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Lenya Ryzhik

Publications and source records attributed to Lenya Ryzhik.

At least 55 records · Page 3Linked to original sources

The weak coupling limit for the random Schrödinger equation: The average wave function

We consider the Schrödinger equation with a time-independent weakly random potential of a strength $ε\ll 1$, with Gaussian statistics. We prove that when the initial condition varies on a scale much larger than the correlation length of the potential, the compensated wave function converges to a deterministic limit on the time scale $t\simε^{-2}$. This is shown under the sharp assumption that the correlation function $R(x)$ of the random potential decays slower than $1/|x|^2$, which ensures that the effective potential is finite. When $R(x)$ decays slower than $1/|x|^2$ we establish an anomalous diffusive behavior for the averaged wave function on a time scale shorter than $ε^{-2}$, as long as the initial condition is "sufficiently macroscopic". We also consider the kinetic regime when the initial condition varies on the same scale as the random potential and obtain the limit of the averaged wave function for potentials with the correlation functions decaying faster than $1/|x|^2$. We use random potentials of the Schonberg class which allows us to bypass the oscillatory phase estimates.

math-ph↗

Convergence to a single wave in the Fisher-KPP equation

We study the large time asymptotics of a solution of the Fisher-KPP reaction-diffusion equation, with an initial condition that is a compact perturbation of a step function. A well-known result of Bramson states that, in the reference frame moving as $2t - ({3}/{2}) \log t +x_\infty$, the solution of the equation converges as $t\to+\infty$ to a translate of the traveling wave corresponding to the minimal speed~$c_*=2$. The constant $x_\infty$ depends on the initial condition $u(0,x)$. The proof is elaborate, and based on probabilistic arguments. The purpose of this paper is to provide a simple proof based on PDE arguments.

math.AP↗

The random Schrödinger equation: homogenization in time-dependent potentials

We analyze the solutions of the Schrödinger equation with the low frequency initial data and a time-dependent weakly random potential. We prove a homogenization result for the low frequency component of the wave field. We also show that the dynamics generates a non-trivial energy in the high frequencies, which do not homogenize -- the high frequency component of the wave field remains random and the evolution of its energy is described by a kinetic equation. The transition from the homogenization of the low frequencies to the random limit of the high frequencies is illustrated by understanding the size of the small random fluctuations of the low frequency component.

math-ph↗

Radiative transfer with long-range interactions: regularity and asymptotics

This work is devoted to radiative transfer equations with long-range interactions. Such equations arise in the modeling of high frequency wave propagation in random media with long-range dependence. In the regime we consider, the singular collision operator modeling the interaction between the wave and the medium is conservative, and as a consequence wavenumbers take values on the unit sphere. Our goals are to investigate the regularizing effects of grazing collisions, the diffusion limit, and the peaked forward limit. As in the case where wavenumbers take values in R^{d+1}, we show that the transport operator is hypoelliptic, so that the solutions are infinitely differerentiable in all variables. Using probabilistic techniques, we show as well that the diffusion limit can be carried on as in the case of a regular collision operator, and as a consequence that the diffusion coefficient is non-zero and finite. We finally consider the regime where grazing collisions are dominant.

math.AP↗

Finite time singularity formation for the modified SQG patch equation

It is well known that the incompressible Euler equations in two dimensions have globally regular solutions. The inviscid surface quasi-geostrophic (SQG) equation has a Biot-Savart law which is one derivative less regular than in the Euler case, and the question of global regularity for its solutions is still open. We study here the patch dynamics in the half-plane for a family of active scalars which interpolates between these two equations, via a parameter $α\in[0,\frac 12]$ appearing in the kernels of their Biot-Savart laws. The values $α=0$ and $α=\frac 12$ correspond to the 2D Euler and SQG cases, respectively. We prove global in time regularity for the 2D Euler patch model, even if the patches initially touch the boundary of the half-plane. On the other hand, for any sufficiently small $α>0$, we exhibit initial data which lead to a singularity in finite time. Thus, these results show a phase transition in the behavior of solutions to these equations, and provide a rigorous foundation for classifying the 2D Euler equations as critical.

math.AP↗

The random Schrödinger equation: slowly decorrelating time-dependent potentials

We analyze the weak-coupling limit of the random Schrödinger equation with low frequency initial data and a slowly decorrelating random potential. For the probing signal with a sufficiently long wavelength, we prove a homogenization result, that is, the properly compensated wave field admits a deterministic limit in the "very low" frequency regime. The limit is "anomalous" in the sense that the solution behaves as $\exp(-Dt^{s})$ with $s>1$ rather than the "usual"~$\exp(-Dt)$ homogenized behavior when the random potential is rapidly decorrelating. Unlike in rapidly decorrelating potentials, as we decrease the wavelength of the probing signal, stochasticity appears in the asymptotic limit -- there exists a critical scale depending on the random potential which separates the deterministic and stochastic regimes.

math-ph↗

Anisotropic interactions in a first-order aggregation model: a proof of concept

We extend a well-studied ODE model for collective behaviour by considering anisotropic interactions among individuals. Anisotropy is modelled by limited sensorial perception of individuals, that depends on their current direction of motion. Consequently, the first-order model becomes implicit, and new analytical issues, such as non-uniqueness and jump discontinuities in velocities, are being raised. We study the well-posedness of the anisotropic model and discuss its modes of breakdown. To extend solutions beyond breakdown we propose a relaxation system containing a small parameter $\varepsilon$, which can be interpreted as a small amount of inertia or response time. We show that the limit $\varepsilon \to 0$ can be used as a jump criterion to select the physically correct velocities. In smooth regimes, the convergence of the relaxation system as $\varepsilon \to 0$ is guaranteed by a theorem due to Tikhonov. We illustrate the results with numerical simulations in two dimensions.

math.CA↗

Traveling Wave Solutions in a Reaction-Diffusion Model for Criminal Activity

We study a reaction-diffusion system of partial differential equations, which can be taken to be a basic model for criminal activity. We show that the assumption of a populations natural tendency towards crime significantly changes the long-time behavior of criminal activity patterns. Under the right assumptions on these natural tendencies we first show that there exists traveling wave solutions connecting zones with no criminal activity and zones with high criminal activity, known as hotspots. This corresponds to an invasion of criminal activity onto all space. Second, we study the problem of preventing such invasions by employing a finite number of resources that reduce the payoff committing a crime in a finite region. We make the concept of wave propagation mathematically rigorous in this situation by proving the existence of entire solutions that approach traveling waves as time approaches negative infinity. Furthermore, we characterize the minimum amount of resources necessary to prevent the invasion in the case when prevention is possible. Finally, we apply our theory to what is commonly known as the gap problem in the excitable media literature, proving existing conjectures in the literature.

math.AP↗

On the nonlocal Fisher-KPP equation: steady states, spreading speed and global bounds

We consider the Fisher-KPP equation with a non-local interaction term. We establish a condition on the interaction that allows for existence of non-constant periodic solutions, and prove uniform upper bounds for the solutions of the Cauchy problem, as well as upper and lower bounds on the spreading rate of the solutions with compactly supported initial data.

math.AP↗

The logarithmic delay of KPP fronts in a periodic medium

We consider solutions of the KPP-type equations with a periodically varying reaction rate, and compactly supported initial data. It has been shown by M. Bramson in the case of the constant reaction rate that the lag between the position of such solutions and that of the traveling waves grows as (3/2) log(t). We generalize this result to the periodic case

math.AP↗

Asymptotics of the solutions of the stochastic lattice wave equation

We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy and the momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck equation for the limit wave function that holds both for square integrable and statistically homogeneous initial data. The limit is understood in the point-wise sense in the former case, and in the weak sense in the latter. On the other hand, the weak limit for square integrable initial data is deterministic.

math-ph↗

Biomixing by chemotaxis and efficiency of biological reactions: the critical reaction case

Many phenomena in biology involve both reactions and chemotaxis. These processes can clearly influence each other, and chemotaxis can play an important role in sustaining and speeding up the reaction. In continuation of our earlier work, we consider a model with a single density function involving diffusion, advection, chemotaxis, and absorbing reaction. The model is motivated, in particular, by the studies of coral broadcast spawning, where experimental observations of the efficiency of fertilization rates significantly exceed the data obtained from numerical models that do not take chemotaxis (attraction of sperm gametes by a chemical secreted by egg gametes) into account. We consider the case of the weakly coupled quadratic reaction term, which is the most natural from the biological point of view and was left open. The result is that similarly to higher power coupling, the chemotaxis plays a crucial role in ensuring efficiency of reaction. However, mathematically, the picture is quite different in the quadratic reaction case and is more subtle. The reaction is now complete even in the absence of chemotaxis, but the timescales are very different. Without chemotaxis, the reaction is very slow, especially for the weak reaction coupling coefficient. With chemotaxis, the timescale and efficiency of reaction are independent of the coupling parameter.

math.AP↗

A differential equations approach to $l_1$-minimization with applications to array imaging

We present an ordinary differential equations approach to the analysis of algorithms for constructing $l_1$ minimizing solutions to underdetermined linear systems of full rank. It involves a relaxed minimization problem whose minimum is independent of the relaxation parameter. An advantage of using the ordinary differential equations is that energy methods can be used to prove convergence. The connection to the discrete algorithms is provided by the Crandall-Liggett theory of monotone nonlinear semigroups. We illustrate the effectiveness of the discrete optimization algorithm in some sparse array imaging problems.

math.NA↗

From homogenization to averaging in cellular flows

We consider an elliptic eigenvalue problem with a fast cellular flow of amplitude $A$, in a two-dimensional domain with $L^2$ cells. For fixed $A$, and $L \to \infty$, the problem homogenizes, and has been well studied. Also well studied is the limit when $L$ is fixed, and $A \to \infty$. In this case the solution equilibrates along stream lines. In this paper, we show that if \textit{both} $A \to \infty$ and $L \to \infty$, then a transition between the homogenization and averaging regimes occurs at $A \approx L^4$. When $A\gg L^4$, the principal Dirichlet eigenvalue is approximately constant. On the other hand, when $A\ll L^4$, the principal eigenvalue behaves like ${\bar σ(A)}/L^2$, where $\bar σ(A) \approx \sqrt{A} I$ is the effective diffusion matrix. A similar transition is observed for the solution of the exit time problem. The proof in the homogenization regime involves bounds on the second correctors. Miraculously, if the slow profile is quadratic, these estimates can be obtained using drift independent $L^p \to L^\infty$ estimates for elliptic equations with an incompressible drift. This provides effective sub and super-solutions for our problem.

math.AP↗

Biomixing by chemotaxis and enhancement of biological reactions

Many processes in biology involve both reactions and chemotaxis. However, to the best of our knowledge, the question of interaction between chemotaxis and reactions has not yet been addressed either analytically or numerically. We consider a model with a single density function involving diffusion, advection, chemotaxis, and absorbing reaction. The model is motivated, in particular, by studies of coral broadcast spawning, where experimental observations of the efficiency of fertilization rates significantly exceed the data obtained from numerical models that do not take chemotaxis (attraction of sperm gametes by a chemical secreted by egg gametes) into account. We prove that in the framework of our model, chemotaxis plays a crucial role. There is a rigid limit to how much the fertilization efficiency can be enhanced if there is no chemotaxis but only advection and diffusion. On the other hand, when chemotaxis is present, the fertilization rate can be arbitrarily close to being complete provided that the chemotactic attraction is sufficiently strong. Moreover, an interesting feature of the estimates on fertilization rate and timescales in the chemotactic case is that they do not depend on the amplitude of the reaction term.

math.AP↗

Existence and Non-existence of Fisher-KPP Transition Fronts

We consider Fisher-KPP-type reaction-diffusion equations with spatially inhomogeneous reaction rates. We show that a sufficiently strong localized inhomogeneity may prevent existence of transition-front-type global in time solutions while creating a global in time bump-like solution. This is the first example of a medium in which no reaction-diffusion transition front exists. A weaker localized inhomogeneity leads to existence of transition fronts but only in a finite range of speeds. These results are in contrast with both Fisher-KPP reactions in homogeneous media as well as ignition-type reactions in inhomogeneous media.

math.AP↗

A simple model for asset price bubble formation and collapse

We consider a simple stochastic differential equation for modeling bubbles in social context. A prime example is bubbles in asset pricing, but similar mechanisms may control a range of social phenomena driven by psychological factors (for example, popularity of rock groups, or a number of students pursuing a given major). Our goal is to study the simplest possible model in which every term has a clear meaning and which demonstrates several key behaviors. The main factors that enter are tendency of mean reversion to a stable value, speculative social response triggered by trend following and random fluctuations. The interplay of these three forces may lead to bubble formation and collapse. Numerical simulations show that the equation has distinct regimes depending on the values of the parameters. We perform rigorous analysis of the weakly random regime, and study the role of change in fundamentals in igniting the bubble.

q-fin.GN↗

Exit times of diffusions with incompressible drift

Let $Ω\subset\mathbb R^n$ be a bounded domain and for $x\inΩ$ let $τ(x)$ be the expected exit time from $Ω$ of a diffusing particle starting at $x$ and advected by an incompressible flow $u$. We are interested in the question which flows maximize $\|τ\|_{L^\infty(Ω)}$, that is, they are most efficient in the creation of hotspots inside $Ω$. Surprisingly, among all simply connected domains in two dimensions, the discs are the only ones for which the zero flow $u\equiv 0$ maximises $\|τ\|_{L^\infty(Ω)}$. We also show that in any dimension, among all domains with a fixed volume and all incompressible flows on them, $\|τ\|_{L^\infty(Ω)}$ is maximized by the zero flow on the ball.

math.AP↗