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John Lowengrub

Publications and source records attributed to John Lowengrub.

28 records · Page 2Linked to original sources

Convergence Analysis for Second Order Accurate Convex Splitting Schemes for the Periodic Nonlocal Allen-Cahn and Cahn-Hilliard Equations

In this paper we provide a detailed convergence analysis for fully discrete second order (in both time and space) numerical schemes for nonlocal Allen-Cahn (nAC) and nonlocal Cahn-Hilliard (nCH) equations. The unconditional unique solvability and energy stability ensures $\ell^4$ stability. The convergence analysis for the nAC equation follows the standard procedure of consistency and stability estimate for the numerical error function. For the nCH equation, due to the complicated form of the nonlinear term, a careful expansion of its discrete gradient is undertaken and an $H^{-1}$ inner product estimate of this nonlinear numerical error is derived to establish convergence. In addition, an a-priori $W^{1,\infty}$ bound of the numerical solution at the discrete level is needed in the error estimate. Such a bound can be obtained by performing a higher order consistency analysis by using asymptotic expansions for the numerical solution. Following the technique originally proposed by Strang (e.g., 1964), instead of the standard comparison between the exact and numerical solutions, an error estimate between the numerical solution and the constructed approximate solution yields an $O( s^3 + h^4)$ convergence in $\ell^\infty (0, T; \ell^2)$ norm, which leads to the necessary bound under a standard constraint $s \le C h$. Here, we also prove convergence of the scheme in the maximum norm under the same constraint.

math.NA↗

An Energy Stable Finite-Difference Scheme for Functionalized Cahn-Hilliard Equation and its Convergence Analysis

We present and analyze an unconditionally energy stable and convergent finite difference scheme for the Functionalized Cahn-Hilliard equation. One key difficulty associated with the energy stability is based on the fact that one nonlinear energy functional term in the expansion appears as non-convex, non-concave. To overcome this subtle difficulty, we add two auxiliary terms to make the combined term convex, which in turns yields a convex-concave decomposition of the physical energy. As a result, an application of the convex splitting methodology assures both the unique solvability and the unconditional energy stability of the proposed numerical scheme. To deal with a 4-Laplacian solver in an $H^{-1}$ gradient flow at each time step, we apply an efficient preconditioned steepest descent algorithm to solve the corresponding nonlinear systems. In addition, a global in time $H_{\rm per}^2$ stability of the numerical scheme is established at a theoretical level, which in turn ensures the full order convergence analysis of the scheme. A few numerical results are presented, which confirm the stability and accuracy of the proposed numerical scheme.

math.NA↗

Energy Stable Multigrid Method for Local and Non-local Hydrodynamic Models for Freezing

In this paper we present a numerical method for hydrodynamic models that arise from time dependent density functional theories of freezing. The models take the form of compressible Navier-Stokes equations whose pressure is determined by the variational derivative of a free energy, which is a functional of the density field. We present unconditionally energy stable and mass conserving implicit finite difference methods for the models. The methods are based on a convex splitting of the free energy and that ensures that a discrete energy is non-increasing for any choice of time and space step. The methods are applicable to a large class of models, including both local and non-local free energy functionals. The theoretical basis for the numerical method is presented in a general context. The method is applied to problems using two specific free energy functionals: one local and one non-local functional. A nonlinear multigrid method is used to solve the numerical method, which is nonlinear at the implicit time step. The non-local functional, which is a convolution operator, is approximated using the Discrete Fourier Transform. Numerical simulations that confirm the stability and accuracy of the numerical method are presented.

math.NA↗

Collective Properties of a Transcription Initiation Model under Varying Environment

The dynamics of gene transcription is tightly regulated in eukaryotes. Recent experiments have revealed various kinds of transcriptional dynamics, such as RNA polymerase II pausing, that involves regulation at the transcription initiation stage, and the choice of different regulation pattern is closely related to the physiological functions of the target gene. Here we consider a simplified model of transcription initiation, a process including the assembly of transcription complex and the pausing and releasing of the RNA polymerase II. Focusing on the collective behaviors on a population level, we explore potential regulatory functions this model can offer. These functions include fast and synchronized response to environmental change, or long-term memory about the transcriptional status. As a proof of concept we also show that, by selecting different control mechanisms cells can adapt to different environments. These findings may help us better understand the design principles of transcriptional regulation.

q-bio.CB↗

Analysis of the diffuse-domain method for solving PDEs in complex geometries

In recent work, Li et al.\ (Comm.\ Math.\ Sci., 7:81-107, 2009) developed a diffuse-domain method (DDM) for solving partial differential equations in complex, dynamic geometries with Dirichlet, Neumann, and Robin boundary conditions. The diffuse-domain method uses an implicit representation of the geometry where the sharp boundary is replaced by a diffuse layer with thickness $ε$ that is typically proportional to the minimum grid size. The original equations are reformulated on a larger regular domain and the boundary conditions are incorporated via singular source terms. The resulting equations can be solved with standard finite difference and finite element software packages. Here, we present a matched asymptotic analysis of general diffuse-domain methods for Neumann and Robin boundary conditions. Our analysis shows that for certain choices of the boundary condition approximations, the DDM is second-order accurate in $ε$. However, for other choices the DDM is only first-order accurate. This helps to explain why the choice of boundary-condition approximation is important for rapid global convergence and high accuracy. Our analysis also suggests correction terms that may be added to yield more accurate diffuse-domain methods. Simple modifications of first-order boundary condition approximations are proposed to achieve asymptotically second-order accurate schemes. Our analytic results are confirmed numerically in the $L^2$ and $L^\infty$ norms for selected test problems.

math.NA↗

POPE: Post Optimization Posterior Evaluation of Likelihood Free Models

In many domains, scientists build complex simulators of natural phenomena that encode their hypotheses about the underlying processes. These simulators can be deterministic or stochastic, fast or slow, constrained or unconstrained, and so on. Optimizing the simulators with respect to a set of parameter values is common practice, resulting in a single parameter setting that minimizes an objective subject to constraints. We propose a post optimization posterior analysis that computes and visualizes all the models that can generate equally good or better simulation results, subject to constraints. These optimization posteriors are desirable for a number of reasons among which easy interpretability, automatic parameter sensitivity and correlation analysis and posterior predictive analysis. We develop a new sampling framework based on approximate Bayesian computation (ABC) with one-sided kernels. In collaboration with two groups of scientists we applied POPE to two important biological simulators: a fast and stochastic simulator of stem-cell cycling and a slow and deterministic simulator of tumor growth patterns.

stat.ML↗

Kinetic Density Functional Theory of Freezing

A theory of freezing of a dense hard sphere gas is presented. Starting from a revised Enskog theory, hydrodynamic equations that account for non-local variations in the density but local variations in the flow field are derived using a modified Chapman Enskog procedure. These hydrodynamic equations, which retain structural correlations, are shown to be effectively a time dependent density functional theory. The ability of this theory to capture the solid liquid phase transition is established through analysis and numerical simulations.

cond-mat.stat-mech↗

Diffuse interface models of locally inextensible vesicles in a viscous fluid

We present a new diffuse interface model for the dynamics of inextensible vesicles in a viscous fluid. A new feature of this work is the implementation of the local inextensibility condition in the diffuse interface context. Local inextensibility is enforced by using a local Lagrange multiplier, which provides the necessary tension force at the interface. To solve for the local Lagrange multiplier, we introduce a new equation whose solution essentially provides a harmonic extension of the local Lagrange multiplier off the interface while maintaining the local inextensibility constraint near the interface. To make the method more robust, we develop a local relaxation scheme that dynamically corrects local stretching/compression errors thereby preventing their accumulation. Asymptotic analysis is presented that shows that our new system converges to a relaxed version of the inextensible sharp interface model. This is also verified numerically. Although the model does not depend on dimension, we present numerical simulations only in 2D. To solve the 2D equations numerically, we develop an efficient algorithm combining an operator splitting approach with adaptive finite elements where the Navier-Stokes equations are implicitly coupled to the diffuse interface inextensibility equation. Numerical simulations of a single vesicle in a shear flow at different Reynolds numbers demonstrate that errors in enforcing local inextensibility may accumulate and lead to large differences in the dynamics in the tumbling regime and differences in the inclination angle of vesicles in the tank-treading regime. The local relaxation algorithm is shown to effectively prevent this accumulation by driving the system back to its equilibrium state when errors in local inextensibility arise.

math-ph↗

Convergence Analysis of a Second Order Convex Splitting Scheme for the Modified Phase Field Crystal Equation

In this paper we provide a detailed convergence analysis for an unconditionally energy stable, second-order accurate convex splitting scheme for the Modified Phase Field Crystal equation, a generalized damped wave equation for which the usual Phase Field Crystal equation is a special degenerate case. The fully discrete, fully second-order finite difference scheme in question was derived in a recent work [2]. An introduction of a new variable ψ, corresponding to the temporal derivative of the phase variable ϕ, could bring an accuracy reduction in the formal consistency estimate, because of the hyperbolic nature of the equation. A higher order consistency analysis by an asymptotic expansion is performed to overcome this difficulty. In turn, second order convergence in both time and space is established in a discrete L^\infty (0,T; H^3) norm.

math.NA↗

Analysis of a Mixture Model of Tumor Growth

We study an initial-boundary value problem (IBVP) for a coupled Cahn-Hilliard-Hele-Shaw system that models tumor growth. For large initial data with finite energy, we prove global (local resp.) existence, uniqueness, higher order spatial regularity and Gevrey spatial regularity of strong solutions to the IBVP in 2D (3D resp.). Asymptotically in time, we show that the solution converges to a constant state exponentially fast as time tends to infinity under certain assumptions.

math.AP↗