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Jan Friedrich

Publications and source records attributed to Jan Friedrich.

At least 19 recordsLinked to original sources

A Third-Order Maximum-Principle-Preserving CWENO Scheme for Two-Dimensional Nonlocal Conservation Laws

We present a third-order finite volume central WENO scheme for systems of nonlocal conservation laws in two spatial dimensions. The CWENO reconstruction of the conservative variable provides polynomials that can be evaluated in the entire domain, which is of advantage when approximating the nonlocal terms. Moreover, this method can be augmented with a limiter that preserves the maximum-principle and especially positivity of the solution.

math.NA

Monotone-based Numerical Schemes for Two-Dimensional Systems of Nonlocal Conservation Laws

We present a general class of numerical schemes for two-dimensional systems of nonlocal conservation laws, which are based on utilizing well-known monotone numerical flux functions after suitably approximating the nonlocal terms. The considered systems are weakly coupled by the nonlocal terms and the underlying flux function is rather general to guarantee that our results are applicable to a wide range of common nonlocal models. We state sufficient conditions to ensure the convergence of the monotone-based numerical schemes to the unique weak entropy solution. Moreover, we provide an error estimate that yields the convergence rate of $\mathcal{O}(\sqrt{\Delta t})$ for the numerical approximations of the solution. Our results include an existence and uniqueness proof of the nonlocal system, too. Numerical results illustrate our theoretical findings.

math.NA

The spatial organization of wind turbine wakes

Wind turbine wakes play a central role in determining wind farm performance, yet their spatial organization remains only partially understood. Here, we apply a spatially localized multifractal analysis to quantify the strength of dependencies (local roughness) and extreme velocity fluctuations (local intermittency) in turbine wakes, and relate these properties to established metrics in wind energy research. Using two-dimensional nacelle-mounted LiDAR plan-position-indicator scans, we extract scale-invariant features that enable systematic comparisons across the wake without requiring time-resolved data. Designed to robustly handle irregular sampling, our analysis yields four main findings: i.) Four distinct wake zones are identified, each exhibiting unique patterns of roughness and intermittency. ii.) Coherent, strongly correlated patches emerge 2 to 5 rotor diameters D downstream, with intermittency strengthening periodically at multiple D positions and along the wake-free-flow interface. iii.) The classical "intermittency ring" is consequently redefined as a set of localized "intermittency bubbles", iv.) which interact dynamically with the ambient atmosphere through an inverse energy cascade, transferring energy from small to large scales. These findings, supported by concurrent cup anemometer observations under free-inflow conditions, demonstrate that local multifractal analysis provides a robust and cost-effective diagnostic framework for wake characterization and wake-model validation, with direct relevance for wind-farm design and control.

physics.flu-dyn

A note on the central-upwind scheme for nonlocal conservation laws

The central-upwind flux is a widely used numerical flux function for local conservation laws. It has been investigated by Kurganov and Polizzi (2009) for a specific nonlocal conservation law and can be derived from a fully-discrete second-order scheme. Here, we derive this fully-discrete scheme in detail with a particular focus on the occurring nonlocal terms. In addition, we derive the central-upwind flux for a class of nonlocal conservation laws and use an estimate on the nonlocal speed which fixes the nonlocality at the cell interfaces. We prove that the resulting first-order numerical scheme converges to the correct solution. Under additional assumptions on the analytical flux we present a similar result for a second-order central-upwind scheme. Numerical examples compare the central-upwind schemes to Godunov-type schemes and the fully-discrete scheme.

math.NA

Control of Conservation Laws in the Nonlocal-to-Local Limit

We analyze a class of control problems where the initial datum acts as a control and the state is given by the entropy solution of (local) conservation laws by a nonlocal-to-local limiting strategy. In particular we characterize the limit up to subsequence of minimizers to nonlocal control problems as minimizer of the corresponding local ones. Moreover, we also prove an analogous result at a discrete level by means of a Eulerian-Lagrangian scheme.

math.OC

Boundary Stabilization with restricted observability

Lyapunov functions are popularly used to investigate the stabilization problem of systems of hyperbolic conservation laws with boundary controls. In real life applications often not every boundary value can be observed. In this work, we show the stabilization under a restricted boundary observability. Thereby, we apply the boundary control directly on the observed (physical) variables. Using well-known stabilization results from the literature, we also discuss examples such as a density flow model or the Saint-Venant equations. This shows that a restricted observation can result in more restrictive control choices or can prevent the system from stabilizing.

math.OC

Convergence of the non-staggered Nessyahu-Tadmor scheme for coupled systems of one-dimensional nonlocal balance laws

We derive a second-order accurate, non-staggered central scheme based on the well-known Nessyahu-Tadmor scheme to approximate solutions of coupled systems of nonlocal balance laws. We show that the approximate solutions stay bounded by an exponential $L^\infty$ bound in time. Under linearity assumptions on the flux and source terms the approximate solutions converge weakly-$*$ to weak solutions of the nonlocal balance laws. Assuming stronger regularity, in particular on the convolution kernel, we show strong convergence towards entropy weak solutions in the nonlinear case. Numerical examples validate our results and demonstrate its applicability to various systems of nonlocal problems.

math.NA

Source Identification by Consensus-Based Optimization

A consensus-based optimization (CBO) algorithm, which enables derivative and mesh-free optimization, is presented to localize a bioluminescent source. The light propagation is modeled by the radiative transfer equation approximated by spherical harmonics. The approach is investigated for a hierarchy of simplified diffusion models in simulated environments and tissue-mimicking phantoms. In simulations, the state-of-the-art diffusive approximation gives reliable results for heavily scattering media. However, higher-order models achieve better localization and more accurate source intensities for deeper sources and in the presence of artificial noise in strongly absorbing, but only moderately scattering media. In phantoms, higher-order models give lower approximation errors and the most accurate localization, even for a high scattering coefficient. These results demonstrate the potential of CBO to render higher-order models at lower computational cost while ensuring accurate localization in bioluminescence tomography.

q-bio.QM

Nonlocal Contributions to the Turbulent Cascade in Magnetohydrodynamic Turbulence

We present evidence for nonlocal contributions to the turbulent energy cascade in magnetohydrodynamic (MHD) plasmas. Therefore, we revisit a well-known result derived directly from the MHD equations, i.e., the Politano and Pouquet (P&P) law for the transfer of kinetic and magnetic energy in scale. We propose adding a term that accounts for nonlocal transfer and represents the influence of fluctuations from large scales due to the Alfv\'en effect. Supported by direct numerical simulations of homogeneous and isotropic MHD turbulence, we verify that in some plasma configurations, neglecting the additional nonlocal term might consistently overestimate energy dissipation rates and, thus, the contributions of turbulent energy dissipation potentially affecting solar wind heating; a central puzzle in space plasma physics that motivates the present work.

physics.plasm-ph

Conservation laws with nonlocality in density and velocity and their applicability in traffic flow modelling

In this work we present a nonlocal conservation law with a velocity depending on an integral term over a part of the space. The model class covers already existing models in literature, but it is also able to describe new dynamics mainly arising in the context of traffic flow modelling. We prove the existence and uniqueness of weak solutions of the nonlocal conservation law. Further, we provide a suitable numerical discretization and present numerical examples.

math.AP

Numerical schemes for a class of nonlocal conservation laws: a general approach

In this work we present a rather general approach to approximate the solutions of nonlocal conservation laws. In a first step, we approximate the nonlocal term with an appropriate quadrature rule applied to the spatial discretization. Then, we apply a numerical flux function on the reduced problem. We present explicit conditions which such a numerical flux function needs to fulfill. These conditions guarantee the convergence to the weak entropy solution of the considered model class. Numerical examples validate our theoretical results and demonstrate that the approach can be applied to other nonlocal problems.

math.NA

Conservation laws with nonlocal velocity -- the singular limit problem

We consider conservation laws with nonlocal velocity and show for nonlocal weights of exponential type that the unique solutions converge in a weak or strong sense (dependent on the regularity of the velocity) to the entropy solution of the local conservation law when the nonlocal weight approaches a Dirac distribution. To this end, we establish first a uniform total variation estimate on the nonlocal velocity which enables it to prove that the nonlocal solution is entropy admissible in the limit. For the entropy solution, we use a tailored entropy flux pair which allows the usage of only one entropy to obtain uniqueness (given some additional constraints). For general weights, we show that monotonicity of the initial datum is preserved over time which enables it to prove the convergence to the local entropy solution for rather general kernels and monotone initial datum as well. This covers the archetypes of local conservation laws: Shock waves and rarefactions. It also underlines that a ``nonlocal in the velocity'' approximation might be better suited to approximate local conservation laws than a nonlocal in the solution approximation where such monotonicity does only hold for specific velocities.

math.AP

Lyapunov stabilization of a nonlocal LWR traffic flow model

Using a nonlocal macroscopic LWR-type traffic flow model, we present an approach to control the nonlocal velocity towards a given equilibrium velocity. Therefore, we present a Lyapunov function measuring the $L^2$ distance between these velocities. We compute the explicit rate at which the system tends towards the stationary speed. The traffic is controlled by a leading vehicle. Numerical examples demonstrate the theoretical results and possible extensions of them.

math.OC

Lyapunov stabilization for nonlocal traffic flow models

Using a nonlocal second-order traffic flow model we present an approach to control the dynamics towards a steady state. The system is controlled by the leading vehicle driving at a prescribed velocity and also determines the steady state. Thereby, we consider both, the microscopic and macroscopic scales. We show that the fixed point of the microscopic traffic flow model is asymptotically stable for any kernel function. Then, we present Lyapunov functions for both, the microscopic and macroscopic scale, and compute the explicit rates at which the vehicles influenced by the nonlocal term tend towards the stationary solution. We obtain the stabilization effect for a constant kernel function and arbitrary initial data or concave kernels and monotone initial data. Numerical examples demonstrate the theoretical results.

math.OC

Stochastic interpolation of sparsely sampled time series by a superstatistical random process and its synthesis in Fourier and wavelet space

We present a novel method for stochastic interpolation of sparsely sampled time signals based on a superstatistical random process generated from a multivariate Gaussian scale mixture. In comparison to other stochastic interpolation methods such as Gaussian process regression, our method possesses strong multifractal properties and is thus applicable to a broad range of real-world time series, e.g. from solar wind or atmospheric turbulence. Furthermore, we provide a sampling algorithm in terms of a mixing procedure that consists of generating a 1 + 1-dimensional field u(t, {\xi}), where each Gaussian component u{\xi}(t) is synthesized with identical underlying noise but different covariance function C{\xi}(t,s) parameterized by a log-normally distributed parameter {\xi}. Due to the Gaussianity of each component u{\xi}(t), we can exploit standard sampling alogrithms such as Fourier or wavelet methods and, most importantly, methods to constrain the process on the sparse measurement points. The scale mixture u(t) is then initialized by assigning each point in time t a {\xi}(t) and therefore a specific value from u(t, {\xi}), where the time-dependent parameter {\xi}(t) follows a log-normal process with a large correlation time scale compared to the correlation time of u(t, {\xi}). We juxtapose Fourier and wavelet methods and show that a multiwavelet-based hierarchical approximation of the interpolating paths, which produce a sparse covariance structure, provide an adequate method to locally interpolate large and sparse datasets.

physics.data-an

Conservation laws with discontinuous flux function on networks: a splitting algorithm

In this article, we present an extension of the splitting algorithm proposed in [22] to networks of conservation laws with piecewise linear discontinuous flux functions in the unknown. We start with the discussion of a suitable Riemann solver at the junction and then describe a strategy how to use the splitting algorithm on the network. In particular, we focus on two types of junctions, i.e., junctions where the number of outgoing roads does not exceed the number of incoming roads (dispersing type) and junctions with two incoming and one outgoing road (merging type). Finally, numerical examples demonstrate the accuracy of the splitting algorithm by comparisons to the exact solution and other approaches used in the literature.

math.NA

Superstatistical wind fields from point-wise atmospheric turbulence measurements

Accurate models of turbulent wind fields have become increasingly important in the atmospheric sciences, e.g., for the determination of spatiotemporal correlations in wind parks, the estimation of individual loads on turbine rotor and blades, or for the modeling of particle-turbulence interaction in atmospheric clouds or pollutant distributions in urban settings. Due to the prohibitive task of resolving the fields across a broad range of scales, one oftentimes has to resort to stochastic wind field models that fulfill specific, empirically observed, properties. Here, we present a new model for the generation of synthetic wind fields that can be apprehended as an extension of the well-known Mann model for inflow turbulence in the wind energy sciences. Whereas such Gaussian random field models solely control second-order statistics (i.e., velocity correlation tensors or kinetic energy spectra), we explicitly show that our extended model emulates the effects of higher-order statistics as well. Most importantly, the empirically observed phenomenon of small-scale intermittency, which can be regarded as one of the key features of atmospheric turbulent flows, is reproduced with high accuracy and at considerably low computational cost. Our method is based on a recently developed multipoint statistical description of turbulent velocity fields [J. Friedrich et al., J. Phys. Complex. 2 045006 (2021)] and consists of a superposition of multivariate Gaussian statistics with fluctuating covariances. We demonstrate exemplarily how such "superstatistical" wind fields can be constrained on a certain number of point-wise measurement data from a meteorological mast array.

physics.flu-dyn

Network models for nonlocal traffic flow

We present a network formulation for a traffic flow model with nonlocal velocity in the flux function. The modeling framework includes suitable coupling conditions at intersections to either ensure maximum flux or distribution parameters. Based on an upwind type numerical scheme, we prove the maximum principle and the existence of weak solutions on networks. We also investigate the limiting behavior of the proposed models when the nonlocal influence tends to infinity. Numerical examples show the difference between the proposed coupling conditions and a comparison to the Lighthill-Whitham-Richards network model.

math.NA