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José A. Carrillo

Publications and source records attributed to José A. Carrillo.

At least 55 records · Page 3Linked to original sources

The Collisional Particle-In-Cell Method for the Vlasov-Maxwell-Landau Equations

We introduce an extension of the particle-in-cell (PIC) method that captures the Landau collisional effects in the Vlasov-Maxwell-Landau equations. The method arises from a regularisation of the variational formulation of the Landau equation, leading to a discretisation of the collision operator that conserves mass, charge, momentum, and energy, while increasing the (regularised) entropy. The collisional effects appear as a fully deterministic effective force, thus the method does not require any transport-collision splitting. The scheme can be used in arbitrary dimension, and for a general interaction, including the Coulomb case. We validate the scheme on scenarios such as the Landau damping, the two-stream instability, and the Weibel instability, demonstrating its effectiveness in the numerical simulation of plasma.

physics.plasm-ph↗

Positivity-preserving and energy-dissipating discontinuous Galerkin methods for nonlinear nonlocal Fokker-Planck equations

This paper is concerned with structure-preserving numerical approximations for a class of nonlinear nonlocal Fokker-Planck equations, which admit a gradient flow structure and find application in diverse contexts. The solutions, representing density distributions, must be non-negative and satisfy a specific energy dissipation law. We design an arbitrary high-order discontinuous Galerkin (DG) method tailored for these model problems. Both semi-discrete and fully discrete schemes are shown to admit the energy dissipation law for non-negative numerical solutions. To ensure the preservation of positivity in cell averages at all time steps, we introduce a local flux correction applied to the DDG diffusive flux. Subsequently, a hybrid algorithm is presented, utilizing a positivity-preserving limiter, to generate positive and energy-dissipating solutions. Numerical examples are provided to showcase the high resolution of the numerical solutions and the verified properties of the DG schemes.

math.NA↗

To blow-up or not to blow-up for a granular kinetic equation

A simplified kinetic description of rapid granular media leads to a nonlocal Vlasov-type equation with a convolution integral operator that is of the same form as the continuity equations for aggregation-diffusion macroscopic dynamics. While the singular behavior of these nonlinear continuity equations is well studied in the literature, the extension to the corresponding granular kinetic equation is highly nontrivial. The main question is whether the singularity formed in velocity direction will be enhanced or mitigated by the shear in phase space due to free transport. We present a preliminary study through a meticulous numerical investigation and heuristic arguments. We have numerically developed a structure-preserving method with adaptive mesh refinement that can effectively capture potential blow-up behavior in the solution for granular kinetic equations. We have analytically constructed a finite-time blow-up infinite mass solution and discussed how this can provide insights into the finite mass scenario.

math.NA↗

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.

math.AP↗

Mean field limit for one dimensional opinion dynamics with Coulomb interaction and time dependent weights

The mean field limit with time dependent weights for a 1D singular case, given by the attractive Coulomb interactions, is considered. This extends recent results [1,8] for the case of regular interactions. The approach taken here is based on transferring the kinetic target equation to a Burgers-type equation through the distribution function of the measures. The analysis leading to the stability estimates of the latter equation makes use of Kruzkov entropy type estimates adapted to deal with nonlocal source terms.

math.AP↗

A particle method for the multispecies Landau equation

The multispecies Landau collision operator describes the two-particle, small scattering angle or grazing collisions in a plasma made up of different species of particles such as electrons and ions. Recently, a structure preserving deterministic particle method arXiv:1910.03080 has been developed for the single species spatially homogeneous Landau equation. This method relies on a regularization of the Landau collision operator so that an approximate solution, which is a linear combination of Dirac delta distributions, is well-defined. Based on a weak form of the regularized Landau equation, the time dependent locations of the Dirac delta functions satisfy a system of ordinary differential equations. In this work, we extend this particle method to the multispecies case, and examine its conservation of mass, momentum, and energy, and decay of entropy properties. We show that the equilibrium distribution of the regularized multispecies Landau equation is a Maxwellian distribution, and state a critical condition on the regularization parameters that guarantees a species independent equilibrium temperature. A convergence study comparing an exact multispecies BKW solution to the particle solution shows approximately 2nd order accuracy. Important physical properties such as conservation, decay of entropy, and equilibrium distribution of the particle method are demonstrated with several numerical examples.

math.NA↗

A static memory sparse spectral method for time-fractional PDEs

We introduce a method which provides accurate numerical solutions to fractional-in-time partial differential equations posed on $[0,T] \times Ω$ with $Ω\subset \mathbb{R}^d$ without the excessive memory requirements associated with the nonlocal fractional derivative operator. Our approach combines recent advances in the development and utilization of multivariate sparse spectral methods as well as fast methods for the computation of Gauss quadrature nodes with recursive non-classical methods for the Caputo fractional derivative of general fractional order $α> 0$. An attractive feature of the method is that it has minimal theoretical overhead when using it on any domain $Ω$ on which an orthogonal polynomial basis is already available. We discuss the memory requirements of the method, present several numerical experiments demonstrating the method's performance in solving time-fractional PDEs on intervals, triangles and disks and derive error bounds which suggest sensible convergence strategies. As an important model problem for this approach we consider a type of wave equation with time-fractional dampening related to acoustic waves in viscoelastic media with applications in the physics of medical ultrasound and outline future research steps required to use such methods for the reverse problem of image reconstruction from sensor data.

math.NA↗

Noise-driven bifurcations in a nonlinear Fokker-Planck system describing stochastic neural fields

The existence and characterisation of noise-driven bifurcations from the spatially homogeneous stationary states of a nonlinear, non-local Fokker--Planck type partial differential equation describing stochastic neural fields is established. The resulting theory is extended to a system of partial differential equations modelling noisy grid cells. It is shown that as the noise level decreases, multiple bifurcations from the homogeneous steady state occur. Furthermore, the shape of the branches at a bifurcation point is characterised locally. The theory is supported by a set of numerical illustrations of the condition leading to bifurcations, the patterns along the corresponding local bifurcation branches, and the stability of the homogeneous state and the most prevalent pattern: the hexagonal one.

math.AP↗

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.

math.AP↗

Unconditional bound-preserving and energy-dissipating finite-volume schemes for the Cahn-Hilliard equation

We propose finite-volume schemes for the Cahn-Hilliard equation which unconditionally and discretely preserve the boundedness of the phase field and the dissipation of the free energy. Our numerical framework is applicable to a variety of free-energy potentials, including Ginzburg-Landau and Flory-Huggins, to general wetting boundary conditions, and to degenerate mobilities. Its central thrust is the upwind methodology, which we combine with a semi-implicit formulation for the free-energy terms based on the classical convex-splitting approach. The extension of the schemes to an arbitrary number of dimensions is straightforward thanks to their dimensionally split nature, which allows to efficiently solve higher-dimensional problems with a simple parallelisation. The numerical schemes are validated and tested through a variety of examples, in different dimensions, and with various contact angles between droplets and substrates.

math.NA↗

Quantifying tissue growth, shape and collision via continuum models and Bayesian inference

Although tissues are usually studied in isolation, this situation rarely occurs in biology, as cells, tissues, and organs, coexist and interact across scales to determine both shape and function. Here, we take a quantitative approach combining data from recent experiments, mathematical modelling, and Bayesian parameter inference, to describe the self-assembly of multiple epithelial sheets by growth and collision. We use two simple and well-studied continuum models, where cells move either randomly or following population pressure gradients. After suitable calibration, both models prove to be practically identifiable, and can reproduce the main features of single tissue expansions. However, our findings reveal that whenever tissue-tissue interactions become relevant, the random motion assumption can lead to unrealistic behaviour. Under this setting, a model accounting for population pressure from different cell populations is more appropriate and shows a better agreement with experimental measurements. Finally, we discuss how tissue shape and pressure affect multi-tissue collisions. Our work thus provides a systematic approach to quantify and predict complex tissue configurations with applications in the design of tissue composites and more generally in tissue engineering.

q-bio.TO↗

The mean field limit of stochastic differential equation systems modelling grid cells

Several differential equation models have been proposed to explain the formation of patterns characteristic of the grid cell network. Understanding the robustness of these patterns with respect to noise is one of the key open questions in computational neuroscience. In the present work, we analyze a family of stochastic differential systems modelling grid cell networks. Furthermore, the well-posedness of the associated McKean--Vlasov and Fokker--Planck equations, describing the average behavior of the networks, is established. Finally, we rigorously prove the mean field limit of these systems and provide a sharp rate of convergence for their empirical measures.

math.PR↗

Bound-Preserving Finite-Volume Schemes for Systems of Continuity Equations with Saturation

We propose finite-volume schemes for general continuity equations which preserve positivity and global bounds that arise from saturation effects in the mobility function. In the case of gradient flows, the schemes dissipate the free energy at the fully discrete level. Moreover, these schemes are generalised to coupled systems of non-linear continuity equations, such as multispecies models in mathematical physics or biology, preserving the bounds and the dissipation of the energy whenever applicable. These results are illustrated through extensive numerical simulations which explore known behaviours in biology and showcase new phenomena not yet described by the literature.

math.NA↗

Can the clocks tick together despite the noise? Stochastic simulations and analysis

The suprachiasmatic nucleus (SCN), also known as the circadian master clock, consists of a large population of oscillator neurons. Together, these neurons produce a coherent signal that drives the body's circadian rhythms. What properties of the cell-to-cell communication allow the synchronization of these neurons, despite a wide range of environmental challenges such as fluctuations in photoperiods? To answer that question, we present a mean-field description of globally coupled neurons modeled as Goodwin oscillators with standard Gaussian noise. Provided that the initial conditions of all neurons are independent and identically distributed, any finite number of neurons becomes independent and has the same probability distribution in the mean-field limit, a phenomenon called propagation of chaos. This probability distribution is a solution to a Vlasov-Fokker-Planck type equation, which can be obtained from the stochastic particle model. We study, using the macroscopic description, how the interaction between external noise and intercellular coupling affects the dynamics of the collective rhythm, and we provide a numerical description of the bifurcations resulting from the noise-induced transitions. Our numerical simulations show a noise-induced rhythm generation at low noise intensities, while the SCN clock is arrhythmic in the high noise setting. Notably, coupling induces resonance-like behavior at low noise intensities, and varying coupling strength can cause period locking and variance dissipation even in the presence of noise.

q-bio.NC↗

A local continuum model of cell-cell adhesion

Cell-cell adhesion is one the most fundamental mechanisms regulating collective cell migration during tissue development, homeostasis and repair, allowing cell populations to self-organize and eventually form and maintain complex tissue shapes. Cells interact with each other via the formation of protrusions or filopodia and they adhere to other cells through binding of cell surface proteins. The resulting adhesive forces are then related to cell size and shape and, often, continuum models represent them by nonlocal attractive interactions. In this paper, we present a new continuum model of cell-cell adhesion which can be derived from a general nonlocal model in the limit of short-range interactions. This new model is local, resembling a system of thin-film type equations, with the various model parameters playing the role of surface tensions between different cell populations. Numerical simulations in one and two dimensions reveal that the local model maintains the diversity of cell sorting patterns observed both in experiments and in previously used nonlocal models. In addition, it also has the advantage of having explicit stationary solutions, which provides a direct link between the model parameters and the differential adhesion hypothesis.

q-bio.CB↗

Convergence of a particle method for a regularized spatially homogeneous Landau equation

We study a regularized version of the Landau equation, which was recently introduced in~\cite{CHWW20} to numerically approximate the Landau equation with good accuracy at reasonable computational cost. We develop the existence and uniqueness theory for weak solutions, and we reinforce the numerical findings in~\cite{CHWW20} by rigorously proving the validity of particle approximations to the regularized Landau equation.

math.AP↗

The Landau equation as a Gradient Flow

We propose a gradient flow perspective to the spatially homogeneous Landau equation for soft potentials. We construct a tailored metric on the space of probability measures based on the entropy dissipation of the Landau equation. Under this metric, the Landau equation can be characterized as the gradient flow of the Boltzmann entropy. In particular, we characterize the dynamics of the PDE through a functional inequality which is usually referred as the Energy Dissipation Inequality. Furthermore, analogous to the optimal transportation setting, we show that this interpretation can be used in a minimizing movement scheme to construct solutions to a regularized Landau equation.

math.AP↗