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Peter Markowich

Publications and source records attributed to Peter Markowich.

At least 19 recordsLinked to original sources

Auxiliary Gradient-Flow Solvers for Generalized Newtonian Models

We introduce an auxiliary gradient-flow framework for variational problems with generalized Newtonian structure governed by an N-function. The key idea is to replace the nonlinear constitutive dependence on the gradient, or symmetric gradient, by an auxiliary scalar variable representing its squared magnitude. This shifts the nonlinearity from the state equation to the auxiliary variable, yielding a sequence of uniformly elliptic weighted linear problems. At the continuous level, we construct an auxiliary energy on a metric space adapted to the growth of the underlying N-function. In this topology, we prove lower semicontinuity, geodesic $\lambda$-convexity, and exponential convergence of the associated minimizing-movement scheme. At the finite element level, we derive a metric gradient flow through an explicit Riesz map, prove global well-posedness of the resulting semi-discrete ODE, and establish convergence to the finite element solution of the Euler--Lagrange equations of the generalized Newtonian energy. For the $p$-Laplacian and $p$-Stokes models, this gives a rigorous convergence result for $4/3\le p\le 4$, $p\ne2$, with asymptotic rate estimates beyond this range. We also propose practical time discretizations, including an operator-splitting scheme that gives the \kac iteration as a special case, and an adaptive pseudo-transient method that can be implemented using scalable linear solvers. Numerical experiments for power-law, Carreau--Yasuda, regularized Bingham, and optimal-design models demonstrate robustness, mesh-independent iteration counts in the tested regimes, and performance that matches or outperforms Newton's method.

math.NA

Gradient Flows for the $p$-Laplacian Arising from Biological Network Models: A Novel Dynamical Relaxation Approach

We investigate a scalar partial differential equation model for the formation of biological transportation networks. Starting from a discrete graph-based formulation on equilateral triangulations, we rigorously derive the corresponding continuum energy functional as the $\Gamma$-limit under network refinement and establish the existence of global minimizers. The model possesses a gradient-flow structure whose steady states coincide with solutions of the $p$-Laplacian equation. Building on this connection, we implement finite element discretizations and propose a novel dynamical relaxation scheme that achieves optimal convergence rates in manufactured tests and exhibits mesh-independent performance, with the number of time steps, nonlinear iterations, and linear solves remaining stable under uniform mesh refinement. Numerical experiments confirm both the ability of the scalar model to reproduce biologically relevant network patterns and its effectiveness as a computationally efficient relaxation strategy for solving $p$-Laplacian equations for large exponents $p$.

math.AP

Robust and scalable nonlinear solvers for finite element discretizations of biological transportation networks

We develop robust and scalable fully implicit nonlinear finite element solvers for the simulations of biological transportation networks driven by the gradient flow minimization of a non-convex energy cost functional. Our approach employs a discontinuous space for the conductivity tensor that allows us to guarantee the preservation of its positive semi-definiteness throughout the entire minimization procedure arising from the time integration of the gradient flow dynamics using a backward Euler scheme. Extensive tests in two and three dimensions demonstrate the robustness and performance of the solver, highlight the sensitivity of the emergent network structures to mesh resolution and topology, and validate the resilience of the linear preconditioner to the ill-conditioning of the model. The implementation achieves near-optimal parallel scaling on large-scale, high-performance computing platforms. To the best of our knowledge, the network formation system has never been simulated in three dimensions before. Consequently, our three-dimensional results are the first of their kind.

cs.CE

Local analytic well-posedness for one-dimensional Vlasov$\unicode{x2013}$Dirac$\unicode{x2013}$Benney-type equations

We study a one-dimensional nonlinear Vlasov equation with a local self-consistent force field generated by the density, where the force is given by the spatial derivative of a real-analytic nonlinearity. For small analytic initial data, we prove local-in-time existence and uniqueness of analytic solutions. In particular, this yields a perturbative well-posedness result around the trivial equilibrium. We also give an energy-based representation of weak stationary states and discuss perturbations around spatially homogeneous stationary profiles. The proof relies on a contraction mapping argument in a complete metric space of analytic functions. As a technical byproduct, we establish quantitative composition estimates for analytic nonlinearities in the analytic norms used in the argument.

math.AP

PDE Models for Deep Neural Networks: Learning Theory, Calculus of Variations and Optimal Control

We propose a partial differential-integral equation (PDE) framework for deep neural networks (DNNs) and their associated learning problem by taking the continuum limits of both network width and depth. The proposed model captures the complex interactions among hidden nodes, overcoming limitations of traditional discrete and ordinary differential equation (ODE)-based models. We explore the well-posedness of the forward propagation problem, analyze the existence and properties of minimizers for the learning task, and provide a detailed examination of necessary and sufficient conditions for the existence of critical points. Controllability and optimality conditions for the learning task with its associated PDE forward problem are established using variational calculus, the Pontryagin Maximum Principle, and the Hamilton-Jacobi-Bellman equation, framing the deep learning process as a PDE-constrained optimization problem. In this context, we prove the existence of viscosity solutions for the latter and we establish optimal feedback controls based on the value functional. This approach facilitates the development of new network architectures and numerical methods that improve upon traditional layer-by-layer gradient descent techniques by introducing forward-backward PDE discretization. The paper provides a mathematical foundation for connecting neural networks, PDE theory, variational analysis, and optimal control, partly building on and extending the results of \cite{liu2020selection}, where the main focus was the analysis of the forward evolution. By integrating these fields, we offer a robust framework that enhances deep learning models' stability, efficiency, and interpretability.

math.OC

Self-regulated biological transportation structures with general entropy dissipation: 2D case and leaf-shaped domain

In recent years, the study of biological transportation networks has attracted significant interest, focusing on their self-regulating, demand-driven nature. This paper examines a mathematical model for these networks, featuring nonlinear elliptic equations for pressure and an auxiliary variable, and a reaction-diffusion parabolic equation for the conductivity tensor, introduced in \cite{portaro2022emergence}. The model, based on an energy functional with diffusive and metabolic terms, allows for various entropy generating functions, facilitating its application to different biological scenarios. We proved a local well-posedness result for the problem in H\"older spaces employing Schauder and semigroup theory. Then, after a suitable parameter reduction through scaling, we computed the numerical solution for the proposed system using a recently developed ghost nodal finite element method \cite{astuto2024nodal}. An interesting aspect emerges when the solution is very articulated and the branches occupy a wide region of the domain.

math.AP

Measure-based approach to mesoscopic modeling of optimal transportation networks

We propose a mesoscopic modeling framework for optimal transportation networks with biological applications. The network is described in terms of a joint probability measure on the phase space of tensor-valued conductivity and position in physical space. The energy expenditure of the network is given by a functional consisting of a pumping (kinetic) and metabolic power-law term, constrained by a Poisson equation accounting for local mass conservation. We establish convexity and lower semicontinuity of the functional on approriate sets. We then derive its gradient flow with respect to the 2-Wasserstein topology on the space of probability measures, which leads to a transport equation, coupled to the Poisson equation. To lessen the mathematical complexity of the problem, we derive a reduced Wasserstein gradient flow, taken with respect to the tensor-valued conductivity variable only. We then construct equilibrium measures of the resulting PDE system. Finally, we derive the gradient flow of the constrained energy functional with respect to the Fisher-Rao (or Hellinger-Kakutani) metric, which gives a reaction-type PDE. We calculate its equilibrium states, represented by measures concentrated on a hypersurface in the phase space.

math.AP

Self-regulated biological transportation structures with general entropy dissipations, part I: the 1D case

We study self-regulating processes modeling biological transportation networks as presented in \cite{portaro2023}. In particular, we focus on the 1D setting for Dirichlet and Neumann boundary conditions. We prove an existence and uniqueness result under the assumption of positivity of the diffusivity $D$. We explore systematically various scenarios and gain insights into the behavior of $D$ and its impact on the studied system. This involves analyzing the system with a signed measure distribution of sources and sinks. Finally, we perform several numerical tests in which the solution $D$ touches zero, confirming the previous hints of local existence in particular cases.

math.AP

The mathematical theory of Hughes' model: a survey of results

We provide an overview of the results on Hughes' model for pedestrian movements available in the literature. After the first successful approaches to solving a regularised version of the model, researchers focused on the structure of the Riemann problem, which led to local-in-time existence results for Riemann-type data and paved the way for a WFT (Wave-Front Tracking) approach to the solution semigroup. In parallel, a DPA (Deterministic Particles Approximation) approach was developed in the spirit of follow-the-leader approximation results for scalar conservation laws. Beyond having proved to be powerful analytical tools, the WFT and the DPA approaches also led to interesting numerical results. However, only existence theorems on very specific classes of initial data (essentially ruling out non-classical shocks) have been available until very recently. A proper existence result using a DPA approach was proven not long ago in the case of a linear coupling with the density in the eikonal equation. Shortly after, a similar result was proven via a fixed point approach. We provide a detailed statement of the aforementioned results and sketch the main proofs. We also provide a brief overview of results that are related to Hughes' model, such as the derivation of a dynamic version of the model via a mean-field game strategy, an alternative optimal control approach, and a localized version of the model. We also present the main numerical results within the WFT and DPA frameworks.

math.AP

Asymmetry and condition number of an elliptic-parabolic system for biological network formation

We present results of numerical simulations of the tensor-valued elliptic-parabolic PDE model for biological network formation. The numerical method is based on a non-linear finite difference scheme on a uniform Cartesian grid in a 2D domain. The focus is on the impact of different discretization methods and choices of regularization parameters on the symmetry of the numerical solution. In particular, we show that using the symmetric alternating-direction implicit (ADI) method for time discretization helps preserve the symmetry of the solution, compared to the (non symmetric) ADI method. Moreover, we study the effect of regularization by isotropic background permeability $r>0$, showing that increased condition number of the elliptic problem due to decreasing value of $r$ leads to loss of symmetry. We show that in this case, neither the use of the symmetric ADI method preserves the symmetry of the solution. Finally, we perform numerical error analysis of our method making use of Wasserstein distance.

math.NA

Comparison of two aspects of a PDE model for biological network formation

We compare the solutions of two systems of partial differential equations (PDE), seen as two different interpretations of the same model that describes formation of complex biological networks. Both approaches take into account the time evolution of the medium flowing through the network, and we compute the solution of an elliptic-parabolic PDE system for the conductivity vector $m$, the conductivity tensor $\mathbb{C}$ and the pressure $p$. We use finite differences schemes in a uniform Cartesian grid in the spatially two-dimensional setting to solve the two systems, where the parabolic equation is solved by a semi-implicit scheme in time. Since the conductivity vector and tensor appear also in the Poisson equation for the pressure $p$, the elliptic equation depends implicitly on time. For this reason we compute the solution of three linear systems in the case of the conductivity vector $m\in\mathbb{R}^2$, and four linear systems in the case of the symmetric conductivity tensor $\mathbb{C}\in\mathbb{R}^{2\times 2}$, at each time step. To accelerate the simulations, we make use of the Alternating Direction Implicit (ADI) method. The role of the parameters is important for obtaining detailed solutions. We provide numerous tests with various values of the parameters involved, to see the differences in the solutions of the two systems.

math.NA

Emergence of biological transportation networks as a self-regulated process

We study self-regulating processes modeling biological transportation networks. Firstly, we write the formal $L^2$-gradient flow for the symmetric tensor valued diffusivity $D$ of a broad class of entropy dissipations associated with a purely diffusive model. The introduction of a prescribed electric potential leads to the Fokker-Planck equation, for whose entropy dissipations we also investigate the formal $L^2$-gradient flow. We derive an integral formula for the second variation of the dissipation functional, proving convexity (in dependence of diffusivity tensor) for a quadratic entropy density modeling Joule heating. Finally, we couple in the Poisson equation for the electric potential obtaining the Poisson-Nernst-Planck system. The formal gradient flow of the associated entropy loss functional is derived, giving an evolution equation for $D$ coupled with two auxiliary elliptic PDEs.

math.AP

Tensor PDE model of biological network formation

We study an elliptic-parabolic system of partial differential equations describing formation of biological network structures. The model takes into consideration the evolution of the permeability tensor under the influence of a diffusion term, representing randomness in the material structure, a decay term describing metabolic cost and a pressure force. A Darcy's law type equation describes the pressure field. In the spatially two-dimensional setting, we present a constructive, formal derivation of the PDE system from the discrete network formation model in the refinement limit of a sequence of unstructured triangulations. Moreover, we show that the PDE system is a formal $L^2$-gradient flow of an energy functional with biological interpretation, and study its convexity properties. For the case when the energy functional is convex, we construct unique global weak solutions of the PDE system. Finally, we construct steady state solutions in one- and multi-dimensional settings and discuss their stability properties.

math.AP

Selection dynamics for deep neural networks

This paper presents a partial differential equation framework for deep residual neural networks and for the associated learning problem. This is done by carrying out the continuum limits of neural networks with respect to width and depth. We study the wellposedness, the large time solution behavior, and the characterization of the steady states of the forward problem. Several useful time-uniform estimates and stability/instability conditions are presented. We state and prove optimality conditions for the inverse deep learning problem, using standard variational calculus, the Hamilton-Jacobi-Bellmann equation and the Pontryagin maximum principle. This serves to establish a mathematical foundation for investigating the algorithmic and theoretical connections between neural networks, PDE theory, variational analysis, optimal control, and deep learning.

math.AP

Auxin transport model for leaf venation

The plant hormone auxin controls many aspects of the development of plants. One striking dynamical feature is the self-organisation of leaf venation patterns which is driven by high levels of auxin within vein cells. The auxin transport is mediated by specialised membrane-localised proteins. Many venation models have been based on polarly localised efflux-mediator proteins of the PIN family. Here, we investigate a modeling framework for auxin transport with a positive feedback between auxin fluxes and transport capacities that are not necessarily polar, i.e.\ directional across a cell wall. Our approach is derived from a discrete graph-based model for biological transportation networks, where cells are represented by graph nodes and intercellular membranes by edges. The edges are not a-priori oriented and the direction of auxin flow is determined by its concentration gradient along the edge. We prove global existence of solutions to the model and the validity of Murray's law for its steady states. Moreover, we demonstrate with numerical simulations that the model is able connect an auxin source-sink pair with a mid-vein and that it can also produce branching vein patterns. A significant innovative aspect of our approach is that it allows the passage to a formal macroscopic limit which can be extended to include network growth. We perform mathematical analysis of the macroscopic formulation, showing the global existence of weak solutions for an appropriate parameter range.

math.DS

Murray's law for discrete and continuum models of biological networks

We demonstrate the validity of Murray's law, which represents a scaling relation for branch conductivities in a transportation network, for discrete and continuum models of biological networks. We first consider discrete networks with general metabolic coefficient and multiple branching nodes and derive a generalization of the classical 3/4-law. Next we prove an analogue of the discrete Murray's law for the continuum system obtained in the continuum limit of the discrete model on a rectangular mesh. Finally, we consider a continuum model derived from phenomenological considerations and show the validity of the Murray's law for its linearly stable steady states.

math.AP

On a dissipative Gross-Pitaevskii-type model for exciton-polariton condensates

We study a generalized dissipative Gross-Pitaevskii-type model arising in the description of exciton-polariton condensates. We derive global in-time existence results and various a-priori estimates for this model posed on the one-dimensional torus. Moreover, we analyze in detail the long-time behavior of spatially homogenous solutions and their respective steady states and present numerical simulations in the case of more general initial data. We also study the convergence to the corresponding adiabatic regime, which results in a single damped-driven Gross-Pitaveskii equation.

math.AP

Rigorous Continuum Limit for the Discrete Network Formation Problem

Motivated by recent physics papers describing the formation of biological transport networks we study a discrete model proposed by Hu and Cai consisting of an energy consumption function constrained by a linear system on a graph. For the spatially two-dimensional rectangular setting we prove the rigorous continuum limit of the constrained energy functional as the number of nodes of the underlying graph tends to infinity and the edge lengths shrink to zero uniformly. The proof is based on reformulating the discrete energy functional as a sequence of integral functionals and proving their $Γ$-converge towards a continuum energy functional.

math.AP