arXiv subjects

Margaret Beck

Publications and source records attributed to Margaret Beck.

At least 19 recordsLinked to original sources

arXiv2025

Resonant vector bundles, conjugate points, and the stability of pulse solutions to the {S}wift-{H}ohenberg equation using validated numerics: Part I

In this paper, we develop new theory connected with resonant vector bundles that will allow for the use of validated numerics to rigorously determine the stability of pulse solutions in the context of the Swift-Hohenberg equation. For many PDEs, the stability of stationary solutions is determined by the absence of point spectra in the open right half of the complex plane. Recently, theoretical developments have allowed one to use objects called conjugate points to detect such unstable eigenvalues for certain linearized operators. Moreover, in certain cases these conjugate points can themselves be detected using validated numerics. The aim of this work is to extend this framework to contexts where the vector bundles, which control the existence of conjugate points, have certain resonances. Such resonances can prevent the use of standard (though involved) techniques in computer assisted proofs, and in this paper we provide a method to overcome this obstacle. Due to its length, the analysis has been divided into two parts: Part I in the present work, and Part II in [BJPS25].

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arXiv2025

Exponential Dichotomies for Elliptic Equations on Multidimensional Domains

The existence of exponential dichotomies has been well-established as a powerful tool to study existence, stability, and bifurcations of coherent structures. Currently, the application of exponential dichotomies to elliptic problems posed on multi-dimensional domains is predominately limited to the context of cylindrical spatial domains. Recent work by Beck et. al. (2021) has shown how to extend the method of spatial dynamics, in which one views a spatial variable as a time-like evolutionary variable, to general multi-dimensional spatial domains. In this paper, we show that exponential dichotomies exist for a class of spatial dynamical systems arising in this more general setting, thus allowing for their use in future analyses of coherent structures.

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arXiv2024

The Maslov index, degenerate crossings and the stability of pulse solutions to the Swift-Hohenberg equation

In the scalar Swift-Hohenberg equation with quadratic-cubic nonlinearity, it is known that symmetric pulse solutions exist for certain parameter regions. In this paper we develop a method to determine the spectral stability of these solutions by associating a Maslov index to them. This requires extending the method of computing the Maslov index introduced by Robbin and Salamon [Topology 32, no.4 (1993): 827-844] to so-called degenerate crossings. We extend their formulation of the Maslov index to degenerate crossings of general order in the case where the intersection is fully degenerate, meaning that if the dimension of the intersection is k, then each of the k crossings is a degenerate one. We then argue that, in this case, this index coincides with the number of unstable eigenvalues for the linearized evolution equation. Furthermore, we develop a numerical method to compute the Maslov index associated to symmetric pulse solutions. Finally, we consider several solutions to the Swift-Hohenberg equation and use our method to characterize their stability.

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arXiv2022

Localized radial roll patterns in higher space dimensions

Localized roll patterns are structures that exhibit a spatially periodic profile in their center. When following such patterns in a system parameter in one space dimension, the length of the spatial interval over which these patterns resemble a periodic profile stays either bounded, in which case branches form closed bounded curves ("isolas"), or the length increases to infinity so that branches are unbounded in function space ("snaking"). In two space dimensions, numerical computations show that branches of localized rolls exhibit a more complicated structure in which both isolas and snaking occur. In this paper, we analyse the structure of branches of localized radial roll solutions in dimension 1+$\varepsilon$, with $0<\varepsilon\ll1$, through a perturbation analysis. Our analysis sheds light on some of the features visible in the planar case.

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arXiv2021

Validated spectral stability via conjugate points

Classical results from Sturm-Liouville theory state that the number of unstable eigenvalues of a scalar, second-order linear operator is equal to the number of associated conjugate points. Recent work has extended these results to a much more general setting, thus allowing for spectral stability of nonlinear waves in a variety of contexts to be determined by counting conjugate points. However, in practice, it is not yet clear whether it is easier to compute conjugate points than to just directly count unstable eigenvalues. We address this issue by developing a framework for the computation of conjugate points using validated numerics. Moreover, we apply our method to a parameter-dependent system of bistable equations and show that there exist both stable and unstable standing fronts. This application can be seen as complimentary to the classical result via Sturm-Louiville theory that in scalar reaction-diffusion equations pulses are unstable whereas fronts are stable, and to the more recent result of "Instability of pulses in gradient reaction-diffusion systems: a symplectic approach," by Beck et. al., that symmetric pulses in reaction-diffusion systems with gradient nonlinearity are also necessarily unstable.

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arXiv2020

A dynamical approach to semilinear elliptic equations

A characterization of a semilinear elliptic partial differential equation (PDE) on a bounded domain in $\mathbb{R}^n$ is given in terms of an infinite-dimensional dynamical system. The dynamical system is on the space of boundary data for the PDE. This is a novel approach to elliptic problems that enables the use of dynamical systems tools in studying the corresponding PDE. The dynamical system is ill-posed, meaning solutions do not exist forwards or backwards in time for generic initial data. We offer a framework in which this ill-posed system can be analyzed. This can be viewed as generalizing the theory of spatial dynamics, which applies to the case of an infinite cylindrical domain.

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arXiv2020

Exponential dichotomies for elliptic PDE on radial domains

It was recently shown by the authors that a semilinear elliptic equation can be represented as an infinite-dimensional dynamical system in terms of boundary data on a shrinking one-parameter family of domains. The resulting system is ill-posed, in the sense that solutions do not typically exist forward or backward in time. In this paper we consider a radial family of domains and prove that the linearized system admits an exponential dichotomy, with the unstable subspace corresponding to the boundary data of weak solutions to the linear PDE. This generalizes the spatial dynamics approach, which applies to infinite cylindrical (channel) domains, and also generalizes previous work on radial domains as we impose no symmetry assumptions on the equation or its solutions.

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arXiv2020

Selection of quasi-stationary states in the stochastically forced Navier-Stokes equation on the torus

The stochastically forced vorticity equation associated with the two dimensional incompressible Navier-Stokes equation on $D_δ:=[0,2πδ]\times [0,2π]$ is considered for $δ\approx 1$, periodic boundary conditions, and viscocity $0<ν\ll 1$. An explicit family of quasi-stationary states of the deterministic vorticity equation is known to play an important role in the long-time evolution of solutions both in the presence of and without noise. Recent results show the parameter $δ$ plays a central role in selecting which of the quasi-stationary states is most important. In this paper, we aim to develop a finite dimensional model that captures this selection mechanism for the stochastic vorticity equation. This is done by projecting the vorticity equation in Fourier space onto a center manifold corresponding to the lowest eight Fourier modes. Through Monte Carlo simulation, the vorticity equation and the model are shown to be in agreement regarding key aspects of the long-time dynamics. Following this comparison, perturbation analysis is performed on the model via averaging and homogenization techniques to determine the leading order dynamics for statistics of interest for $δ\approx1$.

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arXiv2019

Spectral stability and spatial dynamics in partial differential equations

This article is focused on two related topics within the study of partial differential equations (PDEs) that illustrate a beautiful connection between dynamics, topology, and analysis: stability and spatial dynamics. The first is a property of solutions that describes the extent to which they can be expected to persist, and hence be observed, over long time scales. The second is a perspective that has been used to study various properties, such as stability, of nonlinear waves and coherent structures, the term often used to describe the solutions of interest in the class of PDEs that will be considered here.

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arXiv2018

Rigorous justification of Taylor dispersion via center manifolds and hypocoercivity

Taylor diffusion (or dispersion) refers to a phenomenon discovered experimentally by Taylor in the 1950s where a solute dropped into a pipe with a background shear flow experiences diffusion at a rate proportional to $1/ν$, which is much faster than what would be produced by the static fluid if its viscosity is $0 < ν\ll 1$. This phenomenon is analyzed rigorously using the linear PDE governing the evolution of the solute. It is shown that the solution can be split into two pieces, an approximate solution and a remainder term. The approximate solution is governed by an infinite-dimensional system of ODEs that possesses a finite-dimensional center manifold, on which the dynamics correspond to diffusion at a rate proportional to $1/ν$. The remainder term is shown to decay at a rate that is much faster than the leading order behavior of the approximate solution. This is proven using a spectral decomposition in Fourier space and a hypocoercive estimate to control the intermediate Fourier modes.

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arXiv2018

Selection of quasi-stationary states in the Navier-Stokes equation on the torus

The two dimensional incompressible Navier-Stokes equation on $D_δ:= [0, 2πδ] \times [0, 2π]$ with $δ\approx 1$, periodic boundary conditions, and viscosity $0 < ν\ll 1$ is considered. Bars and dipoles, two explicitly given quasi-stationary states of the system, evolve on the time scale $\mathcal{O}(e^{-νt})$ and have been shown to play a key role in its long-time evolution. Of particular interest is the role that $δ$ plays in selecting which of these two states is observed. Recent numerical studies suggest that, after a transient period of rapid decay of the high Fourier modes, the bar state will be selected if $δ\neq 1$, while the dipole will be selected if $δ= 1$. Our results support this claim and seek to mathematically formalize it. We consider the system in Fourier space, project it onto a center manifold consisting of the lowest eight Fourier modes, and use this as a model to study the selection of bars and dipoles. It is shown for this ODE model that the value of $δ$ controls the behavior of the asymptotic ratio of the low modes, thus determining the likelihood of observing a bar state or dipole after an initial transient period. Moreover, in our model, for all $δ\approx 1$, there is an initial time period in which the high modes decay at the rapid rate $\mathcal{O}(e^{-t/ν})$, while the low modes evolve at the slower $\mathcal{O}(e^{-νt})$ rate. The results for the ODE model are proven using energy estimates and invariant manifolds and further supported by formal asymptotic expansions and numerics.

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arXiv2018

Nonlinear stability of source defects in oscillatory media

In this paper, we prove the nonlinear stability under localized perturbations of spectrally stable time-periodic source defects of reaction-diffusion systems. Consisting of a core that emits periodic wave trains to each side, source defects are important as organizing centers of more complicated flows. Our analysis uses spatial dynamics combined with an instantaneous phase-tracking technique to obtain detailed pointwise estimates describing perturbations to lowest order as a phase-shift radiating outward at a linear rate plus a pair of localized approximately Gaussian excitations along the phase-shift boundaries; we show that in the wake of these outgoing waves the perturbed solution converges time-exponentially to a space-time translate of the original source pattern.

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arXiv2018

Grassmannian flows and applications to nonlinear partial differential equations

We show how solutions to a large class of partial differential equations with nonlocal Riccati-type nonlinearities can be generated from the corresponding linearized equations, from arbitrary initial data. It is well known that evolutionary matrix Riccati equations can be generated by projecting linear evolutionary flows on a Stiefel manifold onto a coordinate chart of the underlying Grassmann manifold. Our method relies on extending this idea to the infinite dimensional case. The key is an integral equation analogous to the Marchenko equation in integrable systems, that represents the coodinate chart map. We show explicitly how to generate such solutions to scalar partial differential equations of arbitrary order with nonlocal quadratic nonlinearities using our approach. We provide numerical simulations that demonstrate the generation of solutions to Fisher--Kolmogorov--Petrovskii--Piskunov equations with nonlocal nonlinearities. We also indicate how the method might extend to more general classes of nonlinear partial differential systems.

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arXiv2018

Partial differential systems with nonlocal nonlinearities: Generation and solutions

We develop a method for generating solutions to large classes of evolutionary partial differential systems with nonlocal nonlinearities. For arbitrary initial data, the solutions are generated from the corresponding linearized equations. The key is a Fredholm integral equation relating the linearized flow to an auxiliary linear flow. It is analogous to the Marchenko integral equation in integrable systems. We show explicitly how this can be achieved through several examples including reaction-diffusion systems with nonlocal quadratic nonlinearities and the nonlinear Schrodinger equation with a nonlocal cubic nonlinearity. In each case we demonstrate our approach with numerical simulations. We discuss the effectiveness of our approach and how it might be extended.

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arXiv2017

Instability of pulses in gradient reaction-diffusion systems: A symplectic approach

In a scalar reaction-diffusion equation, it is known that the stability of a steady state can be determined from the Maslov index, a topological invariant that counts the state's critical points. In particular, this implies that pulse solutions are unstable. We extend this picture to pulses in reaction-diffusion systems with gradient nonlinearity. In particular, we associate a Maslov index to any asymptotically constant state, generalizing existing definitions of the Maslov index for homoclinic orbits. It is shown that this index equals the number of unstable eigenvalues for the linearized evolution equation. Finally, we use a symmetry argument to show that any pulse solution must have nonzero Maslov index, and hence be unstable.

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arXiv2015

Analysis of enhanced diffusion in Taylor dispersion via a model problem

We consider a simple model of the evolution of the concentration of a tracer, subject to a background shear flow by a fluid with viscosity $ν\ll 1$ in an infinite channel. Taylor observed in the 1950's that, in such a setting, the tracer diffuses at a rate proportional to $1/ν$, rather than the expected rate proportional to $ν$. We provide a mathematical explanation for this enhanced diffusion using a combination of Fourier analysis and center manifold theory. More precisely, we show that, while the high modes of the concentration decay exponentially, the low modes decay algebraically, but at an enhanced rate. Moreover, the behavior of the low modes is governed by finite-dimensional dynamics on an appropriate center manifold, which corresponds exactly to diffusion by a fluid with viscosity proportional to $1/ν$.

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arXiv2013

Computing the Maslov index for large systems

We address the problem of computing the Maslov index for large linear symplectic systems on the real line. The Maslov index measures the signed intersections (with a given reference plane) of a path of Lagrangian planes. The natural chart parameterization for the Grassmannian of Lagrangian planes is the space of real symmetric matrices. Linear system evolution induces a Riccati evolution in the chart. For large order systems this is a practical approach as the computational complexity is quadratic in the order. The Riccati solutions, however, also exhibit singularites (which are traversed by changing charts). Our new results involve characterizing these Riccati singularities and two trace formulae for the Maslov index as follows. First, we show that the number of singular eigenvalues of the symmetric chart representation equals the dimension of intersection with the reference plane. Second, the Cayley map is a diffeomorphism from the space of real symmetric matrices to the manifold of unitary symmetric matrices. We show the logarithm of the Cayley map equals the arctan map (modulo 2i) and its trace measures the angle of the Langrangian plane to the reference plane. Third, the Riccati flow under the Cayley map induces a flow in the manifold of unitary symmetric matrices. Using the natural unitary action on this manifold, we pullback the flow to the unitary Lie algebra and monitor its trace. This avoids singularities, and is a natural robust procedure. We demonstrate the effectiveness of these approaches by applying them to a large eigenvalue problem. We also discuss the extension of the Maslov index to the infinite dimensional case.

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arXiv2013

Nonlinear stability of source defects in the complex Ginzburg-Landau equation

In an appropriate moving coordinate frame, source defects are time-periodic solutions to reaction-diffusion equations that are spatially asymptotic to spatially periodic wave trains whose group velocities point away from the core of the defect. In this paper, we rigorously establish nonlinear stability of spectrally stable source defects in the complex Ginzburg-Landau equation. Due to the outward transport at the far field, localized perturbations may lead to a highly non-localized response even on the linear level. To overcome this, we first investigate in detail the dynamics of the solution to the linearized equation. This allows us to determine an approximate solution that satisfies the full equation up to and including quadratic terms in the nonlinearity. This approximation utilizes the fact that the non-localized phase response, resulting from the embedded zero eigenvalues, can be captured, to leading order, by the nonlinear Burgers equation. The analysis is completed by obtaining detailed estimates for the resolvent kernel and pointwise estimates for the Green's function, which allow one to close a nonlinear iteration scheme.

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