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Nung Kwan Yip

Publications and source records attributed to Nung Kwan Yip.

15 recordsLinked to original sources

Homogenization and Long Time Behavior of Wasserstein gradient flow for McKean-Vlasov Equation

We consider a McKean-Vlasov equation incorporating spatial fast oscillatory behavior into both the energetic and kinematic components of the model. The former is given in terms of a confining potential while the latter by an underlying metric. The equation is formulated as a gradient flow in the space of probability measures endowed with a Wasserstein metric. We identify the limiting dynamics which is also described as a gradient flow in an effective media. We further prove the long time exponential convergence of solutions to the invariant measure. The rate of convergence is expressed in terms of a Logarithmic Sobolev constant which is uniform in terms of the oscillatory length scale. Our approach is based on variational and functional inequalities. The homogenization result of the current paper extends the authors' previous work [GaoYip] on a linear Fokker-Planck equation to a nonlinear and nonlocal setting.

math.AP↗

Two dimensional anisotropic mean curvature flow with contact angle condition

In this paper, we study surfaces which evolve by anisotropic mean curvature flow with contact angle boundary condition over a strictly convex domain in $\mathbb{R}^2$. We establish a prior gradient estimate for smooth solutions to this boundary value problem. The same approach can also handle Dirichlet boundary condition in $\mathbb{R}^n$, $n\geq 2$. For both problems, we prove that the solutions converge to one that is translation invariant in time.

math.AP↗

Anisotropic mean curvature flow with contact angle and Neumann boundary conditions in arbitrary dimensions

Over a bounded strictly convex domain in $\mathbb{R}^n$ with smooth boundary, we establish a priori gradient estimate for an anisotropic mean curvature flow with prescribed contact angle and Neumann boundary conditions. The estimates require careful analysis of the degeneracy property of the anisotropic mean curvature operator. As a result, for both problems, we can infer that the solutions converge to one that is translation invariant in time.

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Homogenization of Wasserstein gradient flows

We prove the convergence of a Wasserstein gradient flow of a free energy in inhomogeneous media. Both the energy and media can depend on the spatial variable in a fast oscillatory manner. In particular, we show that the gradient-flow structure is preserved in the limit which is expressed in terms of an effective energy and Wasserstein metric. The gradient flow and its limiting behavior are analyzed through an energy dissipation inequality (EDI). The result is consistent with asymptotic analysis in the realm of homogenization. However, we note that the effective metric is in general different from that obtained from the Gromov-Hausdorff convergence of metric spaces. We apply our framework to a linear Fokker-Planck equation but we believe the approach is robust enough to be applicable in a broader context.

math.AP↗

Far Field Asymptotics of Nematic Flows Around a Small Spherical Particle

Given a small spherical particle, we consider flow of a nematic liquid crystal in the corresponding exterior domain. Our focus is on precise far field asymptotic behavior of the flow in a parameter regime when the governing equations can be reduced to a system of linear partial differential equations. We are able to analytically characterize the velocity of the flow and compare it to the classical expression for the Stokes flow. The expression for velocity away from the particle can be computed either numerically or symbolically.

math.AP↗

A Retrospective Approximation Approach for Smooth Stochastic Optimization

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of executing a single step along the negative subsampled gradient direction to update the incumbent iterate. In this paper, we question SG's choice of executing a single step as opposed to multiple steps between subsample updates. Our investigation leads naturally to generalizing SG into Retrospective Approximation (RA) where, during each iteration, a "deterministic solver" executes possibly multiple steps on a subsampled deterministic problem and stops when further solving is deemed unnecessary from the standpoint of statistical efficiency. RA thus rigorizes what is appealing for implementation -- during each iteration, "plug in" a solver, e.g., L-BFGS line search or Newton-CG, as is, and solve only to the extent necessary. We develop a complete theory using relative error of the observed gradients as the principal object, demonstrating that almost sure and $L_1$ consistency of RA are preserved under especially weak conditions when sample sizes are increased at appropriate rates. We also characterize the iteration and oracle complexity (for linear and sub-linear solvers) of RA, and identify a practical termination criterion leading to optimal complexity rates. To subsume non-convex $f$, we present a certain "random central limit theorem" that incorporates the effect of curvature across all first-order critical points, demonstrating that the asymptotic behavior is described by a certain mixture of normals. The message from our numerical experiments is that the ability of RA to incorporate existing second-order deterministic solvers in a strategic manner might be important from the standpoint of dispensing with hyper-parameter tuning.

math.OC↗

Numerical Stability for Differential Equations with Memory

In this work, we systematically investigate linear multi-step methods for differential equations with memory. In particular, we focus on the numerical stability for multi-step methods. According to this investigation, we give some sufficient conditions for the stability and convergence of some common multi-step methods, and accordingly, a notion of A-stability for differential equations with memory. Finally, we carry out the computational performance of our theory through numerical examples.

math.NA↗

Dynamics and steady state of squirmer motion in liquid crystal

We analyze a nonlinear PDE system describing the motion of a microswimmer in a nematic liquid crystal environment. For the microswimmer's motility, the squirmer model is used in which self-propulsion enters the model through the slip velocity on the microswimmer's surface. The liquid crystal is described using the well-established Beris-Edwards formulation. In previous computational studies, it was shown that the squirmer, regardless of its initial configuration, eventually orients itself either parallel or perpendicular to the preferred orientation dictated by the liquid crystal. Furthermore, the corresponding solution of the coupled nonlinear system converges to a steady state. In this work, we rigorously establish the existence of steady state and also the finite-time existence for the time-dependent problem. Finally, using a two-scale asymptotic expansion we derive a reduced model for the collective swimming of squirmers as they reach their steady state orientation and speed.

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Bunching instability and asymptotic properties in epitaxial growth with elasticity effects: continuum model

We study the continuum epitaxial model for elastic interacting atomic steps on vicinal surfaces proposed by Xiang and E (Xiang, SIAM J. Appl. Math. 63:241-258, 2002; Xiang and E, Phys. Rev. B 69:035409, 2004). The non-local term and the singularity complicate the analysis of its PDE. In this paper, we first generalize this model to the Lennard-Jones (m,n) interaction between steps. Based on several important formulations of the non-local energy, we prove the existence, symmetry, unimodality, and regularity of the energy minimizer in the periodic setting. In particular, the symmetry and unimodality of the minimizer implies that it has a bunching profile. Furthermore, we derive the minimum energy scaling law for the original continnum model. All results are consistent with the corresponding results proved for discrete models by Luo et al. (Luo et al., Multiscale Model. Simul. 14:737 - 771, 2016).

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Stability of Self-similar Solutions to Geometric Flows

We show that self-similar solutions for the mean curvature flow, surface diffusion and Willmore flow of entire graphs are stable upon perturbations of initial data with small Lipschitz norm. Roughly speaking, the perturbed solutions are asymptotically self-similar as time tends to infinity. Our results are built upon the global analytic solutions constructed by Koch and Lamm \cite{KochLamm}, the compactness arguments adapted by Asai and Giga \cite{Giga2014}, and the spatial equi-decay properties on certain weighted function spaces. The proof for all of the above flows are achieved in a unified framework by utilizing the estimates of the linearized operator.

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Towards an Understanding of Residual Networks Using Neural Tangent Hierarchy (NTH)

Gradient descent yields zero training loss in polynomial time for deep neural networks despite non-convex nature of the objective function. The behavior of network in the infinite width limit trained by gradient descent can be described by the Neural Tangent Kernel (NTK) introduced in \cite{Jacot2018Neural}. In this paper, we study dynamics of the NTK for finite width Deep Residual Network (ResNet) using the neural tangent hierarchy (NTH) proposed in \cite{Huang2019Dynamics}. For a ResNet with smooth and Lipschitz activation function, we reduce the requirement on the layer width $m$ with respect to the number of training samples $n$ from quartic to cubic. Our analysis suggests strongly that the particular skip-connection structure of ResNet is the main reason for its triumph over fully-connected network.

cs.LG↗

Energy Scaling and Asymptotic Properties of One-Dimensional Discrete System with Generalized Lennard--Jones $(m,n)$ Interaction

It is well known that elastic effects can cause surface instability. In this paper, we analyze a one-dimensional discrete system which can reveal pattern formation mechanism resembling the "step-bunching" phenomena for epitaxial growth on vicinal surfaces. The surface steps are subject to long-range pairwise interactions taking the form of a general Lennard--Jones (LJ) type potential. It is characterized by two exponents $m$ and $n$ describing the singular and decaying behaviors of the interacting potential at small and large distances, and henceforth are called generalized LJ $(m,n)$ potential. We provide a systematic analysis of the asymptotic properties of the step configurations and the value of the minimum energy, in particular, their dependence on $m$ and $n$ and an additional parameter $α$ indicating the interaction range. Our results show that there is a phase transition between the bunching and non-bunching regimes. Moreover, some of our statements are applicable for any critical points of the energy, not necessarily minimizers. This work extends the technique and results of [Luo et al, SIAM MMS, 2016] which concentrates on the case of LJ (0,2) potential (originated from the elastic force monopole and dipole interactions between the steps). As a by-product, our result also leads to the well-known fact that the classical LJ (6,12) potential does not demonstrate step-bunching type phenomena.

math.CA↗

Convergence of Diffusion Generated Motion to Motion by Mean Curvature

We provide a new proof of convergence to motion by mean curvature (MMC) for the Merriman-Bence-Osher (MBO) thresholding algorithm. The proof is elementary and does not rely on maximum principle for the scheme. The strategy is to construct a natural ansatz of the solution and then estimate the error. The proof thus also provides a convergence rate. Only some weak integrability assumptions of the heat kernel, but not its positivity, is used. Currently the result is proved in the case when smooth and classical solution of MMC exists.

math.AP↗

Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains

In this paper we investigate the long-time behavior of stochastic reaction-diffusion equations of the type $du = (Au + f(u))dt + σ(u) dW(t)$, where $A$ is an elliptic operator, $f$ and $σ$ are nonlinear maps and $W$ is an infinite dimensional nuclear Wiener process. The emphasis is on unbounded domains. Under the assumption that the nonlinear function $f$ possesses certain dissipative properties, this equation is known to have a solution with an expectation value which is uniformly bounded in time. Together with some compactness property, the existence of such a solution implies the existence of an invariant measure which is an important step in establishing the ergodic behavior of the underlying physical system. In this paper we expand the existing classes of nonlinear functions $f$ and $σ$ and elliptic operators $A$ for which the invariant measure exists, in particular, in unbounded domains. We also show the uniqueness of the invariant measure for an equation defined on the upper half space if $A$ is the Shrödinger-type operator $A = \frac{1}ρ(\text{div} ρ\nabla u)$ where $ρ= e^{-|x|^2}$ is the Gaussian weight.

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Convergence of Space-Time Discrete Threshold Dynamics to Anisotropic Motion by Mean Curvature

We analyze the continuum limit of a thresholding algorithm for motion by mean curvature of one dimensional interfaces in various space-time discrete regimes. The algorithm can be viewed as a time-splitting scheme for the Allen-Cahn equation which is a typical model for the motion of materials phase boundaries. Our results extend the existing statements which are applicable mostly in semi-discrete (continuous in space and discrete in time) settings. The motivations of this work are twofolds: to investigate the interaction between multiple small parameters in nonlinear singularly perturbed problems, and to understand the anisotropy in curvature for interfaces in spatially discrete environments. In the current work, the small parameters are the the spatial and temporal discretization step sizes $\triangle x = h$ and $\triangle t = τ$. We have identified the limiting description of the interfacial velocity in the (i) sub-critical ($h \ll τ$), (ii) critical ($h = O(τ)$), and (iii) super-critical ($h \gg τ$) regimes. The first case gives the classical isotropic motion by mean curvature, while the second produces intricate pinning and de-pinning phenomena and anisotropy in the velocity function of the interface. The last case produces no motion (complete pinning).

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