source records attributed to Jakub Skrzeczkowski.

At least 19 recordsLinked to original sources

Non-uniqueness of weak solutions to cross-diffusion systems with advection

A cross-diffusion system with advection is considered on the whole line, describing the dynamics of two segregating population species. Starting from two initial densities supported on the half-lines $x\leq 0$ and $x\geq 0$, respectively, we construct two distinct solutions of the system: one pair of densities remains confined to their initial supports and stay completely segregated, while the second pair of densities begins to invade the opposite half-line after a finite time (mixing). To the best of our knowledge, this provides one of the first examples of non-uniqueness for this class of equations, together with an explicit demonstration of mixing phenomena. The construction produces infinitely many mixing solutions and applies throughout the full range of pressure exponents. For a certain range of exponents, we additionally obtain quantitative estimates on the mixing process.

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Stein Variational Gradient Descent dynamics for highly concentrated kernels

Stein Variational Gradient Descent (SVGD) is a widely used in practice algorithm for scalable sampling with deterministic particle updates. We study its behavior in the singular limit where the kernel bandwidth tends to zero. In this regime, we show that the nonlocal SVGD dynamics converge to a local evolution equation that can be formally interpreted as a Wasserstein gradient flow with quadratic mobility. We analyze this singular limit in two settings: integrable kernels and weighted kernels. In the weighted case, the proof is supported by recently established Stein-log-Sobolev inequalities, which provide the necessary functional control. Overall, our results clarify how SVGD collapses from a nonlocal interacting particle system to a local gradient-flow dynamics as the kernel concentrates.

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Global solutions to cross-diffusion systems with independent advections in one dimension

We consider cross-diffusion systems describing evolution of two species $u$ and $v$ moving according to Darcy's law with the pressure law $p(s) = \frac{1}{α-1} s^{α-1}$ where $s=u+v$. One of the most challenging questions in the field is the construction of solutions to the problem in the presence of additional advection fields, without imposing any artificial structure on the fields or the initial conditions. Although advection arises naturally in these models, it breaks the symmetry of the system and prevents application of techniques developed in recent years. Here, we provide a new approach to construct solutions in one space dimension that works in a unified manner for all pressure exponents $α\in (0,\infty)$ and for arbitrary initial data. In~particular, in the regime $α> 1$, this yields the first existence result of its kind, obtained without any structural assumptions. We construct the solutions as a limit of a vanishing viscosity approximation $(u_{\varepsilon}, v_{\varepsilon})$. The main challenge is to identify the limit of $u_{\varepsilon} \, \partial_x p(s_{\varepsilon})$, where $s_{\varepsilon} = u_{\varepsilon} + v_{\varepsilon}$. The key new insight is that possible oscillations of $u_\varepsilon$ and $\partial_x p(s_\varepsilon)$ are correlated, simplifying the Young measure analysis in the compensated compactness argument and allowing identification of the limit. Somewhat surprisingly, in contrast to the theory of $2\times2$ hyperbolic systems, the argument relies on only three entropy-entropy flux pairs. This is particularly useful for $α>2$, where it is unclear whether additional entropies are available.

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Strong convergence of sequences with vanishing relative entropy

We show that under natural growth conditions on the entropy function, convergence in relative entropy is equivalent to $L_p$-convergence. The main tool is the theory of Young measures, in a form that accounts for the formation of concentrations in weak limits.

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A new formula for the Wasserstein distance between solutions to (nonlinear) continuity equations

Given two continuity equations with density-dependent velocities, we provide a new formula for the Wasserstein distance between the solutions in terms of the difference of velocities evaluated at the same density. The formula is particularly attractive to deduce quantitative estimates and rates of convergence for singular limits. We illustrate it using several examples. For the porous medium equation with exponent $m$, we prove that solutions are Lipschitz continuous with respect to $m$, providing a quantitative version of the result of Bénilan and Crandall. This result can be extended to a general aggregation-diffusion equation. We also study the limit $m \to \infty$ (the so-called mesa problem or the incompressible limit) and we recover the rate of convergence $1/{\sqrt{m}}$. Last but not least, we improve the rate of nonlocal-to-local convergence for the quadratic porous medium equation from recently obtained $\sqrt{\varepsilon}$ to numerically conjectured $\varepsilon$.

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Well-posedness of aggregation-diffusion systems with irregular kernels

We consider aggregation-diffusion equations with merely bounded nonlocal interaction potential $K$. We are interested in establishing their well-posedness theory when the nonlocal interaction potential $K$ is neither differentiable nor positive (semi-)definite, thus preventing application of classical arguments. We prove the existence of weak solutions in two cases: if the mass of the initial data is sufficiently small, or if the interaction potential is symmetric and of bounded variation without any smallness assumption. The latter allows one to exploit the dissipation of the free energy in an optimal way, which is an entirely new approach. Remarkably, in both cases, under the additional condition that $\nabla K\ast K$ is in $L^2$, we can prove that the solution is smooth and unique. When $K$ is a characteristic function of a ball, we construct the classical unique solution. Under additional structural conditions we extend these results to the $n$-species system.

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Rate of Convergence for a Nonlocal-to-local Limit in One Dimension

We consider a nonlocal approximation of the quadratic porous medium equation where the pressure is given by a convolution with a mollification kernel. It is known that when the kernel concentrates around the origin, the nonlocal equation converges to the local one. In one spatial dimension, for a particular choice of the kernel, and under mere assumptions on the initial condition, we quantify the rate of convergence in the 2-Wasserstein distance. Our proof is very simple, exploiting the so-called Evolutionary Variational Inequality for both the nonlocal and local equations as well as a priori estimates. We also present numerical simulations using the finite volume method, which suggests that the obtained rate can be improved - this will be addressed in a forthcoming work.

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The Stein-log-Sobolev inequality and the exponential rate of convergence for the continuous Stein variational gradient descent method

The Stein Variational Gradient Descent method is a variational inference method in statistics that has recently received a lot of attention. The method provides a deterministic approximation of the target distribution, by introducing a nonlocal interaction with a kernel. Despite the significant interest, the exponential rate of convergence for the continuous method has remained an open problem, due to the difficulty of establishing the related so-called Stein-log-Sobolev inequality. Here, we prove that the inequality is satisfied for each space dimension and every kernel whose Fourier transform has a quadratic decay at infinity and is locally bounded away from zero and infinity. Moreover, we construct weak solutions to the related PDE satisfying exponential rate of decay towards the equilibrium. The main novelty in our approach is to interpret the Stein-Fisher information, also called the squared Stein discrepancy, as a duality pairing between $H^{-1}(\mathbb{R}^d)$ and $H^{1}(\mathbb{R}^d)$, which allows us to employ the Fourier transform. We also provide several examples of kernels for which the Stein-log-Sobolev inequality fails, partially showing the necessity of our assumptions.

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Nonlocal particle approximation for linear and fast diffusion equations

We construct deterministic particle solutions for linear and fast diffusion equations using a nonlocal approximation. We exploit the $2$-Wasserstein gradient flow structure of the equations in order to obtain the nonlocal approximating PDEs by regularising the corresponding internal energy with suitably chosen mollifying kernels, either compactly or globally supported. Weak solutions are obtained by the JKO scheme. From the technical point of view, we improve known commutator estimates, fundamental in the nonlocal-to-local limit, to include globally supported kernels which, in particular cases, allow us to justify the limit without any further perturbation needed. Furthermore, we prove geodesic convexity of the nonlocal energies in order to prove convergence of the particle solutions to the nonlocal equations towards weak solutions of the local equations. We overcome the crucial difficulty of dealing with the singularity of the first variation of the free energies at the origin. As a byproduct, we provide convergence rates expressed as a scaling relationship between the number of particles and the localisation parameter. The analysis we perform leverages the fact that globally supported kernels yield a better convergence rate compared to compactly supported kernels. Our result is relevant in statistics, more precisely in sampling Gibbs and heavy-tailed distributions.

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Nonlocal-to-local convergence of the Cahn-Hilliard equation with degenerate mobility and the Flory-Huggins potential

The Cahn-Hilliard equation is a fundamental model for phase separation phenomena. Its rigorous derivation from the nonlocal aggregation equation, motivated by the desire to link interacting particle systems and continuous descriptions, has received much attention in recent years. In the recent article, we showed how to treat the case of degenerate mobility for the first time. Here, we discuss how to adapt the exploited tools to the case of the mobility $m(u)=u\,(1-u)$ as in the original works of Giacomin-Lebowitz and Elliott-Garcke. The main additional information is the boundedness of $u$, implied by the form of mobility, which allows handling the nonlinear terms. We also discuss the case of (mildly) singular kernels and a model of cell-cell adhesion with the same mobility.

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On the rate of convergence of Yosida approximation for the nonlocal Cahn-Hilliard equation

It is well-known that one can construct solutions to the nonlocal Cahn-Hilliard equation with singular potentials via Yosida approximation with parameter $λ\to 0$. The usual method is based on compactness arguments and does not provide any rate of convergence. Here, we fill the gap and we obtain an explicit convergence rate $\sqrtλ$. The proof is based on the theory of maximal monotone operators and an observation that the nonlocal operator is of Hilbert-Schmidt type. Our estimate can provide convergence result for the Galerkin methods where the parameter $λ$ could be linked to the discretization parameters, yielding appropriate error estimates.

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Convergence and stability results for the particle system in the Stein gradient descent method

There has been recently a lot of interest in the analysis of the Stein gradient descent method, a deterministic sampling algorithm. It is based on a particle system moving along the gradient flow of the Kullback-Leibler divergence towards the asymptotic state corresponding to the desired distribution. Mathematically, the method can be formulated as a joint limit of time $t$ and number of particles $N$ going to infinity. We first observe that the recent work of Lu, Lu and Nolen (2019) implies that if $t \approx \log \log N$, then the joint limit can be rigorously justified in the Wasserstein distance. Not satisfied with this time scale, we explore what happens for larger times by investigating the stability of the method: if the particles are initially close to the asymptotic state (with distance $\approx 1/N$), how long will they remain close? We prove that this happens in algebraic time scales $t \approx \sqrt{N}$ which is significantly better. The exploited method, developed by Caglioti and Rousset for the Vlasov equation, is based on finding a functional invariant for the linearized equation. This allows to eliminate linear terms and arrive at an improved Gronwall-type estimate.

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Structured Population Models on Polish spaces: A unified Approach including Graphs, Riemannian Manifolds and Measure Spaces to describe Dynamics of Heterogeneous Populations

This paper presents a mathematical framework for modeling the dynamics of heterogeneous populations. Models describing local and non-local growth and transport processes, dependent on dynamically changing population structures, appear in a variety of applications such as crowd dynamics, tissue regeneration, cancer development, and coagulation-fragmentation processes. The current body of literature regarding mathematical modeling presents common challenges to mathematicians due to the multiscale nature of the structures that underlie self-organisation and control within complex, heterogeneous systems. In various applications, similar, abstract mathematical concepts arise through problem formulation and the assimilation of mathematical depictions into the language of measure evolution on a multi-faceted state space. In view of the above observations, we propose an overarching mathematical framework for nonlinear structured population models on abstract metric spaces, which are only assumed to be separable and complete. To achieve this, we exploit the structure of the space of non-negative Radon measures under the dual bounded Lipschitz distance (flat metric), a generalization of the Wasserstein distance that is capable of addressing non-conservative problems. The formulation of models on generic metric spaces facilitates the study on infinite-dimensional state spaces or graphs with a combination of discrete and continuous structures. This opens up exciting possibilities for modeling single cell data, crowd dynamics or coagulation-fragmentation processes.

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From nonlocal Euler-Korteweg to local Cahn-Hilliard via the high-friction limit

Several recent papers considered the high-friction limit for systems arising in fluid mechanics. Following this approach, we rigorously derive the nonlocal Cahn-Hilliard equation as a limit of the nonlocal Euler-Korteweg equation using the relative entropy method. Applying the recent result by the first and third author, we also derive rigorously the local degenerate Cahn-Hilliard equation. The proof is formulated for dissipative measure-valued solutions of the nonlocal Euler-Korteweg equation which are known to exist on arbitrary intervals of time. Our work provides a new method to derive equations not enjoying classical solutions via relative entropy method by introducing the nonlocal effect in the fluid equation.

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On the inviscid limit connecting Brinkman's and Darcy's models of tissue growth with nonlinear pressure

Several recent papers have addressed modelling of the tissue growth by the multi-phase models where the velocity is related to the pressure by one of the physical laws (Stoke's, Brinkman's or Darcy's). While each of these models has been extensively studied, not so much is known about the connection between them. In the recent paper (arXiv:2303.10620), assuming the linear form of the pressure, the Authors connected two multi-phase models by an inviscid limit: the viscoelastic one (of Brinkman's type) and the inviscid one (of Darcy's type). Here, we prove that the same is true for a nonlinear, power-law pressure. The new ingredient is that we use relation between the pressure $p$ and the Brinkman potential $W$ to deduce compactness in space of $p$ from the compactness in space of $W$.

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On the limit problem arising in the kinetic derivation of the Cahn-Hilliard equation

The non-local degenerate Cahn-Hilliard equation is derived from the Vlasov equation with long-range attraction. We study the local limit as the delocalization parameter converges to 0. The difficulty arises from the degeneracy which requires compactness estimates, but all necessary a priori estimates can be obtained only on the nonlocal quantities yielding almost no information on the limiting solution itself. We introduce a novel condition on the nonlocal kernel which allows us to exploit the available nonlocal a priori estimates. The condition, satisfied by most of the kernels appearing in the applications, can be of independent interest. Our approach is flexible and systems can be treated as well.

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Nonlocal Cahn-Hilliard equation with degenerate mobility: Incompressible limit and convergence to stationary states

The link between compressible models of tissue growth and the Hele-Shaw free boundary problem of fluid mechanics has recently attracted a lot of attention. In most of these models, only repulsive forces and advection terms are taken into account. In order to take into account long range interactions, we include for the first time a surface tension effect by adding a nonlocal term which leads to the degenerate nonlocal Cahn-Hilliard equation, and study the incompressible limit of the system. The degeneracy and the source term are the main difficulties. Our approach relies on a new L^infty estimate obtained by De Giorgi iterations and on a uniform control of the energy despite the source term. We also prove the long-term convergence to a single constant stationary state of any weak solution using entropy methods, even when a source term is present. Our result shows that the surface tension in the nonlocal (and even local) Cahn-Hilliard equation will not prevent the tumor from completely invading the domain.

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Degenerate Cahn-Hilliard systems: From nonlocal to local

We provide a rigorous mathematical framework to establish the limit of a nonlocal model of cell-cell adhesion system to a local model. When the parameter of the nonlocality goes to 0, the system tends to a Cahn-Hilliard system with degenerate mobility and cross interaction forces. Our analysis relies on a priori estimates and compactness properties.

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