arXiv subjects

Peter A. Markowich

Publications and source records attributed to Peter A. Markowich.

17 recordsLinked to original sources

arXiv2018

Plane-wave analysis of a hyperbolic system of equations with relaxation in $\mathbb{R}^{d}$

We consider a multi-dimensional scalar wave equation with memory corresponding to the viscoelastic material described by a generalized Zener model. We deduce that this relaxation system is an example of a non-strictly hyperbolic system satisfying Majda's block structure condition. Well-posedness of the associated Cauchy problem is established by showing that the symbol of the spatial derivatives is uniformly diagonalizable with real eigenvalues. A long-time stability result is obtained by plane-wave analysis when the memory term allows for dissipation of energy.

math.AP↗

arXiv2017

Pattern formation of a nonlocal, anisotropic interaction model

We consider a class of interacting particle models with anisotropic, repulsive-attractive interaction forces whose orientations depend on an underlying tensor field. An example of this class of models is the so-called Kücken-Champod model describing the formation of fingerprint patterns. This class of models can be regarded as a generalization of a gradient flow of a nonlocal interaction potential which has a local repulsion and a long-range attraction structure. In contrast to isotropic interaction models the anisotropic forces in our class of models cannot be derived from a potential. The underlying tensor field introduces an anisotropy leading to complex patterns which do not occur in isotropic models. This anisotropy is characterized by one parameter in the model. We study the variation of this parameter, describing the transition between the isotropic and the anisotropic model, analytically and numerically. We analyze the equilibria of the corresponding mean-field partial differential equation and investigate pattern formation numerically in two dimensions by studying the dependence of the parameters in the model on the resulting patterns.

math.AP↗

arXiv2016

Parabolic free boundary price formation models under market size fluctuations

In this paper we propose an extension of the Lasry-Lions price formation model which includes fluctuations of the numbers of buyers and vendors. We analyze the model in the case of deterministic and stochastic market size fluctuations and present results on the long time asymptotic behavior and numerical evidence and conjectures on periodic, almost periodic and stochastic fluctuations. The numerical simulations extend the theoretical statements and give further insights into price formation dynamics.

math.AP↗

arXiv2015

Continuous data assimilation for the three-dimensional Brinkman-Forchheimer-extended Darcy model

In this paper we introduce and analyze an algorithm for continuous data assimilation for a three-dimensional Brinkman-Forchheimer-extended Darcy (3D BFeD) model of porous media. This model is believed to be accurate when the flow velocity is too large for Darcy's law to be valid, and additionally the porosity is not too small. The algorithm is inspired by ideas developed for designing finite-parameters feedback control for dissipative systems. It aims to obtaining improved estimates of the state of the physical system by incorporating deterministic or noisy measurements and observations. Specifically, the algorithm involves a feedback control that nudges the large scales of the approximate solution toward those of the reference solution associated with the spatial measurements. In the first part of the paper, we present few results of existence and uniqueness of weak and strong solutions of the 3D BFeD system. The second part is devoted to the setting and convergence analysis of the data assimilation algorithm.

math.AP↗

arXiv2014

Numerical simulations of X-rays Free Electron Lasers (XFEL)

We study a nonlinear Schrödinger equation which arises as an effective single particle model in X-ray Free Electron Lasers (XFEL). This equation appears as a first-principles model for the beam-matter interactions that would take place in an XFEL molecular imaging experiment in \cite{frat1}. Since XFEL is more powerful by several orders of magnitude than more conventional lasers, the systematic investigation of many of the standard assumptions and approximations has attracted increased attention. In this model the electrons move under a rapidly oscillating electromagnetic field, and the convergence of the problem to an effective time-averaged one is examined. We use an operator splitting pseudo-spectral method to investigate numerically the behaviour of the model versus its time-averaged version in complex situations, namely the energy subcritical/mass supercritical case, and in the presence of a periodic lattice. We find the time averaged model to be an effective approximation, even close to blowup, for fast enough oscillations of the external field. This work extends previous analytical results for simpler cases \cite{xfel1}.

math.NA↗

arXiv2013

On the asymptotic behavior of a Boltzmann-type price formation model

In this paper we study the asymptotic behavior of a Boltzmann type price formation model, which describes the trading dynamics in a financial market. In many of these markets trading happens at high frequencies and low transactions costs. This observation motivates the study of the limit as the number of transactions $k$ tends to infinity, the transaction cost $a$ to zero and $ka=const$. Furthermore we illustrate the price dynamics with numerical simulations.

math.AP↗

arXiv2013

Minimizers of a class of constrained vectorial variational problems: Part I

In this paper, we prove the existence of minimizers of a class of multi-constrained variational problems. We consider systems involving a nonlinearity that does not satisfy compactness, monotonicity, neither symmetry properties. Our approach hinges on the concentration-compactness approach. In the second part, we will treat orthogonal constrained problems for another class of integrands using density matrices method.

math.AP↗

arXiv2012

Optimal bilinear control of Gross-Pitaevskii equations

A mathematical framework for optimal bilinear control of nonlinear Schrödinger equations of Gross-Pitaevskii type arising in the description of Bose-Einstein condensates is presented. The obtained results generalize earlier efforts found in the literature in several aspects. In particular, the cost induced by the physical work load over the control process is taken into account rather then often used $L^2$- or $H^1$-norms for the cost of the control action. Well-posedness of the problem and existence of an optimal control is proven. In addition, the first order optimality system is rigorously derived. Also a numerical solution method is proposed, which is based on a Newton type iteration, and used to solve several coherent quantum control problems.

math.OC↗

arXiv2012

A Drift-Diffusion-Reaction Model for Excitonic Photovoltaic Bilayers: Asymptotic Analysis and A 2-D HDG Finite-Element Scheme

We present and discuss a mathematical model for the operation of bilayer organic photovoltaic devices. Our model couples drift-diffusion-recombination equations for the charge carriers (specifically, electrons and holes) with a reaction-diffusion equation for the excitons/ polaron pairs and Poisson's equation for the self-consistent electrostatic potential. The material difference (i.e. the HOMO/LUMO gap) of the two organic substrates forming the bilayer device are included as a work-function potential. Firstly, we perform an asymptotic analysis of the scaled one-dimensional stationary state system i) with focus on the dynamics on the interface and ii) with the goal of simplifying the bulk dynamics away for the interface. Secondly, we present a twodimensional Hybrid Discontinuous Galerkin Finite Element numerical scheme which is very well suited to resolve i) the material changes ii) the resulting strong variation over the interface and iii) the necessary upwinding in the discretization of drift-diffusion equations. Finally, we compare the numerical results with the approximating asymptotics.

math.AP↗

arXiv2011

On a price formation free boundary model by Lasry & Lions: The Neumann problem

We discuss local and global existence and uniqueness for the price formation free boundary model with homogeneous Neumann boundary conditions introduced by Lasry & Lions in 2007. The results are based on a transformation of the problem to the heat equation with nonstandard boundary conditions. The free boundary becomes the zero level set of the solution of the heat equation. The transformation allows us to construct an explicit solution and discuss the behavior of the free boundary. Global existence can be verified under certain conditions on the free boundary and examples of non-existence are given.

math.AP↗

arXiv2011

On a price formation free boundary model by Lasry & Lions

We discuss global existence and asymptotic behaviour of a price formation free boundary model introduced by Lasry & Lions in 2007. Our results are based on a construction which transforms the problem into the heat equation with specially prepared initial datum. The key point is that the free boundary present in the original problem becomes the zero level set of this solution. Using the properties of the heat operator we can show global existence, regularity and asymptotic results of the free boundary.

math.AP↗

arXiv2008

Classical limit for semi-relativistic Hartree systems

We consider the three-dimensional semi-relativistic Hartree model for fast quantum mechanical particles moving in a self-consistent field. Under appropriate assumptions on the initial density matrix as a (fully) mixed quantum state we prove, using Wigner transformation techniques, that its classical limit yields the well known relativistic Vlasov-Poisson system. The result holds for the case of attractive and repulsive mean-field interaction, with an additional size constraint in the attractive case.

math-ph↗

arXiv2006

Convergence rate of dimension reduction in Bose-Einstein condensates

In this paper, we study dimension reduction of the three-dimensional (3D) Gross-Pitaevskii equation (GPE) modelling Bose-Einstein condensation under different limiting interaction and trapping frequencies parameter regimes. Convergence rates for the dimension reduction of 3D ground state and dynamics of the GPE in the case of disk-shaped condensation and cigar-shaped condensation are reported based on our asymptotic and numerical results. In addition, the parameter regimes in which the 3D GPE cannot be reduced to lower dimensions are identified.

cond-mat.mtrl-sci↗

arXiv2004

Semiclassical asymptotics for weakly nonlinear Bloch waves

We study the simultaneous semi-classical and adiabatic asymptotics for a class of (weakly) nonlinear Schroedinger equations with a fast periodic potential and a slowly varying confinement potential. A rigorous two-scale WKB-analysis, locally in time, is performed. The main nonlinear phenomenon is a modification of the Berry phase.

math-ph↗

arXiv2003

Numerical Solution of the Gross-Pitaevskii Equation for Bose-Einstein Condensation

We study the numerical solution of the time-dependent Gross-Pitaevskii equation (GPE) describing a Bose-Einstein condensate (BEC) at zero or very low temperature. In preparation for the numerics we scale the 3d Gross-Pitaevskii equation and obtain a four-parameter model. Identifying `extreme parameter regimes', the model is accessible to analytical perturbation theory, which justifies formal procedures well known in the physical literature: reduction to 2d and 1d GPEs, approximation of ground state solutions of the GPE and geometrical optics approximations. Then we use a time-splitting spectral method to discretize the time-dependent GPE. Again, perturbation theory is used to understand the discretization scheme and to choose the spatial/temporal grid in dependence of the perturbation parameter. Extensive numerical examples in 1d, 2d and 3d for weak/strong interactions, defocusing/focusing nonlinearity, and zero/nonzero initial phase data are presented to demonstrate the power of the numerical method and to discuss the physics of Bose-Einstein condensation.

cond-mat↗

arXiv2002

Wigner Functions versus WKB-Methods in Multivalued Geometrical Optics

We consider the Cauchy-problem for a class of scalar linear dispersive equations with rapidly oscillating initial data. The problem of high-frequency asymptotics of such models is reviewed,in particular we highlight the difficulties in crossing caustics when using (time-dependent) WKB-methods. Using Wigner measures we present an alternative approach to such asymptotic problems. We first discuss the connection of the naive WKB solutions to transport equations of Liouville type (with mono-kinetic solutions) in the prebreaking regime. Further we show that the Wigner measure approach can be used to analyze high-frequency limits in the post-breaking regime, in comparison with the traditional Fourier integral operator method. Finally we present some illustrating examples.

math-ph↗

arXiv2001

Existence and nonlinear stability of steady states of the Schrödinger-Poisson system

We consider the Schrödinger-Poisson system in the attractive (plasma physics) Coulomb case. Given a steady state from a certain class we prove its nonlinear stability, using an appropriately defined energy-Casimir functional as Lyapunov function. To obtain such steady states we start with a given Casimir functional and construct a new functional which is in some sense dual to the corresponding energy-Casimir functional. This dual functional has a unique maximizer which is a steady state of the Schrödinger-Poisson system and lies in the stability class. The steady states are parametrized by the equation of state, giving the occupation probabilities of the quantum states as a strictly decreasing function of their energy levels.

math-ph↗